UNITED STATES
                SECURITIES AND EXCHANGE COMMISSION
                      Washington, D.C. 20549
 
                       FORM 13 (F) COVER PAGE
 
Report for the Calendar Year or Quarter Ended: September 30, 2005
 
Check here if Amendment           [  ]; Amendment Number:
This Amendment (Check only one.): [  ] is a restatement.
                                  [  ] adds new holdings entries.
 
Institutional Investment Manager Filing this Report:
 
Name:    American Express Financial Corporation
Address: 430 AXP Financial Center
         Minneapolis, MN  55474-0000
 
Form 13F File Number:  28-139
 
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:     Jeffrey Fox
Title:    V.P. Investment Accounting
Phone:    612-671-6741
 
Signature, Place, and Date of Signing:
 
 
/s/ Jeffrey Fox        Minneapolis, MN             October 07, 2005
-------------------   ------------------          --------------------
[Signature]           [City, State]               [Date]
 
Report Type (Check only one.):
 
[   ] 13F HOLDINGS REPORT.
 
[   ] 13F NOTICE.
 
[ x ] 13F COMBINATION REPORT.
 
                       FORM 13F SUMMARY PAGE
 
 
Report Summary:
Number of Other Included Managers:          13
Form 13F Information Table Entry Total:     6049
Form 13F Information Table Value Total:     $60314987 (thousands)
 
 
 
List of Other Included Managers:
No.  13F File Number     Name
--------------------     -----------------------------------------
01   28-698              American Express Company
02   28-10477            RiverSource Investments, LLC
03   28-1045             Ameriprise Trust Company
04   28-140              Ameriprise Certificate Company
05   28-143              IDS Life Insurance  Company
06   28-1046             IDS Life Insurance Company of New York
07   28-10459            American Partners Life
08   28-10456            American Centurion Life of New York
09   28-10457            American Enterprise Life
10                       Threadneedle Asset Management Limited
11   28-06558            American Express Asset Management International
12   28-05679            American Express Asset Management International-Japan
13   28-06560            American Express Asset Management International Limited

 

                                                                                                       
                                                              FORM 13F INFORMATION TABLE
                                                           VALUE   SHARES/  SH/ PUT/ INVSTMT    OTHER         VOTING AUTHORITY
        NAME OF ISSUER         TITLE OF CLASS     CUSIP   (x$1000) PRN AMT  PRN CALL DSCRETN   MANAGERS    SOLE     SHARED    NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
AAON INC   S                   COM              000360206     1622    88250 SH       DEFINED 01              88250        0        0
AAR CORP   S                   COM              000361105     6569   382325 SH       DEFINED 01             382325        0        0
AAR CORP   S                   COM              000361105     1043    60670 SH       DEFINED 01 02               0    60670        0
AAR CORP   S                   COM              000361105      129     7500 SH       DEFINED 01 03               0     7500        0
AAR CORP   S                   COM              000361105      562    32760 SH       DEFINED 02              32760        0        0
LIPMAN ELECTRONIC ENGINEERIG   COM              000428011      130     6193 SH       DEFINED 01 11               0     6193        0
ACCO BRANDS CORP   S           COM              00081T108      278     9850 SH       DEFINED 01                  0        0     9850
ROYAL CARIBBEAN COM USD0.01    COM              000886286     4565   105800 SH       DEFINED 01 11               0   105800        0
ADC TELECOM   S                COM              000886309      156     6806 SH       DEFINED 01               6806        0        0
ADC TELECOM   S                COM              000886309      566    24772 SH       DEFINED 01 03               0    24772        0
ADC TELECOM   S                COM              000886309      160     6971 SH       DEFINED 01 11               0        0     6971
ABM INDUSTRIES INC   S         COM              000957100     1810    86974 SH       DEFINED 01              86974        0        0
ABM INDUSTRIES INC   S         COM              000957100      973    46780 SH       DEFINED 01 02               0    46780        0
ABM INDUSTRIES INC   S         COM              000957100      133     6400 SH       DEFINED 01 03               0     6400        0
ABM INDUSTRIES INC   S         COM              000957100      516    24800 SH       DEFINED 02              24800        0        0
AFLAC INC   S                  COM              001055102    14885   328566 SH       DEFINED 01             328566        0        0
AFLAC INC   S                  COM              001055102       14      302 SH       DEFINED 01 02               0      302        0
AFLAC INC   S                  COM              001055102     4832   106675 SH       DEFINED 01 03               0   106675        0
ORBOTECH LTD                   COM              001082338      124     4991 SH       DEFINED 01 11               0     4991        0
AGCO CORP   S                  COM              001084102    11224   616690 SH       DEFINED 01             616690        0        0
AGCO CORP   S                  COM              001084102      998    54870 SH       DEFINED 01 02               0    54870        0
AGCO CORP   S                  COM              001084102      138     7600 SH       DEFINED 01 03               0     7600        0
AGCO CORP   S                  COM              001084102      529    29100 SH       DEFINED 02              29100        0        0
SYNERON MEDICAL LTD            COM              001090935     2409    65966 SH       DEFINED 01 11               0    65966        0
AES CORP   S                   COM              00130H105     7594   462204 SH       DEFINED 01             462204        0        0
AES CORP   S                   COM              00130H105       81     4937 SH       DEFINED 01 02               0     4937        0
AES CORP   S                   COM              00130H105     2282   138883 SH       DEFINED 01 03               0   138883        0
AES CORP   S                   COM              00130H105      210    12753 SH       DEFINED 02              12753        0        0
AK STEEL   S                   COM              001547108     9322  1087784 SH       DEFINED 01            1087784        0        0
AK STEEL   S                   COM              001547108        4      520 SH       DEFINED 01 02               0      520        0
AK STEEL   S                   COM              001547108     1721   201064 SH       DEFINED 01 11               0        0   201064
AK STEEL   S                   COM              001547108       41     4800 SH       DEFINED 02               4800        0        0
AMB PROPERTY CORP.   S         COM              00163T109     2047    45600 SH       DEFINED 01              45600        0        0
AMB PROPERTY CORP.   S         COM              00163T109       28      620 SH       DEFINED 02                620        0        0
AMICAS INC   S                 COM              001712108      409    75800 SH       DEFINED 01              75800        0        0
AMN HEALTHCARE SERV.   S       COM              001744101      718    46390 SH       DEFINED 01                  0        0    46390
AMN HEALTHCARE SERV.   S       COM              001744101     1445    93400 SH       DEFINED 01 02               0        0    93400
AMN HEALTHCARE SERV.   S       COM              001744101      175    11300 SH       DEFINED 01 03               0        0    11300
AMN HEALTHCARE SERV.   S       COM              001744101      768    49700 SH       DEFINED 02                  0        0    49700
AMR CORP DEL   S               COM              001765106    51520  4608265 SH       DEFINED 01            4608265        0        0
AMR CORP DEL   S               COM              001765106      549    49100 SH       DEFINED 01 03               0    49100        0
AMR CORP DEL   S               COM              001765106      129    11530 SH       DEFINED 02              11530        0        0
ATI TECHNOLOGIES   FSUSD       COM              001941103     3817   273812 SH       DEFINED 01             273812        0        0
ATI TECHNOLOGIES   FSUSD       COM              001941103      155    11092 SH       DEFINED 01 02               0      489    10603
ATI TECHNOLOGIES   FSUSD       COM              001941103       14     1022 SH       DEFINED 01 03               0     1022        0
AT&T CORP   S                  COM              001957505   123286  6226613 SH       DEFINED 01            6226613        0        0
AT&T CORP   S                  COM              001957505      204    10343 SH       DEFINED 01 02               0    10343        0
AT&T CORP   S                  COM              001957505     4057   204871 SH       DEFINED 01 03               0   204871        0
AT&T CORP   S                  COM              001957505     1584    80000 SH       DEFINED 01 11               0        0    80000
AT&T CORP   S                  COM              001957505      491    24807 SH       DEFINED 02              24807        0        0
A.S.V. INC   S                 COM              001963107      906    40010 SH       DEFINED 01              40010        0        0
ATMI INC   S                   COM              00207R101     2637    85067 SH       DEFINED 01              85067        0        0
ATMI INC   S                   COM              00207R101        4      140 SH       DEFINED 01 02               0      140        0
ATP OIL & GAS CORPORATION   S  COM              00208J108      207     6300 SH       DEFINED 01               6300        0        0
AU OPTRONICS CORP ADR          COM              002255107     2898   224000 SH       DEFINED 01 11               0        0   224000
AARON RENTS INC   S            COM              002535201     4991   235993 SH       DEFINED 01                  0        0   235993
AARON RENTS INC-CL A   S       COM              002535300       89     4500 SH       DEFINED 01               4500        0        0
ABAXIS   S                     COM              002567105      688    52689 SH       DEFINED 01              52689        0        0
ABBOTT LABS *   S              COM              002824100      460    10851 SH       DEFINED 00                  0        0    10851
ABBOTT LABS *   S              COM              002824100    94306  2224245 SH       DEFINED 01            2224245        0        0
ABBOTT LABS *   S              COM              002824100       69     1612 SH       DEFINED 01 02               0     1612        0
ABBOTT LABS *   S              COM              002824100    14455   340919 SH       DEFINED 01 03               0   340919        0
ABBOTT LABS *   S              COM              002824100    84592  1995989 SH       DEFINED 01 11               0   127650  1868339
ABBOTT LABS *   S              COM              002824100      224     5282 SH       DEFINED 02               5282        0        0
ABERCROMBIE & FITCH   S        COM              002896207      676    13560 SH       DEFINED 01              13560        0        0
ABERCROMBIE & FITCH   S        COM              002896207       61     1233 SH       DEFINED 01 02               0      808      425
ABGENIX INC   S                COM              00339B107     1576   124300 SH       DEFINED 01             124300        0        0
ABGENIX INC   S                COM              00339B107        5      390 SH       DEFINED 01 02               0      390        0
ABITIBI-CONSOLIDATED   FSUSD   COM              003924107    11591  2861854 SH       DEFINED 01            2861854        0        0
ACADIA REALTY TRUST   S        COM              004239109     3783   210276 SH       DEFINED 01             210276        0        0
ACCREDITED HOME LENDERS   S    COM              00437P107     3892   110684 SH       DEFINED 01             110684        0        0
ACE CASH EXPRESS INC   S       COM              004403101        6      345 SH       DEFINED 01                345        0        0
ACTIVISION INC   S             COM              004930202      441    21568 SH       DEFINED 01              21568        0        0
ACTION PERFORMANCE   S         COM              004933107      524    41937 SH       DEFINED 01              41937        0        0
ACTEL CORP   S                 COM              004934105      893    61719 SH       DEFINED 01              61719        0        0
ACTUANT CORPORATION.   S       COM              00508X203     5114   109296 SH       DEFINED 01             109296        0        0
ACTUANT CORPORATION.   S       COM              00508X203      138     2941 SH       DEFINED 01 02               0     2941        0
ACUITY BRANDS INC   S          COM              00508Y102     3127   105413 SH       DEFINED 01                  0        0   105413
ACXIOM CORP   S                COM              005125109    37688  2013232 SH       DEFINED 01            2013232        0        0
ACXIOM CORP   S                COM              005125109     3035   162055 SH       DEFINED 01 02               0   162055        0
ACXIOM CORP   S                COM              005125109     2055   109778 SH       DEFINED 01 03               0   109778        0
ADAPTEC INC   S                COM              00651F108      973   253982 SH       DEFINED 01             253982        0        0
ADMINISTAFF INC   S            COM              007094105     5019   126306 SH       DEFINED 01             126306        0        0
ADMINISTAFF INC   S            COM              007094105       16      400 SH       DEFINED 02                400        0        0
ADOBE SYSTEMS INC   S          COM              00724F101    20023   670769 SH       DEFINED 01             670769        0        0
ADOBE SYSTEMS INC   S          COM              00724F101       84     2829 SH       DEFINED 01 02               0     2829        0
ADOBE SYSTEMS INC   S          COM              00724F101     3179   106524 SH       DEFINED 01 03               0   106524        0
ADOBE SYSTEMS INC   S          COM              00724F101    45165  1513640 SH       DEFINED 01 11               0   234445  1279195
ADOBE SYSTEMS INC   S          COM              00724F101      463    15498 SH       DEFINED 02               8998        0     6500
ADTRAN INC   S                 COM              00738A106     4206   133537 SH       DEFINED 01             133537        0        0
ADTRAN INC   S                 COM              00738A106       11      330 SH       DEFINED 01 02               0      330        0
ADVANCE AUTO PARTS.   S        COM              00751Y106   217241  5616351 SH       DEFINED 01            5616351        0        0
ADVANCE AUTO PARTS.   S        COM              00751Y106     7632   197288 SH       DEFINED 01 02               0   197288        0
ADVANCE AUTO PARTS.   S        COM              00751Y106     2668    68977 SH       DEFINED 01 03               0    68977        0
ADV DIGITAL INFORMAT   S       COM              007525108      677    72000 SH       DEFINED 01              72000        0        0
ADVANCED ANALOGIC TECHNOLOGIES COM              00752J108      562    50000 SH       DEFINED 01 11               0        0    50000
ADVANCED NEUROMODULA.   S      COM              00757T101     3063    64543 SH       DEFINED 01              64543        0        0
ADVANCED NEUROMODULA.   S      COM              00757T101      673    14196 SH       DEFINED 01 02               0    14196        0
ADVO INC   S                   COM              007585102     5447   174071 SH       DEFINED 01             174071        0        0
ADVANCED POWER TECH   S        COM              00761E108       47     5411 SH       DEFINED 01               5411        0        0
ADVISORY BOARD CO   S          COM              00762W107     2992    57500 SH       DEFINED 01              57500        0        0
ADVISORY BOARD CO   S          COM              00762W107        8      150 SH       DEFINED 01 02               0      150        0
ADVISORY BOARD CO   S          COM              00762W107     2229    42835 SH       DEFINED 01 11               0        0    42835
AEROFLEX INC   S               COM              007768104     5980   638845 SH       DEFINED 01             638845        0        0
AEROFLEX INC   S               COM              007768104        6      640 SH       DEFINED 01 02               0      640        0
AEROPOSTALE INC.   S           COM              007865108      711    33450 SH       DEFINED 01                  0        0    33450
AEROPOSTALE INC.   S           COM              007865108        1       70 SH       DEFINED 01 02               0        0       70
ADVANCED MICRO DEV   S         COM              007903107     5703   226278 SH       DEFINED 01             226278        0        0
ADVANCED MICRO DEV   S         COM              007903107       31     1234 SH       DEFINED 01 02               0     1234        0
ADVANCED MICRO DEV   S         COM              007903107     2135    84705 SH       DEFINED 01 03               0    84705        0
ADVANCED MICRO DEV   S         COM              007903107    38674  1535321 SH       DEFINED 01 11               0        0  1535321
ADVANCED MICRO DEV   S         COM              007903107      168     6654 SH       DEFINED 02               6654        0        0
ADVANTA B   S                  COM              007942204     3653   129391 SH       DEFINED 01                  0        0   129391
ADVANTA B   S                  COM              007942204     1201    42540 SH       DEFINED 01 02               0        0    42540
ADVANTA B   S                  COM              007942204      164     5800 SH       DEFINED 01 03               0        0     5800
ADVANTA B   S                  COM              007942204      641    22700 SH       DEFINED 02                  0        0    22700
ADVANCED ENERGY IND   S        COM              007973100      687    63838 SH       DEFINED 01              63838        0        0
ADVENT SOFTWARE   S            COM              007974108    29340  1089074 SH       DEFINED 01            1089074        0        0
ADVENT SOFTWARE   S            COM              007974108     2280    84614 SH       DEFINED 01 02               0    84614        0
ADVENT SOFTWARE   S            COM              007974108     1598    59324 SH       DEFINED 01 03               0    59324        0
AETNA INC NEW   S   S          COM              00817Y108    38025   441427 SH       DEFINED 01             441427        0        0
AETNA INC NEW   S   S          COM              00817Y108      329     3813 SH       DEFINED 01 02               0     3813        0
AETNA INC NEW   S   S          COM              00817Y108     5311    61652 SH       DEFINED 01 03               0    61652        0
AETNA INC NEW   S   S          COM              00817Y108      289     3361 SH       DEFINED 01 11               0        0     3361
AETNA INC NEW   S   S          COM              00817Y108      504     5853 SH       DEFINED 02               5853        0        0
AFFILIATED COMPUTER   S        COM              008190100    48956   896638 SH       DEFINED 01             896638        0        0
AFFILIATED COMPUTER   S        COM              008190100      208     3798 SH       DEFINED 01 02               0     1707     2091
AFFILIATED COMPUTER   S        COM              008190100     1458    26705 SH       DEFINED 01 03               0    26705        0
AFFILIATED COMPUTER   S        COM              008190100     4368    80000 SH       DEFINED 01 11               0        0    80000
AFFILIATED MANAGERS   S        COM              008252108     4364    60257 SH       DEFINED 01              60257        0        0
AFFILIATED MANAGERS   S        COM              008252108      392     5410 SH       DEFINED 01 02               0     5410        0
AFFYMETRIX.   S                COM              00826T108      439     9500 SH       DEFINED 01               9500        0        0
AFFYMETRIX.   S                COM              00826T108     5805   125529 SH       DEFINED 01 02               0   125529        0
AFFYMETRIX.   S                COM              00826T108     1040    22505 SH       DEFINED 01 03               0    22505        0
AFFIRMATIVE INSURANCE HOLDING  COM              008272106     1403    96700 SH       DEFINED 01 11               0    96700        0
AFTERMARKET TECH.   S          COM              008318107      694    37757 SH       DEFINED 01              37757        0        0
AGERE SYSTEMS INC   S          COM              00845V308      698    67040 SH       DEFINED 01              67040        0        0
AGERE SYSTEMS INC   S          COM              00845V308      768    73800 SH       DEFINED 01 11               0        0    73800
AGILENT TECHNOLOGIES   S       COM              00846U101     6753   206207 SH       DEFINED 01             206207        0        0
AGILENT TECHNOLOGIES   S       COM              00846U101     3441   105078 SH       DEFINED 01 03               0   105078        0
AGNICO EAGLE MINES   FSUSD     COM              008474108     8183   552532 SH       DEFINED 01             552532        0        0
AGNICO EAGLE MINES   FSUSD     COM              008474108      269    18195 SH       DEFINED 01 02               0        0    18195
AGILYSYS INC   S               COM              00847J105     5585   331600 SH       DEFINED 01             331600        0        0
AGILYSYS INC   S               COM              00847J105      769    45610 SH       DEFINED 01 02               0    45610        0
AGILYSYS INC   S               COM              00847J105      106     6300 SH       DEFINED 01 03               0     6300        0
AGILYSYS INC   S               COM              00847J105      408    24200 SH       DEFINED 02              24200        0        0
AGREE REALTY CORP   S          COM              008492100     3027   107165 SH       DEFINED 01             107165        0        0
AGRIUM   FSUSD                 COM              008916108     5833   265536 SH       DEFINED 01             265536        0        0
AIR FRANCE-KLM ADR   FSUSD     COM              009119108     5787   343420 SH       DEFINED 01                  0        0   343420
AIR FRANCE ADR WTS  05/05/2004 WT               009119116      125   312200 SH       DEFINED 01                  0        0   312200
AIR PROD & CHEM   S            COM              009158106    21617   392030 SH       DEFINED 01             392030        0        0
AIR PROD & CHEM   S            COM              009158106     4066    73743 SH       DEFINED 01 03               0    73743        0
AIRGAS INC   S                 COM              009363102      619    20901 SH       DEFINED 01 02               0    20901        0
AIRGAS INC   S                 COM              009363102       23      780 SH       DEFINED 02                780        0        0
AIRTRAN HOLDINGS INC   S       COM              00949P108     4555   359791 SH       DEFINED 01             359791        0        0
AIRTRAN HOLDINGS INC   S       COM              00949P108     1105    87330 SH       DEFINED 01 02               0    87330        0
AIRTRAN HOLDINGS INC   S       COM              00949P108      153    12100 SH       DEFINED 01 03               0    12100        0
AIRTRAN HOLDINGS INC   S       COM              00949P108      590    46600 SH       DEFINED 02              46600        0        0
AKAMAI TECHNOLOGIES.   S       COM              00971T101     4231   265220 SH       DEFINED 01             265220        0        0
AKAMAI TECHNOLOGIES.   S       COM              00971T101      140     8822 SH       DEFINED 01 02               0     8822        0
ALABAMA NATL BANC..   S        COM              010317105     2432    38025 SH       DEFINED 01              38025        0        0
ACE LTD STK                    COM              010366437      113     2392 SH       DEFINED 01 02               0     2392        0
ALAMOSA HOLDINGS INC   S       COM              011589108     1627    95102 SH       DEFINED 01              95102        0        0
ALAMOSA HOLDINGS INC   S       COM              011589108       39     2300 SH       DEFINED 02               2300        0        0
ALASKA AIRGROUP   S            COM              011659109     7439   256000 SH       DEFINED 01             256000        0        0
ALASKA AIRGROUP   S            COM              011659109     1311    45090 SH       DEFINED 01 02               0    45090        0
ALASKA AIRGROUP   S            COM              011659109      174     6000 SH       DEFINED 01 03               0     6000        0
ALASKA AIRGROUP   S            COM              011659109      698    24000 SH       DEFINED 02              24000        0        0
ALASKA COMM SYSTEMS   S        COM              01167P101      633    55380 SH       DEFINED 01              55380        0        0
ALBANY INTL CORP NEW   S       COM              012348108     2648    71830 SH       DEFINED 01              71830        0        0
ALBANY MOLECULAR RES   S       COM              012423109     1839   150979 SH       DEFINED 01             150979        0        0
ALBANY MOLECULAR RES   S       COM              012423109       19     1600 SH       DEFINED 02               1600        0        0
ALBEMARLE CORP   S             COM              012653101     3336    88486 SH       DEFINED 01              88486        0        0
ALBERTO CULVER   S             COM              013068101      196     4398 SH       DEFINED 01               4398        0        0
ALBERTO CULVER   S             COM              013068101      717    16029 SH       DEFINED 01 03               0    16029        0
ALBERTSONS INC   S             COM              013104104    62916  2452842 SH       DEFINED 01            2452842        0        0
ALBERTSONS INC   S             COM              013104104       95     3694 SH       DEFINED 01 02               0     3694        0
ALBERTSONS INC   S             COM              013104104     2009    78331 SH       DEFINED 01 03               0    78331        0
ALBERTSONS INC   S             COM              013104104      159     6186 SH       DEFINED 02               6186        0        0
ALCAN INC   FSUSD              COM              013716105     8157   257032 SH       DEFINED 01             257032        0        0
ALCAN INC   FSUSD              COM              013716105       24      758 SH       DEFINED 01 02               0      758        0
ALCOA INC   S                  COM              013817101    54669  2238639 SH       DEFINED 01            2238639        0        0
ALCOA INC   S                  COM              013817101       24      976 SH       DEFINED 01 02               0      976        0
ALCOA INC   S                  COM              013817101     6364   260602 SH       DEFINED 01 03               0   260602        0
ALCOA INC   S                  COM              013817101     3919   160500 SH       DEFINED 01 11               0        0   160500
ALCATEL SA.   FSUSD            COM              013904305     7214   537634 SH       DEFINED 01                  0        0   537634
ALCATEL SA.   FSUSD            COM              013904305      146    10912 SH       DEFINED 01 02               0        0    10912
ALDERWOODS GROUP INC   S       COM              014383103       69     4225 SH       DEFINED 01               4225        0        0
ALDERWOODS GROUP INC   S       COM              014383103      861    52480 SH       DEFINED 01 02               0    52480        0
ALDERWOODS GROUP INC   S       COM              014383103      115     7000 SH       DEFINED 01 03               0     7000        0
ALDERWOODS GROUP INC   S       COM              014383103      459    28000 SH       DEFINED 02              28000        0        0
ALERIS INTL   S                COM              014477103     1915    69758 SH       DEFINED 01              69758        0        0
ALEX REAL ESTATE EQU   S       COM              015271109      601     7274 SH       DEFINED 01               7274        0        0
ALEXION PHARMACEUTICALS        COM              015351109       66     2376 SH       DEFINED 01 02               0     2376        0
ALFA CORP   S                  COM              015385107      670    40178 SH       DEFINED 01              40178        0        0
ALFA CORP   S                  COM              015385107       37     2200 SH       DEFINED 02               2200        0        0
ALKERMES INC   S               COM              01642T108     2051   122010 SH       DEFINED 01             122010        0        0
ALKERMES INC   S               COM              01642T108        3      200 SH       DEFINED 01 02               0      200        0
ALLEGHANY CORP   S             COM              017175100     4070    13300 SH       DEFINED 01              13300        0        0
ALLEGHENY ENERGY   S           COM              017361106     9485   308783 SH       DEFINED 01             308783        0        0
ALLEGHENY ENERGY   S           COM              017361106     1063    34608 SH       DEFINED 01 03               0    34608        0
ALLEGHENY ENERGY   S           COM              017361106     2360    76815 SH       DEFINED 01 11               0        0    76815
ALLEGHENY ENERGY   S           COM              017361106       72     2354 SH       DEFINED 02               2354        0        0
ALLEGHENY TECHNOLOGY   S       COM              01741R102      678    21889 SH       DEFINED 01              21889        0        0
ALLEGHENY TECHNOLOGY   S       COM              01741R102      554    17891 SH       DEFINED 01 03               0    17891        0
ALLEGHENY TECHNOLOGY   S       COM              01741R102     2278    73636 SH       DEFINED 01 11               0        0    73636
ALLERGAN INC   S               COM              018490102     1114    12159 SH       DEFINED 01              12159        0        0
ALLERGAN INC   S               COM              018490102     2548    27807 SH       DEFINED 01 03               0    27807        0
ALLERGAN INC   S               COM              018490102     1163    12850 SH       DEFINED 01 11               0        0    12850
ALLETE INC   S                 COM              018522300     3656    79815 SH       DEFINED 01              79815        0        0
ALLETE INC   S                 COM              018522300       27      600 SH       DEFINED 02                600        0        0
ALLIANCE BANKSHARES CORP   S   COM              018535104      427    25746 SH       DEFINED 01              25746        0        0
ALLIANCE DATA SYSTEM   S       COM              018581108    19402   495561 SH       DEFINED 01             495561        0        0
ALLIANCE GAMING CORP   S       COM              01859P609      803    74000 SH       DEFINED 01              74000        0        0
ALLIANCE IMAGING INC   S       COM              018606202      494    57727 SH       DEFINED 01                  0        0    57727
ALLIANCE IMAGING INC   S       COM              018606202       22     2600 SH       DEFINED 02                  0        0     2600
ALLIANCE ONE INTL INC   S      COM              018772103      726   205252 SH       DEFINED 01             205252        0        0
ALLIANT TECHSYSTEMS   S        COM              018804104       11      154 SH       DEFINED 01                154        0        0
ALLIED WASTE IND   S           COM              019589308     2195   259727 SH       DEFINED 01             259727        0        0
ALLIED WASTE IND   S           COM              019589308      392    46390 SH       DEFINED 01 03               0    46390        0
ALLMERICA FINANCIAL   S        COM              019754100       18      430 SH       DEFINED 02                430        0        0
ALLSCRIPTS HLTHCARE   S        COM              01988P108     3901   216500 SH       DEFINED 01             216500        0        0
ALLSCRIPTS HLTHCARE   S        COM              01988P108        3      170 SH       DEFINED 01 02               0      170        0
ALLSCRIPTS HLTHCARE   S        COM              01988P108       29     1616 SH       DEFINED 02               1616        0        0
ALLSTATE CORP   S              COM              020002101    29220   528459 SH       DEFINED 01             528459        0        0
ALLSTATE CORP   S              COM              020002101      368     6656 SH       DEFINED 01 02               0     6656        0
ALLSTATE CORP   S              COM              020002101     8528   154254 SH       DEFINED 01 03               0   154254        0
ALLSTATE CORP   S              COM              020002101      340     6100 SH       DEFINED 01 11               0        0     6100
ALLSTATE CORP   S              COM              020002101      773    13976 SH       DEFINED 02              13976        0        0
ALLTEL CORP   S                COM              020039103    35522   545574 SH       DEFINED 01             545574        0        0
ALLTEL CORP   S                COM              020039103       20      314 SH       DEFINED 01 02               0      314        0
ALLTEL CORP   S                COM              020039103     6040    92777 SH       DEFINED 01 03               0    92777        0
ALON USA ENERGY INC   S        COM              020520102      222     9210 SH       DEFINED 01                  0        0     9210
ALPHA NATURAL RESOURCES INC    COM              02076X102      810    26963 SH       DEFINED 01              26963        0        0
ALPHARMA INC CL A   S          COM              020813101     5438   218660 SH       DEFINED 01             218660        0        0
ALTERA CORP   S                COM              021441100      415    21741 SH       DEFINED 01              21741        0        0
ALTERA CORP   S                COM              021441100     1555    81382 SH       DEFINED 01 03               0    81382        0
ALTIRIS INC   S                COM              02148M100      793    51840 SH       DEFINED 01                  0        0    51840
ALTRIA GROUP INC   S           COM              02209S103      843    11440 SH       DEFINED 00                  0        0    11440
ALTRIA GROUP INC   S           COM              02209S103   687982  9333602 SH       DEFINED 01            9333602        0        0
ALTRIA GROUP INC   S           COM              02209S103     2294    31127 SH       DEFINED 01 02               0    30002     1125
ALTRIA GROUP INC   S           COM              02209S103    35255   478303 SH       DEFINED 01 03               0   478303        0
ALTRIA GROUP INC   S           COM              02209S103   151101  2051547 SH       DEFINED 01 11               0   111280  1940267
ALTRIA GROUP INC   S           COM              02209S103     3825    51894 SH       DEFINED 02              51894        0        0
AMAZON COM INC   S             COM              023135106       51     1124 SH       DEFINED 01 03               0     1124        0
AMBAC FINANCIAL GRP   S        COM              023139108     4904    68065 SH       DEFINED 01              68065        0        0
AMBAC FINANCIAL GRP   S        COM              023139108      144     2009 SH       DEFINED 01 02               0     2009        0
AMBAC FINANCIAL GRP   S        COM              023139108     1639    22740 SH       DEFINED 01 03               0    22740        0
AMBAC FINANCIAL GRP   S        COM              023139108      236     3277 SH       DEFINED 02               3277        0        0
AMBASSADORS GROUP INC   S      COM              023177108       97     4380 SH       DEFINED 01                  0        0     4380
AMCOL INTL CORP.   S           COM              02341W103      947    49650 SH       DEFINED 01              49650        0        0
AMCOL INTL CORP.   S           COM              02341W103        4      200 SH       DEFINED 01 02               0      200        0
AMEDISYS INC   S               COM              023436108     5958   152740 SH       DEFINED 01             152740        0        0
AMEDISYS INC   S               COM              023436108        9      250 SH       DEFINED 01 02               0      250        0
AMEGY BANCORP INC   S          COM              02343R102     3615   159740 SH       DEFINED 01             159740        0        0
AMERADA HESS   S               COM              023551104    11821    85968 SH       DEFINED 01              85968        0        0
AMERADA HESS   S               COM              023551104       44      319 SH       DEFINED 01 02               0      319        0
AMERADA HESS   S               COM              023551104     2335    16985 SH       DEFINED 01 03               0    16985        0
AMERADA HESS   S               COM              023551104      217     1572 SH       DEFINED 02               1572        0        0
AMERCO   S                     COM              023586100      616    10585 SH       DEFINED 01              10585        0        0
AMERCO   S                     COM              023586100       33      561 SH       DEFINED 02                561        0        0
AMEREN CORP   S                COM              023608102     9970   186392 SH       DEFINED 01             186392        0        0
AMEREN CORP   S                COM              023608102     2317    43325 SH       DEFINED 01 03               0    43325        0
AMERICA MOVIL SA  CV.   FSUSD  COM              02364W105      462    17562 SH       DEFINED 00                  0        0    17562
AMERICA MOVIL SA  CV.   FSUSD  COM              02364W105     5353   203364 SH       DEFINED 01                  0        0   203364
AMERICA MOVIL SA  CV.   FSUSD  COM              02364W105   217407  8263006 SH       DEFINED 01 11               0        0  8263006
AMCORE FINL INC   S            COM              023912108      611    19572 SH       DEFINED 01              19572        0        0
AMCORE FINL INC   S            COM              023912108       37     1200 SH       DEFINED 02               1200        0        0
AMER AXLE & MFG HDGS   S       COM              024061103     3536   153218 SH       DEFINED 01             153218        0        0
AMER AXLE & MFG HDGS   S       COM              024061103       18      800 SH       DEFINED 01 11               0        0      800
AMER AXLE & MFG HDGS   S       COM              024061103       16      700 SH       DEFINED 02                700        0        0
AMERICAN CAMPUS COMMUNITIES    COM              024835100      367    15217 SH       DEFINED 01              15217        0        0
AMERICAN CAPITAL STRATEGIES    COM              024937104     1386    37815 SH       DEFINED 01 11               0    37815        0
AMERICAN COMMUNITY BNCSHS      COM              02520W106      490    28548 SH       DEFINED 01 02               0    28548        0
AMERICAN ECOLOGY CO   S        COM              025533407       51     2613 SH       DEFINED 01               2613        0        0
AMERICAN ELEC PWR   S          COM              025537101     4623   116450 SH       DEFINED 01             116450        0        0
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AMERICAN ELEC PWR   S          COM              025537101      394     9950 SH       DEFINED 01 11               0        0     9950
AMERICAN ELEC PWR   S          COM              025537101      214     5386 SH       DEFINED 02               5386        0        0
AMERICAN EAGLE OUTFI   S       COM              02553E106       23      982 SH       DEFINED 01 02               0      982        0
AEMG - SMALL CAP GROWTH FUND   COM              025810987    17681 10000000 SH       DEFINED 01 05               0        0 10000000
AMERICAN EXPRESS   S           COM              025816109     4159    72411 SH       DEFINED 01              72411        0        0
AMERICAN EXPRESS   S           COM              025816109    15156   263852 SH       DEFINED 01 03               0   263852        0
AMERICAN EXPRESS   S           COM              025816109     7105   123700 SH       DEFINED 01 11               0        0   123700
AMERICAN FINANCIAL GRP   S     COM              025932104      935    27538 SH       DEFINED 01              27538        0        0
AMERICAN FINANCIAL GRP   S     COM              025932104       21      630 SH       DEFINED 02                630        0        0
AMERICAN FINANCIAL REALTY TR   COM              02607P305      131     9200 SH       DEFINED 01               9200        0        0
AM GREETINGS CL A   S          COM              026375105      173     6291 SH       DEFINED 01               6291        0        0
AMERICAN HEALTHWAYS.   S       COM              02649V104     3752    88510 SH       DEFINED 01              88510        0        0
AMERICAN HOME MORTGAGE INV   S COM              02660R107     4156   137156 SH       DEFINED 01             137156        0        0
AMERICAN HOME MORTGAGE INV   S COM              02660R107     2069    68310 SH       DEFINED 01 02               0    68310        0
AMERICAN HOME MORTGAGE INV   S COM              02660R107      285     9400 SH       DEFINED 01 03               0     9400        0
AMERICAN HOME MORTGAGE INV   S COM              02660R107     1123    37072 SH       DEFINED 02              37072        0        0
AMERICAN INTL GROUP   S   S    COM              026874107   323428  5219935 SH       DEFINED 01            5219935        0        0
AMERICAN INTL GROUP   S   S    COM              026874107      519     8370 SH       DEFINED 01 02               0     6169     2201
AMERICAN INTL GROUP   S   S    COM              026874107    34951   564092 SH       DEFINED 01 03               0   564092        0
AMERICAN INTL GROUP   S   S    COM              026874107    94539  1526231 SH       DEFINED 01 11               0   112305  1413926
AMER ITALIAN PASTA   S         COM              027070101     3751   351860 SH       DEFINED 01             351860        0        0
AMER ITALIAN PASTA   S         COM              027070101        9      800 SH       DEFINED 02                800        0        0
AMERICAN MEDICAL SYS..   S     COM              02744M108     3560   176680 SH       DEFINED 01             176680        0        0
AMERICAN MEDICAL SYS..   S     COM              02744M108       21     1049 SH       DEFINED 01 02               0        0     1049
AMER MEDICAL ALERT CORP   S    COM              027904101      260    37400 SH       DEFINED 01              37400        0        0
AMERICAN NATL INS CO   S       COM              028591105     4562    38300 SH       DEFINED 01              38300        0        0
AMERICAN PHYSICIANS CAP INC    COM              028884104     3208    65300 SH       DEFINED 01              65300        0        0
AMERICAN RETIREMENT   S        COM              028913101      411    21800 SH       DEFINED 01              21800        0        0
AMERICAN RETIREMENT   S        COM              028913101       17      900 SH       DEFINED 02                900        0        0
AMER PWR CONVERSION   S        COM              029066107    40622  1568425 SH       DEFINED 01            1568425        0        0
AMER PWR CONVERSION   S        COM              029066107     3091   119384 SH       DEFINED 01 02               0   119384        0
AMER PWR CONVERSION   S        COM              029066107     3068   118425 SH       DEFINED 01 03               0   118425        0
AMER PWR CONVERSION   S        COM              029066107      126     4872 SH       DEFINED 02               4872        0        0
AMERICAN REPROGRAPHICS CO   S  COM              029263100     1038    60740 SH       DEFINED 01 02               0    60740        0
AMERICAN REPROGRAPHICS CO   S  COM              029263100      129     7550 SH       DEFINED 01 03               0     7550        0
AMERICAN REPROGRAPHICS CO   S  COM              029263100      490    28700 SH       DEFINED 02              28700        0        0
AMERICAN STD CO   S            COM              029712106   114228  2453863 SH       DEFINED 01            2453863        0        0
AMERICAN STD CO   S            COM              029712106     2863    61495 SH       DEFINED 01 02               0    61495        0
AMERICAN STD CO   S            COM              029712106     2548    54753 SH       DEFINED 01 03               0    54753        0
AMERICAN STD CO   S            COM              029712106    51853  1114906 SH       DEFINED 01 11               0        0  1114906
AMERICAN STD CO   S            COM              029712106      224     4820 SH       DEFINED 02               4820        0        0
AMERICAN STS WATER   S         COM              029899101     1267    37880 SH       DEFINED 01              37880        0        0
AMERICAN TOWER CORP   S        COM              029912201     1118    44851 SH       DEFINED 00                  0        0    44851
AMERICAN TOWER CORP   S        COM              029912201     5168   207133 SH       DEFINED 01             207133        0        0
AMERICAN TOWER CORP   S        COM              029912201    84159  3376841 SH       DEFINED 01 11               0   271462  3105379
AMERICAN VANGUARD CORP   S     COM              030371108       22     1242 SH       DEFINED 01               1242        0        0
AMERICAN VANGUARD CORP   S     COM              030371108        3      180 SH       DEFINED 01 02               0      180        0
AMERICAN WOODMARK CORP.   S    COM              030506109     1982    58988 SH       DEFINED 01              58988        0        0
AMERICANWEST BANCORPORATION    COM              03058P109      551    23810 SH       DEFINED 01              23810        0        0
AMERICREDIT CORP   S           COM              03060R101     1270    53218 SH       DEFINED 00              53218        0        0
AMERICREDIT CORP   S           COM              03060R101     2253    94400 SH       DEFINED 01              94400        0        0
AMERICREDIT CORP   S           COM              03060R101     3322   139293 SH       DEFINED 01 11               0        0   139293
AMERICREDIT CORP   S           COM              03060R101       26     1080 SH       DEFINED 02               1080        0        0
AMERIGON INCORPORATED   S      COM              03070L300      257    44000 SH       DEFINED 01              44000        0        0
AMERISTAR CASINOS IN   S       COM              03070Q101     2253   108096 SH       DEFINED 01             108096        0        0
AMERISTAR CASINOS IN   S       COM              03070Q101        4      160 SH       DEFINED 01 02               0      160        0
AMERISTAR CASINOS IN   S       COM              03070Q101       33     1600 SH       DEFINED 02               1600        0        0
AMERON INTL CORP.   S          COM              030710107      881    18986 SH       DEFINED 01              18986        0        0
AMERON INTL CORP.   S          COM              030710107        5      100 SH       DEFINED 01 03               0      100        0
AMERON INTL CORP.   S          COM              030710107       37      800 SH       DEFINED 02                800        0        0
AMERUS GROUP CO   S            COM              03072M108     5191    90471 SH       DEFINED 01              90471        0        0
AMERUS GROUP CO   S            COM              03072M108       23      400 SH       DEFINED 02                400        0        0
AMERISOURCEBERGEN   S          COM              03073E105    12550   162339 SH       DEFINED 01             162339        0        0
AMERISOURCEBERGEN   S          COM              03073E105     1706    22075 SH       DEFINED 01 03               0    22075        0
AMERISOURCEBERGEN   S          COM              03073E105      216     2800 SH       DEFINED 01 11               0        0     2800
AMERIGROUP CORP   S            COM              03073T102     4533   237122 SH       DEFINED 01             237122        0        0
AMERIGROUP CORP   S            COM              03073T102       11      600 SH       DEFINED 02                600        0        0
AMERITRADE HLDGS.   S          COM              03074K100      589    27426 SH       DEFINED 01              27426        0        0
AMETEK INC (NEW)   S           COM              031100100     1869    43500 SH       DEFINED 01              43500        0        0
AMGEN INC   S                  COM              031162100      661     8298 SH       DEFINED 00                  0        0     8298
AMGEN INC   S                  COM              031162100   404230  5073782 SH       DEFINED 01            5073782        0        0
AMGEN INC   S                  COM              031162100     4067    51038 SH       DEFINED 01 02               0    51038        0
AMGEN INC   S                  COM              031162100    22143   277926 SH       DEFINED 01 03               0   277926        0
AMGEN INC   S                  COM              031162100   105349  1322897 SH       DEFINED 01 11               0    81748  1241149
AMGEN INC   S                  COM              031162100      279     3500 SH       DEFINED 02                  0        0     3500
AMKOR TECHNOLOGY INC. 05.000%  CONV BND         031652AH3     3966  4500000 PRN      DEFINED 01 02               0        0  4500000
AMPEX CORP-CLASS A   S         COM              032092306       36     1193 SH       DEFINED 01               1193        0        0
AMPHENOL CORP   S              COM              032095101      450    11163 SH       DEFINED 01              11163        0        0
AMSOUTH BANCORPORATI   S       COM              032165102    25291  1001262 SH       DEFINED 01            1001262        0        0
AMSOUTH BANCORPORATI   S       COM              032165102     1882    74514 SH       DEFINED 01 03               0    74514        0
AMSOUTH BANCORPORATI   S       COM              032165102       35     1380 SH       DEFINED 02               1380        0        0
AMSURG CORP.   S               COM              03232P405     1831    66910 SH       DEFINED 01              66910        0        0
AMYLIN PHARM.   S              COM              032346108    18752   539012 SH       DEFINED 01             539012        0        0
AMYLIN PHARM.   S              COM              032346108      273     7812 SH       DEFINED 01 02               0     7812        0
AMYLIN PHARM.   S              COM              032346108     2684    77278 SH       DEFINED 01 11               0        0    77278
ANADARKO PETRO CORP   S        COM              032511107     1689    17641 SH       DEFINED 00              17641        0        0
ANADARKO PETRO CORP   S        COM              032511107   124242  1297571 SH       DEFINED 01            1297571        0        0
ANADARKO PETRO CORP   S        COM              032511107      817     8532 SH       DEFINED 01 02               0     8532        0
ANADARKO PETRO CORP   S        COM              032511107     6150    64226 SH       DEFINED 01 03               0    64226        0
ANADARKO PETRO CORP   S        COM              032511107     5741    60000 SH       DEFINED 01 11               0        0    60000
ANADARKO PETRO CORP   S        COM              032511107      153     1603 SH       DEFINED 02               1603        0        0
ANALOG DEVICES   S             COM              032654105    22644   609705 SH       DEFINED 01             609705        0        0
ANALOG DEVICES   S             COM              032654105     4460   120083 SH       DEFINED 01 03               0   120083        0
ANALOG DEVICES   S             COM              032654105     5825   156914 SH       DEFINED 01 11               0        0   156914
ANALOG DEVICES   S             COM              032654105      200     5380 SH       DEFINED 02               5380        0        0
ANALOGIC   S                   COM              032657207     1562    30989 SH       DEFINED 01              30989        0        0
ANAREN INC   S                 COM              032744104      669    47400 SH       DEFINED 01              47400        0        0
ANCHOR BANCORP   S             COM              032839102     2116    71767 SH       DEFINED 01              71767        0        0
ANCHOR BANCORP   S             COM              032839102       27      900 SH       DEFINED 02                900        0        0
ANDREW CORP   S                COM              034425108      106     9488 SH       DEFINED 01               9488        0        0
ANDREW CORP   S                COM              034425108      333    29869 SH       DEFINED 01 02               0        0    29869
ANDREW CORP   S                COM              034425108      385    34544 SH       DEFINED 01 03               0    34544        0
ANGELICA CORP   S              COM              034663104      374    20939 SH       DEFINED 01              20939        0        0
ANGLOGOLD ASHANTI LTD -ADR   F COM              035128206     3819    90000 SH       DEFINED 01                  0        0    90000
ANHEUSER BUSCH CO   S          COM              035229103     2898    67328 SH       DEFINED 01              67328        0        0
ANHEUSER BUSCH CO   S          COM              035229103     7109   165167 SH       DEFINED 01 03               0   165167        0
ANIXTER INTL INC   S           COM              035290105    10055   249320 SH       DEFINED 01             249320        0        0
ANIXTER INTL INC   S           COM              035290105     1938    48090 SH       DEFINED 01 02               0    48090        0
ANIXTER INTL INC   S           COM              035290105      239     5930 SH       DEFINED 01 03               0     5930        0
ANIXTER INTL INC   S           COM              035290105     1047    25970 SH       DEFINED 02              25970        0        0
ANNTAYLOR STORES COR   S       COM              036115103     7629   287374 SH       DEFINED 01             287374        0        0
ANSOFT CORP   S                COM              036384105       77     2616 SH       DEFINED 01               2616        0        0
ANSYS   S                      COM              03662Q105     7827   203357 SH       DEFINED 01             203357        0        0
ANSYS   S                      COM              03662Q105       10      270 SH       DEFINED 01 02               0      270        0
ANSYS   S                      COM              03662Q105       89     2300 SH       DEFINED 02               2300        0        0
ANTEON INTERNATIONAL CORP   S  COM              03674E108     2865    67000 SH       DEFINED 01                  0        0    67000
ANTEON INTERNATIONAL CORP   S  COM              03674E108     1076    25160 SH       DEFINED 01 02               0        0    25160
ANTEON INTERNATIONAL CORP   S  COM              03674E108      150     3500 SH       DEFINED 01 03               0        0     3500
ANTEON INTERNATIONAL CORP   S  COM              03674E108      568    13300 SH       DEFINED 02                  0        0    13300
ANTHRACITE CAPITAL..   S       COM              037023108      860    74269 SH       DEFINED 01              74269        0        0
ANTHRACITE CAPITAL..   S       COM              037023108     1511   130580 SH       DEFINED 01 02               0   130580        0
ANTHRACITE CAPITAL..   S       COM              037023108      207    17900 SH       DEFINED 01 03               0    17900        0
ANTHRACITE CAPITAL..   S       COM              037023108      846    73000 SH       DEFINED 02              73000        0        0
ANWORTH MORTGAGE ASSET CORP.   COM              037347101      630    76295 SH       DEFINED 01              76295        0        0
AON CORP   S                   COM              037389103   102510  3195448 SH       DEFINED 01            3195448        0        0
AON CORP   S                   COM              037389103      141     4393 SH       DEFINED 01 02               0     4393        0
AON CORP   S                   COM              037389103     2173    67725 SH       DEFINED 01 03               0    67725        0
AON CORP   S                   COM              037389103      113     3500 SH       DEFINED 01 11               0        0     3500
AON CORP   S                   COM              037389103      159     4966 SH       DEFINED 02               4966        0        0
APACHE CORP   S                COM              037411105   275355  3660657 SH       DEFINED 01            3660657        0        0
APACHE CORP   S                COM              037411105     2577    34259 SH       DEFINED 01 02               0    34259        0
APACHE CORP   S                COM              037411105     5830    77504 SH       DEFINED 01 03               0    77504        0
APARTMENT INVT & MGMT CO   S   COM              03748R101    11647   300312 SH       DEFINED 01             300312        0        0
APARTMENT INVT & MGMT CO   S   COM              03748R101       30      762 SH       DEFINED 01 02               0      762        0
APARTMENT INVT & MGMT CO   S   COM              03748R101      787    20305 SH       DEFINED 01 03               0    20305        0
APARTMENT INVT & MGMT CO   S   COM              03748R101       29      748 SH       DEFINED 02                748        0        0
APOGEE ENTERPRISES   S         COM              037598109     1074    62824 SH       DEFINED 01              62824        0        0
APOGEE ENTERPRISES   S         COM              037598109      100     5859 SH       DEFINED 01 11               0        0     5859
APOLLO GROUP INC  -C   S       COM              037604105     1958    29495 SH       DEFINED 01                  0        0    29495
APOLLO GROUP INC  -C   S       COM              037604105     2114    31850 SH       DEFINED 01 03               0        0    31850
APOLLO GROUP INC  -C   S       COM              037604105      970    14550 SH       DEFINED 01 11               0        0    14550
APOLLO INVESTMENT CORP   S     COM              03761U106     1791    90475 SH       DEFINED 01                  0        0    90475
APOLLO INVESTMENT CORP   S     COM              03761U106     1766    89190 SH       DEFINED 01 02               0        0    89190
APOLLO INVESTMENT CORP   S     COM              03761U106      228    11500 SH       DEFINED 01 03               0        0    11500
APOLLO INVESTMENT CORP   S     COM              03761U106      941    47500 SH       DEFINED 02                  0        0    47500
APPLE COMPUTER   S             COM              037833100   366932  6844451 SH       DEFINED 01            6844451        0        0
APPLE COMPUTER   S             COM              037833100     4731    88276 SH       DEFINED 01 02               0    88276        0
APPLE COMPUTER   S             COM              037833100    10902   203363 SH       DEFINED 01 03               0   203363        0
APPLE COMPUTER   S             COM              037833100   127206  2372793 SH       DEFINED 01 11               0        0  2372793
APPLE COMPUTER   S             COM              037833100      160     2982 SH       DEFINED 02               2982        0        0
APPLEBEES INTL INC             COM              037899101       98     4713 SH       DEFINED 01 02               0     4713        0
APRIA HEALTHCARE GRO   S       COM              037933108     4465   139926 SH       DEFINED 01             139926        0        0
APRIA HEALTHCARE GRO   S       COM              037933108     1125    35250 SH       DEFINED 01 02               0    35250        0
APRIA HEALTHCARE GRO   S       COM              037933108      147     4600 SH       DEFINED 01 03               0     4600        0
APRIA HEALTHCARE GRO   S       COM              037933108      593    18600 SH       DEFINED 02              18600        0        0
APPLERA - APP BIOSYS   S       COM              038020103      532    22897 SH       DEFINED 01              22897        0        0
APPLERA - APP BIOSYS   S       COM              038020103      965    41534 SH       DEFINED 01 03               0    41534        0
APPLERA - APP BIOSYS   S       COM              038020103       14      600 SH       DEFINED 02                600        0        0
CELERA GENOMICS GRP-APPLER   S COM              038020202     2176   179400 SH       DEFINED 01                  0        0   179400
CELERA GENOMICS GRP-APPLER   S COM              038020202     1187    97870 SH       DEFINED 01 02               0        0    97870
CELERA GENOMICS GRP-APPLER   S COM              038020202      138    11400 SH       DEFINED 01 03               0        0    11400
CELERA GENOMICS GRP-APPLER   S COM              038020202      611    50300 SH       DEFINED 02                  0        0    50300
APPLICA INC   S                COM              03815A106       91    54554 SH       DEFINED 01              54554        0        0
APPLIED IND TECHNOLO   S       COM              03820C105     5236   145938 SH       DEFINED 01             145938        0        0
APPLIED IND TECHNOLO   S       COM              03820C105      932    25995 SH       DEFINED 01 02               0    25995        0
APPLIED IND TECHNOLO   S       COM              03820C105      100     2800 SH       DEFINED 01 03               0     2800        0
APPLIED IND TECHNOLO   S       COM              03820C105      475    13255 SH       DEFINED 02              13255        0        0
APPLIED MATERIALS   S          COM              038222105     8288   488626 SH       DEFINED 01             488626        0        0
APPLIED MATERIALS   S          COM              038222105     5910   348459 SH       DEFINED 01 03               0   348459        0
APPLIED MATERIALS   S          COM              038222105     3117   184000 SH       DEFINED 01 11               0        0   184000
APPLIED MICRO CIRCUT   S       COM              03822W109     1136   378988 SH       DEFINED 01             378988        0        0
APPLIED MICRO CIRCUT   S       COM              03822W109       76    25334 SH       DEFINED 01 02               0        0    25334
APPLIED MICRO CIRCUT   S       COM              03822W109      195    64957 SH       DEFINED 01 03               0    64957        0
APPLIED SIGNAL.   S            COM              038237103      495    25940 SH       DEFINED 01              25940        0        0
APTARGROUP INC   S             COM              038336103     5527   110969 SH       DEFINED 01             110969        0        0
AQUA AMERICA INC   S           COM              03836W103       24      635 SH       DEFINED 01 02               0      635        0
AQUANTIVE INC   S              COM              03839G105     1719    85361 SH       DEFINED 01              85361        0        0
AQUANTIVE INC   S              COM              03839G105      263    13085 SH       DEFINED 01 11               0        0    13085
AQUANTIVE INC   S              COM              03839G105       36     1800 SH       DEFINED 02               1800        0        0
AQUILA INC   S                 COM              03840P102     2628   663720 SH       DEFINED 01             663720        0        0
AQUILA INC   S                 COM              03840P102       63    15800 SH       DEFINED 02              15800        0        0
ARACRUZ CELLULOSE SA   FSUSD   COM              038496204      403     9940 SH       DEFINED 01                  0        0     9940
ARACRUZ CELLULOSE SA   FSUSD   COM              038496204    57346  1421568 SH       DEFINED 01 11               0        0  1421568
ARACRUZ CELLULOSE SA   FSUSD   COM              038496204      262     6500 SH       DEFINED 02                  0        0     6500
ARAMARK CORPORATION            COM              038521100    65040  2439570 SH       DEFINED 01 11               0  2439570        0
ARBITRON INC   S               COM              03875Q108     5612   140862 SH       DEFINED 01             140862        0        0
ARBITRON INC   S               COM              03875Q108        7      170 SH       DEFINED 01 02               0      170        0
ARBITRON INC   S               COM              03875Q108      120     3000 SH       DEFINED 01 03               0     3000        0
ARBOR REALTY TRUST INC   S     COM              038923108     2666    94900 SH       DEFINED 01              94900        0        0
ARCH CHEMICALS INC   S         COM              03937R102     1241    53377 SH       DEFINED 01              53377        0        0
ARCH COAL INC   S              COM              039380100      498     7366 SH       DEFINED 01 02               0     7366        0
ARCHER DANIELS MDLND   S       COM              039483102    81875  3320175 SH       DEFINED 01            3320175        0        0
ARCHER DANIELS MDLND   S       COM              039483102      154     6252 SH       DEFINED 01 02               0     6252        0
ARCHER DANIELS MDLND   S       COM              039483102     3411   138325 SH       DEFINED 01 03               0   138325        0
ARCHER DANIELS MDLND   S       COM              039483102     4932   200000 SH       DEFINED 01 11               0        0   200000
ARCHER DANIELS MDLND   S       COM              039483102      715    29034 SH       DEFINED 02              29034        0        0
ARCHSTONE-SMITH TRUS   S       COM              039583109     4965   124518 SH       DEFINED 01             124518        0        0
ARCHSTONE-SMITH TRUS   S       COM              039583109       48     1199 SH       DEFINED 01 02               0     1199        0
ARCHSTONE-SMITH TRUS   S       COM              039583109     1795    45030 SH       DEFINED 01 03               0    45030        0
ARCHSTONE-SMITH TRUS   S       COM              039583109      918    23069 SH       DEFINED 01 11               0        0    23069
ARCTIC CAT INC   S             COM              039670104     3085   150159 SH       DEFINED 01             150159        0        0
ARENA BRANDS HLD CRP   S       COM              03999M207      463   111111 SH       DEFINED 01                  0        0   111111
ARENA PHARMACEUTICAL   S       COM              040047102      492    49700 SH       DEFINED 01              49700        0        0
ARENA PHARMACEUTICAL   S       COM              040047102       21     2155 SH       DEFINED 01 02               0        0     2155
ARGONAUT GROUP INC   S         COM              040157109     2217    82100 SH       DEFINED 01              82100        0        0
ARGOSY GAMING   S              COM              040228108     3139    66804 SH       DEFINED 01              66804        0        0
ARIAD PHARMACEUTICALS          COM              04033A100       24     3220 SH       DEFINED 01 02               0     3220        0
ARKANSAS BEST CORP   S         COM              040790107     2863    82139 SH       DEFINED 01              82139        0        0
ARKANSAS BEST CORP   S         COM              040790107       31      900 SH       DEFINED 02                900        0        0
ARMOR HOLDINGS INC   S         COM              042260109     7713   179325 SH       DEFINED 01             179325        0        0
ARMOR HOLDINGS INC   S         COM              042260109     2290    53230 SH       DEFINED 01 02               0    53230        0
ARMOR HOLDINGS INC   S         COM              042260109      297     6900 SH       DEFINED 01 03               0     6900        0
ARMOR HOLDINGS INC   S         COM              042260109     1217    28300 SH       DEFINED 02              28300        0        0
ARQULE INC   S                 COM              04269E107      622    79399 SH       DEFINED 01              79399        0        0
ARQULE INC   S                 COM              04269E107        4      490 SH       DEFINED 01 02               0      490        0
ARRIS GROUP INC   S            COM              04269Q100     6594   556055 SH       DEFINED 01             556055        0        0
ARRIS GROUP INC   S            COM              04269Q100        9      710 SH       DEFINED 01 02               0      710        0
ARRIS GROUP INC   S            COM              04269Q100       36     3000 SH       DEFINED 02               3000        0        0
ARRAY BIOPHARMA INC            COM              04269X105       20     2758 SH       DEFINED 01 02               0     2758        0
ARROW ELECTRONICS   S          COM              042735100     1225    39050 SH       DEFINED 01              39050        0        0
ARROW ELECTRONICS   S          COM              042735100      145     4700 SH       DEFINED 01 11               0        0     4700
ARROW INTERNATIONAL   S        COM              042764100     1261    44700 SH       DEFINED 01              44700        0        0
ARTESYN TECHNOLOGIES   S       COM              043127109     2439   262314 SH       DEFINED 01             262314        0        0
ARTESYN TECHNOLOGIES   S       COM              043127109        4      460 SH       DEFINED 01 02               0      460        0
ARTHROCARE CORP   S            COM              043136100     3432    85315 SH       DEFINED 01              85315        0        0
ARVINMERITOR INC   S           COM              043353101     2588   154763 SH       DEFINED 01             154763        0        0
ARVINMERITOR INC   S           COM              043353101     1316    78770 SH       DEFINED 01 02               0    78770        0
ARVINMERITOR INC   S           COM              043353101      169    10100 SH       DEFINED 01 03               0    10100        0
ARVINMERITOR INC   S           COM              043353101      726    43400 SH       DEFINED 02              43400        0        0
ASBURY AUTOMOTIVE GROUP   S    COM              043436104     1789   105098 SH       DEFINED 01                  0        0   105098
ASHFORD HOSPITALITY TRUST   S  COM              044103109     1046    97200 SH       DEFINED 01              97200        0        0
ASHLAND INC   S                COM              044209104      239     4324 SH       DEFINED 01               4324        0        0
ASHLAND INC   S                COM              044209104      872    15780 SH       DEFINED 01 03               0    15780        0
ASHWORTH INC   S               COM              04516H101      216    31620 SH       DEFINED 01              31620        0        0
ASPECT MEDICAL SYSTE   S       COM              045235108     1210    40830 SH       DEFINED 01              40830        0        0
ASPECT MEDICAL SYSTE   S       COM              045235108       87     2937 SH       DEFINED 01 02               0        0     2937
ASSET ACCEPTANCE CAPITAL   S   COM              04543P100      256     8554 SH       DEFINED 01               8554        0        0
ASSOCIATED ESTATES R   S       COM              045604105     1451   148100 SH       DEFINED 01             148100        0        0
ASSURANT INC   S               COM              04621X108    17627   463167 SH       DEFINED 01             463167        0        0
ASSURANT INC   S               COM              04621X108       19      505 SH       DEFINED 01 02               0      505        0
ASSURANT INC   S               COM              04621X108       30      800 SH       DEFINED 02                800        0        0
ASTA FUNDING INC   S           COM              046220109       95     3126 SH       DEFINED 01               3126        0        0
ASTEC INDS INC   S             COM              046224101     1654    58259 SH       DEFINED 01              58259        0        0
ASTRAZENECA PLC-ADR   FSUSD    COM              046353108     2680    56900 SH       DEFINED 01                  0        0    56900
ATARI INC   S                  COM              04651M105      926   642541 SH       DEFINED 01             642541        0        0
ATHEROS COMMUNICATIONS   S     COM              04743P108     2146   219850 SH       DEFINED 01                  0        0   219850
ATHEROS COMMUNICATIONS   S     COM              04743P108        2      250 SH       DEFINED 01 02               0        0      250
ATLAS AMERICA INC   S          COM              049167109     1512    30950 SH       DEFINED 01 02               0        0    30950
ATLAS AMERICA INC   S          COM              049167109      205     4200 SH       DEFINED 01 03               0        0     4200
ATLAS AMERICA INC   S          COM              049167109      806    16501 SH       DEFINED 02                  0        0    16501
ATMEL CORP   S                 COM              049513104      897   435354 SH       DEFINED 01             435354        0        0
ATMEL CORP   S                 COM              049513104      332   161178 SH       DEFINED 01 02               0        0   161178
ATMOS ENERGY CORP   S          COM              049560105     5125   181415 SH       DEFINED 01             181415        0        0
ATWOOD OCEANICS   S            COM              050095108     6251    74237 SH       DEFINED 01              74237        0        0
ATWOOD OCEANICS   S            COM              050095108        4       50 SH       DEFINED 01 02               0       50        0
AUDIBLE INC COM USD0.01        COM              05069A302      699    56973 SH       DEFINED 01 11               0        0    56973
AUDIOVOX CORP   S              COM              050757103     2029   145087 SH       DEFINED 01             145087        0        0
AUGUST TECH CORP   S           COM              05106U105      245    23000 SH       DEFINED 01              23000        0        0
AUTO DATA NETWORK INC          COM              05270Q104      325   282220 SH       DEFINED 01 02               0   282220        0
AUTOBYTEL INC   S              COM              05275N106     1351   269668 SH       DEFINED 01             269668        0        0
AUTODESK INC   S               COM              052769106      670    14429 SH       DEFINED 00                  0        0    14429
AUTODESK INC   S               COM              052769106   107551  2315860 SH       DEFINED 01            2315860        0        0
AUTODESK INC   S               COM              052769106       60     1299 SH       DEFINED 01 02               0     1299        0
AUTODESK INC   S               COM              052769106     2301    49544 SH       DEFINED 01 03               0    49544        0
AUTODESK INC   S               COM              052769106    21920   472081 SH       DEFINED 01 11               0   108911   363170
AUTODESK INC   S               COM              052769106       51     1088 SH       DEFINED 02               1088        0        0
AUTOLIV INC   S                COM              052800109       87     2000 SH       DEFINED 01               2000        0        0
AUTOLIV INC   S                COM              052800109      252     5800 SH       DEFINED 01 11               0        0     5800
AUTOLIV INC   S                COM              052800109      253     5830 SH       DEFINED 02                830        0     5000
AUTOMATIC DATA PROC.   S       COM              053015103    10945   254281 SH       DEFINED 01             254281        0        0
AUTOMATIC DATA PROC.   S       COM              053015103       42      995 SH       DEFINED 01 02               0      995        0
AUTOMATIC DATA PROC.   S       COM              053015103     5310   123369 SH       DEFINED 01 03               0   123369        0
AUTOMATIC DATA PROC.   S       COM              053015103    18300   425381 SH       DEFINED 01 11               0        0   425381
AUTOMATIC DATA PROC.   S       COM              053015103       86     2001 SH       DEFINED 02               2001        0        0
AUTONATION INC   S             COM              05329W102     7141   357600 SH       DEFINED 01             357600        0        0
AUTONATION INC   S             COM              05329W102      766    38345 SH       DEFINED 01 03               0    38345        0
AUTOZONE   S                   COM              053332102    11318   135933 SH       DEFINED 01             135933        0        0
AUTOZONE   S                   COM              053332102      984    11822 SH       DEFINED 01 03               0    11822        0
AVALONBAY COMM   S             COM              053484101     4996    58300 SH       DEFINED 01              58300        0        0
AVALONBAY COMM   S             COM              053484101       33      384 SH       DEFINED 01 02               0      384        0
AVANIR PHARMACEUTICALS-CL A    COM              05348P104      228    73763 SH       DEFINED 01 02               0    73763        0
AVAYA INC   S                  COM              053499109        0        2 SH       DEFINED 00                  2        0        0
AVAYA INC   S                  COM              053499109      255    24749 SH       DEFINED 01              24749        0        0
AVAYA INC   S                  COM              053499109      929    90183 SH       DEFINED 01 03               0    90183        0
AVERY DENNISON CORP   S        COM              053611109    15222   290554 SH       DEFINED 01             290554        0        0
AVERY DENNISON CORP   S        COM              053611109       25      484 SH       DEFINED 01 02               0      484        0
AVERY DENNISON CORP   S        COM              053611109     1231    23490 SH       DEFINED 01 03               0    23490        0
AVIALL   S                     COM              05366B102      610    18069 SH       DEFINED 01              18069        0        0
AVIALL   S                     COM              05366B102        4      130 SH       DEFINED 01 02               0      130        0
AVID TECH   S                  COM              05367P100     4553   109985 SH       DEFINED 01             109985        0        0
AVISTA CORP   S                COM              05379B107     2782   143382 SH       DEFINED 01             143382        0        0
AVNET INC   S                  COM              053807103      511    20893 SH       DEFINED 01              20893        0        0
AVNET INC   S                  COM              053807103       21      877 SH       DEFINED 01 02               0      877        0
AVNET INC   S                  COM              053807103      159     6500 SH       DEFINED 01 11               0        0     6500
AVOCENT CORPORATION   S        COM              053893103      422    13352 SH       DEFINED 01              13352        0        0
AVOCENT CORPORATION   S        COM              053893103        7      230 SH       DEFINED 01 02               0      230        0
AVON PRODUCTS   S              COM              054303102    18005   666846 SH       DEFINED 01             666846        0        0
AVON PRODUCTS   S              COM              054303102       57     2138 SH       DEFINED 01 02               0      796     1342
AVON PRODUCTS   S              COM              054303102     2703   100100 SH       DEFINED 01 03               0   100100        0
AXA   FSUSD                    COM              054536107        1       24 SH       DEFINED 01 05               0        0       24
AXCELIS TECH INC   S           COM              054540109     1916   366978 SH       DEFINED 01             366978        0        0
AXCELIS TECH INC   S           COM              054540109     1151   220880 SH       DEFINED 01 02               0   220880        0
AXCELIS TECH INC   S           COM              054540109      145    27800 SH       DEFINED 01 03               0    27800        0
AXCELIS TECH INC   S           COM              054540109      620   118840 SH       DEFINED 02             118840        0        0
AZTAR CORP   S                 COM              054802103     9776   317340 SH       DEFINED 01             317340        0        0
BB&T CORP   S                  COM              054937107     1443    36952 SH       DEFINED 01              36952        0        0
BB&T CORP   S                  COM              054937107     4546   116416 SH       DEFINED 01 03               0   116416        0
BB&T CORP   S                  COM              054937107      163     4100 SH       DEFINED 01 11               0        0     4100
BCE INC   FSUSD                COM              05534B109     2826   103000 SH       DEFINED 01             103000        0        0
BG GROUP PLC   FSUSD           COM              055434203    13830   290000 SH       DEFINED 01                  0        0   290000
BG GROUP PLC   FSUSD           COM              055434203      672    14100 SH       DEFINED 01 02               0        0    14100
BHP OPERATIONS 144A 06.760% 02 PRF              055453740     5084    50000 SH       DEFINED 01                  0        0    50000
BISYS GROUP   S                COM              055472104     1752   130392 SH       DEFINED 01             130392        0        0
BISYS GROUP   S                COM              055472104       21     1600 SH       DEFINED 02               1600        0        0
BJ SERVICES CO   S             COM              055482103    59840  1662719 SH       DEFINED 01            1662719        0        0
BJ SERVICES CO   S             COM              055482103     3712   103160 SH       DEFINED 01 02               0   103160        0
BJ SERVICES CO   S             COM              055482103     4290   119204 SH       DEFINED 01 03               0   119204        0
BKF CAPITAL GROUP.   S         COM              05548G102      124     4000 SH       DEFINED 01               4000        0        0
BJ`S WHOLESALE CLUB   S        COM              05548J106      144     5194 SH       DEFINED 01               5194        0        0
BOK FINANCIAL CORP   S         COM              05561Q201     3556    73842 SH       DEFINED 01              73842        0        0
BOK FINANCIAL CORP   S         COM              05561Q201       14      300 SH       DEFINED 02                300        0        0
BP PLC ADR   FSUSD             COM              055622104   118835  1677285 SH       DEFINED 01                  0        0  1677285
BP PLC ADR   FSUSD             COM              055622104      646     9111 SH       DEFINED 01 02               0        0     9111
BP PLC ADR   FSUSD             COM              055622104      241     3400 SH       DEFINED 01 03               0        0     3400
BT GROUP PLC SPN ADR   FSUSD   COM              05577E101      991    25000 SH       DEFINED 01                  0        0    25000
BMC SOFTWARE INC   S           COM              055921100    46997  2227381 SH       DEFINED 01            2227381        0        0
BMC SOFTWARE INC   S           COM              055921100     3142   148961 SH       DEFINED 01 02               0   148961        0
BMC SOFTWARE INC   S           COM              055921100     3054   144733 SH       DEFINED 01 03               0   144733        0
BMC SOFTWARE INC   S           COM              055921100       37     1750 SH       DEFINED 02               1750        0        0
BADGER METER INC   S           COM              056525108       91     2325 SH       DEFINED 01               2325        0        0
BADGER METER INC   S           COM              056525108      553    14010 SH       DEFINED 01 02               0    14010        0
BADGER METER INC   S           COM              056525108       73     1850 SH       DEFINED 01 03               0     1850        0
BADGER METER INC   S           COM              056525108      290     7400 SH       DEFINED 02               7400        0        0
BAIDU.COM - ADR                COM              056752108      524     8180 SH       DEFINED 01 11               0        0     8180
BAKER (MICHAEL) CORP   S       COM              057149106      121     4656 SH       DEFINED 01               4656        0        0
BAKER HUGHES   S               COM              057224107   163307  2736406 SH       DEFINED 01            2736406        0        0
BAKER HUGHES   S               COM              057224107     1214    20346 SH       DEFINED 01 02               0    20346        0
BAKER HUGHES   S               COM              057224107     7009   117435 SH       DEFINED 01 03               0   117435        0
BAKER HUGHES   S               COM              057224107      115     1930 SH       DEFINED 02               1930        0        0
BALDOR ELECTRIC   S            COM              057741100     2735   107903 SH       DEFINED 01             107903        0        0
BALL CORP   S                  COM              058498106      235     6372 SH       DEFINED 01               6372        0        0
BALL CORP   S                  COM              058498106      853    23208 SH       DEFINED 01 03               0    23208        0
BALL CORP   S                  COM              058498106       21      580 SH       DEFINED 02                580        0        0
BALLARD POWER SYSTEMS INC   FS COM              05858H104     8438  1509508 SH       DEFINED 01            1509508        0        0
BALLARD POWER SYSTEMS INC   FS COM              05858H104      153    27300 SH       DEFINED 01 03               0    27300        0
BALLY TOTAL FITNESS   S        COM              05873K108      344    76920 SH       DEFINED 01              76920        0        0
BANCFIRST CORP.   S            COM              05945F103      156     1833 SH       DEFINED 01               1833        0        0
BANCFIRST CORP.   S            COM              05945F103     1370    16100 SH       DEFINED 01 02               0    16100        0
BANCFIRST CORP.   S            COM              05945F103      162     1900 SH       DEFINED 01 03               0     1900        0
BANCFIRST CORP.   S            COM              05945F103      723     8500 SH       DEFINED 02               8500        0        0
BANCO SANTANDER-CHILE-ADR      COM              05965X109     3850    87829 SH       DEFINED 01 11               0        0    87829
BANCORPSOUTH INC   S           COM              059692103     5549   242855 SH       DEFINED 01             242855        0        0
BANCORPSOUTH INC   S           COM              059692103     2026    88650 SH       DEFINED 01 02               0    88650        0
BANCORPSOUTH INC   S           COM              059692103      254    11100 SH       DEFINED 01 03               0    11100        0
BANCORPSOUTH INC   S           COM              059692103     1156    50600 SH       DEFINED 02              50600        0        0
BANCORP INC/THE   S            COM              05969A105     1750   109411 SH       DEFINED 01             109411        0        0
BANDAG  INC.   S               COM              059815100      446    10389 SH       DEFINED 01              10389        0        0
BANDAG  INC.   S               COM              059815100       17      400 SH       DEFINED 02                400        0        0
BANK OF AMERICA CORP   S       COM              060505104   418462  9939743 SH       DEFINED 01            9939743        0        0
BANK OF AMERICA CORP   S       COM              060505104     1109    26320 SH       DEFINED 01 02               0    20876     5444
BANK OF AMERICA CORP   S       COM              060505104    38646   917944 SH       DEFINED 01 03               0   917944        0
BANK OF AMERICA CORP   S       COM              060505104   166259  3950036 SH       DEFINED 01 11               0   172541  3777495
BANK OF AMERICA CORP   S       COM              060505104      188     4460 SH       DEFINED 02               4460        0        0
BANK OF HAWAII   S             COM              062540109    13022   264578 SH       DEFINED 01             264578        0        0
BANK OF HAWAII   S             COM              062540109       28      570 SH       DEFINED 02                570        0        0
BANK MUTUAL CORP   S           COM              063750103     1234   115100 SH       DEFINED 01             115100        0        0
BANK OF THE OZARKS INC   S     COM              063904106     2904    84589 SH       DEFINED 01              84589        0        0
BANK OF THE OZARKS INC   S     COM              063904106     1152    33610 SH       DEFINED 01 02               0    33610        0
BANK OF THE OZARKS INC   S     COM              063904106      136     3950 SH       DEFINED 01 03               0     3950        0
BANK OF THE OZARKS INC   S     COM              063904106      588    17120 SH       DEFINED 02              17120        0        0
BANK OF NEW YORK   S           COM              064057102    35315  1200775 SH       DEFINED 01            1200775        0        0
BANK OF NEW YORK   S           COM              064057102       75     2566 SH       DEFINED 01 02               0     2566        0
BANK OF NEW YORK   S           COM              064057102     4868   165514 SH       DEFINED 01 03               0   165514        0
BANKATLANTIC CL A   S          COM              065908501     6716   395320 SH       DEFINED 01             395320        0        0
BANKATLANTIC CL A   S          COM              065908501     1824   107417 SH       DEFINED 01 02               0   103730     3687
BANKATLANTIC CL A   S          COM              065908501      229    13500 SH       DEFINED 01 03               0    13500        0
BANKATLANTIC CL A   S          COM              065908501      938    55200 SH       DEFINED 02              55200        0        0
BANKRATE INC   S               COM              06646V108       87     3160 SH       DEFINED 01               3160        0        0
BANKUNITED FINANCIAL   S       COM              06652B103     3667   160349 SH       DEFINED 01              16035        0        0
BANTA CORP   S                 COM              066821109      655    12867 SH       DEFINED 01              12867        0        0
BANTA CORP   S                 COM              066821109       31      600 SH       DEFINED 02                600        0        0
BARD (C.R.) INC   S            COM              067383109    28302   428616 SH       DEFINED 01             428616        0        0
BARD (C.R.) INC   S            COM              067383109     1478    22386 SH       DEFINED 01 03               0    22386        0
BARNES & NOBLE   S             COM              067774109      799    21188 SH       DEFINED 01              21188        0        0
BARNES & NOBLE   S             COM              067774109       36      960 SH       DEFINED 02                960        0        0
BARNES GROUP   S               COM              067806109     4144   115557 SH       DEFINED 01             115557        0        0
BARNES GROUP   S               COM              067806109     1219    34030 SH       DEFINED 01 02               0    34030        0
BARNES GROUP   S               COM              067806109      165     4600 SH       DEFINED 01 03               0     4600        0
BARNES GROUP   S               COM              067806109      649    18100 SH       DEFINED 02              18100        0        0
BARRICK GOLD INC   FSUSD       COM              067901108    21971   756319 SH       DEFINED 01             756319        0        0
BARRICK GOLD INC   FSUSD       COM              067901108       37     1270 SH       DEFINED 01 02               0        0     1270
BARR PHARMACEUTICALS INC   S   COM              068306109     7738   140900 SH       DEFINED 01             140900        0        0
BARR PHARMACEUTICALS INC   S   COM              068306109     1203    21941 SH       DEFINED 01 11               0        0    21941
BASSETT FURN IND.   S          COM              070203104      496    26629 SH       DEFINED 01              26629        0        0
BAUSCH & LOMB   S              COM              071707103      702     8703 SH       DEFINED 01               8703        0        0
BAUSCH & LOMB   S              COM              071707103      922    11434 SH       DEFINED 01 03               0    11434        0
BAUSCH & LOMB   S              COM              071707103       28      350 SH       DEFINED 02                350        0        0
BAXTER INTL INC   S            COM              071813109   121703  3052451 SH       DEFINED 01            3052451        0        0
BAXTER INTL INC   S            COM              071813109       62     1546 SH       DEFINED 01 02               0     1546        0
BAXTER INTL INC   S            COM              071813109     5277   132364 SH       DEFINED 01 03               0   132364        0
BAXTER INTL INC   S            COM              071813109     2013    50500 SH       DEFINED 01 11               0        0    50500
BE AEROSPACE   S               COM              073302101      917    55361 SH       DEFINED 01              55361        0        0
BE AEROSPACE   S               COM              073302101       29     1720 SH       DEFINED 02               1720        0        0
BEA SYSTEMS INC   S            COM              073325102       14     1506 SH       DEFINED 01 03               0     1506        0
BEA SYSTEMS INC   S            COM              073325102       22     2480 SH       DEFINED 02               2480        0        0
BEACON ROOFING SUPPLY INC   S  COM              073685109     1983    60687 SH       DEFINED 01                  0        0    60687
BEAR STEARNS   S               COM              073902108     5658    51558 SH       DEFINED 01              51558        0        0
BEAR STEARNS   S               COM              073902108       93      846 SH       DEFINED 01 02               0      846        0
BEAR STEARNS   S               COM              073902108     2625    23921 SH       DEFINED 01 03               0    23921        0
BEAR STEARNS   S               COM              073902108    14746   134441 SH       DEFINED 01 11               0    42079    92362
BEAR STEARNS   S               COM              073902108      370     3376 SH       DEFINED 02               1376        0     2000
BEARINGPOINT INC   S           COM              074002106      771   101509 SH       DEFINED 01             101509        0        0
BEASLEY BRD GRP A   S          COM              074014101     1124    80000 SH       DEFINED 01              80000        0        0
BEAZER HOMES USA INC.   S      COM              07556Q105     2912    49632 SH       DEFINED 01              49632        0        0
BEAZER HOMES USA INC.   S      COM              07556Q105       47      806 SH       DEFINED 01 02               0      806        0
BEAZER HOMES USA INC.   S      COM              07556Q105       81     1389 SH       DEFINED 02               1389        0        0
BEBE STORES INC   S            COM              075571109      520    29731 SH       DEFINED 01              29731        0        0
BEBE STORES INC   S            COM              075571109       42     2400 SH       DEFINED 02               2400        0        0
BECKMAN COULTER INC   S        COM              075811109    10440   193400 SH       DEFINED 01             193400        0        0
BECTON DICKINSON   S           COM              075887109     3287    62687 SH       DEFINED 01              62687        0        0
BECTON DICKINSON   S           COM              075887109       27      519 SH       DEFINED 01 02               0      519        0
BECTON DICKINSON   S           COM              075887109     2787    53149 SH       DEFINED 01 03               0    53149        0
BECTON DICKINSON   S           COM              075887109      140     2675 SH       DEFINED 02               2675        0        0
BED BATH & BEYOND IN   S       COM              075896100     2379    59225 SH       DEFINED 01              59225        0        0
BED BATH & BEYOND IN   S       COM              075896100     2593    64521 SH       DEFINED 01 03               0    64521        0
BED BATH & BEYOND IN   S       COM              075896100     1938    48305 SH       DEFINED 01 11               0        0    48305
BEDFORD PPTY INVS IN   S       COM              076446301      383    16051 SH       DEFINED 01              16051        0        0
BEDFORD PPTY INVS IN   S       COM              076446301       38     1600 SH       DEFINED 02               1600        0        0
BEL FUSE INC   S               COM              077347300      953    26170 SH       DEFINED 01                  0        0    26170
BELDEN CDT INC   S             COM              077454106     2014   103633 SH       DEFINED 01             103633        0        0
BELL MICRPROD INC   S          COM              078137106     2421   241359 SH       DEFINED 01             241359        0        0
BELL SOUTH   S                 COM              079860102   152907  5813888 SH       DEFINED 01            5813888        0        0
BELL SOUTH   S                 COM              079860102      652    24775 SH       DEFINED 01 02               0    24775        0
BELL SOUTH   S                 COM              079860102    11820   449419 SH       DEFINED 01 03               0   449419        0
BELL SOUTH   S                 COM              079860102      123     4700 SH       DEFINED 01 11               0        0     4700
BELL SOUTH   S                 COM              079860102     1075    40880 SH       DEFINED 02              40880        0        0
BELO CORP   S                  COM              080555105      686    30000 SH       DEFINED 01              30000        0        0
BEMIS CO.   S                  COM              081437105      154     6240 SH       DEFINED 01               6240        0        0
BEMIS CO.   S                  COM              081437105      562    22734 SH       DEFINED 01 03               0    22734        0
BENCHMARK ELECTRONIC   S       COM              08160H101     7409   245995 SH       DEFINED 01             245995        0        0
BENCHMARK ELECTRONIC   S       COM              08160H101     1674    55614 SH       DEFINED 01 02               0    45647     9967
BENCHMARK ELECTRONIC   S       COM              08160H101      157     5200 SH       DEFINED 01 03               0     5200        0
BENCHMARK ELECTRONIC   S       COM              08160H101      708    23500 SH       DEFINED 02              23500        0        0
WR BERKLEY   S                 COM              084423102       33      845 SH       DEFINED 02                845        0        0
BERKSHIRE HATHAWAY B   S       COM              084670207    41153    15069 SH       DEFINED 01                  0        0    15069
BERKSHIRE HATHAWAY B   S       COM              084670207    76176    27921 SH       DEFINED 01 11               0        0    27921
BERKSHIRE HILLS.   S           COM              084680107     1229    36149 SH       DEFINED 01              36149        0        0
BERRY PETROLEUM CO-CL A   S    COM              085789105     4318    64752 SH       DEFINED 01              64752        0        0
BERRY PETROLEUM CO-CL A   S    COM              085789105     1079    16200 SH       DEFINED 01 02               0    16200        0
BERRY PETROLEUM CO-CL A   S    COM              085789105      130     1950 SH       DEFINED 01 03               0     1950        0
BERRY PETROLEUM CO-CL A   S    COM              085789105      569     8550 SH       DEFINED 02               8550        0        0
BEST BUY CO INC   S            COM              086516101    23126   531261 SH       DEFINED 01             531261        0        0
BEST BUY CO INC   S            COM              086516101       57     1309 SH       DEFINED 01 02               0     1309        0
BEST BUY CO INC   S            COM              086516101     3747    86079 SH       DEFINED 01 03               0    86079        0
BEST BUY CO INC   S            COM              086516101       61     1396 SH       DEFINED 01 11               0        0     1396
BEST BUY CO INC   S            COM              086516101      377     8658 SH       DEFINED 02               8658        0        0
BEVERLY ENTERPRISES.   S       COM              087851309      316    25741 SH       DEFINED 01              25741        0        0
BHP BILLITON LTD   FSUSD       COM              088606108     1338    39158 SH       DEFINED 00                  0        0    39158
BHP BILLITON LTD   FSUSD       COM              088606108    12733   372500 SH       DEFINED 01                  0        0   372500
BIG LOTS INC   S               COM              089302103     2437   221739 SH       DEFINED 01             221739        0        0
BIG LOTS INC   S               COM              089302103      266    24209 SH       DEFINED 01 03               0    24209        0
BIO-RAD LABS CL A.   S         COM              090572207      275     5000 SH       DEFINED 01                500        0        0
BIOANALYTICAL SYSTEMS INC   S  COM              09058M103      173    32894 SH       DEFINED 01              32894        0        0
BIOENVISION INC                COM              09059N100      141    17542 SH       DEFINED 01 11               0    17542        0
BIOMET INC   S                 COM              090613100    26129   752823 SH       DEFINED 01             752823        0        0
BIOMET INC   S                 COM              090613100     2131    61442 SH       DEFINED 01 02               0    60809      633
BIOMET INC   S                 COM              090613100     3293    94884 SH       DEFINED 01 03               0    94884        0
BIOMET INC   S                 COM              090613100       54     1551 SH       DEFINED 02               1551        0        0
BIOMARIN PHARMACEUTI.   S      COM              09061G101        4      470 SH       DEFINED 01 02               0      470        0
BIOGEN IDEC INC   S            COM              09062X103    42048  1065038 SH       DEFINED 01            1065038        0        0
BIOGEN IDEC INC   S            COM              09062X103     1137    28796 SH       DEFINED 01 02               0    26897     1899
BIOGEN IDEC INC   S            COM              09062X103     3906    98932 SH       DEFINED 01 03               0    98932        0
BIOGEN IDEC INC   S            COM              09062X103       23      570 SH       DEFINED 02                570        0        0
BIOMED REALTY TRUST INC   S    COM              09063H107     4703   189603 SH       DEFINED 01             189603        0        0
BIOLASE TECHNOLOGY INC   S     COM              090911108      684    95870 SH       DEFINED 01              95870        0        0
BIOSITE INC   S                COM              090945106     4964    80235 SH       DEFINED 01              80235        0        0
BIOSITE INC   S                COM              090945106        4       70 SH       DEFINED 01 02               0       70        0
BLACK & DECKER   S             COM              091797100     1840    22402 SH       DEFINED 01              22402        0        0
BLACK & DECKER   S             COM              091797100     1405    17110 SH       DEFINED 01 03               0    17110        0
BLACK & DECKER   S             COM              091797100       22      270 SH       DEFINED 02                270        0        0
BJ'S RESTAURANTS INC   S       COM              09180C106      193     9460 SH       DEFINED 01 02               0     9460        0
BLACK BOX CORP   S             COM              091826107     2729    65035 SH       DEFINED 01              65035        0        0
BLACK BOX CORP   S             COM              091826107     1133    26990 SH       DEFINED 01 02               0    26990        0
BLACK BOX CORP   S             COM              091826107      155     3700 SH       DEFINED 01 03               0     3700        0
BLACK BOX CORP   S             COM              091826107      687    16384 SH       DEFINED 02              16384        0        0
BLACKBOARD INC   S             COM              091935502      601    24050 SH       DEFINED 01                  0        0    24050
BLACKBOARD INC   S             COM              091935502        3      100 SH       DEFINED 01 02               0        0      100
BLACK HILLS CORP   S           COM              092113109      575    13266 SH       DEFINED 01              13266        0        0
BLACK HILLS CORP   S           COM              092113109     2181    50290 SH       DEFINED 01 02               0    50290        0
BLACK HILLS CORP   S           COM              092113109      284     6550 SH       DEFINED 01 03               0     6550        0
BLACK HILLS CORP   S           COM              092113109     1175    27100 SH       DEFINED 02              27100        0        0
BLACKBAUD INC   S              COM              09227Q100        3      180 SH       DEFINED 01 02               0        0      180
BLAIR CORP   S                 COM              092828102       57     1550 SH       DEFINED 01               1550        0        0
BLOCK H&R INC   S              COM              093671105    18022   751540 SH       DEFINED 01             751540        0        0
BLOCK H&R INC   S              COM              093671105     1655    69032 SH       DEFINED 01 03               0    69032        0
BLOCKBUSTER INC - CL A   S     COM              093679108      158    33200 SH       DEFINED 01              33200        0        0
BLOCKBUSTER INC - CL A   S     COM              093679108       53    11080 SH       DEFINED 01 03               0    11080        0
BLOCKBUSTER INC - CL A   S     COM              093679108       32     6777 SH       DEFINED 01 11               0        0     6777
BLOCKBUSTER INC - CL A   S     COM              093679108       11     2400 SH       DEFINED 02               2400        0        0
BLOUNT INTERNATIONAL INC 00.00 COM              095180105     1282    72660 SH       DEFINED 01              72660        0        0
BLUE COAT SYSTEMS INC   S      COM              09534T508      686    15766 SH       DEFINED 01              15766        0        0
BLUE NILE INC   S              COM              09578R103     7165   226483 SH       DEFINED 01 02               0   226483        0
BLUE NILE INC   S              COM              09578R103     1237    39100 SH       DEFINED 01 03               0    39100        0
BLUEGREEN CORP   S             COM              096231105     5032   285014 SH       DEFINED 01             285014        0        0
BLUEGREEN CORP   S             COM              096231105     1561    88410 SH       DEFINED 01 02               0    88410        0
BLUEGREEN CORP   S             COM              096231105      196    11100 SH       DEFINED 01 03               0    11100        0
BLUEGREEN CORP   S             COM              096231105      861    48810 SH       DEFINED 02              48810        0        0
BLYTH INC   S                  COM              09643P108      516    23187 SH       DEFINED 01              23187        0        0
BLYTH INC   S                  COM              09643P108       11      500 SH       DEFINED 02                500        0        0
BOB EVANS FARMS   S            COM              096761101      787    34667 SH       DEFINED 01              34667        0        0
BOB EVANS FARMS   S            COM              096761101       43     1900 SH       DEFINED 02               1900        0        0
BOEING   S                     COM              097023105   506725  7457322 SH       DEFINED 01            7457322        0        0
BOEING   S                     COM              097023105     5886    86611 SH       DEFINED 01 02               0    86611        0
BOEING   S                     COM              097023105    13356   196550 SH       DEFINED 01 03               0   196550        0
BOEING   S                     COM              097023105    22846   336356 SH       DEFINED 01 11               0        0   336356
BOEING   S                     COM              097023105      223     3278 SH       DEFINED 02               3278        0        0
BON-TON STORES INC/THE   S     COM              09776J101      639    32900 SH       DEFINED 01              32900        0        0
BOMBAY CO INC   S              COM              097924104      283    64279 SH       DEFINED 01              64279        0        0
BORDERS GROUP INC.   S         COM              099709107     1535    69200 SH       DEFINED 01              69200        0        0
BORG WARNER INC   S            COM              099724106     2314    41000 SH       DEFINED 01              41000        0        0
BORG WARNER INC   S            COM              099724106      135     2400 SH       DEFINED 01 11               0        0     2400
BORG WARNER INC   S            COM              099724106       21      380 SH       DEFINED 02                380        0        0
BOSTON BEER   S                COM              100557107     3390   135600 SH       DEFINED 01             135600        0        0
BOSTON BEER   S                COM              100557107     1382    55300 SH       DEFINED 01 02               0    55300        0
BOSTON BEER   S                COM              100557107      175     7000 SH       DEFINED 01 03               0     7000        0
BOSTON BEER   S                COM              100557107      758    30300 SH       DEFINED 02              30300        0        0
BOSTON PRIVATE FINL   S        COM              101119105     3376   127244 SH       DEFINED 01             127244        0        0
BOSTON PRIVATE FINL   S        COM              101119105     1376    51870 SH       DEFINED 01 02               0    51870        0
BOSTON PRIVATE FINL   S        COM              101119105      191     7200 SH       DEFINED 01 03               0     7200        0
BOSTON PRIVATE FINL   S        COM              101119105      733    27600 SH       DEFINED 02              27600        0        0
BOSTON PROPERTIES IN   S       COM              101121101     6822    96207 SH       DEFINED 01              96207        0        0
BOSTON PROPERTIES IN   S       COM              101121101     1367    19333 SH       DEFINED 01 11               0        0    19333
BOSTON SCIENTIFIC   S          COM              101137107    38234  1636103 SH       DEFINED 01            1636103        0        0
BOSTON SCIENTIFIC   S          COM              101137107       36     1520 SH       DEFINED 01 02               0      676      844
BOSTON SCIENTIFIC   S          COM              101137107     2935   125570 SH       DEFINED 01 03               0   125570        0
BOSTON SCIENTIFIC   S          COM              101137107      444    19005 SH       DEFINED 01 11               0        0    19005
BOTTOMLINE TECH. INC   S       COM              101388106      321    21260 SH       DEFINED 01              21260        0        0
BOTTOMLINE TECH. INC   S       COM              101388106        6      450 SH       DEFINED 01 02               0      450        0
BOWATER INC   S                COM              102183100    22797   806426 SH       DEFINED 01             806426        0        0
BOWATER INC   S                COM              102183100     1003    35491 SH       DEFINED 01 02               0    35491        0
BOWATER INC   S                COM              102183100      607    21480 SH       DEFINED 01 03               0    21480        0
BOWATER INC   S                COM              102183100      515    18200 SH       DEFINED 02              18200        0        0
BOWNE & CO   S                 COM              103043105     1100    76965 SH       DEFINED 01              76965        0        0
BOYD GAMING CORP   S           COM              103304101      475    11029 SH       DEFINED 01              11029        0        0
BOYD GAMING CORP   S           COM              103304101       65     1500 SH       DEFINED 02               1500        0        0
BOYKIN LODGING COMPANY   S     COM              103430104     1650   132790 SH       DEFINED 01             132790        0        0
BRADLEY PHARMACEUTIC   S       COM              104576103      344    31465 SH       DEFINED 01              31465        0        0
BRADY CORP   S                 COM              104674106    15251   492944 SH       DEFINED 01                  0        0   492944
BRADY CORP   S                 COM              104674106     1097    35490 SH       DEFINED 01 02               0        0    35490
BRADY CORP   S                 COM              104674106      152     4900 SH       DEFINED 01 03               0        0     4900
BRADY CORP   S                 COM              104674106      613    19800 SH       DEFINED 02                  0        0    19800
BRANDYWINE RLTY  TR.   S       COM              105368203     2356    75794 SH       DEFINED 01              75794        0        0
BRASIL TELECOM ADR   FSUSD     COM              105530109    18488   434687 SH       DEFINED 01                  0        0   434687
BRASIL TELECOM ADR   FSUSD     COM              105530109      128     3019 SH       DEFINED 01 02               0        0     3019
BRASIL TELECOM ADR   FSUSD     COM              105530109    28103   661095 SH       DEFINED 01 11               0        0   661095
BRASKEM SA-SPON ADR            COM              105532105    40096  1944490 SH       DEFINED 01 11               0        0  1944490
BRIGGS & STRATTON   S          COM              109043109     4029   116478 SH       DEFINED 01             116478        0        0
BRIGHT HORIZONS FAMI   S       COM              109195107     1997    51990 SH       DEFINED 01              51990        0        0
BRIGHT HORIZONS FAMI   S       COM              109195107        5      130 SH       DEFINED 01 02               0      130        0
BRIGHT HORIZONS FAMI   S       COM              109195107      179     4675 SH       DEFINED 01 11               0        0     4675
BRINKER INT`L INC   S          COM              109641100    22394   596235 SH       DEFINED 01             596235        0        0
BRINKER INT`L INC   S          COM              109641100     1863    49596 SH       DEFINED 01 02               0    49596        0
BRINKER INT`L INC   S          COM              109641100     1222    32542 SH       DEFINED 01 03               0    32542        0
BRISTOL MYERS SQUIBB   S       COM              110122108   113301  4709118 SH       DEFINED 01            4709118        0        0
BRISTOL MYERS SQUIBB   S       COM              110122108      507    21088 SH       DEFINED 01 02               0    21088        0
BRISTOL MYERS SQUIBB   S       COM              110122108    10006   415881 SH       DEFINED 01 03               0   415881        0
BRISTOL MYERS SQUIBB   S       COM              110122108    26224  1089932 SH       DEFINED 01 11               0        0  1089932
BRISTOL MYERS SQUIBB   S       COM              110122108      841    34951 SH       DEFINED 02              34951        0        0
BRISTOL WEST HOLDINGS INC   S  COM              11037M105     4796   262802 SH       DEFINED 01                  0        0   262802
BROADCOM CORP   S              COM              111320107    61994  1321574 SH       DEFINED 01            1321574        0        0
BROADCOM CORP   S              COM              111320107     2784    59346 SH       DEFINED 01 02               0    47677    11669
BROADCOM CORP   S              COM              111320107     4310    91873 SH       DEFINED 01 03               0    91873        0
BROCADE COMMUNICATIO   S       COM              111621108      771   188860 SH       DEFINED 01 02               0   188860        0
BROCADE COMMUNICATIO   S       COM              111621108      106    25900 SH       DEFINED 01 03               0    25900        0
BROCADE COMMUNICATIO   S       COM              111621108      409   100300 SH       DEFINED 02             100300        0        0
BROOKFIELD HOMES INC.   S      COM              112723101     5041    90779 SH       DEFINED 01                  0        0    90779
BROOKFIELD HOMES INC.   S      COM              112723101      781    14080 SH       DEFINED 01 02               0        0    14080
BROOKFIELD HOMES INC.   S      COM              112723101       76     1370 SH       DEFINED 01 03               0        0     1370
BROOKFIELD HOMES INC.   S      COM              112723101      456     8200 SH       DEFINED 02                  0        0     8200
BROOKFIELD PROP CORP   FSUSD   COM              112900105     3856   130850 SH       DEFINED 01             130850        0        0
BROOKLINE BANCORP INC   S      COM              11373M107     5376   339812 SH       DEFINED 01             339812        0        0
BROOKLINE BANCORP INC   S      COM              11373M107     1492    94500 SH       DEFINED 01 11               0        0    94500
BROOKS AUTOMATION INC   S      COM              114340102     2360   177068 SH       DEFINED 01             177068        0        0
BROOKSTONE INC   S             COM              114537103     5123   256932 SH       DEFINED 01             256932        0        0
BROOKTROUT INC   S             COM              114580103      373    28793 SH       DEFINED 01              28793        0        0
BROWN-FORMAN CORP   S          COM              115637100     3273    53000 SH       DEFINED 01              53000        0        0
BROWN FORMAN CL B   S          COM              115637209      288     4844 SH       DEFINED 01                  0        0     4844
BROWN FORMAN CL B   S          COM              115637209     1051    17646 SH       DEFINED 01 03               0        0    17646
BROWN FORMAN CL B   S          COM              115637209    19439   326332 SH       DEFINED 01 11               0        0   326332
BROWN SHOE CO INC   S          COM              115736100     2062    62499 SH       DEFINED 01              62499        0        0
BROWN SHOE CO INC   S          COM              115736100       36     1100 SH       DEFINED 02               1100        0        0
BRUNSWICK CORP   S             COM              117043109    10604   281077 SH       DEFINED 01             281077        0        0
BRUNSWICK CORP   S             COM              117043109      780    20681 SH       DEFINED 01 03               0    20681        0
BRUSH ENGINEERED MAT   S       COM              117421107      689    43405 SH       DEFINED 01              43405        0        0
BUCA INC   S                   COM              117769109      739   121778 SH       DEFINED 01             121778        0        0
BUCKEYE TECHNOLOGIES   S       COM              118255108      837   103090 SH       DEFINED 01             103090        0        0
BUCKEYE TECHNOLOGIES   S       COM              118255108      901   110890 SH       DEFINED 01 02               0   110890        0
BUCKEYE TECHNOLOGIES   S       COM              118255108      126    15500 SH       DEFINED 01 03               0    15500        0
BUCKEYE TECHNOLOGIES   S       COM              118255108      479    59050 SH       DEFINED 02              59050        0        0
BUCKLE INC.   S                COM              118440106     3200    94200 SH       DEFINED 01              94200        0        0
BUCKLE INC.   S                COM              118440106        3      100 SH       DEFINED 01 02               0      100        0
BUCYRUS INTL INC-A   S         COM              118759109     3640    74084 SH       DEFINED 01              74084        0        0
BUCYRUS INTL INC-A   S         COM              118759109     1400    28504 SH       DEFINED 01 02               0    28504        0
BUCYRUS INTL INC-A   S         COM              118759109      152     3100 SH       DEFINED 01 03               0     3100        0
BUCYRUS INTL INC-A   S         COM              118759109      609    12400 SH       DEFINED 02              12400        0        0
BUILD-A-BEAR WORKSHOP INC   S  COM              120076104      580    26000 SH       DEFINED 01                  0        0    26000
BUILDERS FIRSTSOURCE INC   S   COM              12008R107       80     3597 SH       DEFINED 01                  0        0     3597
BUILDERS FIRSTSOURCE INC   S   COM              12008R107        3      140 SH       DEFINED 01 02               0        0      140
BLDG MATERIAL HOLD   S         COM              120113105     7304    78382 SH       DEFINED 01              78382        0        0
BLDG MATERIAL HOLD   S         COM              120113105      741     7940 SH       DEFINED 01 02               0     7940        0
BLDG MATERIAL HOLD   S         COM              120113105      103     1100 SH       DEFINED 01 03               0     1100        0
BLDG MATERIAL HOLD   S         COM              120113105      428     4600 SH       DEFINED 02               4600        0        0
BUNGE LIMITED FINANCE CORPORAT CONV BND         120568AE0      491   300000 PRN      DEFINED 01 02               0        0   300000
BURLINGTON COAT FACT   S       COM              121579106     2480    65184 SH       DEFINED 01              65184        0        0
BURLINGTON COAT FACT   S       COM              121579106       53     1400 SH       DEFINED 02               1400        0        0
BURLINGTON N SANTA   S         COM              12189T104    91615  1532021 SH       DEFINED 01            1532021        0        0
BURLINGTON N SANTA   S         COM              12189T104      158     2638 SH       DEFINED 01 02               0     2638        0
BURLINGTON N SANTA   S         COM              12189T104     5173    86497 SH       DEFINED 01 03               0    86497        0
BURLINGTON N SANTA   S         COM              12189T104    11336   189650 SH       DEFINED 01 11               0        0   189650
BURLINGTON N SANTA   S         COM              12189T104      253     4226 SH       DEFINED 02               4226        0        0
BURLINGTON RESOURCES   S       COM              122014103   134263  1651045 SH       DEFINED 01            1651045        0        0
BURLINGTON RESOURCES   S       COM              122014103     1401    17233 SH       DEFINED 01 02               0    17233        0
BURLINGTON RESOURCES   S       COM              122014103     7568    93064 SH       DEFINED 01 03               0    93064        0
BUSINESS OBJECTS SA   FSUSD    COM              12328X107      229     6592 SH       DEFINED 01                  0        0     6592
C&D TECHNOLOGY   S             COM              124661109      539    57268 SH       DEFINED 01              57268        0        0
CBA CAPITAL TRUST I 05.805% 12 PRF              124789AA6    31069 30000000 SH       DEFINED 01 05               0        0 30000000
CBL & ASSOCIATES   S           COM              124830100     3829    93444 SH       DEFINED 01              93444        0        0
CBL & ASSOCIATES   S           COM              124830100       31      750 SH       DEFINED 02                750        0        0
CCC INFORMATION.   S           COM              12487Q109       97     3728 SH       DEFINED 01               3728        0        0
CBRL GROUP INC   S             COM              12489V106     3360    99800 SH       DEFINED 01              99800        0        0
CB RICHARD ELLIS GROUP INC-A   COM              12497T101     5677   115658 SH       DEFINED 01 11               0   115658        0
C-COR INC   S                  COM              125010108      772   114371 SH       DEFINED 01             114371        0        0
CDI CORP   S                   COM              125071100      961    32563 SH       DEFINED 01              32563        0        0
CDW CORP   S                   COM              12512N105      359     6090 SH       DEFINED 01               6090        0        0
CDW CORP   S                   COM              12512N105       44      747 SH       DEFINED 01 02               0      747        0
CDW CORP   S                   COM              12512N105       20      345 SH       DEFINED 01 03               0      345        0
CEC ENTERTAINMENT   S          COM              125137109     7298   229790 SH       DEFINED 01             229790        0        0
CH ENERGY GROUP   S            COM              12541M102     6175   130062 SH       DEFINED 01             130062        0        0
CH ROBINSON WORLDWID   S       COM              12541W100    14582   227420 SH       DEFINED 01             227420        0        0
CH ROBINSON WORLDWID   S       COM              12541W100       23      351 SH       DEFINED 01 03               0      351        0
CIGNA CORP   S                 COM              125509109    69813   592345 SH       DEFINED 01             592345        0        0
CIGNA CORP   S                 COM              125509109      337     2853 SH       DEFINED 01 02               0     2853        0
CIGNA CORP   S                 COM              125509109     3222    27339 SH       DEFINED 01 03               0    27339        0
CIGNA CORP   S                 COM              125509109    20246   171793 SH       DEFINED 01 11               0     4957   166836
CIGNA CORP   S                 COM              125509109      876     7429 SH       DEFINED 02               6029        0     1400
CIT GROUP INC   S              COM              125581108     3022    66899 SH       DEFINED 01              66899        0        0
CIT GROUP INC   S              COM              125581108       29      646 SH       DEFINED 01 02               0      646        0
CIT GROUP INC   S              COM              125581108     1938    42890 SH       DEFINED 01 03               0    42890        0
CIT GROUP INC   S              COM              125581108    12964   287000 SH       DEFINED 01 11               0        0   287000
CIT GROUP INC   S              COM              125581108      328     7254 SH       DEFINED 02               3254        0     4000
CKE RESTAURANTS INC..   S      COM              12561E105      815    61800 SH       DEFINED 01              61800        0        0
CLECO CORP   S                 COM              12561W105    10434   442539 SH       DEFINED 01             442539        0        0
CLECO CORP   S                 COM              12561W105     1785    75670 SH       DEFINED 01 02               0    75670        0
CLECO CORP   S                 COM              12561W105      229     9700 SH       DEFINED 01 03               0     9700        0
CLECO CORP   S                 COM              12561W105      974    41300 SH       DEFINED 02              41300        0        0
CKX INC                        COM              12562M106     9478   757567 SH       DEFINED 01 11               0   757567        0
CMS ENERGY CORP   S            COM              125896100    10786   655694 SH       DEFINED 01             655694        0        0
CMS ENERGY CORP   S            COM              125896100       56     3404 SH       DEFINED 01 02               0     3404        0
CMS ENERGY CORP   S            COM              125896100      767    46620 SH       DEFINED 01 03               0    46620        0
CMS ENERGY CORP   S            COM              125896100       54     3290 SH       DEFINED 02               3290        0        0
CPI CORP   S                   COM              125902106      272    15472 SH       DEFINED 01              15472        0        0
CSS INDUSTRIES INC   S         COM              125906107      143     4400 SH       DEFINED 01               4400        0        0
CSK AUTO CORP   S              COM              125965103     2944   197850 SH       DEFINED 01             197850        0        0
CSK AUTO CORP   S              COM              125965103        4      270 SH       DEFINED 01 02               0      270        0
CNA SURETY CORP.   S           COM              12612L108     1450   102000 SH       DEFINED 01             102000        0        0
CNF INC   S                    COM              12612W104     1680    32000 SH       DEFINED 01              32000        0        0
CNOOC LTD   FSUSD              COM              126132109      821    11373 SH       DEFINED 01                  0        0    11373
CNS INC   S                    COM              126136100      570    21884 SH       DEFINED 01              21884        0        0
CNET NETWORKS INC.   S         COM              12613R104     2203   162344 SH       DEFINED 01             162344        0        0
CNET NETWORKS INC.   S         COM              12613R104     4861   358144 SH       DEFINED 01 02               0   358144        0
CNET NETWORKS INC.   S         COM              12613R104      797    58714 SH       DEFINED 01 03               0    58714        0
CNET NETWORKS INC.   S         COM              12613R104       19     1400 SH       DEFINED 02               1400        0        0
CRA INTERNATIONAL INC   S      COM              12618T105      842    20200 SH       DEFINED 01              20200        0        0
CRA INTERNATIONAL INC   S      COM              12618T105      261     6266 SH       DEFINED 01 02               0     6266        0
CSG SYSTEMS   S                COM              126349109     1331    61317 SH       DEFINED 00              61317        0        0
CSG SYSTEMS   S                COM              126349109     5560   256114 SH       DEFINED 01             256114        0        0
CSG SYSTEMS   S                COM              126349109     1439    66340 SH       DEFINED 01 02               0    66340        0
CSG SYSTEMS   S                COM              126349109      172     7900 SH       DEFINED 01 03               0     7900        0
CSG SYSTEMS   S                COM              126349109      858    39500 SH       DEFINED 02              39500        0        0
CSX CORP   S                   COM              126408103    40456   870375 SH       DEFINED 01             870375        0        0
CSX CORP   S                   COM              126408103       65     1401 SH       DEFINED 01 02               0     1401        0
CSX CORP   S                   COM              126408103     3631    78135 SH       DEFINED 01 03               0    78135        0
CSX CORP   S                   COM              126408103      368     7950 SH       DEFINED 01 11               0        0     7950
CSX CORP   S                   COM              126408103      235     5043 SH       DEFINED 02               5043        0        0
CT COMMUNICATION INC   S       COM              126426402      250    20200 SH       DEFINED 01              20200        0        0
CTS CORP   S                   COM              126501105     4690   387536 SH       DEFINED 01             387536        0        0
CVS CORP   S                   COM              126650100      675    23290 SH       DEFINED 00                  0        0    23290
CVS CORP   S                   COM              126650100   110218  3799369 SH       DEFINED 01            3799369        0        0
CVS CORP   S                   COM              126650100     2312    79711 SH       DEFINED 01 02               0    76885     2826
CVS CORP   S                   COM              126650100     5564   191820 SH       DEFINED 01 03               0   191820        0
CVS CORP   S                   COM              126650100    42893  1479012 SH       DEFINED 01 11               0   110115  1368897
CVS CORP   S                   COM              126650100      290    10000 SH       DEFINED 02                  0        0    10000
CV THERAPEUTICS INC   S        COM              126667104     4276   159820 SH       DEFINED 01             159820        0        0
CV THERAPEUTICS INC   S        COM              126667104        8      280 SH       DEFINED 01 02               0      280        0
CV THERAPEUTICS INC   S        COM              126667104     1710    63907 SH       DEFINED 01 11               0        0    63907
CABELA'S INC   S               COM              126804301      204    11081 SH       DEFINED 01                  0        0    11081
CABLEVISION SYS NY GRP   S     COM              12686C109    21101   688000 SH       DEFINED 01             688000        0        0
CABLEVISION SYS NY GRP   S     COM              12686C109       44     1429 SH       DEFINED 01 02               0     1429        0
CABOT CORPORATION   S          COM              127055101    10999   333224 SH       DEFINED 01             333224        0        0
CABOT CORPORATION   S          COM              127055101      135     4090 SH       DEFINED 01 03               0     4090        0
CABOT OIL & GAS CORP   S       COM              127097103     8731   172867 SH       DEFINED 01             172867        0        0
CABOT OIL & GAS CORP   S       COM              127097103     2200    43565 SH       DEFINED 01 02               0    43565        0
CABOT OIL & GAS CORP   S       COM              127097103      247     4900 SH       DEFINED 01 03               0     4900        0
CABOT OIL & GAS CORP   S       COM              127097103     1079    21350 SH       DEFINED 02              21350        0        0
CACI INTERNATIONAL   S         COM              127190304     6233   102846 SH       DEFINED 01             102846        0        0
CADBURY SCHWEPPE ADR   FSUSD   COM              127209302     4195   103000 SH       DEFINED 01                  0        0   103000
CADENCE DESIGN SYS   S         COM              127387108    15645   968253 SH       DEFINED 01             968253        0        0
CADENCE DESIGN SYS   S         COM              127387108       47     2902 SH       DEFINED 01 02               0     2902        0
CADENCE DESIGN SYS   S         COM              127387108       35     2150 SH       DEFINED 02               2150        0        0
CAL DIVE INTL INC   S          COM              127914109    12349   194760 SH       DEFINED 01             194760        0        0
CAL DIVE INTL INC   S          COM              127914109       16      250 SH       DEFINED 01 02               0      250        0
CALAMOS ASSET MANAGEMENT - A   COM              12811R104      312    12661 SH       DEFINED 01                  0        0    12661
CALIF PIZZA KITCHEN   S        COM              13054D109     1998    68351 SH       DEFINED 01              68351        0        0
CALIPER LIFE SCIENCES INC   S  COM              130872104       28     3900 SH       DEFINED 01 02               0      400     3500
CALLAWAY GOLF CO   S           COM              131193104     1366    90497 SH       DEFINED 01              90497        0        0
CALLAWAY GOLF CO   S           COM              131193104       45     3000 SH       DEFINED 02               3000        0        0
CALLON PETROLEUM CORP   S      COM              13123X102     2551   121900 SH       DEFINED 01             121900        0        0
CALPINE CORP   S               COM              131347106       86    33151 SH       DEFINED 01              33151        0        0
CALPINE CORP   S               COM              131347106      915   352450 SH       DEFINED 01 02               0   352450        0
CALPINE CORP   S               COM              131347106      423   163068 SH       DEFINED 01 03               0   163068        0
CALPINE CORP   S               COM              131347106      486   187700 SH       DEFINED 02             187700        0        0
CAMBREX CORP   S               COM              132011107     1580    83375 SH       DEFINED 01              83375        0        0
CAMBREX CORP   S               COM              132011107       30     1600 SH       DEFINED 02               1600        0        0
CAMBIOR INC   FSUSD            COM              13201L103      650   305000 SH       DEFINED 01             305000        0        0
CAMDEN NATIONAL CORP   S       COM              133034108      157     4165 SH       DEFINED 01               4165        0        0
CAMDEN NATIONAL CORP   S       COM              133034108       19      500 SH       DEFINED 02                500        0        0
CAMDEN PROP TRUST   S          COM              133131102     4705    84400 SH       DEFINED 01              84400        0        0
CAMDEN PROP TRUST   S          COM              133131102       30      530 SH       DEFINED 02                530        0        0
CAMECO CORP   FSUSD            COM              13321L108     1400    26160 SH       DEFINED 01              26160        0        0
CAMPBELL SOUP   S              COM              134429109     8915   299674 SH       DEFINED 01             299674        0        0
CAMPBELL SOUP   S              COM              134429109     1170    39322 SH       DEFINED 01 03               0    39322        0
CANADIAN NATL RAILWA   FSUSD   COM              136375102     2911    41002 SH       DEFINED 01              41002        0        0
CANTERBURY PARK HLDG   S       COM              13811E101      784    55000 SH       DEFINED 01              55000        0        0
CAPITAL AUTOMOTIVE REIT   S    COM              139733109     8817   227758 SH       DEFINED 01             227758        0        0
CAPITAL CORP OF THE WEST       COM              140065202       71     2319 SH       DEFINED 01 02               0     2319        0
CAPITAL CROSSING BANK   S      COM              140071101       21      594 SH       DEFINED 01                594        0        0
CAPITAL ONE FINL COR   S       COM              14040H105    89739  1128521 SH       DEFINED 01            1128521        0        0
CAPITAL ONE FINL COR   S       COM              14040H105      154     1938 SH       DEFINED 01 02               0      715     1223
CAPITAL ONE FINL COR   S       COM              14040H105     6877    86487 SH       DEFINED 01 03               0    86487        0
CAPITAL ONE FINL COR   S       COM              14040H105    21100   265362 SH       DEFINED 01 11               0        0   265362
CAPITAL TRUST CL A   S         COM              14052H506      450    14000 SH       DEFINED 01              14000        0        0
CAPITALSOURCE INC.   S         COM              14055X102   122214  5606168 SH       DEFINED 01            5606168        0        0
CAPITALSOURCE INC.   S         COM              14055X102     7692   352898 SH       DEFINED 01 02               0   352898        0
CAPITALSOURCE INC.   S         COM              14055X102     1582    72581 SH       DEFINED 01 03               0    72581        0
CAPITOL BANCORP LTD   S        COM              14056D105      230     7100 SH       DEFINED 01               7100        0        0
CAPITOL BANCORP LTD   S        COM              14056D105     1333    41200 SH       DEFINED 01 02               0    41200        0
CAPITOL BANCORP LTD   S        COM              14056D105      181     5600 SH       DEFINED 01 03               0     5600        0
CAPITOL BANCORP LTD   S        COM              14056D105      708    21850 SH       DEFINED 02              21850        0        0
CAPITOL FEDERAL FINANCIAL   S  COM              14057C106     3251    95000 SH       DEFINED 01              95000        0        0
CAPSTEAD MORTGAGE CORP   S     COM              14067E506      187    27053 SH       DEFINED 01              27053        0        0
CAPTARIS INC   S               COM              14071N104      244    64811 SH       DEFINED 01              64811        0        0
CAPTIVA SOFTWARE   S           COM              14073T109      874    48670 SH       DEFINED 01              48670        0        0
CARBO CERAMICS   S             COM              140781105     3149    47724 SH       DEFINED 01              47724        0        0
CARAUSTAR   S                  COM              140909102     3943   359146 SH       DEFINED 01             359146        0        0
CARDINAL FINANCIAL CORP   S    COM              14149F109      892    92391 SH       DEFINED 01              92391        0        0
CARDINAL HEALTH   S            COM              14149Y108   227528  3586467 SH       DEFINED 01            3586467        0        0
CARDINAL HEALTH   S            COM              14149Y108     1787    28168 SH       DEFINED 01 02               0    26105     2063
CARDINAL HEALTH   S            COM              14149Y108     6919   109078 SH       DEFINED 01 03               0   109078        0
CARDINAL HEALTH   S            COM              14149Y108      189     2985 SH       DEFINED 02               2985        0        0
CAREER EDUCATIONS   S   S      COM              141665109       15      429 SH       DEFINED 01 03               0      429        0
CAREMARK RX INC   S            COM              141705103   263119  5269756 SH       DEFINED 01            5269756        0        0
CAREMARK RX INC   S            COM              141705103     4055    81233 SH       DEFINED 01 02               0    80348      885
CAREMARK RX INC   S            COM              141705103     5768   115504 SH       DEFINED 01 03               0   115504        0
CAREMARK RX INC   S            COM              141705103     1064    21370 SH       DEFINED 01 11               0        0    21370
CAREMARK RX INC   S            COM              141705103      346     6924 SH       DEFINED 02               6924        0        0
CARIBOU COFFEE CO INC          COM              142042209       71     6250 SH       DEFINED 01 02               0     6250        0
CARNIVAL CORP   FSUSD          COM              143658300     1131    22622 SH       DEFINED 00              22622        0        0
CARNIVAL CORP   FSUSD          COM              143658300   132201  2645052 SH       DEFINED 01            2645052        0        0
CARNIVAL CORP   FSUSD          COM              143658300     5472   109467 SH       DEFINED 01 03               0   109467        0
CARNIVAL CORP   FSUSD          COM              143658300     7733   154749 SH       DEFINED 01 11               0    11492   143257
CARPENTER TECHNOLOGY   S       COM              144285103     8699   148429 SH       DEFINED 01             148429        0        0
CARPENTER TECHNOLOGY   S       COM              144285103     2081    35535 SH       DEFINED 01 02               0    35535        0
CARPENTER TECHNOLOGY   S       COM              144285103      281     4800 SH       DEFINED 01 03               0     4800        0
CARPENTER TECHNOLOGY   S       COM              144285103     1162    19830 SH       DEFINED 02              19830        0        0
CARRAMERICA REALTY   S         COM              144418100     2872    79900 SH       DEFINED 01              79900        0        0
CARREKER CORPORATION   S       COM              144433109      342    48428 SH       DEFINED 01              48428        0        0
CARRIZO OIL AND GAS   S        COM              144577103     3759   128300 SH       DEFINED 01             128300        0        0
CARRIZO OIL AND GAS   S        COM              144577103       20      689 SH       DEFINED 02                689        0        0
CARTERS INC   S                COM              146229109      851    14980 SH       DEFINED 01                  0        0    14980
CASCADE CORP   S               COM              147195101      306     6287 SH       DEFINED 01               6287        0        0
CASCADE NATURAL GAS   S        COM              147339105      560    25709 SH       DEFINED 01              25709        0        0
CASEYS GENERAL STOR   S        COM              147528103     2633   113493 SH       DEFINED 01             113493        0        0
CASEYS GENERAL STOR   S        COM              147528103     1242    53530 SH       DEFINED 01 02               0    53530        0
CASEYS GENERAL STOR   S        COM              147528103      172     7400 SH       DEFINED 01 03               0     7400        0
CASEYS GENERAL STOR   S        COM              147528103      659    28400 SH       DEFINED 02              28400        0        0
CASH AMERICA INTL INC   S      COM              14754D100     1370    66013 SH       DEFINED 01              66013        0        0
CASH SYSTEMS INC               COM              14756B102      548    81000 SH       DEFINED 01 11               0    81000        0
CASTLE A M CO PV10   S         COM              148411101      921    52633 SH       DEFINED 01              52633        0        0
CATALINA MKTG   S              COM              148867104    30041  1321059 SH       DEFINED 01            1321059        0        0
CATALINA MKTG   S              COM              148867104     2468   108492 SH       DEFINED 01 02               0   108492        0
CATALINA MKTG   S              COM              148867104     1641    72162 SH       DEFINED 01 03               0    72162        0
CATALYST SEMICONDUCTOR INC   S COM              148881105     2583   516400 SH       DEFINED 01             516400        0        0
CATAPULT COMM. CORP   S        COM              149016107     2475   134965 SH       DEFINED 01             134965        0        0
CATERPILLAR INC   S            COM              149123101   364922  6211427 SH       DEFINED 01            6211427        0        0
CATERPILLAR INC   S            COM              149123101      212     3591 SH       DEFINED 01 02               0     3591        0
CATERPILLAR INC   S            COM              149123101    15322   260806 SH       DEFINED 01 03               0   260806        0
CATERPILLAR INC   S            COM              149123101     7200   122600 SH       DEFINED 01 11               0        0   122600
CATERPILLAR INC   S            COM              149123101      730    12431 SH       DEFINED 02              12431        0        0
CATHAY GENERAL BANCORP   S     COM              149150104     2341    66000 SH       DEFINED 01              66000        0        0
CATHAY GENERAL BANCORP   S     COM              149150104        3       80 SH       DEFINED 01 02               0       80        0
CATO CORP  -CL A   S           COM              149205106     7555   379068 SH       DEFINED 01             379068        0        0
CATO CORP  -CL A   S           COM              149205106     1586    79565 SH       DEFINED 01 02               0    79565        0
CATO CORP  -CL A   S           COM              149205106      198     9950 SH       DEFINED 01 03               0     9950        0
CATO CORP  -CL A   S           COM              149205106      869    43600 SH       DEFINED 02              43600        0        0
CAVALIER HOMES INC   S         COM              149507105      429    65000 SH       DEFINED 01              65000        0        0
CAVCO INDUSTRIES INC   S       COM              149568107     1233    34000 SH       DEFINED 01                  0        0    34000
CEDAR FAIR  LP   S             COM              150185106    11132   371200 SH       DEFINED 01             371200        0        0
CELESTICA INC   FSUSD          COM              15101Q108     2150   190090 SH       DEFINED 01             190090        0        0
CELESTICA INC   FSUSD          COM              15101Q108      194    17133 SH       DEFINED 01 02               0        0    17133
CELGENE CORP.   S              COM              151020104      826    15206 SH       DEFINED 01              15206        0        0
CELGENE CORP.   S              COM              151020104       37      690 SH       DEFINED 01 03               0      690        0
CEMEX   FSUSD                  COM              151290889        1       12 SH       DEFINED 00                  0        0       12
CEMEX   FSUSD                  COM              151290889    49966   955376 SH       DEFINED 01                  0        0   955376
CEMEX   FSUSD                  COM              151290889      267     5106 SH       DEFINED 01 03               0        0     5106
CEMEX   FSUSD                  COM              151290889    95588  1827674 SH       DEFINED 01 11               0        0  1827674
CENDANT CORP   S               COM              151313103    80757  3912765 SH       DEFINED 01            3912765        0        0
CENDANT CORP   S               COM              151313103      276    13416 SH       DEFINED 01 02               0     3706     9710
CENDANT CORP   S               COM              151313103     5271   255379 SH       DEFINED 01 03               0   255379        0
CENTENNIAL COMM CORP   S       COM              15133V208      909    60700 SH       DEFINED 01              60700        0        0
CENTENNIAL COMM CORP   S       COM              15133V208       54     3600 SH       DEFINED 02               3600        0        0
CENTENE CORP.   S              COM              15135B101     5925   236681 SH       DEFINED 01                  0        0   236681
CENTENE CORP.   S              COM              15135B101        6      250 SH       DEFINED 01 02               0        0      250
CENTENE CORP.   S              COM              15135B101     2820   112774 SH       DEFINED 01 11               0        0   112774
CENTENE CORP.   S              COM              15135B101       30     1200 SH       DEFINED 02                  0        0     1200
CENTER FINANCIAL CORP   S      COM              15146E102      175     7459 SH       DEFINED 01               7459        0        0
CENTER POINT   S               COM              151895109    18570   414500 SH       DEFINED 01             414500        0        0
CENTERPOINT ENERGY INC   S     COM              15189T107     2350   158060 SH       DEFINED 01             158060        0        0
CENTERPOINT ENERGY INC   S     COM              15189T107       70     4693 SH       DEFINED 01 02               0     4693        0
CENTERPOINT ENERGY INC   S     COM              15189T107      979    65823 SH       DEFINED 01 03               0    65823        0
CENTERPOINT ENERGY INC   S     COM              15189T107     2240   150840 SH       DEFINED 01 11               0        0   150840
CENTERPOINT ENERGY INC   S     COM              15189T107      144     9678 SH       DEFINED 02               9678        0        0
CENTEX CORPORATION   S         COM              152312104    16068   248799 SH       DEFINED 01             248799        0        0
CENTEX CORPORATION   S         COM              152312104      175     2709 SH       DEFINED 01 02               0     2709        0
CENTEX CORPORATION   S         COM              152312104     1762    27288 SH       DEFINED 01 03               0    27288        0
CENTEX CORPORATION   S         COM              152312104      317     4902 SH       DEFINED 02               4902        0        0
CENTILLIUM COMM   S            COM              152319109      449   119097 SH       DEFINED 01             119097        0        0
CENTRAL EURO DISTRIBUTION CORP COM              153435102      383     9000 SH       DEFINED 01               9000        0        0
CENTRAL EURO DISTRIBUTION CORP COM              153435102        6      140 SH       DEFINED 01 02               0      140        0
CENTRAL GARDEN & PET.   S      COM              153527106     4132    91300 SH       DEFINED 01              91300        0        0
CENTRAL GARDEN & PET.   S      COM              153527106     1375    30366 SH       DEFINED 01 02               0    30366        0
CENTRAL GARDEN & PET.   S      COM              153527106      162     3571 SH       DEFINED 01 03               0     3571        0
CENTRAL GARDEN & PET.   S      COM              153527106      718    15850 SH       DEFINED 02              15850        0        0
CENT IL LT CO 05.850% 07/01/20 PRF              153645882     3084    31316 SH       DEFINED 01                  0        0    31316
CENTRAL PACIFIC FINANCIAL CO   COM              154760102     5823   165535 SH       DEFINED 01             165535        0        0
CENTRAL PARKING   S            COM              154785109     2057   137607 SH       DEFINED 01             137607        0        0
CENTRAL VT PUB SRV   S         COM              155771108      697    39839 SH       DEFINED 01              39839        0        0
CENTURY ALUMINUM   S           COM              156431108    12036   535434 SH       DEFINED 01             535434        0        0
CENTURY ALUMINUM   S           COM              156431108     1496    66480 SH       DEFINED 01 02               0    66480        0
CENTURY ALUMINUM   S           COM              156431108      180     8000 SH       DEFINED 01 03               0     8000        0
CENTURY ALUMINUM   S           COM              156431108      798    35500 SH       DEFINED 02              35500        0        0
CENTURYTEL INC   S             COM              156700106    10597   302968 SH       DEFINED 01             302968        0        0
CENTURYTEL INC   S             COM              156700106      967    27634 SH       DEFINED 01 03               0    27634        0
CENTURYTEL INC   S             COM              156700106       31      880 SH       DEFINED 02                880        0        0
CENTURYTEL INC 04.750% 08/01/2 CONV BND         156700AH9     1147  1100000 PRN      DEFINED 01 02               0        0  1100000
CEPHEID INC   S                COM              15670R107     1307   176800 SH       DEFINED 01             176800        0        0
CEPHEID INC   S                COM              15670R107        5      650 SH       DEFINED 01 02               0      650        0
CERADYNE INC.   S              COM              156710105     2648    72182 SH       DEFINED 01              72182        0        0
CERIDIAN CORP - NEW   S        COM              156779100     1450    69890 SH       DEFINED 00              69890        0        0
CERNER CORP   S                COM              156782104     7733    88956 SH       DEFINED 01              88956        0        0
CHAMPION ENTERPRISES   S       COM              158496109    10185   689030 SH       DEFINED 01             689030        0        0
CHAPARRAL STEEL COMPANY   S    COM              159423102     1397    55367 SH       DEFINED 01                  0        0    55367
CHARLES & COLVARD LTD   S      COM              159765106      358    14361 SH       DEFINED 01              14361        0        0
CHARLES RIV LABORATO   S       COM              159864107     1725    39547 SH       DEFINED 01              39547        0        0
CHARTERMAC   S                 COM              160908109      391    19100 SH       DEFINED 01              19100        0        0
CHARTERMAC   S                 COM              160908109       21     1000 SH       DEFINED 02               1000        0        0
CHARLOTTE RUSSE HLDS..   S     COM              161048103     1439   108000 SH       DEFINED 01             108000        0        0
CHARLOTTE RUSSE HLDS..   S     COM              161048103       99     7470 SH       DEFINED 01 02               0        0     7470
CHARMING SHOPPES   S           COM              161133103     2392   224107 SH       DEFINED 01             224107        0        0
CHARMING SHOPPES   S           COM              161133103     1639   153660 SH       DEFINED 01 02               0   153660        0
CHARMING SHOPPES   S           COM              161133103      224    21000 SH       DEFINED 01 03               0    21000        0
CHARMING SHOPPES   S           COM              161133103      872    81700 SH       DEFINED 02              81700        0        0
CHARTER COMMUNICATIO   S       COM              16117M107     1066   710700 SH       DEFINED 01             710700        0        0
CHARTER COMMUNICATIO   S       COM              16117M107      185   125000 SH       DEFINED 01 11               0        0   125000
CHATTEM INC   S                COM              162456107     3913   110231 SH       DEFINED 01             110231        0        0
CHATTEM INC   S                COM              162456107      352     9925 SH       DEFINED 01 02               0     9925        0
CHECKFREE CORP   S             COM              162813109     1717    45400 SH       DEFINED 01              45400        0        0
CHECKFREE CORP   S             COM              162813109       39     1029 SH       DEFINED 01 02               0     1029        0
CHECKPOINT SYSTEMS I   S       COM              162825103     4092   172510 SH       DEFINED 01             172510        0        0
CHEESECAKE FACTORY   S         COM              163072101    33745  1080193 SH       DEFINED 01            1080193        0        0
CHEESECAKE FACTORY   S         COM              163072101    11042   353455 SH       DEFINED 01 02               0   353455        0
CHEESECAKE FACTORY   S         COM              163072101     3375   108017 SH       DEFINED 01 03               0   108017        0
CHEMED CORP   S                COM              16359R103     9214   212606 SH       DEFINED 01             212606        0        0
CHEMED CORP   S                COM              16359R103     1321    30470 SH       DEFINED 01 02               0    30470        0
CHEMED CORP   S                COM              16359R103      160     3700 SH       DEFINED 01 03               0     3700        0
CHEMED CORP   S                COM              16359R103      716    16500 SH       DEFINED 02              16500        0        0
CHEMICAL FINANCIAL C   S       COM              163731102      733    22578 SH       DEFINED 01              22578        0        0
CHEMICAL FINANCIAL C   S       COM              163731102       39     1200 SH       DEFINED 02               1200        0        0
CHEMTURA CORP   S              COM              163893100     1680   135339 SH       DEFINED 01             135339        0        0
CHEMTURA CORP   S              COM              163893100       17     1373 SH       DEFINED 01 02               0     1373        0
CHEMTURA CORP   S              COM              163893100     1379   111142 SH       DEFINED 01 11               0        0   111142
CHEMTURA CORP   S              COM              163893100       42     3400 SH       DEFINED 02               3400        0        0
CHENIERE ENERGY INC   S        COM              16411R208     1444    34928 SH       DEFINED 01              34928        0        0
CHENIERE ENERGY INC   S        COM              16411R208       29      700 SH       DEFINED 02                700        0        0
CHEROKEE INC   S               COM              16444H102       41     1166 SH       DEFINED 01               1166        0        0
CHESAPEAKE CORP   S            COM              165159104     6592   358468 SH       DEFINED 01             358468        0        0
CHESAPEAKE ENERGY   S          COM              165167107        4      100 SH       DEFINED 00                100        0        0
CHESAPEAKE ENERGY   S          COM              165167107   173014  4523201 SH       DEFINED 01            4523201        0        0
CHESAPEAKE ENERGY   S          COM              165167107     5814   151958 SH       DEFINED 01 02               0   151958        0
CHESAPEAKE ENERGY   S          COM              165167107     1107    28950 SH       DEFINED 01 03               0    28950        0
CHESAPEAKE ENERGY   S          COM              165167107    22183   580423 SH       DEFINED 01 11               0        0   580423
CHESAPEAKE ENERGY 04.500% 12/3 CONV PRF         165167842      448     4000 SH       DEFINED 01 02               0        0     4000
CHEVRON CORP   S               COM              166764100   411362  6355016 SH       DEFINED 01            6355016        0        0
CHEVRON CORP   S               COM              166764100     1926    29764 SH       DEFINED 01 02               0    29764        0
CHEVRON CORP   S               COM              166764100    35054   541536 SH       DEFINED 01 03               0   541536        0
CHEVRON CORP   S               COM              166764100    57438   887207 SH       DEFINED 01 11               0     5064   882143
CHEVRON CORP   S               COM              166764100     2071    31997 SH       DEFINED 02              31997        0        0
CHICAGO MERCANTILE EXCH HLDS   COM              167760107     2405     7130 SH       DEFINED 01               7130        0        0
CHICO'S FAS INC   S            COM              168615102    25944   705013 SH       DEFINED 01             705013        0        0
CHICO'S FAS INC   S            COM              168615102     6753   183475 SH       DEFINED 01 02               0   183475        0
CHICO'S FAS INC   S            COM              168615102     1726    46880 SH       DEFINED 01 03               0    46880        0
CHICO'S FAS INC   S            COM              168615102    10441   283730 SH       DEFINED 01 11               0        0   283730
CHILDRENS PLACE   S            COM              168905107     4843   135879 SH       DEFINED 01                  0        0   135879
CHILDRENS PLACE   S            COM              168905107        8      230 SH       DEFINED 01 02               0        0      230
CHILDRENS PLACE   S            COM              168905107       25      700 SH       DEFINED 02                  0        0      700
CHIQUITA BRANDS INTL   S       COM              170032809     6502   232594 SH       DEFINED 01                  0        0   232594
CHIQUITA BRANDS INTL   S       COM              170032809     1625    58160 SH       DEFINED 01 02               0        0    58160
CHIQUITA BRANDS INTL   S       COM              170032809      198     7100 SH       DEFINED 01 03               0        0     7100
CHIQUITA BRANDS INTL   S       COM              170032809      887    31700 SH       DEFINED 02                  0        0    31700
CHIRON   S                     COM              170040109      277     6358 SH       DEFINED 01               6358        0        0
CHIRON   S                     COM              170040109     1058    24258 SH       DEFINED 01 03               0    24258        0
CHITTENDEN CORP   S            COM              170228100     3647   137560 SH       DEFINED 01             137560        0        0
CHITTENDEN CORP   S            COM              170228100       48     1800 SH       DEFINED 02               1800        0        0
CHOICEPOINT INC   S            COM              170388102     6566   152100 SH       DEFINED 01             152100        0        0
CHORDIANT SOFTWARE INC         COM              170404107      246    86172 SH       DEFINED 01 02               0    86172        0
CHRISTOPHER & BANKS   S        COM              171046105     1123    80933 SH       DEFINED 01              80933        0        0
CHUBB CORP   S                 COM              171232101    64644   721891 SH       DEFINED 01             721891        0        0
CHUBB CORP   S                 COM              171232101      181     2021 SH       DEFINED 01 02               0     2021        0
CHUBB CORP   S                 COM              171232101     4948    55257 SH       DEFINED 01 03               0    55257        0
CHUBB CORP   S                 COM              171232101      248     2800 SH       DEFINED 01 11               0        0     2800
CHUBB CORP   S                 COM              171232101      314     3510 SH       DEFINED 02               3510        0        0
CHUNGHWA TELECOM CO LTD-ADR    COM              17133Q205    32076  1732857 SH       DEFINED 01                  0        0  1732857
CHUNGHWA TELECOM CO LTD-ADR    COM              17133Q205       57     3075 SH       DEFINED 01 02               0        0     3075
CHUNGHWA TELECOM CO LTD-ADR    COM              17133Q205     1388    75000 SH       DEFINED 01 11               0        0    75000
CHURCH & DWIGHT   S            COM              171340102    24723   669250 SH       DEFINED 01             669250        0        0
CHURCHILL DOWNS INC   S        COM              171484108     2080    58900 SH       DEFINED 01              58900        0        0
CIBER INC   S                  COM              17163B102     1943   261589 SH       DEFINED 01             261589        0        0
CIENA CORPORATION   S          COM              171779101     6005  2274530 SH       DEFINED 01            2274530        0        0
CIENA CORPORATION   S          COM              171779101     1116   422000 SH       DEFINED 01 02               0   395240    26760
CIENA CORPORATION   S          COM              171779101      468   177390 SH       DEFINED 01 03               0   177390        0
CIENA CORPORATION   S          COM              171779101      555   210200 SH       DEFINED 02             210200        0        0
CIMAREX ENERGY CO   S          COM              171798101    20842   459795 SH       DEFINED 01             459795        0        0
CIMAREX ENERGY CO   S          COM              171798101     2995    66002 SH       DEFINED 01 02               0    66002        0
CIMAREX ENERGY CO   S          COM              171798101      339     7475 SH       DEFINED 01 03               0     7475        0
CIMAREX ENERGY CO   S          COM              171798101     1343    29630 SH       DEFINED 02              29630        0        0
CINCINNATI BELL INC   S        COM              171871106     3661   830336 SH       DEFINED 01             830336        0        0
CINCINNATI BELL INC   S        COM              171871106     1870   424210 SH       DEFINED 01 02               0   424210        0
CINCINNATI BELL INC   S        COM              171871106      237    53700 SH       DEFINED 01 03               0    53700        0
CINCINNATI BELL INC   S        COM              171871106      996   225930 SH       DEFINED 02             225930        0        0
CINCINNATI FINANCIAL   S       COM              172062101      427    10194 SH       DEFINED 01              10194        0        0
CINCINNATI FINANCIAL   S       COM              172062101     1557    37165 SH       DEFINED 01 03               0    37165        0
CINERGY CORP   S               COM              172474108    10011   225400 SH       DEFINED 01             225400        0        0
CINERGY CORP   S               COM              172474108     1878    42286 SH       DEFINED 01 03               0    42286        0
CIRCUIT CITY   S               COM              172737108     2799   163132 SH       DEFINED 01             163132        0        0
CIRCUIT CITY   S               COM              172737108      600    34982 SH       DEFINED 01 03               0    34982        0
CIRCO INTERNATIONAL   S        COM              17273K109     3296   120096 SH       DEFINED 01             120096        0        0
CIRCO INTERNATIONAL   S        COM              17273K109     1374    50030 SH       DEFINED 01 02               0    50030        0
CIRCO INTERNATIONAL   S        COM              17273K109      162     5900 SH       DEFINED 01 03               0     5900        0
CIRCO INTERNATIONAL   S        COM              17273K109      714    26000 SH       DEFINED 02              26000        0        0
CISCO SYSTEMS   S              COM              17275R102      625    34860 SH       DEFINED 00                  0        0    34860
CISCO SYSTEMS   S              COM              17275R102   362480 20216467 SH       DEFINED 01           20216467        0        0
CISCO SYSTEMS   S              COM              17275R102     3541   197488 SH       DEFINED 01 02               0   178454    19034
CISCO SYSTEMS   S              COM              17275R102    25348  1413719 SH       DEFINED 01 03               0  1413719        0
CISCO SYSTEMS   S              COM              17275R102    85207  4754701 SH       DEFINED 01 11               0    23081  4731620
CITADEL BROADCASTING CORP   S  COM              17285T106      824    60000 SH       DEFINED 01              60000        0        0
CITADEL BROADCASTING CORP   S  COM              17285T106        3      230 SH       DEFINED 01 02               0      230        0
CITADEL SECURITY SOFTWARE INC  COM              17288Q109       67   111614 SH       DEFINED 01                  0        0   111614
CINTAS CORP   S                COM              172908105    42082  1025135 SH       DEFINED 01            1025135        0        0
CINTAS CORP   S                COM              172908105     2820    68710 SH       DEFINED 01 02               0    68710        0
CINTAS CORP   S                COM              172908105     3112    75814 SH       DEFINED 01 03               0    75814        0
CINTAS CORP   S                COM              172908105    24050   585878 SH       DEFINED 01 11               0        0   585878
CITIGROUP INC   S              COM              172967101     1007    22114 SH       DEFINED 00                  0        0    22114
CITIGROUP INC   S              COM              172967101   693782 15241254 SH       DEFINED 01           15241254        0        0
CITIGROUP INC   S              COM              172967101     4435    97450 SH       DEFINED 01 02               0    97450        0
CITIGROUP INC   S              COM              172967101    56380  1238569 SH       DEFINED 01 03               0  1238569        0
CITIGROUP INC   S              COM              172967101   180023  3954692 SH       DEFINED 01 11               0   247703  3706989
CITIGROUP INC   S              COM              172967101     2015    44264 SH       DEFINED 02              42264        0     2000
CITIGROUP INC 05.860%  P       PRF              172967648     7607   149515 SH       DEFINED 01                  0        0   149515
CITIBANK NA PFD SERIES A 06.34 PRF              17305A202    10072   100000 SH       DEFINED 01                  0        0   100000
CITIZENS BKG CORP MI   S       COM              174420109     3603   126897 SH       DEFINED 01             126897        0        0
CITIZENS BKG CORP MI   S       COM              174420109       14      500 SH       DEFINED 02                500        0        0
CITIZENS COMMUNICATI   S       COM              17453B101    11024   813463 SH       DEFINED 01             813463        0        0
CITIZENS COMMUNICATI   S       COM              17453B101       13      935 SH       DEFINED 01 02               0      935        0
CITIZENS COMMUNICATI   S       COM              17453B101      989    72964 SH       DEFINED 01 03               0    72964        0
CITRIX   S                     COM              177376100     1305    51918 SH       DEFINED 01              51918        0        0
CITRIX   S                     COM              177376100     3387   134730 SH       DEFINED 01 02               0   134730        0
CITRIX   S                     COM              177376100     1542    61330 SH       DEFINED 01 03               0    61330        0
CITY HLDG CO.   S              COM              177835105     3995   111738 SH       DEFINED 01             111738        0        0
CITY HLDG CO.   S              COM              177835105     1721    48140 SH       DEFINED 01 02               0    48140        0
CITY HLDG CO.   S              COM              177835105      187     5240 SH       DEFINED 01 03               0     5240        0
CITY HLDG CO.   S              COM              177835105      911    25480 SH       DEFINED 02              25480        0        0
CITY NATIONAL CORP   S         COM              178566105      979    13961 SH       DEFINED 01              13961        0        0
CLAIRES STORES INC   S         COM              179584107     2582   107000 SH       DEFINED 01             107000        0        0
CLARCOR INC   S                COM              179895107     8238   286838 SH       DEFINED 01             286838        0        0
CLARCOR INC   S                COM              179895107      969    33790 SH       DEFINED 01 02               0    33790        0
CLARCOR INC   S                COM              179895107      132     4600 SH       DEFINED 01 03               0     4600        0
CLARCOR INC   S                COM              179895107      514    17900 SH       DEFINED 02              17900        0        0
CLARENT HOSPITAL   S           COM              180463101        0        3 SH       DEFINED 01 02               0        0        3
CLEAN HARBORS INC.   S         COM              184496107      489    14389 SH       DEFINED 01              14389        0        0
CLEAR CHANNEL COMMUN   S       COM              184502102     1964    59697 SH       DEFINED 01              59697        0        0
CLEAR CHANNEL COMMUN   S       COM              184502102     3795   115385 SH       DEFINED 01 03               0   115385        0
CLEAR CHANNEL COMMUN   S       COM              184502102      107     3240 SH       DEFINED 02               3240        0        0
CLEVELAND-CLIFFS IRN   S       COM              185896107    10993   126187 SH       DEFINED 01             126187        0        0
CLEVELAND-CLIFFS IRN   S       COM              185896107        8      100 SH       DEFINED 01 02               0      100        0
CLEVELAND-CLIFFS IRN   S       COM              185896107       35      400 SH       DEFINED 02                400        0        0
CLOROX CO.   S                 COM              189054109     6092   109678 SH       DEFINED 01             109678        0        0
CLOROX CO.   S                 COM              189054109     1792    32257 SH       DEFINED 01 03               0    32257        0
CLOROX CO.   S                 COM              189054109    15987   288219 SH       DEFINED 01 11               0        0   288219
COACH INC   S                  COM              189754104    47998  1530586 SH       DEFINED 01            1530586        0        0
COACH INC   S                  COM              189754104     2373    75663 SH       DEFINED 01 02               0    75663        0
COACH INC   S                  COM              189754104     4115   131217 SH       DEFINED 01 03               0   131217        0
COACH INC   S                  COM              189754104      454    14500 SH       DEFINED 01 11               0        0    14500
COACH INC   S                  COM              189754104       94     2990 SH       DEFINED 02               2990        0        0
COACHMEN INDUSTRIES   S        COM              189873102      761    66161 SH       DEFINED 01              66161        0        0
COCA-COLA   S                  COM              191216100    52332  1211638 SH       DEFINED 01            1211638        0        0
COCA-COLA   S                  COM              191216100      441    10207 SH       DEFINED 01 02               0    10207        0
COCA-COLA   S                  COM              191216100    19069   441510 SH       DEFINED 01 03               0   441510        0
COCA-COLA   S                  COM              191216100    49266  1141221 SH       DEFINED 01 11               0        0  1141221
COCA-COLA   S                  COM              191216100     1168    27054 SH       DEFINED 02              27054        0        0
COCA COLA ENTERPRISE   S       COM              191219104     3077   157756 SH       DEFINED 01             157756        0        0
COCA COLA ENTERPRISE   S       COM              191219104        8      408 SH       DEFINED 01 02               0      408        0
COCA COLA ENTERPRISE   S       COM              191219104     1250    64094 SH       DEFINED 01 03               0    64094        0
COCA COLA ENTERPRISE   S       COM              191219104     3620   185790 SH       DEFINED 01 11               0        0   185790
COCA-COLA FEMSA ADR   FSUSD    COM              191241108      537    20100 SH       DEFINED 01                  0        0    20100
COEURD`ARLENE MINES   S        COM              192108108    37820  8940757 SH       DEFINED 01            8940757        0        0
COEURD`ARLENE MINES   S        COM              192108108      543   128413 SH       DEFINED 01 02               0        0   128413
COGENT COMMUNICATION   S       COM              19239V302      993   203500 SH       DEFINED 01                  0        0   203500
COGENT INC   S                 COM              19239Y108      621    26140 SH       DEFINED 01              26140        0        0
COGENT INC   S                 COM              19239Y108     1306    55000 SH       DEFINED 01 11               0        0    55000
COGNEX CORP   S                COM              192422103     4331   144022 SH       DEFINED 01             144022        0        0
COGNIZANT TECH SOLUT   S       COM              192446102     3642    78170 SH       DEFINED 01              78170        0        0
COGNIZANT TECH SOLUT   S       COM              192446102     6328   135803 SH       DEFINED 01 02               0   135803        0
COGNIZANT TECH SOLUT   S       COM              192446102     1129    24240 SH       DEFINED 01 03               0    24240        0
COGNIZANT TECH SOLUT   S       COM              192446102     1386    29769 SH       DEFINED 01 11               0        0    29769
COHERENT INC   S               COM              192479103     2789    95203 SH       DEFINED 01              95203        0        0
COHEN & STEERS INC   S         COM              19247A100      932    46600 SH       DEFINED 01              46600        0        0
COHU INC   S                   COM              192576106     1161    49101 SH       DEFINED 01              49101        0        0
COHU INC   S                   COM              192576106        8      310 SH       DEFINED 01 02               0      310        0
COINSTAR INC   S               COM              19259P300     1066    57565 SH       DEFINED 01              57565        0        0
COLDWATER CREEK   S            COM              193068103     1594    63193 SH       DEFINED 01              63193        0        0
COLDWATER CREEK   S            COM              193068103        5      195 SH       DEFINED 01 02               0      195        0
COLDWATER CREEK   S            COM              193068103       25     1000 SH       DEFINED 02               1000        0        0
COLE KENNETH PRODTN   S        COM              193294105     3821   140000 SH       DEFINED 01             140000        0        0
COLEY PHARMACEUTICAL GROUP     COM              19388P106     1393    76512 SH       DEFINED 01 11               0    76512        0
COLGATE-PALMOLIVE   S          COM              194162103    86099  1630927 SH       DEFINED 01            1630927        0        0
COLGATE-PALMOLIVE   S          COM              194162103     1639    31085 SH       DEFINED 01 02               0    31085        0
COLGATE-PALMOLIVE   S          COM              194162103     6246   118303 SH       DEFINED 01 03               0   118303        0
COLGATE-PALMOLIVE   S          COM              194162103     1985    37611 SH       DEFINED 01 11               0        0    37611
COLLEGIATE PACIFIC INC   S     COM              194589206      266    22849 SH       DEFINED 01              22849        0        0
COLONIAL BANCGROUP   S         COM              195493309     8729   389700 SH       DEFINED 01             389700        0        0
COLONIAL BANCGROUP   S         COM              195493309       26     1170 SH       DEFINED 02               1170        0        0
COLONIAL PPTYS TR   S          COM              195872106    13637   306585 SH       DEFINED 01             306585        0        0
COLUMBIA BANKING SYSTEM INC    COM              197236102      341    13000 SH       DEFINED 01              13000        0        0
COLUMBIA BANKING SYSTEM INC    COM              197236102     1419    54080 SH       DEFINED 01 02               0    54080        0
COLUMBIA BANKING SYSTEM INC    COM              197236102      189     7200 SH       DEFINED 01 03               0     7200        0
COLUMBIA BANKING SYSTEM INC    COM              197236102      682    26000 SH       DEFINED 02              26000        0        0
COLUMBIA EQUITY TRUST INC   S  COM              197627102     1497   102500 SH       DEFINED 01                  0        0   102500
COLUMBIA SPORTSWEAR   S        COM              198516106     2993    64500 SH       DEFINED 01              64500        0        0
COLUMBUS MCKINNON CORP/NY   S  COM              199333105      848    35844 SH       DEFINED 01              35844        0        0
COMFORT SYSTEMS USA.   S       COM              199908104     3819   433457 SH       DEFINED 01             433457        0        0
COMFORT SYSTEMS USA.   S       COM              199908104     1393   158120 SH       DEFINED 01 02               0   158120        0
COMFORT SYSTEMS USA.   S       COM              199908104      159    18000 SH       DEFINED 01 03               0    18000        0
COMFORT SYSTEMS USA.   S       COM              199908104      717    81300 SH       DEFINED 02              81300        0        0
COMCAST CORPORATION 02.000% 11 CONV PRF         200300606     5119   115000 SH       DEFINED 01 02               0        0   115000
COMCAST CORPORATION CL A   S   COM              20030N101   102250  3480314 SH       DEFINED 01             730866        0        0
COMCAST CORPORATION CL A   S   COM              20030N101      371    12630 SH       DEFINED 01 02               0      908     8307
COMCAST CORPORATION CL A   S   COM              20030N101    14390   489758 SH       DEFINED 01 03               0   102849        0
COMCAST CORPORATION CL A   S   COM              20030N101     4377   149300 SH       DEFINED 01 11               0        0   149300
COMCAST CORP SPECIAL CLA SPL   COM              20030N200   298126 10358786 SH       DEFINED 01                  0        0 10358786
COMCAST CORP SPECIAL CLA SPL   COM              20030N200     6976   242328 SH       DEFINED 01 02               0        0   242328
COMCAST CORP SPECIAL CLA SPL   COM              20030N200     1787    62092 SH       DEFINED 01 03               0        0    62092
COMERICA INC   S               COM              200340107    14913   253204 SH       DEFINED 01             253204        0        0
COMERICA INC   S               COM              200340107       85     1451 SH       DEFINED 01 02               0     1451        0
COMERICA INC   S               COM              200340107     2095    35563 SH       DEFINED 01 03               0    35563        0
COMERICA INC   S               COM              200340107      367     6200 SH       DEFINED 01 11               0        0     6200
COMERICA INC   S               COM              200340107      175     2979 SH       DEFINED 02               2979        0        0
COMMERCE BANCORP   S           COM              200519106   158796  5174195 SH       DEFINED 01            5174195        0        0
COMMERCE BANCORP   S           COM              200519106     4421   144020 SH       DEFINED 01 02               0   141642     2378
COMMERCE BANCORP   S           COM              200519106     1120    36508 SH       DEFINED 01 03               0    36508        0
COMMERCE BANCSHARES   S        COM              200525103      380     7369 SH       DEFINED 01               7369        0        0
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COMMERCE BANCSHARES   S        COM              200525103       26      510 SH       DEFINED 02                510        0        0
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CREE INC   S                   COM              225447101      253    10100 SH       DEFINED 01              10100        0        0
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CRYOLIFE INC   S               COM              228903100      338    48571 SH       DEFINED 01              48571        0        0
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CURAGEN CORP   S               COM              23126R101        3      530 SH       DEFINED 01 02               0      530        0
CURTISS-WRIGHT CORP   S        COM              231561101    10826   175430 SH       DEFINED 01             175430        0        0
CUTTER & BUCK INC   S          COM              232217109     2314   188100 SH       DEFINED 01             188100        0        0
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CYMER INC   S                  COM              232572107      316    10083 SH       DEFINED 01 02               0    10083        0
CYPRESS BIOSCIENCE INC   S     COM              232674507       81    14967 SH       DEFINED 01 02               0    14967        0
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DJ ORTHOPEDICS INC   S         COM              23325G104     1029    35520 SH       DEFINED 01 02               0        0    35520
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DPL INC   S                    COM              233293109    15763   567015 SH       DEFINED 01             567015        0        0
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DTE ENERGY COMPANY   S         COM              233331107       15      319 SH       DEFINED 01 02               0      319        0
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DTE ENERGY COMPANY   S         COM              233331107       34      740 SH       DEFINED 02                740        0        0
DSW INC-CLASS A   S            COM              23334L102      214    10100 SH       DEFINED 01                  0        0    10100
DADE BEHRING HOLDINGS INC   S  COM              23342J206     1544    42122 SH       DEFINED 01              42122        0        0
DADE BEHRING HOLDINGS INC   S  COM              23342J206     3936   107368 SH       DEFINED 01 11               0        0   107368
DAKTRONICS   S                 COM              234264109      846    35300 SH       DEFINED 01              35300        0        0
DANA CORP   S                  COM              235811106    15291  1625009 SH       DEFINED 01            1625009        0        0
DANA CORP   S                  COM              235811106      301    31977 SH       DEFINED 01 03               0    31977        0
DANA CORP   S                  COM              235811106       68     7300 SH       DEFINED 01 11               0        0     7300
DANA CORP   S                  COM              235811106      123    13110 SH       DEFINED 02              13110        0        0
DANAHER CORP   S               COM              235851102    33100   614909 SH       DEFINED 01             614909        0        0
DANAHER CORP   S               COM              235851102      961    17863 SH       DEFINED 01 02               0    17863        0
DANAHER CORP   S               COM              235851102     3360    62403 SH       DEFINED 01 03               0    62403        0
DANAHER CORP   S               COM              235851102     2549    47600 SH       DEFINED 01 11               0        0    47600
DARDEN RESTAURANT   S          COM              237194105     2728    89820 SH       DEFINED 01              89820        0        0
DARDEN RESTAURANT   S          COM              237194105       34     1111 SH       DEFINED 01 02               0     1111        0
DARDEN RESTAURANT   S          COM              237194105      868    28567 SH       DEFINED 01 03               0    28567        0
DARDEN RESTAURANT   S          COM              237194105      121     4100 SH       DEFINED 01 11               0        0     4100
DARDEN RESTAURANT   S          COM              237194105       96     3146 SH       DEFINED 02               3146        0        0
DATASCOPE   S                  COM              238113104      860    27731 SH       DEFINED 01              27731        0        0
DAVE AND BUSTERS.   S          COM              23833N104     1003    75149 SH       DEFINED 01              75149        0        0
DAVITA INC   S                 COM              23918K108      323     7010 SH       DEFINED 01               7010        0        0
DAVITA INC   S                 COM              23918K108     5698   123772 SH       DEFINED 01 11               0    40683    83089
DAYSTAR TECHNOLOGIES INC   S   COM              23962Q100      121    10000 SH       DEFINED 01 02               0        0    10000
DEAN FOODS COMPANY   S         COM              242370104     1658    42675 SH       DEFINED 00              42675        0        0
DEAN FOODS COMPANY   S         COM              242370104      274     7060 SH       DEFINED 01               7060        0        0
DEAN FOODS COMPANY   S         COM              242370104       24      630 SH       DEFINED 02                630        0        0
DEB SHOPS   S                  COM              242728103     3143   144600 SH       DEFINED 01             144600        0        0
DECKERS OUTDOOR CORP           COM              243537107       26     1067 SH       DEFINED 01 02               0     1067        0
DECODE GENETICS INC   S        COM              243586104     2491   296900 SH       DEFINED 01             296900        0        0
DECODE GENETICS INC   S        COM              243586104        7      830 SH       DEFINED 01 02               0      830        0
DEERE & COMPANY   S            COM              244199105    83694  1367535 SH       DEFINED 01            1367535        0        0
DEERE & COMPANY   S            COM              244199105       57      945 SH       DEFINED 01 02               0      945        0
DEERE & COMPANY   S            COM              244199105     3139    51283 SH       DEFINED 01 03               0    51283        0
DEERE & COMPANY   S            COM              244199105     6116   100000 SH       DEFINED 01 11               0        0   100000
DEERE & COMPANY   S            COM              244199105      338     5530 SH       DEFINED 02               4530        0     1000
DEL MONTE FOODS CO   S         COM              24522P103     7690   716790 SH       DEFINED 01             716790        0        0
DELL INC   S                   COM              24702R101      456    13339 SH       DEFINED 00                  0        0    13339
DELL INC   S                   COM              24702R101   170181  4976057 SH       DEFINED 01            4976057        0        0
DELL INC   S                   COM              24702R101     1887    55154 SH       DEFINED 01 02               0    52397     2757
DELL INC   S                   COM              24702R101    17968   525383 SH       DEFINED 01 03               0   525383        0
DELL INC   S                   COM              24702R101    49302  1441563 SH       DEFINED 01 11               0   215113  1226450
DELPHI CORPORATION   S         COM              247126105      799   289718 SH       DEFINED 01             289718        0        0
DELPHI CORPORATION   S         COM              247126105        5     1968 SH       DEFINED 01 02               0     1968        0
DELPHI CORPORATION   S         COM              247126105      329   119370 SH       DEFINED 01 03               0   119370        0
DELPHI FINANCIAL GRP   S       COM              247131105     9625   205657 SH       DEFINED 01             205657        0        0
DELPHI FINANCIAL GRP   S       COM              247131105     2542    54296 SH       DEFINED 01 02               0    54296        0
DELPHI FINANCIAL GRP   S       COM              247131105      360     7701 SH       DEFINED 01 03               0     7701        0
DELPHI FINANCIAL GRP   S       COM              247131105     1390    29685 SH       DEFINED 02              29685        0        0
DELTA & PINE LAND CO   S       COM              247357106     2155    81593 SH       DEFINED 01              81593        0        0
DELTIC TIMBER CORP   S         COM              247850100     1274    27661 SH       DEFINED 01              27661        0        0
DELTA PETROLEUM CORP   S       COM              247907207     3045   146421 SH       DEFINED 01 02               0   146421        0
DELTA PETROLEUM CORP   S       COM              247907207      541    26019 SH       DEFINED 01 03               0    26019        0
DENBURY RESOURCES INC   S      COM              247916208    15769   312634 SH       DEFINED 01             312634        0        0
DENBURY RESOURCES INC   S      COM              247916208    16182   320775 SH       DEFINED 01 02               0   320775        0
DENBURY RESOURCES INC   S      COM              247916208     3386    67133 SH       DEFINED 01 03               0    67133        0
DELUXE CORPORATION   S         COM              248019101     5352   133280 SH       DEFINED 01             133280        0        0
DENDRITE   S                   COM              248239105    48226  2400483 SH       DEFINED 01            2400483        0        0
DENDRITE   S                   COM              248239105     3679   183143 SH       DEFINED 01 02               0   183143        0
DENDRITE   S                   COM              248239105     2444   121631 SH       DEFINED 01 03               0   121631        0
DENTSPLY INTERNATL I   S       COM              249030107      940    17404 SH       DEFINED 01              17404        0        0
DENTSPLY INTERNATL I   S       COM              249030107       17      310 SH       DEFINED 01 03               0      310        0
DEPARTMENT 56   S              COM              249509100     1148    91863 SH       DEFINED 01              91863        0        0
DEVELOPERS DIV REALTY   S      COM              251591103     2704    57900 SH       DEFINED 01              57900        0        0
DEVON ENERGY   S               COM              25179M103   120270  1752192 SH       DEFINED 01            1752192        0        0
DEVON ENERGY   S               COM              25179M103     1453    21186 SH       DEFINED 01 02               0    21186        0
DEVON ENERGY   S               COM              25179M103     7500   109268 SH       DEFINED 01 03               0   109268        0
DEVON ENERGY   S               COM              25179M103      563     8202 SH       DEFINED 02               8202        0        0
DEX MEDIA INC   S              COM              25212E100      567    20416 SH       DEFINED 00                  0        0    20416
DEX MEDIA INC   S              COM              25212E100     3616   130135 SH       DEFINED 01                  0        0   130135
DEX MEDIA INC   S              COM              25212E100    23120   831961 SH       DEFINED 01 11               0        0   831961
DEX MEDIA INC   S              COM              25212E100      167     6000 SH       DEFINED 02                  0        0     6000
DEXCOM INC   S                 COM              252131107      120    10319 SH       DEFINED 01 02               0    10319        0
DIAGEO PLC-SPON ADR   FSUSD    COM              25243Q205    30838   531610 SH       DEFINED 01                  0        0   531610
DIAGNOSTIC PRODUCTS   S        COM              252450101    74588  1414525 SH       DEFINED 01            1414525        0        0
DIAGNOSTIC PRODUCTS   S        COM              252450101    14271   270640 SH       DEFINED 01 02               0   270640        0
DIAGNOSTIC PRODUCTS   S        COM              252450101     5499   104300 SH       DEFINED 01 03               0   104300        0
DIAMOND FOODS INC              COM              252603105      429    24865 SH       DEFINED 01 11               0    24865        0
DIAMOND OFFSHORE  DRI   S      COM              25271C102      868    14179 SH       DEFINED 01 02               0    14179        0
DIAMOND OFFSHORE  DRI   S      COM              25271C102     2940    48000 SH       DEFINED 01 11               0        0    48000
DIAMOND OFFSHORE  DRI   S      COM              25271C102       30      490 SH       DEFINED 02                490        0        0
DIAMOND OFFSHORE DRILLING INC. CONV BND         25271CAE2      658   500000 PRN      DEFINED 01 02               0        0   500000
DICK'S SPORTING GOODS INC   S  COM              253393102     1867    62000 SH       DEFINED 01                  0        0    62000
DICK'S SPORTING GOODS INC   S  COM              253393102        4      160 SH       DEFINED 01 02               0        0      160
DIEBOLD INC.   S               COM              253651103     3498   101507 SH       DEFINED 01             101507        0        0
DIGI INTL INC COM   S          COM              253798102     3788   353030 SH       DEFINED 01             353030        0        0
DIGI INTL INC COM   S          COM              253798102        3      270 SH       DEFINED 01 02               0      270        0
DIGIRAD CORP   S               COM              253827109      146    30350 SH       DEFINED 01              30350        0        0
DIGITAL INSIGHT.   S           COM              25385P106     2596    99638 SH       DEFINED 01              99638        0        0
DIGITAL REALTY TRUST INC   S   COM              253868103      421    23361 SH       DEFINED 01              23361        0        0
DIGITAL RIVER.   S             COM              25388B104    17853   512298 SH       DEFINED 01             512298        0        0
DIGITAL RIVER.   S             COM              25388B104     5977   171534 SH       DEFINED 01 02               0   171534        0
DIGITAL RIVER.   S             COM              25388B104     1638    46988 SH       DEFINED 01 03               0    46988        0
DIGITAS INC   S                COM              25388K104     1860   163728 SH       DEFINED 01             163728        0        0
DIGITAS INC   S                COM              25388K104       59     5200 SH       DEFINED 02               5200        0        0
DIME COMMUNITY   S             COM              253922108      926    62912 SH       DEFINED 01              62912        0        0
DILLARDS INC-CL A   S          COM              254067101    16841   806607 SH       DEFINED 01             806607        0        0
DILLARDS INC-CL A   S          COM              254067101      286    13692 SH       DEFINED 01 03               0    13692        0
DIME BANCORP INC LITIGATION TR WT               25429Q110       29   178977 SH       DEFINED 01 11               0        0   178977
DIONEX   S                     COM              254546104     2485    45810 SH       DEFINED 01              45810        0        0
DIRECTV GROUP INC   S          COM              25459L106     1400    93500 SH       DEFINED 01              93500        0        0
DISNEY WALT CO   S             COM              254687106    45614  1890335 SH       DEFINED 01            1890335        0        0
DISNEY WALT CO   S             COM              254687106      102     4249 SH       DEFINED 01 02               0     4249        0
DISNEY WALT CO   S             COM              254687106    10314   427415 SH       DEFINED 01 03               0   427415        0
DISNEY WALT CO   S             COM              254687106     2618   108550 SH       DEFINED 01 11               0        0   108550
DISNEY WALT CO   S             COM              254687106      244    10119 SH       DEFINED 02              10119        0        0
DISCOVERY HOLDING CO-A   S     COM              25468Y107        0       26 SH       DEFINED 00                 26        0        0
DISCOVERY HOLDING CO-A   S     COM              25468Y107     2477   171500 SH       DEFINED 01             171500        0        0
DITECH COMMU CORP.   S         COM              25500M103     1130   167673 SH       DEFINED 01             167673        0        0
DOCUCORP INTL W/I   S          COM              255911109       24     3373 SH       DEFINED 01               3373        0        0
DOBSON COMM CORP A   S         COM              256069105     1116   145295 SH       DEFINED 01             145295        0        0
DOBSON COMM CORP A   S         COM              256069105        4      460 SH       DEFINED 01 02               0      460        0
DOBSON COMMUNICATIONS CORP 06. CONV PRF         256069709       13       72 SH       DEFINED 01 02               0        0       72
DOCTOR REDDY'S LAB   FSUSD     COM              256135203      237    12200 SH       DEFINED 01                  0        0    12200
DOE RUN RESOURCES WTS   W      WT               256582909        0       17 SH       DEFINED 01 02               0        0       17
DOLBY LABORATORIES INC-CL A    COM              25659T107      102     6400 SH       DEFINED 01               6400        0        0
DOLLAR GENERAL   S             COM              256669102     8540   465604 SH       DEFINED 01             465604        0        0
DOLLAR GENERAL   S             COM              256669102       43     2374 SH       DEFINED 01 02               0     2374        0
DOLLAR GENERAL   S             COM              256669102     1252    68252 SH       DEFINED 01 03               0    68252        0
DOLLAR GENERAL   S             COM              256669102    36556  1993264 SH       DEFINED 01 11               0        0  1993264
DOLLAR GENERAL   S             COM              256669102      108     5900 SH       DEFINED 02               5900        0        0
DOLLAR THRIF AUTOMOT   S       COM              256743105      352    10448 SH       DEFINED 01              10448        0        0
DOLLAR THRIF AUTOMOT   S       COM              256743105       17      500 SH       DEFINED 02                500        0        0
DOLLAR TREE STORES   S         COM              256747106        9      426 SH       DEFINED 01 03               0      426        0
DOMINION RES INC VA   S        COM              25746U109   225289  2615386 SH       DEFINED 01            2615386        0        0
DOMINION RES INC VA   S        COM              25746U109      129     1492 SH       DEFINED 01 02               0     1492        0
DOMINION RES INC VA   S        COM              25746U109     6242    72465 SH       DEFINED 01 03               0    72465        0
DOMINION RES INC VA   S        COM              25746U109    36708   426249 SH       DEFINED 01 11               0        0   426249
DOMINO'S PIZZA INC   S         COM              25754A201     4406   188962 SH       DEFINED 01                  0        0   188962
DOMINO'S PIZZA INC   S         COM              25754A201     1699    72790 SH       DEFINED 01 02               0        0    72790
DOMINO'S PIZZA INC   S         COM              25754A201      233    10000 SH       DEFINED 01 03               0        0    10000
DOMINO'S PIZZA INC   S         COM              25754A201      891    38200 SH       DEFINED 02                  0        0    38200
DONALDSON CO   S               COM              257651109      733    24000 SH       DEFINED 01              24000        0        0
DONEGAL GROUP INC-CL A   S     COM              257701201      632    29154 SH       DEFINED 01               2915        0        0
DONNELLEY (RR)&SONS   S        COM              257867101    55880  1507417 SH       DEFINED 01            1507417        0        0
DONNELLEY (RR)&SONS   S        COM              257867101     1692    45648 SH       DEFINED 01 03               0    45648        0
DONNELLEY (RR)&SONS   S        COM              257867101       49     1310 SH       DEFINED 02               1310        0        0
DORAL FINANCIAL   S            COM              25811P100     1049    80200 SH       DEFINED 01              80200        0        0
DORAL FINANCIAL   S            COM              25811P100       39     3000 SH       DEFINED 02               3000        0        0
DOT HILL SYSTEMS   S           COM              25848T109      310    46000 SH       DEFINED 01              46000        0        0
DOV PHARMACEUTICAL INC   S     COM              259858108      985    58000 SH       DEFINED 01                  0        0    58000
DOV PHARMACEUTICAL INC   S     COM              259858108        5      260 SH       DEFINED 01 02               0        0      260
DOVER CORP   S                 COM              260003108    10806   264926 SH       DEFINED 01             264926        0        0
DOVER CORP   S                 COM              260003108     1756    43058 SH       DEFINED 01 03               0    43058        0
DOVER DOWNS GAMING & ENTERTAIN COM              260095104     3143   231100 SH       DEFINED 01                  0        0   231100
DOVER MOTORSPORTS.   S         COM              260174107      479    70000 SH       DEFINED 01              70000        0        0
DOW CHEMICAL   S               COM              260543103   137191  3292289 SH       DEFINED 01            3292289        0        0
DOW CHEMICAL   S               COM              260543103      248     5966 SH       DEFINED 01 02               0     5966        0
DOW CHEMICAL   S               COM              260543103     9722   233304 SH       DEFINED 01 03               0   233304        0
DOW CHEMICAL   S               COM              260543103      144     3467 SH       DEFINED 02               3467        0        0
DOW JONES & CO   S             COM              260561105      742    19430 SH       DEFINED 01              19430        0        0
DOW JONES & CO   S             COM              260561105      478    12510 SH       DEFINED 01 03               0    12510        0
DOWNEY FINL CORP   S           COM              261018105     6740   110684 SH       DEFINED 01             110684        0        0
DOWNEY FINL CORP   S           COM              261018105        3       50 SH       DEFINED 01 02               0       50        0
DOWNEY FINL CORP   S           COM              261018105       25      410 SH       DEFINED 02                410        0        0
DREAMWORKS ANIMATION SKG-A   S COM              26153C103    47908  1732084 SH       DEFINED 01                  0        0  1732084
DREAMWORKS ANIMATION SKG-A   S COM              26153C103     1405    50810 SH       DEFINED 01 02               0        0    50810
DREAMWORKS ANIMATION SKG-A   S COM              26153C103      362    13105 SH       DEFINED 01 03               0        0    13105
DRESS BARN INC   S             COM              261570105     3157   138733 SH       DEFINED 01             138733        0        0
DRESSER-RAND GROUP INC   S     COM              261608103      490    19900 SH       DEFINED 01              19900        0        0
DREW INDUSTRIES INC   S        COM              26168L205     3576   138531 SH       DEFINED 01             138531        0        0
DREYERS GRAND ICE   S          COM              261877104     6444    78500 SH       DEFINED 01              78500        0        0
DRIL QUIP INC   S              COM              262037104      998    20795 SH       DEFINED 01              20795        0        0
E I DUPONT   S                 COM              263534109   191844  4897761 SH       DEFINED 01            4897761        0        0
E I DUPONT   S                 COM              263534109     3575    91259 SH       DEFINED 01 02               0    91259        0
E I DUPONT   S                 COM              263534109    10392   265310 SH       DEFINED 01 03               0   265310        0
E I DUPONT   S                 COM              263534109      208     5400 SH       DEFINED 01 11               0        0     5400
DUCOMMUN INC   S               COM              264147109     1225    55686 SH       DEFINED 01              55686        0        0
DUKE ENERGY CORP   S           COM              264399106    31718  1087350 SH       DEFINED 01            1087350        0        0
DUKE ENERGY CORP   S           COM              264399106      178     6090 SH       DEFINED 01 02               0     6090        0
DUKE ENERGY CORP   S           COM              264399106     5746   196981 SH       DEFINED 01 03               0   196981        0
DUKE ENERGY CORP   S           COM              264399106     2067    70900 SH       DEFINED 01 11               0        0    70900
DUKE ENERGY CORP   S           COM              264399106      442    15167 SH       DEFINED 02              15167        0        0
DUKE ENERGY CORPORATION 01.750 CONV BND         264399EJ1      613   500000 PRN      DEFINED 01 02               0        0   500000
DUN & BRADSTREET   S           COM              26483E100    10078   152989 SH       DEFINED 01             152989        0        0
DUQUESNE LIGHT HOLDINGS INC    COM              266233105     5659   328776 SH       DEFINED 01             328776        0        0
DUQUESNE LIGHT HOLDINGS INC    COM              266233105     1037    60220 SH       DEFINED 01 02               0    60220        0
DUQUESNE LIGHT HOLDINGS INC    COM              266233105      134     7800 SH       DEFINED 01 03               0     7800        0
DUQUESNE LIGHT HOLDINGS INC    COM              266233105      550    32000 SH       DEFINED 02              32000        0        0
DURECT CORPORATION   S         COM              266605104        4      590 SH       DEFINED 01 02               0      590        0
DYCOM INDUSTRIES   S           COM              267475101     1248    61700 SH       DEFINED 01              61700        0        0
DYNEGY INC   S                 COM              26816Q101       79    16713 SH       DEFINED 01              16713        0        0
DYNEGY INC   S                 COM              26816Q101      287    60912 SH       DEFINED 01 03               0    60912        0
EFES BREWERIES INTL-144A GDR   COM              26843E105     5693   159762 SH       DEFINED 01 11               0        0   159762
EGL INC   S                    COM              268484102     3078   113399 SH       DEFINED 01             113399        0        0
EMC CORPORATION   S            COM              268648102   222909 17226450 SH       DEFINED 01           17226450        0        0
EMC CORPORATION   S            COM              268648102     2627   203020 SH       DEFINED 01 02               0   153285    49735
EMC CORPORATION   S            COM              268648102     7123   550443 SH       DEFINED 01 03               0   550443        0
EMC CORPORATION   S            COM              268648102    17844  1381607 SH       DEFINED 01 11               0        0  1381607
ENSCO INTL INC   S             COM              26874Q100    50603  1086123 SH       DEFINED 01            1086123        0        0
ENSCO INTL INC   S             COM              26874Q100    18820   403965 SH       DEFINED 01 02               0   403965        0
ENSCO INTL INC   S             COM              26874Q100     5453   117053 SH       DEFINED 01 03               0   117053        0
ENSCO INTL INC   S             COM              26874Q100     7544   161902 SH       DEFINED 01 11               0    79602    82300
EOG RESOURCES INC   S          COM              26875P101      492     6570 SH       DEFINED 00                  0        0     6570
EOG RESOURCES INC   S          COM              26875P101   142410  1901352 SH       DEFINED 01            1901352        0        0
EOG RESOURCES INC   S          COM              26875P101     6348    84738 SH       DEFINED 01 02               0    84738        0
EOG RESOURCES INC   S          COM              26875P101     7629   101864 SH       DEFINED 01 03               0   101864        0
EOG RESOURCES INC   S          COM              26875P101    62214   830735 SH       DEFINED 01 11               0    86520   744215
EOG RESOURCES INC   S          COM              26875P101      446     5954 SH       DEFINED 02               1954        0     4000
EPIX PHARMACEUTICALS   S       COM              26881Q101     1910   248000 SH       DEFINED 01             248000        0        0
EPIX PHARMACEUTICALS   S       COM              26881Q101        6      720 SH       DEFINED 01 02               0      720        0
EPIQ SYSTEMS INC.   S          COM              26882D109      627    28735 SH       DEFINED 01              28735        0        0
EPIQ SYSTEMS INC.   S          COM              26882D109        8      370 SH       DEFINED 01 02               0      370        0
ESS TECHNOLOGY   S             COM              269151106     1259   354755 SH       DEFINED 01             354755        0        0
E*TRADE FINANCIAL CORPORATION  COM              269246104      380    21630 SH       DEFINED 01              21630        0        0
E*TRADE FINANCIAL CORPORATION  COM              269246104     1387    78800 SH       DEFINED 01 03               0    78800        0
E*TRADE FINANCIAL CORPORATION  COM              269246104    90942  5178908 SH       DEFINED 01 11               0        0  5178908
E*TRADE FINANCIAL CORPORATION  COM              269246104       21     1180 SH       DEFINED 02               1180        0        0
EV3 INC                        COM              26928A200     1281    68098 SH       DEFINED 01 11               0    68098        0
EAGLE MATERIALS INC   S        COM              26969P108     5448    44894 SH       DEFINED 01              44894        0        0
EAGLE MATERIALS INC   S        COM              26969P108     1072     8830 SH       DEFINED 01 02               0     8830        0
EAGLE MATERIALS INC   S        COM              26969P108      134     1100 SH       DEFINED 01 03               0     1100        0
EAGLE MATERIALS INC   S        COM              26969P108      609     5020 SH       DEFINED 02               5020        0        0
EARTHLINK INC   S              COM              270321102     4572   427233 SH       DEFINED 01             427233        0        0
EARTHLINK INC   S              COM              270321102        6      550 SH       DEFINED 01 02               0      550        0
EAST WEST BANCORP   S          COM              27579R104     7953   233616 SH       DEFINED 01             233616        0        0
EAST WEST BANCORP   S          COM              27579R104     1228    36090 SH       DEFINED 01 02               0    36090        0
EAST WEST BANCORP   S          COM              27579R104      168     4950 SH       DEFINED 01 03               0     4950        0
EAST WEST BANCORP   S          COM              27579R104      667    19600 SH       DEFINED 02              19600        0        0
EASTGROUP PROPERTIES   S       COM              277276101     7233   165320 SH       DEFINED 01             165320        0        0
EASTGROUP PROPERTIES   S       COM              277276101        4       80 SH       DEFINED 01 02               0       80        0
EASTMAN CHEMICAL CO   S        COM              277432100    29269   623181 SH       DEFINED 01             623181        0        0
EASTMAN CHEMICAL CO   S        COM              277432100       21      440 SH       DEFINED 01 02               0      440        0
EASTMAN CHEMICAL CO   S        COM              277432100      814    17321 SH       DEFINED 01 03               0    17321        0
EASTMAN KODAK   S              COM              277461109    56216  2310530 SH       DEFINED 01            2310530        0        0
EASTMAN KODAK   S              COM              277461109      120     4916 SH       DEFINED 01 02               0     4916        0
EASTMAN KODAK   S              COM              277461109     1891    77730 SH       DEFINED 01 03               0    77730        0
EASTMAN KODAK   S              COM              277461109      313    12866 SH       DEFINED 02              12866        0        0
EATON CORP   S                 COM              278058102    46436   730683 SH       DEFINED 01             730683        0        0
EATON CORP   S                 COM              278058102       41      652 SH       DEFINED 01 02               0      652        0
EATON CORP   S                 COM              278058102     1992    31342 SH       DEFINED 01 03               0    31342        0
EATON CORP   S                 COM              278058102      340     5500 SH       DEFINED 01 11               0        0     5500
EATON CORP   S                 COM              278058102       31      480 SH       DEFINED 02                480        0        0
EBAY INC   S                   COM              278642103    64876  1574639 SH       DEFINED 01            1574639        0        0
EBAY INC   S                   COM              278642103     1309    31756 SH       DEFINED 01 02               0    31756        0
EBAY INC   S                   COM              278642103    10217   247967 SH       DEFINED 01 03               0   247967        0
EBAY INC   S                   COM              278642103      938    22774 SH       DEFINED 01 11               0        0    22774
EBAY INC   S                   COM              278642103      263     6373 SH       DEFINED 02               6373        0        0
ECHOSTAR COMMUN CORP   S       COM              278762109    11269   381048 SH       DEFINED 01             381048        0        0
ECHOSTAR COMMUN CORP   S       COM              278762109       23      773 SH       DEFINED 01 02               0      773        0
ECHOSTAR COMMUN CORP   S       COM              278762109       27      906 SH       DEFINED 01 03               0      906        0
ECHOSTAR COMMUN CORP   S       COM              278762109    90298  3053718 SH       DEFINED 01 11               0        0  3053718
ECLIPSYS CORP.   S             COM              278856109        9      520 SH       DEFINED 01 02               0      520        0
ECOLAB  INC.   S               COM              278865100     1748    54750 SH       DEFINED 01              54750        0        0
ECOLAB  INC.   S               COM              278865100     1250    39158 SH       DEFINED 01 03               0    39158        0
ECOLAB  INC.   S               COM              278865100     4157   130184 SH       DEFINED 01 11               0        0   130184
EDGE PETROLEUM CORP   S        COM              279862106     3112   117900 SH       DEFINED 01             117900        0        0
EDISON INTL   S                COM              281020107      732    15503 SH       DEFINED 00                  0        0    15503
EDISON INTL   S                COM              281020107     8090   171098 SH       DEFINED 01             171098        0        0
EDISON INTL   S                COM              281020107       73     1563 SH       DEFINED 01 02               0     1563        0
EDISON INTL   S                COM              281020107     3275    69273 SH       DEFINED 01 03               0    69273        0
EDISON INTL   S                COM              281020107    81776  1731058 SH       DEFINED 01 11               0    13387  1717671
EDISON INTL   S                COM              281020107      586    12401 SH       DEFINED 02               4401        0     8000
EDO CORP   S                   COM              281347104     2322    77292 SH       DEFINED 01              77292        0        0
EDUCATE INC   S                COM              28138P100      502    33496 SH       DEFINED 01                  0        0    33496
EDWARDS (A.G.) INC   S         COM              281760108       24      539 SH       DEFINED 01 02               0      539        0
EDWARDS LIFESCIENCES   S       COM              28176E108      534    12031 SH       DEFINED 01              12031        0        0
EFUNDS CORP   S                COM              28224R101     5213   276860 SH       DEFINED 01             276860        0        0
EL PASO CORPORATION   S        COM              28336L109    12758   917724 SH       DEFINED 01             917724        0        0
EL PASO CORPORATION   S        COM              28336L109       79     5671 SH       DEFINED 01 02               0     5671        0
EL PASO CORPORATION   S        COM              28336L109     1949   140194 SH       DEFINED 01 03               0   140194        0
EL PASO CORPORATION   S        COM              28336L109    13232   952600 SH       DEFINED 01 11               0        0   952600
EL PASO CORPORATION   S        COM              28336L109      158    11371 SH       DEFINED 02              11371        0        0
EL PASO ELECTRIC   S           COM              283677854    14633   701889 SH       DEFINED 01             701889        0        0
EL PASO ELECTRIC   S           COM              283677854     1389    66630 SH       DEFINED 01 02               0    66630        0
EL PASO ELECTRIC   S           COM              283677854      173     8300 SH       DEFINED 01 03               0     8300        0
EL PASO ELECTRIC   S           COM              283677854      759    36430 SH       DEFINED 02              36430        0        0
ELDORADO GOLD CORP   FSUSD     COM              284902103      686   193400 SH       DEFINED 01             193400        0        0
ELECTRO SCIENTIFIC   S         COM              285229100     1447    64709 SH       DEFINED 01              64709        0        0
ELECTRONIC ARTS INC   S        COM              285512109     7908   139021 SH       DEFINED 01             139021        0        0
ELECTRONIC ARTS INC   S        COM              285512109     3744    65805 SH       DEFINED 01 03               0    65805        0
ELECTRONIC ARTS INC   S        COM              285512109      232     4079 SH       DEFINED 01 11               0        0     4079
ELECTRONIC DATA SYST   S       COM              285661104    99282  4424268 SH       DEFINED 01            4424268        0        0
ELECTRONIC DATA SYST   S       COM              285661104      135     6061 SH       DEFINED 01 02               0     6061        0
ELECTRONIC DATA SYST   S       COM              285661104     4103   182842 SH       DEFINED 01 03               0   182842        0
ELECTRONIC DATA SYST   S       COM              285661104     1130    50509 SH       DEFINED 01 11               0        0    50509
ELECTRONIC DATA SYST   S       COM              285661104      171     7630 SH       DEFINED 02               7630        0        0
ELECTRONICS BOUTIQUE   S       COM              286045109     2756    43860 SH       DEFINED 01              43860        0        0
ELECTRONICS FOR IMAGING INC    COM              286082102     3647   159000 SH       DEFINED 01             159000        0        0
ELECTRONICS FOR IMAGING INC    COM              286082102     1747    76190 SH       DEFINED 01 02               0    76190        0
ELECTRONICS FOR IMAGING INC    COM              286082102      225     9800 SH       DEFINED 01 03               0     9800        0
ELECTRONICS FOR IMAGING INC    COM              286082102      284    12391 SH       DEFINED 01 11               0        0    12391
ELECTRONICS FOR IMAGING INC    COM              286082102      926    40400 SH       DEFINED 02              40400        0        0
ELIZABETH ARDEN INC.   S       COM              28660G106     3020   139922 SH       DEFINED 01             139922        0        0
ELKCORP   S                    COM              287456107     7972   222868 SH       DEFINED 01             222868        0        0
ELKCORP   S                    COM              287456107        6      150 SH       DEFINED 01 02               0      150        0
PERRY ELLIS INTL INC   S       COM              288853104     1154    53100 SH       DEFINED 01 02               0    53100        0
PERRY ELLIS INTL INC   S       COM              288853104      154     7100 SH       DEFINED 01 03               0     7100        0
PERRY ELLIS INTL INC   S       COM              288853104      593    27300 SH       DEFINED 02              27300        0        0
EMAGEON INC   S                COM              29076V109     1106    81609 SH       DEFINED 01              81609        0        0
EMBRAER AIRCRAFT COR   FSUSD   COM              29081M102    24310   629807 SH       DEFINED 01                  0        0   629807
EMBRAER AIRCRAFT COR   FSUSD   COM              29081M102      572    14797 SH       DEFINED 01 02               0        0    14797
EMBRAER AIRCRAFT COR   FSUSD   COM              29081M102     3175    82267 SH       DEFINED 01 11               0        0    82267
EMCOR GROUP INC   S            COM              29084Q100     2770    46721 SH       DEFINED 01              46721        0        0
EMCOR GROUP INC   S            COM              29084Q100     1508    25450 SH       DEFINED 01 02               0    25450        0
EMCOR GROUP INC   S            COM              29084Q100      208     3500 SH       DEFINED 01 03               0     3500        0
EMCOR GROUP INC   S            COM              29084Q100      831    14000 SH       DEFINED 02              14000        0        0
EMERSON ELECTRIC   S           COM              291011104    12710   177024 SH       DEFINED 01             177024        0        0
EMERSON ELECTRIC   S           COM              291011104     6306    87832 SH       DEFINED 01 03               0    87832        0
EMERSON ELECTRIC   S           COM              291011104     4380    61000 SH       DEFINED 01 11               0        0    61000
EMPIRE RESOURCES INC   S       COM              29206E100      195    24900 SH       DEFINED 01              24900        0        0
EMULEX.   S                    COM              292475209     5799   286970 SH       DEFINED 01             286970        0        0
EMULEX.   S                    COM              292475209     1172    58020 SH       DEFINED 01 02               0    58020        0
EMULEX.   S                    COM              292475209      137     6800 SH       DEFINED 01 03               0     6800        0
EMULEX.   S                    COM              292475209      693    34300 SH       DEFINED 02              34300        0        0
ENCANA CORP   FSUSD            COM              292505104    89040  1527026 SH       DEFINED 01            1527026        0        0
ENCANA CORP   FSUSD            COM              292505104     1790    30700 SH       DEFINED 01 02               0    30700        0
ENCANA CORP   FSUSD            COM              292505104     2896    49664 SH       DEFINED 01 03               0    49664        0
ENCANA CORP   FSUSD            COM              292505104       71     1210 SH       DEFINED 02               1210        0        0
ENBRIDGE INC   FSUSD           COM              29250N105    16720   523800 SH       DEFINED 01             523800        0        0
ENBRIDGE INC   FSUSD           COM              29250N105       55     1725 SH       DEFINED 02               1725        0        0
ENBRIDGE ENERGY MGMT L   S     COM              29250X103        0        1 SH       DEFINED 01                  1        0        0
ENCORE CAPITAL GRP   S         COM              292554102      985    55270 SH       DEFINED 01 02               0    55270        0
ENCORE CAPITAL GRP   S         COM              292554102      123     6900 SH       DEFINED 01 03               0     6900        0
ENCORE CAPITAL GRP   S         COM              292554102      523    29300 SH       DEFINED 02              29300        0        0
ENCORE ACQUISITION CO   S      COM              29255W100    12381   318700 SH       DEFINED 01             318700        0        0
ENCORE MEDICAL CORP   S        COM              29256E109      282    60000 SH       DEFINED 01              60000        0        0
ENCYSIVE PHARMACEUTICALS INC.  COM              29256X107     2457   208600 SH       DEFINED 01             208600        0        0
ENCYSIVE PHARMACEUTICALS INC.  COM              29256X107      187    15912 SH       DEFINED 01 02               0        0    15912
ENDWAVE CORPORATION   S        COM              29264A206       96     7500 SH       DEFINED 01               7500        0        0
ENDWAVE CORPORATION   S        COM              29264A206        6      438 SH       DEFINED 02                438        0        0
ENDO PHARMACEUTICAL   S        COM              29264F205     1864    69914 SH       DEFINED 01              69914        0        0
ENDO PHARMACEUTICAL   S        COM              29264F205      310    11640 SH       DEFINED 01 11               0        0    11640
ENERGY CONVERSION DEVICES   S  COM              292659109    19163   426969 SH       DEFINED 01             426969        0        0
ENERGY CONVERSION DEVICES   S  COM              292659109      359     7990 SH       DEFINED 01 03               0     7990        0
ENERGEN   S                    COM              29265N108    12885   297863 SH       DEFINED 01             297863        0        0
ENERGEN   S                    COM              29265N108     1665    38458 SH       DEFINED 01 02               0    38458        0
ENERGEN   S                    COM              29265N108      207     4774 SH       DEFINED 01 03               0     4774        0
ENERGEN   S                    COM              29265N108      876    20280 SH       DEFINED 02              20280        0        0
ENERGY EAST CORP   S           COM              29266M109    15810   627650 SH       DEFINED 01             627650        0        0
ENERGIZER HLDGS INC   S        COM              29266R108     3925    69215 SH       DEFINED 01              69215        0        0
ENERGIZER HLDGS INC   S        COM              29266R108       57     1000 SH       DEFINED 02                  0        0     1000
ENERGY PARTNERS LTD.   S       COM              29270U105     6611   211796 SH       DEFINED 01             211796        0        0
ENERGY PARTNERS LTD.   S       COM              29270U105       37     1200 SH       DEFINED 02               1200        0        0
ENGELHARD CORP   S             COM              292845104      196     7007 SH       DEFINED 01               7007        0        0
ENGELHARD CORP   S             COM              292845104      713    25547 SH       DEFINED 01 03               0    25547        0
ENGINEERED SUPPORT   S         COM              292866100     5029   122558 SH       DEFINED 01             122558        0        0
ENNIS INC   S                  COM              293389102      658    39207 SH       DEFINED 01              39207        0        0
ENPRO INDUSTRIES INC   S       COM              29355X107     4740   140690 SH       DEFINED 01             140690        0        0
ENPRO INDUSTRIES INC   S       COM              29355X107     1437    42650 SH       DEFINED 01 02               0    42650        0
ENPRO INDUSTRIES INC   S       COM              29355X107      195     5800 SH       DEFINED 01 03               0     5800        0
ENPRO INDUSTRIES INC   S       COM              29355X107      762    22600 SH       DEFINED 02              22600        0        0
ENSIGN ENERGY SERVICES INC   F COM              293570107     4387   128800 SH       DEFINED 01             128800        0        0
ENTEGRIS INC   S               COM              29362U104     4624   409193 SH       DEFINED 01             409193        0        0
ENTEGRIS INC   S               COM              29362U104     1439   127451 SH       DEFINED 01 02               0   127451        0
ENTEGRIS INC   S               COM              29362U104      173    15290 SH       DEFINED 01 03               0    15290        0
ENTEGRIS INC   S               COM              29362U104      762    67415 SH       DEFINED 02              67415        0        0
ENTERASYS NETWORKS INC         COM              293637104       64    47852 SH       DEFINED 01 02               0    47852        0
ENTERCOM COMMUNICATI   S       COM              293639100      859    27200 SH       DEFINED 01 02               0    27200        0
ENTERCOM COMMUNICATI   S       COM              293639100      101     3200 SH       DEFINED 01 03               0     3200        0
ENTERCOM COMMUNICATI   S       COM              293639100      455    14400 SH       DEFINED 02              14400        0        0
ENTERGY CORP   S               COM              29364G103    26848   361260 SH       DEFINED 01             361260        0        0
ENTERGY CORP   S               COM              29364G103       76     1022 SH       DEFINED 01 02               0     1022        0
ENTERGY CORP   S               COM              29364G103     3281    44141 SH       DEFINED 01 03               0    44141        0
ENTERGY CORP   S               COM              29364G103      421     5675 SH       DEFINED 01 11               0        0     5675
ENTERPRISE PRODS PAR   S       COM              293792107     2299    91300 SH       DEFINED 01              91300        0        0
ENTERTAINMENT PROPERTIES TR    COM              29380T105     4818   107950 SH       DEFINED 01             107950        0        0
ENTRAVISION COMM   S           COM              29382R107     3438   436800 SH       DEFINED 01             436800        0        0
ENTRAVISION COMM   S           COM              29382R107      883   111900 SH       DEFINED 01 02               0   111900        0
ENTRAVISION COMM   S           COM              29382R107      110    14000 SH       DEFINED 01 03               0    14000        0
ENTRAVISION COMM   S           COM              29382R107      457    58000 SH       DEFINED 02              58000        0        0
ENZON INC                      COM              293904108       20     3017 SH       DEFINED 01 02               0     3017        0
ENZO BIOCHEM   S               COM              294100102      947    61674 SH       DEFINED 01              61674        0        0
EPICOR SOFTWARE.   S           COM              29426L108     4644   357248 SH       DEFINED 01             357248        0        0
EPICOR SOFTWARE.   S           COM              29426L108      400    30824 SH       DEFINED 01 02               0    10103    20721
EQUIFAX INC   S                COM              294429105     2003    57322 SH       DEFINED 01              57322        0        0
EQUIFAX INC   S                COM              294429105       24      694 SH       DEFINED 01 02               0      694        0
EQUIFAX INC   S                COM              294429105      968    27691 SH       DEFINED 01 03               0    27691        0
EQUIFAX INC   S                COM              294429105     2609    74778 SH       DEFINED 01 11               0        0    74778
EQUIFAX INC   S                COM              294429105      101     2895 SH       DEFINED 02               2895        0        0
EQUITABLE RESOURCES   S        COM              294549100     4117   105400 SH       DEFINED 01             105400        0        0
EQUITY INNS INC   S            COM              294703103     3700   274007 SH       DEFINED 01             274007        0        0
EQUITY LIFESTYLE PROPERTIES    COM              29472R108       45     1005 SH       DEFINED 01               1005        0        0
EQUITY OFFICE   S              COM              294741103    42888  1311162 SH       DEFINED 01            1311162        0        0
EQUITY OFFICE   S              COM              294741103      108     3319 SH       DEFINED 01 02               0     3319        0
EQUITY OFFICE   S              COM              294741103     2856    87298 SH       DEFINED 01 03               0    87298        0
EQUITY OFFICE   S              COM              294741103      433    13248 SH       DEFINED 01 11               0        0    13248
EQUITY OFFICE   S              COM              294741103      131     4000 SH       DEFINED 02               4000        0        0
EQUITY ONE INC   S             COM              294752100      728    31300 SH       DEFINED 01              31300        0        0
EQUITY RESIDENTIAL   S         COM              29476L107    14232   376014 SH       DEFINED 01             376014        0        0
EQUITY RESIDENTIAL   S         COM              29476L107     2311    61058 SH       DEFINED 01 03               0    61058        0
EQUITY RESIDENTIAL   S         COM              29476L107      799    21116 SH       DEFINED 01 11               0        0    21116
ERICSSON LM B ADR   FSUSD      COM              294821608     2072    56247 SH       DEFINED 01                  0        0    56247
ERICSSON LM B ADR   FSUSD      COM              294821608       17      456 SH       DEFINED 01 03               0        0      456
ERIE INDEMNITY CO   S          COM              29530P102      765    14500 SH       DEFINED 01                  0        0    14500
ESCO TECHNOLOGIES.   S         COM              296315104     3054    61000 SH       DEFINED 01              61000        0        0
ESCO TECHNOLOGIES.   S         COM              296315104        5      100 SH       DEFINED 01 02               0      100        0
ESSEX PROP TRUST   S           COM              297178105     6743    74920 SH       DEFINED 01              74920        0        0
ESSEX PROP TRUST   S           COM              297178105       26      290 SH       DEFINED 02                290        0        0
ESTERLINE TECHNOLOGIES CORP    COM              297425100     2268    59879 SH       DEFINED 01              59879        0        0
ETHAN ALLEN   S                COM              297602104     7871   251079 SH       DEFINED 01             251079        0        0
ETHAN ALLEN   S                COM              297602104     1081    34460 SH       DEFINED 01 02               0    34460        0
ETHAN ALLEN   S                COM              297602104      150     4800 SH       DEFINED 01 03               0     4800        0
ETHAN ALLEN   S                COM              297602104      625    19919 SH       DEFINED 02              19919        0        0
EURONET WORLDWIDE.   S         COM              298736109      350    11830 SH       DEFINED 01              11830        0        0
EURONET WORLDWIDE.   S         COM              298736109     6314   213356 SH       DEFINED 01 02               0   213356        0
EURONET WORLDWIDE.   S         COM              298736109     1073    36259 SH       DEFINED 01 03               0    36259        0
EVRAZ GROUP SA - GDR   FSUSD   COM              30050A103     5077   282019 SH       DEFINED 01 11               0   282019        0
EXAR CORP   S                  COM              300645108     1550   110517 SH       DEFINED 01             110517        0        0
EXACTECH INC   S               COM              30064E109      298    20157 SH       DEFINED 01              20157        0        0
EXELON CORP   S                COM              30161N101    61273  1146567 SH       DEFINED 01            1146567        0        0
EXELON CORP   S                COM              30161N101      445     8320 SH       DEFINED 01 02               0     8320        0
EXELON CORP   S                COM              30161N101     7619   142580 SH       DEFINED 01 03               0   142580        0
EXELON CORP   S                COM              30161N101    26256   491347 SH       DEFINED 01 11               0        0   491347
EXELON CORP   S                COM              30161N101      894    16724 SH       DEFINED 02              12724        0     4000
EXELIXIS INC   S               COM              30161Q104     2353   306838 SH       DEFINED 01             306838        0        0
EXELIXIS INC   S               COM              30161Q104        3      440 SH       DEFINED 01 02               0      440        0
EXPEDIA INC   S                COM              30212P105     2995   151200 SH       DEFINED 01                  0        0   151200
EXPEDIA INC   S                COM              30212P105     2003   101400 SH       DEFINED 01 11               0        0   101400
EXPEDITORS INTL WASH   S       COM              302130109       84     1480 SH       DEFINED 01 02               0      645      835
EXPEDITORS INTL WASH   S       COM              302130109       24      431 SH       DEFINED 01 03               0      431        0
EXPRESS SCRIPTS INC   S        COM              302182100    45374   729501 SH       DEFINED 01             729501        0        0
EXPRESS SCRIPTS INC   S        COM              302182100     3412    54849 SH       DEFINED 01 02               0    54849        0
EXPRESS SCRIPTS INC   S        COM              302182100     4346    69869 SH       DEFINED 01 03               0    69869        0
EXPRESSJET HOLDINGS INC   S    COM              30218U108     1616   180321 SH       DEFINED 01             180321        0        0
EXPRESSJET HOLDINGS INC   S    COM              30218U108       36     4000 SH       DEFINED 02               4000        0        0
EXXON MOBIL CORP   S           COM              30231G102        3       40 SH       DEFINED 00                 40        0        0
EXXON MOBIL CORP   S           COM              30231G102   825054 12984843 SH       DEFINED 01           12984843        0        0
EXXON MOBIL CORP   S           COM              30231G102     7901   124373 SH       DEFINED 01 02               0   124373        0
EXXON MOBIL CORP   S           COM              30231G102    87250  1373159 SH       DEFINED 01 03               0  1373159        0
EXXON MOBIL CORP   S           COM              30231G102   186494  2934065 SH       DEFINED 01 11               0     7552  2926513
EXXON MOBIL CORP   S           COM              30231G102     3230    50834 SH       DEFINED 02              50834        0        0
FBL FINL GROUP INC.   S        COM              30239F106     5833   194730 SH       DEFINED 01             194730        0        0
FBL FINL GROUP INC.   S        COM              30239F106       18      600 SH       DEFINED 02                600        0        0
FEI COMPANY   S                COM              30241L109     1083    56240 SH       DEFINED 01              56240        0        0
FLIR SYSTEMS INC   S           COM              302445101     4647   157110 SH       DEFINED 01             157110        0        0
FLIR SYSTEMS INC   S           COM              302445101     5122   173176 SH       DEFINED 01 02               0   173176        0
FLIR SYSTEMS INC   S           COM              302445101      905    30584 SH       DEFINED 01 03               0    30584        0
FMC CORP   S                   COM              302491303     4676    81702 SH       DEFINED 01              81702        0        0
FMC CORP   S                   COM              302491303        3       50 SH       DEFINED 01 02               0       50        0
FMC CORP   S                   COM              302491303     2200    38500 SH       DEFINED 01 11               0        0    38500
FMC CORP   S                   COM              302491303       44      761 SH       DEFINED 02                761        0        0
FMC TECHNOLOGIES INC USD 0.01  COM              30249U101     2781    66209 SH       DEFINED 01 11               0    66209        0
FPIC INSURANCE GROUP INC   S   COM              302563101     2663    74000 SH       DEFINED 01              74000        0        0
FPIC INSURANCE GROUP INC   S   COM              302563101     1588    44185 SH       DEFINED 01 02               0    44185        0
FPIC INSURANCE GROUP INC   S   COM              302563101      212     5900 SH       DEFINED 01 03               0     5900        0
FPIC INSURANCE GROUP INC   S   COM              302563101      706    19600 SH       DEFINED 02              19600        0        0
FPL GROUP INC.   S             COM              302571104    20972   440613 SH       DEFINED 01             440613        0        0
FPL GROUP INC.   S             COM              302571104       44      924 SH       DEFINED 01 02               0      924        0
FPL GROUP INC.   S             COM              302571104     3988    83780 SH       DEFINED 01 03               0    83780        0
FTI CONSULTING INC.   S        COM              302941109     5373   212702 SH       DEFINED 01             212702        0        0
FTI CONSULTING INC.   S        COM              302941109     1575    62320 SH       DEFINED 01 02               0    62320        0
FTI CONSULTING INC.   S        COM              302941109      217     8600 SH       DEFINED 01 03               0     8600        0
FTI CONSULTING INC.   S        COM              302941109      852    33700 SH       DEFINED 02              33700        0        0
FACTSET RESEARCH   S           COM              303075105     3267    92710 SH       DEFINED 01              92710        0        0
FAIR ISAAC INC   S             COM              303250104    71903  1604964 SH       DEFINED 01            1604964        0        0
FAIR ISAAC INC   S             COM              303250104    19319   431277 SH       DEFINED 01 02               0   431277        0
FAIR ISAAC INC   S             COM              303250104     5767   128710 SH       DEFINED 01 03               0   128710        0
FAIR ISAAC INC   S             COM              303250104       20      450 SH       DEFINED 02                450        0        0
FAIRCHILD CORP.   S            COM              303698104      592   255000 SH       DEFINED 01             255000        0        0
FAIRCHILD SEMICONDUC   S       COM              303726103     1937   130334 SH       DEFINED 01             130334        0        0
FAIRCHILD SEMICONDUC   S       COM              303726103     1158    78010 SH       DEFINED 01 02               0    78010        0
FAIRCHILD SEMICONDUC   S       COM              303726103      158    10600 SH       DEFINED 01 03               0    10600        0
FAIRCHILD SEMICONDUC   S       COM              303726103      618    41600 SH       DEFINED 02              41600        0        0
FAIRMONT HTLS & RES   FSUSD    COM              305204109     1206    36100 SH       DEFINED 01                  0        0    36100
FAIRMONT HTLS & RES   FSUSD    COM              305204109    95885  2871603 SH       DEFINED 01 11               0        0  2871603
FAIRPOINT COMMUNICATIONS INC   COM              305560104      684    46700 SH       DEFINED 01              46700        0        0
FAMILY DLR STORES   S          COM              307000109     6048   304380 SH       DEFINED 01             304380        0        0
FAMILY DLR STORES   S          COM              307000109       14      686 SH       DEFINED 01 02               0      686        0
FAMILY DLR STORES   S          COM              307000109      697    35066 SH       DEFINED 01 03               0    35066        0
FARGO ELECTRONICS   S          COM              30744P102        6      350 SH       DEFINED 01 02               0      350        0
FARMER BROS CO   S             COM              307675108      133     6553 SH       DEFINED 01               6553        0        0
FARMER BROS CO   S             COM              307675108       20     1000 SH       DEFINED 02               1000        0        0
FASTENAL CO   S                COM              311900104    76972  1259989 SH       DEFINED 01            1259989        0        0
FASTENAL CO   S                COM              311900104    19820   324391 SH       DEFINED 01 02               0   324391        0
FASTENAL CO   S                COM              311900104     5736    93903 SH       DEFINED 01 03               0    93903        0
FEDDERS CORPORATION   S        COM              313135501      167    78015 SH       DEFINED 01              78015        0        0
FEDERAL AGRIC MORTGAGE   S     COM              313148306     1000    41100 SH       DEFINED 01                  0        0    41100
FREDDIE MAC   S                COM              313400301    56638  1003127 SH       DEFINED 01            1003127        0        0
FREDDIE MAC   S                COM              313400301      498     8817 SH       DEFINED 01 02               0     5987     2830
FREDDIE MAC   S                COM              313400301     8296   146933 SH       DEFINED 01 03               0   146933        0
FREDDIE MAC   S                COM              313400301     6166   109200 SH       DEFINED 01 11               0        0   109200
FREDDIE MAC   S                COM              313400301      288     5097 SH       DEFINED 02               5097        0        0
FANNIE MAE   S                 COM              313586109   197533  4407288 SH       DEFINED 01            4407288        0        0
FANNIE MAE   S                 COM              313586109      705    15714 SH       DEFINED 01 02               0    14602     1112
FANNIE MAE   S                 COM              313586109    11505   256706 SH       DEFINED 01 03               0   256706        0
FANNIE MAE   S                 COM              313586109      587    13075 SH       DEFINED 01 11               0        0    13075
FANNIE MAE   S                 COM              313586109      751    16757 SH       DEFINED 02              16757        0        0
FEDERAL REALTY INVS   S        COM              313747206     1785    29300 SH       DEFINED 01              29300        0        0
FEDERATED DPT STORES   S       COM              31410H101   177088  2648269 SH       DEFINED 01            2648269        0        0
FEDERATED DPT STORES   S       COM              31410H101     3600    53828 SH       DEFINED 01 02               0    53828        0
FEDERATED DPT STORES   S       COM              31410H101     4647    69501 SH       DEFINED 01 03               0    69501        0
FEDERATED DPT STORES   S       COM              31410H101     3972    59400 SH       DEFINED 01 11               0        0    59400
FEDERATED DPT STORES   S       COM              31410H101      412     6155 SH       DEFINED 02               6155        0        0
FEDERATED INVESTORS.   S       COM              314211103      354    10667 SH       DEFINED 01                  0        0    10667
FEDERATED INVESTORS.   S       COM              314211103      598    18010 SH       DEFINED 01 03               0        0    18010
FEDEX CORPORATION   S          COM              31428X106     3271    37530 SH       DEFINED 01              37530        0        0
FEDEX CORPORATION   S          COM              31428X106     5611    64395 SH       DEFINED 01 03               0    64395        0
FELCOR LODGING TRUST   S       COM              31430F101     2630   173550 SH       DEFINED 01             173550        0        0
FERRO CORP   S                 COM              315405100     3756   205100 SH       DEFINED 01             205100        0        0
F5 NETWORKS INC   S            COM              315616102     3479    80049 SH       DEFINED 01              80049        0        0
F5 NETWORKS INC   S            COM              315616102     6348   146018 SH       DEFINED 01 02               0   146018        0
F5 NETWORKS INC   S            COM              315616102     1081    24860 SH       DEFINED 01 03               0    24860        0
F5 NETWORKS INC   S            COM              315616102       26      600 SH       DEFINED 02                600        0        0
FIDELITY BANKSHARES INC   S    COM              31604Q107     2404    78669 SH       DEFINED 01              78669        0        0
FIDELITY BANKSHARES INC   S    COM              31604Q107     2726    89728 SH       DEFINED 01 11               0        0    89728
FIDELITY NAT FINL   S          COM              316326107     1244    27950 SH       DEFINED 01              27950        0        0
FIDELITY NAT FINL   S          COM              316326107       44      993 SH       DEFINED 01 02               0      993        0
FIFTH THIRD BANCORP   S        COM              316773100    10599   288546 SH       DEFINED 01             288546        0        0
FIFTH THIRD BANCORP   S        COM              316773100     4344   118256 SH       DEFINED 01 03               0   118256        0
51JOBS INC-ADR                 COM              316827104       54     4096 SH       DEFINED 01 02               0        0     4096
FILENET CORP   S               COM              316869106     5107   183034 SH       DEFINED 01             183034        0        0
FILENET CORP   S               COM              316869106       10      370 SH       DEFINED 01 02               0      370        0
FINANCIAL FEDERAL   S          COM              317492106     3901    98019 SH       DEFINED 01              98019        0        0
FINANCIAL INSTITUTIONS INC.    COM              317585404       68     3710 SH       DEFINED 01               3710        0        0
FINISH LINE INC   S            COM              317923100     1452    99550 SH       DEFINED 01              99550        0        0
FIRST ACCEPTANCE CORP   S      COM              318457108      255    25300 SH       DEFINED 01              25300        0        0
FIRST AMERICAN CORP   S        COM              318522307    10359   226844 SH       DEFINED 01             226844        0        0
FIRST AMERICAN CORP   S        COM              318522307       58     1255 SH       DEFINED 01 02               0     1255        0
FIRST BANCORP/PR   S           COM              318672102     7906   467291 SH       DEFINED 01             467291        0        0
FIRST BANCORP/PR   S           COM              318672102     1276    75430 SH       DEFINED 01 02               0    75430        0
FIRST BANCORP/PR   S           COM              318672102      146     8600 SH       DEFINED 01 03               0     8600        0
FIRST BANCORP/PR   S           COM              318672102      676    40000 SH       DEFINED 02              40000        0        0
FIRST CASH FINL SVCS INC   S   COM              31942D107     1007    38310 SH       DEFINED 01 02               0    38310        0
FIRST CASH FINL SVCS INC   S   COM              31942D107      132     5000 SH       DEFINED 01 03               0     5000        0
FIRST CASH FINL SVCS INC   S   COM              31942D107      544    20700 SH       DEFINED 02              20700        0        0
FIRST CITIZENS BANK.   S       COM              31946M103      570     3345 SH       DEFINED 01               3345        0        0
FIRST CITIZENS BANK.   S       COM              31946M103       20      118 SH       DEFINED 02                118        0        0
FIRST COMMUNITY BANCSHARES   S COM              31983A103      197     6742 SH       DEFINED 01               6742        0        0
FIRST COMMUNITY BANCSHARES   S COM              31983A103       41     1400 SH       DEFINED 02               1400        0        0
FIRST COMMUNITY BANCORP   S    COM              31983B101     1100    23000 SH       DEFINED 01              23000        0        0
FIRST COMMUNITY BANCORP   S    COM              31983B101     2323    48570 SH       DEFINED 01 02               0    48570        0
FIRST COMMUNITY BANCORP   S    COM              31983B101      273     5700 SH       DEFINED 01 03               0     5700        0
FIRST COMMUNITY BANCORP   S    COM              31983B101     1071    22400 SH       DEFINED 02              22400        0        0
FIRST DATA CORP   S            COM              319963104     6567   164194 SH       DEFINED 01             164194        0        0
FIRST DATA CORP   S            COM              319963104     6562   164057 SH       DEFINED 01 03               0   164057        0
FIRST DATA CORP   S            COM              319963104    12800   319682 SH       DEFINED 01 11               0        0   319682
FIRST FINL BANCORP   S         COM              320209109     1378    74055 SH       DEFINED 01              74055        0        0
FIRST FINL BANCORP   S         COM              320209109       15      800 SH       DEFINED 02                800        0        0
FIRST FINANCIAL CORP/INDIANA   COM              320218100       36     1336 SH       DEFINED 01               1336        0        0
FIRST FINANCIAL   S            COM              320239106      510    16600 SH       DEFINED 01              16600        0        0
FIRST FINANCIAL   S            COM              320239106     1035    33730 SH       DEFINED 01 02               0    33730        0
FIRST FINANCIAL   S            COM              320239106      138     4500 SH       DEFINED 01 03               0     4500        0
FIRST FINANCIAL   S            COM              320239106      553    18000 SH       DEFINED 02              18000        0        0
FIRST HORIZON NATL CORP   S    COM              320517105      741    20409 SH       DEFINED 01              20409        0        0
FIRST HORIZON NATL CORP   S    COM              320517105      967    26605 SH       DEFINED 01 03               0    26605        0
FIRST HORIZON NATL CORP   S    COM              320517105       24      650 SH       DEFINED 02                650        0        0
FIRST HORIZON PHARMA.   S      COM              32051K106     6034   303627 SH       DEFINED 01             303627        0        0
FIRST HORIZON PHARMA.   S      COM              32051K106     1562    78570 SH       DEFINED 01 02               0    78570        0
FIRST HORIZON PHARMA.   S      COM              32051K106      199    10000 SH       DEFINED 01 03               0    10000        0
FIRST HORIZON PHARMA.   S      COM              32051K106     1346    67649 SH       DEFINED 01 11               0        0    67649
FIRST HORIZON PHARMA.   S      COM              32051K106      826    41600 SH       DEFINED 02              41600        0        0
FIRST INDIANA CORP   S         COM              32054R108      671    19700 SH       DEFINED 01              19700        0        0
FIRST MARBLEHEAD CORP   S      COM              320771108    23035   906889 SH       DEFINED 01             906889        0        0
FIRST MARBLEHEAD CORP   S      COM              320771108      227     8898 SH       DEFINED 01 02               0      419     8479
FIRST MIDWEST BANC   S         COM              320867104     9983   268097 SH       DEFINED 01             268097        0        0
FIRST MIDWEST BANC   S         COM              320867104     1997    53640 SH       DEFINED 01 02               0    53640        0
FIRST MIDWEST BANC   S         COM              320867104      264     7100 SH       DEFINED 01 03               0     7100        0
FIRST MIDWEST BANC   S         COM              320867104     1084    29100 SH       DEFINED 02              29100        0        0
FIRST NIAGARA FINANCIAL.   S   COM              33582V108     6237   431920 SH       DEFINED 01             431920        0        0
FIRST NIAGARA FINANCIAL.   S   COM              33582V108     1877   129890 SH       DEFINED 01 02               0   129890        0
FIRST NIAGARA FINANCIAL.   S   COM              33582V108      257    17800 SH       DEFINED 01 03               0    17800        0
FIRST NIAGARA FINANCIAL.   S   COM              33582V108      999    69200 SH       DEFINED 02              69200        0        0
FIRST OAK BROOK BANCSHARES   S COM              335847208      561    18523 SH       DEFINED 01              18523        0        0
FIRST REPUBLIC BANK   S        COM              336158100     7556   214480 SH       DEFINED 01             214480        0        0
FIRST REPUBLIC BANK   S        COM              336158100     2365    67116 SH       DEFINED 01 02               0    67116        0
FIRST REPUBLIC BANK   S        COM              336158100      277     7876 SH       DEFINED 01 03               0     7876        0
FIRST REPUBLIC BANK   S        COM              336158100     1237    35110 SH       DEFINED 02              35110        0        0
FIRST REGIONAL BANCORP/CAL   S COM              33615C101       56      700 SH       DEFINED 01                700        0        0
FIRST REGIONAL BANCORP/CAL   S COM              33615C101     1237    15698 SH       DEFINED 01 02               0    15698        0
FIRST REGIONAL BANCORP/CAL   S COM              33615C101      154     1950 SH       DEFINED 01 03               0     1950        0
FIRST REGIONAL BANCORP/CAL   S COM              33615C101      670     8500 SH       DEFINED 02               8500        0        0
FIRST STATE BANC   S           COM              336453105     1537    72580 SH       DEFINED 01 02               0    72580        0
FIRST STATE BANC   S           COM              336453105      184     8700 SH       DEFINED 01 03               0     8700        0
FIRST STATE BANC   S           COM              336453105      816    38500 SH       DEFINED 02              38500        0        0
FISERV INC   S                 COM              337738108   129533  2823915 SH       DEFINED 01            2823915        0        0
FISERV INC   S                 COM              337738108     6883   150037 SH       DEFINED 01 02               0   150037        0
FISERV INC   S                 COM              337738108     5699   124253 SH       DEFINED 01 03               0   124253        0
FISHER COMMUNICATIONS   S      COM              337756209     2817    60500 SH       DEFINED 01              60500        0        0
FIRSTFED FINL CORP   S         COM              337907109     6660   123773 SH       DEFINED 01             123773        0        0
FIRSTFED FINL CORP   S         COM              337907109     2000    37186 SH       DEFINED 01 02               0    37186        0
FIRSTFED FINL CORP   S         COM              337907109      278     5161 SH       DEFINED 01 03               0     5161        0
FIRSTFED FINL CORP   S         COM              337907109     1080    20070 SH       DEFINED 02              20070        0        0
FLAGSTAR BANCORP INC   S       COM              337930101     1708   106095 SH       DEFINED 01             106095        0        0
FLAGSTAR BANCORP INC   S       COM              337930101       21     1300 SH       DEFINED 02               1300        0        0
FIRSTENERGY CORP   S           COM              337932107     1003    19247 SH       DEFINED 01              19247        0        0
FIRSTENERGY CORP   S           COM              337932107     3655    70130 SH       DEFINED 01 03               0    70130        0
FIRSTENERGY CORP   S           COM              337932107      209     4000 SH       DEFINED 01 11               0        0     4000
FISHER SCIENTIFIC IN   S       COM              338032204     1695    27330 SH       DEFINED 01              27330        0        0
FISHER SCIENTIFIC IN   S       COM              338032204     1608    25920 SH       DEFINED 01 03               0    25920        0
FIVE STAR QUALITY CR   S       COM              33832D106        0        0 SH       DEFINED 01                  0        0        0
FLEETWOOD ENTERPRISE   S       COM              339099103     6562   533490 SH       DEFINED 01             533490        0        0
FLEETWOOD ENTERPRISE   S       COM              339099103      785    63710 SH       DEFINED 01 02               0    63710        0
FLEETWOOD ENTERPRISE   S       COM              339099103      108     8800 SH       DEFINED 01 03               0     8800        0
FLEETWOOD ENTERPRISE   S       COM              339099103      417    33900 SH       DEFINED 02              33900        0        0
FL EAST COAST INDUSTRIES   S   COM              340632108     2491    55000 SH       DEFINED 01              55000        0        0
FL EAST COAST INDUSTRIES   S   COM              340632108        6      130 SH       DEFINED 01 02               0      130        0
FLORIDA ROCK   S               COM              341140101    11578   180672 SH       DEFINED 01             180672        0        0
FLORIDA ROCK   S               COM              341140101       27      423 SH       DEFINED 01 02               0      423        0
FLUOR CORP (NEW)   S           COM              343412102    64975  1009223 SH       DEFINED 01            1009223        0        0
FLUOR CORP (NEW)   S           COM              343412102     1187    18439 SH       DEFINED 01 03               0    18439        0
FLOW INTL CORP   S             COM              343468104       98    12641 SH       DEFINED 01              12641        0        0
FLOWERS FOODS INC   S          COM              343498101     6361   233173 SH       DEFINED 01             233173        0        0
FLOWERS FOODS INC   S          COM              343498101     1222    44820 SH       DEFINED 01 02               0    44820        0
FLOWERS FOODS INC   S          COM              343498101       74     2700 SH       DEFINED 01 03               0     2700        0
FLOWERS FOODS INC   S          COM              343498101     2501    91852 SH       DEFINED 01 11               0        0    91852
FLOWERS FOODS INC   S          COM              343498101      647    23700 SH       DEFINED 02              23700        0        0
FLOWSERVE CORP   S             COM              34354P105    15911   437700 SH       DEFINED 01             437700        0        0
FLOWSERVE CORP   S             COM              34354P105      705    19360 SH       DEFINED 01 02               0    19360        0
FLOWSERVE CORP   S             COM              34354P105       95     2600 SH       DEFINED 01 03               0     2600        0
FLOWSERVE CORP   S             COM              34354P105      378    10400 SH       DEFINED 02              10400        0        0
FOCUS MEDIA HOLDING-ADR        COM              34415V109       32     1187 SH       DEFINED 01 02               0        0     1187
FOMENTO ECONOMICO MX   FSUSD   COM              344419106     5228    74774 SH       DEFINED 01                  0        0    74774
FOMENTO ECONOMICO MX   FSUSD   COM              344419106    39270   561810 SH       DEFINED 01 11               0        0   561810
FOOT LOCKER INC   S            COM              344849104      911    41500 SH       DEFINED 01              41500        0        0
FORD MOTOR CO   S              COM              345370860    12081  1225126 SH       DEFINED 01            1225126        0        0
FORD MOTOR CO   S              COM              345370860      134    13516 SH       DEFINED 01 02               0    13516        0
FORD MOTOR CO   S              COM              345370860     3885   394021 SH       DEFINED 01 03               0   394021        0
FORD MOTOR CO   S              COM              345370860      383    38809 SH       DEFINED 02              38809        0        0
FOREST LABS   S                COM              345838106     1199    30740 SH       DEFINED 01              30740        0        0
FOREST LABS   S                COM              345838106     2816    72268 SH       DEFINED 01 03               0    72268        0
FOREST LABS   S                COM              345838106      569    14615 SH       DEFINED 01 11               0        0    14615
FOREST LABS   S                COM              345838106       97     2500 SH       DEFINED 02                  0        0     2500
FOREST OIL CORP   S            COM              346091705      991    19050 SH       DEFINED 00                  0        0    19050
FOREST OIL CORP   S            COM              346091705     1401    26884 SH       DEFINED 01              26884        0        0
FOREST OIL CORP   S            COM              346091705   117313  2255781 SH       DEFINED 01 11               0   127239  2128542
FOREST OIL CORP   S            COM              346091705      156     3000 SH       DEFINED 02                  0        0     3000
FORMFACTOR INC   S             COM              346375108     2307   101100 SH       DEFINED 01             101100        0        0
FORMFACTOR INC   S             COM              346375108        6      230 SH       DEFINED 01 02               0      230        0
FORTIS INSURANCE CVT 07.750% 0 CONV PRF         349573AA3      559      500 SH       DEFINED 01 02               0        0      500
FORTUNE BRANDS   S             COM              349631101     4185    51451 SH       DEFINED 01              51451        0        0
FORTUNE BRANDS   S             COM              349631101     2525    31041 SH       DEFINED 01 03               0    31041        0
FORWARD AIR CORP   S           COM              349853101     6250   169672 SH       DEFINED 01             169672        0        0
FORWARD AIR CORP   S           COM              349853101        7      200 SH       DEFINED 01 02               0      200        0
FOSSIL INC   S                 COM              349882100     4698   258216 SH       DEFINED 01             258216        0        0
FOUNDRY NETWORKS INC   S       COM              35063R100     5754   453110 SH       DEFINED 01             453110        0        0
4KIDS ENTERTAINMENT   S        COM              350865101      514    29537 SH       DEFINED 01              29537        0        0
FOUR SEASONS HOTELS   FSUSD    COM              35100E104      115     2000 SH       DEFINED 01               2000        0        0
FOX & HOUND RESTAURANT   S     COM              351321104      877    86135 SH       DEFINED 01              86135        0        0
FOXHOLLOW TECHNOLOGIES INC   S COM              35166A103     7835   164558 SH       DEFINED 01                  0        0   164558
FOXHOLLOW TECHNOLOGIES INC   S COM              35166A103     6058   127205 SH       DEFINED 01 02               0        0   127205
FOXHOLLOW TECHNOLOGIES INC   S COM              35166A103     1038    21800 SH       DEFINED 01 03               0        0    21800
FRANKLIN ELECTRIC.   S         COM              353514102     1274    30770 SH       DEFINED 01              30770        0        0
FRANKLIN ELECTRIC.   S         COM              353514102        7      180 SH       DEFINED 01 02               0      180        0
FRANKLIN RESOURCES   S         COM              354613101    55951   666412 SH       DEFINED 01             666412        0        0
FRANKLIN RESOURCES   S         COM              354613101      823     9796 SH       DEFINED 01 02               0     3676     6120
FRANKLIN RESOURCES   S         COM              354613101     2650    31561 SH       DEFINED 01 03               0    31561        0
FRANKLIN RESOURCES   S         COM              354613101      532     6334 SH       DEFINED 02               6334        0        0
FREDS INC   S                  COM              356108100     1125    89955 SH       DEFINED 01              89955        0        0
FREEPORT MCMORAN COP   S       COM              35671D857    30560   628937 SH       DEFINED 01             628937        0        0
FREEPORT MCMORAN COP   S       COM              35671D857     2443    50289 SH       DEFINED 01 03               0    50289        0
FREEPORT MCMORAN COP   S       COM              35671D857      258     5310 SH       DEFINED 02               5310        0        0
FREESCALE SEMICONDUCTOR-A   S  COM              35687M107    34491  1473334 SH       DEFINED 01                  0        0  1473334
FREESCALE SEMICONDUCTOR-A   S  COM              35687M107       65     2779 SH       DEFINED 01 02               0        0     2779
FREESCALE SEMICONDUCTOR - B    COM              35687M206    19856   842058 SH       DEFINED 01                  0        0   842058
FREESCALE SEMICONDUCTOR - B    COM              35687M206       53     2255 SH       DEFINED 01 02               0        0     2255
FREESCALE SEMICONDUCTOR - B    COM              35687M206     2031    86133 SH       DEFINED 01 03               0        0    86133
FREESCALE SEMICONDUCTOR - B    COM              35687M206       45     1890 SH       DEFINED 02                  0        0     1890
FREMONT GENERAL CORP   S       COM              357288109     3705   169690 SH       DEFINED 01             169690        0        0
FREMONT GENERAL CORP   S       COM              357288109       22     1000 SH       DEFINED 02               1000        0        0
FRIEDMAN BILLINGS.   S         COM              358434108     1872   183700 SH       DEFINED 01             183700        0        0
FRONTIER AIRLINES   S          COM              359065109     1316   134437 SH       DEFINED 01             134437        0        0
FRONTIER OIL CORP   S          COM              35914P105     9752   219904 SH       DEFINED 01             219904        0        0
FRONTIER OIL CORP   S          COM              35914P105        8      180 SH       DEFINED 01 02               0      180        0
FRONTIER OIL CORP   S          COM              35914P105       67     1500 SH       DEFINED 02               1500        0        0
FUELCELL ENERGY INC   S        COM              35952H106     9772   890817 SH       DEFINED 01             890817        0        0
FUELCELL ENERGY INC   S        COM              35952H106      154    14070 SH       DEFINED 01 03               0    14070        0
FULLER H B COMPANY   S         COM              359694106     5649   181733 SH       DEFINED 01             181733        0        0
FULLER H B COMPANY   S         COM              359694106     1954    62870 SH       DEFINED 01 02               0    62870        0
FULLER H B COMPANY   S         COM              359694106      255     8200 SH       DEFINED 01 03               0     8200        0
FULLER H B COMPANY   S         COM              359694106     1078    34700 SH       DEFINED 02              34700        0        0
FURNITURE BRAND INTL   S       COM              360921100     4001   221991 SH       DEFINED 01             221991        0        0
FURNITURE BRAND INTL   S       COM              360921100       47     2600 SH       DEFINED 02               2600        0        0
G&K SERVICES CL A   S          COM              361268105     4018   102001 SH       DEFINED 01             102001        0        0
G&K SERVICES CL A   S          COM              361268105     1245    31570 SH       DEFINED 01 02               0    31570        0
G&K SERVICES CL A   S          COM              361268105      154     3900 SH       DEFINED 01 03               0     3900        0
G&K SERVICES CL A   S          COM              361268105      741    18800 SH       DEFINED 02              18800        0        0
GATX CORP   S                  COM              361448103    10220   258428 SH       DEFINED 01             258428        0        0
GATX CORP   S                  COM              361448103     1917    48520 SH       DEFINED 01 02               0    48520        0
GATX CORP   S                  COM              361448103      249     6300 SH       DEFINED 01 03               0     6300        0
GATX CORP   S                  COM              361448103     2807    71074 SH       DEFINED 01 11               0        0    71074
GATX CORP   S                  COM              361448103     1121    28380 SH       DEFINED 02              28380        0        0
GEO GROUP INC   S              COM              36159R103      646    24424 SH       DEFINED 01              24424        0        0
GEO GROUP INC   S              COM              36159R103     1162    43850 SH       DEFINED 01 02               0    43850        0
GEO GROUP INC   S              COM              36159R103      156     5900 SH       DEFINED 01 03               0     5900        0
GEO GROUP INC   S              COM              36159R103      636    24000 SH       DEFINED 02              24000        0        0
GFI GROUP INC   S              COM              361652209      605    14702 SH       DEFINED 01              14702        0        0
GSI COMMERCE INC   S           COM              36238G102      361    18130 SH       DEFINED 01              18130        0        0
GABLE RESIDENTIAL   S          COM              362418105     2894    66310 SH       DEFINED 01              66310        0        0
GALLAHER GROUP ADR   FSUSD     COM              363595109      931    15000 SH       DEFINED 01                  0        0    15000
GAMESTOP CORP   S              COM              36466R101      738    23430 SH       DEFINED 01                  0        0    23430
GAMESTOP CORP-CL B W/I   S     COM              36466R200     3400   119765 SH       DEFINED 01                  0        0   119765
GAMESTOP CORP-CL B W/I   S     COM              36466R200       17      600 SH       DEFINED 02                  0        0      600
GANNETT CO INC   S             COM              364730101    41038   596240 SH       DEFINED 01             596240        0        0
GANNETT CO INC   S             COM              364730101       42      608 SH       DEFINED 01 02               0      608        0
GANNETT CO INC   S             COM              364730101     3571    51888 SH       DEFINED 01 03               0    51888        0
GANNETT CO INC   S             COM              364730101     4130    60000 SH       DEFINED 01 11               0        0    60000
GAP INC/THE   S                COM              364760108      866    49682 SH       DEFINED 00              49682        0        0
GAP INC/THE   S                COM              364760108     7576   434665 SH       DEFINED 01             434665        0        0
GAP INC/THE   S                COM              364760108       16      905 SH       DEFINED 01 02               0      905        0
GAP INC/THE   S                COM              364760108     2148   123213 SH       DEFINED 01 03               0   123213        0
GAP INC/THE   S                COM              364760108       66     3800 SH       DEFINED 01 11               0        0     3800
GARDNER DENVER INC   S         COM              365558105    10001   224244 SH       DEFINED 01             224244        0        0
GARDNER DENVER INC   S         COM              365558105     2347    52610 SH       DEFINED 01 02               0    52610        0
GARDNER DENVER INC   S         COM              365558105      299     6707 SH       DEFINED 01 03               0     6707        0
GARDNER DENVER INC   S         COM              365558105     1186    26600 SH       DEFINED 02              26600        0        0
GATEWAY INC   S                COM              367626108      800   295875 SH       DEFINED 01             295875        0        0
GATEWAY INC   S                COM              367626108        2      850 SH       DEFINED 01 02               0      850        0
GATEWAY INC   S                COM              367626108      151    56035 SH       DEFINED 01 03               0    56035        0
GAYLORD ENTERTAINMEN   S       COM              367905106     5530   116050 SH       DEFINED 01             116050        0        0
GEN-PROBE INC.   S             COM              36866T103    16180   327200 SH       DEFINED 01             327200        0        0
GEN-PROBE INC.   S             COM              36866T103    11572   233995 SH       DEFINED 01 02               0   233995        0
GEN-PROBE INC.   S             COM              36866T103     1971    39868 SH       DEFINED 01 03               0    39868        0
GEMSTAR-TV GUIDE   S           COM              36866W106     2611   882000 SH       DEFINED 01             882000        0        0
GENCORP INC   S                COM              368682100     5999   321679 SH       DEFINED 01             321679        0        0
GENCORP INC   S                COM              368682100       45     2400 SH       DEFINED 02               2400        0        0
GENE LOGIC INC                 COM              368689105       72    14793 SH       DEFINED 01 02               0    14793        0
GENENTECH INC   S              COM              368710406    44489   528310 SH       DEFINED 01             528310        0        0
GENENTECH INC   S              COM              368710406      302     3585 SH       DEFINED 01 02               0     3585        0
GENENTECH INC   S              COM              368710406     9562   113579 SH       DEFINED 01 11               0        0   113579
GENERAL CABLE CORP.   S        COM              369300108      472    28094 SH       DEFINED 01              28094        0        0
GENRL  COMMUNICATION   S       COM              369385109     4733   477932 SH       DEFINED 01             477932        0        0
GENERAL DYNAMICS   S           COM              369550108    21551   180250 SH       DEFINED 01             180250        0        0
GENERAL DYNAMICS   S           COM              369550108       58      486 SH       DEFINED 01 02               0      486        0
GENERAL DYNAMICS   S           COM              369550108     5110    42743 SH       DEFINED 01 03               0    42743        0
GENERAL DYNAMICS   S           COM              369550108       38      318 SH       DEFINED 02                318        0        0
GENERAL ELECTRIC   S           COM              369604103   617629 18343585 SH       DEFINED 01           18343585        0        0
GENERAL ELECTRIC   S           COM              369604103     4699   139563 SH       DEFINED 01 02               0   138885      678
GENERAL ELECTRIC   S           COM              369604103    80049  2377478 SH       DEFINED 01 03               0  2377478        0
GENERAL ELECTRIC   S           COM              369604103   176996  5258365 SH       DEFINED 01 11               0    14638  5243727
GENERAL ELECTRIC   S           COM              369604103       54     1600 SH       DEFINED 02               1600        0        0
GENERAL GROWTH   S             COM              370021107     6461   143800 SH       DEFINED 01             143800        0        0
GENERAL GROWTH   S             COM              370021107       34      750 SH       DEFINED 02                750        0        0
GENERAL MILLS   S              COM              370334104    29736   616932 SH       DEFINED 01             616932        0        0
GENERAL MILLS   S              COM              370334104       40      821 SH       DEFINED 01 02               0      821        0
GENERAL MILLS   S              COM              370334104     3752    77833 SH       DEFINED 01 03               0    77833        0
GENERAL MILLS   S              COM              370334104     4611    95800 SH       DEFINED 01 11               0        0    95800
GENERAL MOTORS.   S            COM              370442105    21756   710774 SH       DEFINED 01             710774        0        0
GENERAL MOTORS.   S            COM              370442105      182     5963 SH       DEFINED 01 02               0     5963        0
GENERAL MOTORS.   S            COM              370442105     3681   120240 SH       DEFINED 01 03               0   120240        0
GENERAL MOTORS.   S            COM              370442105      380    12402 SH       DEFINED 02              12402        0        0
GNC CORP 12.000% 12/31/2049 PI PRF              37047S303     4955     6695 SH       DEFINED 01                  0        0     6695
GENESCO INC.   S               COM              371532102     6461   173497 SH       DEFINED 01             173497        0        0
GENESCO INC.   S               COM              371532102     1018    27300 SH       DEFINED 01 02               0    27300        0
GENESCO INC.   S               COM              371532102      119     3200 SH       DEFINED 01 03               0     3200        0
GENESCO INC.   S               COM              371532102      602    16170 SH       DEFINED 02              16170        0        0
GENESEE & WYOMING   S          COM              371559105     2609    82300 SH       DEFINED 01              82300        0        0
GENESEE & WYOMING   S          COM              371559105      950    29990 SH       DEFINED 01 02               0    29990        0
GENESEE & WYOMING   S          COM              371559105      108     3400 SH       DEFINED 01 03               0     3400        0
GENESEE & WYOMING   S          COM              371559105      470    14850 SH       DEFINED 02              14850        0        0
GENESIS MICROCHIP   S          COM              37184C103     1288    58679 SH       DEFINED 01              58679        0        0
GENESIS HEALTHCARE CORP   S    COM              37184D101    22108   548294 SH       DEFINED 01                  0        0   548294
GENESIS HEALTHCARE CORP   S    COM              37184D101     1229    30510 SH       DEFINED 01 02               0        0    30510
GENESIS HEALTHCARE CORP   S    COM              37184D101      177     4400 SH       DEFINED 01 03               0        0     4400
GENESIS HEALTHCARE CORP   S    COM              37184D101      710    17600 SH       DEFINED 02                  0        0    17600
GENLYTE GROUP INC.   S         COM              372302109     6337   131800 SH       DEFINED 01             131800        0        0
GENLYTE GROUP INC.   S         COM              372302109     1792    37250 SH       DEFINED 01 02               0    37250        0
GENLYTE GROUP INC.   S         COM              372302109      231     4800 SH       DEFINED 01 03               0     4800        0
GENLYTE GROUP INC.   S         COM              372302109      966    20100 SH       DEFINED 02              20100        0        0
GENTEK INC - CW08 - CLASS B  1 WT               37245X120        0       51 SH       DEFINED 01 02               0        0       51
GENTEK INC - CW10 - CLASS C  1 WT               37245X138        0       25 SH       DEFINED 01 02               0        0       25
GENUINE PARTS   S              COM              372460105    15536   362136 SH       DEFINED 01             362136        0        0
GENUINE PARTS   S              COM              372460105       31      721 SH       DEFINED 01 02               0      721        0
GENUINE PARTS   S              COM              372460105     1588    37008 SH       DEFINED 01 03               0    37008        0
GENUINE PARTS   S              COM              372460105       86     2001 SH       DEFINED 02               2001        0        0
GENTIVA HEALTH SVCS.   S       COM              37247A102     1397    77115 SH       DEFINED 01              77115        0        0
GENWORTH FINANCIAL INC   S     COM              37247D106      771    23959 SH       DEFINED 00                  0        0    23959
GENWORTH FINANCIAL INC   S     COM              37247D106    91376  2837704 SH       DEFINED 01 11               0   151853  2685851
GENWORTH FINANCIAL INC   S     COM              37247D106      278     8620 SH       DEFINED 02               1120        0     7500
GENZYME CORP   S               COM              372917104    72070  1006001 SH       DEFINED 01            1006001        0        0
GENZYME CORP   S               COM              372917104     4005    55900 SH       DEFINED 01 03               0    55900        0
GENZYME CORP   S               COM              372917104    10350   144547 SH       DEFINED 01 11               0        0   144547
GEORGIA GULF CORP   S          COM              373200203     1855    77018 SH       DEFINED 01              77018        0        0
GEORGIA-PACIFIC CORP   S       COM              373298108     3132    91983 SH       DEFINED 01              91983        0        0
GEORGIA-PACIFIC CORP   S       COM              373298108     1885    55334 SH       DEFINED 01 03               0    55334        0
GEORGIA-PACIFIC CORP   S       COM              373298108      425    12460 SH       DEFINED 02               1460        0    11000
GERBER SCIENTIFIC   S          COM              373730100      500    63822 SH       DEFINED 01              63822        0        0
GETTY IMAGES INC   S           COM              374276103      420     4880 SH       DEFINED 01               4880        0        0
GETTY REALTY CORP.   S         COM              374297109     1027    35700 SH       DEFINED 01              35700        0        0
GIANT INDUSTRIES INC   S       COM              374508109      199     3400 SH       DEFINED 01               3400        0        0
GIBRALTAR INDUSTRIES INC   S   COM              374689107     4377   191400 SH       DEFINED 01             191400        0        0
GILEAD SCIENCES   S            COM              375558103   121996  2501982 SH       DEFINED 01            2501982        0        0
GILEAD SCIENCES   S            COM              375558103    21392   438699 SH       DEFINED 01 02               0   438699        0
GILEAD SCIENCES   S            COM              375558103     9554   195935 SH       DEFINED 01 03               0   195935        0
GILEAD SCIENCES   S            COM              375558103    17146   352214 SH       DEFINED 01 11               0        0   352214
GILEAD SCIENCES   S            COM              375558103       89     1821 SH       DEFINED 02               1821        0        0
GILLETTE CO   S                COM              375766102   178445  3066078 SH       DEFINED 01            3066078        0        0
GILLETTE CO   S                COM              375766102      215     3695 SH       DEFINED 01 02               0     1162     2533
GILLETTE CO   S                COM              375766102    11128   191198 SH       DEFINED 01 03               0   191198        0
GLADSTONE CAP CORP   S         COM              376535100      556    24700 SH       DEFINED 01                  0        0    24700
GLAMIS GOLD LTD.   FSUSD       COM              376775102    11860   536635 SH       DEFINED 01             536635        0        0
GLAMIS GOLD LTD.   FSUSD       COM              376775102       53     2407 SH       DEFINED 01 02               0        0     2407
GLATFELTER   S                 COM              377316104      393    27894 SH       DEFINED 01              27894        0        0
GLAXOSMITHKLINE PLC   FSUSD    COM              37733W105    43864   855405 SH       DEFINED 01                  0        0   855405
GLAXOSMITHKLINE PLC   FSUSD    COM              37733W105       18      359 SH       DEFINED 01 02               0        0      359
GLAXOSMITHKLINE PLC   FSUSD    COM              37733W105     1086    21170 SH       DEFINED 01 03               0        0    21170
GLAXOSMITHKLINE PLC   FSUSD    COM              37733W105      319     6220 SH       DEFINED 02                  0        0     6220
GLENBOROUGH REALTY T   S       COM              37803P105     1570    81785 SH       DEFINED 01              81785        0        0
GLOBAL CASH ACCESS LLC   S     COM              378967103      186    13160 SH       DEFINED 01                  0        0    13160
GLOBAL INDUSTRIES.   S         COM              379336100     1474   100000 SH       DEFINED 01 02               0   100000        0
GLOBAL IMAGING SYS.   S        COM              37934A100     3798   111537 SH       DEFINED 01             111537        0        0
GLOBAL PAYMENTS INC   S        COM              37940X102     6825    87805 SH       DEFINED 01              87805        0        0
GLOBAL PAYMENTS INC   S        COM              37940X102     5397    69458 SH       DEFINED 01 02               0    69458        0
GLOBAL PAYMENTS INC   S        COM              37940X102      942    12118 SH       DEFINED 01 03               0    12118        0
GLOBAL PAYMENTS INC   S        COM              37940X102     3027    38950 SH       DEFINED 01 11               0        0    38950
GLOBAL POWER EQUIP   S         COM              37941P108     1323   185544 SH       DEFINED 01             185544        0        0
GLOBAL SIGNAL INC   S          COM              37944Q103     4150    92764 SH       DEFINED 01              92764        0        0
GOLD BANC CORP.   S            COM              379907108     1300    87255 SH       DEFINED 01              87255        0        0
GOLDFIELDS LTD ADR..   FSUSD   COM              38059T106     5086   350000 SH       DEFINED 01                  0        0   350000
GOLD KIST INC   S              COM              380614107     4192   214500 SH       DEFINED 01                  0        0   214500
GOLD KIST INC   S              COM              380614107     1731    88490 SH       DEFINED 01 02               0        0    88490
GOLD KIST INC   S              COM              380614107      231    11800 SH       DEFINED 01 03               0        0    11800
GOLD KIST INC   S              COM              380614107      917    46900 SH       DEFINED 02                  0        0    46900
GOLDCORP INC   FSUSD           COM              380956409     3957   197500 SH       DEFINED 01             197500        0        0
GOLDEN STAR RESOURCE   FSUSD   COM              38119T104     1643   492000 SH       DEFINED 01             492000        0        0
GOLDEN TELECOM INC   S         COM              38122G107     1727    54700 SH       DEFINED 01              54700        0        0
GOLDEN WEST FIN   S            COM              381317106    37505   631506 SH       DEFINED 01             631506        0        0
GOLDEN WEST FIN   S            COM              381317106       43      730 SH       DEFINED 01 02               0      730        0
GOLDEN WEST FIN   S            COM              381317106     3227    54328 SH       DEFINED 01 03               0    54328        0
GOLDEN WEST FIN   S            COM              381317106    13959   234809 SH       DEFINED 01 11               0        0   234809
GOLDMAN SACHS GP INC   S       COM              38141G104      667     5495 SH       DEFINED 00                  0        0     5495
GOLDMAN SACHS GP INC   S       COM              38141G104    33220   273236 SH       DEFINED 01             273236        0        0
GOLDMAN SACHS GP INC   S       COM              38141G104      192     1577 SH       DEFINED 01 02               0     1577        0
GOLDMAN SACHS GP INC   S       COM              38141G104    13614   111975 SH       DEFINED 01 03               0   111975        0
GOLDMAN SACHS GP INC   S       COM              38141G104    17342   142770 SH       DEFINED 01 11               0    26828   115942
GOLDMAN SACHS GP INC   S       COM              38141G104      355     2920 SH       DEFINED 02               2920        0        0
GOODRICH CORPORATION   S       COM              382388106    81144  1830048 SH       DEFINED 01            1830048        0        0
GOODRICH CORPORATION   S       COM              382388106      196     4440 SH       DEFINED 01 02               0     1656     2784
GOODRICH CORPORATION   S       COM              382388106     1146    25848 SH       DEFINED 01 03               0    25848        0
GOODRICH CORPORATION   S       COM              382388106      343     7800 SH       DEFINED 01 11               0        0     7800
GOODRICH CORPORATION   S       COM              382388106       63     1417 SH       DEFINED 02               1417        0        0
GOODYEAR TIRE & RUBBER CO   S  COM              382550101     3927   251831 SH       DEFINED 01             251831        0        0
GOODYEAR TIRE & RUBBER CO   S  COM              382550101      584    37440 SH       DEFINED 01 03               0    37440        0
GOODYEAR TIRE & RUBBER CO   S  COM              382550101       29     1860 SH       DEFINED 02               1860        0        0
GOODYS FAMILY CLTHNG   S       COM              382588101      339    44846 SH       DEFINED 01              44846        0        0
GOOGLE INC-CL A   S            COM              38259P508      473     1496 SH       DEFINED 00                  0        0     1496
GOOGLE INC-CL A   S            COM              38259P508   312702   988126 SH       DEFINED 01             988126        0        0
GOOGLE INC-CL A   S            COM              38259P508     3854    12178 SH       DEFINED 01 02               0    10386     1792
GOOGLE INC-CL A   S            COM              38259P508      852     2691 SH       DEFINED 01 03               0     2691        0
GOOGLE INC-CL A   S            COM              38259P508    44235   139971 SH       DEFINED 01 11               0    20693   119278
W R GRACE.   S                 COM              38388F108      346    38682 SH       DEFINED 01              38682        0        0
W R GRACE.   S                 COM              38388F108       14     1600 SH       DEFINED 02               1600        0        0
GRAFTECH INTL LTD.   S         COM              384313102     2740   504542 SH       DEFINED 01             504542        0        0
GRAINGER (W.W.)   S   S        COM              384802104     1068    16968 SH       DEFINED 01              16968        0        0
GRAINGER (W.W.)   S   S        COM              384802104     1013    16107 SH       DEFINED 01 03               0    16107        0
GRAINGER (W.W.)   S   S        COM              384802104       35      564 SH       DEFINED 02                564        0        0
GRANITE BROADCASTING CORP      COM              387241102        3     8566 SH       DEFINED 01               8566        0        0
GRANITE CONSTRUCTION   S       COM              387328107      128     3345 SH       DEFINED 01               3345        0        0
GRANITE CONSTRUCTION   S       COM              387328107      811    21220 SH       DEFINED 01 02               0    21220        0
GRANITE CONSTRUCTION   S       COM              387328107       80     2100 SH       DEFINED 01 03               0     2100        0
GRANITE CONSTRUCTION   S       COM              387328107      466    12200 SH       DEFINED 02              12200        0        0
GRANT PRIDECO INC   S          COM              38821G101      379     9330 SH       DEFINED 01               9330        0        0
GRASIM INDS GDR   FSUSD 144A   COM              388706103     3616   119531 SH       DEFINED 01 11               0        0   119531
GRAY TELEVISION   S            COM              389375106     4421   417500 SH       DEFINED 01             417500        0        0
GRAY TELEVISION   S            COM              389375106     1207   113866 SH       DEFINED 01 02               0   113866        0
GRAY TELEVISION   S            COM              389375106      163    15399 SH       DEFINED 01 03               0    15399        0
GRAY TELEVISION   S            COM              389375106      695    65600 SH       DEFINED 02              65600        0        0
GREAT AMERICAN FINL.   S       COM              389915109       94     4711 SH       DEFINED 01               4711        0        0
GREAT A. & P. TEA   S          COM              390064103     1710    60303 SH       DEFINED 01              60303        0        0
GREAT A. & P. TEA   S          COM              390064103       26      900 SH       DEFINED 02                900        0        0
GREAT SOUTHERN BANCORP INC   S COM              390905107      174     5813 SH       DEFINED 01               5813        0        0
GREAT PLAINS ENERGY   S        COM              391164100      748    25000 SH       DEFINED 01              25000        0        0
GREATBATCH INC   S             COM              39153L106     3830   139611 SH       DEFINED 01             139611        0        0
GREATBATCH INC   S             COM              39153L106       20      720 SH       DEFINED 01 02               0        0      720
GREATER BAY BANCORP   S        COM              391648102     3164   128417 SH       DEFINED 01             128417        0        0
GREATER BAY BANCORP   S        COM              391648102     1778    72140 SH       DEFINED 01 02               0    72140        0
GREATER BAY BANCORP   S        COM              391648102      239     9700 SH       DEFINED 01 03               0     9700        0
GREATER BAY BANCORP   S        COM              391648102      951    38600 SH       DEFINED 02              38600        0        0
GREEN MOUNTAIN POWER   S       COM              393154109      387    11749 SH       DEFINED 01              11749        0        0
GREENBRIER COMPANIES INC   S   COM              393657101      699    21018 SH       DEFINED 01              21018        0        0
GREENHILL & CO INC   S         COM              395259104     7531   180620 SH       DEFINED 01             180620        0        0
GREENHILL & CO INC   S         COM              395259104      473    11343 SH       DEFINED 01 02               0    10923      420
GREIF INC   S                  COM              397624107     5228    86986 SH       DEFINED 01                  0        0    86986
GREIF INC   S                  COM              397624107       24      400 SH       DEFINED 02                  0        0      400
GREY WOLF INC   S              COM              397888108     8449  1002400 SH       DEFINED 01            1002400        0        0
GREY WOLF INC   S              COM              397888108       12     1320 SH       DEFINED 01 02               0     1320        0
GRIFFON CORP   S               COM              398433102     1615    65653 SH       DEFINED 01              65653        0        0
GROUP 1 AUTOMOTIVE INC   S     COM              398905109     1957    70863 SH       DEFINED 01              70863        0        0
GROUP 1 AUTOMOTIVE INC   S     COM              398905109       22      800 SH       DEFINED 02                800        0        0
GROUPE DANONE ADR   FSUSD      COM              399449107     2812   129000 SH       DEFINED 01                  0        0   129000
AMERICAN GRW FD OF AMER-R4     COM              399874841        0        1 SH       DEFINED 01 03               0        0        1
GRUPO TELEVISA SA   FSUSD      COM              40049J206    11591   161618 SH       DEFINED 01                  0        0   161618
GRUPO TELEVISA SA   FSUSD      COM              40049J206   122129  1703866 SH       DEFINED 01 11               0        0  1703866
GRUPO TELEVISA SA   FSUSD      COM              40049J206      287     4000 SH       DEFINED 02                  0        0     4000
GTECH HOLDINGS CORP   S   S    COM              400518106    19835   618700 SH       DEFINED 01             618700        0        0
GRUPO AEROPORTUARIO   FSUSD    COM              40051E202     2026    50780 SH       DEFINED 01                  0        0    50780
GRUPO AEROPORTUARIO   FSUSD    COM              40051E202    28815   723257 SH       DEFINED 01 11               0        0   723257
GUESS INC   S                  COM              401617105     1034    48249 SH       DEFINED 01              48249        0        0
GUIDANT CORP   S               COM              401698105    50202   728740 SH       DEFINED 01             728740        0        0
GUIDANT CORP   S               COM              401698105       31      454 SH       DEFINED 01 02               0      454        0
GUIDANT CORP   S               COM              401698105     4834    70177 SH       DEFINED 01 03               0    70177        0
GUJARAT AMBUJA GDR   FSUSD     COM              401841994      267   157950 SH       DEFINED 01                  0        0   157950
GUITAR CENTER INC   S          COM              402040109     7491   135682 SH       DEFINED 01             135682        0        0
GUITAR CENTER INC   S          COM              402040109       10      170 SH       DEFINED 01 02               0      170        0
GULFMARK OFFSHORE INC   S      COM              402629109      455    14087 SH       DEFINED 01              14087        0        0
GULFMARK OFFSHORE INC   S      COM              402629109       16      500 SH       DEFINED 02                500        0        0
GYMBOREE   S                   COM              403777105     2845   208591 SH       DEFINED 01             208591        0        0
HCA INC   S                    COM              404119109   125791  2625031 SH       DEFINED 01            2625031        0        0
HCA INC   S                    COM              404119109      229     4782 SH       DEFINED 01 02               0     4308      474
HCA INC   S                    COM              404119109     5758   120175 SH       DEFINED 01 03               0   120175        0
HCA INC   S                    COM              404119109    17591   367147 SH       DEFINED 01 11               0        0   367147
HCA INC   S                    COM              404119109      182     3791 SH       DEFINED 02               3791        0        0
HCC INSURANCE   S              COM              404132102     3317   116250 SH       DEFINED 01             116250        0        0
HCC INSURANCE   S              COM              404132102       22      770 SH       DEFINED 02                770        0        0
HNI CORP   S                   COM              404251100       33      548 SH       DEFINED 01 02               0      548        0
HRPT PROPERTIES TR.   S        COM              40426W101       23     1890 SH       DEFINED 02               1890        0        0
HSBC HOLDINGS ADR   FSUSD      COM              404280406    36839   453512 SH       DEFINED 01                  0        0   453512
HAEMONETICS CORP   S           COM              405024100    15037   316371 SH       DEFINED 01             316371        0        0
HAEMONETICS CORP   S           COM              405024100     1206    25317 SH       DEFINED 01 02               0    25317        0
HAEMONETICS CORP   S           COM              405024100      166     3489 SH       DEFINED 01 03               0     3489        0
HAEMONETICS CORP   S           COM              405024100      674    14180 SH       DEFINED 02              14180        0        0
HAGGAR   S                     COM              405173105      350    12316 SH       DEFINED 01              12316        0        0
HAIN CELESTIAL GRP   S         COM              405217100     1333    68732 SH       DEFINED 01              68732        0        0
HALLIBURTON   S                COM              406216101   398983  5822866 SH       DEFINED 01            5822866        0        0
HALLIBURTON   S                COM              406216101     2027    29579 SH       DEFINED 01 02               0    29579        0
HALLIBURTON   S                COM              406216101    10729   156579 SH       DEFINED 01 03               0   156579        0
HALLIBURTON   S                COM              406216101      518     7555 SH       DEFINED 02               7555        0        0
HALLIBURTON COMPANY 03.125% 07 CONV BND         406216AM3      752   400000 PRN      DEFINED 01 02               0        0   400000
HANCOCK FABRICS   S            COM              409900107      291    43188 SH       DEFINED 01              43188        0        0
HANCOCK HLDG CO.   S           COM              410120109     1161    34040 SH       DEFINED 01 02               0    34040        0
HANCOCK HLDG CO.   S           COM              410120109      133     3900 SH       DEFINED 01 03               0     3900        0
HANCOCK HLDG CO.   S           COM              410120109      614    18000 SH       DEFINED 02              18000        0        0
HANDLEMAN COMPANY   S          COM              410252100     1270   100608 SH       DEFINED 01             100608        0        0
HANDLEMAN COMPANY   S          COM              410252100       13     1000 SH       DEFINED 02               1000        0        0
HANMI FINANCIAL CORP   S       COM              410495105     5392   300400 SH       DEFINED 01             300400        0        0
HANMI FINANCIAL CORP   S       COM              410495105     1638    91280 SH       DEFINED 01 02               0    91280        0
HANMI FINANCIAL CORP   S       COM              410495105      212    11800 SH       DEFINED 01 03               0    11800        0
HANMI FINANCIAL CORP   S       COM              410495105      882    49160 SH       DEFINED 02              49160        0        0
HANOVER COMPRESSOR   S         COM              410768105      513    37000 SH       DEFINED 01 02               0    37000        0
HANOVER COMPRESSOR COMPANY 04. CONV BND         410768AC9      954  1000000 PRN      DEFINED 01 02               0        0  1000000
HANSEN NATURAL CORP   S        COM              411310105     2783    59158 SH       DEFINED 01              59158        0        0
HANSEN NATURAL CORP   S        COM              411310105        5      110 SH       DEFINED 01 02               0      110        0
HANSEN NATURAL CORP   S        COM              411310105       24      500 SH       DEFINED 02                500        0        0
HANSON PLC ADR   FSUSD         COM              411349103    74978  1441900 SH       DEFINED 01                  0        0  1441900
HANSON PLC ADR   FSUSD         COM              411349103     1492    28700 SH       DEFINED 01 03               0        0    28700
HARBOR FLORIDA BANCSHARES   S  COM              411901101      334     9200 SH       DEFINED 01               9200        0        0
HARBOR FLORIDA BANCSHARES   S  COM              411901101     1443    39840 SH       DEFINED 01 02               0    39840        0
HARBOR FLORIDA BANCSHARES   S  COM              411901101      181     5000 SH       DEFINED 01 03               0     5000        0
HARBOR FLORIDA BANCSHARES   S  COM              411901101      798    22000 SH       DEFINED 02              22000        0        0
HARLAND JOHN H   S             COM              412693103     9700   218485 SH       DEFINED 01             218485        0        0
HARLAND JOHN H   S             COM              412693103     1109    24980 SH       DEFINED 01 02               0    24980        0
HARLAND JOHN H   S             COM              412693103      129     2900 SH       DEFINED 01 03               0     2900        0
HARLAND JOHN H   S             COM              412693103      602    13570 SH       DEFINED 02              13570        0        0
HARLEY DAVIDSON   S            COM              412822108        0        1 SH       DEFINED 00                  1        0        0
HARLEY DAVIDSON   S            COM              412822108    19997   412799 SH       DEFINED 01             412799        0        0
HARLEY DAVIDSON   S            COM              412822108      104     2152 SH       DEFINED 01 02               0     2152        0
HARLEY DAVIDSON   S            COM              412822108     2826    58348 SH       DEFINED 01 03               0    58348        0
HARLEY DAVIDSON   S            COM              412822108      256     5289 SH       DEFINED 02               5289        0        0
HARMAN INTERNATIONAL   S       COM              413086109    16492   161262 SH       DEFINED 01             161262        0        0
HARMAN INTERNATIONAL   S       COM              413086109       29      281 SH       DEFINED 01 02               0        0      281
HARMONIC INC   S               COM              413160102      966   166041 SH       DEFINED 01             166041        0        0
HARMONY GOLD MNG-ADR..   FSUSD COM              413216300     4890   446986 SH       DEFINED 01                  0        0   446986
HARRAH`S ENT   S               COM              413619107    17493   268356 SH       DEFINED 01             268356        0        0
HARRAH`S ENT   S               COM              413619107      148     2287 SH       DEFINED 01 02               0     2287        0
HARRAH`S ENT   S               COM              413619107     2545    39041 SH       DEFINED 01 03               0    39041        0
HARRAH`S ENT   S               COM              413619107      255     3911 SH       DEFINED 02               3911        0        0
HARRIS INTERACTIVE   S         COM              414549105     1717   402200 SH       DEFINED 01             402200        0        0
HARSCO CORP   S                COM              415864107    17173   261900 SH       DEFINED 01             261900        0        0
HARTFORD FINL SVCS   S         COM              416515104    65864   853496 SH       DEFINED 01             853496        0        0
HARTFORD FINL SVCS   S         COM              416515104      179     2317 SH       DEFINED 01 02               0     2317        0
HARTFORD FINL SVCS   S         COM              416515104     4914    63681 SH       DEFINED 01 03               0    63681        0
HARTFORD FINL SVCS   S         COM              416515104      568     7435 SH       DEFINED 01 11               0        0     7435
HARTMARX CORP   S              COM              417119104     2723   415600 SH       DEFINED 01             415600        0        0
HARTMARX CORP   S              COM              417119104      905   138040 SH       DEFINED 01 02               0   138040        0
HARTMARX CORP   S              COM              417119104      107    16300 SH       DEFINED 01 03               0    16300        0
HARTMARX CORP   S              COM              417119104      488    74510 SH       DEFINED 02              74510        0        0
HARVEST NATL RESOURCES.   S    COM              41754V103     1681   156728 SH       DEFINED 01             156728        0        0
HASBRO INC   S                 COM              418056107     4103   208771 SH       DEFINED 01             208771        0        0
HASBRO INC   S                 COM              418056107      748    38065 SH       DEFINED 01 03               0    38065        0
HAVERTY FURNITURE   S          COM              419596101      627    51240 SH       DEFINED 01              51240        0        0
HAYES LEMMERZ INTL INC - WARAN WT               420781130        0        0 SH       DEFINED 01 02               0        0        0
HEALTHCARE SVC GROUP   S       COM              421906108     3335   173240 SH       DEFINED 01             173240        0        0
HEALTHCARE SVC GROUP   S       COM              421906108     1899    98988 SH       DEFINED 01 11               0        0    98988
HEALTH CARE PROP INV   S   S   COM              421915109       35     1280 SH       DEFINED 02               1280        0        0
HEALTHSOUTH CORP   S           COM              421924101     3397   820671 SH       DEFINED 01             820671        0        0
HEALTHSOUTH CORP   S           COM              421924101      177    42663 SH       DEFINED 01 02               0        0    42663
HEALTHSOUTH CORP   S           COM              421924101      100    24046 SH       DEFINED 01 11               0        0    24046
HEALTH MGMT ASSOC   S          COM              421933102    44154  1881284 SH       DEFINED 01            1881284        0        0
HEALTH MGMT ASSOC   S          COM              421933102     3628   154571 SH       DEFINED 01 02               0   154571        0
HEALTH MGMT ASSOC   S          COM              421933102     3651   155530 SH       DEFINED 01 03               0   155530        0
HEALTH MANAGEMENT ASSOCIATES I CONV BND         421933AF9     1136  1100000 PRN      DEFINED 01 02               0        0  1100000
HEAD NV - NY REG   FSUSD       COM              422070102     2683   894200 SH       DEFINED 01             894200        0        0
HEADWATERS INC.   S            COM              42210P102     6544   174940 SH       DEFINED 01             174940        0        0
HEADWATERS INC.   S            COM              42210P102        9      230 SH       DEFINED 01 02               0      230        0
HEADWATERS INCORPORATED 02.875 CONV BND         42210PAB8      692   500000 PRN      DEFINED 01 02               0        0   500000
HEALTH GRADES INC              COM              42218Q102      532   119100 SH       DEFINED 01 02               0   119100        0
HEALTHEXTRAS INC.   S          COM              422211102     2562   119850 SH       DEFINED 01             119850        0        0
HEALTHEXTRAS INC.   S          COM              422211102        6      260 SH       DEFINED 01 02               0      260        0
HEALTH NET INC   S             COM              42222G108      745    15734 SH       DEFINED 01              15734        0        0
HEALTH NET INC   S             COM              42222G108       27      564 SH       DEFINED 01 02               0      564        0
HEALTH NET INC   S             COM              42222G108    13057   276449 SH       DEFINED 01 11               0        0   276449
HEALTHTRONICS INC   S          COM              42222L107      145    14530 SH       DEFINED 01              14530        0        0
HEALTHTRONICS INC   S          COM              42222L107        3      340 SH       DEFINED 01 02               0      340        0
HEARTLAND EXPRESS IN   S       COM              422347104     3206   157697 SH       DEFINED 01             157697        0        0
HEARTLAND EXPRESS IN   S       COM              422347104        4      190 SH       DEFINED 01 02               0      190        0
HEARTLAND PAYMENT SYSTEMS INC  COM              42235N108      366    15350 SH       DEFINED 01              15350        0        0
HECLA  MINING CO   S           COM              422704106     1091   249100 SH       DEFINED 01             249100        0        0
HEIDRICK & STRUGGLES   S       COM              422819102     2027    62624 SH       DEFINED 01              62624        0        0
HEINZ H.J.   S                 COM              423074103     7273   199064 SH       DEFINED 01             199064        0        0
HEINZ H.J.   S                 COM              423074103       36      995 SH       DEFINED 01 02               0      995        0
HEINZ H.J.   S                 COM              423074103     2648    72478 SH       DEFINED 01 03               0    72478        0
HELIX TECHNOLOGY   S           COM              423319102      870    58998 SH       DEFINED 01              58998        0        0
HELMERICH & PAYNE   S          COM              423452101     1894    31366 SH       DEFINED 01              31366        0        0
HELMERICH & PAYNE   S          COM              423452101       23      379 SH       DEFINED 01 02               0      379        0
HELMERICH & PAYNE   S          COM              423452101       59      980 SH       DEFINED 02                980        0        0
HERCULES INC   S               COM              427056106     6935   567379 SH       DEFINED 01             567379        0        0
HERCULES INC   S               COM              427056106     1479   121020 SH       DEFINED 01 02               0   121020        0
HERCULES INC   S               COM              427056106      476    38979 SH       DEFINED 01 03               0    38979        0
HERCULES INC   S               COM              427056106      765    62600 SH       DEFINED 02              62600        0        0
HERSHA HOSPITALITY TRUST   S   COM              427825104      352    35460 SH       DEFINED 01              35460        0        0
HERSHEY COMPANY/THE   S        COM              427866108    12908   229246 SH       DEFINED 01             229246        0        0
HERSHEY COMPANY/THE   S        COM              427866108     2198    39032 SH       DEFINED 01 03               0    39032        0
HEWLETT PACKARD   S            COM              428236103   303654 10399150 SH       DEFINED 01           10399150        0        0
HEWLETT PACKARD   S            COM              428236103      773    26422 SH       DEFINED 01 02               0    20108     6314
HEWLETT PACKARD   S            COM              428236103    20144   689891 SH       DEFINED 01 03               0   689891        0
HEWLETT PACKARD   S            COM              428236103     1056    36500 SH       DEFINED 01 11               0        0    36500
HEWLETT PACKARD   S            COM              428236103     1099    37646 SH       DEFINED 02              37646        0        0
HEXCEL CORP   S                COM              428291108     2230   121890 SH       DEFINED 01             121890        0        0
HI-TECH PHARMACAL CO   S       COM              42840B101        4      130 SH       DEFINED 01 02               0      130        0
HIBBETT SPORTING GOODS INC   S COM              428565105     2445   109917 SH       DEFINED 01             109917        0        0
HIBBETT SPORTING GOODS INC   S COM              428565105      734    33000 SH       DEFINED 01 11               0        0    33000
HIBERNIA CORP   S              COM              428656102     7131   237398 SH       DEFINED 01             237398        0        0
HIBERNIA CORP   S              COM              428656102       34     1120 SH       DEFINED 01 02               0     1120        0
HILB ROGAL & HOBBS CO   S      COM              431294107     5924   158735 SH       DEFINED 01             158735        0        0
HILTON HOTELS   S              COM              432848109     9156   410177 SH       DEFINED 01             410177        0        0
HILTON HOTELS   S              COM              432848109     1555    69661 SH       DEFINED 01 03               0    69661        0
HILTON HOTELS   S              COM              432848109     4537   203289 SH       DEFINED 01 11               0        0   203289
HILTON HOTELS CORPORATION 03.3 CONV BND         432848AZ2     1027   900000 PRN      DEFINED 01 02               0        0   900000
HOLLY CORP   S                 COM              435758305     1031    16107 SH       DEFINED 01              16107        0        0
HOLLY CORP   S                 COM              435758305     1284    20060 SH       DEFINED 01 02               0    20060        0
HOLLY CORP   S                 COM              435758305      154     2400 SH       DEFINED 01 03               0     2400        0
HOLLY CORP   S                 COM              435758305      710    11100 SH       DEFINED 02              11100        0        0
HOLOGIC   S                    COM              436440101     4359    75477 SH       DEFINED 01              75477        0        0
HOLOGIC   S                    COM              436440101       18      304 SH       DEFINED 02                304        0        0
HOME DEPOT INC   S             COM              437076102     2341    61392 SH       DEFINED 00              28378        0    33014
HOME DEPOT INC   S             COM              437076102    83859  2198716 SH       DEFINED 01            2198716        0        0
HOME DEPOT INC   S             COM              437076102      638    16721 SH       DEFINED 01 02               0    16721        0
HOME DEPOT INC   S             COM              437076102    18742   491403 SH       DEFINED 01 03               0   491403        0
HOME DEPOT INC   S             COM              437076102    62722  1644843 SH       DEFINED 01 11               0   337224  1307619
HOME DEPOT INC   S             COM              437076102     1284    33665 SH       DEFINED 02              25665        0     8000
HOME PROPERTIES   S            COM              437306103      749    19080 SH       DEFINED 01              19080        0        0
HOMEBANC CORP/GA   S           COM              43738R109    11147  1443941 SH       DEFINED 01            1443941        0        0
HOMEBANC CORP/GA   S           COM              43738R109     1469   190251 SH       DEFINED 01 02               0     1343   188908
HOMESTORE INC   S              COM              437852106      288    66097 SH       DEFINED 01              66097        0        0
HONEYWELL INTL INC   S         COM              438516106   192201  5125304 SH       DEFINED 01            5125304        0        0
HONEYWELL INTL INC   S         COM              438516106      455    12113 SH       DEFINED 01 02               0     2254     9859
HONEYWELL INTL INC   S         COM              438516106     9332   248827 SH       DEFINED 01 03               0   248827        0
HONEYWELL INTL INC   S         COM              438516106     6391   170500 SH       DEFINED 01 11               0        0   170500
HOOKER FURNITURE CORP   S      COM              439038100     3311   199200 SH       DEFINED 01             199200        0        0
HOOPER HOLMES   S              COM              439104100     1781   453236 SH       DEFINED 01             453236        0        0
HOOPER HOLMES   S              COM              439104100       52    13200 SH       DEFINED 02              13200        0        0
HORACE MANN EDUCATOR   S       COM              440327104     4627   233873 SH       DEFINED 01             233873        0        0
HORACE MANN EDUCATOR   S       COM              440327104     2084   105410 SH       DEFINED 01 02               0   105410        0
HORACE MANN EDUCATOR   S       COM              440327104      271    13700 SH       DEFINED 01 03               0    13700        0
HORACE MANN EDUCATOR   S       COM              440327104     1141    57700 SH       DEFINED 02              57700        0        0
HORIZON FINANCIAL CORP   S     COM              44041F105     1078    49035 SH       DEFINED 01 02               0    49035        0
HORIZON FINANCIAL CORP   S     COM              44041F105      136     6200 SH       DEFINED 01 03               0     6200        0
HORIZON FINANCIAL CORP   S     COM              44041F105      470    21350 SH       DEFINED 02              21350        0        0
HORIZON HEALTH CORP   S        COM              44041Y104     1502    55300 SH       DEFINED 01              55300        0        0
HORIZON HEALTH CORP   S        COM              44041Y104       14      532 SH       DEFINED 02                532        0        0
HORNBECK OFFSHORE SERVICES   S COM              440543106      592    16172 SH       DEFINED 01              16172        0        0
HORNBECK OFFSHORE SERVICES   S COM              440543106      722    19700 SH       DEFINED 01 02               0    19700        0
HOSPIRA INC   S                COM              441060100    25492   622203 SH       DEFINED 01             622203        0        0
HOSPIRA INC   S                COM              441060100       28      681 SH       DEFINED 01 02               0      681        0
HOSPIRA INC   S                COM              441060100     1393    33993 SH       DEFINED 01 03               0    33993        0
HOSPIRA INC   S                COM              441060100      428    10460 SH       DEFINED 01 11               0        0    10460
HOST MARRIOTT   S              COM              44107P104     2048   121213 SH       DEFINED 01             121213        0        0
HOT TOPIC INC   S              COM              441339108     1568   102111 SH       DEFINED 01             102111        0        0
HOT TOPIC INC   S              COM              441339108       27     1762 SH       DEFINED 01 02               0        0     1762
HOT TOPIC INC   S              COM              441339108       14      900 SH       DEFINED 02                900        0        0
HOUSEVALUES INC   S            COM              44183Y102      189    13229 SH       DEFINED 01                  0        0    13229
HOUSTON EXPLOR   S             COM              442120101      535     7938 SH       DEFINED 01               7938        0        0
HOUSTON EXPLOR   S             COM              442120101     1203    17880 SH       DEFINED 01 02               0    17880        0
HOUSTON EXPLOR   S             COM              442120101      161     2400 SH       DEFINED 01 03               0     2400        0
HOUSTON EXPLOR   S             COM              442120101      659     9800 SH       DEFINED 02               9800        0        0
HOVNANIAN ENTERPRISE.   S      COM              442487203      845    16500 SH       DEFINED 01              16500        0        0
HOVNANIAN ENTERPRISE.   S      COM              442487203       19      372 SH       DEFINED 01 02               0      372        0
HUB GROUP INC   S              COM              443320106     1335    36400 SH       DEFINED 01              36400        0        0
HUB GROUP INC   S              COM              443320106      197     5362 SH       DEFINED 01 02               0     5362        0
HUBBELL INC C/B   S            COM              443510201     7846   167200 SH       DEFINED 01             167200        0        0
HUBBELL INC C/B   S            COM              443510201      171     3700 SH       DEFINED 01 11               0        0     3700
HUDSON HIGHLAND GRP W/I   S    COM              443792106      424    17000 SH       DEFINED 01                  0        0    17000
HUDSON UNITED BANC   S         COM              444165104     4785   113043 SH       DEFINED 01             113043        0        0
HUDSON UNITED BANC   S         COM              444165104       25      600 SH       DEFINED 02                600        0        0
HUGHES SUPPLY   S              COM              444482103    10612   325520 SH       DEFINED 01             325520        0        0
HUGHES SUPPLY   S              COM              444482103     1169    35910 SH       DEFINED 01 02               0    35910        0
HUGHES SUPPLY   S              COM              444482103      625    19200 SH       DEFINED 02              19200        0        0
HUMANA   S                     COM              444859102     5578   116515 SH       DEFINED 01             116515        0        0
HUMANA   S                     COM              444859102       79     1652 SH       DEFINED 01 02               0     1652        0
HUMANA   S                     COM              444859102     1654    34539 SH       DEFINED 01 03               0    34539        0
HUMANA   S                     COM              444859102      206     4299 SH       DEFINED 02               4299        0        0
HUMAN GENOME SCIENCE   S       COM              444903108     3956   291150 SH       DEFINED 01             291150        0        0
HUMAN GENOME SCIENCE   S       COM              444903108        8      640 SH       DEFINED 01 02               0      640        0
HUNTINGTON BANCSHARE   S       COM              446150104     4735   210786 SH       DEFINED 01             210786        0        0
HUNTINGTON BANCSHARE   S       COM              446150104     1103    49084 SH       DEFINED 01 03               0    49084        0
HUNTINGTON BANCSHARE   S       COM              446150104      298    12900 SH       DEFINED 01 11               0        0    12900
HURON CONSULTING GROUP INC   S COM              447462102       42     1578 SH       DEFINED 01                  0        0     1578
HURON CONSULTING GROUP INC   S COM              447462102      168     6250 SH       DEFINED 01 02               0        0     6250
HUTCHINSON TECH   S            COM              448407106     7022   268838 SH       DEFINED 01             268838        0        0
HYDRIL   S                     COM              448774109     8835   128712 SH       DEFINED 01             128712        0        0
HYDRIL   S                     COM              448774109     4155    60536 SH       DEFINED 01 02               0    60536        0
HYDRIL   S                     COM              448774109      709    10325 SH       DEFINED 01 03               0    10325        0
HYDRIL   S                     COM              448774109     2185    31832 SH       DEFINED 01 11               0        0    31832
HYPERION SOLUTIONS   S         COM              44914M104     6044   124231 SH       DEFINED 01             124231        0        0
HYPERION SOLUTIONS   S         COM              44914M104        5      110 SH       DEFINED 01 02               0      110        0
IAC INTERACTIVE CORP COM       COM              44919P102     2573   101400 SH       DEFINED 01 11               0   101400        0
IAC/INTERACTIVECORP   S        COM              44919P300     4373   172500 SH       DEFINED 01             172500        0        0
IAC/INTERACTIVECORP   S        COM              44919P300       37     1450 SH       DEFINED 01 03               0     1450        0
ICOS CORP   S                  COM              449295104     1132    41000 SH       DEFINED 01              41000        0        0
ICOS CORP   S                  COM              449295104        4      150 SH       DEFINED 01 02               0      150        0
ICU MEDICAL INC   S            COM              44930G107     2424    84270 SH       DEFINED 01              84270        0        0
IDX SYSTEMS   S                COM              449491109     2505    58000 SH       DEFINED 01              58000        0        0
I-FLOW CORP   S                COM              449520303        8      570 SH       DEFINED 01 02               0      570        0
IHOP CORP NEW   S              COM              449623107     2918    71645 SH       DEFINED 01              71645        0        0
IMS HEALTH INC   S             COM              449934108     1087    43176 SH       DEFINED 01              43176        0        0
IMS HEALTH INC   S             COM              449934108     1208    48011 SH       DEFINED 01 03               0    48011        0
IRSA   FSUSD                   COM              450047204    16714  1389926 SH       DEFINED 01 11               0        0  1389926
ITLA CAPITAL CORP   S          COM              450565106      195     3713 SH       DEFINED 01               3713        0        0
ITLA CAPITAL CORP   S          COM              450565106     1367    26040 SH       DEFINED 01 02               0    26040        0
ITLA CAPITAL CORP   S          COM              450565106      189     3600 SH       DEFINED 01 03               0     3600        0
ITLA CAPITAL CORP   S          COM              450565106      729    13900 SH       DEFINED 02              13900        0        0
ITT EDUCATIONAL SVCS   S       COM              45068B109    41601   842989 SH       DEFINED 01             842989        0        0
ITT EDUCATIONAL SVCS   S       COM              45068B109      990    20061 SH       DEFINED 01 02               0    20061        0
ITT EDUCATIONAL SVCS   S       COM              45068B109      257     5205 SH       DEFINED 01 03               0     5205        0
IXIA.   S                      COM              45071R109     1067    72532 SH       DEFINED 01              72532        0        0
IXIA.   S                      COM              45071R109        2      160 SH       DEFINED 01 02               0      160        0
IXIA.   S                      COM              45071R109       71     4800 SH       DEFINED 02               4800        0        0
IBERIABANK CORP   S            COM              450828108     2374    44664 SH       DEFINED 01              44664        0        0
ITT INDUSTRIES   S             COM              450911102    32595   286928 SH       DEFINED 01             286928        0        0
ITT INDUSTRIES   S             COM              450911102      100      877 SH       DEFINED 01 02               0      877        0
ITT INDUSTRIES   S             COM              450911102     2240    19714 SH       DEFINED 01 03               0    19714        0
ITT INDUSTRIES   S             COM              450911102       83      729 SH       DEFINED 02                729        0        0
ICON.   FSUSD                  COM              45103T107     2320    46400 SH       DEFINED 01                  0        0    46400
ICICI BANK LTD - SPON ADR   FS COM              45104G104     9627   340727 SH       DEFINED 01                  0        0   340727
ICICI BANK LTD - SPON ADR   FS COM              45104G104    21553   762941 SH       DEFINED 01 11               0        0   762941
IDACORP INC   S                COM              451107106     4235   140576 SH       DEFINED 01             140576        0        0
IDACORP INC   S                COM              451107106        5      170 SH       DEFINED 01 02               0      170        0
IDACORP INC   S                COM              451107106       21      700 SH       DEFINED 02                700        0        0
IDEX CORP   S                  COM              45167R104    14901   350186 SH       DEFINED 01             350186        0        0
IDEXX LABS INC   S             COM              45168D104     4916    73498 SH       DEFINED 01              73498        0        0
IDEXX LABS INC   S             COM              45168D104      353     5288 SH       DEFINED 01 11               0        0     5288
IKON OFFICE SOLUTION   S       COM              451713101      332    33200 SH       DEFINED 01              33200        0        0
IKON OFFICE SOLUTION   S       COM              451713101       14     1442 SH       DEFINED 02               1442        0        0
IKANOS COMMUNICATIONS INC   S  COM              45173E105       74     6000 SH       DEFINED 01                  0        0     6000
IKANOS COMMUNICATIONS INC   S  COM              45173E105      146    11892 SH       DEFINED 01 11               0        0    11892
ILLINOIS TOOL WORKS   S        COM              452308109    31902   387499 SH       DEFINED 01             387499        0        0
ILLINOIS TOOL WORKS   S        COM              452308109       21      252 SH       DEFINED 01 02               0      252        0
ILLINOIS TOOL WORKS   S        COM              452308109     6523    79236 SH       DEFINED 01 03               0    79236        0
ILLUMINA INC   S               COM              452327109     1350   105461 SH       DEFINED 01             105461        0        0
ILLUMINA INC   S               COM              452327109       22     1700 SH       DEFINED 02               1700        0        0
IMAGE ENTERTAINMENT INC   S    COM              452439201       21     5043 SH       DEFINED 01               5043        0        0
IMATION CORP   S               COM              45245A107     4394   102478 SH       DEFINED 01             102478        0        0
IMATION CORP   S               COM              45245A107     1223    28530 SH       DEFINED 01 02               0    28530        0
IMATION CORP   S               COM              45245A107      163     3800 SH       DEFINED 01 03               0     3800        0
IMATION CORP   S               COM              45245A107      737    17200 SH       DEFINED 02              17200        0        0
IMAX CORP   FSUSD              COM              45245E109      122    11710 SH       DEFINED 01              11710        0        0
IMAGISTICS INTL INC   S        COM              45247T104     2131    50904 SH       DEFINED 01                  0        0    50904
IMMUCOR INC.   S               COM              452526106     6861   250034 SH       DEFINED 01             250034        0        0
IMMUCOR INC.   S               COM              452526106        3      115 SH       DEFINED 01 02               0      115        0
IMMUCOR INC.   S               COM              452526106       41     1500 SH       DEFINED 02               1500        0        0
IMPAC MORTGAGE HOLDINGS INC    COM              45254P102     1149    93759 SH       DEFINED 01              93759        0        0
IMPAC MORTGAGE HOLDINGS INC    COM              45254P102       55     4486 SH       DEFINED 02               4486        0        0
IMPCO TECHNOLOGIES INC   S     COM              45255W106        6      950 SH       DEFINED 01 02               0      950        0
IMMUNICON CORP   S             COM              45260A107      114    28883 SH       DEFINED 01 02               0        0    28883
IMPERIAL CHEM IN ADR.   FSUSD  COM              452704505     4637   219567 SH       DEFINED 01                  0        0   219567
INAMED CORP   S                COM              453235103     5418    71600 SH       DEFINED 01              71600        0        0
INCO LIMITED.   FSUSD          COM              453258402     1657    35000 SH       DEFINED 01              35000        0        0
INCYTE CORP   S                COM              45337C102     2709   576501 SH       DEFINED 01             576501        0        0
INDEPENDENT BANK CO   S        COM              453836108     1297    42750 SH       DEFINED 01 02               0    42750        0
INDEPENDENT BANK CO   S        COM              453836108      179     5900 SH       DEFINED 01 03               0     5900        0
INDEPENDENT BANK CO   S        COM              453836108      693    22800 SH       DEFINED 02              22800        0        0
INDEPENDENT BK CO MI   S       COM              453838104      727    25035 SH       DEFINED 01              25035        0        0
INDEPENDENT BK CO MI   S       COM              453838104     1546    53198 SH       DEFINED 01 02               0    53198        0
INDEPENDENT BK CO MI   S       COM              453838104      210     7245 SH       DEFINED 01 03               0     7245        0
INDEPENDENT BK CO MI   S       COM              453838104      805    27720 SH       DEFINED 02              27720        0        0
INDYMAC BANCORP INC   S        COM              456607100     1425    36000 SH       DEFINED 01              36000        0        0
INDYMAC BANCORP INC   S        COM              456607100       24      600 SH       DEFINED 02                600        0        0
INFINITY PROPERTY & CASUALTY   COM              45665Q103     2041    58181 SH       DEFINED 01              58181        0        0
INFINITY PROPERTY & CASUALTY   COM              45665Q103       28      800 SH       DEFINED 02                800        0        0
INFORMATICA CORP.   S          COM              45666Q102     3053   253992 SH       DEFINED 01             253992        0        0
INFORMATICA CORP.   S          COM              45666Q102        6      470 SH       DEFINED 01 02               0      470        0
INFOSYS TECHNOLOGIES..   FSUSD COM              456788108    37460   504293 SH       DEFINED 01                  0        0   504293
INFOSYS TECHNOLOGIES..   FSUSD COM              456788108       19      262 SH       DEFINED 01 02               0        0      262
INFOSYS TECHNOLOGIES..   FSUSD COM              456788108    12655   170374 SH       DEFINED 01 11               0        0   170374
INFRASOURCE SERVICES INC   S   COM              45684P102      854    58742 SH       DEFINED 01                  0        0    58742
INGRAM MICRO   S               COM              457153104     2061   111200 SH       DEFINED 01             111200        0        0
INLAND REAL ESTATE CORP   S    COM              457461200      235    15000 SH       DEFINED 01              15000        0        0
INPUT/OUTPUT INC   S           COM              457652105     1266   158676 SH       DEFINED 01             158676        0        0
INPUT/OUTPUT INC   S           COM              457652105      338    42421 SH       DEFINED 01 11               0        0    42421
INSIGHT ENTERPRISES   S        COM              45765U103     7002   376436 SH       DEFINED 01             376436        0        0
INSIGHT ENTERPRISES   S        COM              45765U103       28     1500 SH       DEFINED 02               1500        0        0
INSITUFORM TECH INC   S        COM              457667103    16273   941091 SH       DEFINED 01             941091        0        0
INSITUFORM TECH INC   S        COM              457667103      157     9080 SH       DEFINED 01 03               0     9080        0
INSIGHT COMM INC.   S          COM              45768V108      248    21369 SH       DEFINED 01              21369        0        0
INNKEEPERS USA TRUST   S       COM              4576J0104     6236   403632 SH       DEFINED 01             403632        0        0
INNKEEPERS USA TRUST   S       COM              4576J0104     1346    87000 SH       DEFINED 01 02               0    87000        0
INNKEEPERS USA TRUST   S       COM              4576J0104      181    11700 SH       DEFINED 01 03               0    11700        0
INNKEEPERS USA TRUST   S       COM              4576J0104      715    46300 SH       DEFINED 02              46300        0        0
INOVIO BIOMEDICAL CORP USD0.00 COM              45773H102      232    85400 SH       DEFINED 01 11               0    85400        0
INNOVO GROUP INC   S           COM              457954600      103    52090 SH       DEFINED 01              52090        0        0
INTEGRA LIFESCIENCES   S       COM              457985208     1579    41280 SH       DEFINED 01              41280        0        0
INTEGRA LIFESCIENCES   S       COM              457985208       22      576 SH       DEFINED 01 02               0        0      576
INSUR SERV OFFICE IN   S       COM              458065109     1878    11767 SH       DEFINED 01 05               0        0    11767
INTEGRATED DEV TECH   S        COM              458118106     2911   271083 SH       DEFINED 01             271083        0        0
INTEGRATED DEV TECH   S        COM              458118106        3      310 SH       DEFINED 01 02               0      310        0
INTEGRATED SILICON   S         COM              45812P107     6474   770600 SH       DEFINED 01             770600        0        0
INTEL CORP   S                 COM              458140100   505951 20525449 SH       DEFINED 01           20525449        0        0
INTEL CORP   S                 COM              458140100     5066   205537 SH       DEFINED 01 02               0   205537        0
INTEL CORP   S                 COM              458140100    34814  1412299 SH       DEFINED 01 03               0  1412299        0
INTEL CORP   S                 COM              458140100    98357  3991788 SH       DEFINED 01 11               0    21299  3970489
INTEL CORP   S                 COM              458140100      627    25440 SH       DEFINED 02              25440        0        0
INTER PARFUMS INC   S          COM              458334109     2124   107900 SH       DEFINED 01             107900        0        0
INTER-TEL   S                  COM              458372109      989    47102 SH       DEFINED 01              47102        0        0
INTERACTIVE DATA CORP          COM              45840J107     1456    64435 SH       DEFINED 01 11               0        0    64435
INTERCHANGE FINL SVCS CP/NJ    COM              458447109      238    13791 SH       DEFINED 01              13791        0        0
INTERCHANGE FINL SVCS CP/NJ    COM              458447109        0        1 SH       DEFINED 01 03               0        1        0
INTERCONTINENTAL HOTELS-ADR    COM              45857P103    45504  3580111 SH       DEFINED 01 11               0        0  3580111
INTERFACE INC - CL A   S       COM              458665106      891   107870 SH       DEFINED 01             107870        0        0
INTERDIGITAL COMM CO   S       COM              45866A105        2      120 SH       DEFINED 01 02               0      120        0
INTERGRAPH CORP.   S           COM              458683109     5540   123906 SH       DEFINED 01             123906        0        0
INTERGRAPH CORP.   S           COM              458683109      954    21330 SH       DEFINED 01 02               0    21330        0
INTERGRAPH CORP.   S           COM              458683109      130     2900 SH       DEFINED 01 03               0     2900        0
INTERGRAPH CORP.   S           COM              458683109      505    11300 SH       DEFINED 02              11300        0        0
INTERLINE BRANDS INC           COM              458743101      124     5881 SH       DEFINED 01               5881        0        0
INTERMAGNETICS GENER   S       COM              458771102     2129    76205 SH       DEFINED 01              76205        0        0
International Aluminum Corp    COM              458884103        0        1 SH       DEFINED 01                  1        0        0
INTEGRATED ALARM SERVICES (USD COM              45890M109       51    13508 SH       DEFINED 01 02               0        0    13508
INTERMEDIA COMM ESCROW   S     COM              458ESCBB5        0  3300000 SH       DEFINED 01 02               0        0  3300000
INTERNATIONAL BNCSHR   S       COM              459044103      105     3535 SH       DEFINED 01               3535        0        0
INTL BUSINESS MACH   S         COM              459200101        1       15 SH       DEFINED 00                 15        0        0
INTL BUSINESS MACH   S         COM              459200101    72860   908239 SH       DEFINED 01             908239        0        0
INTL BUSINESS MACH   S         COM              459200101      150     1869 SH       DEFINED 01 02               0     1399      470
INTL BUSINESS MACH   S         COM              459200101    27772   346198 SH       DEFINED 01 03               0   346198        0
INTL BUSINESS MACH   S         COM              459200101    71285   889047 SH       DEFINED 01 11               0        0   889047
INTL FLAVORS & FRAG   S        COM              459506101      170     4769 SH       DEFINED 01               4769        0        0
INTL FLAVORS & FRAG   S        COM              459506101      619    17361 SH       DEFINED 01 03               0    17361        0
INTL GAME TECHNOLOGY   S       COM              459902102     8692   321902 SH       DEFINED 01             321902        0        0
INTL GAME TECHNOLOGY   S       COM              459902102     2336    86522 SH       DEFINED 01 03               0    86522        0
INTL GAME TECHNOLOGY   S       COM              459902102      191     7090 SH       DEFINED 02               7090        0        0
INTERNATIONAL PAPER   S        COM              460146103    94578  3173719 SH       DEFINED 01            3173719        0        0
INTERNATIONAL PAPER   S        COM              460146103       54     1796 SH       DEFINED 01 02               0     1796        0
INTERNATIONAL PAPER   S        COM              460146103     4902   164492 SH       DEFINED 01 03               0   164492        0
INTERNATIONAL PAPER   S        COM              460146103     4664   156600 SH       DEFINED 01 11               0        0   156600
INTERNET CAPITAL GP   S        COM              46059C205      505    57320 SH       DEFINED 01              57320        0        0
INTERNET SECURITY SYS   S      COM              46060X107     5197   216410 SH       DEFINED 01             216410        0        0
INTERNET SECURITY SYS   S      COM              46060X107     1158    48250 SH       DEFINED 01 02               0    48250        0
INTERNET SECURITY SYS   S      COM              46060X107      142     5900 SH       DEFINED 01 03               0     5900        0
INTERNET SECURITY SYS   S      COM              46060X107      615    25600 SH       DEFINED 02              25600        0        0
INTERPUBLIC GROUP   S          COM              460690100     5727   492016 SH       DEFINED 01             492016        0        0
INTERPUBLIC GROUP   S          COM              460690100       20     1741 SH       DEFINED 01 02               0     1741        0
INTERPUBLIC GROUP   S          COM              460690100     1047    89919 SH       DEFINED 01 03               0    89919        0
INTERPUBLIC GROUP   S          COM              460690100      274    24400 SH       DEFINED 01 11               0        0    24400
INTERSIL CORPORATION   S       COM              46069S109     5414   248577 SH       DEFINED 01             248577        0        0
INTERSIL CORPORATION   S       COM              46069S109       23     1045 SH       DEFINED 01 02               0     1045        0
INTERSIL CORPORATION   S       COM              46069S109       14      634 SH       DEFINED 01 03               0      634        0
INTERVOICE INC   S             COM              461142101     1453   161300 SH       DEFINED 01             161300        0        0
INTEVAC INC   S                COM              461148108      350    33952 SH       DEFINED 01              33952        0        0
INTERWOVEN INC - NEW           COM              46114T508      292    35826 SH       DEFINED 01 02               0    35826        0
INTERVIDEO INC   S             COM              46114Y101     1764   175884 SH       DEFINED 01                  0        0   175884
INTRALASE CORP   S             COM              461169104      113     7668 SH       DEFINED 01 02               0        0     7668
INTRADO INC   S                COM              46117A100      722    40030 SH       DEFINED 01              40030        0        0
INTUIT   S                     COM              461202103      474    10580 SH       DEFINED 01              10580        0        0
INTUIT   S                     COM              461202103     1769    39489 SH       DEFINED 01 03               0    39489        0
INVACARE CORP   S              COM              461203101     3122    74910 SH       DEFINED 01              74910        0        0
INVACARE CORP   S              COM              461203101       17      400 SH       DEFINED 02                400        0        0
INTUITIVE SURGICAL   S         COM              46120E602     2564    34972 SH       DEFINED 01              34972        0        0
INTUITIVE SURGICAL   S         COM              46120E602        5       70 SH       DEFINED 01 02               0       70        0
INTUITIVE SURGICAL   S         COM              46120E602       53      722 SH       DEFINED 02                722        0        0
INVERNESS MED INNOV   S        COM              46126P106       51     1930 SH       DEFINED 01                  0        0     1930
INVESTMENT TECH GRP   S        COM              46145F105    13044   440646 SH       DEFINED 01             440646        0        0
INVESTMENT TECH GRP   S        COM              46145F105     1942    65630 SH       DEFINED 01 02               0    65630        0
INVESTMENT TECH GRP   S        COM              46145F105      240     8100 SH       DEFINED 01 03               0     8100        0
INVESTMENT TECH GRP   S        COM              46145F105     1107    37400 SH       DEFINED 02              37400        0        0
INVESTORS REAL ESTATE TRUST    COM              461730103      469    49400 SH       DEFINED 01              49400        0        0
INVITROGEN CORP   S            COM              46185R100    62049   824786 SH       DEFINED 01             824786        0        0
INVITROGEN CORP   S            COM              46185R100    16437   218514 SH       DEFINED 01 02               0   218514        0
INVITROGEN CORP   S            COM              46185R100     4601    61173 SH       DEFINED 01 03               0    61173        0
INVITROGEN CORP   S            COM              46185R100       34      450 SH       DEFINED 02                450        0        0
INVESTORS FINL SERV   S        COM              461915100    44034  1338406 SH       DEFINED 01            1338406        0        0
INVESTORS FINL SERV   S        COM              461915100     1961    59605 SH       DEFINED 01 02               0    53981     5624
INVESTORS FINL SERV   S        COM              461915100     1164    35378 SH       DEFINED 01 03               0    35378        0
INVESTORS ECON SYSTS   S       COM              461990103        0     2305 SH       DEFINED 01 05               0     2305        0
IOMEGA CORPORATION   S         COM              462030305      239    79251 SH       DEFINED 01              79251        0        0
IOWA TELECOMMUNICATIONS SERV   COM              462594201      172    10211 SH       DEFINED 01                  0        0    10211
IOWA TELECOMMUNICATIONS SERV   COM              462594201     1148    68320 SH       DEFINED 01 02               0        0    68320
IOWA TELECOMMUNICATIONS SERV   COM              462594201      141     8400 SH       DEFINED 01 03               0        0     8400
IOWA TELECOMMUNICATIONS SERV   COM              462594201      611    36400 SH       DEFINED 02                  0        0    36400
IPASS INC   S                  COM              46261V108     1987   369300 SH       DEFINED 01                  0        0   369300
IPSCO INC   FSUSD              COM              462622101     1973    27600 SH       DEFINED 01              27600        0        0
IPAYMENT INC   S               COM              46262E105     1061    28030 SH       DEFINED 01                  0        0    28030
IRON MOUNTAIN INC   S          COM              462846106    17469   476000 SH       DEFINED 01             476000        0        0
IRWIN FINANCIAL CORP   S       COM              464119106     3083   151233 SH       DEFINED 01             151233        0        0
IRWIN FINANCIAL CORP   S       COM              464119106       22     1100 SH       DEFINED 02               1100        0        0
ISHARES MSCI PACIFIC EX JPN    COM              464286665     1692    16400 SH       DEFINED 02                  0        0    16400
ISHARES MSCI JAPAN I   INDEXUS COM              464286848      984    80700 SH       DEFINED 01              80700        0        0
ISHARES MSCI EMERG MKTS   INDE COM              464287234    51921   611700 SH       DEFINED 01                  0        0   611700
ISHARES MSCI EMERG MKTS   INDE COM              464287234     9817   115660 SH       DEFINED 02                  0        0   115660
MSCI EAFE I-SHARES   INDEXFN   COM              464287465    32878   566000 SH       DEFINED 01                  0        0   566000
ISHARES RUSL MID VALUE..   IND COM              464287473       27      215 SH       DEFINED 00                215        0        0
RUSSELL 1000 GROWTH   S        COM              464287614      693    13920 SH       DEFINED 02                  0        0    13920
ISHARES RUSS 2000 VL   INDEXUS COM              464287630     5839    88564 SH       DEFINED 01              88564        0        0
ISHARES RUSS 2000 VL   INDEXUS COM              464287630     2486    37700 SH       DEFINED 01 03               0    37700        0
ISHARES RUSSELL 2000   INDEXUS COM              464287655      584     8800 SH       DEFINED 01 03               0     8800        0
ISHARES DJ US HEALTHCARE SEC   COM              464287762        0        2 SH       DEFINED 01                  0        0        2
ISIS PHAMACEUTICALS   S        COM              464330109      178    35300 SH       DEFINED 01              35300        0        0
ISIS PHAMACEUTICALS   S        COM              464330109        6     1140 SH       DEFINED 01 02               0     1140        0
ISLE OF CAPRIS CASIN   S       COM              464592104      563    26329 SH       DEFINED 01              26329        0        0
ITRON INC   S                  COM              465741106     5961   130563 SH       DEFINED 01             130563        0        0
ITRON INC   S                  COM              465741106        2       50 SH       DEFINED 01 02               0       50        0
ITRON INC   S                  COM              465741106       27      600 SH       DEFINED 02                600        0        0
I2 TECHNOLOGIES   S            COM              465754208      816    43785 SH       DEFINED 01              43785        0        0
IVAX   S                       COM              465823102     1054    40000 SH       DEFINED 01              40000        0        0
IXYS CORP   S                  COM              46600W106     1553   147000 SH       DEFINED 01             147000        0        0
IXYS CORP   S                  COM              46600W106        1       49 SH       DEFINED 01 11               0        0       49
IXYS CORP   S                  COM              46600W106       43     4100 SH       DEFINED 02               4100        0        0
J & J SNACK FOODS CO   S       COM              466032109     2863    49541 SH       DEFINED 01              49541        0        0
J & J SNACK FOODS CO   S       COM              466032109     1466    25385 SH       DEFINED 01 02               0    25385        0
J & J SNACK FOODS CO   S       COM              466032109      179     3100 SH       DEFINED 01 03               0     3100        0
J & J SNACK FOODS CO   S       COM              466032109      775    13400 SH       DEFINED 02              13400        0        0
JDS UNIPHASE CORP   S          COM              46612J101      499   224675 SH       DEFINED 01             224675        0        0
JDS UNIPHASE CORP   S          COM              46612J101      795   358231 SH       DEFINED 01 03               0   358231        0
JDA SOFTWARE GROUP I   S       COM              46612K108      978    64410 SH       DEFINED 01              64410        0        0
JER INVESTORS TRUST INC   S    COM              46614H301     1681    93098 SH       DEFINED 01              93098        0        0
JER INVESTORS TRUST INC   S    COM              46614H301      151     8381 SH       DEFINED 01 02               0        0     8381
J. JILL GROUP INC   S          COM              466189107      725    45855 SH       DEFINED 01              45855        0        0
JLG INDUSTRIES   S             COM              466210101     7148   195363 SH       DEFINED 01             195363        0        0
JLG INDUSTRIES   S             COM              466210101        6      160 SH       DEFINED 01 02               0      160        0
JLG INDUSTRIES   S             COM              466210101       35      956 SH       DEFINED 02                956        0        0
JPMORGAN CHASE & CO   S        COM              46625H100   161143  4749303 SH       DEFINED 01            4749303        0        0
JPMORGAN CHASE & CO   S        COM              46625H100      220     6488 SH       DEFINED 01 02               0     6488        0
JPMORGAN CHASE & CO   S        COM              46625H100    25344   746947 SH       DEFINED 01 03               0   746947        0
JPMORGAN CHASE & CO   S        COM              46625H100    37090  1093214 SH       DEFINED 01 11               0        0  1093214
J2 GLOBAL COMM INC.   S        COM              46626E205     5826   144136 SH       DEFINED 01             144136        0        0
J2 GLOBAL COMM INC.   S        COM              46626E205     1306    32280 SH       DEFINED 01 02               0    32280        0
J2 GLOBAL COMM INC.   S        COM              46626E205      170     4200 SH       DEFINED 01 03               0     4200        0
J2 GLOBAL COMM INC.   S        COM              46626E205     3044    75332 SH       DEFINED 01 11               0        0    75332
J2 GLOBAL COMM INC.   S        COM              46626E205      683    16900 SH       DEFINED 02              16900        0        0
JABIL CIRCUT   S               COM              466313103     2081    67273 SH       DEFINED 01              67273        0        0
JABIL CIRCUT   S               COM              466313103       44     1419 SH       DEFINED 01 02               0     1419        0
JABIL CIRCUT   S               COM              466313103     1131    36564 SH       DEFINED 01 03               0    36564        0
JABIL CIRCUT   S               COM              466313103       73     2368 SH       DEFINED 02               2368        0        0
JACK IN THE BOX INC   S        COM              466367109     7729   258391 SH       DEFINED 01             258391        0        0
JACK IN THE BOX INC   S        COM              466367109      988    33010 SH       DEFINED 01 02               0    33010        0
JACK IN THE BOX INC   S        COM              466367109      141     4720 SH       DEFINED 01 03               0     4720        0
JACK IN THE BOX INC   S        COM              466367109      557    18600 SH       DEFINED 02              18600        0        0
JACKSON HEWITT TAX SERVICE   S COM              468202106     3536   147870 SH       DEFINED 01                  0        0   147870
JACKSON HEWITT TAX SERVICE   S COM              468202106        7      300 SH       DEFINED 01 02               0        0      300
JACOBS ENGR GROUP   S          COM              469814107      250     3709 SH       DEFINED 01               3709        0        0
JACOBS ENGR GROUP   S          COM              469814107       26      391 SH       DEFINED 01 02               0      391        0
JAKKS PACIFIC INC   S          COM              47012E106     4386   270142 SH       DEFINED 01             270142        0        0
JAKKS PACIFIC INC   S          COM              47012E106       21     1300 SH       DEFINED 02               1300        0        0
JANUS CAPITAL GROUP   S        COM              47102X105     1352    93553 SH       DEFINED 01              93553        0        0
JANUS CAPITAL GROUP   S        COM              47102X105       37     2530 SH       DEFINED 01 02               0     2530        0
JANUS CAPITAL GROUP   S        COM              47102X105      685    47398 SH       DEFINED 01 03               0    47398        0
JANUS CAPITAL GROUP   S        COM              47102X105       71     4920 SH       DEFINED 02               4920        0        0
JARDEN CORP   S                COM              471109108     3863    94054 SH       DEFINED 01              94054        0        0
JARDEN CORP   S                COM              471109108        8      195 SH       DEFINED 01 02               0      195        0
JARDEN CORP   S                COM              471109108     2995    72954 SH       DEFINED 01 11               0        0    72954
JEFFERIES GROUP -NEW   S       COM              472319102     2859    65640 SH       DEFINED 01              65640        0        0
JEFFERIES GROUP -NEW   S       COM              472319102     1049    24123 SH       DEFINED 01 02               0    24123        0
JEFFERIES GROUP -NEW   S       COM              472319102      154     3526 SH       DEFINED 01 03               0     3526        0
JEFFERIES GROUP -NEW   S       COM              472319102      584    13400 SH       DEFINED 02              13400        0        0
JEFFERSON PILOT   S            COM              475070108    43251   845214 SH       DEFINED 01             845214        0        0
JEFFERSON PILOT   S            COM              475070108       57     1119 SH       DEFINED 01 02               0     1119        0
JEFFERSON PILOT   S            COM              475070108     1466    28659 SH       DEFINED 01 03               0    28659        0
JO-ANN STORES INC.   S         COM              47758P307      905    52330 SH       DEFINED 01                  0        0    52330
JOHNSON & JOHNSON   S          COM              478160104      916    14489 SH       DEFINED 00                  0        0    14489
JOHNSON & JOHNSON   S          COM              478160104   580477  9173180 SH       DEFINED 01            9173180        0        0
JOHNSON & JOHNSON   S          COM              478160104     7007   110706 SH       DEFINED 01 02               0   110706        0
JOHNSON & JOHNSON   S          COM              478160104    41572   656943 SH       DEFINED 01 03               0   656943        0
JOHNSON & JOHNSON   S          COM              478160104   195274  3087279 SH       DEFINED 01 11               0   151442  2935837
JOHNSON & JOHNSON   S          COM              478160104     2377    37561 SH       DEFINED 02              31561        0     6000
JOHNSON CONTROLS   S           COM              478366107     8833   142356 SH       DEFINED 01             142356        0        0
JOHNSON CONTROLS   S           COM              478366107       99     1586 SH       DEFINED 01 02               0     1586        0
JOHNSON CONTROLS   S           COM              478366107     2540    40940 SH       DEFINED 01 03               0    40940        0
JOHNSON CONTROLS   S           COM              478366107      124     1994 SH       DEFINED 02               1994        0        0
JONES APPAREL GROUP   S        COM              480074103      197     6912 SH       DEFINED 01               6912        0        0
JONES APPAREL GROUP   S        COM              480074103       39     1368 SH       DEFINED 01 02               0     1368        0
JONES APPAREL GROUP   S        COM              480074103      717    25174 SH       DEFINED 01 03               0    25174        0
JONES APPAREL GROUP   S        COM              480074103      238     8400 SH       DEFINED 01 11               0        0     8400
JONES LANG LASALLE INC   S     COM              48020Q107     2810    61000 SH       DEFINED 01              61000        0        0
JONES LANG LASALLE INC   S     COM              48020Q107        7      150 SH       DEFINED 01 02               0      150        0
JONES LANG LASALLE INC   S     COM              48020Q107       20      430 SH       DEFINED 02                430        0        0
EARLE M JORGENSEN CO   S       COM              480829100     1374   144143 SH       DEFINED 01             144143        0        0
JOS A BANK CLOTHIERS INC   S   COM              480838101     1908    44131 SH       DEFINED 01              44131        0        0
JOS A BANK CLOTHIERS INC   S   COM              480838101        6      140 SH       DEFINED 01 02               0      140        0
JOURNAL COMM INC - A   S       COM              481130102     1013    68000 SH       DEFINED 01              68000        0        0
JOURNAL REGISTER CO   S        COM              481138105     2032   125592 SH       DEFINED 01             125592        0        0
JOURNAL REGISTER CO   S        COM              481138105     1063    65810 SH       DEFINED 01 02               0    65810        0
JOURNAL REGISTER CO   S        COM              481138105      144     8900 SH       DEFINED 01 03               0     8900        0
JOURNAL REGISTER CO   S        COM              481138105      567    35000 SH       DEFINED 02              35000        0        0
JOY GLOBAL INC   S             COM              481165108     2548    50507 SH       DEFINED 01                  0        0    50507
JOY GLOBAL INC   S             COM              481165108     4211    83659 SH       DEFINED 01 11               0        0    83659
JOY GLOBAL INC   S             COM              481165108       81     1600 SH       DEFINED 02                  0        0     1600
JUNIPER   S   S                COM              48203R104    37975  1596259 SH       DEFINED 01            1596259        0        0
JUNIPER   S   S                COM              48203R104    10036   421915 SH       DEFINED 01 02               0   421915        0
JUNIPER   S   S                COM              48203R104     2676   112484 SH       DEFINED 01 03               0   112484        0
K&F INDUSTRIES HOLDINGS INC    COM              482241106     2670   160000 SH       DEFINED 01 11               0   160000        0
KCS ENERGY INC   S             COM              482434206     2102    76352 SH       DEFINED 01              76352        0        0
KFX INC   S                    COM              48245L107        3      180 SH       DEFINED 01 02               0      180        0
KKR FINANCIAL CORP   S   S     COM              482476306     3546   159436 SH       DEFINED 01             159436        0        0
KKR FINANCIAL CORP   S   S     COM              482476306      728    32710 SH       DEFINED 01 02               0    32710        0
KKR FINANCIAL CORP   S   S     COM              482476306      100     4500 SH       DEFINED 01 03               0     4500        0
KKR FINANCIAL CORP   S   S     COM              482476306      564    25370 SH       DEFINED 02              25370        0        0
KLA-TENCOR CORP   S            COM              482480100     1687    34594 SH       DEFINED 00              34594        0        0
KLA-TENCOR CORP   S            COM              482480100    33870   694603 SH       DEFINED 01             694603        0        0
KLA-TENCOR CORP   S            COM              482480100     1379    28284 SH       DEFINED 01 02               0    28284        0
KLA-TENCOR CORP   S            COM              482480100     3022    61993 SH       DEFINED 01 03               0    61993        0
KMG AMERICA CORP   S           COM              482563103      179    22400 SH       DEFINED 01                  0        0    22400
K-SWISS   S                    COM              482686102     8771   296622 SH       DEFINED 01             296622        0        0
K-SWISS   S                    COM              482686102        4      120 SH       DEFINED 01 02               0      120        0
K-SWISS   S                    COM              482686102       12      400 SH       DEFINED 02                400        0        0
KT CORP - SPON ADR   FSUSD     COM              48268K101      527    23400 SH       DEFINED 01                  0        0    23400
K-TRON INTERNATIONAL INC   S   COM              482730108      291     8600 SH       DEFINED 01               8600        0        0
K2 INC   S                     COM              482732104     2872   251932 SH       DEFINED 01             251932        0        0
KNBT BANCORP INC   S           COM              482921103      472    30300 SH       DEFINED 01              30300        0        0
KAMAN CORP   S                 COM              483548103     1696    82894 SH       DEFINED 01                  0        0    82894
KAMAN CORP   S                 COM              483548103       25     1200 SH       DEFINED 02                  0        0     1200
KANBAY INTERNATIONAL INC   S   COM              48369P207      267    14230 SH       DEFINED 01                  0        0    14230
KANBAY INTERNATIONAL INC   S   COM              48369P207      119     6301 SH       DEFINED 01 02               0        0     6301
KANSAS CITY SO   S             COM              485170302     5029   215764 SH       DEFINED 01             215764        0        0
KAYDON CORP   S                COM              486587108    11886   418415 SH       DEFINED 01             418415        0        0
KEANE INC   S                  COM              486665102      767    67100 SH       DEFINED 01              67100        0        0
KB HOME   S                    COM              48666K109     8898   121545 SH       DEFINED 01             121545        0        0
KB HOME   S                    COM              48666K109      181     2478 SH       DEFINED 01 02               0     2478        0
KB HOME   S                    COM              48666K109     1207    16490 SH       DEFINED 01 03               0    16490        0
KB HOME   S                    COM              48666K109     7276    99601 SH       DEFINED 01 11               0        0    99601
KB HOME   S                    COM              48666K109      242     3304 SH       DEFINED 02               3304        0        0
KEITHLEY INSTRUMENTS   S       COM              487584104      471    32285 SH       DEFINED 01              32285        0        0
KELLOGG CO.   S                COM              487836108    79665  1726981 SH       DEFINED 01            1726981        0        0
KELLOGG CO.   S                COM              487836108      209     4533 SH       DEFINED 01 02               0     1167     3366
KELLOGG CO.   S                COM              487836108     2513    54469 SH       DEFINED 01 03               0    54469        0
KELLWOOD   S                   COM              488044108     2946   113959 SH       DEFINED 01             113959        0        0
KELLWOOD   S                   COM              488044108       23      900 SH       DEFINED 02                900        0        0
KEMET CORP   S                 COM              488360108      355    42300 SH       DEFINED 01              42300        0        0
KENDLE INTERNATIONAL   S       COM              48880L107      711    25249 SH       DEFINED 01              25249        0        0
KENDLE INTERNATIONAL   S       COM              48880L107      296    10524 SH       DEFINED 01 11               0        0    10524
KENNAMETAL INC   S             COM              489170100     4664    95116 SH       DEFINED 01              95116        0        0
KENNAMETAL INC   S             COM              489170100     2166    44130 SH       DEFINED 01 02               0    44130        0
KENNAMETAL INC   S             COM              489170100      307     6270 SH       DEFINED 01 03               0     6270        0
KENNAMETAL INC   S             COM              489170100     1238    25220 SH       DEFINED 02              25220        0        0
KENSEY NASH CORP   S           COM              490057106     3501   114189 SH       DEFINED 01             114189        0        0
KERR MCGEE   S                 COM              492386107     1090    11235 SH       DEFINED 00                  0        0    11235
KERR MCGEE   S                 COM              492386107    50840   523522 SH       DEFINED 01             523522        0        0
KERR MCGEE   S                 COM              492386107     2382    24533 SH       DEFINED 01 03               0    24533        0
KERR MCGEE   S                 COM              492386107   131683  1357090 SH       DEFINED 01 11               0    53774  1303316
KERR MCGEE   S                 COM              492386107      444     4580 SH       DEFINED 02                580        0     4000
KERYX BIOPHARMACEUTICALS   S   COM              492515101      869    55152 SH       DEFINED 01              55152        0        0
KERYX BIOPHARMACEUTICALS   S   COM              492515101       79     5040 SH       DEFINED 01 02               0        0     5040
KEY ENERGY SERVICES   S        COM              492914106      563    38200 SH       DEFINED 01              38200        0        0
KEY TECHNOLOGY INC   S         COM              493143101     2786   196200 SH       DEFINED 01             196200        0        0
KEY TRONIC CORP   S            COM              493144109       85    20700 SH       DEFINED 01              20700        0        0
KEYCORP NEW   S                COM              493267108    11597   359590 SH       DEFINED 01             359590        0        0
KEYCORP NEW   S                COM              493267108     2807    87031 SH       DEFINED 01 03               0    87031        0
KEYCORP NEW   S                COM              493267108      196     6050 SH       DEFINED 01 11               0        0     6050
KEYCORP NEW   S                COM              493267108      170     5283 SH       DEFINED 02               5283        0        0
KEYSPAN CORP   S               COM              49337W100     8918   242466 SH       DEFINED 01             242466        0        0
KEYSPAN CORP   S               COM              49337W100     1363    37054 SH       DEFINED 01 03               0    37054        0
KILROY REALTY   S              COM              49427F108     5611   100157 SH       DEFINED 01             100157        0        0
KIMBERLY CLARK   S             COM              494368103    11187   187928 SH       DEFINED 01             187928        0        0
KIMBERLY CLARK   S             COM              494368103       22      373 SH       DEFINED 01 02               0      373        0
KIMBERLY CLARK   S             COM              494368103     6029   101276 SH       DEFINED 01 03               0   101276        0
KIMBERLY CLARK   S             COM              494368103     4032    67700 SH       DEFINED 01 11               0        0    67700
KIMBERLY CLARK   S             COM              494368103      137     2300 SH       DEFINED 02               2300        0        0
KIMCO REALTY CORP   S          COM              49446R109     3940   125400 SH       DEFINED 01             125400        0        0
KIMCO REALTY CORP   S          COM              49446R109       30      940 SH       DEFINED 02                940        0        0
KINDER MORGAN ENERGY   S       COM              494550106    10052   190200 SH       DEFINED 01                  0        0   190200
KINDER MORGAN INC   S          COM              49455P101    18467   192043 SH       DEFINED 01             192043        0        0
KINDER MORGAN INC   S          COM              49455P101      109     1125 SH       DEFINED 01 02               0     1125        0
KINDER MORGAN INC   S          COM              49455P101     1954    20317 SH       DEFINED 01 03               0    20317        0
KINDER MORGAN INC   S          COM              49455P101      249     2589 SH       DEFINED 02               2589        0        0
KINDER MORGAN MGMT.   S        COM              49455U100        0        2 SH       DEFINED 01                  0        0        2
KINDRED HEALTHCARE   S         COM              494580103     3753   125918 SH       DEFINED 01             125918        0        0
KINDRED HEALTHCARE   S         COM              494580103     1011    33930 SH       DEFINED 01 02               0    33930        0
KINDRED HEALTHCARE   S         COM              494580103      146     4900 SH       DEFINED 01 03               0     4900        0
KINDRED HEALTHCARE   S         COM              494580103      566    19000 SH       DEFINED 02              19000        0        0
KINETIC CONCEPTS INC.   S      COM              49460W208    43092   758666 SH       DEFINED 01                  0        0   758666
KINETIC CONCEPTS INC.   S      COM              49460W208    13130   231156 SH       DEFINED 01 02               0        0   231156
KINETIC CONCEPTS INC.   S      COM              49460W208     3643    64138 SH       DEFINED 01 03               0        0    64138
KING PHARMACEUTICAL   S        COM              495582108     2197   142901 SH       DEFINED 01             142901        0        0
KING PHARMACEUTICAL   S        COM              495582108      791    51399 SH       DEFINED 01 03               0    51399        0
KING PHARMACEUTICAL   S        COM              495582108       23     1470 SH       DEFINED 02               1470        0        0
KINROSS GOLD CORP   FSUSD      COM              496902404     8114  1056577 SH       DEFINED 01            1056577        0        0
KINROSS GOLD CORP   FSUSD      COM              496902404       63     8210 SH       DEFINED 01 02               0        0     8210
KIRBY CORP   S                 COM              497266106    18200   368183 SH       DEFINED 01             368183        0        0
KIRBY CORP   S                 COM              497266106     1143    23110 SH       DEFINED 01 02               0    23110        0
KIRBY CORP   S                 COM              497266106      133     2700 SH       DEFINED 01 03               0     2700        0
KIRBY CORP   S                 COM              497266106      631    12770 SH       DEFINED 02              12770        0        0
KITE REALTY GROUP TRUST   S    COM              49803T102      646    43300 SH       DEFINED 01              43300        0        0
KNIGHT CAPITAL GRP INC   S     COM              499005106     9960  1198542 SH       DEFINED 01            1198542        0        0
KNIGHT CAPITAL GRP INC   S     COM              499005106       16     1900 SH       DEFINED 02               1900        0        0
KNIGHT RIDDER   S              COM              499040103     4121    70250 SH       DEFINED 01              70250        0        0
KNIGHT RIDDER   S              COM              499040103      866    14757 SH       DEFINED 01 03               0    14757        0
KNIGHT TRANSPORTATION   S      COM              499064103     2348    96373 SH       DEFINED 01              96373        0        0
KOHLS CORP   S                 COM              500255104    27267   543386 SH       DEFINED 01             543386        0        0
KOHLS CORP   S                 COM              500255104       46      921 SH       DEFINED 01 02               0        0      921
KOHLS CORP   S                 COM              500255104     3678    73290 SH       DEFINED 01 03               0    73290        0
KOHLS CORP   S                 COM              500255104     1878    37753 SH       DEFINED 01 11               0        0    37753
KOMAG INC   S                  COM              500453204     5966   186648 SH       DEFINED 01             186648        0        0
KOMAG INC   S                  COM              500453204      915    28580 SH       DEFINED 01 02               0    28580        0
KOMAG INC   S                  COM              500453204      109     3400 SH       DEFINED 01 03               0     3400        0
KOMAG INC   S                  COM              500453204      553    17300 SH       DEFINED 02              17300        0        0
PHILIPS ELECTRON NYS   FSUSD   COM              500472303      200     7500 SH       DEFINED 01               7500        0        0
KOOKMIN BANK ADR   FSUSD       COM              50049M109     2427    40978 SH       DEFINED 01 11               0        0    40978
KOPIN   S                      COM              500600101     1082   155710 SH       DEFINED 01             155710        0        0
KEPCO ADR (KEP US$)   FSUSD    COM              500631106      399    22550 SH       DEFINED 01                  0        0    22550
KORN FERRY INTL   S            COM              500643200      279    17000 SH       DEFINED 01              17000        0        0
KOS PHARMACEUTICALS INC   S    COM              500648100      447     6685 SH       DEFINED 01               6685        0        0
KRAFT FOODS INC - A   S        COM              50075N104    10503   343351 SH       DEFINED 01             343351        0        0
KRAFT FOODS INC - A   S        COM              50075N104     2610    85379 SH       DEFINED 01 11               0        0    85379
KRISPY KREME DONUTS   S        COM              501014104       90    14400 SH       DEFINED 01              14400        0        0
KROGER CO.   S                 COM              501044101    16316   792400 SH       DEFINED 01             792400        0        0
KROGER CO.   S                 COM              501044101      111     5403 SH       DEFINED 01 02               0     5403        0
KROGER CO.   S                 COM              501044101     3170   153947 SH       DEFINED 01 03               0   153947        0
KROGER CO.   S                 COM              501044101      425    20600 SH       DEFINED 01 11               0        0    20600
KROGER CO.   S                 COM              501044101      316    15366 SH       DEFINED 02              15366        0        0
KRONOS INC   S                 COM              501052104    18323   410442 SH       DEFINED 01             410442        0        0
KRONOS INC   S                 COM              501052104     5485   122888 SH       DEFINED 01 02               0   122888        0
KRONOS INC   S                 COM              501052104     1503    33660 SH       DEFINED 01 03               0    33660        0
KRONOS WORLDWIDE INC   S       COM              50105F105        1       33 SH       DEFINED 01                  0        0       33
KULICKE & SOFFA IND   S        COM              501242101      851   117409 SH       DEFINED 01             117409        0        0
KULICKE & SOFFA IND   S        COM              501242101      248    34179 SH       DEFINED 01 02               0        0    34179
KYPHON INC.   S                COM              501577100     7642   173953 SH       DEFINED 01             173953        0        0
KYPHON INC.   S                COM              501577100     1740    39641 SH       DEFINED 01 02               0    39641        0
KYPHON INC.   S                COM              501577100      235     5341 SH       DEFINED 01 03               0     5341        0
KYPHON INC.   S                COM              501577100     2401    54703 SH       DEFINED 01 11               0        0    54703
KYPHON INC.   S                COM              501577100       18      400 SH       DEFINED 02                400        0        0
LCA-VISION INC   S             COM              501803308     6835   184122 SH       DEFINED 01             184122        0        0
LCA-VISION INC   S             COM              501803308        6      160 SH       DEFINED 01 02               0      160        0
LCA-VISION INC   S             COM              501803308       26      700 SH       DEFINED 02                700        0        0
LKQ CORP   S                   COM              501889208       91     3000 SH       DEFINED 01                  0        0     3000
LSI LOGIC   S                  COM              502161102     1559   158426 SH       DEFINED 01             158426        0        0
LSI LOGIC   S                  COM              502161102       44     4478 SH       DEFINED 01 02               0     4478        0
LSI LOGIC   S                  COM              502161102      818    83082 SH       DEFINED 01 03               0    83082        0
LSI LOGIC   S                  COM              502161102       33     3400 SH       DEFINED 02               3400        0        0
LSI INDUSTRIES INC   S         COM              50216C108     1230    64700 SH       DEFINED 01              64700        0        0
LTC PROPERTIES   S             COM              502175102     1348    63600 SH       DEFINED 01              63600        0        0
L-3 COMMUNICATIONS   S         COM              502424104      548     6920 SH       DEFINED 01               6920        0        0
L-3 COMMUNICATIONS   S         COM              502424104     1995    25230 SH       DEFINED 01 03               0    25230        0
LA QUINTA CORP   S             COM              50419U202     5054   581500 SH       DEFINED 01             581500        0        0
LA-Z-BOY INC   S               COM              505336107     2211   167618 SH       DEFINED 01             167618        0        0
LA-Z-BOY INC   S               COM              505336107       36     2735 SH       DEFINED 02               2735        0        0
LABOR READY INC   S            COM              505401208     8998   350798 SH       DEFINED 01             350798        0        0
LABOR READY INC   S            COM              505401208       11      410 SH       DEFINED 01 02               0      410        0
LABOR READY INC   S            COM              505401208       21      800 SH       DEFINED 02                800        0        0
LABONE INC   S                 COM              50540L105     1717    39480 SH       DEFINED 01              39480        0        0
LAB CORP OF AMERICA   S        COM              50540R409      650    13344 SH       DEFINED 00                  0        0    13344
LAB CORP OF AMERICA   S        COM              50540R409      384     7886 SH       DEFINED 01               7886        0        0
LAB CORP OF AMERICA   S        COM              50540R409     1399    28730 SH       DEFINED 01 03               0    28730        0
LAB CORP OF AMERICA   S        COM              50540R409    62196  1277135 SH       DEFINED 01 11               0    72244  1204891
LAB CORP OF AMERICA   S        COM              50540R409      173     3550 SH       DEFINED 02                550        0     3000
LABRANCHE & CO   S             COM              505447102      216    24800 SH       DEFINED 01              24800        0        0
LACLEDE GROUP INC   S          COM              505597104     1551    47740 SH       DEFINED 01              47740        0        0
LAM RESEARCH CORP   S          COM              512807108     6871   225472 SH       DEFINED 01 02               0   225472        0
LAM RESEARCH CORP   S          COM              512807108     1222    40098 SH       DEFINED 01 03               0    40098        0
LAMAR ADVERTISING.   S         COM              512815101      721    15910 SH       DEFINED 00                  0        0    15910
LAMAR ADVERTISING.   S         COM              512815101      691    15240 SH       DEFINED 01              15240        0        0
LAMAR ADVERTISING.   S         COM              512815101       16      352 SH       DEFINED 01 03               0      352        0
LAMAR ADVERTISING.   S         COM              512815101    20095   443188 SH       DEFINED 01 11               0     6892   436296
LAMAR ADVERTISING.   S         COM              512815101       20      440 SH       DEFINED 02                440        0        0
LAMSON & SESSIONS CO   S       COM              513696104      535    29181 SH       DEFINED 01              29181        0        0
LANCASTER COLONY COR   S       COM              513847103     5390   125344 SH       DEFINED 01             125344        0        0
LANCASTER COLONY COR   S       COM              513847103       22      500 SH       DEFINED 02                500        0        0
LANCE INC   S                  COM              514606102     4303   246373 SH       DEFINED 01             246373        0        0
LANDEC CORP   S                COM              514766104      478    65433 SH       DEFINED 01              65433        0        0
LANDAMERICA FINL   S           COM              514936103     6963   107712 SH       DEFINED 01             107712        0        0
LANDAMERICA FINL   S           COM              514936103     1545    23910 SH       DEFINED 01 02               0    23910        0
LANDAMERICA FINL   S           COM              514936103      194     3000 SH       DEFINED 01 03               0     3000        0
LANDAMERICA FINL   S           COM              514936103      990    15300 SH       DEFINED 02              15300        0        0
LANDRY`S RESTAURANTS   S       COM              51508L103     1098    37469 SH       DEFINED 01              37469        0        0
LANDSTAR SYSTEM INC   S        COM              515098101     8972   224122 SH       DEFINED 01             224122        0        0
LANDSTAR SYSTEM INC   S        COM              515098101        2       60 SH       DEFINED 01 02               0       60        0
LAS VEGAS SANDS CORP   S       COM              517834107      494    15000 SH       DEFINED 01                  0        0    15000
LASALLE HOTEL PROPERTIES   S   COM              517942108     3186    92450 SH       DEFINED 01              92450        0        0
LASERSCOPE   S                 COM              518081104      103     3648 SH       DEFINED 01               3648        0        0
LASERSCOPE   S                 COM              518081104        3      110 SH       DEFINED 01 02               0      110        0
ESTEE  LAUDER   S              COM              518439104     4162   119496 SH       DEFINED 01             119496        0        0
ESTEE  LAUDER   S              COM              518439104        9      272 SH       DEFINED 01 02               0      173       99
ESTEE  LAUDER   S              COM              518439104     3497   100400 SH       DEFINED 01 11               0        0   100400
LAWSON PRODUCTS   S            COM              520776105      426    11591 SH       DEFINED 01              11591        0        0
LAYNE CHRISTENSEN CO   S       COM              521050104      415    17626 SH       DEFINED 01              17626        0        0
LEAP WIRELESS INTL INC   S     COM              521863308      492    14004 SH       DEFINED 00                  0        0    14004
LEAP WIRELESS INTL INC   S     COM              521863308     4196   119225 SH       DEFINED 01                  0        0   119225
LEAP WIRELESS INTL INC   S     COM              521863308        7      190 SH       DEFINED 01 02               0        0      190
LEAP WIRELESS INTL INC   S     COM              521863308    97291  2767081 SH       DEFINED 01 11               0        0  2767081
LEAR CORP   S                  COM              521865105    11612   341817 SH       DEFINED 01             341817        0        0
LEAR CORP   S                  COM              521865105       41     1216 SH       DEFINED 01 02               0     1216        0
LEAR CORP   S                  COM              521865105       33     1000 SH       DEFINED 01 11               0        0     1000
LECG CORP   S                  COM              523234102      760    33043 SH       DEFINED 01              33043        0        0
LEE ENTERPRISES INC   S        COM              523768109     1359    32000 SH       DEFINED 01              32000        0        0
LEGGETT & PLATT   S            COM              524660107     3717   183987 SH       DEFINED 01             183987        0        0
LEGGETT & PLATT   S            COM              524660107       10      510 SH       DEFINED 01 02               0      510        0
LEGGETT & PLATT   S            COM              524660107      810    40101 SH       DEFINED 01 03               0    40101        0
LEGG MASON INC   S             COM              524901105    80703   735744 SH       DEFINED 01             735744        0        0
LEGG MASON INC   S             COM              524901105    31980   291541 SH       DEFINED 01 02               0   287223     4318
LEGG MASON INC   S             COM              524901105     8537    77831 SH       DEFINED 01 03               0    77831        0
LEGG MASON INC   S             COM              524901105    69282   632378 SH       DEFINED 01 11               0        0   632378
LEHMAN BROS HOLDINGS   S       COM              524908100      560     4805 SH       DEFINED 00                  0        0     4805
LEHMAN BROS HOLDINGS   S       COM              524908100   105891   909099 SH       DEFINED 01             909099        0        0
LEHMAN BROS HOLDINGS   S       COM              524908100      375     3216 SH       DEFINED 01 02               0     2205     1011
LEHMAN BROS HOLDINGS   S       COM              524908100     9920    85164 SH       DEFINED 01 03               0    85164        0
LEHMAN BROS HOLDINGS   S       COM              524908100    42492   364800 SH       DEFINED 01 11               0    40788   324012
LEHMAN BROS HOLDINGS   S       COM              524908100      839     7204 SH       DEFINED 02               4204        0     3000
LENNAR CORP   S                COM              526057104    10399   174020 SH       DEFINED 01             174020        0        0
LENNAR CORP   S                COM              526057104      121     2038 SH       DEFINED 01 02               0     2038        0
LENNAR CORP   S                COM              526057104       23      380 SH       DEFINED 02                380        0        0
LENNOX INTL   S                COM              526107107     7578   276500 SH       DEFINED 01             276500        0        0
LENNOX INTL   S                COM              526107107      966    35290 SH       DEFINED 01 02               0    35290        0
LENNOX INTL   S                COM              526107107      118     4300 SH       DEFINED 01 03               0     4300        0
LENNOX INTL   S                COM              526107107      542    19800 SH       DEFINED 02              19800        0        0
LEUCADIA NATL CORP   S         COM              527288104        0        1 SH       DEFINED 01 02               0        1        0
LEVEL 3 COMM   S               COM              52729N100     1426   615000 SH       DEFINED 01             615000        0        0
LEVEL 3 COMM   S               COM              52729N100      603   260060 SH       DEFINED 01 02               0   260060        0
LEVEL 3 COMM   S               COM              52729N100       90    38541 SH       DEFINED 01 03               0    38541        0
LEVEL 3 COMM   S               COM              52729N100      321   138200 SH       DEFINED 02             138200        0        0
LEVITT CORP-CL A   S           COM              52742P108       56     2432 SH       DEFINED 01                  0        0     2432
LEXAR MEDIA INC.   S           COM              52886P104     1578   246500 SH       DEFINED 01             246500        0        0
LEXICON GENETICS INC   S       COM              528872104     1719   431800 SH       DEFINED 01             431800        0        0
LEXICON GENETICS INC   S       COM              528872104        5     1150 SH       DEFINED 01 02               0     1150        0
LEXINGTON CORP PPTYS TR   S    COM              529043101     4789   203367 SH       DEFINED 01             203367        0        0
LEXMARK INTL INC   S           COM              529771107    13113   214785 SH       DEFINED 01             214785        0        0
LEXMARK INTL INC   S           COM              529771107     1541    25246 SH       DEFINED 01 03               0    25246        0
LIBBEY   S                     COM              529898108      478    31473 SH       DEFINED 01              31473        0        0
LIBERTY CORP  S C.   S         COM              530370105      675    14400 SH       DEFINED 01              14400        0        0
LIBERTY GLOBAL INC - A   S     COM              530555101    30158  1113696 SH       DEFINED 01                  0        0  1113696
LIBERTY GLOBAL INC - A   S     COM              530555101      154     5690 SH       DEFINED 01 02               0        0     5690
LIBERTY GLOBAL INC - A   S     COM              530555101       27      994 SH       DEFINED 01 03               0        0      994
LIBERTY GLOBAL INC - A   S     COM              530555101       42     1540 SH       DEFINED 02                  0        0     1540
LIBERTY GLOBAL INC-SERIES C    COM              530555309    38846  1508577 SH       DEFINED 01                  0        0  1508577
LIBERTY GLOBAL INC-SERIES C    COM              530555309      222     8600 SH       DEFINED 01 02               0        0     8600
LIBERTY MEDIA 03.250% 03/15/20 CONV BND         530715AR2      465   600000 PRN      DEFINED 01 02               0        0   600000
LIBERTY MEDIA   S              COM              530718105    47217  5865317 SH       DEFINED 01            5865317        0        0
LIBERTY MEDIA   S              COM              530718105       93    11533 SH       DEFINED 01 02               0    11533        0
LIBERTY MEDIA CORPORATION 00.7 CONV BND         530718AF2     1110  1000000 PRN      DEFINED 01 02               0        0  1000000
LIBERTY PROPERTY TRU.   S      COM              531172104     2155    50664 SH       DEFINED 01              50664        0        0
LIFECELL CORP   S              COM              531927101      350    16185 SH       DEFINED 01              16185        0        0
LIFE SCIENCES RESEARCH INC   S COM              532169109       81     5364 SH       DEFINED 01                  0        0     5364
LIFE TIME FITNESS INC          COM              53217R207     1477    44569 SH       DEFINED 01 11               0    44569        0
LIFEPOINT HOSP INC   S         COM              53219L109      722    16500 SH       DEFINED 01              16500        0        0
LIFEPOINT HOSP INC   S         COM              53219L109        3       80 SH       DEFINED 01 02               0       80        0
LIFEPOINT HOSP INC   S         COM              53219L109       17      400 SH       DEFINED 02                400        0        0
LIFETIME BRANDS INC   S        COM              53222Q103      489    18208 SH       DEFINED 01              18208        0        0
ELI LILLY   S                  COM              532457108    26747   499749 SH       DEFINED 01             499749        0        0
ELI LILLY   S                  COM              532457108    12903   241089 SH       DEFINED 01 03               0   241089        0
ELI LILLY   S                  COM              532457108     1796    33500 SH       DEFINED 01 11               0        0    33500
LIMITED BRANDS INC   S         COM              532716107      417    20380 SH       DEFINED 01              20380        0        0
LIMITED BRANDS INC   S         COM              532716107     1517    74242 SH       DEFINED 01 03               0    74242        0
LIMITED BRANDS INC   S         COM              532716107      273    13400 SH       DEFINED 01 11               0        0    13400
LIN TV CORP   S                COM              532774106     3329   238600 SH       DEFINED 01             238600        0        0
LINCARE HOLDINGS INC   S       COM              532791100    41625  1014012 SH       DEFINED 01            1014012        0        0
LINCARE HOLDINGS INC   S       COM              532791100     3461    84299 SH       DEFINED 01 02               0    84299        0
LINCARE HOLDINGS INC   S       COM              532791100     2383    58060 SH       DEFINED 01 03               0    58060        0
LINCOLN ELECTRIC HLD   S       COM              533900106     4657   118199 SH       DEFINED 01             118199        0        0
LINCOLN ELECTRIC HLD   S       COM              533900106       12      300 SH       DEFINED 02                300        0        0
LINCOLN NAT   S                COM              534187109    57022  1096157 SH       DEFINED 01            1096157        0        0
LINCOLN NAT   S                COM              534187109      111     2132 SH       DEFINED 01 02               0     2132        0
LINCOLN NAT   S                COM              534187109     2687    51645 SH       DEFINED 01 03               0    51645        0
LINCOLN NAT   S                COM              534187109      265     5098 SH       DEFINED 02               5098        0        0
LINDSAY MANUFACTURIN   S       COM              535555106      572    26001 SH       DEFINED 01              26001        0        0
LINEAR TECHNOLOGY   S          COM              535678106    19570   520607 SH       DEFINED 01             520607        0        0
LINEAR TECHNOLOGY   S          COM              535678106     2515    66921 SH       DEFINED 01 03               0    66921        0
LINEAR TECHNOLOGY   S          COM              535678106     1810    48740 SH       DEFINED 01 11               0        0    48740
LINEN & THINGS   S             COM              535679104     3767   141121 SH       DEFINED 01             141121        0        0
LINEN & THINGS   S             COM              535679104       56     2100 SH       DEFINED 02               2100        0        0
LINK ENERGY LLC   S            COM              535763106      192  2140949 SH       DEFINED 01                  0        0  2140949
LINK ENERGY LLC   S            COM              535763106       22   254751 SH       DEFINED 01 02               0        0   254751
LIONBRIDGE TECHNOLOGIES INC.   COM              536252109     3459   512419 SH       DEFINED 01             512419        0        0
LITHIA MOTORS INC CL A   S     COM              536797103     1422    49071 SH       DEFINED 01              49071        0        0
LITHIA MOTORS INC CL A   S     COM              536797103     1122    38730 SH       DEFINED 01 02               0    38730        0
LITHIA MOTORS INC CL A   S     COM              536797103      139     4800 SH       DEFINED 01 03               0     4800        0
LITHIA MOTORS INC CL A   S     COM              536797103      597    20600 SH       DEFINED 02              20600        0        0
LITTELFUSE INC   S             COM              537008104    10456   371695 SH       DEFINED 01             371695        0        0
LIZ CLAIBORNE   S              COM              539320101    10565   268703 SH       DEFINED 01             268703        0        0
LIZ CLAIBORNE   S              COM              539320101       30      745 SH       DEFINED 01 02               0      745        0
LIZ CLAIBORNE   S              COM              539320101      897    22814 SH       DEFINED 01 03               0    22814        0
LLOYDS TSB GROUP ADR   FSUSD   COM              539439109     7686   231300 SH       DEFINED 01                  0        0   231300
LOJACK CORPORATION   S         COM              539451104     1331    62993 SH       DEFINED 01              62993        0        0
LOCKHEED MARTIN CORP   S       COM              539830109   216936  3554026 SH       DEFINED 01            3554026        0        0
LOCKHEED MARTIN CORP   S       COM              539830109     3011    49319 SH       DEFINED 01 02               0    47983     1336
LOCKHEED MARTIN CORP   S       COM              539830109     5460    89452 SH       DEFINED 01 03               0    89452        0
LOCKHEED MARTIN CORP   S       COM              539830109     2295    37600 SH       DEFINED 01 11               0        0    37600
LOCKHEED MARTIN CORPORATION 03 CONV BND         539830AP4     1252  1200000 PRN      DEFINED 01 02               0        0  1200000
LODGENET ENT   S               COM              540211109     1948   132220 SH       DEFINED 01             132220        0        0
LODGIAN INC   S                COM              54021P403     7233   705648 SH       DEFINED 01             705648        0        0
LOEWS CORP   S                 COM              540424108   164120  1775997 SH       DEFINED 01            1775997        0        0
LOEWS CORP   S                 COM              540424108      119     1287 SH       DEFINED 01 02               0     1287        0
LOEWS CORP   S                 COM              540424108     7395    80025 SH       DEFINED 01 03               0    80025        0
LOEWS CORP   S                 COM              540424108      221     2396 SH       DEFINED 02               2396        0        0
LOEWS CORP - CAROLINA GROUP    COM              540424207     8784   221658 SH       DEFINED 01                  0        0   221658
LOEWS CORP - CAROLINA GROUP    COM              540424207       36      910 SH       DEFINED 02                  0        0      910
LONE STAR STEAK HS   S         COM              542307103     3480   133835 SH       DEFINED 01             133835        0        0
LONE STAR STEAK HS   S         COM              542307103      941    36210 SH       DEFINED 01 02               0    36210        0
LONE STAR STEAK HS   S         COM              542307103      114     4400 SH       DEFINED 01 03               0     4400        0
LONE STAR STEAK HS   S         COM              542307103      494    19000 SH       DEFINED 02              19000        0        0
LONE STAR TECHNOLOG   S        COM              542312103     6230   112060 SH       DEFINED 01             112060        0        0
LONE STAR TECHNOLOG   S        COM              542312103        4       70 SH       DEFINED 01 02               0       70        0
LONGS DRUG STORES   S          COM              543162101     8473   197561 SH       DEFINED 01             197561        0        0
LONGS DRUG STORES   S          COM              543162101        3       60 SH       DEFINED 01 02               0       60        0
LONGS DRUG STORES   S          COM              543162101       26      600 SH       DEFINED 02                600        0        0
LOUDEYE CORPORATION   S        COM              545754103     1866  2144605 SH       DEFINED 01            2144605        0        0
LOUDEYE CORPORATION   S        COM              545754103      555   637641 SH       DEFINED 01 02               0        0   637641
LOUISIANA PAC.   S             COM              546347105     1365    49272 SH       DEFINED 01              49272        0        0
LOUISIANA PAC.   S             COM              546347105      653    23576 SH       DEFINED 01 03               0    23576        0
LOUISIANA PAC.   S             COM              546347105       34     1230 SH       DEFINED 02               1230        0        0
LOUSVILLE G & E 05.875% 07/15/ PRF              546676800     1021    10200 SH       DEFINED 01                  0        0    10200
LOWES COMPANIES   S            COM              548661107   170087  2641103 SH       DEFINED 01            2641103        0        0
LOWES COMPANIES   S            COM              548661107     2019    31347 SH       DEFINED 01 02               0    31347        0
LOWES COMPANIES   S            COM              548661107    11199   173901 SH       DEFINED 01 03               0   173901        0
LUBRIZOL CORP   S              COM              549271104     4918   113481 SH       DEFINED 01             113481        0        0
LUBYS INC   S                  COM              549282101      152    11659 SH       DEFINED 01              11659        0        0
LUCENT TECHNOLOGIES   S        COM              549463107        0        1 SH       DEFINED 00                  1        0        0
LUCENT TECHNOLOGIES   S        COM              549463107     2525   776886 SH       DEFINED 01             776886        0        0
LUCENT TECHNOLOGIES   S        COM              549463107     3287  1011416 SH       DEFINED 01 03               0  1011416        0
LUCENT TECHNOLOGIES   S        COM              549463107      972   300000 SH       DEFINED 01 11               0        0   300000
LUCENT TECHNOLOGIES   S        COM              549463107       40    12240 SH       DEFINED 02              12240        0        0
LUFKIN INDUSTRIES IN.   S      COM              549764108      357     8200 SH       DEFINED 01               8200        0        0
LUMINENT MORTGAGE CAPITAL IN   COM              550278303      786   104100 SH       DEFINED 01             104100        0        0
LUMINEX CORP   S               COM              55027E102      293    29140 SH       DEFINED 01              29140        0        0
LYDALL INC   S                 COM              550819106     1560   174764 SH       DEFINED 01             174764        0        0
WILLIAM LYON HOMES   S         COM              552074106      329     2123 SH       DEFINED 01               2123        0        0
LYONDELL CHEMICAL CO   S       COM              552078107    22328   780167 SH       DEFINED 01             780167        0        0
LYONDELL CHEMICAL CO   S       COM              552078107       45     1582 SH       DEFINED 01 02               0     1582        0
LYONDELL CHEMICAL CO   S       COM              552078107       37     1300 SH       DEFINED 02               1300        0        0
M&F WORLDWIDE CORP   S         COM              552541104      159    10249 SH       DEFINED 01              10249        0        0
M&T BK CORP   S                COM              55261F104     2031    19215 SH       DEFINED 01              19215        0        0
M&T BK CORP   S                COM              55261F104     1816    17180 SH       DEFINED 01 03               0    17180        0
M&T BK CORP   S                COM              55261F104       35      330 SH       DEFINED 02                330        0        0
MAF BANCORP   S                COM              55261R108     2549    62169 SH       DEFINED 01              62169        0        0
MBIA INC   S                   COM              55262C100     4437    73184 SH       DEFINED 01              73184        0        0
MBIA INC   S                   COM              55262C100      136     2250 SH       DEFINED 01 02               0     2250        0
MBIA INC   S                   COM              55262C100     1728    28499 SH       DEFINED 01 03               0    28499        0
MBIA INC   S                   COM              55262C100      286     4800 SH       DEFINED 01 11               0        0     4800
MBIA INC   S                   COM              55262C100      237     3897 SH       DEFINED 02               3897        0        0
MBNA   S                       COM              55262L100    36133  1466485 SH       DEFINED 01            1466485        0        0
MBNA   S                       COM              55262L100      186     7539 SH       DEFINED 01 02               0     7127      412
MBNA   S                       COM              55262L100     6590   267458 SH       DEFINED 01 03               0   267458        0
MBNA   S                       COM              55262L100      143     5792 SH       DEFINED 02               5792        0        0
MDC HOLDINGS INC   S           COM              552676108     5770    73135 SH       DEFINED 01              73135        0        0
MDC HOLDINGS INC   S           COM              552676108       29      371 SH       DEFINED 01 02               0      371        0
MDC HOLDINGS INC   S           COM              552676108       12      152 SH       DEFINED 02                152        0        0
MDU RESOURCES GROUP   S        COM              552690109       30      830 SH       DEFINED 02                830        0        0
MCI INC   S                    COM              552691107   213731  8411282 SH       DEFINED 01            8411282        0        0
MCI INC   S                    COM              552691107      560    22050 SH       DEFINED 01 02               0     9070    12980
MCI INC   S                    COM              552691107      236     9310 SH       DEFINED 01 03               0     9310        0
MEMC ELECTRONIC MAT.   S       COM              552715104    42423  1861518 SH       DEFINED 01            1861518        0        0
MEMC ELECTRONIC MAT.   S       COM              552715104      708    31033 SH       DEFINED 01 02               0     4423    26610
MFA MORTGAGE INVESTMENTS INC.  COM              55272X102     2086   340237 SH       DEFINED 01             340237        0        0
MFA MORTGAGE INVESTMENTS INC.  COM              55272X102       74    12000 SH       DEFINED 02              12000        0        0
MGE ENERGY INC.   S            COM              55277P104      304     8307 SH       DEFINED 01               8307        0        0
MGIC INVESTMENT CORP   S       COM              552848103     1010    15730 SH       DEFINED 00              15730        0        0
MGIC INVESTMENT CORP   S       COM              552848103     3554    55354 SH       DEFINED 01              55354        0        0
MGIC INVESTMENT CORP   S       COM              552848103       97     1519 SH       DEFINED 01 02               0     1519        0
MGIC INVESTMENT CORP   S       COM              552848103     1270    19787 SH       DEFINED 01 03               0    19787        0
MGIC INVESTMENT CORP   S       COM              552848103      172     2680 SH       DEFINED 02               2680        0        0
MGI PHARM   S                  COM              552880106    10758   461512 SH       DEFINED 01             461512        0        0
MGI PHARM   S                  COM              552880106    12442   533702 SH       DEFINED 01 02               0   533702        0
MGI PHARM   S                  COM              552880106     2141    91855 SH       DEFINED 01 03               0    91855        0
MGI PHARM   S                  COM              552880106     1479    63458 SH       DEFINED 01 11               0        0    63458
MGM MIRAGE   S                 COM              552953101     4894   111820 SH       DEFINED 01             111820        0        0
MGM MIRAGE   S                 COM              552953101       64     1452 SH       DEFINED 01 02               0     1452        0
MI DEVELOPMENTS INC CL-A   FSU COM              55304X104    14310   424000 SH       DEFINED 01                  0        0   424000
M/I HOMES INC   S              COM              55305B101     2104    38777 SH       DEFINED 01              38777        0        0
M/I HOMES INC   S              COM              55305B101       27      500 SH       DEFINED 02                500        0        0
MKS INSTRUMENT INC   S         COM              55306N104     1844   107000 SH       DEFINED 01             107000        0        0
MKS INSTRUMENT INC   S         COM              55306N104     1262    73240 SH       DEFINED 01 02               0    73240        0
MKS INSTRUMENT INC   S         COM              55306N104      157     9100 SH       DEFINED 01 03               0     9100        0
MKS INSTRUMENT INC   S         COM              55306N104      672    39000 SH       DEFINED 02              39000        0        0
MIVA INC   S                   COM              55311R108      377    62540 SH       DEFINED 01              62540        0        0
MPS GROUP INC   S              COM              553409103     2407   204000 SH       DEFINED 01             204000        0        0
MPS GROUP INC   S              COM              553409103     1192   100970 SH       DEFINED 01 02               0   100970        0
MPS GROUP INC   S              COM              553409103      164    13900 SH       DEFINED 01 03               0    13900        0
MPS GROUP INC   S              COM              553409103      633    53600 SH       DEFINED 02              53600        0        0
MRO SOFTWARE INC   S           COM              55347W105      820    48710 SH       DEFINED 01              48710        0        0
MSC INDUSTRIAL DIRECT CO-A   S COM              553530106      336    10133 SH       DEFINED 01              10133        0        0
MTS SYSTEMS CORP   S           COM              553777103     5464   144649 SH       DEFINED 01             144649        0        0
MTS SYSTEMS CORP   S           COM              553777103      916    24260 SH       DEFINED 01 02               0    24260        0
MTS SYSTEMS CORP   S           COM              553777103      100     2650 SH       DEFINED 01 03               0     2650        0
MTS SYSTEMS CORP   S           COM              553777103      486    12849 SH       DEFINED 02              12849        0        0
MTC TECHNOLOGIES INC   S       COM              55377A106     2733    85452 SH       DEFINED 01                  0        0    85452
MACATAWA BANK CORP   S         COM              554225102       46     1336 SH       DEFINED 01               1336        0        0
MACATAWA BANK CORP   S         COM              554225102        4      120 SH       DEFINED 01 02               0      120        0
MACDERMID INC   S              COM              554273102     2007    76442 SH       DEFINED 01              76442        0        0
MACERICH CO   S                COM              554382101     3247    50000 SH       DEFINED 01              50000        0        0
MACK-CALI REALTY.   S          COM              554489104       35      767 SH       DEFINED 01                767        0        0
MACROMEDIA INC   S             COM              556100105    15074   370648 SH       DEFINED 01             370648        0        0
MACROMEDIA INC   S             COM              556100105      232     5689 SH       DEFINED 01 02               0      607     5082
STEVEN MADDEN LTD.   S         COM              556269108     1208    52698 SH       DEFINED 01              52698        0        0
MAGELLAN HEALTH SERVICES INC   COM              559079207    24156   687231 SH       DEFINED 01                  0        0   687231
MAGELLAN HEALTH SERVICES INC   COM              559079207     2273    64705 SH       DEFINED 01 02               0        0    64705
MAGELLAN HEALTH SERVICES INC   COM              559079207      313     8900 SH       DEFINED 01 03               0        0     8900
MAGELLAN HEALTH SERVICES INC   COM              559079207     1181    33600 SH       DEFINED 02                  0        0    33600
MAGNA ENTERTAINMENT   S        COM              559211107      333    50000 SH       DEFINED 01              50000        0        0
MAGNETEK INC   S               COM              559424106      218    64536 SH       DEFINED 01              64536        0        0
MAGUIRE PROPERTIES INC   S     COM              559775101     2091    69600 SH       DEFINED 01              69600        0        0
MAIDENFORM BRANDS INC   S      COM              560305104      102     7400 SH       DEFINED 01                  0        0     7400
MAIN STREET RESTAURANT GROUP   COM              560345308       43     7849 SH       DEFINED 01               7849        0        0
MAIN STREET BANKS INC   S      COM              56034R102     1825    68115 SH       DEFINED 01              68115        0        0
MAINSOURCE FINANCIAL GROUP I   COM              56062Y102      397    22400 SH       DEFINED 01              22400        0        0
MANHATTAN ASSOCIATES INC   S   COM              562750109     1502    64722 SH       DEFINED 01              64722        0        0
MANITOWOC CO.   S              COM              563571108     9123   181544 SH       DEFINED 01             181544        0        0
MANOR CARE INC   S             COM              564055101     2394    62315 SH       DEFINED 01              62315        0        0
MANOR CARE INC   S             COM              564055101      646    16814 SH       DEFINED 01 03               0    16814        0
MANOR CARE INC 02.125% 08/01/2 CONV BND         564055AL5      509   500000 PRN      DEFINED 01 02               0        0   500000
MANPOWER INC-WIS   S           COM              56418H100    21521   484830 SH       DEFINED 01             484830        0        0
MANTECH INTL CORP-A.   S       COM              564563104     1334    50535 SH       DEFINED 01              50535        0        0
MAP INFO   S                   COM              565105103      631    51471 SH       DEFINED 01              51471        0        0
MARATHON OIL CORP   S          COM              565849106      477     6922 SH       DEFINED 00                  0        0     6922
MARATHON OIL CORP   S          COM              565849106   137948  2001300 SH       DEFINED 01            2001300        0        0
MARATHON OIL CORP   S          COM              565849106      644     9345 SH       DEFINED 01 02               0     9345        0
MARATHON OIL CORP   S          COM              565849106     5364    77825 SH       DEFINED 01 03               0    77825        0
MARATHON OIL CORP   S          COM              565849106    13487   195556 SH       DEFINED 01 11               0    48500   147056
MARATHON OIL CORP   S          COM              565849106      491     7120 SH       DEFINED 02               2120        0     5000
MARCUS CORP   S                COM              566330106      976    48687 SH       DEFINED 01              48687        0        0
MARITRANS INC   S              COM              570363101       71     2221 SH       DEFINED 01               2221        0        0
MARKEL CORP   S                COM              570535104      826     2500 SH       DEFINED 01               2500        0        0
MARSH MCLENNAN CO   S          COM              571748102   113864  3746761 SH       DEFINED 01            3746761        0        0
MARSH MCLENNAN CO   S          COM              571748102       62     2048 SH       DEFINED 01 02               0     2048        0
MARSH MCLENNAN CO   S          COM              571748102     5091   167512 SH       DEFINED 01 03               0   167512        0
MARSH MCLENNAN CO   S          COM              571748102     1894    62400 SH       DEFINED 01 11               0        0    62400
MARSH MCLENNAN CO   S          COM              571748102      177     5815 SH       DEFINED 02               5815        0        0
MARSHALL & ILSLEY   S          COM              571834100     2808    64531 SH       DEFINED 01              64531        0        0
MARSHALL & ILSLEY   S          COM              571834100     1917    44060 SH       DEFINED 01 03               0    44060        0
MARSHALL & ILSLEY   S          COM              571834100       34      780 SH       DEFINED 02                780        0        0
MARRIOTT INTL CL A   S         COM              571903202    21444   340384 SH       DEFINED 01             340384        0        0
MARRIOTT INTL CL A   S         COM              571903202      195     3089 SH       DEFINED 01 02               0      965     2124
MARRIOTT INTL CL A   S         COM              571903202     2294    36406 SH       DEFINED 01 03               0    36406        0
MARRIOTT INTL CL A   S         COM              571903202      101     1599 SH       DEFINED 02               1599        0        0
MARTEK BIOSCIENCES.   S        COM              572901106     1195    34000 SH       DEFINED 01              34000        0        0
MARTEK BIOSCIENCES.   S        COM              572901106        3       80 SH       DEFINED 01 02               0       80        0
MARTEN TRANSPORT   S           COM              573075108     1214    47989 SH       DEFINED 01 02               0    47989        0
MARTEN TRANSPORT   S           COM              573075108      152     6000 SH       DEFINED 01 03               0     6000        0
MARTEN TRANSPORT   S           COM              573075108      646    25550 SH       DEFINED 02              25550        0        0
MARTHA STEWART LIVIN.   S      COM              573083102      277    11091 SH       DEFINED 01              11091        0        0
MARTHA STEWART LIVIN.   S      COM              573083102       10      400 SH       DEFINED 02                400        0        0
MARTIN MARIETTA MATE   S       COM              573284106    59338   756282 SH       DEFINED 01             756282        0        0
MARTIN MARIETTA MATE   S       COM              573284106     4151    52923 SH       DEFINED 01 02               0    52923        0
MARTIN MARIETTA MATE   S       COM              573284106     2739    34910 SH       DEFINED 01 03               0    34910        0
MARTIN MARIETTA MATE   S       COM              573284106      285     3700 SH       DEFINED 01 11               0        0     3700
MARTIN MARIETTA MATE   S       COM              573284106       26      330 SH       DEFINED 02                330        0        0
MASCO CORP   S                 COM              574599106    11905   388048 SH       DEFINED 01             388048        0        0
MASCO CORP   S                 COM              574599106       33     1071 SH       DEFINED 01 02               0     1071        0
MASCO CORP   S                 COM              574599106     2808    91515 SH       DEFINED 01 03               0    91515        0
MASCO CORP   S                 COM              574599106     5676   185200 SH       DEFINED 01 11               0        0   185200
MASCO CORPORATION 00.000% 07/2 CONV BND         574599BB1      551  1200000 PRN      DEFINED 01 02               0        0  1200000
MASSEY ENERGY CO   S           COM              576206106    13050   255530 SH       DEFINED 01             255530        0        0
MASSEY ENERGY CO   S           COM              576206106     7721   151180 SH       DEFINED 01 11               0    73714    77466
MASTEC INC   S                 COM              576323109     1082    98910 SH       DEFINED 01 02               0    98910        0
MASTEC INC   S                 COM              576323109      144    13200 SH       DEFINED 01 03               0    13200        0
MASTEC INC   S                 COM              576323109      575    52700 SH       DEFINED 02              52700        0        0
MATERIAL SCIENCES   S          COM              576674105      433    28757 SH       DEFINED 01              28757        0        0
MATRIA HEALTHCARE IN   S       COM              576817209     2200    58273 SH       DEFINED 01              58273        0        0
MATRIA HEALTHCARE IN   S       COM              576817209       30      800 SH       DEFINED 02                800        0        0
MATRIXONE INC   S              COM              57685P304     1042   198108 SH       DEFINED 01             198108        0        0
MATRIXONE INC   S              COM              57685P304      122    23179 SH       DEFINED 01 02               0        0    23179
MATTEL INC.   S                COM              577081102    10270   615787 SH       DEFINED 01             615787        0        0
MATTEL INC.   S                COM              577081102       60     3581 SH       DEFINED 01 02               0     3581        0
MATTEL INC.   S                COM              577081102     1432    85836 SH       DEFINED 01 03               0    85836        0
MATTEL INC.   S                COM              577081102     4171   250400 SH       DEFINED 01 11               0        0   250400
MATTEL INC.   S                COM              577081102      142     8515 SH       DEFINED 02               8515        0        0
MATTHEWS INTL CORP.   S        COM              577128101      756    20000 SH       DEFINED 01              20000        0        0
MAXTOR CORP   S                COM              577729205     1930   438695 SH       DEFINED 01             438695        0        0
MAXTOR CORP   S                COM              577729205        5     1140 SH       DEFINED 01 02               0     1140        0
MAXIM INTEGRATED   S           COM              57772K101    31985   749928 SH       DEFINED 01             749928        0        0
MAXIM INTEGRATED   S           COM              57772K101     9086   213027 SH       DEFINED 01 02               0   213027        0
MAXIM INTEGRATED   S           COM              57772K101     5567   130506 SH       DEFINED 01 03               0   130506        0
MAXIM INTEGRATED   S           COM              57772K101    27105   635671 SH       DEFINED 01 11               0        0   635671
MAVERICK TUBE CORP   S         COM              577914104     6854   228456 SH       DEFINED 01             228456        0        0
MAXIMUS INC   S                COM              577933104     6232   174290 SH       DEFINED 01             174290        0        0
MAXIMUS INC   S                COM              577933104     1100    30740 SH       DEFINED 01 02               0    30740        0
MAXIMUS INC   S                COM              577933104      132     3700 SH       DEFINED 01 03               0     3700        0
MAXIMUS INC   S                COM              577933104      662    18500 SH       DEFINED 02              18500        0        0
MAYTAG CO   S                  COM              578592107      486    26596 SH       DEFINED 01              26596        0        0
MAYTAG CO   S                  COM              578592107      310    16977 SH       DEFINED 01 03               0    16977        0
MCAFEE INC   S                 COM              579064106     2253    71678 SH       DEFINED 01              71678        0        0
MCAFEE INC   S                 COM              579064106       23      740 SH       DEFINED 02                740        0        0
MCCLATCHY CO   S               COM              579489105     1891    29000 SH       DEFINED 01               2900        0        0
MCCORMICK & CO   S             COM              579780206      255     7810 SH       DEFINED 01                  0        0     7810
MCCORMICK & CO   S             COM              579780206      929    28470 SH       DEFINED 01 03               0        0    28470
MCDATA CORPORATION-A   S       COM              580031201      571   109029 SH       DEFINED 01             109029        0        0
MCDERMOTT INTL   FSUSD         COM              580037109   140932  3849547 SH       DEFINED 01            3849547        0        0
MCDERMOTT INTL   FSUSD         COM              580037109      239     6540 SH       DEFINED 02               6540        0        0
MCDONALDS CORP   S             COM              580135101    30889   922357 SH       DEFINED 01             922357        0        0
MCDONALDS CORP   S             COM              580135101       48     1447 SH       DEFINED 01 02               0     1447        0
MCDONALDS CORP   S             COM              580135101     8902   265805 SH       DEFINED 01 03               0   265805        0
MCDONALDS CORP   S             COM              580135101      666    19900 SH       DEFINED 01 11               0        0    19900
MCG CAPITAL CORP   S           COM              58047P107      103     6140 SH       DEFINED 01                  0        0     6140
MCGRAW-HILL COS INC   S        COM              580645109     5859   121946 SH       DEFINED 01             121946        0        0
MCGRAW-HILL COS INC   S        COM              580645109     3818    79478 SH       DEFINED 01 03               0    79478        0
MCGRAW-HILL COS INC   S        COM              580645109     5956   124000 SH       DEFINED 01 11               0        0   124000
MCKESSON CORP   S              COM              58155Q103    16533   348412 SH       DEFINED 01             348412        0        0
MCKESSON CORP   S              COM              58155Q103      164     3466 SH       DEFINED 01 02               0     3466        0
MCKESSON CORP   S              COM              58155Q103     3111    65565 SH       DEFINED 01 03               0    65565        0
MCKESSON CORP   S              COM              58155Q103      181     3807 SH       DEFINED 02               3807        0        0
MCLEODUSA INC ESCROW   S       COM              582266995        0     2746 SH       DEFINED 01               2746        0        0
MEADE INSTRUMENTS   S          COM              583062104      103    38541 SH       DEFINED 01              38541        0        0
MEADWESTVACO CORP   S          COM              583334107    28324  1025489 SH       DEFINED 01            1025489        0        0
MEADWESTVACO CORP   S          COM              583334107     1080    39118 SH       DEFINED 01 03               0    39118        0
MEADWESTVACO CORP   S          COM              583334107    44944  1627747 SH       DEFINED 01 11               0        0  1627747
MEASUREMENT SPEC INC   S       COM              583421102     2240   105673 SH       DEFINED 01             105673        0        0
MECHEL STEEL GROUP OAO-ADR   F COM              583840103      766    21000 SH       DEFINED 01                  0        0    21000
MEDAREX INC   S                COM              583916101     3065   321948 SH       DEFINED 01             321948        0        0
MEDAREX INC   S                COM              583916101      944    99230 SH       DEFINED 01 02               0    99230        0
MEDAREX INC   S                COM              583916101      107    11200 SH       DEFINED 01 03               0    11200        0
MEDAREX INC   S                COM              583916101      483    50700 SH       DEFINED 02              50700        0        0
MEDCATH CORP   S               COM              58404W109       88     3700 SH       DEFINED 01                  0        0     3700
MEDCO HEALTH SOLUTIONS INC.    COM              58405U102    46769   852959 SH       DEFINED 01             852959        0        0
MEDCO HEALTH SOLUTIONS INC.    COM              58405U102       77     1409 SH       DEFINED 01 02               0     1409        0
MEDCO HEALTH SOLUTIONS INC.    COM              58405U102     3549    64723 SH       DEFINED 01 03               0    64723        0
MEDCO HEALTH SOLUTIONS INC.    COM              58405U102    18323   334260 SH       DEFINED 01 11               0        0   334260
MEDCO HEALTH SOLUTIONS INC.    COM              58405U102      212     3873 SH       DEFINED 02               3873        0        0
MEDIA GENERAL   S              COM              584404107     6555   113000 SH       DEFINED 01             113000        0        0
MEDIACOM COMM CORP   S         COM              58446K105     1704   231000 SH       DEFINED 01             231000        0        0
MEDIACOM COMM CORP   S         COM              58446K105        7      870 SH       DEFINED 01 02               0      870        0
MEDICAL STAFFING NTWK HOLD   S COM              58463F104      110    18786 SH       DEFINED 01                  0        0    18786
MEDICINES COMPANY   S          COM              584688105     1604    69700 SH       DEFINED 01              69700        0        0
MEDICIS PHARMACEUTIC   S       COM              584690309     3998   122784 SH       DEFINED 01             122784        0        0
MEDICIS PHARMACEUTIC   S       COM              584690309      269     8293 SH       DEFINED 01 02               0     8293        0
MEDIMMUNE INC  \   S           COM              584699102    59117  1756806 SH       DEFINED 01            1756806        0        0
MEDIMMUNE INC  \   S           COM              584699102     3199    95033 SH       DEFINED 01 02               0    95033        0
MEDIMMUNE INC  \   S           COM              584699102     3975   118093 SH       DEFINED 01 03               0   118093        0
MEDIMMUNE INC  \   S           COM              584699102    10928   325427 SH       DEFINED 01 11               0        0   325427
MEDTRONIC   S                  COM              585055106   321540  5996651 SH       DEFINED 01            5996651        0        0
MEDTRONIC   S                  COM              585055106     5801   108179 SH       DEFINED 01 02               0   108179        0
MEDTRONIC   S                  COM              585055106    15298   285289 SH       DEFINED 01 03               0   285289        0
MEDTRONIC   S                  COM              585055106    27639   515355 SH       DEFINED 01 11               0        0   515355
MEDTRONIC   S                  COM              585055106      208     3886 SH       DEFINED 02               3886        0        0
MELLON FINANCIAL COR   S       COM              58551A108    61086  1910692 SH       DEFINED 01            1910692        0        0
MELLON FINANCIAL COR   S       COM              58551A108       39     1209 SH       DEFINED 01 02               0     1209        0
MELLON FINANCIAL COR   S       COM              58551A108     3660   114469 SH       DEFINED 01 03               0   114469        0
MELLON FINANCIAL COR   S       COM              58551A108      385    12000 SH       DEFINED 01 11               0        0    12000
MELLON FINANCIAL COR   S       COM              58551A108      259     8100 SH       DEFINED 02               8100        0        0
MENS WEARHOUSE INC   S         COM              587118100     1423    53312 SH       DEFINED 00              53312        0        0
MENS WEARHOUSE INC   S         COM              587118100    11808   442266 SH       DEFINED 01             442266        0        0
MENS WEARHOUSE INC   S         COM              587118100     1297    48590 SH       DEFINED 01 02               0    48590        0
MENS WEARHOUSE INC   S         COM              587118100      186     6985 SH       DEFINED 01 03               0     6985        0
MENS WEARHOUSE INC   S         COM              587118100      723    27065 SH       DEFINED 02              27065        0        0
MENTOR CORP MN   S             COM              587188103     6767   123010 SH       DEFINED 01             123010        0        0
MENTOR CORP MN   S             COM              587188103        6      100 SH       DEFINED 01 02               0      100        0
MENTOR GRAPHIC   S             COM              587200106     8590   998800 SH       DEFINED 01             998800        0        0
MERCANTILE BANK CORP   S       COM              587376104      407     9520 SH       DEFINED 01               9520        0        0
MERCANTILE BANK CORP   S       COM              587376104      783    18296 SH       DEFINED 01 02               0    18296        0
MERCANTILE BANK CORP   S       COM              587376104       93     2165 SH       DEFINED 01 03               0     2165        0
MERCANTILE BANK CORP   S       COM              587376104      415     9694 SH       DEFINED 02               9694        0        0
MERCANTILE BANKSHARE   S       COM              587405101       15      270 SH       DEFINED 01 02               0      270        0
MERCK & CO. INC.   S           COM              589331107   120317  4421789 SH       DEFINED 01            4421789        0        0
MERCK & CO. INC.   S           COM              589331107      842    30947 SH       DEFINED 01 02               0    30947        0
MERCK & CO. INC.   S           COM              589331107    13445   494123 SH       DEFINED 01 03               0   494123        0
MERCK & CO. INC.   S           COM              589331107    18141   666844 SH       DEFINED 01 11               0        0   666844
MERCK & CO. INC.   S           COM              589331107     1176    43203 SH       DEFINED 02              43203        0        0
MERCURY COMP SYS INC   S       COM              589378108     1244    47379 SH       DEFINED 01              47379        0        0
MERCURY INTERACTIVE   S        COM              589405109    33321   841418 SH       DEFINED 01             841418        0        0
MERCURY INTERACTIVE   S        COM              589405109      278     7010 SH       DEFINED 01 02               0        0     7010
MERCURY INTERACTIVE   S        COM              589405109      744    18796 SH       DEFINED 01 03               0    18796        0
MEREDITH CORP   S              COM              589433101      122     2446 SH       DEFINED 01               2446        0        0
MEREDITH CORP   S              COM              589433101      445     8918 SH       DEFINED 01 03               0     8918        0
MERIDIAN BIOSCIENCE INC   S    COM              589584101      457    22085 SH       DEFINED 01              22085        0        0
MERISTAR HOSPITALITY   S       COM              58984Y103      185    20292 SH       DEFINED 01              20292        0        0
MERIT MEDICAL SYSTEMS INC   S  COM              589889104     1080    60870 SH       DEFINED 01              60870        0        0
MERIDIAN GOLD   FSUSD          COM              589975101     2217   101200 SH       DEFINED 01             101200        0        0
MERITAGE  HOMES CORP   S       COM              59001A102     4119    53733 SH       DEFINED 01              53733        0        0
MERRILL LYNCH & CO   S         COM              590188108    93363  1521819 SH       DEFINED 01            1521819        0        0
MERRILL LYNCH & CO   S         COM              590188108       93     1507 SH       DEFINED 01 02               0     1507        0
MERRILL LYNCH & CO   S         COM              590188108    14378   234372 SH       DEFINED 01 03               0   234372        0
MERRILL LYNCH & CO   S         COM              590188108    27731   452022 SH       DEFINED 01 11               0        0   452022
MERRILL LYNCH & CO   S         COM              590188108      170     2767 SH       DEFINED 02               2767        0        0
MESA AIR   S                   COM              590479101      657    79594 SH       DEFINED 01              79594        0        0
METAL MANAGEMENT INC   S       COM              591097209     2634   103907 SH       DEFINED 01                  0        0   103907
METAL MANAGEMENT INC   S       COM              591097209     1042    41121 SH       DEFINED 01 02               0        0    41121
METAL MANAGEMENT INC   S       COM              591097209      113     4450 SH       DEFINED 01 03               0        0     4450
METAL MANAGEMENT INC   S       COM              591097209      511    20150 SH       DEFINED 02                  0        0    20150
METASOLV INC   S               COM              59139P104      163    49861 SH       DEFINED 01              49861        0        0
METHODE ELEC   S               COM              591520200     2174   188751 SH       DEFINED 01             188751        0        0
METHODE ELEC   S               COM              591520200       63     5500 SH       DEFINED 02               5500        0        0
METLIFE INC   S                COM              59156R108     2199    44138 SH       DEFINED 01              44138        0        0
METLIFE INC   S                COM              59156R108       27      542 SH       DEFINED 01 02               0      542        0
METLIFE INC   S                COM              59156R108     8015   160848 SH       DEFINED 01 03               0   160848        0
METLIFE INC   S                COM              59156R108    11430   229750 SH       DEFINED 01 11               0        0   229750
METRIS COMPANIES INC   S       COM              591598107     4070   278152 SH       DEFINED 01             278152        0        0
METRIS COMPANIES INC   S       COM              591598107       53     3600 SH       DEFINED 02               3600        0        0
METROLOGIC INSTRUMENTS   S     COM              591676101     1781    97900 SH       DEFINED 01              97900        0        0
METROLOGIC INSTRUMENTS   S     COM              591676101        3      160 SH       DEFINED 01 02               0      160        0
METTLER TOLEDO   S             COM              592688105      508     9967 SH       DEFINED 01               9967        0        0
MICREL   S                     COM              594793101      216    19247 SH       DEFINED 01              19247        0        0
MICROS SYSTEMS   S             COM              594901100     9772   223355 SH       DEFINED 01             223355        0        0
MICROS SYSTEMS   S             COM              594901100       15      340 SH       DEFINED 01 02               0      340        0
MICROS SYSTEMS   S             COM              594901100     2539    58100 SH       DEFINED 01 11               0        0    58100
MICROS SYSTEMS   S             COM              594901100       31      700 SH       DEFINED 02                700        0        0
MICROSOFT   S                  COM              594918104     1643    63909 SH       DEFINED 00                 55        0    63854
MICROSOFT   S                  COM              594918104   623036 24214277 SH       DEFINED 01           24214277        0        0
MICROSOFT   S                  COM              594918104     6582   255842 SH       DEFINED 01 02               0   255842        0
MICROSOFT   S                  COM              594918104    54216  2107093 SH       DEFINED 01 03               0  2107093        0
MICROSOFT   S                  COM              594918104   267096 10384498 SH       DEFINED 01 11               0   562767  9821731
MICROSOFT   S                  COM              594918104     1384    53793 SH       DEFINED 02              39793        0    14000
MICRO STRATEGY   S             COM              594972408      294     4178 SH       DEFINED 01               4178        0        0
MICRO STRATEGY   S             COM              594972408        2       30 SH       DEFINED 01 02               0       30        0
MICROCHIP TECHNOLOGY INC   S   COM              595017104    47273  1569495 SH       DEFINED 01            1569495        0        0
MICROCHIP TECHNOLOGY INC   S   COM              595017104    22451   745403 SH       DEFINED 01 02               0   745403        0
MICROCHIP TECHNOLOGY INC   S   COM              595017104     5519   183224 SH       DEFINED 01 03               0   183224        0
MICRON TECHNOLOGY   S          COM              595112103      699    52518 SH       DEFINED 01              52518        0        0
MICRON TECHNOLOGY   S          COM              595112103     1742   131007 SH       DEFINED 01 03               0   131007        0
MICROSEMI CORP   S             COM              595137100    14399   563770 SH       DEFINED 01             563770        0        0
MICROSEMI CORP   S             COM              595137100     1268    49616 SH       DEFINED 01 02               0    49616        0
MICROSEMI CORP   S             COM              595137100      149     5832 SH       DEFINED 01 03               0     5832        0
MICROSEMI CORP   S             COM              595137100      687    26900 SH       DEFINED 02              26900        0        0
MICRUS CORP                    COM              59518V102      224    22980 SH       DEFINED 01 11               0    22980        0
MID-AMERICA APT   S            COM              59522J103     2244    48247 SH       DEFINED 01              48247        0        0
MID-STATE BANCSHARES   S       COM              595440108      220     8000 SH       DEFINED 01               8000        0        0
MID-STATE BANCSHARES   S       COM              595440108     1367    49720 SH       DEFINED 01 02               0    49720        0
MID-STATE BANCSHARES   S       COM              595440108      187     6800 SH       DEFINED 01 03               0     6800        0
MID-STATE BANCSHARES   S       COM              595440108      733    26600 SH       DEFINED 02              26600        0        0
MIDAS INC   S                  COM              595626102     1999   100521 SH       DEFINED 01             100521        0        0
MIDDLEBY CORP   S              COM              596278101     4351    60016 SH       DEFINED 01              60016        0        0
MIDDLEBY CORP   S              COM              596278101     1162    16020 SH       DEFINED 01 02               0    16020        0
MIDDLEBY CORP   S              COM              596278101      144     1990 SH       DEFINED 01 03               0     1990        0
MIDDLEBY CORP   S              COM              596278101      624     8610 SH       DEFINED 02               8610        0        0
MIDDLESEX WATER CO.   S        COM              596680108      606    27000 SH       DEFINED 01              27000        0        0
MIDWEST BANC HOLDINGS INC.   S COM              598251106     1301    56289 SH       DEFINED 01              56289        0        0
MILACRON INC   S               COM              598709103      201   112682 SH       DEFINED 01             112682        0        0
MILLENIUM PHARM   S            COM              599902103       13     1394 SH       DEFINED 01 03               0     1394        0
MILLENNIUM BANKSHARES CORP   S COM              60037B106      526    68350 SH       DEFINED 01              68350        0        0
HERMAN MILLER   S              COM              600544100       26      846 SH       DEFINED 01 02               0      846        0
HERMAN MILLER   S              COM              600544100       27      890 SH       DEFINED 02                890        0        0
MILLIPORE CORP   S             COM              601073109      972    15461 SH       DEFINED 01              15461        0        0
MILLIPORE CORP   S             COM              601073109      689    10963 SH       DEFINED 01 03               0    10963        0
MILLS   S                      COM              601148109     2964    53800 SH       DEFINED 01              53800        0        0
MINERALS TECHNOLOGIE   S       COM              603158106     3117    54498 SH       DEFINED 01              54498        0        0
MIPS TECH INC   S              COM              604567107      360    52700 SH       DEFINED 01              52700        0        0
MIPS TECH INC   S              COM              604567107       38     5500 SH       DEFINED 02               5500        0        0
MISONIX INC   S                COM              604871103       94    13100 SH       DEFINED 01              13100        0        0
MISSION WEST PROPERTIES   S    COM              605203108      101    10033 SH       DEFINED 01              10033        0        0
MOBILE TELESYSTM ADR   FSUSD   COM              607409109      708    17422 SH       DEFINED 00                  0        0    17422
MOBILE TELESYSTM ADR   FSUSD   COM              607409109    25295   622050 SH       DEFINED 01 11               0        0   622050
MOBILE TELESYSTM ADR   FSUSD   COM              607409109      122     3000 SH       DEFINED 02                  0        0     3000
MOBILE MINI INC.   S           COM              60740F105     1737    40046 SH       DEFINED 01              40046        0        0
MOBILE MINI INC.   S           COM              60740F105       17      400 SH       DEFINED 02                400        0        0
MOBILITY ELE INC   S           COM              60741U101      974    91406 SH       DEFINED 01              91406        0        0
OTP BANK   FSUSD               COM              607461167       38      483 SH       DEFINED 01 11               0        0      483
MODINE MFG CO   S   S          COM              607828100     6988   190500 SH       DEFINED 01             190500        0        0
MODINE MFG CO   S   S          COM              607828100     1602    43740 SH       DEFINED 01 02               0    43740        0
MODINE MFG CO   S   S          COM              607828100      220     6000 SH       DEFINED 01 03               0     6000        0
MODINE MFG CO   S   S          COM              607828100      859    23400 SH       DEFINED 02              23400        0        0
MODTECH HOLDINGS INC   S       COM              60783C100      577    59295 SH       DEFINED 01              59295        0        0
MOHAWK INDUSTRIES   S          COM              608190104      333     4153 SH       DEFINED 00                  0        0     4153
MOHAWK INDUSTRIES   S          COM              608190104     4079    50819 SH       DEFINED 01              50819        0        0
MOHAWK INDUSTRIES   S          COM              608190104    13873   173001 SH       DEFINED 01 11               0     4806   168195
MOLECULAR DEVICES   S          COM              60851C107     1439    68900 SH       DEFINED 01              68900        0        0
MOLEX INC   S                  COM              608554101      226     8453 SH       DEFINED 01               8453        0        0
MOLEX INC   S                  COM              608554101      833    31222 SH       DEFINED 01 03               0    31222        0
MOLINA HEALTHCARE INC   S      COM              60855R100     2039    81600 SH       DEFINED 01              81600        0        0
MOLSON COORS BREWING CO   S    COM              60871R209      214     3337 SH       DEFINED 01                  0        0     3337
MOLSON COORS BREWING CO   S    COM              60871R209      778    12162 SH       DEFINED 01 03               0        0    12162
MOLSON COORS BREWING CO   S    COM              60871R209      120     1900 SH       DEFINED 01 11               0        0     1900
MOMENTA PHARMACEUTICALS INC    COM              60877T100      332    12180 SH       DEFINED 01                  0        0    12180
MONACO COACH CORP   S          COM              60886R103     1995   135364 SH       DEFINED 01             135364        0        0
MONARCH CASINO & RES   S       COM              609027107     2328   137000 SH       DEFINED 01             137000        0        0
MONARCH CASINO & RES   S       COM              609027107        4      260 SH       DEFINED 01 02               0      260        0
MONEYGRAM INTERNATIONAL INC    COM              60935Y109     5111   235400 SH       DEFINED 01             235400        0        0
MONEYGRAM INTERNATIONAL INC    COM              60935Y109       12      550 SH       DEFINED 01 02               0      550        0
MONEYGRAM INTERNATIONAL INC    COM              60935Y109       20      900 SH       DEFINED 02                900        0        0
MONSANTO CO NEW   S            COM              61166W101    46793   745723 SH       DEFINED 01             745723        0        0
MONSANTO CO NEW   S            COM              61166W101      137     2188 SH       DEFINED 01 02               0     2188        0
MONSANTO CO NEW   S            COM              61166W101     3584    57119 SH       DEFINED 01 03               0    57119        0
MONSANTO CO NEW   S            COM              61166W101      288     4590 SH       DEFINED 02               4590        0        0
MONSTER WORLDWIDE INC   S      COM              611742107     6932   225713 SH       DEFINED 01             225713        0        0
MONSTER WORLDWIDE INC   S      COM              611742107       42     1357 SH       DEFINED 01 02               0     1357        0
MONSTER WORLDWIDE INC   S      COM              611742107      795    25894 SH       DEFINED 01 03               0    25894        0
MOODY`S CORPORATION   S        COM              615369105      383     7502 SH       DEFINED 00                  0        0     7502
MOODY`S CORPORATION   S        COM              615369105    18712   366321 SH       DEFINED 01             366321        0        0
MOODY`S CORPORATION   S        COM              615369105     2745    53742 SH       DEFINED 01 03               0    53742        0
MOODY`S CORPORATION   S        COM              615369105    20371   398950 SH       DEFINED 01 11               0        0   398950
MOOG INC CL A   S              COM              615394202     5070   171739 SH       DEFINED 01              17174        0        0
MOOG INC CL A   S              COM              615394202     1320    44674 SH       DEFINED 01 02               0     4467        0
MOOG INC CL A   S              COM              615394202      184     6238 SH       DEFINED 01 03               0      624        0
MOOG INC CL A   S              COM              615394202      721    24400 SH       DEFINED 02               2440        0        0
MORGAN STANLEY   S             COM              617446448   104025  1928518 SH       DEFINED 01            1928518        0        0
MORGAN STANLEY   S             COM              617446448      452     8387 SH       DEFINED 01 02               0     8328       59
MORGAN STANLEY   S             COM              617446448    13048   241889 SH       DEFINED 01 03               0   241889        0
MORGAN STANLEY   S             COM              617446448    50980   945685 SH       DEFINED 01 11               0        0   945685
MORGAN STANLEY   S             COM              617446448      197     3647 SH       DEFINED 02               3647        0        0
MORNINGSTAR INC   S            COM              617700109     4288   134003 SH       DEFINED 01 02               0   134003        0
MORNINGSTAR INC   S            COM              617700109      757    23665 SH       DEFINED 01 03               0    23665        0
MOSAIC CO   S                  COM              61945A107     3835   239357 SH       DEFINED 01                  0        0   239357
MOTOROLA   S                   COM              620076109   405387 18351666 SH       DEFINED 01           18351666        0        0
MOTOROLA   S                   COM              620076109     3595   162763 SH       DEFINED 01 02               0   162763        0
MOTOROLA   S                   COM              620076109    12512   566416 SH       DEFINED 01 03               0   566416        0
MOVADO GROUP INC   S           COM              624580106     1502    80220 SH       DEFINED 01 02               0    80220        0
MOVADO GROUP INC   S           COM              624580106      202    10800 SH       DEFINED 01 03               0    10800        0
MOVADO GROUP INC   S           COM              624580106      777    41500 SH       DEFINED 02              41500        0        0
MOVIE GALLERY.   S             COM              624581104     1286   123826 SH       DEFINED 01             123826        0        0
MOVIE GALLERY.   S             COM              624581104        9      900 SH       DEFINED 02                900        0        0
MUELLER INDS   S               COM              624756102     5269   189753 SH       DEFINED 01             189753        0        0
MUELLER INDS   S               COM              624756102       31     1100 SH       DEFINED 02               1100        0        0
MULTI-COLOR CORP   S           COM              625383104      354    13626 SH       DEFINED 01              13626        0        0
MULTI-FINELINE ELECTRONIX IN   COM              62541B101      536    18313 SH       DEFINED 01              18313        0        0
MULTI-FINELINE ELECTRONIX IN   COM              62541B101        4      130 SH       DEFINED 01 02               0      130        0
MULTIMEDIA GAMES INC   S       COM              625453105     1798   185160 SH       DEFINED 01             185160        0        0
MULTIMEDIA GAMES INC   S       COM              625453105        4      370 SH       DEFINED 01 02               0      370        0
MURPHY OIL   S                 COM              626717102    22529   451760 SH       DEFINED 01             451760        0        0
MURPHY OIL   S                 COM              626717102     1892    37945 SH       DEFINED 01 02               0    37945        0
MURPHY OIL   S                 COM              626717102     2984    59842 SH       DEFINED 01 03               0    59842        0
MYERS IND INC   S              COM              628464109      821    70567 SH       DEFINED 01              70567        0        0
MYLAN LABS   S                 COM              628530107      246    12755 SH       DEFINED 01              12755        0        0
MYLAN LABS   S                 COM              628530107      895    46485 SH       DEFINED 01 03               0    46485        0
MYLAN LABS   S                 COM              628530107       24     1240 SH       DEFINED 02               1240        0        0
MYRIAD GENETICS   S            COM              62855J104     1259    57600 SH       DEFINED 01              57600        0        0
MYRIAD GENETICS   S            COM              62855J104        5      210 SH       DEFINED 01 02               0      210        0
MYOGEN INC   S                 COM              62856E104     4744   201959 SH       DEFINED 01 11               0        0   201959
NBTY INC   S                   COM              628782104     3151   134075 SH       DEFINED 01             134075        0        0
NCI BUILDING SYSTEMS   S       COM              628852105     1953    47875 SH       DEFINED 01              47875        0        0
NCO GROUP   S                  COM              628858102     1887    91297 SH       DEFINED 01              91297        0        0
NCO GROUP   S                  COM              628858102       45     2200 SH       DEFINED 02               2200        0        0
NCR CORPORATION   S            COM              62886E108   250734  7857564 SH       DEFINED 01            7857564        0        0
NCR CORPORATION   S            COM              62886E108     6031   188962 SH       DEFINED 01 02               0   188962        0
NCR CORPORATION   S            COM              62886E108     2816    88228 SH       DEFINED 01 03               0    88228        0
NCR CORPORATION   S            COM              62886E108      129     4033 SH       DEFINED 02               4033        0        0
NDS GROUP PLC - SPONS ADR      COM              628891103      333     8964 SH       DEFINED 01 11               0        0     8964
NS GROUP INC   S               COM              628916108     3362    85657 SH       DEFINED 01              85657        0        0
NS GROUP INC   S               COM              628916108     1208    30792 SH       DEFINED 01 02               0    30792        0
NS GROUP INC   S               COM              628916108      141     3600 SH       DEFINED 01 03               0     3600        0
NS GROUP INC   S               COM              628916108      623    15900 SH       DEFINED 02              15900        0        0
NII HOLDINGS INC   S           COM              62913F201     2782    32948 SH       DEFINED 01              32948        0        0
NII HOLDINGS INC   S           COM              62913F201       22      263 SH       DEFINED 01 02               0      263        0
NIC INC   S                    COM              62914B100      472    72119 SH       DEFINED 01              72119        0        0
NL INDUSTRIES INC   S          COM              629156407      329    17500 SH       DEFINED 01              17500        0        0
NPS PHARMACEUTICALS INC        COM              62936P103      166    16435 SH       DEFINED 01 11               0    16435        0
NTL INC   S                    COM              62940M104   426272  6381333 SH       DEFINED 01            6381333        0        0
NTL INC   S                    COM              62940M104     2358    35299 SH       DEFINED 01 02               0     1733    33566
NTL INC   S                    COM              62940M104       25      380 SH       DEFINED 01 03               0      380        0
NTL INC   S                    COM              62940M104       25      370 SH       DEFINED 02                370        0        0
NUCO2 INC   S                  COM              629428103      813    31557 SH       DEFINED 01              31557        0        0
NVR INC   S                    COM              62944T105    13252    14975 SH       DEFINED 01              14975        0        0
NVR INC   S                    COM              62944T105       26       29 SH       DEFINED 01 02               0       29        0
NYMAGIC INC.   S               COM              629484106      567    23289 SH       DEFINED 01              23289        0        0
NABI BIOPHARMACEUTICALS   S    COM              629519109     2351   179410 SH       DEFINED 01             179410        0        0
NABI BIOPHARMACEUTICALS   S    COM              629519109        4      270 SH       DEFINED 01 02               0      270        0
NABI BIOPHARMACEUTICALS   S    COM              629519109      137    10473 SH       DEFINED 01 11               0        0    10473
NABORS INDUSTRIES INC 00.000%  CONV BND         629568AL0      568   500000 PRN      DEFINED 01 02               0        0   500000
NAPSTER INC   S                COM              630797108      396    98923 SH       DEFINED 01              98923        0        0
NARA BANCORP INC   S           COM              63080P105      664    44405 SH       DEFINED 01              44405        0        0
NASDAQ-100 SHARES   INDEXUS    COM              631100104      537    13600 SH       DEFINED 01 02               0        0    13600
NASDAQ STOCK MARKET   S        COM              631103108     4319   170362 SH       DEFINED 01                  0        0   170362
NASDAQ STOCK MARKET   S        COM              631103108       16      600 SH       DEFINED 01 05               0        0      600
NASDAQ STOCK MARKET   S        COM              631103108       55     2150 SH       DEFINED 02                  0        0     2150
NASH FINCH CO   S              COM              631158102     6926   164174 SH       DEFINED 01             164174        0        0
NASH FINCH CO   S              COM              631158102     1518    35970 SH       DEFINED 01 02               0    35970        0
NASH FINCH CO   S              COM              631158102      200     4750 SH       DEFINED 01 03               0     4750        0
NASH FINCH CO   S              COM              631158102      884    20950 SH       DEFINED 02              20950        0        0
NASHUA CORP   S                COM              631226107      330    53200 SH       DEFINED 01              53200        0        0
NATIONAL ATLANTIC HOLDINGS   S COM              63253Y107      511    44107 SH       DEFINED 01              44107        0        0
NATIONAL CITY CORP   S         COM              635405103    10751   321465 SH       DEFINED 01             321465        0        0
NATIONAL CITY CORP   S         COM              635405103      174     5199 SH       DEFINED 01 02               0     5199        0
NATIONAL CITY CORP   S         COM              635405103     4043   120918 SH       DEFINED 01 03               0   120918        0
NATIONAL CITY CORP   S         COM              635405103      418    12425 SH       DEFINED 01 11               0        0    12425
NATIONAL CITY CORP   S         COM              635405103      325     9729 SH       DEFINED 02               9729        0        0
NATIONAL FINANCIAL PARTNERS    COM              63607P208     1245    27589 SH       DEFINED 01              27589        0        0
NATIONAL FINANCIAL PARTNERS    COM              63607P208       91     2025 SH       DEFINED 01 02               0        0     2025
NATIONAL FINANCIAL PARTNERS    COM              63607P208     1352    30000 SH       DEFINED 01 11               0        0    30000
NATIONAL GRID PLC-ADR   FSUSD  COM              636274300      131     2793 SH       DEFINED 02                  0        0     2793
NATL HEALTH INV INC   S        COM              63633D104     1250    45277 SH       DEFINED 01              45277        0        0
NATL HEALTH INV INC   S        COM              63633D104        4      140 SH       DEFINED 01 02               0      140        0
NATIONAL OILWELL VARCO INC   S COM              637071101    14919   226706 SH       DEFINED 01             226706        0        0
NATIONAL OILWELL VARCO INC   S COM              637071101     1261    19173 SH       DEFINED 01 02               0    19173        0
NATIONAL OILWELL VARCO INC   S COM              637071101     2426    36865 SH       DEFINED 01 03               0    36865        0
NATIONAL OILWELL VARCO INC   S COM              637071101       95     1439 SH       DEFINED 02               1439        0        0
NATL PENN BANCSHARE   S        COM              637138108      246     9900 SH       DEFINED 01               9900        0        0
NATL PENN BANCSHARE   S        COM              637138108     1323    53170 SH       DEFINED 01 02               0    53170        0
NATL PENN BANCSHARE   S        COM              637138108      182     7300 SH       DEFINED 01 03               0     7300        0
NATL PENN BANCSHARE   S        COM              637138108      705    28300 SH       DEFINED 02              28300        0        0
NATL PRESTO IND   S            COM              637215104      455    10629 SH       DEFINED 01              10629        0        0
NATL SEMICONDUCTOR   S         COM              637640103    17216   654627 SH       DEFINED 01             654627        0        0
NATL SEMICONDUCTOR   S         COM              637640103       22      849 SH       DEFINED 01 02               0      849        0
NATL SEMICONDUCTOR   S         COM              637640103     1919    72982 SH       DEFINED 01 03               0    72982        0
NATL SEMICONDUCTOR   S         COM              637640103       71     2700 SH       DEFINED 02               2700        0        0
NATL WESTERN LIFE INS-CL A   S COM              638522102      147      698 SH       DEFINED 01                698        0        0
NATIONWIDE FINL   S            COM              638612101       21      529 SH       DEFINED 01 02               0      529        0
NAVIGATORS GROUP INC   S       COM              638904102     3665    98189 SH       DEFINED 01              98189        0        0
NAVIGATORS GROUP INC   S       COM              638904102     1408    37739 SH       DEFINED 01 02               0    37739        0
NAVIGATORS GROUP INC   S       COM              638904102      177     4736 SH       DEFINED 01 03               0     4736        0
NAVIGATORS GROUP INC   S       COM              638904102      754    20200 SH       DEFINED 02              20200        0        0
NATURES SUNSHINE PRO   S       COM              639027101      629    27046 SH       DEFINED 01              27046        0        0
NATUS MEDICAL INC COM USD0.001 COM              639050103     1339   110000 SH       DEFINED 01 11               0   110000        0
NAUTILUS GROUP INC   S         COM              63910B102     2452   111119 SH       DEFINED 01             111119        0        0
NAUTILUS GROUP INC   S         COM              63910B102     2179    98711 SH       DEFINED 01 11               0        0    98711
NAVISTAR INTL CORP   S         COM              63934E108     3034    93580 SH       DEFINED 01              93580        0        0
NAVISTAR INTL CORP   S         COM              63934E108      426    13121 SH       DEFINED 01 03               0    13121        0
NAVTEQ CORP   S                COM              63936L100    30370   608012 SH       DEFINED 01                  0        0   608012
NAVTEQ CORP   S                COM              63936L100     4890    97918 SH       DEFINED 01 02               0        0    97918
NAVTEQ CORP   S                COM              63936L100     1504    30097 SH       DEFINED 01 03               0        0    30097
NAVTEQ CORP   S                COM              63936L100     3076    61636 SH       DEFINED 01 11               0        0    61636
NDCHEALTH CORP   S             COM              639480102     2842   150236 SH       DEFINED 01             150236        0        0
NEENAH PAPER INC   S           COM              640079109      977    33330 SH       DEFINED 01                  0        0    33330
NEENAH PAPER INC   S           COM              640079109       55     1878 SH       DEFINED 01 11               0        0     1878
NEIMAN-MARCUS GROUP   S        COM              640204202     4098    41000 SH       DEFINED 01              41000        0        0
NEIMAN MARCUS GRP B   S        COM              640204301      599     6000 SH       DEFINED 01               6000        0        0
NEKTAR THERAPEUTICS   S        COM              640268108     1831   108000 SH       DEFINED 01             108000        0        0
NEKTAR THERAPEUTICS   S        COM              640268108        6      370 SH       DEFINED 01 02               0      370        0
NELNET INC - CL A   S          COM              64031N108      511    13446 SH       DEFINED 01              13446        0        0
NELSON (THOMAS) INC   S        COM              640376109     1116    59512 SH       DEFINED 01              59512        0        0
NEOGEN CORP   S                COM              640491106      214    11900 SH       DEFINED 01              11900        0        0
NEOWARE SYSTEMS INC   S        COM              64065P102     1243    74258 SH       DEFINED 01              74258        0        0
NETBANK INC   S                COM              640933107      908   109250 SH       DEFINED 01             109250        0        0
NESS TECHNOLOGIES INC   S      COM              64104X108     4543   454357 SH       DEFINED 01                  0        0   454357
NESS TECHNOLOGIES INC   S      COM              64104X108      651    65081 SH       DEFINED 01 02               0        0    65081
NETFLIX INC   S                COM              64110L106     4558   175332 SH       DEFINED 01             175332        0        0
NETFLIX INC   S                COM              64110L106        7      240 SH       DEFINED 01 02               0      240        0
NETFLIX INC   S                COM              64110L106    52933  2039015 SH       DEFINED 01 11               0        0  2039015
NETFLIX INC   S                COM              64110L106       21      800 SH       DEFINED 02                800        0        0
NETEASE.COM INC   FSUSD        COM              64110W102      511     5678 SH       DEFINED 01                  0        0     5678
NETGEAR INC   S                COM              64111Q104     6812   283140 SH       DEFINED 01                  0        0   283140
NETGEAR INC   S                COM              64111Q104      957    39810 SH       DEFINED 01 02               0        0    39810
NETGEAR INC   S                COM              64111Q104      111     4600 SH       DEFINED 01 03               0        0     4600
NETGEAR INC   S                COM              64111Q104      503    20900 SH       DEFINED 02                  0        0    20900
NETRATINGS INC   S             COM              64116M108      131     8603 SH       DEFINED 01               8603        0        0
NETRATINGS INC   S             COM              64116M108      448    29458 SH       DEFINED 01 02               0        0    29458
NETLOGIC MICROSYSTEMS INC   S  COM              64118B100       84     3894 SH       DEFINED 01                  0        0     3894
NETWORK EQUIP TECH   S         COM              641208103      258    55857 SH       DEFINED 01              55857        0        0
NETWORK APPLIANCE   S          COM              64120L104    50144  2112269 SH       DEFINED 01            2112269        0        0
NETWORK APPLIANCE   S          COM              64120L104     1419    59796 SH       DEFINED 01 02               0    59796        0
NETWORK APPLIANCE   S          COM              64120L104     2841   119659 SH       DEFINED 01 03               0   119659        0
NETWORK APPLIANCE   S          COM              64120L104      561    23628 SH       DEFINED 02              23628        0        0
NEUROMETRIX INC   S            COM              641255104       65     2180 SH       DEFINED 01                  0        0     2180
NEUROCRINE BIOSCIENCES   S     COM              64125C109      510    10370 SH       DEFINED 01              10370        0        0
NEUROCRINE BIOSCIENCES   S     COM              64125C109     4510    91651 SH       DEFINED 01 02               0    91651        0
NEUROCRINE BIOSCIENCES   S     COM              64125C109      755    15347 SH       DEFINED 01 03               0    15347        0
NEUSTAR INC - CLASS A   S      COM              64126X201    48868  1527613 SH       DEFINED 01                  0        0  1527613
NEUSTAR INC - CLASS A   S      COM              64126X201      361    11276 SH       DEFINED 01 02               0        0    11276
NEW CENTURY FINANCIAL CORP   S COM              6435EV108     6529   180015 SH       DEFINED 01             180015        0        0
NEW CENTURY FINANCIAL CORP   S COM              6435EV108       47     1300 SH       DEFINED 01 02               0        0     1300
NEW CENTURY FINANCIAL CORP   S COM              6435EV108       29      800 SH       DEFINED 02                800        0        0
NEW JERSEY RESOURCES   S       COM              646025106     2854    62071 SH       DEFINED 01              62071        0        0
NEW RIVER PHARMACEUTICALS   S  COM              648468205      372     7760 SH       DEFINED 01                  0        0     7760
NEW RIVER PHARMACEUTICALS   S  COM              648468205     1632    34315 SH       DEFINED 01 11               0        0    34315
NEW YORK & CO   S              COM              649295102       58     3537 SH       DEFINED 01                  0        0     3537
NEW YORK TIMES CLA   S         COM              650111107     4136   138984 SH       DEFINED 01             138984        0        0
NEW YORK TIMES CLA   S         COM              650111107      919    30890 SH       DEFINED 01 03               0    30890        0
NEWALLIANCE BANCSHARES INC     COM              650203102     2459   168100 SH       DEFINED 01 11               0   168100        0
NEWELL RUBBERMAID   S          COM              651229106     4849   214080 SH       DEFINED 01             214080        0        0
NEWELL RUBBERMAID   S          COM              651229106       48     2124 SH       DEFINED 01 02               0     2124        0
NEWELL RUBBERMAID   S          COM              651229106     1327    58584 SH       DEFINED 01 03               0    58584        0
NEWELL RUBBERMAID   S          COM              651229106      307    13600 SH       DEFINED 01 11               0        0    13600
NEWFIELD EXPLORATION   S       COM              651290108    44061   897384 SH       DEFINED 01             897384        0        0
NEWFIELD EXPLORATION   S       COM              651290108    21755   443089 SH       DEFINED 01 02               0   443089        0
NEWFIELD EXPLORATION   S       COM              651290108     4917   100135 SH       DEFINED 01 03               0   100135        0
NEWFIELD EXPLORATION   S       COM              651290108   101304  2067450 SH       DEFINED 01 11               0        0  2067450
NEWMONT MINING   S             COM              651639106    88120  1868133 SH       DEFINED 01            1868133        0        0
NEWMONT MINING   S             COM              651639106       34      723 SH       DEFINED 01 02               0        0      723
NEWMONT MINING   S             COM              651639106     4476    94881 SH       DEFINED 01 03               0    94881        0
NEWMONT MINING   S             COM              651639106    59434  1260268 SH       DEFINED 01 11               0        0  1260268
NEWPARK RESOURCES   S          COM              651718504      810    96257 SH       DEFINED 01              96257        0        0
NEWPORT CORP   S               COM              651824104      199    14300 SH       DEFINED 01              14300        0        0
NEWS CORP INC-CL A WHEN ISS    COM              65248E104    49249  3159075 SH       DEFINED 01                  0        0  3159075
NEWS CORP INC-CL A WHEN ISS    COM              65248E104      106     6783 SH       DEFINED 01 02               0        0     6783
NEWS CORP INC-CL A WHEN ISS    COM              65248E104     8121   520880 SH       DEFINED 01 03               0        0   520880
NEWS CORP INC-CL A WHEN ISS    COM              65248E104    34161  2192528 SH       DEFINED 01 11               0        0  2192528
NEWTEK BUS SERV -RESTRICTED    COM              652526104       11     5000 SH       DEFINED 01 05               0     5000        0
NEXTEL COMMUNICATIONS INC. 05. CONV BND         65332VAY9     2015  2000000 PRN      DEFINED 01 02               0        0  2000000
NEXTEL PARTNERS INC   S        COM              65333F107       22      879 SH       DEFINED 01 02               0      879        0
NEXITY FINANCIAL CORP   S      COM              65333R200      820    50436 SH       DEFINED 01              50436        0        0
NEXEN INC   FSUSD              COM              65334H102      715    15000 SH       DEFINED 01 02               0    15000        0
NICE SYSTEMS LTD ADR   FSUSD   COM              653656108      303     6700 SH       DEFINED 01                  0        0     6700
NICOR   S                      COM              654086107    14977   356345 SH       DEFINED 01             356345        0        0
NICOR   S                      COM              654086107     1119    26600 SH       DEFINED 01 02               0    26600        0
NICOR   S                      COM              654086107      533    12684 SH       DEFINED 01 03               0    12684        0
NICOR   S                      COM              654086107      631    15000 SH       DEFINED 02              15000        0        0
NIKE INC CL B   S              COM              654106103     9835   120415 SH       DEFINED 01             120415        0        0
NIKE INC CL B   S              COM              654106103       71      862 SH       DEFINED 01 02               0      862        0
NIKE INC CL B   S              COM              654106103     3317    40613 SH       DEFINED 01 03               0    40613        0
NIKE INC CL B   S              COM              654106103   118589  1453236 SH       DEFINED 01 11               0        0  1453236
NIKE INC CL B   S              COM              654106103      222     2714 SH       DEFINED 02               2714        0        0
NISOURCE INC   S               COM              65473P105    61007  2515754 SH       DEFINED 01            2515754        0        0
NISOURCE INC   S               COM              65473P105     1405    57938 SH       DEFINED 01 03               0    57938        0
NISOURCE INC   S               COM              65473P105       47     1940 SH       DEFINED 02               1940        0        0
NITROMED INC   S               COM              654798503      152     8402 SH       DEFINED 01 02               0     8402        0
NITROMED INC   S               COM              654798503     1292    71754 SH       DEFINED 01 11               0        0    71754
NOBILITY HOMES INC   S         COM              654892108      282    10800 SH       DEFINED 01              10800        0        0
NOKIA ADR A   FSUSD            COM              654902204        4      215 SH       DEFINED 00                  0        0      215
NOKIA ADR A   FSUSD            COM              654902204   304949 18033554 SH       DEFINED 01                  0        0 18033554
NOKIA ADR A   FSUSD            COM              654902204     3393   200648 SH       DEFINED 01 02               0        0   200648
NOKIA ADR A   FSUSD            COM              654902204     1920   113524 SH       DEFINED 01 03               0        0   113524
NOBLE ENERGY INC   S           COM              655044105      545    11620 SH       DEFINED 01 02               0    11620        0
NOBLE ENERGY INC   S           COM              655044105       53     1140 SH       DEFINED 02               1140        0        0
NOBLE INTERNATIONAL LTD   S    COM              655053106        7      260 SH       DEFINED 01 02               0      260        0
NORDSTROM INC   S              COM              655664100    67515  1967241 SH       DEFINED 01            1967241        0        0
NORDSTROM INC   S              COM              655664100       64     1856 SH       DEFINED 01 02               0     1856        0
NORDSTROM INC   S              COM              655664100     1616    47082 SH       DEFINED 01 03               0    47082        0
NORDSTROM INC   S              COM              655664100      142     4200 SH       DEFINED 01 11               0        0     4200
NORDSTROM INC   S              COM              655664100      159     4630 SH       DEFINED 02               4630        0        0
NORFOLK SOUTHERN CO   S   S    COM              655844108     8529   210283 SH       DEFINED 01             210283        0        0
NORFOLK SOUTHERN CO   S   S    COM              655844108       99     2438 SH       DEFINED 01 02               0     2438        0
NORFOLK SOUTHERN CO   S   S    COM              655844108     3489    86016 SH       DEFINED 01 03               0    86016        0
NORFOLK SOUTHERN CO   S   S    COM              655844108     6942   171253 SH       DEFINED 01 11               0    10068   161185
NORFOLK SOUTHERN CO   S   S    COM              655844108      435    10739 SH       DEFINED 02               2739        0     8000
NORTH FORK BANCORP   S         COM              659424105     7022   275391 SH       DEFINED 01             275391        0        0
NORTH FORK BANCORP   S         COM              659424105     2594   101722 SH       DEFINED 01 03               0   101722        0
NORTH FORK BANCORP   S         COM              659424105     4259   167100 SH       DEFINED 01 11               0        0   167100
NORTH FORK BANCORP   S         COM              659424105       26     1030 SH       DEFINED 02               1030        0        0
NORTHEAST UTILITIES   S        COM              664397106     3711   186000 SH       DEFINED 01             186000        0        0
NORTHERN TRUST CORP   S        COM              665859104     1484    29337 SH       DEFINED 01              29337        0        0
NORTHERN TRUST CORP   S        COM              665859104     1995    39464 SH       DEFINED 01 03               0    39464        0
NORTHROP GRUMMAN COR.   S      COM              666807102    37044   681574 SH       DEFINED 01             681574        0        0
NORTHROP GRUMMAN COR.   S      COM              666807102      145     2666 SH       DEFINED 01 02               0     1978      688
NORTHROP GRUMMAN COR.   S      COM              666807102     4127    75926 SH       DEFINED 01 03               0    75926        0
NORTHROP GRUMMAN COR.   S      COM              666807102     2449    45100 SH       DEFINED 01 11               0        0    45100
NW NATURAL GAS CO   S          COM              667655104     5440   146160 SH       DEFINED 01             146160        0        0
NW NATURAL GAS CO   S          COM              667655104     1669    44860 SH       DEFINED 01 02               0    44860        0
NW NATURAL GAS CO   S          COM              667655104      216     5800 SH       DEFINED 01 03               0     5800        0
NW NATURAL GAS CO   S          COM              667655104      890    23900 SH       DEFINED 02              23900        0        0
NORTHWESTERN CORP   S          COM              668074305       54     1803 SH       DEFINED 01                  0        0     1803
NOVAMED INC   S                COM              66986W108      474    69236 SH       DEFINED 01              69236        0        0
NOVARTIS AG-ADR   FSUSD        COM              66987V109   116979  2293703 SH       DEFINED 01                  0        0  2293703
NOVARTIS AG-ADR   FSUSD        COM              66987V109       46      893 SH       DEFINED 01 02               0        0      893
NOVATEK OAO-SPONS GDR 144A   F COM              669888992     7192   300917 SH       DEFINED 01 11               0        0   300917
NU HORIZONS ELEC COR   S       COM              669908105     1345   185900 SH       DEFINED 01             185900        0        0
NOVASTAR FINANCIAL INC.   S    COM              669947400      542    16438 SH       DEFINED 01              16438        0        0
NOVASTAR FINANCIAL INC.   S    COM              669947400       13      400 SH       DEFINED 02                400        0        0
NOVELL INC   S                 COM              670006105      166    22286 SH       DEFINED 01              22286        0        0
NOVELL INC   S                 COM              670006105      605    81224 SH       DEFINED 01 03               0    81224        0
NOVELLUS SYSTEMS INC   S       COM              670008101    20772   828228 SH       DEFINED 01             828228        0        0
NOVELLUS SYSTEMS INC   S       COM              670008101     1708    68065 SH       DEFINED 01 02               0    68065        0
NOVELLUS SYSTEMS INC   S       COM              670008101     1911    76180 SH       DEFINED 01 03               0    76180        0
NOVEN PHARMACEUTICAL   S       COM              670009109      745    53226 SH       DEFINED 01              53226        0        0
NU SKIN ENTERPRISES   S        COM              67018T105     5916   310600 SH       DEFINED 01             310600        0        0
NU SKIN ENTERPRISES   S        COM              67018T105        3      140 SH       DEFINED 01 02               0      140        0
NSTAR   S                      COM              67019E107     7696   266100 SH       DEFINED 01             266100        0        0
NSTAR   S                      COM              67019E107       33     1150 SH       DEFINED 02               1150        0        0
NUCOR CORP   S                 COM              670346105     3172    53775 SH       DEFINED 01              53775        0        0
NUCOR CORP   S                 COM              670346105       56      959 SH       DEFINED 01 02               0      959        0
NUCOR CORP   S                 COM              670346105     1959    33216 SH       DEFINED 01 03               0    33216        0
NUCOR CORP   S                 COM              670346105    21112   358003 SH       DEFINED 01 11               0        0   358003
NUCOR CORP   S                 COM              670346105      106     1809 SH       DEFINED 02               1809        0        0
NUTRACEUTICAL INTL   S         COM              67060Y101     1900   133648 SH       DEFINED 01             133648        0        0
NVIDIA CORP   S                COM              67066G104     4390   128048 SH       DEFINED 01             128048        0        0
NVIDIA CORP   S                COM              67066G104       56     1633 SH       DEFINED 01 02               0     1633        0
NVIDIA CORP   S                COM              67066G104     1229    35866 SH       DEFINED 01 03               0    35866        0
NVIDIA CORP   S                COM              67066G104       99     2895 SH       DEFINED 02               2895        0        0
NUTRI/SYSTEM INC   S           COM              67069D108      468    18661 SH       DEFINED 01              18661        0        0
NUTRI/SYSTEM INC   S           COM              67069D108       19      741 SH       DEFINED 02                741        0        0
NUVASIVE INC   S               COM              670704105      267    14263 SH       DEFINED 01 02               0        0    14263
NYFIX INC   S                  COM              670712108      379    65694 SH       DEFINED 01              65694        0        0
O`CHARLEY`S   S                COM              670823103     1669   116575 SH       DEFINED 01             116575        0        0
OGE ENERGY CORP   S            COM              670837103       40     1440 SH       DEFINED 02               1440        0        0
OM GROUP INC   S               COM              670872100     1510    74991 SH       DEFINED 01              74991        0        0
OM GROUP INC   S               COM              670872100       14      700 SH       DEFINED 02                700        0        0
NUVEEN INVESTMENTS   S         COM              67090F106     2110    53500 SH       DEFINED 01 11               0        0    53500
OSI PHARMACEUTICALS   S        COM              671040103    18766   641778 SH       DEFINED 01             641778        0        0
OSI PHARMACEUTICALS   S        COM              671040103      897    30689 SH       DEFINED 01 02               0    30689        0
OSI PHARMACEUTICALS   S        COM              671040103      599    20469 SH       DEFINED 01 03               0    20469        0
OTP BANK LTD-144A ADR   FSUSD  COM              67106E101       13      163 SH       DEFINED 01 03               0        0      163
OTP BANK LTD-144A ADR   FSUSD  COM              67106E101      824    10413 SH       DEFINED 01 11               0        0    10413
OAKLEY INC   S                 COM              673662102     2355   135753 SH       DEFINED 01             135753        0        0
OAKLEY INC   S                 COM              673662102        8      440 SH       DEFINED 01 02               0      440        0
OCCIDENTAL PETROLEUM   S       COM              674599105    37232   435816 SH       DEFINED 01             435816        0        0
OCCIDENTAL PETROLEUM   S       COM              674599105     1227    14377 SH       DEFINED 01 02               0    14377        0
OCCIDENTAL PETROLEUM   S       COM              674599105     7263    85015 SH       DEFINED 01 03               0    85015        0
OCCIDENTAL PETROLEUM   S       COM              674599105     7378    86265 SH       DEFINED 01 11               0        0    86265
OCEANEERING INT`L   S          COM              675232102     3289    61567 SH       DEFINED 01              61567        0        0
OCTEL CORP   S                 COM              675727101      478    28665 SH       DEFINED 01              28665        0        0
OCTEL CORP   S                 COM              675727101       27     1600 SH       DEFINED 02               1600        0        0
OCWEN FINANCIAL CORP   S       COM              675746101     2163   311600 SH       DEFINED 01             311600        0        0
OCWEN FINANCIAL CORP   S       COM              675746101      853   122930 SH       DEFINED 01 02               0   122930        0
OCWEN FINANCIAL CORP   S       COM              675746101       96    13900 SH       DEFINED 01 03               0    13900        0
OCWEN FINANCIAL CORP   S       COM              675746101      364    52400 SH       DEFINED 02              52400        0        0
ODYSSEY HEALTHCARE   S         COM              67611V101     1560    91927 SH       DEFINED 01              91927        0        0
ODYSSEY RE HOLDING.   S        COM              67612W108     2731   106900 SH       DEFINED 01             106900        0        0
ODYSSEY RE HOLDING.   S        COM              67612W108      912    35703 SH       DEFINED 01 02               0    35703        0
ODYSSEY RE HOLDING.   S        COM              67612W108      112     4381 SH       DEFINED 01 03               0     4381        0
ODYSSEY RE HOLDING.   S        COM              67612W108      468    18300 SH       DEFINED 02              18300        0        0
OFFICE DEPOT INC   S           COM              676220106     3909   131603 SH       DEFINED 01             131603        0        0
OFFICE DEPOT INC   S           COM              676220106       80     2722 SH       DEFINED 01 02               0     2722        0
OFFICE DEPOT INC   S           COM              676220106     1998    67270 SH       DEFINED 01 03               0    67270        0
OFFICE DEPOT INC   S           COM              676220106      448    15300 SH       DEFINED 01 11               0        0    15300
OFFICE DEPOT INC   S           COM              676220106       83     2783 SH       DEFINED 02               2783        0        0
OFFICEMAX INC   S              COM              67622P101      131     4121 SH       DEFINED 01               4121        0        0
OFFICEMAX INC   S              COM              67622P101      476    15041 SH       DEFINED 01 03               0    15041        0
OFFSHORE LOGISTICS   S         COM              676255102     2310    62423 SH       DEFINED 01              62423        0        0
OHIO CASUALTY CORP   S         COM              677240103    11701   431400 SH       DEFINED 01             431400        0        0
OHIO CASUALTY CORP   S         COM              677240103     2273    83870 SH       DEFINED 01 02               0    83870        0
OHIO CASUALTY CORP   S         COM              677240103      323    11900 SH       DEFINED 01 03               0    11900        0
OHIO CASUALTY CORP   S         COM              677240103     1287    47457 SH       DEFINED 02              47457        0        0
LUKOIL ADR   FSUSD             COM              677862104    25342   438280 SH       DEFINED 01 11               0        0   438280
OIL SERVICE HLDR DEP   INDEXUS COM              678002106     1380    11130 SH       DEFINED 02                  0        0    11130
OIL STATES INTL INC   S        COM              678026105     1580    43503 SH       DEFINED 00              43503        0        0
OIL STATES INTL INC   S        COM              678026105    10337   284681 SH       DEFINED 01             284681        0        0
OIL STATES INTL INC   S        COM              678026105     2039    56162 SH       DEFINED 01 02               0    56162        0
OIL STATES INTL INC   S        COM              678026105      251     6922 SH       DEFINED 01 03               0     6922        0
OIL STATES INTL INC   S        COM              678026105     1147    31600 SH       DEFINED 02              31600        0        0
OLD DOMINION FREIGHT LINE.   S COM              679580100     4637   138450 SH       DEFINED 01             138450        0        0
OLD DOMINION FREIGHT LINE.   S COM              679580100        6      160 SH       DEFINED 01 02               0      160        0
OLD NATL BANCORP   S           COM              680033107      165     7771 SH       DEFINED 01               7771        0        0
OLD NATL BANCORP   S           COM              680033107       21     1000 SH       DEFINED 02               1000        0        0
OLD REPUBLIC INTER   S         COM              680223104       39     1462 SH       DEFINED 01 02               0     1462        0
OLD REPUBLIC INTER   S         COM              680223104      248     9400 SH       DEFINED 01 11               0        0     9400
OLD REPUBLIC INTER   S         COM              680223104       34     1290 SH       DEFINED 02               1290        0        0
OLD SECOND BANCORP INC   S     COM              680277100       70     2350 SH       DEFINED 01               2350        0        0
OLIN   S                       COM              680665205    13563   714200 SH       DEFINED 01             714200        0        0
OMNICARE  INC.   S             COM              681904108    42943   763721 SH       DEFINED 01             763721        0        0
OMNICARE  INC.   S             COM              681904108     3347    59501 SH       DEFINED 01 02               0    59501        0
OMNICARE  INC.   S             COM              681904108     2270    40369 SH       DEFINED 01 03               0    40369        0
OMNICARE  INC.   S             COM              681904108      276     4900 SH       DEFINED 01 11               0        0     4900
OMNICOM GROUP   S              COM              681919106     1974    23598 SH       DEFINED 01              23598        0        0
OMNICOM GROUP   S              COM              681919106     3238    38721 SH       DEFINED 01 03               0    38721        0
OMEGA HEALTH CARE   S          COM              681936100     5563   399623 SH       DEFINED 01             399623        0        0
OMEGA HEALTH CARE   S          COM              681936100     1258    90340 SH       DEFINED 01 02               0    90340        0
OMEGA HEALTH CARE   S          COM              681936100      175    12600 SH       DEFINED 01 03               0    12600        0
OMEGA HEALTH CARE   S          COM              681936100      667    47900 SH       DEFINED 02              47900        0        0
OMEGA FINANCIAL CORP   S       COM              682092101       75     2690 SH       DEFINED 01               2690        0        0
OMNIVISION TECHNOLOG.   S      COM              682128103     5468   433305 SH       DEFINED 01             433305        0        0
OMNOVA SOLUTIONS INC   S   S   COM              682129101      753   172134 SH       DEFINED 01             172134        0        0
ON ASSIGNMENT INC   S          COM              682159108      489    57186 SH       DEFINED 01              57186        0        0
ON SEMICONDUCTOR CO.   S       COM              682189105     6001  1160600 SH       DEFINED 01            1160600        0        0
ON SEMICONDUCTOR CO.   S       COM              682189105        9     1650 SH       DEFINED 01 02               0     1650        0
ONEIDA LTD   S                 COM              682505102      244   123230 SH       DEFINED 01             123230        0        0
ONEOK INC   S                  COM              682680103    18960   557347 SH       DEFINED 01             557347        0        0
ONEOK INC   S                  COM              682680103       41     1197 SH       DEFINED 01 02               0     1197        0
ONEOK INC   S                  COM              682680103       44     1300 SH       DEFINED 02               1300        0        0
ONLINE RESOURCES CORP   S      COM              68273G101      359    33971 SH       DEFINED 01              33971        0        0
OPENWAVE SYSTEMS INC   S       COM              683718308      998    55480 SH       DEFINED 01              55480        0        0
OPEN SOLUTIONS INC.   S        COM              68371P102     1744    79890 SH       DEFINED 01                  0        0    79890
OPEN SOLUTIONS INC.   S        COM              68371P102      330    15143 SH       DEFINED 01 02               0        0    15143
OPNET TECHNOLOGIES   S         COM              683757108      842   100000 SH       DEFINED 01             100000        0        0
OPLINK COMMUNICATIONS INC      COM              68375Q106      190   125438 SH       DEFINED 01 02               0   125438        0
OPSWARE INC   S                COM              68383A101      787   151500 SH       DEFINED 01             151500        0        0
ORACLE CORP COM   S   S        COM              68389X105     1621   130790 SH       DEFINED 00              85741        0    45049
ORACLE CORP COM   S   S        COM              68389X105    95465  7704898 SH       DEFINED 01            7704898        0        0
ORACLE CORP COM   S   S        COM              68389X105      588    47363 SH       DEFINED 01 02               0    31923    15440
ORACLE CORP COM   S   S        COM              68389X105    10965   884986 SH       DEFINED 01 03               0   884986        0
ORACLE CORP COM   S   S        COM              68389X105    39228  3166170 SH       DEFINED 01 11               0   435460  2730710
ORACLE CORP COM   S   S        COM              68389X105     1778   143520 SH       DEFINED 02             131520        0    12000
OPTION CARE INC   S            COM              683948103     5562   379952 SH       DEFINED 01             379952        0        0
OPTION CARE INC   S            COM              683948103        4      270 SH       DEFINED 01 02               0      270        0
OPTIONSXPRESS HOLDINGS INC   S COM              684010101      685    35994 SH       DEFINED 01              35994        0        0
ORASURE TECHNOLOGIES INC   S   COM              68554V108       45     4737 SH       DEFINED 01               4737        0        0
ORASCOM TELECOM GDR 144A   FSU COM              68554W106     5792   123250 SH       DEFINED 01 11               0        0   123250
ORASCOM TELECOM - GDR   FSUSD  COM              68554W205    74284  1580508 SH       DEFINED 01                  0        0  1580508
ORASCOM TELECOM - GDR   FSUSD  COM              68554W205      458     9742 SH       DEFINED 01 02               0        0     9742
ORBITAL SCIENCES COR   S       COM              685564106     1000    80000 SH       DEFINED 01              80000        0        0
ORBITAL SCIENCES COR   S       COM              685564106     1006    80470 SH       DEFINED 01 02               0    80470        0
ORBITAL SCIENCES COR   S       COM              685564106      139    11100 SH       DEFINED 01 03               0    11100        0
ORBITAL SCIENCES COR   S       COM              685564106      537    42900 SH       DEFINED 02              42900        0        0
ORCHID CELLMARK INC   S        COM              68573C107     1378   162033 SH       DEFINED 01             162033        0        0
ORCHID CELLMARK INC   S        COM              68573C107        2      230 SH       DEFINED 01 02               0      230        0
OREGON STEEL MLS INC.   S      COM              686079104     1826    65458 SH       DEFINED 01              65458        0        0
OREGON STEEL MLS INC.   S      COM              686079104       28     1000 SH       DEFINED 02               1000        0        0
ORIENTAL FINANCIAL GROUP INC   COM              68618W100      210    17227 SH       DEFINED 01              17227        0        0
OSHKOSH TRUCK CORP   S         COM              688239201    10699   247870 SH       DEFINED 01             247870        0        0
OSHKOSH TRUCK CORP   S         COM              688239201       23      525 SH       DEFINED 01 02               0      525        0
OSTEOTECH INC   S              COM              688582105      222    38830 SH       DEFINED 01              38830        0        0
OTTER TAIL CORP   S            COM              689648103     1691    54695 SH       DEFINED 01              54695        0        0
OTTER TAIL CORP   S            COM              689648103       34     1100 SH       DEFINED 02               1100        0        0
OVERSEAS SHIPHOLD GR   S       COM              690368105       46      787 SH       DEFINED 02                787        0        0
OWENS & MINOR INC   S          COM              690732102     3597   122586 SH       DEFINED 01             122586        0        0
OWENS ILLINOIS INC   S         COM              690768403       33     1623 SH       DEFINED 01 02               0     1623        0
OWENS ILLINOIS INC   S         COM              690768403     2818   136894 SH       DEFINED 01 11               0        0   136894
OWENS ILLINOIS INC   S         COM              690768403       19      910 SH       DEFINED 02                910        0        0
OXFORD INDUSTRIES   S          COM              691497309     1428    31648 SH       DEFINED 01              31648        0        0
PC-TEL INC   S                 COM              69325Q105      827    87917 SH       DEFINED 01              87917        0        0
P G & E CORP   S               COM              69331C108     9120   232340 SH       DEFINED 01             232340        0        0
P G & E CORP   S               COM              69331C108      123     3125 SH       DEFINED 01 02               0     3125        0
P G & E CORP   S               COM              69331C108     3113    79321 SH       DEFINED 01 03               0    79321        0
P G & E CORP   S               COM              69331C108      371     9439 SH       DEFINED 02               9439        0        0
PFF BANCORP INC   S            COM              69331W104     4374   144550 SH       DEFINED 01             144550        0        0
PHH CORP   S   S               COM              693320202     7067   257337 SH       DEFINED 01             257337        0        0
PHH CORP   S   S               COM              693320202     2043    74360 SH       DEFINED 01 02               0    74360        0
PHH CORP   S   S               COM              693320202      322    11700 SH       DEFINED 01 03               0    11700        0
PHH CORP   S   S               COM              693320202     1085    39500 SH       DEFINED 02              39500        0        0
P.F. CHANGS CHINA B   S        COM              69333Y108     4396    98060 SH       DEFINED 01              98060        0        0
P.F. CHANGS CHINA B   S        COM              69333Y108     2547    56796 SH       DEFINED 01 02               0    56796        0
P.F. CHANGS CHINA B   S        COM              69333Y108      448     9987 SH       DEFINED 01 03               0     9987        0
PICO HOLDINGS INC   S          COM              693366205       36     1027 SH       DEFINED 01               1027        0        0
PMC-SIERRA INC   S             COM              69344F106     1410   160019 SH       DEFINED 01             160019        0        0
PMC-SIERRA INC   S             COM              69344F106        5      520 SH       DEFINED 01 02               0      520        0
PMC-SIERRA INC   S             COM              69344F106      341    38751 SH       DEFINED 01 03               0    38751        0
PMC-SIERRA INC   S             COM              69344F106    20589  2337146 SH       DEFINED 01 11               0        0  2337146
PMI GROUP INC.   S             COM              69344M101       43     1075 SH       DEFINED 01 02               0     1075        0
PMI GROUP INC.   S             COM              69344M101     5507   138200 SH       DEFINED 01 11               0        0   138200
PMI GROUP INC.   S             COM              69344M101       37      930 SH       DEFINED 02                930        0        0
PMI GROUP INC (THE) 02.500% 07 CONV BND         69344MAE1     1130  1100000 PRN      DEFINED 01 02               0        0  1100000
PNC FINCL SERV GROUP   S       COM              693475105    43911   756792 SH       DEFINED 01             756792        0        0
PNC FINCL SERV GROUP   S       COM              693475105      383     6595 SH       DEFINED 01 02               0     4518     2077
PNC FINCL SERV GROUP   S       COM              693475105     3587    61824 SH       DEFINED 01 03               0    61824        0
PNC FINCL SERV GROUP   S       COM              693475105      199     3400 SH       DEFINED 01 11               0        0     3400
PNC FINCL SERV GROUP   S       COM              693475105      300     5168 SH       DEFINED 02               5168        0        0
POSCO SPON ADR REP 1/4 ORD LVL COM              693483109      170     3000 SH       DEFINED 02                  0        0     3000
PNM RESOURCES INC   S          COM              69349H107      305    10656 SH       DEFINED 01              10656        0        0
PPG INDUSTRIES INC   S   S     COM              693506107     7379   124679 SH       DEFINED 01             124679        0        0
PPG INDUSTRIES INC   S   S     COM              693506107     2138    36129 SH       DEFINED 01 03               0    36129        0
PPG INDUSTRIES INC   S   S     COM              693506107      263     4500 SH       DEFINED 01 11               0        0     4500
PPG INDUSTRIES INC   S   S     COM              693506107       45      760 SH       DEFINED 02                760        0        0
PPL CORPORATION   S            COM              69351T106    29291   906017 SH       DEFINED 01             906017        0        0
PPL CORPORATION   S            COM              69351T106       43     1331 SH       DEFINED 01 02               0     1331        0
PPL CORPORATION   S            COM              69351T106     2609    80694 SH       DEFINED 01 03               0    80694        0
PPL CORPORATION   S            COM              69351T106       57     1760 SH       DEFINED 02               1760        0        0
PPL ENERGY SUPPLY LLC 02.625%  CONV BND         69352JAE7      650   500000 PRN      DEFINED 01 02               0        0   500000
PRA INTERNATIONAL   S          COM              69353C101      373    12326 SH       DEFINED 01                  0        0    12326
PRA INTERNATIONAL   S          COM              69353C101        4      120 SH       DEFINED 01 02               0        0      120
PRA INTERNATIONAL   S          COM              69353C101      970    32051 SH       DEFINED 01 11               0        0    32051
PRG-SCHULTZ INTL INC   S       COM              69357C107      288    95631 SH       DEFINED 01              95631        0        0
PS BUSINESS PARKS   S          COM              69360J107     1452    31700 SH       DEFINED 01              31700        0        0
PSS WORLD MEDICAL   S          COM              69366A100     6272   470116 SH       DEFINED 01             470116        0        0
PSS WORLD MEDICAL   S          COM              69366A100        3      240 SH       DEFINED 01 02               0      240        0
PSS WORLD MEDICAL   S          COM              69366A100     2699   203098 SH       DEFINED 01 11               0        0   203098
PTV INC 10.000% 01/10/2023 P   PRF              69367F306        0        1 SH       DEFINED 01 02               0        0        1
PACCAR INC   S                 COM              693718108     4194    61757 SH       DEFINED 01              61757        0        0
PACCAR INC   S                 COM              693718108       77     1139 SH       DEFINED 01 02               0     1139        0
PACCAR INC   S                 COM              693718108     2528    37242 SH       DEFINED 01 03               0    37242        0
PACCAR INC   S                 COM              693718108      154     2270 SH       DEFINED 02               2270        0        0
PACER INTERNATIONAL INC   S    COM              69373H106      526    19940 SH       DEFINED 01              19940        0        0
PACIFIC CAP BANCORP   S        COM              69404P101     2896    86985 SH       DEFINED 01              86985        0        0
PACIFIC SUNWEAR   S            COM              694873100     2557   119283 SH       DEFINED 01             119283        0        0
PACIFIC SUNWEAR   S            COM              694873100      168     7830 SH       DEFINED 01 02               0     7830        0
PACIFICARE HLTH SYS   S        COM              695112102     5026    62990 SH       DEFINED 01              62990        0        0
PACIFICARE HLTH SYS   S        COM              695112102       34      425 SH       DEFINED 01 02               0      425        0
PACKAGING CP OF AMER   S       COM              695156109     3727   192000 SH       DEFINED 01             192000        0        0
PACKETEER INC   S              COM              695210104      426    33922 SH       DEFINED 01              33922        0        0
PACKETEER INC   S              COM              695210104        4      310 SH       DEFINED 01 02               0      310        0
PACKETEER INC   S              COM              695210104       54     4300 SH       DEFINED 02               4300        0        0
PACTIV CORPORATION   S         COM              695257105      154     8745 SH       DEFINED 01               8745        0        0
PACTIV CORPORATION   S         COM              695257105      558    31843 SH       DEFINED 01 03               0    31843        0
PACTIV CORPORATION   S         COM              695257105     1190    67982 SH       DEFINED 01 11               0        0    67982
PAIN THERAPRUTICS INC   S      COM              69562K100        3      540 SH       DEFINED 01 02               0      540        0
PALL CORP   S                  COM              696429307     2988   108630 SH       DEFINED 01             108630        0        0
PALL CORP   S                  COM              696429307      727    26449 SH       DEFINED 01 03               0    26449        0
PALM HARBOR HOMES INC   S      COM              696639103      579    29800 SH       DEFINED 01              29800        0        0
PALM HARBOR HOMES INC   S      COM              696639103        4      230 SH       DEFINED 01 02               0      230        0
PALM INC   S                   COM              696643105     3093   109200 SH       DEFINED 01             109200        0        0
PALM INC   S                   COM              696643105     1104    38970 SH       DEFINED 01 02               0    38970        0
PALM INC   S                   COM              696643105      127     4500 SH       DEFINED 01 03               0     4500        0
PALM INC   S                   COM              696643105      473    16700 SH       DEFINED 02              16700        0        0
PAN AMERICAN SILVER CORP   FSU COM              697900108    16099   911600 SH       DEFINED 01             911600        0        0
PAN PACIFIC RETAIL   S         COM              69806L104     3268    49600 SH       DEFINED 01              49600        0        0
PANERA BREAD CO   S            COM              69840W108    16536   323063 SH       DEFINED 01             323063        0        0
PANERA BREAD CO   S            COM              69840W108     4137    80831 SH       DEFINED 01 02               0    80831        0
PANERA BREAD CO   S            COM              69840W108     1132    22112 SH       DEFINED 01 03               0    22112        0
PANTRY INC.   S                COM              698657103     5339   142888 SH       DEFINED 01             142888        0        0
PANTRY INC.   S                COM              698657103     1138    30495 SH       DEFINED 01 02               0    30495        0
PANTRY INC.   S                COM              698657103      128     3430 SH       DEFINED 01 03               0     3430        0
PANTRY INC.   S                COM              698657103      552    14800 SH       DEFINED 02              14800        0        0
PAPA JOHN   S                  COM              698813102     2011    40113 SH       DEFINED 01              40113        0        0
PAR TECHNOLOGY CORP/DEL   S    COM              698884103     1158    50358 SH       DEFINED 01              50358        0        0
PAR TECHNOLOGY CORP/DEL   S    COM              698884103        3      110 SH       DEFINED 01 02               0      110        0
PAR PHARMACEUTICAL COS INC   S COM              69888P106     1597    59986 SH       DEFINED 01              59986        0        0
PARALLEL PETROLEUM CORP   S    COM              699157103     1438   102770 SH       DEFINED 01             102770        0        0
PARAMETRIC TECH CORP   S       COM              699173100     6427   922175 SH       DEFINED 01             922175        0        0
PARAMETRIC TECH CORP   S       COM              699173100     1201   172290 SH       DEFINED 01 02               0   172290        0
PARAMETRIC TECH CORP   S       COM              699173100      569    81580 SH       DEFINED 01 03               0    81580        0
PARAMETRIC TECH CORP   S       COM              699173100      620    88900 SH       DEFINED 02              88900        0        0
PAREXEL   S                    COM              699462107     2294   114164 SH       DEFINED 01             114164        0        0
PARK ELECTROCHEMICAL   S       COM              700416209     1204    45160 SH       DEFINED 01              45160        0        0
PARK ELECTROCHEMICAL   S       COM              700416209     1156    43380 SH       DEFINED 01 02               0    43380        0
PARK ELECTROCHEMICAL   S       COM              700416209      141     5300 SH       DEFINED 01 03               0     5300        0
PARK ELECTROCHEMICAL   S       COM              700416209      615    23100 SH       DEFINED 02              23100        0        0
PARK-OHIO HOLDINGS CORP.   S   COM              700666100      527    30000 SH       DEFINED 01              30000        0        0
PARKER DRILLING   S            COM              701081101      227    24400 SH       DEFINED 01              24400        0        0
PARKER DRILLING   S            COM              701081101        4      440 SH       DEFINED 01 02               0      440        0
PARKER-HANNIFIN   S            COM              701094104    91087  1416359 SH       DEFINED 01            1416359        0        0
PARKER-HANNIFIN   S            COM              701094104     2735    42524 SH       DEFINED 01 03               0    42524        0
PARKER-HANNIFIN   S            COM              701094104      281     4370 SH       DEFINED 02               4370        0        0
PARKWAY PROPERTIES INC   S     COM              70159Q104     4767   101596 SH       DEFINED 01             101596        0        0
PARLUX FRAGRANCES INC   S      COM              701645103      936    32114 SH       DEFINED 01              32114        0        0
PARLUX FRAGRANCES INC   S      COM              701645103        6      230 SH       DEFINED 01 02               0      230        0
PARTNER COMM ADR   FSUSD       COM              70211M109     4349   505200 SH       DEFINED 01                  0        0   505200
PARTNER COMM ADR   FSUSD       COM              70211M109       46     5400 SH       DEFINED 01 02               0        0     5400
PATTERSON COS INC   S          COM              703395103     2082    52000 SH       DEFINED 01              52000        0        0
PATTERSON COS INC   S          COM              703395103       22      542 SH       DEFINED 01 03               0      542        0
PATTERSON-UTI ENERGY   S       COM              703481101     3993   110653 SH       DEFINED 01             110653        0        0
PATTERSON-UTI ENERGY   S       COM              703481101    17647   489108 SH       DEFINED 01 02               0   489108        0
PATTERSON-UTI ENERGY   S       COM              703481101     3088    85577 SH       DEFINED 01 03               0    85577        0
PAXAR CORPORATION   S          COM              704227107     1896   112544 SH       DEFINED 01             112544        0        0
PAXAR CORPORATION   S          COM              704227107       22     1300 SH       DEFINED 02               1300        0        0
PAXSON COMMUNICATION   S       COM              704231109       42    92000 SH       DEFINED 01              92000        0        0
PAXSON COMMUNICATION   S       COM              704231109       58   134600 SH       DEFINED 01 11               0        0   134600
PFD 14.25 11/15/06 14.250% 11/ PRF              704231505        1        0 SH       DEFINED 01                  0        0        0
PAYCHEX INC   S                COM              704326107    62328  1680915 SH       DEFINED 01            1680915        0        0
PAYCHEX INC   S                COM              704326107     4106   110750 SH       DEFINED 01 02               0   110750        0
PAYCHEX INC   S                COM              704326107     5417   146097 SH       DEFINED 01 03               0   146097        0
PAYCHEX INC   S                COM              704326107    43166  1165244 SH       DEFINED 01 11               0        0  1165244
PAYLESS SHOESOURCE   S         COM              704379106     2170   124691 SH       DEFINED 01             124691        0        0
PAYLESS SHOESOURCE   S         COM              704379106     1120    64410 SH       DEFINED 01 02               0    64410        0
PAYLESS SHOESOURCE   S         COM              704379106      155     8900 SH       DEFINED 01 03               0     8900        0
PAYLESS SHOESOURCE   S         COM              704379106      607    34887 SH       DEFINED 02              34887        0        0
PEABODY ENERGY CORP   S        COM              704549104    37882   449112 SH       DEFINED 01             449112        0        0
PEABODY ENERGY CORP   S        COM              704549104       26      313 SH       DEFINED 01 02               0      313        0
PEDIATRIX MEDICAL GROUP INC    COM              705324101     6060    78885 SH       DEFINED 01              78885        0        0
PEDIATRIX MEDICAL GROUP INC    COM              705324101        8      100 SH       DEFINED 01 02               0      100        0
PEDIATRIX MEDICAL GROUP INC    COM              705324101       15      200 SH       DEFINED 02                200        0        0
PEETS COFFEE & TEA INC   S     COM              705560100      962    31410 SH       DEFINED 01              31410        0        0
PEGASUS SOLUTIONS   S          COM              705906105      358    39837 SH       DEFINED 01              39837        0        0
PEGASUS SOLUTIONS   S          COM              705906105       97    10794 SH       DEFINED 01 02               0        0    10794
PENFORD CORP   S               COM              707051108      878    65704 SH       DEFINED 01              65704        0        0
PENN NATIONAL GAMING..   S     COM              707569109      773    24850 SH       DEFINED 01              24850        0        0
PENN VIRGINIA CORP   S         COM              707882106     2412    41800 SH       DEFINED 01              41800        0        0
PENNEY J C   S                 COM              708160106    50160  1057786 SH       DEFINED 01            1057786        0        0
PENNEY J C   S                 COM              708160106      126     2653 SH       DEFINED 01 02               0     1444     1209
PENNEY J C   S                 COM              708160106     2525    53247 SH       DEFINED 01 03               0    53247        0
PENNEY J C   S                 COM              708160106      140     2970 SH       DEFINED 02               2970        0        0
PENNSYLVANIA COMMERCE BANCORP  COM              708677109       48     1346 SH       DEFINED 01 02               0     1346        0
PENTAIR INC   S                COM              709631105       86     2350 SH       DEFINED 02               2350        0        0
PENWEST PHARM   S              COM              709754105      482    27500 SH       DEFINED 01              27500        0        0
PEOPLES BANCORP INC OH   S     COM              709789101       31     1131 SH       DEFINED 01               1131        0        0
PEOPLES ENERGY CORP   S        COM              711030106      854    21684 SH       DEFINED 01              21684        0        0
PEOPLES ENERGY CORP   S        COM              711030106      319     8111 SH       DEFINED 01 03               0     8111        0
PEOPLES ENERGY CORP   S        COM              711030106       51     1300 SH       DEFINED 02               1300        0        0
PEP BOYS-MANNY MOE & JACK   S  COM              713278109     1690   122143 SH       DEFINED 01             122143        0        0
PEPSI BOTTLING GROUP INC   S   COM              713409100      231     8098 SH       DEFINED 01               8098        0        0
PEPSI BOTTLING GROUP INC   S   COM              713409100      843    29519 SH       DEFINED 01 03               0    29519        0
PEPSIAMERICAS INC   S          COM              71343P200     2296   101000 SH       DEFINED 01             101000        0        0
PEPSIAMERICAS INC   S          COM              71343P200       29     1290 SH       DEFINED 02               1290        0        0
PEPSICO   S                    COM              713448108   313577  5529512 SH       DEFINED 01            5529512        0        0
PEPSICO   S                    COM              713448108      139     2438 SH       DEFINED 01 02               0     2438        0
PEPSICO   S                    COM              713448108    20135   355055 SH       DEFINED 01 03               0   355055        0
PEPSICO   S                    COM              713448108    83174  1467283 SH       DEFINED 01 11               0    61066  1406217
PER-SE TECH INC   S            COM              713569309     2586   125188 SH       DEFINED 01             125188        0        0
PER-SE TECH INC   S            COM              713569309        8      380 SH       DEFINED 01 02               0      380        0
PERFORMANCE FOOD   S           COM              713755106     3024    95827 SH       DEFINED 01              95827        0        0
PERFICIENT INC   S             COM              71375U101      456    55183 SH       DEFINED 01              55183        0        0
PERFORMANCE TECHNOLOGIES INC   COM              71376K102       87    12195 SH       DEFINED 01              12195        0        0
PERICOM SEMICOND   S           COM              713831105      527    59569 SH       DEFINED 01              59569        0        0
PERINI CORP   S                COM              713839108     3987   219050 SH       DEFINED 01             219050        0        0
PERINI CORP   S                COM              713839108     1504    82580 SH       DEFINED 01 02               0    82580        0
PERINI CORP   S                COM              713839108      194    10660 SH       DEFINED 01 03               0    10660        0
PERINI CORP   S                COM              713839108      808    44450 SH       DEFINED 02              44450        0        0
PERKINELMER INC   S            COM              714046109      155     7600 SH       DEFINED 01               7600        0        0
PERKINELMER INC   S            COM              714046109      564    27696 SH       DEFINED 01 03               0    27696        0
PERNOD RICARD-SPON ADR   FSUSD COM              714264108     1276    28818 SH       DEFINED 01                  0        0    28818
PEROT SYSTEMS CP CLA   S       COM              714265105     8826   623700 SH       DEFINED 01             623700        0        0
PEROT SYSTEMS CP CLA   S       COM              714265105     1537   108560 SH       DEFINED 01 02               0   108560        0
PEROT SYSTEMS CP CLA   S       COM              714265105      192    13600 SH       DEFINED 01 03               0    13600        0
PEROT SYSTEMS CP CLA   S       COM              714265105      849    60013 SH       DEFINED 02              60013        0        0
PERRIGO COMPANY   S            COM              714290103     4716   329600 SH       DEFINED 01             329600        0        0
PERRIGO COMPANY   S            COM              714290103     1613   112760 SH       DEFINED 01 02               0   112760        0
PERRIGO COMPANY   S            COM              714290103      222    15500 SH       DEFINED 01 03               0    15500        0
PERRIGO COMPANY   S            COM              714290103      848    59200 SH       DEFINED 02              59200        0        0
PERVASIVE SOFTWARE   S         COM              715710109     2411   574200 SH       DEFINED 01             574200        0        0
PETCO ANIMAL SUP INC   S       COM              716016209      624    29500 SH       DEFINED 01              29500        0        0
PETMED EXPRESS INC   S         COM              716382106      133    12785 SH       DEFINED 01              12785        0        0
PETRO-CANADA.   FSUSD          COM              71644E102     1883    45120 SH       DEFINED 01              45120        0        0
PETROKAZAKHSTAN INC  CL A   FS COM              71649P102      539     9900 SH       DEFINED 01               9900        0        0
PETROBRAS ADR   FSUSD          COM              71654V101   158217  2484682 SH       DEFINED 01 11               0        0  2484682
PETROLEO BRASILEIRO   FSUSD    COM              71654V408   160254  2241622 SH       DEFINED 01            2241622        0        0
PETROLEO BRASILEIRO   FSUSD    COM              71654V408      540     7560 SH       DEFINED 01 02               0     7560        0
PETROLEO BRASILEIRO   FSUSD    COM              71654V408     3768    52700 SH       DEFINED 01 03               0    52700        0
PETROLEO BRASILEIRO   FSUSD    COM              71654V408   104009  1455692 SH       DEFINED 01 11               0        0  1455692
PETROLEUM DEVELOPMENT CORP   S COM              716578109     1921    50095 SH       DEFINED 01              50095        0        0
PETSMART INC   S               COM              716768106       30     1400 SH       DEFINED 01               1400        0        0
PETSMART INC   S               COM              716768106       13      582 SH       DEFINED 01 03               0      582        0
PFIZER   S                     COM              717081103        4      175 SH       DEFINED 00                175        0        0
PFIZER   S                     COM              717081103   384212 15386917 SH       DEFINED 01           15386917        0        0
PFIZER   S                     COM              717081103     3541   141766 SH       DEFINED 01 02               0   141766        0
PFIZER   S                     COM              717081103    40583  1625274 SH       DEFINED 01 03               0  1625274        0
PFIZER   S                     COM              717081103   109179  4372142 SH       DEFINED 01 11               0     9141  4363001
PHARMACEUTICAL PROD   S        COM              717124101     7574   131700 SH       DEFINED 01             131700        0        0
PHARMION CORP   S              COM              71715B409      850    39000 SH       DEFINED 01                  0        0    39000
PHARMION CORP   S              COM              71715B409      227    10443 SH       DEFINED 01 02               0        0    10443
PHELPS DODGE   S               COM              717265102    24968   192170 SH       DEFINED 01             192170        0        0
PHELPS DODGE   S               COM              717265102      104      793 SH       DEFINED 01 02               0      793        0
PHELPS DODGE   S               COM              717265102     2679    20617 SH       DEFINED 01 03               0    20617        0
PHELPS DODGE   S               COM              717265102      165     1275 SH       DEFINED 02               1275        0        0
PHILADELPHIA CONS HD   S       COM              717528103     3533    41618 SH       DEFINED 01              41618        0        0
PHILLIPS-VAN HEUSEN   S        COM              718592108     7270   234377 SH       DEFINED 01             234377        0        0
PHILLIPS-VAN HEUSEN   S        COM              718592108     1866    60190 SH       DEFINED 01 02               0    60190        0
PHILLIPS-VAN HEUSEN   S        COM              718592108      257     8300 SH       DEFINED 01 03               0     8300        0
PHILLIPS-VAN HEUSEN   S        COM              718592108     1076    34670 SH       DEFINED 02              34670        0        0
PHOENIX COMPANIES   S          COM              71902E109     3435   281500 SH       DEFINED 01             281500        0        0
PHOENIX TECHNOLOGY   S         COM              719153108      425    56395 SH       DEFINED 01              56395        0        0
PHOTON DYNAMICS   S            COM              719364101      734    38349 SH       DEFINED 01              38349        0        0
PHOTRONICS INC   S             COM              719405102    10586   545751 SH       DEFINED 01             545751        0        0
PHOTRONICS INC   S             COM              719405102     1076    55480 SH       DEFINED 01 02               0    55480        0
PHOTRONICS INC   S             COM              719405102      147     7600 SH       DEFINED 01 03               0     7600        0
PHOTRONICS INC   S             COM              719405102      570    29400 SH       DEFINED 02              29400        0        0
PIEDMONT NATURAL GAS   S       COM              720186105     4353   172928 SH       DEFINED 01             172928        0        0
PIER 1 IMPORTS INC   S         COM              720279108     2781   246800 SH       DEFINED 01             246800        0        0
PIER 1 IMPORTS INC   S         COM              720279108       24     2116 SH       DEFINED 02               2116        0        0
PILGRIMS PRIDE   S             COM              721467108     2034    55869 SH       DEFINED 01              55869        0        0
PILGRIMS PRIDE   S             COM              721467108       27      740 SH       DEFINED 02                740        0        0
PINNACLE ENTERTAIN   S         COM              723456109     2093   114123 SH       DEFINED 01             114123        0        0
PINNACLE ENTERTAIN   S         COM              723456109      241    13195 SH       DEFINED 01 02               0     7772     5423
PINNACLE WEST CAPITA   S       COM              723484101    16927   384006 SH       DEFINED 01             384006        0        0
PINNACLE WEST CAPITA   S       COM              723484101      926    20996 SH       DEFINED 01 03               0    20996        0
PIONEER COMPANIES INC   S      COM              723643300      160     6611 SH       DEFINED 01               6611        0        0
PIONEER COMPANIES INC   S      COM              723643300      958    39820 SH       DEFINED 01 02               0    39820        0
PIONEER COMPANIES INC   S      COM              723643300      132     5500 SH       DEFINED 01 03               0     5500        0
PIONEER COMPANIES INC   S      COM              723643300      507    21100 SH       DEFINED 02              21100        0        0
PIONEER DRILLING COMPANY   S   COM              723655106      492    25200 SH       DEFINED 01              25200        0        0
PIONEER DRILLING COMPANY   S   COM              723655106       19      998 SH       DEFINED 02                998        0        0
PIONEER NATURAL RES   S        COM              723787107    88763  1616226 SH       DEFINED 01            1616226        0        0
PIONEER NATURAL RES   S        COM              723787107      795    14470 SH       DEFINED 01 02               0    14470        0
PIONEER NATURAL RES   S        COM              723787107      861    15674 SH       DEFINED 01 03               0    15674        0
PIPER JAFFRAY COS-   S         COM              724078100     1349    45175 SH       DEFINED 01              45175        0        0
PITNEY BOWES   S               COM              724479100    31799   761824 SH       DEFINED 01             761824        0        0
PITNEY BOWES   S               COM              724479100     2031    48660 SH       DEFINED 01 03               0    48660        0
PITNEY BOWES   S               COM              724479100      192     4600 SH       DEFINED 02               4600        0        0
PIXAR   S                      COM              725811103      241     5420 SH       DEFINED 01               5420        0        0
PIXAR   S                      COM              725811103       22      488 SH       DEFINED 01 03               0      488        0
PIXELWORKS INC   S             COM              72581M107     1118   169700 SH       DEFINED 01             169700        0        0
PIXELWORKS INC   S             COM              72581M107        1      150 SH       DEFINED 01 02               0      150        0
PLACER DOME INC   FSUSD        COM              725906101     5831   340000 SH       DEFINED 01             340000        0        0
PLACER SIERRA BANCSHARES   S   COM              726079106     1093    39801 SH       DEFINED 01              39801        0        0
PLAINS EXPLOR & PROD.   S      COM              726505100      642    15000 SH       DEFINED 01              15000        0        0
PLAINS EXPLOR & PROD.   S      COM              726505100      400     9350 SH       DEFINED 01 02               0     9350        0
PLAINS EXPLOR & PROD.   S      COM              726505100       17      400 SH       DEFINED 02                400        0        0
PLANAR SYSTEMS INC   S         COM              726900103      274    33345 SH       DEFINED 01              33345        0        0
PLANTRONICS   S                COM              727493108     2310    75000 SH       DEFINED 01              75000        0        0
PLAYBOY ENTERPRISES   S        COM              728117300     1761   124928 SH       DEFINED 01                  0        0   124928
PLAYTEX PRODUCTS INC   S       COM              72813P100     3347   304310 SH       DEFINED 01             304310        0        0
PLAYTEX PRODUCTS INC   S       COM              72813P100     1147   104330 SH       DEFINED 01 02               0   104330        0
PLAYTEX PRODUCTS INC   S       COM              72813P100      135    12300 SH       DEFINED 01 03               0    12300        0
PLAYTEX PRODUCTS INC   S       COM              72813P100      639    58000 SH       DEFINED 02              58000        0        0
PLEXUS CORP   S                COM              729132100     8803   515100 SH       DEFINED 01             515100        0        0
PLUG PWR INC   S               COM              72919P103     8586  1262560 SH       DEFINED 01            1262560        0        0
PLUG PWR INC   S               COM              72919P103      160    23460 SH       DEFINED 01 03               0    23460        0
PLUM CREEK TIMBER CO   S       COM              729251108     3478    91735 SH       DEFINED 01              91735        0        0
PLUM CREEK TIMBER CO   S       COM              729251108     1483    39120 SH       DEFINED 01 03               0    39120        0
PLUM CREEK TIMBER CO   S       COM              729251108      550    14519 SH       DEFINED 01 11               0        0    14519
PLUM CREEK TIMBER CO   S       COM              729251108       39     1030 SH       DEFINED 02               1030        0        0
POGO PRODUCING CO   S          COM              730448107    35431   601138 SH       DEFINED 01             601138        0        0
POGO PRODUCING CO   S          COM              730448107    15211   258076 SH       DEFINED 01 02               0   258076        0
POGO PRODUCING CO   S          COM              730448107     4156    70514 SH       DEFINED 01 03               0    70514        0
POLARIS INDS INC   S           COM              731068102     4716    95186 SH       DEFINED 01              95186        0        0
POLO RALPH LAUREN   S          COM              731572103     1881    37400 SH       DEFINED 01              37400        0        0
POLO RALPH LAUREN   S          COM              731572103       36      720 SH       DEFINED 02                720        0        0
POLYMEDICA CORP   S            COM              731738100     2033    58176 SH       DEFINED 01              58176        0        0
POLYONE CORP   S               COM              73179P106     8281  1366532 SH       DEFINED 01            1366532        0        0
POPE & TALBOT   S              COM              732827100      376    36823 SH       DEFINED 01              36823        0        0
NORTHWEST AIRLINES NAQ & LU DE OPT              736              8     1600 SH  CALL DEFINED 01 11               0        0     1600
PORTALPLAYER INC   S           COM              736187204     2885   105161 SH       DEFINED 01                  0        0   105161
PORTALPLAYER INC   S           COM              736187204        5      170 SH       DEFINED 01 02               0        0      170
PORTFOLIO RECOVERY ASSOCIATE   COM              73640Q105     2703    62590 SH       DEFINED 01              62590        0        0
PORTFOLIO RECOVERY ASSOCIATE   COM              73640Q105        5      130 SH       DEFINED 01 02               0      130        0
POSSIS MEDICAL INC.   S        COM              737407106      428    39015 SH       DEFINED 01              39015        0        0
POSSIS MEDICAL INC.   S        COM              737407106      149    13613 SH       DEFINED 01 02               0        0    13613
POST PROPERTIES   S            COM              737464107     2365    63473 SH       DEFINED 01              63473        0        0
POTASH CORP SASK INC   FSUSD   COM              73755L107     3570    38260 SH       DEFINED 01              38260        0        0
POTLATCH CORP   S              COM              737628107     3999    76724 SH       DEFINED 01              76724        0        0
POTLATCH CORP   S              COM              737628107     2302    44125 SH       DEFINED 01 02               0    44125        0
POTLATCH CORP   S              COM              737628107      318     6100 SH       DEFINED 01 03               0     6100        0
POTLATCH CORP   S              COM              737628107     1322    25360 SH       DEFINED 02              25360        0        0
POWER INTEGRATIONS   S         COM              739276103     1984    91223 SH       DEFINED 01              91223        0        0
POWER INTEGRATIONS   S         COM              739276103        7      330 SH       DEFINED 01 02               0      330        0
POWERWAVE TECHNOLOGIES   S     COM              739363109     2220   170845 SH       DEFINED 01             170845        0        0
POWERWAVE TECHNOLOGIES   S     COM              739363109     2271   174946 SH       DEFINED 01 02               0   174946        0
POWERWAVE TECHNOLOGIES   S     COM              739363109      238    18300 SH       DEFINED 01 03               0    18300        0
POWERWAVE TECHNOLOGIES   S     COM              739363109      919    70800 SH       DEFINED 02              70800        0        0
PRAXAIR   S                    COM              74005P104     5994   125066 SH       DEFINED 01             125066        0        0
PRAXAIR   S                    COM              74005P104     3295    68744 SH       DEFINED 01 03               0    68744        0
PRAXAIR   S                    COM              74005P104     1821    38065 SH       DEFINED 01 11               0        0    38065
PRE PAID LEGAL SVCS   S        COM              740065107     1207    31210 SH       DEFINED 01              31210        0        0
PRE PAID LEGAL SVCS   S        COM              740065107       14      370 SH       DEFINED 02                370        0        0
PRECISION CASTPARTS   S        COM              740189105    23179   436503 SH       DEFINED 01             436503        0        0
PRECISION CASTPARTS   S        COM              740189105       42      796 SH       DEFINED 01 02               0      796        0
PRECISION CASTPARTS   S        COM              740189105     3286    61960 SH       DEFINED 01 11               0        0    61960
PRECISION CASTPARTS   S        COM              740189105       35      650 SH       DEFINED 02                650        0        0
PREMIERE GLOBAL SERVICES INC   COM              740585104     3721   454826 SH       DEFINED 01             454826        0        0
PREMIERE GLOBAL SERVICES INC   COM              740585104        7      890 SH       DEFINED 01 02               0      890        0
PRENTISS PROPERTIES TRUST   S  COM              740706106     5342   131593 SH       DEFINED 01             131593        0        0
PRESIDENTIAL LIFE CO   S       COM              740884101     2073   115215 SH       DEFINED 01             115215        0        0
PRESSTEK INC   S               COM              741113104      406    31288 SH       DEFINED 01              31288        0        0
PRESTIGE BRANDS HOLDINGS INC   COM              74112D101     1168    94819 SH       DEFINED 01              94819        0        0
PRICE COMMUNICATIONS   S       COM              741437305     2298   139700 SH       DEFINED 01             139700        0        0
T ROWE PRICE GROUP   S         COM              74144T108    32526   498106 SH       DEFINED 01             498106        0        0
T ROWE PRICE GROUP   S         COM              74144T108     2894    44330 SH       DEFINED 01 02               0    36928     7402
T ROWE PRICE GROUP   S         COM              74144T108     3264    49986 SH       DEFINED 01 03               0    49986        0
PRICELINE.COM   S              COM              741503403       48     2468 SH       DEFINED 01               2468        0        0
PRIDE INTERNATIONAL   S        COM              74153Q102     3421   120000 SH       DEFINED 01             120000        0        0
PRIDE INTERNATIONAL   S        COM              74153Q102       25      866 SH       DEFINED 01 02               0      866        0
PRIDE INTERNATIONAL INC 03.250 CONV BND         74153QAD4      629   500000 PRN      DEFINED 01 02               0        0   500000
PRIMEDIA INC   S               COM              74157K101     1851   452571 SH       DEFINED 01             452571        0        0
PRIMEDIA INC   S               COM              74157K101       29     7000 SH       DEFINED 02               7000        0        0
PRINCIPAL FINANCIAL   S        COM              74251V102     4990   105323 SH       DEFINED 01             105323        0        0
PRINCIPAL FINANCIAL   S        COM              74251V102       62     1302 SH       DEFINED 01 02               0     1302        0
PRINCIPAL FINANCIAL   S        COM              74251V102     2817    59470 SH       DEFINED 01 03               0    59470        0
PRINCIPAL FINANCIAL   S        COM              74251V102       41      870 SH       DEFINED 02                870        0        0
PRIORITY HEALTHCARE   S        COM              74264T102     2710    97261 SH       DEFINED 01              97261        0        0
PROASSURANCE CORP.   S         COM              74267C106    15749   337453 SH       DEFINED 01             337453        0        0
PROASSURANCE CORP.   S         COM              74267C106     2437    52189 SH       DEFINED 01 02               0    52189        0
PROASSURANCE CORP.   S         COM              74267C106      296     6352 SH       DEFINED 01 03               0     6352        0
PROASSURANCE CORP.   S         COM              74267C106     1177    25210 SH       DEFINED 02              25210        0        0
PROCENTURY CORP   S            COM              74268T108     1038   101378 SH       DEFINED 01             101378        0        0
PROCTER & GAMBLE   S           COM              742718109   604185 10161203 SH       DEFINED 01           10161203        0        0
PROCTER & GAMBLE   S           COM              742718109    10231   172091 SH       DEFINED 01 02               0   169208     2883
PROCTER & GAMBLE   S           COM              742718109    33700   566761 SH       DEFINED 01 03               0   566761        0
PROCTER & GAMBLE   S           COM              742718109    43593   733272 SH       DEFINED 01 11               0        0   733272
PRIVATEBANCORP  INC   S        COM              742962103     2114    61665 SH       DEFINED 01              61665        0        0
PROGENICS PHARMACEUTICALS   S  COM              743187106      441    18600 SH       DEFINED 01              18600        0        0
PROGENICS PHARMACEUTICALS   S  COM              743187106       14      590 SH       DEFINED 02                590        0        0
PROGRESS ENERGY INC   S        COM              743263105     8384   187367 SH       DEFINED 01             187367        0        0
PROGRESS ENERGY INC   S        COM              743263105     2390    53415 SH       DEFINED 01 03               0    53415        0
PROGRESS SOFTWARE CO   S       COM              743312100     7243   228007 SH       DEFINED 01             228007        0        0
PROGRESS SOFTWARE CO   S       COM              743312100        6      210 SH       DEFINED 01 02               0      210        0
PROGRESS SOFTWARE CO   S       COM              743312100       14      445 SH       DEFINED 02                445        0        0
PROGRESSIVE CORP OH   S        COM              743315103    36143   344973 SH       DEFINED 01             344973        0        0
PROGRESSIVE CORP OH   S        COM              743315103     4393    41934 SH       DEFINED 01 03               0    41934        0
PROLIANCE INTL INC   S         COM              74340R104      158    28870 SH       DEFINED 01              28870        0        0
PROLOGIS   S                   COM              743410102     7040   158871 SH       DEFINED 01             158871        0        0
PROLOGIS   S                   COM              743410102     2324    52440 SH       DEFINED 01 03               0    52440        0
PROLOGIS   S                   COM              743410102      874    19737 SH       DEFINED 01 11               0        0    19737
PROLOGIS   S                   COM              743410102       44      990 SH       DEFINED 02                990        0        0
PROSPERITY BANCSHARE.   S      COM              743606105     4771   157710 SH       DEFINED 01             157710        0        0
PROSPERITY BANCSHARE.   S      COM              743606105     1162    38428 SH       DEFINED 01 02               0    38428        0
PROSPERITY BANCSHARE.   S      COM              743606105      160     5300 SH       DEFINED 01 03               0     5300        0
PROSPERITY BANCSHARE.   S      COM              743606105     1691    56000 SH       DEFINED 01 11               0        0    56000
PROSPERITY BANCSHARE.   S      COM              743606105      627    20700 SH       DEFINED 02              20700        0        0
PROTECTIVE LIFE CORP   S       COM              743674103      742    18004 SH       DEFINED 01              18004        0        0
PROTECTIVE LIFE CORP   S       COM              743674103       33      810 SH       DEFINED 02                810        0        0
PROTEIN DESIGN   S             COM              74369L103      826    29499 SH       DEFINED 01              29499        0        0
PROVIDE COMMERCE INC   S       COM              74373W103        6      240 SH       DEFINED 01 02               0      240        0
PROVIDENCE SERVICE CORP   S    COM              743815102      470    15372 SH       DEFINED 01                  0        0    15372
PROVIDENT BANK   S             COM              743859100     2946    84707 SH       DEFINED 01              84707        0        0
PROVIDENT FINANCIAL SVCS   S   COM              74386T105     1056    60000 SH       DEFINED 01              60000        0        0
PROVIDIAN FIN   S              COM              74406A102     4054   229263 SH       DEFINED 01             229263        0        0
PROVIDIAN FIN   S              COM              74406A102       11      643 SH       DEFINED 01 02               0      643        0
PROVIDIAN FIN   S              COM              74406A102     1108    62681 SH       DEFINED 01 03               0    62681        0
PROVIDIAN FIN   S              COM              74406A102       73     4130 SH       DEFINED 02               4130        0        0
PRUDENTIAL FINANCIAL   S       COM              744320102    20432   302413 SH       DEFINED 01             302413        0        0
PRUDENTIAL FINANCIAL   S       COM              744320102      357     5281 SH       DEFINED 01 02               0     5281        0
PRUDENTIAL FINANCIAL   S       COM              744320102     7370   109085 SH       DEFINED 01 03               0   109085        0
PRUDENTIAL FINANCIAL   S       COM              744320102      552     8200 SH       DEFINED 01 11               0        0     8200
PRUDENTIAL FINANCIAL   S       COM              744320102      669     9901 SH       DEFINED 02               9901        0        0
PSYCHIATRIC SOLUTIONS INC   S  COM              74439H108     6957   128280 SH       DEFINED 01             128280        0        0
PSYCHIATRIC SOLUTIONS INC   S  COM              74439H108        9      160 SH       DEFINED 01 02               0      160        0
PSYCHIATRIC SOLUTIONS INC   S  COM              74439H108       27      500 SH       DEFINED 02                500        0        0
PUB SERV ENTERPRISE   S        COM              744573106    42252   656498 SH       DEFINED 01             656498        0        0
PUB SERV ENTERPRISE   S        COM              744573106      148     2294 SH       DEFINED 01 02               0     2294        0
PUB SERV ENTERPRISE   S        COM              744573106     3271    50828 SH       DEFINED 01 03               0    50828        0
PUB SERV ENTERPRISE   S        COM              744573106     7600   118200 SH       DEFINED 01 11               0        0   118200
PUB SERV ENTERPRISE   S        COM              744573106      309     4800 SH       DEFINED 02               4800        0        0
PUBLIC STORAGE   S             COM              74460D109     4370    65225 SH       DEFINED 01              65225        0        0
PUBLIC STORAGE   S             COM              74460D109     1178    17575 SH       DEFINED 01 03               0    17575        0
PUBLIC STORAGE   S             COM              74460D109       25      370 SH       DEFINED 02                370        0        0
PULTE HOMES INC   S            COM              745867101   339627  7913012 SH       DEFINED 01            7913012        0        0
PULTE HOMES INC   S            COM              745867101     7584   176699 SH       DEFINED 01 02               0   176699        0
PULTE HOMES INC   S            COM              745867101     4492   104636 SH       DEFINED 01 03               0   104636        0
PULTE HOMES INC   S            COM              745867101      220     5144 SH       DEFINED 02               5144        0        0
PYATEROCHKA HLD 144A GDR   FSU COM              747071108       44     2173 SH       DEFINED 01                  0        0     2173
PYATEROCHKA HLD 144A GDR   FSU COM              747071108     5329   262275 SH       DEFINED 01 11               0        0   262275
PYATEROCHKA HOLDING-REGS GDR   COM              747071207      126     6210 SH       DEFINED 01               6210        0        0
QLOGIC CORP   S                COM              747277101     1276    37306 SH       DEFINED 00              37306        0        0
QLOGIC CORP   S                COM              747277101     6378   186518 SH       DEFINED 01             186518        0        0
QLOGIC CORP   S                COM              747277101       46     1333 SH       DEFINED 01 02               0     1333        0
QLOGIC CORP   S                COM              747277101      673    19672 SH       DEFINED 01 03               0    19672        0
QLOGIC CORP   S                COM              747277101       78     2293 SH       DEFINED 02               2293        0        0
QUAKER CHEMICAL CORP   S       COM              747316107      381    21933 SH       DEFINED 01              21933        0        0
QUALCOMM   S                   COM              747525103    10047   224510 SH       DEFINED 01             224510        0        0
QUALCOMM   S                   COM              747525103      114     2552 SH       DEFINED 01 02               0     2552        0
QUALCOMM   S                   COM              747525103    15878   354801 SH       DEFINED 01 03               0   354801        0
QUALCOMM   S                   COM              747525103    82065  1836966 SH       DEFINED 01 11               0        0  1836966
QUALITY SYSTEMS   S            COM              747582104      719    10422 SH       DEFINED 01              10422        0        0
QUALITY SYSTEMS   S            COM              747582104       21      300 SH       DEFINED 02                300        0        0
QUANEX CORP   S                COM              747620102    10470   158089 SH       DEFINED 01             158089        0        0
QUANEX CORP   S                COM              747620102     1072    16170 SH       DEFINED 01 02               0    16170        0
QUANEX CORP   S                COM              747620102      146     2200 SH       DEFINED 01 03               0     2200        0
QUANEX CORP   S                COM              747620102      593     8973 SH       DEFINED 02               8973        0        0
QUANTA SERVICES INC   S        COM              74762E102     3723   291712 SH       DEFINED 01             291712        0        0
QUANTA SERVICES INC   S        COM              74762E102     1509   118320 SH       DEFINED 01 02               0   118320        0
QUANTA SERVICES INC   S        COM              74762E102      177    13900 SH       DEFINED 01 03               0    13900        0
QUANTA SERVICES INC   S        COM              74762E102      802    62900 SH       DEFINED 02              62900        0        0
QUEST DIAGNOSTICS   S          COM              74834L100     9811   194109 SH       DEFINED 01             194109        0        0
QUEST DIAGNOSTICS   S          COM              74834L100     1789    35390 SH       DEFINED 01 03               0    35390        0
QUEST DIAGNOSTICS   S          COM              74834L100      133     2627 SH       DEFINED 02               2627        0        0
QUEST SOFTWARE INC   S         COM              74834T103      431    28591 SH       DEFINED 01 02               0    28591        0
QUESTAR CORP   S               COM              748356102      241     2740 SH       DEFINED 01               2740        0        0
QUESTAR CORP   S               COM              748356102       93     1059 SH       DEFINED 01 02               0     1059        0
QUICKSILVER RESOURCES INC   S  COM              74837R104     2089    43702 SH       DEFINED 01              43702        0        0
QUICKSILVER RESOURCES INC   S  COM              74837R104     1363    28515 SH       DEFINED 01 02               0    28515        0
QUIKSILVER INC   S             COM              74838C106     6759   467808 SH       DEFINED 01             467808        0        0
QUIKSILVER INC   S             COM              74838C106        8      560 SH       DEFINED 01 02               0      560        0
QWEST COMM INTL INC   S        COM              749121109    14753  3598447 SH       DEFINED 01            3598447        0        0
QWEST COMM INTL INC   S        COM              749121109     1715   418073 SH       DEFINED 01 03               0   418073        0
QWEST COMM INTL INC   S        COM              749121109      257    62640 SH       DEFINED 02              62640        0        0
R & G FINANCIAL CORP   S       COM              749136107      289    21031 SH       DEFINED 01              21031        0        0
R & G FINANCIAL CORP   S       COM              749136107       15     1100 SH       DEFINED 02               1100        0        0
RAIT INVESTMENT TRUST   S      COM              749227104     6116   214562 SH       DEFINED 01             214562        0        0
RAIT INVESTMENT TRUST   S      COM              749227104     1433    50370 SH       DEFINED 01 02               0    50370        0
RAIT INVESTMENT TRUST   S      COM              749227104      182     6400 SH       DEFINED 01 03               0     6400        0
RAIT INVESTMENT TRUST   S      COM              749227104      807    28300 SH       DEFINED 02              28300        0        0
RCN CORP   S                   COM              749361200      549    25842 SH       DEFINED 01                  0        0    25842
RC2 CORP   S                   COM              749388104     5138   152200 SH       DEFINED 01             152200        0        0
RC2 CORP   S                   COM              749388104     1558    46140 SH       DEFINED 01 02               0    46140        0
RC2 CORP   S                   COM              749388104      216     6400 SH       DEFINED 01 03               0     6400        0
RC2 CORP   S                   COM              749388104      823    24400 SH       DEFINED 02              24400        0        0
RH DONNELLEY CORP   S          COM              74955W307     1122    17731 SH       DEFINED 01              17731        0        0
RLI CORP   S                   COM              749607107    10274   222075 SH       DEFINED 01             222075        0        0
RLI CORP   S                   COM              749607107     1715    37076 SH       DEFINED 01 02               0    37076        0
RLI CORP   S                   COM              749607107      198     4288 SH       DEFINED 01 03               0     4288        0
RLI CORP   S                   COM              749607107      852    18400 SH       DEFINED 02              18400        0        0
RPC INC   S                    COM              749660106     2615   101500 SH       DEFINED 01             101500        0        0
RPC INC   S                    COM              749660106       28     1100 SH       DEFINED 02               1100        0        0
RPM INTERNATIONAL INC   S      COM              749685103     4072   221257 SH       DEFINED 01             221257        0        0
RPM INTERNATIONAL INC   S      COM              749685103       12      653 SH       DEFINED 01 02               0      653        0
RSA SECURITY INC   S           COM              749719100      475    37400 SH       DEFINED 01              37400        0        0
RTI INTL METALS   S            COM              74973W107     2254    57253 SH       DEFINED 01              57253        0        0
RTI INTL METALS   S            COM              74973W107     1276    32427 SH       DEFINED 01 02               0    30430     1997
RTI INTL METALS   S            COM              74973W107      169     4300 SH       DEFINED 01 03               0     4300        0
RTI INTL METALS   S            COM              74973W107      643    16350 SH       DEFINED 02              16350        0        0
RF MICRO DEVICES INC   S       COM              749941100      761   134910 SH       DEFINED 01 02               0   134910        0
RF MICRO DEVICES INC   S       COM              749941100      104    18400 SH       DEFINED 01 03               0    18400        0
RF MICRO DEVICES INC   S       COM              749941100      405    71700 SH       DEFINED 02              71700        0        0
RADIAN GROUP INC   S           COM              750236101     1417    26691 SH       DEFINED 00              26691        0        0
RADIAN GROUP INC   S           COM              750236101       44      826 SH       DEFINED 01 02               0      826        0
RADIANT SYSTEMS   S            COM              75025N102     1094   106049 SH       DEFINED 01             106049        0        0
RADIANT SYSTEMS   S            COM              75025N102        3      290 SH       DEFINED 01 02               0      290        0
RADIATION THERAPY SERVICES   S COM              750323206     4403   138184 SH       DEFINED 01             138184        0        0
RADIATION THERAPY SERVICES   S COM              750323206        6      200 SH       DEFINED 01 02               0      200        0
RADIOLOGIX INC   S             COM              75040K109      912   249203 SH       DEFINED 01             249203        0        0
RADIO ONE INC -CL D   S        COM              75040P405     3871   294400 SH       DEFINED 01                  0        0   294400
RADIO ONE INC -CL D   S        COM              75040P405     1457   110860 SH       DEFINED 01 02               0        0   110860
RADIO ONE INC -CL D   S        COM              75040P405      180    13700 SH       DEFINED 01 03               0        0    13700
RADIO ONE INC -CL D   S        COM              75040P405      778    59200 SH       DEFINED 02                  0        0    59200
RADIOSHACK CORP   S            COM              750438103     4731   190789 SH       DEFINED 01             190789        0        0
RADIOSHACK CORP   S            COM              750438103      708    28557 SH       DEFINED 01 03               0    28557        0
RADISYS   S                    COM              750459109     6869   354071 SH       DEFINED 01             354071        0        0
RALCORP HOLDINGS INC   S       COM              751028101     6384   152296 SH       DEFINED 01             152296        0        0
RALCORP HOLDINGS INC   S       COM              751028101     1880    44870 SH       DEFINED 01 02               0    44870        0
RALCORP HOLDINGS INC   S       COM              751028101      256     6100 SH       DEFINED 01 03               0     6100        0
RALCORP HOLDINGS INC   S       COM              751028101      998    23800 SH       DEFINED 02              23800        0        0
RANDGOLD RESOURCES LTD-ADR   F COM              752344309     1729   110000 SH       DEFINED 01                  0        0   110000
RANGE RESOURCES   S            COM              75281A109     5869   152006 SH       DEFINED 01             152006        0        0
RARE HOSPITALITY INT   S       COM              753820109     1971    76702 SH       DEFINED 01              76702        0        0
RAVEN INDUSTRIES INC   S       COM              754212108      110     3761 SH       DEFINED 01               3761        0        0
RAYONIER INC   S               COM              754907103    31588   548213 SH       DEFINED 01             548213        0        0
RAYTECH CORP-DEL.   S          COM              755103108       32    26000 SH       DEFINED 01              26000        0        0
RAYTHEON CO.   S               COM              755111507     5508   144880 SH       DEFINED 01             144880        0        0
RAYTHEON CO.   S               COM              755111507     3649    95966 SH       DEFINED 01 03               0    95966        0
RAYTHEON CO.   S               COM              755111507     3269    86000 SH       DEFINED 01 11               0        0    86000
RBC INFORMATION SYS - ADR   FS COM              75523Q102     1062    48250 SH       DEFINED 01                  0        0    48250
RBC BEARINGS INC               COM              75524B104      885    54509 SH       DEFINED 01 11               0        0    54509
READERS DIGEST ASSN   S        COM              755267101     2421   151606 SH       DEFINED 01             151606        0        0
READERS DIGEST ASSN   S        COM              755267101       19     1200 SH       DEFINED 02               1200        0        0
RECKSON   S                    COM              75621K106     1365    39500 SH       DEFINED 01              39500        0        0
RED HAT   S                    COM              756577102     4378   206600 SH       DEFINED 01             206600        0        0
RED HAT   S                    COM              756577102       42     2005 SH       DEFINED 01 02               0     2005        0
RED ROBIN GOURMET BURGERS   S  COM              75689M101     1487    32435 SH       DEFINED 01                  0        0    32435
RED ROBIN GOURMET BURGERS   S  COM              75689M101      132     2878 SH       DEFINED 01 02               0        0     2878
REDBACK NETWORKS INC   S       COM              757209507     1775   178900 SH       DEFINED 01                  0        0   178900
REDBACK NETWORKS INC   S       COM              757209507      922    92900 SH       DEFINED 01 02               0        0    92900
REDBACK NETWORKS INC   S       COM              757209507      126    12700 SH       DEFINED 01 03               0        0    12700
REDBACK NETWORKS INC   S       COM              757209507      492    49600 SH       DEFINED 02                  0        0    49600
REDENVELOPE INC   S            COM              75733R601      101     9792 SH       DEFINED 01                  0        0     9792
REDENVELOPE INC   S            COM              75733R601       17     1597 SH       DEFINED 01 02               0        0     1597
REDDY ICE HOLDINGS INC   S     COM              75734R105     5326   259700 SH       DEFINED 01                  0        0   259700
REDDY ICE HOLDINGS INC   S     COM              75734R105     1087    53000 SH       DEFINED 01 11               0        0    53000
REDWOOD TRUST INC.   S         COM              758075402     6071   124879 SH       DEFINED 01             124879        0        0
REDWOOD TRUST INC.   S         COM              758075402     1484    30530 SH       DEFINED 01 02               0    30530        0
REDWOOD TRUST INC.   S         COM              758075402      190     3900 SH       DEFINED 01 03               0     3900        0
REDWOOD TRUST INC.   S         COM              758075402      731    15030 SH       DEFINED 02              15030        0        0
REEBOK INTERNATIONAL   S       COM              758110100      173     3061 SH       DEFINED 01               3061        0        0
REEBOK INTERNATIONAL   S       COM              758110100      633    11182 SH       DEFINED 01 03               0    11182        0
REFCO INC                      COM              75866G109     1272    45006 SH       DEFINED 01 11               0    45006        0
REGAL BELOIT   S               COM              758750103     4154   128071 SH       DEFINED 01             128071        0        0
REGAL ENTERTAINMENT.   S       COM              758766109    12166   607100 SH       DEFINED 01                  0        0   607100
REGAL ENTERTAINMENT.   S       COM              758766109       77     3865 SH       DEFINED 01 02               0        0     3865
REGAL ENTERTAINMENT.   S       COM              758766109      316    15790 SH       DEFINED 02                  0        0    15790
REGENCY CENTERS CORP   S       COM              758849103     1655    28800 SH       DEFINED 01              28800        0        0
REGENCY CENTERS CORP   S       COM              758849103       21      370 SH       DEFINED 02                370        0        0
REGENT COMMUNICATION.   S      COM              758865109     1238   235401 SH       DEFINED 01             235401        0        0
REGENERON PHARMACEUT   S       COM              75886F107     2198   231534 SH       DEFINED 01             231534        0        0
REGENERON PHARMACEUT   S       COM              75886F107      816    85960 SH       DEFINED 01 02               0    85960        0
REGENERON PHARMACEUT   S       COM              75886F107       97    10200 SH       DEFINED 01 03               0    10200        0
REGENERON PHARMACEUT   S       COM              75886F107      429    45200 SH       DEFINED 02              45200        0        0
REHABCARE GROUP INC   S        COM              759148109     1107    53921 SH       DEFINED 01              53921        0        0
REGIONS FINANCIAL   S          COM              7591EP100     1183    38053 SH       DEFINED 01              38053        0        0
REGIONS FINANCIAL   S          COM              7591EP100       17      555 SH       DEFINED 01 02               0      555        0
REGIONS FINANCIAL   S          COM              7591EP100     3047    97911 SH       DEFINED 01 03               0    97911        0
REGIONS FINANCIAL   S          COM              7591EP100       34     1105 SH       DEFINED 02               1105        0        0
REINSURANCE GP OF AM   S       COM              759351109     1887    42200 SH       DEFINED 01              42200        0        0
RELIANCE 144A GDR   FSUSD 144A COM              759470107     1284    35649 SH       DEFINED 01                  0        0    35649
RELIANCE STEEL & ALU   S       COM              759509102     7054   133248 SH       DEFINED 01             133248        0        0
RELIANT ENERGY INC   S         COM              75952B105    21061  1364000 SH       DEFINED 01            1364000        0        0
RELIANT ENERGY INC   S         COM              75952B105       40     2587 SH       DEFINED 01 02               0     2587        0
RELIANT ENERGY INC   S         COM              75952B105       30     1960 SH       DEFINED 02               1960        0        0
REMINGTON OIL & GAS   S   S    COM              759594302     7430   179057 SH       DEFINED 01             179057        0        0
REMINGTON OIL & GAS   S   S    COM              759594302        4      100 SH       DEFINED 01 02               0      100        0
PEOPLES HOLDING COMPANY   S    COM              75970E107       95     3000 SH       DEFINED 01               3000        0        0
RENAL CARE GROUP.   S          COM              759930100       95     2000 SH       DEFINED 01               2000        0        0
RENT-A-CENTER INC   S   S      COM              76009N100       76     3873 SH       DEFINED 01               3873        0        0
REPSOL YPF SA.   FSUSD         COM              76026T205    34739  1075200 SH       DEFINED 01                  0        0  1075200
REPUBLIC AIRWAYS HOLDINGS IN   COM              760276105      851    59500 SH       DEFINED 01                  0        0    59500
REPUBLIC BANCORP INC-CL A   S  COM              760281204      122     5824 SH       DEFINED 01               5824        0        0
REPUBLIC BANCORP.   S          COM              760282103     4434   313544 SH       DEFINED 01             313544        0        0
REPUBLIC BANCORP.   S          COM              760282103     1377    97330 SH       DEFINED 01 02               0    97330        0
REPUBLIC BANCORP.   S          COM              760282103      168    11900 SH       DEFINED 01 03               0    11900        0
REPUBLIC BANCORP.   S          COM              760282103      757    53530 SH       DEFINED 02              53530        0        0
REPUBLIC COMPANIES GROUP INC   COM              760349100      891    70379 SH       DEFINED 01              70379        0        0
REPUBLIC SRVS CL-A   S         COM              760759100     5365   152000 SH       DEFINED 01             152000        0        0
REPUBLIC SRVS CL-A   S         COM              760759100    15187   430690 SH       DEFINED 01 11               0        0   430690
REPUBLIC SRVS CL-A   S         COM              760759100       30      840 SH       DEFINED 02                840        0        0
RESEARC IN MOTION   FSUSD      COM              760975102      661     9670 SH       DEFINED 01               9670        0        0
RESEARC IN MOTION   FSUSD      COM              760975102       54      785 SH       DEFINED 01 03               0      785        0
RESMED INC   S                 COM              761152107     6821    85637 SH       DEFINED 01              85637        0        0
RESMED INC   S                 COM              761152107     3722    46760 SH       DEFINED 01 11               0        0    46760
RESOURCES CONNECTION.   S      COM              76122Q105     4852   163746 SH       DEFINED 01             163746        0        0
RESOURCES CONNECTION.   S      COM              76122Q105     5339   180217 SH       DEFINED 01 02               0   180217        0
RESOURCES CONNECTION.   S      COM              76122Q105      852    28742 SH       DEFINED 01 03               0    28742        0
RESPIRONICS INC   S            COM              761230101     7262   172172 SH       DEFINED 01             172172        0        0
REVLON INC   S                 COM              761525500      527   163346 SH       DEFINED 01             163346        0        0
REVLON INC   S                 COM              761525500      890   275540 SH       DEFINED 01 02               0   275540        0
REVLON INC   S                 COM              761525500      122    37800 SH       DEFINED 01 03               0    37800        0
REVLON INC   S                 COM              761525500      472   146700 SH       DEFINED 02             146700        0        0
REWARDS NETWORK INC   S        COM              761557107      323    47250 SH       DEFINED 01              47250        0        0
REYNOLDS & REYNOLDS   S        COM              761695105     8747   319100 SH       DEFINED 01             319100        0        0
REYNOLDS & REYNOLDS   S        COM              761695105       34     1228 SH       DEFINED 01 02               0     1228        0
REYNOLDS AMERICAN INC   S      COM              761713106    28208   339770 SH       DEFINED 01             339770        0        0
REYNOLDS AMERICAN INC   S      COM              761713106       26      313 SH       DEFINED 01 02               0      313        0
REYNOLDS AMERICAN INC   S      COM              761713106     1509    18175 SH       DEFINED 01 03               0    18175        0
REYNOLDS AMERICAN INC   S      COM              761713106     7513    90500 SH       DEFINED 01 11               0        0    90500
REYNOLDS AMERICAN INC   S      COM              761713106       50      600 SH       DEFINED 02                600        0        0
RIGEL PHARMACEU INC   S        COM              766559603      242    10197 SH       DEFINED 01 02               0     9085     1112
RIMAGE CORP   S                COM              766721104     2787   104526 SH       DEFINED 01             104526        0        0
RIO TINTO PLC ADR   FSUSD      COM              767204100    14146    86100 SH       DEFINED 01                  0        0    86100
RITCHIE BROS. AUCTION.   FSUSD COM              767744105     4666   106067 SH       DEFINED 01             106067        0        0
RITCHIE BROS. AUCTION.   FSUSD COM              767744105      113     2560 SH       DEFINED 02               2560        0        0
RITA MEDICAL SYSTEMS INC       COM              76774E103       21     6019 SH       DEFINED 01 02               0     6019        0
RITE AID CORP   S              COM              767754104    16693  4302083 SH       DEFINED 01            4302083        0        0
RITE AID CORP   S              COM              767754104      117    30050 SH       DEFINED 01 02               0        0    30050
ROANOKE ELECTRIC STL   S       COM              769841107      396    19800 SH       DEFINED 01              19800        0        0
ROBBINS & MYERS INC   S        COM              770196103      587    26114 SH       DEFINED 01              26114        0        0
ROBERT HALF INTL INC   S       COM              770323103    57709  1621511 SH       DEFINED 01            1621511        0        0
ROBERT HALF INTL INC   S       COM              770323103     4856   136428 SH       DEFINED 01 02               0   136428        0
ROBERT HALF INTL INC   S       COM              770323103     4504   126565 SH       DEFINED 01 03               0   126565        0
ROCHE HOLDINGS ADR   FSUSD     COM              771195104    13249   190000 SH       DEFINED 01                  0        0   190000
ROCK TENN CO   S               COM              772739207     2014   133442 SH       DEFINED 01             133442        0        0
ROCK TENN CO   S               COM              772739207       16     1027 SH       DEFINED 02               1027        0        0
ROCKWELL AUTOMATION INC   S    COM              773903109    52105   984971 SH       DEFINED 01             984971        0        0
ROCKWELL AUTOMATION INC   S    COM              773903109       35      653 SH       DEFINED 01 02               0      653        0
ROCKWELL AUTOMATION INC   S    COM              773903109     2043    38616 SH       DEFINED 01 03               0    38616        0
ROCKWELL AUTOMATION INC   S    COM              773903109     1382    26176 SH       DEFINED 01 11               0        0    26176
ROCKWELL AUTOMATION INC   S    COM              773903109       85     1600 SH       DEFINED 02               1600        0        0
ROCKWELL COLLINS   S           COM              774341101     1704    35273 SH       DEFINED 00              35273        0        0
ROCKWELL COLLINS   S           COM              774341101    23002   476027 SH       DEFINED 01             476027        0        0
ROCKWELL COLLINS   S           COM              774341101       47      975 SH       DEFINED 01 02               0      975        0
ROCKWELL COLLINS   S           COM              774341101     1815    37567 SH       DEFINED 01 03               0    37567        0
ROCKWELL COLLINS   S           COM              774341101      147     3044 SH       DEFINED 02               3044        0        0
ROFIN SINAR TECH INC.   S      COM              775043102     3526    92800 SH       DEFINED 01              92800        0        0
ROGERS COMMUNICATION   FSUSD   COM              775109200     6312   160000 SH       DEFINED 01                  0        0   160000
ROGERS CORP   S                COM              775133101     1420    36692 SH       DEFINED 01              36692        0        0
ROHM & HAAS CO   S             COM              775371107    17404   423177 SH       DEFINED 01             423177        0        0
ROHM & HAAS CO   S             COM              775371107     1271    30910 SH       DEFINED 01 03               0    30910        0
ROLLINS   S                    COM              775711104     1532    78500 SH       DEFINED 01              78500        0        0
ROPER IND NEW   S              COM              776696106     8119   206638 SH       DEFINED 01             206638        0        0
ROPER IND NEW   S              COM              776696106     3252    82868 SH       DEFINED 01 11               0        0    82868
ROPER IND NEW   S              COM              776696106       22      560 SH       DEFINED 02                560        0        0
ROSS STORES   S                COM              778296103       14      598 SH       DEFINED 01 03               0      598        0
ROWAN COMPANIES INC.   S       COM              779382100      226     6354 SH       DEFINED 01               6354        0        0
ROWAN COMPANIES INC.   S       COM              779382100      988    27850 SH       DEFINED 01 02               0    27850        0
ROWAN COMPANIES INC.   S       COM              779382100      822    23159 SH       DEFINED 01 03               0    23159        0
ROWAN COMPANIES INC.   S       COM              779382100      291     8100 SH       DEFINED 01 11               0        0     8100
ROYAL GROUP TECH LTD   FSUSD   COM              779915107    22882  2276800 SH       DEFINED 01            2276800        0        0
ROYAL DUTCH SHELL A   FSUSD    COM              780259206    34922   532041 SH       DEFINED 01                  0        0   532041
ROYAL DUTCH SHELL A   FSUSD    COM              780259206      690    10521 SH       DEFINED 01 02               0        0    10521
ROYAL GOLD INC   S             COM              780287108       53     1984 SH       DEFINED 01               1984        0        0
ROYAL GOLD INC   S             COM              780287108        4      150 SH       DEFINED 01 02               0      150        0
RUBY TUESDAY INC COM   S       COM              781182100     3734   171600 SH       DEFINED 01             171600        0        0
RUDDICK CORP   S               COM              781258108      767    33256 SH       DEFINED 01              33256        0        0
RUDDICK CORP   S               COM              781258108       39     1700 SH       DEFINED 02               1700        0        0
RUDOLPH TECHNOLOGIES   S       COM              781270103      699    51888 SH       DEFINED 01              51888        0        0
RUSH ENTERPRISES CL - A   S    COM              781846209     1219    79777 SH       DEFINED 01                  0        0    79777
RUSH ENTERPRISES CL - A   S    COM              781846209        5      350 SH       DEFINED 01 02               0        0      350
RUSS BERRIE & CO   S           COM              782233100      420    29772 SH       DEFINED 01              29772        0        0
RUSSELL CORP   S               COM              782352108     1458   103818 SH       DEFINED 01             103818        0        0
RUSSELL CORP   S               COM              782352108       18     1300 SH       DEFINED 02               1300        0        0
RYANAIR HOLDINGS ADR.   FSUSD  COM              783513104     1837    40350 SH       DEFINED 01                  0        0    40350
RYANS RESTAURANT GROUP INC   S COM              783520109     3554   304578 SH       DEFINED 01             304578        0        0
RYANS RESTAURANT GROUP INC   S COM              783520109       20     1700 SH       DEFINED 02               1700        0        0
RYDER SYSTEM   S               COM              783549108      623    18207 SH       DEFINED 01              18207        0        0
RYDER SYSTEM   S               COM              783549108      467    13655 SH       DEFINED 01 03               0    13655        0
RYERSON TULL INC   S           COM              78375P107     3003   141023 SH       DEFINED 01             141023        0        0
RYLAND GROUP INC   S           COM              783764103     3352    49000 SH       DEFINED 01              49000        0        0
RYLAND GROUP INC   S           COM              783764103       61      888 SH       DEFINED 01 02               0      888        0
RYLAND GROUP INC   S           COM              783764103       19      280 SH       DEFINED 02                280        0        0
S&T BANCORP INC   S            COM              783859101      400    10566 SH       DEFINED 01              10566        0        0
SBC COMMUNICATIONS   S         COM              78387G103   237799  9920705 SH       DEFINED 01            9920705        0        0
SBC COMMUNICATIONS   S         COM              78387G103     1352    56378 SH       DEFINED 01 02               0    35818    20560
SBC COMMUNICATIONS   S         COM              78387G103    18292   763119 SH       DEFINED 01 03               0   763119        0
SBC COMMUNICATIONS   S         COM              78387G103     4522   188900 SH       DEFINED 01 11               0        0   188900
SBC COMMUNICATIONS   S         COM              78387G103     1361    56773 SH       DEFINED 02              56773        0        0
SBS TECH INC   S               COM              78387P103      340    35323 SH       DEFINED 01              35323        0        0
SBA COMMUNICATIONS   S         COM              78388J106     1647   106646 SH       DEFINED 01             106646        0        0
SBA COMMUNICATIONS   S         COM              78388J106        4      230 SH       DEFINED 01 02               0      230        0
SBA COMMUNICATIONS   S         COM              78388J106       19     1200 SH       DEFINED 02               1200        0        0
SCP POOL CORP   S              COM              784028102     7108   203502 SH       DEFINED 01             203502        0        0
SCP POOL CORP   S              COM              784028102        6      192 SH       DEFINED 01 02               0      192        0
SCPIE HOLDINGS INC   S         COM              78402P104      322    22510 SH       DEFINED 01              22510        0        0
SEI INVESTMENTS CO   S         COM              784117103      311     8280 SH       DEFINED 01               8280        0        0
SFBC INTERNATIONAL INC   S     COM              784121105     1837    41385 SH       DEFINED 01              41385        0        0
SGW HOLDING INC 12.500% 12/31/ PRF              78422P209        0   247951 SH       DEFINED 01                  0        0   247951
SJW CORP.   S                  COM              784305104     1979    41000 SH       DEFINED 01              41000        0        0
SK TELECOM LTD  ADR   FSUSD    COM              78440P108     4981   228080 SH       DEFINED 01                  0        0   228080
SL GREEN REALTY   S            COM              78440X101     1584    23230 SH       DEFINED 01              23230        0        0
SL GREEN REALTY   S            COM              78440X101       31      450 SH       DEFINED 02                450        0        0
SL INDS INC   S                COM              784413106      114     8000 SH       DEFINED 01               8000        0        0
SLM CORP   S                   COM              78442P106    13108   244365 SH       DEFINED 01             244365        0        0
SLM CORP   S                   COM              78442P106     4762    88780 SH       DEFINED 01 03               0    88780        0
SLM CORP   S                   COM              78442P106    20552   383609 SH       DEFINED 01 11               0        0   383609
S&P 500 DEP RECPT   INDEXUS    COM              78462F103     2731    22226 SH       DEFINED 01 02               0        0    22226
S&P 500 DEP RECPT   INDEXUS    COM              78462F103    38836   316203 SH       DEFINED 01 11               0        0   316203
SPSS INC   S                   COM              78462K102      870    36248 SH       DEFINED 01              36248        0        0
SPX CORP.                      COM              784635104      254     5600 SH       DEFINED 01 11               0     5600        0
SRA INTERNATIONAL INC..   S    COM              78464R105     3789   106786 SH       DEFINED 01             106786        0        0
SRA INTERNATIONAL INC..   S    COM              78464R105    13044   367649 SH       DEFINED 01 02               0   367649        0
SRA INTERNATIONAL INC..   S    COM              78464R105     2162    60936 SH       DEFINED 01 03               0    60936        0
SRA INTERNATIONAL INC..   S    COM              78464R105       35     1000 SH       DEFINED 02               1000        0        0
SM&A   S                       COM              78465D105     3780   428966 SH       DEFINED 01             428966        0        0
SVB FINANCIAL GROUP   S        COM              78486Q101     1865    38352 SH       DEFINED 01              38352        0        0
SVB FINANCIAL GROUP   S        COM              78486Q101        6      130 SH       DEFINED 01 02               0      130        0
SWS GROUP INC   S              COM              78503N107     1525    92946 SH       DEFINED 01              92946        0        0
SABRE HOLDINGS CORP   S        COM              785905100     1360    67093 SH       DEFINED 01              67093        0        0
SABRE HOLDINGS CORP   S        COM              785905100      565    27883 SH       DEFINED 01 03               0    27883        0
SABRE HOLDINGS CORP   S        COM              785905100     2432   120000 SH       DEFINED 01 11               0        0   120000
SAFECO CORP   S                COM              786429100    51973   973649 SH       DEFINED 01             973649        0        0
SAFECO CORP   S                COM              786429100     1419    26592 SH       DEFINED 01 03               0    26592        0
SAFECO CORP   S                COM              786429100       37      700 SH       DEFINED 02                700        0        0
SAFETY INSURANCE GRP INC   S   COM              78648T100     3844   107995 SH       DEFINED 01             107995        0        0
SAFETY INSURANCE GRP INC   S   COM              78648T100     1861    52340 SH       DEFINED 01 02               0    52340        0
SAFETY INSURANCE GRP INC   S   COM              78648T100      240     6750 SH       DEFINED 01 03               0     6750        0
SAFETY INSURANCE GRP INC   S   COM              78648T100      992    27850 SH       DEFINED 02              27850        0        0
SAFEWAY INC.   S               COM              786514208   315091 12308251 SH       DEFINED 01           12308251        0        0
SAFEWAY INC.   S               COM              786514208     4335   169346 SH       DEFINED 01 02               0   169346        0
SAFEWAY INC.   S               COM              786514208     3537   138185 SH       DEFINED 01 03               0   138185        0
SAFEWAY INC.   S               COM              786514208     5093   198900 SH       DEFINED 01 11               0        0   198900
SAFEWAY INC.   S               COM              786514208      268    10490 SH       DEFINED 02              10490        0        0
ST JOE COMPANY   S             COM              790148100      250     4000 SH       DEFINED 01               4000        0        0
ST JUDE MEDICAL   S            COM              790849103      744    15907 SH       DEFINED 00                  0        0    15907
ST JUDE MEDICAL   S            COM              790849103   127330  2720713 SH       DEFINED 01            2720713        0        0
ST JUDE MEDICAL   S            COM              790849103     3125    66760 SH       DEFINED 01 02               0    66760        0
ST JUDE MEDICAL   S            COM              790849103     5307   113397 SH       DEFINED 01 03               0   113397        0
ST JUDE MEDICAL   S            COM              790849103    59959  1281428 SH       DEFINED 01 11               0   130815  1150613
ST MARY LD & EXPL   S          COM              792228108    15669   428140 SH       DEFINED 01             428140        0        0
ST MARY LD & EXPL   S          COM              792228108     2824    77224 SH       DEFINED 01 02               0    77224        0
ST MARY LD & EXPL   S          COM              792228108      256     7000 SH       DEFINED 01 03               0     7000        0
ST MARY LD & EXPL   S          COM              792228108     1112    30400 SH       DEFINED 02              30400        0        0
ST PAUL TRAVELERS COMPANIES    COM              792860108   103672  2310516 SH       DEFINED 01            2310516        0        0
ST PAUL TRAVELERS COMPANIES    COM              792860108       77     1716 SH       DEFINED 01 02               0     1716        0
ST PAUL TRAVELERS COMPANIES    COM              792860108     8631   192358 SH       DEFINED 01 03               0   192358        0
ST PAUL TRAVELERS COMPANIES    COM              792860108     3233    72060 SH       DEFINED 01 11               0        0    72060
ST PAUL TRAVELERS COMPANIES    COM              792860108      238     5314 SH       DEFINED 02               5314        0        0
SALEM COMM..   S               COM              794093104      369    20000 SH       DEFINED 01              20000        0        0
SALESFORCE COM INC             COM              79466L302    19096   827004 SH       DEFINED 01 11               0   827004        0
SALIX PHARMACEUTICAL   S       COM              795435106      776    36529 SH       DEFINED 01              36529        0        0
SAMSUNG ELECTR  GDR   FSUSD 14 COM              796050888       42      149 SH       DEFINED 01 11               0        0      149
SAN DIEGO G & E 07.050% 01/15/ PRF              797440831     1106    44625 SH       DEFINED 01                  0        0    44625
SANDERSON FARMS INC   S        COM              800013104     1215    32690 SH       DEFINED 01              32690        0        0
SAN-DISK   S                   COM              80004C101    94094  1950146 SH       DEFINED 01            1950146        0        0
SAN-DISK   S                   COM              80004C101    22629   469008 SH       DEFINED 01 02               0   469008        0
SAN-DISK   S                   COM              80004C101     4180    86635 SH       DEFINED 01 03               0    86635        0
SANMINA-SCI CORP.   S          COM              800907107     3509   817821 SH       DEFINED 01             817821        0        0
SANMINA-SCI CORP.   S          COM              800907107      486   113318 SH       DEFINED 01 03               0   113318        0
SANMINA-SCI CORP.   S          COM              800907107      151    36400 SH       DEFINED 01 11               0        0    36400
SANOFI-AVENTIS-ADR   FSUSD     COM              80105N105      842    20260 SH       DEFINED 01                  0        0    20260
SANTANDER BANCORP   S          COM              802809103       69     2790 SH       DEFINED 01               2790        0        0
SANTARUS INC                   COM              802817304      368    59575 SH       DEFINED 01 11               0    59575        0
SAP AG ADR   FSUSD             COM              803054204    16168   373145 SH       DEFINED 01                  0        0   373145
SAPIENT   S                    COM              803062108      655   104700 SH       DEFINED 01             104700        0        0
SARA LEE CORP   S              COM              803111103     8114   428185 SH       DEFINED 01             428185        0        0
SARA LEE CORP   S              COM              803111103       47     2471 SH       DEFINED 01 02               0     2471        0
SARA LEE CORP   S              COM              803111103     3161   166823 SH       DEFINED 01 03               0   166823        0
SARA LEE CORP   S              COM              803111103      209    11100 SH       DEFINED 01 11               0        0    11100
SATYAM COMPUTER SVCS ADR   FSU COM              804098101     4351   143958 SH       DEFINED 01                  0        0   143958
SATYAM COMPUTER SVCS ADR   FSU COM              804098101      111     3697 SH       DEFINED 01 02               0        0     3697
SAVIENT PHARMACEUTICALS INC    COM              80517Q100      853   226317 SH       DEFINED 01             226317        0        0
SAVIENT PHARMACEUTICALS INC    COM              80517Q100       73    19475 SH       DEFINED 02              19475        0        0
SAXON CAPITAL INC   S          COM              80556T106      382    32200 SH       DEFINED 01              32200        0        0
SAXON CAPITAL INC   S          COM              80556T106       34     2900 SH       DEFINED 02               2900        0        0
SCANSOURCE INC   S             COM              806037107     2824    57945 SH       DEFINED 01              57945        0        0
SCHAWK INC   S                 COM              806373106      357    17877 SH       DEFINED 01              17877        0        0
SCHAWK INC   S                 COM              806373106        8      380 SH       DEFINED 01 02               0      380        0
HENRY SCHEIN INC   S           COM              806407102     3978    93336 SH       DEFINED 01              93336        0        0
HENRY SCHEIN INC   S           COM              806407102    18344   430911 SH       DEFINED 01 11               0        0   430911
SCHERING PLOUGH   S            COM              806605101   166848  7926304 SH       DEFINED 01            7926304        0        0
SCHERING PLOUGH   S            COM              806605101     2137   101523 SH       DEFINED 01 02               0   101523        0
SCHERING PLOUGH   S            COM              806605101     7136   339016 SH       DEFINED 01 03               0   339016        0
SCHERING PLOUGH   S            COM              806605101     4347   206487 SH       DEFINED 01 11               0        0   206487
SCHERING-PLOUGH CORP 06.000% 0 CONV PRF         806605606    24793   458200 SH       DEFINED 01                  0        0   458200
SCHLUMBERGER LTD   FSUSD       COM              806857108   257097  3046907 SH       DEFINED 01            3046907        0        0
SCHLUMBERGER LTD   FSUSD       COM              806857108      697     8265 SH       DEFINED 01 02               0     8265        0
SCHLUMBERGER LTD   FSUSD       COM              806857108    13171   156093 SH       DEFINED 01 03               0   156093        0
SCHLUMBERGER LIMITED 01.500% 0 CONV BND         806857AC2      616   500000 PRN      DEFINED 01 02               0        0   500000
SCHNITZER STEEL   S            COM              806882106      421    12940 SH       DEFINED 01              12940        0        0
SCHOLASTIC CORP   S            COM              807066105     3006    81326 SH       DEFINED 01              81326        0        0
SCHOLASTIC CORP   S            COM              807066105     1433    38790 SH       DEFINED 01 02               0    38790        0
SCHOLASTIC CORP   S            COM              807066105      185     5000 SH       DEFINED 01 03               0     5000        0
SCHOLASTIC CORP   S            COM              807066105      791    21410 SH       DEFINED 02              21410        0        0
SCHOOL SPECIALTY INC   S       COM              807863105     3139    64355 SH       DEFINED 01              64355        0        0
SCHULMAN (A.) INC   S          COM              808194104     1240    69095 SH       DEFINED 01              69095        0        0
SCHWAB CHARLES CORP   S        COM              808513105   388155 26899105 SH       DEFINED 01           26899105        0        0
SCHWAB CHARLES CORP   S        COM              808513105     6354   440234 SH       DEFINED 01 02               0   440234        0
SCHWAB CHARLES CORP   S        COM              808513105     4834   334960 SH       DEFINED 01 03               0   334960        0
SCHWAB CHARLES CORP   S        COM              808513105    42471  2945315 SH       DEFINED 01 11               0        0  2945315
SCHWEITZER MAUDUIT   S         COM              808541106     1303    58399 SH       DEFINED 01              58399        0        0
SCHWEITZER MAUDUIT   S         COM              808541106       22     1000 SH       DEFINED 02               1000        0        0
SCIENTIFIC ATLANTA   S         COM              808655104     5325   141927 SH       DEFINED 01             141927        0        0
SCIENTIFIC ATLANTA   S         COM              808655104       42     1132 SH       DEFINED 01 02               0     1132        0
SCIENTIFIC ATLANTA   S         COM              808655104     1222    32578 SH       DEFINED 01 03               0    32578        0
SCIENTIFIC GAMES..   S         COM              80874P109      462    14910 SH       DEFINED 01              14910        0        0
SCIENTIFIC GAMES CORPORATION C CONV BND         80874PAC3      586   500000 PRN      DEFINED 01 02               0        0   500000
SCOTTS MIRACLE GRO CO CL A     COM              810186106     2059    23415 SH       DEFINED 01 11               0    23415        0
SCRIPPS CO (E.W) CLA   S       COM              811054204    18810   376400 SH       DEFINED 01                  0        0   376400
SCS TRANSPORTATION   S         COM              81111T102     1116    71057 SH       DEFINED 01                  0        0    71057
SEA CONTAINERS LTD-CL A   FSUS COM              811371707     4301   367000 SH       DEFINED 01              36700        0        0
SEABOARD CORP   S              COM              811543107     1415     1031 SH       DEFINED 01               1031        0        0
SEABOARD CORP   S              COM              811543107       44       32 SH       DEFINED 02                 32        0        0
SEACOAST BANK COR FL   S       COM              811707306     1839    78500 SH       DEFINED 01              78500        0        0
SEAGATE TECHNOLOGY ESC   S     COM              811804988        0     1600 SH       DEFINED 02               1600        0        0
SEACOR HOLDINGS INC   S        COM              811904101     4040    55659 SH       DEFINED 01              55659        0        0
SEACOR HOLDINGS INC   S        COM              811904101     1745    24030 SH       DEFINED 01 02               0    24030        0
SEACOR HOLDINGS INC   S        COM              811904101      240     3300 SH       DEFINED 01 03               0     3300        0
SEACOR HOLDINGS INC   S        COM              811904101      937    12900 SH       DEFINED 02              12900        0        0
SEALED AIR CORP   S            COM              81211K100    25554   538435 SH       DEFINED 01             538435        0        0
SEALED AIR CORP   S            COM              81211K100      837    17626 SH       DEFINED 01 03               0    17626        0
SEARS HOLDINGS CORP   S        COM              812350106     3862    31030 SH       DEFINED 01              31030        0        0
SEARS HOLDINGS CORP   S        COM              812350106       66      529 SH       DEFINED 01 02               0      529        0
SEARS HOLDINGS CORP   S        COM              812350106     2793    22442 SH       DEFINED 01 03               0    22442        0
SEARS HOLDINGS CORP   S        COM              812350106      200     1611 SH       DEFINED 02               1611        0        0
MATERIALS SELECT SECTOR SPDR   COM              81369Y100    27588  1004280 SH       DEFINED 01                  0        0  1004280
HEALTH CARE SELECT SECTOR   IN COM              81369Y209    13511   430963 SH       DEFINED 01                  0        0   430963
CONSUMR DISCRTNY SELT SPDR   I COM              81369Y407    18554   571083 SH       DEFINED 01             571083        0        0
ENERGY SELECT SECTOR SPDR   IN COM              81369Y506    33730   628121 SH       DEFINED 01             628121        0        0
INDUSTRIAL SELECT SECT SPDR    COM              81369Y704       12      400 SH       DEFINED 00                  0        0      400
INDUSTRIAL SELECT SECT SPDR    COM              81369Y704    23786   788665 SH       DEFINED 01                  0        0   788665
UTILITIES SEL SECTOR SPDR   IN COM              81369Y886    33502   997101 SH       DEFINED 01                  0        0   997101
SECURE COMPUTING CORP   S      COM              813705100      999    88040 SH       DEFINED 01              88040        0        0
SECURE COMPUTING CORP   S      COM              813705100        7      630 SH       DEFINED 01 02               0      630        0
SELECT COMFORT CORP.   S       COM              81616X103     9049   452900 SH       DEFINED 01             452900        0        0
SELECT COMFORT CORP.   S       COM              81616X103        5      290 SH       DEFINED 01 02               0      290        0
SELECTIVE INS GROUP.   S       COM              816300107     8122   166087 SH       DEFINED 01             166087        0        0
SELECTIVE INS GROUP.   S       COM              816300107     3141    64230 SH       DEFINED 01 02               0    64230        0
SELECTIVE INS GROUP.   S       COM              816300107      396     8100 SH       DEFINED 01 03               0     8100        0
SELECTIVE INS GROUP.   S       COM              816300107     1624    33200 SH       DEFINED 02              33200        0        0
SEMPRA ENERGY   S              COM              816851109     3599    76486 SH       DEFINED 01              76486        0        0
SEMPRA ENERGY   S              COM              816851109       92     1959 SH       DEFINED 01 02               0     1959        0
SEMPRA ENERGY   S              COM              816851109     2563    54462 SH       DEFINED 01 03               0    54462        0
SEMPRA ENERGY   S              COM              816851109      286     6095 SH       DEFINED 02               6095        0        0
SEMI TOOL   S                  COM              816909105     1426   179400 SH       DEFINED 01             179400        0        0
SENIOR HOUSING PROP TRUST   S  COM              81721M109     1166    61400 SH       DEFINED 01              61400        0        0
SENOMYX INC   S                COM              81724Q107      317    18610 SH       DEFINED 01              18610        0        0
SENSIENT TECH   S              COM              81725T100     9884   521482 SH       DEFINED 01             521482        0        0
SENSIENT TECH   S              COM              81725T100       45     2400 SH       DEFINED 02               2400        0        0
SEPRACOR INC   S               COM              817315104   115090  1950991 SH       DEFINED 01            1950991        0        0
SEPRACOR INC   S               COM              817315104      850    14421 SH       DEFINED 01 02               0    14421        0
SEPRACOR INC   S               COM              817315104      246     4174 SH       DEFINED 01 03               0     4174        0
SEPRACOR INC   S               COM              817315104      205     3473 SH       DEFINED 01 11               0        0     3473
SEQUA CORP  -CL A   S          COM              817320104     1062    18000 SH       DEFINED 01              18000        0        0
SEQUA CORP -CL B   S           COM              817320203     1563    26000 SH       DEFINED 01             260000        0        0
SERENA SOFTWARE INC   S        COM              817492101     2778   139351 SH       DEFINED 01             139351        0        0
SERENA SOFTWARE INC   S        COM              817492101      138     6932 SH       DEFINED 01 02               0     6932        0
SERENA SOFTWARE INC   S        COM              817492101        3      171 SH       DEFINED 01 11               0        0      171
SEROLOGICALS CORP   S          COM              817523103     2331   103357 SH       DEFINED 01             103357        0        0
SEROLOGICALS CORP   S          COM              817523103        2       80 SH       DEFINED 01 02               0       80        0
SERVICE CORP INTL   S          COM              817565104     5008   604147 SH       DEFINED 01             604147        0        0
SERVICEMASTER CO   S           COM              81760N109       23     1710 SH       DEFINED 02               1710        0        0
SHARPER IMAGE CORP   S         COM              820013100      643    51077 SH       DEFINED 01              51077        0        0
SHAW GROUP INC   S             COM              820280105     7783   315615 SH       DEFINED 01             315615        0        0
SHAW GROUP INC   S             COM              820280105     1319    53500 SH       DEFINED 01 02               0    53500        0
SHAW GROUP INC   S             COM              820280105      180     7300 SH       DEFINED 01 03               0     7300        0
SHAW GROUP INC   S             COM              820280105      789    32000 SH       DEFINED 02              32000        0        0
SHERWIN WILLIAMS   S           COM              824348106      293     6642 SH       DEFINED 01               6642        0        0
SHERWIN WILLIAMS   S           COM              824348106     1067    24209 SH       DEFINED 01 03               0    24209        0
SHILOH INDUSTRIES INC   S      COM              824543102       78     5881 SH       DEFINED 01               5881        0        0
SHINHAN FINANCIAL GRP-ADR   FS COM              824596100     2360    34026 SH       DEFINED 01 11               0        0    34026
SHINHAN FINANCIAL GRP-ADR   FS COM              824596100      347     5000 SH       DEFINED 02                  0        0     5000
SHIRE PHARMACEU   FSUSD        COM              82481R106      373    10090 SH       DEFINED 01                  0        0    10090
SHIRE PHARMACEU   FSUSD        COM              82481R106       20      546 SH       DEFINED 01 02               0        0      546
SHOPKO STORES   S              COM              824911101     2137    83742 SH       DEFINED 01              83742        0        0
SHOPKO STORES   S              COM              824911101       10      400 SH       DEFINED 02                400        0        0
SHUFFLE MASTER INC   S         COM              825549108     4227   159924 SH       DEFINED 01             159924        0        0
SHUFFLE MASTER INC   S         COM              825549108        5      220 SH       DEFINED 01 02               0      220        0
SHUFFLE MASTER INC   S         COM              825549108     1161    44000 SH       DEFINED 01 11               0        0    44000
SHURGARD STORAGE CTR   S       COM              82567D104     5902   105632 SH       DEFINED 01             105632        0        0
SIEBEL SYSTEMS   S             COM              826170102    29652  2870210 SH       DEFINED 01            2870210        0        0
SIEBEL SYSTEMS   S             COM              826170102      321    31037 SH       DEFINED 01 02               0     1410    29627
SIEBEL SYSTEMS   S             COM              826170102     1173   113585 SH       DEFINED 01 03               0   113585        0
SIERRA HEALTH SERVIC   S       COM              826322109     8728   126715 SH       DEFINED 01             126715        0        0
SIERRA HEALTH SERVIC   S       COM              826322109      735    10665 SH       DEFINED 01 02               0    10665        0
SIERRA HEALTH SERVIC   S       COM              826322109     1812    26272 SH       DEFINED 01 11               0        0    26272
SIERRA PACIFIC RES   S         COM              826428104     4249   286167 SH       DEFINED 01             286167        0        0
SIERRA PACIFIC RES   S         COM              826428104     2309   155520 SH       DEFINED 01 02               0   155520        0
SIERRA PACIFIC RES   S         COM              826428104      290    19500 SH       DEFINED 01 03               0    19500        0
SIERRA PACIFIC RES   S         COM              826428104     1212    81600 SH       DEFINED 02              81600        0        0
SIGMA-ALDRICH   S              COM              826552101    49563   773708 SH       DEFINED 01             773708        0        0
SIGMA-ALDRICH   S              COM              826552101     4087    63806 SH       DEFINED 01 02               0    63806        0
SIGMA-ALDRICH   S              COM              826552101     3746    58489 SH       DEFINED 01 03               0    58489        0
SIGMA-ALDRICH   S              COM              826552101       26      410 SH       DEFINED 02                410        0        0
SIGMATEL INC   S               COM              82661W107     3095   152900 SH       DEFINED 01                  0        0   152900
SIGNATURE BANK   S             COM              82669G104     1540    57043 SH       DEFINED 01              57043        0        0
SIGNATURE BANK   S             COM              82669G104      118     4359 SH       DEFINED 01 02               0     4359        0
SILICON LABORATORIES   S       COM              826919102      572    18790 SH       DEFINED 01              18790        0        0
SILICON LABORATORIES   S       COM              826919102        2       70 SH       DEFINED 01 02               0       70        0
SILGAN HOLDINGS..   S          COM              827048109     4225   126998 SH       DEFINED 01             126998        0        0
SILGAN HOLDINGS..   S          COM              827048109     1095    32956 SH       DEFINED 01 02               0    32956        0
SILGAN HOLDINGS..   S          COM              827048109      171     5150 SH       DEFINED 01 03               0     5150        0
SILGAN HOLDINGS..   S          COM              827048109      705    21200 SH       DEFINED 02              21200        0        0
SILICON STORAGE TECH.   S      COM              827057100     2223   413100 SH       DEFINED 01             413100        0        0
SILICON IMAGE   S              COM              82705T102     1742   195900 SH       DEFINED 01             195900        0        0
SILICON IMAGE   S              COM              82705T102        4      460 SH       DEFINED 01 02               0      460        0
SIMMONS FIRST NATL CORP-CL A   COM              828730200     1716    60270 SH       DEFINED 01 02               0    60270        0
SIMMONS FIRST NATL CORP-CL A   COM              828730200      234     8200 SH       DEFINED 01 03               0     8200        0
SIMMONS FIRST NATL CORP-CL A   COM              828730200      912    32000 SH       DEFINED 02              32000        0        0
SIMON PROPERTY GROUP   S       COM              828806109    11548   155796 SH       DEFINED 01             155796        0        0
SIMON PROPERTY GROUP   S       COM              828806109     2886    38935 SH       DEFINED 01 03               0    38935        0
SIMON PROPERTY GROUP   S       COM              828806109     1716    23178 SH       DEFINED 01 11               0        0    23178
SIMON PROPERTY GROUP   S       COM              828806109       66      897 SH       DEFINED 02                897        0        0
SIMPSON MANUFAC   S            COM              829073105     7504   191698 SH       DEFINED 01             191698        0        0
SINCLAIR BROADCASTIN   S       COM              829226109     3536   398625 SH       DEFINED 01             398625        0        0
SINCLAIR BROADCASTIN   S       COM              829226109     1102   124290 SH       DEFINED 01 02               0   124290        0
SINCLAIR BROADCASTIN   S       COM              829226109      134    15100 SH       DEFINED 01 03               0    15100        0
SINCLAIR BROADCASTIN   S       COM              829226109      582    65700 SH       DEFINED 02              65700        0        0
SIRIUS SATELLITE.   S          COM              82966U103      655   100070 SH       DEFINED 01             100070        0        0
SIRIUS SATELLITE.   S          COM              82966U103       39     5920 SH       DEFINED 01 03               0     5920        0
SIRF TECHNOLOGY HLDGS INC   S  COM              82967H101     1159    38471 SH       DEFINED 01              38471        0        0
SIRF TECHNOLOGY HLDGS INC   S  COM              82967H101     3010    99938 SH       DEFINED 01 11               0        0    99938
SIX FLAGS INC   S              COM              83001P109      892   124000 SH       DEFINED 01             124000        0        0
SKYLINE   S                    COM              830830105     2697    66348 SH       DEFINED 01              66348        0        0
SKYWEST INC   S                COM              830879102    10911   406798 SH       DEFINED 01             406798        0        0
SKYWEST INC   S                COM              830879102        3      120 SH       DEFINED 01 02               0      120        0
SKYWEST INC   S                COM              830879102       30     1100 SH       DEFINED 02               1100        0        0
SKYWORKS SOLUTIONS   S         COM              83088M102    12453  1773823 SH       DEFINED 01            1773823        0        0
SKYWORKS SOLUTIONS   S         COM              83088M102     1422   202462 SH       DEFINED 01 02               0   202462        0
SKYWORKS SOLUTIONS   S         COM              83088M102      155    22100 SH       DEFINED 01 03               0    22100        0
SKYWORKS SOLUTIONS   S         COM              83088M102      658    93700 SH       DEFINED 02              93700        0        0
SKILLSOFT PLC   FSUSD          COM              830928107      389    84936 SH       DEFINED 01                  0        0    84936
SMITH (A O) CORP   S           COM              831865209     1622    56909 SH       DEFINED 01               5691        0        0
SMITH INTL   S                 COM              832110100     8506   255348 SH       DEFINED 01             255348        0        0
SMITH INTL   S                 COM              832110100     1019    30600 SH       DEFINED 01 02               0    30600        0
SMUCKER (JM) CO WI   S         COM              832696405      485    10000 SH       DEFINED 01              10000        0        0
SMURFIT STONE CONTAINER   S    COM              832727101       11     1021 SH       DEFINED 01 03               0     1021        0
SMURFIT STONE CONTAINER   S    COM              832727101      151    14700 SH       DEFINED 01 11               0        0    14700
SNAP ON INC   S   S            COM              833034101      122     3372 SH       DEFINED 01               3372        0        0
SNAP ON INC   S   S            COM              833034101      444    12296 SH       DEFINED 01 03               0    12296        0
SNAP ON INC   S   S            COM              833034101     2320    64251 SH       DEFINED 01 11               0        0    64251
SOCIEDAD QUIMICA   FSUSD       COM              833635105     1262    10000 SH       DEFINED 01                  0        0    10000
SOLECTRON CORP   S             COM              834182107     3384   865389 SH       DEFINED 01             865389        0        0
SOLECTRON CORP   S             COM              834182107      808   206728 SH       DEFINED 01 03               0   206728        0
SOLECTRON CORP   S             COM              834182107      144    37800 SH       DEFINED 01 11               0        0    37800
SOLECTRON CORP   S             COM              834182107       23     5790 SH       DEFINED 02               5790        0        0
SOMANETICS CORP   S            COM              834445405      871    34859 SH       DEFINED 01              34859        0        0
SONIC CORP   S                 COM              835451105     5354   195782 SH       DEFINED 01             195782        0        0
SONIC CORP   S                 COM              835451105     7365   269234 SH       DEFINED 01 02               0   269234        0
SONIC CORP   S                 COM              835451105     1235    45162 SH       DEFINED 01 03               0    45162        0
SONIC AUTOMOTIVE INC   S       COM              83545G102     7588   341513 SH       DEFINED 01             341513        0        0
SONIC AUTOMOTIVE INC   S       COM              83545G102     1294    58260 SH       DEFINED 01 02               0    58260        0
SONIC AUTOMOTIVE INC   S       COM              83545G102      153     6900 SH       DEFINED 01 03               0     6900        0
SONIC AUTOMOTIVE INC   S       COM              83545G102      709    31900 SH       DEFINED 02              31900        0        0
SONIC SOLUTIONS.   S           COM              835460106     1184    55080 SH       DEFINED 01              55080        0        0
SONOSITE INC   S               COM              83568G104      325    10952 SH       DEFINED 01              10952        0        0
SOTHEBYS HLD CL-A   S          COM              835898107     3455   206533 SH       DEFINED 01             206533        0        0
SOTHEBYS HLD CL-A   S          COM              835898107        7      430 SH       DEFINED 01 02               0      430        0
SONUS NETWORKS INC   S         COM              835916107        8     1380 SH       DEFINED 01 02               0     1380        0
SONUS NETWORKS INC   S         COM              835916107     1556   270210 SH       DEFINED 01 11               0        0   270210
SOURCECORP   S                 COM              836167106     1142    53275 SH       DEFINED 01              53275        0        0
SOURCECORP   S                 COM              836167106       34     1600 SH       DEFINED 02               1600        0        0
SOUTH FINANCIAL GRP   S        COM              837841105     4512   168089 SH       DEFINED 01             168089        0        0
SOUTH JERSEY IND INC   S       COM              838518108     5661   194254 SH       DEFINED 01             194254        0        0
SOUTH JERSEY IND INC   S       COM              838518108     2147    73696 SH       DEFINED 01 02               0    73696        0
SOUTH JERSEY IND INC   S       COM              838518108      292    10024 SH       DEFINED 01 03               0    10024        0
SOUTH JERSEY IND INC   S       COM              838518108     1175    40340 SH       DEFINED 02              40340        0        0
SOUTHCOAST FINANCIAL CO   S    COM              84129R100      624    28336 SH       DEFINED 01              28336        0        0
SOUTHERN CO   S                COM              842587107    52064  1455969 SH       DEFINED 01            1455969        0        0
SOUTHERN CO   S                COM              842587107       73     2033 SH       DEFINED 01 02               0     2033        0
SOUTHERN CO   S                COM              842587107     5679   158801 SH       DEFINED 01 03               0   158801        0
SOUTHERN CO   S                COM              842587107     5006   140000 SH       DEFINED 01 11               0        0   140000
SOUTHERN ENERGY HOME   S       COM              842814105       14     2000 SH       DEFINED 01               2000        0        0
SOUTHERN UNION CO   S          COM              844030106     5702   221261 SH       DEFINED 01             221261        0        0
SOUTHWEST AIRLINES   S         COM              844741108      601    40428 SH       DEFINED 01              40428        0        0
SOUTHWEST AIRLINES   S         COM              844741108     2188   147310 SH       DEFINED 01 03               0   147310        0
SOUTHWEST AIRLINES   S         COM              844741108       23     1570 SH       DEFINED 02               1570        0        0
SOUTHWEST BANCORP INC   S      COM              844767103      343    15608 SH       DEFINED 01              15608        0        0
SOUTHWEST BANCORP INC   S      COM              844767103       22     1000 SH       DEFINED 02               1000        0        0
SOUTHWEST GAS CORP   S         COM              844895102     5063   184871 SH       DEFINED 01             184871        0        0
SOUTHWESTERN ENERGY   S        COM              845467109    17160   233781 SH       DEFINED 01             233781        0        0
SOUTHWESTERN ENERGY   S        COM              845467109      918    12500 SH       DEFINED 01 02               0    12500        0
SOUTHWESTERN ENERGY   S        COM              845467109       91     1233 SH       DEFINED 02               1233        0        0
SOVEREIGN BANCORP IN   S       COM              845905108      465    21102 SH       DEFINED 01              21102        0        0
SOVEREIGN BANCORP IN   S       COM              845905108     1695    76905 SH       DEFINED 01 03               0    76905        0
SOVEREIGN BANCORP IN   S       COM              845905108       26     1190 SH       DEFINED 02               1190        0        0
SOVRAN SELF STORAGE INC   S    COM              84610H108     1821    37200 SH       DEFINED 01              37200        0        0
SPARTAN STORES INC   S         COM              846822104       74     7200 SH       DEFINED 01               7200        0        0
SPATIALIGHT INC   S            COM              847248101      750   170900 SH       DEFINED 01             170900        0        0
SPECTRALINK CORP   S           COM              847580107      578    45400 SH       DEFINED 01              45400        0        0
SPECTRUM BRANDS INC   S        COM              84762L105   108078  4589243 SH       DEFINED 01            4589243        0        0
SPECTRUM BRANDS INC   S        COM              84762L105     1551    65888 SH       DEFINED 01 02               0     3021    62867
SPHERION CORPORATION   S       COM              848420105     1043   137251 SH       DEFINED 01             137251        0        0
SPINNAKER EXPLORAT   S         COM              84855W109     5298    81885 SH       DEFINED 01              81885        0        0
SPIRIT FINANCE CORP   S        COM              848568309      347    30826 SH       DEFINED 01                  0        0    30826
SPORTSMAN'S GUIDE INC   S      COM              848907200       27      982 SH       DEFINED 01                982        0        0
SPRINT NEXTEL CORPORATION   S  COM              852061100      571    24031 SH       DEFINED 00                  0        0    24031
SPRINT NEXTEL CORPORATION   S  COM              852061100   935112 39323425 SH       DEFINED 01           39323425        0        0
SPRINT NEXTEL CORPORATION   S  COM              852061100     3644   153268 SH       DEFINED 01 02               0    12427   140841
SPRINT NEXTEL CORPORATION   S  COM              852061100    16267   684059 SH       DEFINED 01 03               0   684059        0
SPRINT NEXTEL CORPORATION   S  COM              852061100    61177  2576118 SH       DEFINED 01 11               0        0  2576118
SPRINT NEXTEL CORPORATION   S  COM              852061100      860    36184 SH       DEFINED 02              22184        0    14000
SS & C TECH.   S               COM              85227Q100     1421    38780 SH       DEFINED 01              38780        0        0
STAGE STORES INC.   S          COM              85254C305     4322   160850 SH       DEFINED 01                  0        0   160850
STAGE STORES INC.   S          COM              85254C305     1436    53419 SH       DEFINED 01 02               0        0    53419
STAGE STORES INC.   S          COM              85254C305      183     6826 SH       DEFINED 01 03               0        0     6826
STAGE STORES INC.   S          COM              85254C305      768    28595 SH       DEFINED 02                  0        0    28595
STAMPS.COM   S                 COM              852857200      398    23144 SH       DEFINED 01              23144        0        0
STANCORP FINL GROUP   S        COM              852891100     1599    19000 SH       DEFINED 01              19000        0        0
STANCORP FINL GROUP   S        COM              852891100       27      316 SH       DEFINED 01 02               0      316        0
STANDARD MICROSYSTEM   S       COM              853626109     1783    59617 SH       DEFINED 01              59617        0        0
STANDARD MICROSYSTEM   S       COM              853626109     1078    35980 SH       DEFINED 01 02               0    35980        0
STANDARD MICROSYSTEM   S       COM              853626109      114     3810 SH       DEFINED 01 03               0     3810        0
STANDARD MICROSYSTEM   S       COM              853626109      533    17800 SH       DEFINED 02              17800        0        0
STANDARD MOTOR PRO   S         COM              853666105      233    28675 SH       DEFINED 01              28675        0        0
STANDARD PAC CORP   S          COM              85375C101     1220    29385 SH       DEFINED 00              29385        0        0
STANDARD PAC CORP   S          COM              85375C101     6366   153354 SH       DEFINED 01             153354        0        0
STANDARD PAC CORP   S          COM              85375C101       21      511 SH       DEFINED 01 02               0      511        0
STANDARD REGISTER   S          COM              853887107      428    28609 SH       DEFINED 01              28609        0        0
STANDEX INTERNATIONA   S       COM              854231107     1007    38251 SH       DEFINED 01              38251        0        0
STANDEX INTERNATIONA   S       COM              854231107       26     1000 SH       DEFINED 02               1000        0        0
STANLEY FURNITURE CO   S       COM              854305208     3585   136900 SH       DEFINED 01             136900        0        0
STANLEY FURNITURE CO   S       COM              854305208       19      710 SH       DEFINED 01 02               0      710        0
STANLEY WORKS THE   S          COM              854616109     6467   138531 SH       DEFINED 01             138531        0        0
STANLEY WORKS THE   S          COM              854616109      721    15436 SH       DEFINED 01 03               0    15436        0
STAPLES INC   S                COM              855030102     5624   263778 SH       DEFINED 01             263778        0        0
STAPLES INC   S                COM              855030102     3376   158369 SH       DEFINED 01 03               0   158369        0
STAPLES INC   S                COM              855030102    14520   681230 SH       DEFINED 01 11               0   204664   476566
STARBUCKS   S                  COM              855244109    10466   208920 SH       DEFINED 01             208920        0        0
STARBUCKS   S                  COM              855244109     4203    83900 SH       DEFINED 01 03               0    83900        0
STARTEK INC   S                COM              85569C107      336    25438 SH       DEFINED 01              25438        0        0
STATE AUTO FINL CORP   S       COM              855707105     4557   144020 SH       DEFINED 01             144020        0        0
STATE AUTO FINL CORP   S       COM              855707105     2136    67460 SH       DEFINED 01 02               0    45780    21680
STATE AUTO FINL CORP   S       COM              855707105      185     5850 SH       DEFINED 01 03               0     5850        0
STATE AUTO FINL CORP   S       COM              855707105      765    24200 SH       DEFINED 02              24200        0        0
STARWOOD HOTELS & RE   S       COM              85590A203    33730   589997 SH       DEFINED 01             589997        0        0
STARWOOD HOTELS & RE   S       COM              85590A203     2646    46291 SH       DEFINED 01 03               0    46291        0
STARWOOD HOTELS & RE   S       COM              85590A203    11202   195980 SH       DEFINED 01 11               0        0   195980
STATE BK OF INDIA 144A S GDR   COM              856552104    10852   219244 SH       DEFINED 01 11               0        0   219244
STATE BANK OF INDIA. REGS   FS COM              856552203      503    10152 SH       DEFINED 01 11               0        0    10152
STATE NATIONAL BANCSHARES INC  COM              857124101     1188    45650 SH       DEFINED 01              45650        0        0
STATE NATIONAL BANCSHARES INC  COM              857124101       29     1130 SH       DEFINED 01 03               0     1130        0
STATE STREET CORP   S          COM              857477103    29980   612817 SH       DEFINED 01             612817        0        0
STATE STREET CORP   S          COM              857477103      169     3451 SH       DEFINED 01 02               0      853     2598
STATE STREET CORP   S          COM              857477103     3442    70355 SH       DEFINED 01 03               0    70355        0
STATE STREET CORP   S          COM              857477103    26263   536948 SH       DEFINED 01 11               0        0   536948
STATION CASINO   S             COM              857689103    14119   212762 SH       DEFINED 01             212762        0        0
STATION CASINO   S             COM              857689103    15226   229452 SH       DEFINED 01 02               0   229452        0
STATION CASINO   S             COM              857689103     3257    49077 SH       DEFINED 01 03               0    49077        0
THE STEAK N SHAKE CO   S       COM              857873103     1269    69898 SH       DEFINED 01              69898        0        0
STEEL DYNAMICS   S             COM              858119100     2910    85700 SH       DEFINED 01              85700        0        0
STEEL DYNAMICS   S             COM              858119100     1374    40420 SH       DEFINED 01 02               0    40420        0
STEEL DYNAMICS   S             COM              858119100      190     5600 SH       DEFINED 01 03               0     5600        0
STEEL DYNAMICS   S             COM              858119100      730    21500 SH       DEFINED 02              21500        0        0
STEEL TECHNOLOGIES   S         COM              858147101     3708   142988 SH       DEFINED 01             142988        0        0
STEIN MART INC   S             COM              858375108     1758    86586 SH       DEFINED 01              86586        0        0
STEIN MART INC   S             COM              858375108        8      390 SH       DEFINED 01 02               0      390        0
STEINWAY MUSICAL INSTRUMENTS I COM              858495104      153     5836 SH       DEFINED 01               5836        0        0
STELLENT INC                   COM              85856W105      145    16914 SH       DEFINED 01 02               0    16914        0
STERLING BANCSHARES   S        COM              858907108     4322   293855 SH       DEFINED 01             293855        0        0
STERLING BANCSHARES   S        COM              858907108     1403    95440 SH       DEFINED 01 02               0    95440        0
STERLING BANCSHARES   S        COM              858907108      191    13000 SH       DEFINED 01 03               0    13000        0
STERLING BANCSHARES   S        COM              858907108      745    50700 SH       DEFINED 02              50700        0        0
STERICYCLE INC   S             COM              858912108      358     6266 SH       DEFINED 01 02               0     6266        0
STERLING BANCORP   S           COM              859158107      592    26311 SH       DEFINED 01              26311        0        0
STERLING FINANCIAL CORP (PA)   COM              859317109      296    14700 SH       DEFINED 01              14700        0        0
STERLING FINANCIAL CORP (PA)   COM              859317109     1239    61444 SH       DEFINED 01 02               0    61444        0
STERLING FINANCIAL CORP (PA)   COM              859317109      172     8537 SH       DEFINED 01 03               0     8537        0
STERLING FINANCIAL CORP (PA)   COM              859317109      670    33237 SH       DEFINED 02              33237        0        0
STERLING FINL CORP   S         COM              859319105     5048   223842 SH       DEFINED 01             223842        0        0
STERLING FINL CORP   S         COM              859319105     1413    62699 SH       DEFINED 01 02               0    62699        0
STERLING FINL CORP   S         COM              859319105      175     7750 SH       DEFINED 01 03               0     7750        0
STERLING FINL CORP   S         COM              859319105      753    33395 SH       DEFINED 02              33395        0        0
STEWART & STEVENSON   S        COM              860342104     3125   131020 SH       DEFINED 01             131020        0        0
STEWART & STEVENSON   S        COM              860342104     1038    43560 SH       DEFINED 01 02               0    43560        0
STEWART & STEVENSON   S        COM              860342104      141     5900 SH       DEFINED 01 03               0     5900        0
STEWART & STEVENSON   S        COM              860342104      553    23200 SH       DEFINED 02              23200        0        0
STEWART ENTERPRISES   S        COM              860370105      547    82619 SH       DEFINED 01              82619        0        0
STEWART INFO SVCS   S          COM              860372101     2834    55335 SH       DEFINED 01              55335        0        0
STEWART INFO SVCS   S          COM              860372101       41      800 SH       DEFINED 02                800        0        0
STIFEL FINANCIAL CORP   S      COM              860630102      222     6197 SH       DEFINED 01 02               0     6197        0
STILLWATER MINING CO   S       COM              86074Q102    11547  1261947 SH       DEFINED 01            1261947        0        0
STILLWATER MINING CO   S       COM              86074Q102       42     4540 SH       DEFINED 01 02               0        0     4540
STONE ENERGY CORP   S          COM              861642106     4005    65611 SH       DEFINED 01              65611        0        0
STONE ENERGY CORP   S          COM              861642106       18      300 SH       DEFINED 02                300        0        0
STONERIDGE   S                 COM              86183P102        9     1024 SH       DEFINED 01               1024        0        0
STRATASYS INC   S              COM              862685104     1622    54600 SH       DEFINED 01              54600        0        0
STRATASYS INC   S              COM              862685104       90     3031 SH       DEFINED 01 11               0        0     3031
STRATEGIC HOTEL CAPITAL INC    COM              86272T106     1954   107000 SH       DEFINED 01             107000        0        0
STRATEX NETWORKS INC.   S      COM              86279T109      368   141635 SH       DEFINED 01             141635        0        0
STRATTEC SECURITY   S          COM              863111100     2380    45900 SH       DEFINED 01              45900        0        0
STRAYER EDUCATION   S          COM              863236105    24796   262325 SH       DEFINED 01             262325        0        0
STRAYER EDUCATION   S          COM              863236105     5524    58458 SH       DEFINED 01 02               0    58458        0
STRAYER EDUCATION   S          COM              863236105     1817    19220 SH       DEFINED 01 03               0    19220        0
STRIDE RITE CORP   S           COM              863314100     4525   353026 SH       DEFINED 01             353026        0        0
STRIDE RITE CORP   S           COM              863314100       19     1500 SH       DEFINED 02               1500        0        0
STRYKER CORP   S   S           COM              863667101     8730   176616 SH       DEFINED 01             176616        0        0
STRYKER CORP   S   S           COM              863667101     3054    61776 SH       DEFINED 01 03               0    61776        0
STUDENT LOAN CORP   S          COM              863902102       27      113 SH       DEFINED 01 02               0      113        0
STURM RUGER & CO INC   S       COM              864159108      447    48604 SH       DEFINED 01              48604        0        0
SUN BANCORP INC   S            COM              86663B102      281    13326 SH       DEFINED 01              13326        0        0
SUN LIFE FINL SVCS.   FSUSD    COM              866796105     1961    52300 SH       DEFINED 01              52300        0        0
SUN MICROSYSTEMS INC.   S      COM              866810104      782   199505 SH       DEFINED 01             199505        0        0
SUN MICROSYSTEMS INC.   S      COM              866810104     2874   733052 SH       DEFINED 01 03               0   733052        0
SUN MICROSYSTEMS INC.   S      COM              866810104       37     9450 SH       DEFINED 02               9450        0        0
SUN HYDRAULICS CORP   S        COM              866942105     2627   108096 SH       DEFINED 01             108096        0        0
SUNCOR ENERGY INC   FSUSD      COM              867229106      936    15460 SH       DEFINED 00                  0        0    15460
SUNCOR ENERGY INC   FSUSD      COM              867229106    85290  1409053 SH       DEFINED 01            1409053        0        0
SUNCOR ENERGY INC   FSUSD      COM              867229106      696    11500 SH       DEFINED 01 02               0    11500        0
SUNCOR ENERGY INC   FSUSD      COM              867229106    24609   406599 SH       DEFINED 01 11               0   126013   280586
SUNCOR ENERGY INC   FSUSD      COM              867229106      277     4580 SH       DEFINED 02               4580        0        0
SUNESIS PHARMACEUTICALS INC    COM              867328502      145    22000 SH       DEFINED 01 11               0    22000        0
SUNOCO INC   S                 COM              86764P109    17470   223405 SH       DEFINED 01             223405        0        0
SUNOCO INC   S                 COM              86764P109      144     1842 SH       DEFINED 01 02               0     1842        0
SUNOCO INC   S                 COM              86764P109     2271    29044 SH       DEFINED 01 03               0    29044        0
SUNOCO INC   S                 COM              86764P109      199     2549 SH       DEFINED 02               2549        0        0
SUNRISE SENIOR LIVING INC   S  COM              86768K106     4351    65195 SH       DEFINED 01              65195        0        0
SUNRISE SENIOR LIVING INC   S  COM              86768K106       33      500 SH       DEFINED 02                500        0        0
SUNTERRA CORP   S              COM              86787D208     2176   165800 SH       DEFINED 01             165800        0        0
SUNTONE HOTEL INVESTORS INC    COM              867892101      537    22000 SH       DEFINED 01              22000        0        0
SUNTRUST BANKS INC   S         COM              867914103     1470    21159 SH       DEFINED 01              21159        0        0
SUNTRUST BANKS INC   S         COM              867914103     5354    77090 SH       DEFINED 01 03               0    77090        0
SUNTRUST BANKS INC   S         COM              867914103      350     5000 SH       DEFINED 01 11               0        0     5000
SUPERIOR ENERGY SERV   S       COM              868157108     2701   116967 SH       DEFINED 01             116967        0        0
SUPERIOR ENERGY SERV   S       COM              868157108        9      390 SH       DEFINED 01 02               0      390        0
SUPERIOR ENERGY SERV   S       COM              868157108       23     1000 SH       DEFINED 02               1000        0        0
SUPERIOR IND INTL   S          COM              868168105     6873   319340 SH       DEFINED 01             319340        0        0
SUPERIOR IND INTL   S          COM              868168105       39     1800 SH       DEFINED 02               1800        0        0
SUPERIOR WELL SERVICES INC   S COM              86837X105      519    22471 SH       DEFINED 01                  0        0    22471
SUPERTEX INC   S               COM              868532102      866    28848 SH       DEFINED 01              28848        0        0
SUPERVALU INC   S              COM              868536103      247     7929 SH       DEFINED 01               7929        0        0
SUPERVALU INC   S              COM              868536103      899    28899 SH       DEFINED 01 03               0    28899        0
SUPERVALU INC   S              COM              868536103      195     6400 SH       DEFINED 01 11               0        0     6400
SUPPORTSOFT INC.   S           COM              868587106        3      530 SH       DEFINED 01 02               0      530        0
SURGUTNEFTEGAZ ADR   FSUSD     COM              868861204     5023    93452 SH       DEFINED 01 11               0        0    93452
SURMODICS INC   S              COM              868873100     2099    54222 SH       DEFINED 01              54222        0        0
SURMODICS INC   S              COM              868873100        3       80 SH       DEFINED 01 02               0       80        0
SUSQUEHANNA BANC   S           COM              869099101     4615   191951 SH       DEFINED 01             191951        0        0
SUSQUEHANNA BANC   S           COM              869099101       22      900 SH       DEFINED 02                900        0        0
SWIFT ENERGY CO   S            COM              870738101    10301   225163 SH       DEFINED 01             225163        0        0
SWIFT ENERGY CO   S            COM              870738101     1727    37800 SH       DEFINED 01 02               0    37800        0
SWIFT ENERGY CO   S            COM              870738101      206     4500 SH       DEFINED 01 03               0     4500        0
SWIFT ENERGY CO   S            COM              870738101      915    20000 SH       DEFINED 02              20000        0        0
SWIFT TRANSPORTATION   S       COM              870756103      227    12800 SH       DEFINED 01              12800        0        0
SYBASE INC   S                 COM              871130100     1295    55360 SH       DEFINED 01 02               0    55360        0
SYBASE INC   S                 COM              871130100      162     6900 SH       DEFINED 01 03               0     6900        0
SYBASE INC   S                 COM              871130100      658    28100 SH       DEFINED 02              28100        0        0
SYBRON DENTAL SPEC   S         COM              871142105    11670   280639 SH       DEFINED 01             280639        0        0
SYBRON DENTAL SPEC   S         COM              871142105     1794    43130 SH       DEFINED 01 02               0    43130        0
SYBRON DENTAL SPEC   S         COM              871142105      220     5290 SH       DEFINED 01 03               0     5290        0
SYBRON DENTAL SPEC   S         COM              871142105      931    22400 SH       DEFINED 02              22400        0        0
SYCAMORE NETWORKS.   S         COM              871206108     4725  1253300 SH       DEFINED 01            1253300        0        0
SYKES ENTERPRISES.   S         COM              871237103     2479   208377 SH       DEFINED 01             208377        0        0
SYMANTEC CORP   S              COM              871503108    11275   497552 SH       DEFINED 01             497552        0        0
SYMANTEC CORP   S              COM              871503108      190     8411 SH       DEFINED 01 02               0        0     8411
SYMANTEC CORP   S              COM              871503108     5888   259852 SH       DEFINED 01 03               0   259852        0
SYMBOL TECHNOLOGIES   S        COM              871508107     2634   272040 SH       DEFINED 01             272040        0        0
SYMBOL TECHNOLOGIES   S        COM              871508107      500    51676 SH       DEFINED 01 03               0    51676        0
SYMMETRICOM INC   S            COM              871543104      812   104874 SH       DEFINED 01             104874        0        0
SYMMETRY MEDICAL INC   S       COM              871546206     1226    51700 SH       DEFINED 01              51700        0        0
SYMMETRY MEDICAL INC   S       COM              871546206        7      280 SH       DEFINED 01 02               0      280        0
SYMMETRY MEDICAL INC   S       COM              871546206     1907    80566 SH       DEFINED 01 11               0        0    80566
SYMYX TECHNOLOGIES..   S       COM              87155S108      520    19903 SH       DEFINED 01 02               0    19903        0
SYNAPTICS INC.   S             COM              87157D109     1026    54600 SH       DEFINED 01              54600        0        0
SYNAPTICS INC.   S             COM              87157D109      150     7930 SH       DEFINED 01 02               0     7930        0
SYNOPSYS INC   S               COM              871607107       21     1137 SH       DEFINED 01 02               0     1137        0
SYNOPSYS INC   S               COM              871607107       10      553 SH       DEFINED 01 03               0      553        0
SYNOVUS   S                    COM              87161C105      504    18191 SH       DEFINED 01              18191        0        0
SYNOVUS   S                    COM              87161C105     1838    66290 SH       DEFINED 01 03               0    66290        0
SYNNEX CORP   S                COM              87162W100      481    28598 SH       DEFINED 01              28598        0        0
SYNNEX CORP   S                COM              87162W100       13      745 SH       DEFINED 02                745        0        0
SYNIVERSE HOLDINGS INC   S     COM              87163F106       77     5001 SH       DEFINED 01               5001        0        0
SYSCO CORP   S                 COM              871829107     5523   176051 SH       DEFINED 01             176051        0        0
SYSCO CORP   S                 COM              871829107     4223   134606 SH       DEFINED 01 03               0   134606        0
TBC CORP   S                   COM              872183108     1750    50733 SH       DEFINED 01              50733        0        0
TECO ENERGY   S                COM              872375100     3817   211734 SH       DEFINED 01             211734        0        0
TECO ENERGY   S                COM              872375100       29     1620 SH       DEFINED 01 02               0     1620        0
TECO ENERGY   S                COM              872375100      796    44198 SH       DEFINED 01 03               0    44198        0
TESSCO TECH   S                COM              872386107       97     7451 SH       DEFINED 01               7451        0        0
THQ INC   S                    COM              872443403     3848   180453 SH       DEFINED 01             180453        0        0
TJX COS   S                    COM              872540109    23108  1128339 SH       DEFINED 01            1128339        0        0
TJX COS   S                    COM              872540109      675    33006 SH       DEFINED 01 02               0    33006        0
TJX COS   S                    COM              872540109     2207   107739 SH       DEFINED 01 03               0   107739        0
TRC COMPANIES INC   S          COM              872625108      502    32205 SH       DEFINED 01              32205        0        0
TRW AUTOMOTIVE HOLDINGS CORP   COM              87264S106     1048    35720 SH       DEFINED 01                  0        0    35720
TNS INC   S                    COM              872960109    10803   445475 SH       DEFINED 01             445475        0        0
TNS INC   S                    COM              872960109      200     8272 SH       DEFINED 01 02               0     8272        0
TTM TECHNOLOGIES   S           COM              87305R109     1155   161500 SH       DEFINED 01             161500        0        0
TXU CORPORATION   S            COM              873168108    24673   218583 SH       DEFINED 01             218583        0        0
TXU CORPORATION   S            COM              873168108      364     3216 SH       DEFINED 01 02               0     3216        0
TXU CORPORATION   S            COM              873168108     5762    51049 SH       DEFINED 01 03               0    51049        0
TXU CORPORATION   S            COM              873168108      681     6032 SH       DEFINED 02               6032        0        0
TAIWAN SEMI ADR   FSUSD        COM              874039100     1854   225539 SH       DEFINED 01                  0        0   225539
TAIWAN SEMI ADR   FSUSD        COM              874039100    32247  3932633 SH       DEFINED 01 11               0        0  3932633
TAKE-TWO INTERACTIVE   S       COM              874054109     6793   307528 SH       DEFINED 01             307528        0        0
TALBOTS   S                    COM              874161102     3450   115300 SH       DEFINED 01             115300        0        0
TALBOTS   S                    COM              874161102        3      110 SH       DEFINED 01 02               0      110        0
TALBOTS   S                    COM              874161102      658    22000 SH       DEFINED 01 11               0        0    22000
TALBOTS   S                    COM              874161102       18      600 SH       DEFINED 02                600        0        0
TALEO CORP - CL A              COM              87424N104      832    61650 SH       DEFINED 01                  0        0    61650
TALISMAN ENERGY INC   FSUSD    COM              87425E103      635    13000 SH       DEFINED 01 02               0    13000        0
TALK AMERICA HLDGS   S         COM              87426R202     1498   158871 SH       DEFINED 01             158871        0        0
TALX CORP.   S                 COM              874918105     2826    86190 SH       DEFINED 01              86190        0        0
TALX CORP.   S                 COM              874918105        1       40 SH       DEFINED 01 02               0       40        0
TARGET CORPORATION   S         COM              87612E106   232343  4474145 SH       DEFINED 01            4474145        0        0
TARGET CORPORATION   S         COM              87612E106       57     1101 SH       DEFINED 01 02               0     1101        0
TARGET CORPORATION   S         COM              87612E106     9768   188106 SH       DEFINED 01 03               0   188106        0
TARGET CORPORATION   S         COM              87612E106      278     5400 SH       DEFINED 01 11               0        0     5400
TATA MOTORS LTD - ADR   FSUSD  COM              876568502      516    41840 SH       DEFINED 01                  0        0    41840
TAYLOR CAPITAL GROUP INC   S   COM              876851106       43     1143 SH       DEFINED 01                  0        0     1143
TECH DATA CORP   S             COM              878237106     8932   243300 SH       DEFINED 01             243300        0        0
TECH DATA CORP   S             COM              878237106       84     2300 SH       DEFINED 01 11               0        0     2300
TECHNE CORP   S                COM              878377100    52640   923847 SH       DEFINED 01             923847        0        0
TECHNE CORP   S                COM              878377100     3981    69873 SH       DEFINED 01 02               0    69873        0
TECHNE CORP   S                COM              878377100     2521    44239 SH       DEFINED 01 03               0    44239        0
TECHNICAL OLYMPIC US.   S      COM              878483106     3790   144900 SH       DEFINED 01             144900        0        0
TECHNICAL OLYMPIC US.   S      COM              878483106     2060    78797 SH       DEFINED 01 11               0        0    78797
TECHNITROL INC   S             COM              878555101     1402    91526 SH       DEFINED 01              91526        0        0
TECUMSEH PRODUCT CLA   S       COM              878895200      106     4942 SH       DEFINED 01                  0        0     4942
TEKELEC   S                    COM              879101103     3221   153690 SH       DEFINED 01             153690        0        0
TEKELEC   S                    COM              879101103        8      390 SH       DEFINED 01 02               0      390        0
TEKTRONIX   S                  COM              879131100     3609   143031 SH       DEFINED 01             143031        0        0
TEKTRONIX   S                  COM              879131100      453    17963 SH       DEFINED 01 03               0    17963        0
TELE CENTRO OESTE CEL-ADR      COM              87923P105      185    20382 SH       DEFINED 01 02               0        0    20382
TELE NORTE LESTE   FSUSD       COM              879246106    25805  1561081 SH       DEFINED 01                  0        0  1561081
TELE NORTE LESTE   FSUSD       COM              879246106      370    22391 SH       DEFINED 01 02               0        0    22391
TELE NORTE LESTE   FSUSD       COM              879246106    47316  2865395 SH       DEFINED 01 11               0        0  2865395
TELEBRAS NEW   FSUSD           COM              879287308      502    15500 SH       DEFINED 01                  0        0    15500
TELEDYNE TECH   S              COM              879360105     8755   253953 SH       DEFINED 01             253953        0        0
TELEDYNE TECH   S              COM              879360105      933    27080 SH       DEFINED 01 02               0    27080        0
TELEDYNE TECH   S              COM              879360105      124     3600 SH       DEFINED 01 03               0     3600        0
TELEDYNE TECH   S              COM              879360105      511    14800 SH       DEFINED 02              14800        0        0
TELEFLEX INC   S               COM              879369106     1145    16242 SH       DEFINED 01              16242        0        0
TELEFLEX INC   S               COM              879369106       30      430 SH       DEFINED 01 02               0      430        0
TELEFONOS DE MEXICO   FSUSD    COM              879403780   119835  5634000 SH       DEFINED 01                  0        0  5634000
TELEFONOS DE MEXICO   FSUSD    COM              879403780    40892  1922516 SH       DEFINED 01 11               0        0  1922516
TELEPHONE AND DATA   S         COM              879433100     3179    81500 SH       DEFINED 01              81500        0        0
TELEPHONE AND DATA   S         COM              879433100       27      690 SH       DEFINED 02                690        0        0
TELEPHONE & DATA-SPECIAL SHS   COM              879433860     3248    86500 SH       DEFINED 01              86500        0        0
TELEMIG PART. ADR              COM              87944E105      143     4224 SH       DEFINED 01 02               0        0     4224
TELESP CELULAR   FSUSD         COM              87952L108     4687  1198681 SH       DEFINED 01                  0        0  1198681
TELESP CELULAR   FSUSD         COM              87952L108      305    78012 SH       DEFINED 01 02               0        0    78012
TELEWEST GLOBAL INC   S        COM              87956T107   207082  9023174 SH       DEFINED 01            9023174        0        0
TELEWEST GLOBAL INC   S        COM              87956T107     1015    44255 SH       DEFINED 01 02               0     2274    41981
TELEWEST GLOBAL INC   S        COM              87956T107        2      108 SH       DEFINED 01 11               0        0      108
TELIK INC   S                  COM              87959M109      352    21500 SH       DEFINED 01              21500        0        0
TELIK INC   S                  COM              87959M109      100     6145 SH       DEFINED 01 02               0     6145        0
TELLABS   S                    COM              879664100     5943   564855 SH       DEFINED 01             564855        0        0
TELLABS   S                    COM              879664100     1012    96205 SH       DEFINED 01 03               0    96205        0
TELLABS   S                    COM              879664100      224    21300 SH       DEFINED 01 11               0        0    21300
TELLABS   S                    COM              879664100       39     3750 SH       DEFINED 02               3750        0        0
TEMPLE-INLAND INC   S          COM              879868107    24313   595168 SH       DEFINED 01             595168        0        0
TEMPLE-INLAND INC   S          COM              879868107       56     1373 SH       DEFINED 01 02               0     1373        0
TEMPLE-INLAND INC   S          COM              879868107      981    24022 SH       DEFINED 01 03               0    24022        0
TEMPLE-INLAND INC   S          COM              879868107      169     4200 SH       DEFINED 01 11               0        0     4200
TELETECH HLDGS INC   S         COM              879939106      943    94100 SH       DEFINED 01              94100        0        0
TEMPUR-PEDIC INTERNATIONAL   S COM              88023U101     7566   639073 SH       DEFINED 01                  0        0   639073
TEMPUR-PEDIC INTERNATIONAL   S COM              88023U101      284    23952 SH       DEFINED 01 02               0        0    23952
TEMPUR-PEDIC INTERNATIONAL   S COM              88023U101     2072   175000 SH       DEFINED 01 11               0        0   175000
TEMPUR-PEDIC INTERNATIONAL   S COM              88023U101       41     3500 SH       DEFINED 02                  0        0     3500
TENARIS SA ADR   FSUSD         COM              88031M109     3558    25813 SH       DEFINED 01                  0        0    25813
TENET HEALTHCARE COR   S       COM              88033G100    45319  4035414 SH       DEFINED 01            4035414        0        0
TENET HEALTHCARE COR   S       COM              88033G100       45     4032 SH       DEFINED 01 02               0     4032        0
TENET HEALTHCARE COR   S       COM              88033G100     1375   122394 SH       DEFINED 01 03               0   122394        0
TENET HEALTHCARE COR   S       COM              88033G100       62     5497 SH       DEFINED 02               5497        0        0
TENNANT CO   S                 COM              880345103     1476    36011 SH       DEFINED 01              36011        0        0
TENNECO AUTOMOTIVE   S         COM              880349105     2082   118877 SH       DEFINED 01             118877        0        0
TENNECO AUTOMOTIVE   S         COM              880349105     1128    64430 SH       DEFINED 01 02               0    64430        0
TENNECO AUTOMOTIVE   S         COM              880349105      156     8900 SH       DEFINED 01 03               0     8900        0
TENNECO AUTOMOTIVE   S         COM              880349105      599    34200 SH       DEFINED 02              34200        0        0
TERADYNE INC   S               COM              880770102      635    38506 SH       DEFINED 01              38506        0        0
TERADYNE INC   S               COM              880770102      690    41832 SH       DEFINED 01 03               0    41832        0
TERADYNE INC   S               COM              880770102       30     1810 SH       DEFINED 02               1810        0        0
TEREX CORP NEW..   S           COM              880779103    14880   301029 SH       DEFINED 01             301029        0        0
TERCICA INC                    COM              88078L105      175    15573 SH       DEFINED 01 11               0    15573        0
TERRA INDUSTRIES INC   S       COM              880915103     2551   383672 SH       DEFINED 01             383672        0        0
TERRA INDUSTRIES INC   S       COM              880915103     1174   176520 SH       DEFINED 01 02               0   176520        0
TERRA INDUSTRIES INC   S       COM              880915103      157    23600 SH       DEFINED 01 03               0    23600        0
TERRA INDUSTRIES INC   S       COM              880915103      601    90400 SH       DEFINED 02              90400        0        0
TERREMARK WORLDWIDE INC        COM              881448203      564   129000 SH       DEFINED 01 11               0   129000        0
TESORO CORPORATION   S         COM              881609101     1059    15743 SH       DEFINED 01              15743        0        0
TESORO CORPORATION   S         COM              881609101     1009    15000 SH       DEFINED 01 02               0    15000        0
TESORO CORPORATION   S         COM              881609101     6706   100000 SH       DEFINED 01 11               0        0   100000
TESORO CORPORATION   S         COM              881609101      181     2700 SH       DEFINED 02                700        0     2000
TEVA PHARM INDS AD   FSUSD     COM              881624209     3384   101261 SH       DEFINED 01                  0        0   101261
TEVA PHARM INDS AD   FSUSD     COM              881624209       66     1979 SH       DEFINED 01 03               0        0     1979
TEVA PHARM INDS AD   FSUSD     COM              881624209     1993    59640 SH       DEFINED 01 11               0        0    59640
TETRA TECHNOLOGIES   S         COM              88162F105     9668   309680 SH       DEFINED 01             309680        0        0
TETRA TECHNOLOGIES   S         COM              88162F105      207     6629 SH       DEFINED 01 02               0     6629        0
TETRA TECH INC   S             COM              88162G103     2468   146753 SH       DEFINED 01             146753        0        0
TESSERA TECHNOLOGIES INC   S   COM              88164L100     4204   140595 SH       DEFINED 01             140595        0        0
TESSERA TECHNOLOGIES INC   S   COM              88164L100        3      100 SH       DEFINED 01 02               0      100        0
TEVA PHARM FIN 00.250% 02/01/2 CONV BND         88164RAB3     1031  1000000 PRN      DEFINED 01 02               0        0  1000000
TEXAS INDUSTRIES   S           COM              882491103     6602   121352 SH       DEFINED 01             121352        0        0
TEXAS INDUSTRIES   S           COM              882491103     1689    31020 SH       DEFINED 01 02               0    31020        0
TEXAS INDUSTRIES   S           COM              882491103      223     4100 SH       DEFINED 01 03               0     4100        0
TEXAS INDUSTRIES   S           COM              882491103      898    16500 SH       DEFINED 02              16500        0        0
TEXAS INSTRUMENTS   S          COM              882508104   263509  7773119 SH       DEFINED 01            7773119        0        0
TEXAS INSTRUMENTS   S          COM              882508104     2322    68481 SH       DEFINED 01 02               0    68481        0
TEXAS INSTRUMENTS   S          COM              882508104    12239   361044 SH       DEFINED 01 03               0   361044        0
TEXAS ROADHOUSE INC CLASS A    COM              882681109      270    18120 SH       DEFINED 01                  0        0    18120
TEXAS ROADHOUSE INC CLASS A    COM              882681109        4      280 SH       DEFINED 01 02               0        0      280
TEXAS UNITED BANCSHARES   S    COM              882838105      741    37847 SH       DEFINED 01              37847        0        0
TEXTRON INC   S                COM              883203101    64307   896626 SH       DEFINED 01             896626        0        0
TEXTRON INC   S                COM              883203101     2040    28441 SH       DEFINED 01 03               0    28441        0
TEXTRON INC   S                COM              883203101      252     3600 SH       DEFINED 01 11               0        0     3600
THERAGENICS CORP   S           COM              883375107      213    72152 SH       DEFINED 01              72152        0        0
THERMO ELECTRON CORP   S       COM              883556102      788    25514 SH       DEFINED 00                  0        0    25514
THERMO ELECTRON CORP   S       COM              883556102     1219    39437 SH       DEFINED 01              39437        0        0
THERMO ELECTRON CORP   S       COM              883556102     1062    34361 SH       DEFINED 01 03               0    34361        0
THERMO ELECTRON CORP   S       COM              883556102    57540  1863242 SH       DEFINED 01 11               0   110727  1752515
THERMO ELECTRON CORP   S       COM              883556102      309    10000 SH       DEFINED 02                  0        0    10000
THERMOGENESIS CORP   S         COM              883623209      673   126909 SH       DEFINED 01             126909        0        0
THOMAS & BETTS   S             COM              884315102    11400   331300 SH       DEFINED 01             331300        0        0
THOMAS & BETTS   S             COM              884315102       32      940 SH       DEFINED 02                940        0        0
THOR INDS INC   S              COM              885160101     3162    93000 SH       DEFINED 01              93000        0        0
THORATEC CORPORATION   S       COM              885175307      428    24105 SH       DEFINED 01              24105        0        0
3 COM CORP   S                 COM              885535104    17237  4225000 SH       DEFINED 01            4225000        0        0
3 COM CORP   S                 COM              885535104     1275   312694 SH       DEFINED 01 02               0   249230    63464
3 COM CORP   S                 COM              885535104      122    30000 SH       DEFINED 01 03               0    30000        0
3 COM CORP   S                 COM              885535104      540   132400 SH       DEFINED 02             132400        0        0
360NETWORKS INC.   FSUSD       COM              885575100      228    76029 SH       DEFINED 01 02               0        0    76029
3M COMPANY   S                 COM              88579Y101    18253   248820 SH       DEFINED 01             248820        0        0
3M COMPANY   S                 COM              88579Y101      273     3711 SH       DEFINED 01 02               0     3711        0
3M COMPANY   S                 COM              88579Y101    11934   162680 SH       DEFINED 01 03               0   162680        0
3M COMPANY   S                 COM              88579Y101     4803    65525 SH       DEFINED 01 11               0        0    65525
3M COMPANY   S                 COM              88579Y101      569     7763 SH       DEFINED 02               7763        0        0
3M COMPANY 00.000% 11/21/2032  CONV BND         88579YAB7      435   500000 PRN      DEFINED 01 02               0        0   500000
TIBCO SOFTWARE INC   S         COM              88632Q103     4273   511183 SH       DEFINED 01             511183        0        0
TIBCO SOFTWARE INC   S         COM              88632Q103      200    23922 SH       DEFINED 01 02               0      817    23105
TIDEWATER INC   S              COM              886423102   139662  2869548 SH       DEFINED 01            2869548        0        0
TIDEWATER INC   S              COM              886423102      492    10117 SH       DEFINED 01 02               0    10117        0
TIDEWATER INC   S              COM              886423102      328     6743 SH       DEFINED 01 03               0     6743        0
TIERONE CORP   S               COM              88650R108     1034    39300 SH       DEFINED 01              39300        0        0
TIERONE CORP   S               COM              88650R108     1752    66550 SH       DEFINED 01 02               0    66550        0
TIERONE CORP   S               COM              88650R108      232     8800 SH       DEFINED 01 03               0     8800        0
TIERONE CORP   S               COM              88650R108      939    35700 SH       DEFINED 02              35700        0        0
TIFFANY & CO-NEW   S           COM              886547108     6729   169209 SH       DEFINED 01             169209        0        0
TIFFANY & CO-NEW   S           COM              886547108     1204    30284 SH       DEFINED 01 03               0    30284        0
TIM PARTICIPACOES SA-ADR       COM              88706P106      473    25397 SH       DEFINED 01 02               0        0    25397
TIMBERLAND CO  -CL A   S       COM              887100105     2199    65100 SH       DEFINED 01              65100        0        0
TIMCO AVIATION SERVICES INC. 0 CONV BND         887151AB4        0    11490 PRN      DEFINED 01                  0        0    11490
TIME WARNER INC   S            COM              887317105   175380  9684059 SH       DEFINED 01            9684059        0        0
TIME WARNER INC   S            COM              887317105      205    11308 SH       DEFINED 01 02               0     4401     6907
TIME WARNER INC   S            COM              887317105    19773  1091830 SH       DEFINED 01 03               0  1091830        0
TIME WARNER INC   S            COM              887317105     5078   280400 SH       DEFINED 01 11               0        0   280400
TITAN INTL INC   S             COM              88830M102     1439   104800 SH       DEFINED 01             104800        0        0
TITANIUM METAL   S             COM              888339207     1833    46333 SH       DEFINED 01              46333        0        0
TITANIUM METAL   S             COM              888339207       28      700 SH       DEFINED 02                700        0        0
TIVO INC   S                   COM              888706108     1045   190300 SH       DEFINED 01             190300        0        0
TODCO-CL A   S                 COM              88889T107     4436   106350 SH       DEFINED 01             106350        0        0
TODCO-CL A   S                 COM              88889T107      544    13041 SH       DEFINED 01 02               0    13041        0
TOLL BROTHERS   S              COM              889478103       77     1708 SH       DEFINED 01 02               0     1708        0
TOLL BROTHERS   S              COM              889478103     1455    32616 SH       DEFINED 01 11               0        0    32616
TOLLGRADE COMMUNICAT   S       COM              889542106      251    29688 SH       DEFINED 01              29688        0        0
TOMKINS PLC ADR   FSUSD        COM              890030208    33270  1616600 SH       DEFINED 01                  0        0  1616600
TOMPKINS TRUSTCO INC   S       COM              890110109      290     6712 SH       DEFINED 01               6712        0        0
TOMPKINS TRUSTCO INC   S       COM              890110109       26      600 SH       DEFINED 02                600        0        0
TOO INC   S                    COM              890333107     4635   168969 SH       DEFINED 01             168969        0        0
TOOTSIE ROLL INDS   S          COM              890516107      485    15276 SH       DEFINED 01              15276        0        0
TOPPS CO   S                   COM              890786106     1108   135000 SH       DEFINED 01             135000        0        0
TORCHMARK CORP   S             COM              891027104    44910   850075 SH       DEFINED 01             850075        0        0
TORCHMARK CORP   S             COM              891027104       93     1761 SH       DEFINED 01 02               0     1761        0
TORCHMARK CORP   S             COM              891027104     1172    22178 SH       DEFINED 01 03               0    22178        0
TORCHMARK CORP   S             COM              891027104       53     1000 SH       DEFINED 01 11               0        0     1000
TORCHMARK CORP   S             COM              891027104       78     1475 SH       DEFINED 02               1475        0        0
TOREADOR RESOURCES CORP   S    COM              891050106      191     5400 SH       DEFINED 01               5400        0        0
TOREADOR RESOURCES CORP   S    COM              891050106       14      400 SH       DEFINED 02                400        0        0
TORO CO   S                    COM              891092108     3641    99055 SH       DEFINED 01              99055        0        0
TOTAL ACCESS COMM   FSUSD      COM              891510992      487   151200 SH       DEFINED 01                  0        0   151200
TOTAL SA - SPON ADR   FSUSD    COM              89151E109    49682   365800 SH       DEFINED 01                  0        0   365800
TOTAL SA - SPON ADR   FSUSD    COM              89151E109      425     3130 SH       DEFINED 01 02               0        0     3130
TOWN & COUNTRY.   S            COM              892081100     2716    93625 SH       DEFINED 01              93625        0        0
TRACTOR SUPPLY COMPANY.   S    COM              892356106     3782    82850 SH       DEFINED 01              82850        0        0
TRACTOR SUPPLY COMPANY.   S    COM              892356106     8948   196018 SH       DEFINED 01 02               0   196018        0
TRACTOR SUPPLY COMPANY.   S    COM              892356106     1550    33948 SH       DEFINED 01 03               0    33948        0
TRAMMELL CROW CO   S           COM              89288R106      511    20712 SH       DEFINED 01              20712        0        0
TRAMMELL CROW CO   S           COM              89288R106      911    36910 SH       DEFINED 01 02               0    36910        0
TRAMMELL CROW CO   S           COM              89288R106      123     5000 SH       DEFINED 01 03               0     5000        0
TRAMMELL CROW CO   S           COM              89288R106      512    20700 SH       DEFINED 02              20700        0        0
TRANS WORLD ENTMT CP   S       COM              89336Q100      559    70837 SH       DEFINED 01              70837        0        0
TRANSACTION SYSTEM   S         COM              893416107     7241   260001 SH       DEFINED 01             260001        0        0
TRANSACTION SYSTEM   S         COM              893416107       10      350 SH       DEFINED 01 02               0      350        0
TRANSATLANTIC HLDS   S         COM              893521104    12844   225325 SH       DEFINED 01             225325        0        0
TRANSATLANTIC HLDS   S         COM              893521104       25      442 SH       DEFINED 01 02               0      442        0
TRANSCANADA CORPORATION   FSUS COM              89353D107    12220   400000 SH       DEFINED 01             400000        0        0
TRANSNEFT                      COM              893780999     1553      895 SH       DEFINED 01 11               0        0      895
TRANSMONTAIGNE INC   S         COM              893934109      445    55720 SH       DEFINED 01              55720        0        0
TREDEGAR   S                   COM              894650100     1517   116584 SH       DEFINED 01             116584        0        0
TREEHOUSE FOODS INC   S        COM              89469A104     1869    69540 SH       DEFINED 01                  0        0    69540
TREX COMPANY INC.   S          COM              89531P105      142     5918 SH       DEFINED 01               5918        0        0
TRIAD HOSPITAL INC   S         COM              89579K109     1851    40900 SH       DEFINED 01              40900        0        0
TRIAD HOSPITAL INC   S         COM              89579K109     7531   166558 SH       DEFINED 01 11               0        0   166558
TRIAD HOSPITAL INC   S         COM              89579K109      110     2430 SH       DEFINED 02                630        0     1800
TRIDENT MICRO   S              COM              895919108     2761    86783 SH       DEFINED 01              86783        0        0
TRIDENT MICRO   S              COM              895919108       90     2829 SH       DEFINED 02               2829        0        0
TRIAD GUARANTY INC   S         COM              895925105      431    11000 SH       DEFINED 01              11000        0        0
TRIARC COS-B W/I   S           COM              895927309     1868   122315 SH       DEFINED 01                  0        0   122315
TRICAN WELL SERVICE            COM              895945103     2291    62700 SH       DEFINED 01              62700        0        0
TRIBUNE CO   S                 COM              896047107    36972  1090960 SH       DEFINED 01            1090960        0        0
TRIBUNE CO   S                 COM              896047107       47     1395 SH       DEFINED 01 02               0     1395        0
TRIBUNE CO   S                 COM              896047107     1911    56374 SH       DEFINED 01 03               0    56374        0
TRIBUNE CO   S                 COM              896047107       97     2850 SH       DEFINED 02               2850        0        0
TRIMBLE NAVIGATION L   S       COM              896239100     4077   121013 SH       DEFINED 01             121013        0        0
TRIMBLE NAVIGATION L   S       COM              896239100      271     8046 SH       DEFINED 01 11               0        0     8046
TRINITY INDUSTRIES   S         COM              896522109     1004    24810 SH       DEFINED 01 02               0    24810        0
TRINITY INDUSTRIES   S         COM              896522109      142     3500 SH       DEFINED 01 03               0     3500        0
TRINITY INDUSTRIES   S         COM              896522109      539    13300 SH       DEFINED 02              13300        0        0
TRIQUINT SEMICONDUCTOR   S     COM              89674K103     5811  1651000 SH       DEFINED 01            1651000        0        0
TRIQUINT SEMICONDUCTOR   S     COM              89674K103     1528   433517 SH       DEFINED 01 02               0   323740   109777
TRIQUINT SEMICONDUCTOR   S     COM              89674K103      153    43400 SH       DEFINED 01 03               0    43400        0
TRIQUINT SEMICONDUCTOR   S     COM              89674K103      607   172300 SH       DEFINED 02             172300        0        0
TRIUMPH GROUP INC   S          COM              896818101     3231    86911 SH       DEFINED 01              86911        0        0
TRIUMPH GROUP INC   S          COM              896818101     1518    40890 SH       DEFINED 01 02               0    40890        0
TRIUMPH GROUP INC   S          COM              896818101      201     5400 SH       DEFINED 01 03               0     5400        0
TRIUMPH GROUP INC   S          COM              896818101      814    21900 SH       DEFINED 02              21900        0        0
TRIZEC PROPERTIES INC   S      COM              89687P107     3544   153700 SH       DEFINED 01             153700        0        0
TRIZEC PROPERTIES INC   S      COM              89687P107       24     1050 SH       DEFINED 02               1050        0        0
TRIZETTO GROUP INC   S         COM              896882107      522    36911 SH       DEFINED 01              36911        0        0
TRIZETTO GROUP INC   S         COM              896882107       20     1400 SH       DEFINED 02               1400        0        0
TRIPATH IMAGING INC   S        COM              896942109      803   113800 SH       DEFINED 01             113800        0        0
TRUSTCO BANK CORP   S          COM              898349105     2123   169432 SH       DEFINED 01             169432        0        0
TRUSTMARK CORP   S             COM              898402102     1129    40548 SH       DEFINED 01              40548        0        0
TRUSTMARK CORP   S             COM              898402102       61     2200 SH       DEFINED 02               2200        0        0
TRUSTREET PROPERTIES INC   S   COM              898404108      501    32000 SH       DEFINED 01              32000        0        0
TUESDAY MORNING CORP   S       COM              899035505     2164    83620 SH       DEFINED 01              83620        0        0
TUPPERWARE CORP   S            COM              899896104    16372   718667 SH       DEFINED 01             718667        0        0
TUPPERWARE CORP   S            COM              899896104     1089    47710 SH       DEFINED 01 02               0    47710        0
TUPPERWARE CORP   S            COM              899896104      130     5700 SH       DEFINED 01 03               0     5700        0
TUPPERWARE CORP   S            COM              899896104      613    26900 SH       DEFINED 02              26900        0        0
TURKCELL ILETISIM HIZMET-ADR   COM              900111204    10563   773836 SH       DEFINED 01                  0        0   773836
TURKCELL ILETISIM HIZMET-ADR   COM              900111204      213    15600 SH       DEFINED 01 02               0        0    15600
TYCO INTERNATIONAL   FSUSD     COM              902124106   167219  6004223 SH       DEFINED 01            6004223        0        0
TYCO INTERNATIONAL   FSUSD     COM              902124106      139     4987 SH       DEFINED 01 02               0     4987        0
TYCO INTERNATIONAL   FSUSD     COM              902124106    13773   494544 SH       DEFINED 01 03               0   494544        0
TYCO INTERNATIONAL   FSUSD     COM              902124106        1       30 SH       DEFINED 01 05               0       30        0
TYSON FOODS INC  -CL   S       COM              902494103     8246   456815 SH       DEFINED 01             456815        0        0
TYSON FOODS INC  -CL   S       COM              902494103      965    53440 SH       DEFINED 01 03               0    53440        0
TYSON FOODS INC  -CL   S       COM              902494103       35     1940 SH       DEFINED 02               1940        0        0
UCBH HOLDINGS INC   S          COM              90262T308     5196   283668 SH       DEFINED 01             283668        0        0
UGI CORP   S                   COM              902681105    13052   463669 SH       DEFINED 01             463669        0        0
UGI CORP   S                   COM              902681105     1500    53304 SH       DEFINED 01 02               0    53304        0
UGI CORP   S                   COM              902681105      181     6422 SH       DEFINED 01 03               0     6422        0
UGI CORP   S                   COM              902681105      822    29150 SH       DEFINED 02              29150        0        0
UICI   S                       COM              902737105     6103   169535 SH       DEFINED 01             169535        0        0
UIL HOLDINGS CORP   S          COM              902748102     4305    82300 SH       DEFINED 01              82300        0        0
UMB FINL CORP   S              COM              902788108      596     9065 SH       DEFINED 01               9065        0        0
UMB FINL CORP   S              COM              902788108       33      500 SH       DEFINED 02                500        0        0
USB HOLDING CO INC   S         COM              902910108      474    20800 SH       DEFINED 01 02               0    20800        0
USB HOLDING CO INC   S         COM              902910108       59     2600 SH       DEFINED 01 03               0     2600        0
USB HOLDING CO INC   S         COM              902910108      253    11100 SH       DEFINED 02              11100        0        0
UST INC   S                    COM              902911106     2434    58158 SH       DEFINED 01              58158        0        0
UST INC   S                    COM              902911106       59     1406 SH       DEFINED 01 02               0     1406        0
UST INC   S                    COM              902911106     1463    34954 SH       DEFINED 01 03               0    34954        0
UST INC   S                    COM              902911106      252     6100 SH       DEFINED 01 11               0        0     6100
UST INC   S                    COM              902911106      108     2587 SH       DEFINED 02               2587        0        0
USA TRUCK INC   S              COM              902925106      673    26600 SH       DEFINED 01              26600        0        0
US BANCORP   S                 COM              902973304   144520  5146687 SH       DEFINED 01            5146687        0        0
US BANCORP   S                 COM              902973304     1516    53984 SH       DEFINED 01 02               0    52991      993
US BANCORP   S                 COM              902973304    11805   420437 SH       DEFINED 01 03               0   420437        0
US BANCORP   S                 COM              902973304      326    11500 SH       DEFINED 01 11               0        0    11500
URS CORP   S                   COM              903236107     7614   188503 SH       DEFINED 01             188503        0        0
URS CORP   S                   COM              903236107     1962    48510 SH       DEFINED 01 02               0    48510        0
URS CORP   S                   COM              903236107      238     5900 SH       DEFINED 01 03               0     5900        0
URS CORP   S                   COM              903236107     2361    58545 SH       DEFINED 01 11               0        0    58545
URS CORP   S                   COM              903236107     1070    26510 SH       DEFINED 02              26510        0        0
USANA HEALTH SCIENCES INC   S  COM              90328M107     1095    22960 SH       DEFINED 01              22960        0        0
USANA HEALTH SCIENCES INC   S  COM              90328M107        3       70 SH       DEFINED 01 02               0       70        0
USG CORP   S                   COM              903293405     6961   101308 SH       DEFINED 01             101308        0        0
USG CORP   S                   COM              903293405       96     1400 SH       DEFINED 02               1400        0        0
USEC INC   S                   COM              90333E108     6100   546600 SH       DEFINED 01             546600        0        0
USI HOLDINGS CORP   S          COM              90333H101     2433   187300 SH       DEFINED 01             187300        0        0
US PHYSICAL THERAPY   S        COM              90337L108     2555   140700 SH       DEFINED 01             140700        0        0
USA MOBILITY INC   S           COM              90341G103      390    14440 SH       DEFINED 01 02               0        0    14440
US AIRWAYS GROUP INC   S       COM              90341W108     2681   127628 SH       DEFINED 01             127628        0        0
UAP HOLDING CORP   S           COM              903441103       68     3744 SH       DEFINED 01                  0        0     3744
UBIQUITEL INC   S              COM              903474302     5410   618986 SH       DEFINED 01             618986        0        0
UBIQUITEL INC   S              COM              903474302        7      770 SH       DEFINED 01 02               0      770        0
ULTICOM INC   S                COM              903844108      535    48500 SH       DEFINED 01              48500        0        0
ULTIMATE SOFTWARE GROUP INC    COM              90385D107     4473   242770 SH       DEFINED 01             242770        0        0
ULTIMATE SOFTWARE GROUP INC    COM              90385D107      429    23284 SH       DEFINED 01 02               0    23284        0
ULTRA PETROLEUM CORP.   FSUSD  COM              903914109     1703    29979 SH       DEFINED 00                  0        0    29979
ULTRA PETROLEUM CORP.   FSUSD  COM              903914109      503     8850 SH       DEFINED 01               8850        0        0
ULTRA PETROLEUM CORP.   FSUSD  COM              903914109     1138    20000 SH       DEFINED 01 02               0    20000        0
ULTRA PETROLEUM CORP.   FSUSD  COM              903914109    85401  1503394 SH       DEFINED 01 11               0    97226  1406168
ULTRA PETROLEUM CORP.   FSUSD  COM              903914109      227     4000 SH       DEFINED 02                  0        0     4000
ULTRATECH INC   S              COM              904034105      847    54318 SH       DEFINED 01              54318        0        0
ULTRATECH CEMENT - REG S GDR   COM              90403E202       25     1160 SH       DEFINED 02                  0        0     1160
UMPQUA HOLDINGS CORP   S       COM              904214103     3410   140210 SH       DEFINED 01             140210        0        0
UNIBANCO ADR   FSUSD           COM              90458E107    24370   463723 SH       DEFINED 01 11               0        0   463723
UNIFIRST CORP   S              COM              904708104       82     2355 SH       DEFINED 01               2355        0        0
UNION BANKSHARES CORP   S      COM              905399101     1652    39520 SH       DEFINED 01 02               0    39520        0
UNION BANKSHARES CORP   S      COM              905399101      207     4950 SH       DEFINED 01 03               0     4950        0
UNION BANKSHARES CORP   S      COM              905399101      863    20650 SH       DEFINED 02              20650        0        0
UNION PACIFIC CORP   S         COM              907818108    55828   778633 SH       DEFINED 01             778633        0        0
UNION PACIFIC CORP   S         COM              907818108     4022    56090 SH       DEFINED 01 03               0    56090        0
UNION PACIFIC CORP   S         COM              907818108       66      915 SH       DEFINED 02                915        0        0
UNIONBANCAL CORP   S           COM              908906100       40      570 SH       DEFINED 02                570        0        0
UNISOURCE ENERGY CRP   S       COM              909205106     3228    97117 SH       DEFINED 01              97117        0        0
UNISOURCE ENERGY CRP   S       COM              909205106     1864    56100 SH       DEFINED 01 02               0    56100        0
UNISOURCE ENERGY CRP   S       COM              909205106      259     7800 SH       DEFINED 01 03               0     7800        0
UNISOURCE ENERGY CRP   S       COM              909205106      981    29500 SH       DEFINED 02              29500        0        0
UNISYS CORP   S                COM              909214108     1270   191366 SH       DEFINED 01             191366        0        0
UNISYS CORP   S                COM              909214108       20     3032 SH       DEFINED 01 02               0     3032        0
UNISYS CORP   S                COM              909214108      481    72408 SH       DEFINED 01 03               0    72408        0
UNIT CORP   S                  COM              909218109    14851   268655 SH       DEFINED 01             268655        0        0
UNIT CORP   S                  COM              909218109        9      160 SH       DEFINED 01 02               0      160        0
UNIT CORP   S                  COM              909218109       38      680 SH       DEFINED 02                680        0        0
UNITED AMER INDEMNITY A   FSUS COM              90933T109     7390   402700 SH       DEFINED 01                  0        0   402700
UNITED AUTO GROUP   S          COM              909440109     1417    42900 SH       DEFINED 01              42900        0        0
UNITED COMMUNITY BANKS/GA   S  COM              90984P105     1667    58480 SH       DEFINED 01                  0        0    58480
UNITED BANCSHARES   S          COM              909907107     2946    84292 SH       DEFINED 01              84292        0        0
UNITED FIRE & CASUALTY   S     COM              910331107     3979    88205 SH       DEFINED 01              88205        0        0
UNITED FIRE & CASUALTY   S     COM              910331107       36      809 SH       DEFINED 02                809        0        0
UNITED MICROELECTRON   FSUSD   COM              910873207      465   129140 SH       DEFINED 01                  0        0   129140
UNITED NATURAL FOOD   S        COM              911163103     3840   108582 SH       DEFINED 01             108582        0        0
UNITED NATURAL FOOD   S        COM              911163103     1074    30349 SH       DEFINED 01 02               0    30349        0
UNITED ONLINE INC   S          COM              911268100     5097   367927 SH       DEFINED 01             367927        0        0
UNITED ONLINE INC   S          COM              911268100     1154    83330 SH       DEFINED 01 02               0    83330        0
UNITED ONLINE INC   S          COM              911268100      141    10200 SH       DEFINED 01 03               0    10200        0
UNITED ONLINE INC   S          COM              911268100      611    44100 SH       DEFINED 02              44100        0        0
UNITED PANAM FINANCIAL CORP    COM              911301109       46     1836 SH       DEFINED 01               1836        0        0
UNITED PARCEL SERVIC   S       COM              911312106    13099   189484 SH       DEFINED 01             189484        0        0
UNITED PARCEL SERVIC   S       COM              911312106    16276   235440 SH       DEFINED 01 03               0   235440        0
UNITED PARCEL SERVIC   S       COM              911312106     4805    69500 SH       DEFINED 01 11               0        0    69500
UNITED RENTALS INC   S         COM              911363109      386    19598 SH       DEFINED 01              19598        0        0
UNITED RENTALS INC   S         COM              911363109       35     1800 SH       DEFINED 02               1800        0        0
US CELLULAR CORP   S           COM              911684108     8211   153700 SH       DEFINED 01             153700        0        0
U-STORE-IT TRUST   S           COM              91274F104     2392   117995 SH       DEFINED 01             117995        0        0
UNITED STATES STEEL   S        COM              912909108      282     6664 SH       DEFINED 01               6664        0        0
UNITED STATES STEEL   S        COM              912909108     1029    24289 SH       DEFINED 01 03               0    24289        0
UNITED STATES STEEL   S        COM              912909108     1862    44000 SH       DEFINED 01 11               0        0    44000
UNITED STATIONERS   S          COM              913004107     4737    98970 SH       DEFINED 01              98970        0        0
UNITED STATIONERS   S          COM              913004107       67     1400 SH       DEFINED 02               1400        0        0
UNITED SURGICAL PAR   S        COM              913016309     6819   174358 SH       DEFINED 01             174358        0        0
UNITED SURGICAL PAR   S        COM              913016309       11      290 SH       DEFINED 01 02               0      290        0
UNITED SURGICAL PAR   S        COM              913016309     1522    38914 SH       DEFINED 01 11               0        0    38914
UNITED SURGICAL PAR   S        COM              913016309       16      400 SH       DEFINED 02                400        0        0
UNITED TECHNOLOGIES   S        COM              913017109   472157  9107950 SH       DEFINED 01            9107950        0        0
UNITED TECHNOLOGIES   S        COM              913017109     5961   115018 SH       DEFINED 01 02               0   115018        0
UNITED TECHNOLOGIES   S        COM              913017109    17291   333538 SH       DEFINED 01 03               0   333538        0
UNITED TECHNOLOGIES   S        COM              913017109     9925   191600 SH       DEFINED 01 11               0        0   191600
UNITED TECHNOLOGIES   S        COM              913017109      487     9388 SH       DEFINED 02               9388        0        0
UNITED THERAPEUTICS   S        COM              91307C102     4947    70882 SH       DEFINED 01              70882        0        0
UNITED THERAPEUTICS   S        COM              91307C102        3       40 SH       DEFINED 01 02               0       40        0
UNITEDHEALTH GROUP   S         COM              91324P102   491122  8738832 SH       DEFINED 01            8738832        0        0
UNITEDHEALTH GROUP   S         COM              91324P102     4724    84057 SH       DEFINED 01 02               0    84057        0
UNITEDHEALTH GROUP   S         COM              91324P102    16176   287817 SH       DEFINED 01 03               0   287817        0
UNITEDHEALTH GROUP   S         COM              91324P102    18210   324553 SH       DEFINED 01 11               0        0   324553
UNITEDHEALTH GROUP   S         COM              91324P102     1347    23969 SH       DEFINED 02              23969        0        0
UNITRIN INC   S                COM              913275103     3326    70100 SH       DEFINED 01              70100        0        0
UNIVERSAL AMER FINANCIAL CRP   COM              913377107      847    37258 SH       DEFINED 01              37258        0        0
UNIVERSAL AMER FINANCIAL CRP   COM              913377107       43     1900 SH       DEFINED 02               1900        0        0
UNIVERSAL CORP   S             COM              913456109     1134    29213 SH       DEFINED 01              29213        0        0
UNIVERSAL CORP   S             COM              913456109       58     1500 SH       DEFINED 02               1500        0        0
UNIVERSAL ELECTRONICS INC   S  COM              913483103     1959   113339 SH       DEFINED 01             113339        0        0
UNIVERSAL FOREST PRODUCTS   S  COM              913543104     4089    71328 SH       DEFINED 01              71328        0        0
UNIVERSAL FOREST PRODUCTS   S  COM              913543104     1196    20900 SH       DEFINED 01 02               0    20900        0
UNIVERSAL FOREST PRODUCTS   S  COM              913543104      160     2800 SH       DEFINED 01 03               0     2800        0
UNIVERSAL FOREST PRODUCTS   S  COM              913543104      631    11000 SH       DEFINED 02              11000        0        0
UNIVERSAL HEALTH REALTY INCOME COM              91359E105     2765    83165 SH       DEFINED 01              83165        0        0
UNIVERSAL TRUCKLOAD SERVICES   COM              91388P105      324    17426 SH       DEFINED 01              17426        0        0
UNIVISION COMMUNICATIONS   S   COM              914906102    33399  1258904 SH       DEFINED 01            1258904        0        0
UNIVISION COMMUNICATIONS   S   COM              914906102     1913    72079 SH       DEFINED 01 02               0    72079        0
UNIVISION COMMUNICATIONS   S   COM              914906102     2569    96821 SH       DEFINED 01 03               0    96821        0
UNIVISION COMMUNICATIONS   S   COM              914906102       96     3630 SH       DEFINED 02               3630        0        0
UNOVA INC.   S                 COM              91529B106      684    19558 SH       DEFINED 01              19558        0        0
UNUMPROVIDENT CORP   S         COM              91529Y106    13358   651532 SH       DEFINED 01             651532        0        0
UNUMPROVIDENT CORP   S         COM              91529Y106       77     3735 SH       DEFINED 01 02               0     3735        0
UNUMPROVIDENT CORP   S         COM              91529Y106     1733    84505 SH       DEFINED 01 03               0    84505        0
UNUMPROVIDENT CORP   S         COM              91529Y106      205     9959 SH       DEFINED 02               9959        0        0
UNUMPROVIDENT CORPORATION 08.2 CONV PRF         91529Y403    21175   534900 SH       DEFINED 01                  0        0   534900
URBAN OUTFITTERS   S           COM              917047102      567    19300 SH       DEFINED 01              19300        0        0
URBAN OUTFITTERS   S           COM              917047102     8863   301480 SH       DEFINED 01 02               0   301480        0
URBAN OUTFITTERS   S           COM              917047102     1518    51640 SH       DEFINED 01 03               0    51640        0
UTSTARCOM INC.   S             COM              918076100      243    29800 SH       DEFINED 01              29800        0        0
VCA ANTECH INC   S             COM              918194101     1631    63900 SH       DEFINED 01                  0        0    63900
VCA ANTECH INC   S             COM              918194101     7697   301561 SH       DEFINED 01 02               0        0   301561
VCA ANTECH INC   S             COM              918194101     1247    48870 SH       DEFINED 01 03               0        0    48870
VF CORP.   S                   COM              918204108     6004   103583 SH       DEFINED 01             103583        0        0
VF CORP.   S                   COM              918204108       34      590 SH       DEFINED 01 02               0      590        0
VF CORP.   S                   COM              918204108     1101    18995 SH       DEFINED 01 03               0    18995        0
VF CORP.   S                   COM              918204108       81     1400 SH       DEFINED 01 11               0        0     1400
VF CORP.   S                   COM              918204108      100     1726 SH       DEFINED 02               1726        0        0
VAIL RESORTS INC   S           COM              91879Q109     3273   113797 SH       DEFINED 01             113797        0        0
VAIL RESORTS INC   S           COM              91879Q109     1367    47490 SH       DEFINED 01 02               0    47490        0
VAIL RESORTS INC   S           COM              91879Q109      170     5900 SH       DEFINED 01 03               0     5900        0
VAIL RESORTS INC   S           COM              91879Q109      735    25600 SH       DEFINED 02              25600        0        0
VALASSIS COMMUNICATI   S       COM              918866104    15506   397797 SH       DEFINED 01             397797        0        0
VALASSIS COMMUNICATI   S       COM              918866104     1185    30420 SH       DEFINED 01 02               0    30420        0
VALASSIS COMMUNICATI   S       COM              918866104      160     4100 SH       DEFINED 01 03               0     4100        0
VALASSIS COMMUNICATI   S       COM              918866104      647    16600 SH       DEFINED 02              16600        0        0
VALERO ENERGY CORP   S         COM              91913Y100     1008     8926 SH       DEFINED 00                  0        0     8926
VALERO ENERGY CORP   S         COM              91913Y100    53556   473696 SH       DEFINED 01             473696        0        0
VALERO ENERGY CORP   S         COM              91913Y100      189     1668 SH       DEFINED 01 02               0     1668        0
VALERO ENERGY CORP   S         COM              91913Y100     7347    64980 SH       DEFINED 01 03               0    64980        0
VALERO ENERGY CORP   S         COM              91913Y100    35907   317807 SH       DEFINED 01 11               0    49762   268045
VALERO ENERGY CORP   S         COM              91913Y100      407     3605 SH       DEFINED 02               2105        0     1500
VALMONT INDUSTRIES   S         COM              920253101     1084    36931 SH       DEFINED 01              36931        0        0
VALOR COMMUNICATIONS GROUP   S COM              920255106      922    67606 SH       DEFINED 01              67606        0        0
VALUECLICK INC.   S            COM              92046N102     4692   274582 SH       DEFINED 01             274582        0        0
VALUECLICK INC.   S            COM              92046N102       10      610 SH       DEFINED 01 02               0      610        0
VARIAN INC   S                 COM              922206107     1716    50000 SH       DEFINED 01              50000        0        0
VARIAN INC   S                 COM              922206107     1319    38450 SH       DEFINED 01 02               0    38450        0
VARIAN INC   S                 COM              922206107      165     4800 SH       DEFINED 01 03               0     4800        0
VARIAN INC   S                 COM              922206107      700    20400 SH       DEFINED 02              20400        0        0
VARIAN SEMICONDUCTOR   S       COM              922207105     8596   202884 SH       DEFINED 01             202884        0        0
VARIAN SEMICONDUCTOR   S       COM              922207105        9      210 SH       DEFINED 01 02               0      210        0
VASCO DATA SECURITY   S        COM              92230Y104     3901   430200 SH       DEFINED 01             430200        0        0
VASCO DATA SECURITY   S        COM              92230Y104        6      710 SH       DEFINED 01 02               0      710        0
VASCO DATA SECURITY   S        COM              92230Y104       49     5400 SH       DEFINED 02               5400        0        0
VECTOR GROUP LTD   S           COM              92240M108     1098    54880 SH       DEFINED 01              54880        0        0
VEECO INSTRUMENTS INC   S      COM              922417100      965    60156 SH       DEFINED 01              60156        0        0
VEECO INSTRUMENTS INC   S      COM              922417100      960    59840 SH       DEFINED 01 02               0    59840        0
VEECO INSTRUMENTS INC   S      COM              922417100      120     7500 SH       DEFINED 01 03               0     7500        0
VEECO INSTRUMENTS INC   S      COM              922417100      517    32200 SH       DEFINED 02              32200        0        0
VENTAS INC   S                 COM              92276F100     5581   173300 SH       DEFINED 01             173300        0        0
VENTAS INC   S                 COM              92276F100     1314    40770 SH       DEFINED 01 02               0    40770        0
VENTAS INC   S                 COM              92276F100      148     4600 SH       DEFINED 01 03               0     4600        0
VENTAS INC   S                 COM              92276F100      680    21100 SH       DEFINED 02              21100        0        0
VENTANA MEDICAL SYS   S        COM              92276H106      815    21418 SH       DEFINED 01              21418        0        0
VENTANA MEDICAL SYS   S        COM              92276H106       38     1000 SH       DEFINED 02               1000        0        0
VENTIV HEALTH INC   S          COM              922793104     4759   181591 SH       DEFINED 01             181591        0        0
VENTIV HEALTH INC   S          COM              922793104       12      450 SH       DEFINED 01 02               0      450        0
VERIFONE HOLDINGS INC   S      COM              92342Y109    33999  1690623 SH       DEFINED 01            1690623        0        0
VERIFONE HOLDINGS INC   S      COM              92342Y109     2331   115923 SH       DEFINED 01 02               0   115923        0
VERIFONE HOLDINGS INC   S      COM              92342Y109     1472    73203 SH       DEFINED 01 03               0    73203        0
VERITY INC   S                 COM              92343C106      901    84866 SH       DEFINED 01              84866        0        0
VERISIGN INC   S               COM              92343E102    18083   846204 SH       DEFINED 01             846204        0        0
VERISIGN INC   S               COM              92343E102      256    11991 SH       DEFINED 01 02               0        0    11991
VERISIGN INC   S               COM              92343E102       22     1030 SH       DEFINED 01 03               0     1030        0
VERISIGN INC   S               COM              92343E102     2047    96043 SH       DEFINED 01 11               0        0    96043
VERITAS DGC   S                COM              92343P107     4123   112617 SH       DEFINED 01             112617        0        0
VERITAS DGC   S                COM              92343P107      322     8800 SH       DEFINED 01 02               0     8800        0
VERITAS DGC   S                COM              92343P107    49822  1362342 SH       DEFINED 01 11               0        0  1362342
VERIZON COMM   S               COM              92343V104   144183  4410586 SH       DEFINED 01            4410586        0        0
VERIZON COMM   S               COM              92343V104      456    13935 SH       DEFINED 01 02               0    13935        0
VERIZON COMM   S               COM              92343V104    20502   627171 SH       DEFINED 01 03               0   627171        0
VERIZON COMM   S               COM              92343V104     4387   134400 SH       DEFINED 01 11               0        0   134400
VERIZON COMM   S               COM              92343V104     1235    37794 SH       DEFINED 02              37794        0        0
VERINT SYSTEMS INC   S         COM              92343X100      995    24300 SH       DEFINED 01                  0        0    24300
VERTEX PHARM   S               COM              92532F100     2186    97800 SH       DEFINED 01              97800        0        0
VERTEX PHARM   S               COM              92532F100     1242    55460 SH       DEFINED 01 02               0    55460        0
VERTEX PHARM   S               COM              92532F100      168     7500 SH       DEFINED 01 03               0     7500        0
VERTEX PHARM   S               COM              92532F100      657    29400 SH       DEFINED 02              29400        0        0
VERTRUE INC   S                COM              92534N101     1125    30969 SH       DEFINED 01              30969        0        0
VIACOM INC.   S                COM              925524100     7640   230000 SH       DEFINED 01             230000        0        0
VIACOM INC CL B   S            COM              925524308   102318  3099635 SH       DEFINED 01                  0        0  3099635
VIACOM INC CL B   S            COM              925524308      205     6186 SH       DEFINED 01 02               0        0     6186
VIACOM INC CL B   S            COM              925524308    11799   357445 SH       DEFINED 01 03               0        0   357445
VIACOM INC CL B   S            COM              925524308    32156   974438 SH       DEFINED 01 11               0        0   974438
VIAD CORP   S                  COM              92552R406     1588    58065 SH       DEFINED 01              58065        0        0
VIASAT INC   S                 COM              92552V100     1297    50552 SH       DEFINED 01              50552        0        0
VIASYS HEALTHCARE   S          COM              92553Q209     4465   178673 SH       DEFINED 01                  0        0   178673
VICOR CORP   S                 COM              925815102      658    43448 SH       DEFINED 01              43448        0        0
VIGNETTE CORP   S              COM              926734401      137     8600 SH       DEFINED 01               8600        0        0
VIGNETTE CORP   S              COM              926734401      143     8957 SH       DEFINED 01 02               0        0     8957
VIISAGE TECHNOLOGY INC   S     COM              92675K106      640   154221 SH       DEFINED 01             154221        0        0
VINEYARD NATL BANCORP CO   S   COM              927426106     1379    46620 SH       DEFINED 01 02               0    46620        0
VINEYARD NATL BANCORP CO   S   COM              927426106      181     6110 SH       DEFINED 01 03               0     6110        0
VINEYARD NATL BANCORP CO   S   COM              927426106      721    24400 SH       DEFINED 02              24400        0        0
VINTAGE PETE INC   S           COM              927460105     7065   154734 SH       DEFINED 01             154734        0        0
VINTAGE PETE INC   S           COM              927460105       41      900 SH       DEFINED 02                900        0        0
VIROPHARMA INC   S             COM              928241108      396    19033 SH       DEFINED 00                  0        0    19033
VIROPHARMA INC   S             COM              928241108      643    30892 SH       DEFINED 01              30892        0        0
VIROPHARMA INC   S             COM              928241108    24817  1193651 SH       DEFINED 01 11               0   122309  1071342
VIROPHARMA INC   S             COM              928241108      249    12000 SH       DEFINED 02                  0        0    12000
VISHAY INTERTECHNOLOGY   S     COM              928298108    10847   907650 SH       DEFINED 01             907650        0        0
VISHAY INTERTECHNOLOGY   S     COM              928298108      259    21639 SH       DEFINED 01 02               0        0    21639
VISTEON CORP   S               COM              92839U107     7476   764320 SH       DEFINED 01             764320        0        0
VISTEON CORP   S               COM              92839U107      708    72270 SH       DEFINED 01 02               0    72270        0
VISTEON CORP   S               COM              92839U107      363    37058 SH       DEFINED 01 03               0    37058        0
VISTEON CORP   S               COM              92839U107      376    38500 SH       DEFINED 02              38500        0        0
VITAL SIGNS INC   S            COM              928469105     2741    59480 SH       DEFINED 01              59480        0        0
VITAL SIGNS INC   S            COM              928469105       23      500 SH       DEFINED 02                500        0        0
VITAL IMAGES INC   S           COM              92846N104      631    28361 SH       DEFINED 01              28361        0        0
VITRAN CORP INC   FSUSD        COM              92850E107      911    56200 SH       DEFINED 01              56200        0        0
VIVENDI UNIVERSAL   FSUSD      COM              92851S204   112986  3452097 SH       DEFINED 01                  0        0  3452097
VIVENDI UNIVERSAL   FSUSD      COM              92851S204      208     6350 SH       DEFINED 01 02               0        0     6350
VODAFONE GROUP PLC.   FSUSD    COM              92857W100    18968   730354 SH       DEFINED 01                  0        0   730354
VODAFONE GROUP PLC.   FSUSD    COM              92857W100       42     1632 SH       DEFINED 01 02               0        0     1632
VODAFONE GROUP PLC.   FSUSD    COM              92857W100      397    15300 SH       DEFINED 01 03               0        0    15300
VOLT INFO SCIENCES   S         COM              928703107      373    18354 SH       DEFINED 01              18354        0        0
VORNADO REALTY TRUST   S       COM              929042109     6273    72420 SH       DEFINED 01              72420        0        0
VORNADO REALTY TRUST   S       COM              929042109     2172    25070 SH       DEFINED 01 03               0    25070        0
VORNADO REALTY TRUST   S       COM              929042109       51      590 SH       DEFINED 02                590        0        0
VULCAN MATERIALS   S           COM              929160109     9578   129065 SH       DEFINED 01             129065        0        0
VULCAN MATERIALS   S           COM              929160109     1614    21751 SH       DEFINED 01 03               0    21751        0
VULCAN MATERIALS   S           COM              929160109      362     4900 SH       DEFINED 01 11               0        0     4900
W&T OFFSHORE INC   S           COM              92922P106      224     6902 SH       DEFINED 01               6902        0        0
WD-40 CO   S                   COM              929236107      998    37653 SH       DEFINED 01              37653        0        0
WFS FINANCIAL INC   S          COM              92923B106       73     1084 SH       DEFINED 01               1084        0        0
WCI COMMUNITIES   S            COM              92923C104     3818   134578 SH       DEFINED 01                  0        0   134578
WCI COMMUNITIES   S            COM              92923C104     1262    44510 SH       DEFINED 01 02               0        0    44510
WCI COMMUNITIES   S            COM              92923C104      162     5700 SH       DEFINED 01 03               0        0     5700
WCI COMMUNITIES   S            COM              92923C104      686    24200 SH       DEFINED 02                  0        0    24200
WGL HOLDINGS INC   S           COM              92924F106     3758   116966 SH       DEFINED 01             116966        0        0
WGL HOLDINGS INC   S           COM              92924F106     1933    60180 SH       DEFINED 01 02               0    60180        0
WGL HOLDINGS INC   S           COM              92924F106      267     8300 SH       DEFINED 01 03               0     8300        0
WGL HOLDINGS INC   S           COM              92924F106     1063    33100 SH       DEFINED 02              33100        0        0
W HOLDING CO INC   S           COM              929251106      360    37600 SH       DEFINED 01              37600        0        0
W-H ENERGY SERVICES INC   S    COM              92925E108     3444   106219 SH       DEFINED 01             106219        0        0
WMS INDUSTRIES INC   S         COM              929297109     2178    77420 SH       DEFINED 01              77420        0        0
WPP GROUP PLC  -ADR   FSUSD    COM              929309300     3108    60800 SH       DEFINED 01                  0        0    60800
WPS RESOURES CORP   S          COM              92931B106       34      590 SH       DEFINED 02                590        0        0
WSFS FINANCIAL CORP   S        COM              929328102     3722    63200 SH       DEFINED 01              63200        0        0
WSFS FINANCIAL CORP   S        COM              929328102     1632    27720 SH       DEFINED 01 02               0    27720        0
WSFS FINANCIAL CORP   S        COM              929328102      193     3274 SH       DEFINED 01 03               0     3274        0
WSFS FINANCIAL CORP   S        COM              929328102      683    11600 SH       DEFINED 02              11600        0        0
WABASH NATL   S                COM              929566107     8250   419659 SH       DEFINED 01             419659        0        0
WABTEC   S                     COM              929740108     2881   105630 SH       DEFINED 01             105630        0        0
WABTEC   S                     COM              929740108       24      880 SH       DEFINED 01 02               0      880        0
WACHOVIA CORPORATION   S       COM              929903102   139902  2939783 SH       DEFINED 01            2939783        0        0
WACHOVIA CORPORATION   S       COM              929903102      216     4535 SH       DEFINED 01 02               0     2582     1953
WACHOVIA CORPORATION   S       COM              929903102    17151   360389 SH       DEFINED 01 03               0   360389        0
WACHOVIA CORPORATION   S       COM              929903102     4483    94129 SH       DEFINED 01 11               0        0    94129
WACHOVIA CORPORATION   S       COM              929903102      119     2500 SH       DEFINED 02               2500        0        0
WADDELL & REED FIN   S         COM              930059100      354    18300 SH       DEFINED 01              18300        0        0
WADDELL & REED FIN   S         COM              930059100       15      776 SH       DEFINED 02                776        0        0
WAL MART STORES   S            COM              931142103      309     7060 SH       DEFINED 00                  0        0     7060
WAL MART STORES   S            COM              931142103   174415  3980192 SH       DEFINED 01            3980192        0        0
WAL MART STORES   S            COM              931142103      601    13696 SH       DEFINED 01 02               0     8683     5013
WAL MART STORES   S            COM              931142103    23272   531076 SH       DEFINED 01 03               0   531076        0
WAL MART STORES   S            COM              931142103    70938  1620362 SH       DEFINED 01 11               0        0  1620362
WAL MART STORES   S            COM              931142103     1441    32891 SH       DEFINED 02              32891        0        0
WALGREEN CO.   S               COM              931422109     2592    59666 SH       DEFINED 01              59666        0        0
WALGREEN CO.   S               COM              931422109     9446   217393 SH       DEFINED 01 03               0   217393        0
WALGREEN CO.   S               COM              931422109     7390   170198 SH       DEFINED 01 11               0   105015    65183
WALTER INDUSTRIES   S          COM              93317Q105     4422    90393 SH       DEFINED 01              90393        0        0
WALTER INDUSTRIES   S          COM              93317Q105       10      210 SH       DEFINED 01 02               0      210        0
WALTER INDUSTRIES   S          COM              93317Q105       73     1500 SH       DEFINED 02               1500        0        0
WANT-WANT HOLDINGS.   FSUSD    COM              933697997        1      930 SH       DEFINED 01                930        0        0
WARNACO GROUP INC   S          COM              934390402     5208   237740 SH       DEFINED 01                  0        0   237740
WARNACO GROUP INC   S          COM              934390402        8      340 SH       DEFINED 01 02               0        0      340
WARNER MUSIC GROUP CORP   S    COM              934550104       29     1540 SH       DEFINED 02               1540        0        0
WARREN RESOURCES INC   S       COM              93564A100      421    25120 SH       DEFINED 01                  0        0    25120
WASHINGTON GROUP INTL INC   S  COM              938862208     5709   105940 SH       DEFINED 01                  0        0   105940
WASHINGTON GROUP INTL INC   S  COM              938862208     1868    34650 SH       DEFINED 01 02               0        0    34650
WASHINGTON GROUP INTL INC   S  COM              938862208      243     4500 SH       DEFINED 01 03               0        0     4500
WASHINGTON GROUP INTL INC   S  COM              938862208      992    18400 SH       DEFINED 02                  0        0    18400
WASHINGTON MUT INC   S         COM              939322103    65393  1667353 SH       DEFINED 01            1667353        0        0
WASHINGTON MUT INC   S         COM              939322103      283     7213 SH       DEFINED 01 02               0     7213        0
WASHINGTON MUT INC   S         COM              939322103     7335   187011 SH       DEFINED 01 03               0   187011        0
WASHINGTON MUT INC   S         COM              939322103     7964   202950 SH       DEFINED 01 11               0        0   202950
WASHINGTON MUT INC   S         COM              939322103      505    12881 SH       DEFINED 02              12881        0        0
WASTE CONNECTION   S           COM              941053100     8927   254487 SH       DEFINED 01             254487        0        0
WASTE CONNECTION   S           COM              941053100      488    13918 SH       DEFINED 01 02               0    13918        0
WASTE MANAGEMENT INC   S       COM              94106L109    52969  1851454 SH       DEFINED 01            1851454        0        0
WASTE MANAGEMENT INC   S       COM              94106L109     4409   154120 SH       DEFINED 01 03               0   154120        0
WATER PIK TECH   S             COM              94113U100     2406   118500 SH       DEFINED 01             118500        0        0
WATER PIK TECH   S             COM              94113U100     1600    78890 SH       DEFINED 01 02               0    78890        0
WATER PIK TECH   S             COM              94113U100      201     9900 SH       DEFINED 01 03               0     9900        0
WATER PIK TECH   S             COM              94113U100      821    40400 SH       DEFINED 02              40400        0        0
WATERS CORPORATION   S         COM              941848103      279     6710 SH       DEFINED 01               6710        0        0
WATERS CORPORATION   S         COM              941848103     1017    24455 SH       DEFINED 01 03               0    24455        0
WATSCO   S                     COM              942622200     6664   125464 SH       DEFINED 01             125464        0        0
WATSCO   S                     COM              942622200        6      110 SH       DEFINED 01 02               0      110        0
WATSCO   S                     COM              942622200     1798    33916 SH       DEFINED 01 11               0        0    33916
WATSCO   S                     COM              942622200       31      592 SH       DEFINED 02                592        0        0
WATSON PHARMACEUTICA   S       COM              942683103      644    17571 SH       DEFINED 01              17571        0        0
WATSON PHARMACEUTICA   S       COM              942683103      811    22160 SH       DEFINED 01 03               0    22160        0
WATSON PHARMACEUTICALS INC 01. CONV BND         942683AC7      610   600000 PRN      DEFINED 01 02               0        0   600000
WATSON WYATT &CO.   S          COM              942712100     2541    94270 SH       DEFINED 01              94270        0        0
WATTS WATER TECHNOLOGIES   S   COM              942749102     5490   190258 SH       DEFINED 01             190258        0        0
WAUSAU PAPER CORP   S          COM              943315101     1454   116200 SH       DEFINED 01             116200        0        0
WEBEX COMMUNICATIONS   S       COM              94767L109     1931    78798 SH       DEFINED 01              78798        0        0
WEBEX COMMUNICATIONS   S       COM              94767L109        4      180 SH       DEFINED 01 02               0      180        0
WEBSENSE INC   S               COM              947684106     8846   172752 SH       DEFINED 01             172752        0        0
WEBSENSE INC   S               COM              947684106        7      130 SH       DEFINED 01 02               0      130        0
WEBSENSE INC   S               COM              947684106       15      284 SH       DEFINED 02                284        0        0
WEBSIDESTORY   S               COM              947685103      548    30927 SH       DEFINED 01                  0        0    30927
WEIDER NUTRITION INT   S       COM              948603105      582   110000 SH       DEFINED 01             110000        0        0
WEIGHT WATCHERS INTL   S       COM              948626106      427     8282 SH       DEFINED 01                  0        0     8282
WEIGHT WATCHERS INTL   S       COM              948626106       20      392 SH       DEFINED 01 02               0        0      392
WEIS MARKETS INC   S           COM              948849104     3739    93453 SH       DEFINED 01              93453        0        0
WEIS MARKETS INC   S           COM              948849104       36      900 SH       DEFINED 02                900        0        0
WELLCARE HEALTH PLANS INC   S  COM              94946T106     3318    89560 SH       DEFINED 01              89560        0        0
WELLCARE HEALTH PLANS INC   S  COM              94946T106        8      220 SH       DEFINED 01 02               0      220        0
WELLCHOICE INC   S             COM              949475107      240     3160 SH       DEFINED 01               3160        0        0
WELLCHOICE INC   S             COM              949475107       37      481 SH       DEFINED 01 02               0      481        0
WELLMAN INC   S                COM              949702104      548    86523 SH       DEFINED 01              86523        0        0
WELLPOINT INC   S              COM              94973V107     1026    13529 SH       DEFINED 00                  0        0    13529
WELLPOINT INC   S              COM              94973V107    46702   615970 SH       DEFINED 01             615970        0        0
WELLPOINT INC   S              COM              94973V107      727     9589 SH       DEFINED 01 02               0     9589        0
WELLPOINT INC   S              COM              94973V107    10284   135636 SH       DEFINED 01 03               0   135636        0
WELLPOINT INC   S              COM              94973V107    96118  1267875 SH       DEFINED 01 11               0   113618  1154257
WELLPOINT INC   S              COM              94973V107     1280    16890 SH       DEFINED 02              11890        0     5000
WELLS FARGO & CO (NEW)   S     COM              949746101   174879  2985796 SH       DEFINED 01            2985796        0        0
WELLS FARGO & CO (NEW)   S     COM              949746101      412     7036 SH       DEFINED 01 02               0     7036        0
WELLS FARGO & CO (NEW)   S     COM              949746101    21023   358932 SH       DEFINED 01 03               0   358932        0
WELLS FARGO & CO (NEW)   S     COM              949746101    64171  1095552 SH       DEFINED 01 11               0        0  1095552
WELLSFORD REAL PROP   S        COM              950240200     6232   328000 SH       DEFINED 01             328000        0        0
WENDYS INTL INC   S            COM              950590109     1857    41139 SH       DEFINED 01              41139        0        0
WENDYS INTL INC   S            COM              950590109       24      524 SH       DEFINED 01 02               0      524        0
WENDYS INTL INC   S            COM              950590109     1109    24564 SH       DEFINED 01 03               0    24564        0
WENDYS INTL INC   S            COM              950590109     4063    90000 SH       DEFINED 01 11               0        0    90000
WENDYS INTL INC   S            COM              950590109      290     6426 SH       DEFINED 02               1426        0     5000
WERNER ENTERPRISES   S   S     COM              950755108      353    20400 SH       DEFINED 01              20400        0        0
WERNER ENTERPRISES   S   S     COM              950755108       26     1530 SH       DEFINED 02               1530        0        0
WESCO INTERNATIONAL   S        COM              95082P105     5451   160921 SH       DEFINED 01             160921        0        0
WESCO INTERNATIONAL   S        COM              95082P105       11      330 SH       DEFINED 01 02               0      330        0
WESCO INTERNATIONAL   S        COM              95082P105       20      600 SH       DEFINED 02                600        0        0
WEST COAST BANCORP/OREGON   S  COM              952145100      147     5858 SH       DEFINED 01               5858        0        0
WEST CORP   S                  COM              952355105     5125   137067 SH       DEFINED 01             137067        0        0
WEST CORP   S                  COM              952355105       16      430 SH       DEFINED 02                430        0        0
WEST MARINE INC                COM              954235107       18     1189 SH       DEFINED 01 02               0     1189        0
WESTAR ENERGY INC.   S         COM              95709T100     3802   157584 SH       DEFINED 01             157584        0        0
WESTAR ENERGY INC.   S         COM              95709T100        3      140 SH       DEFINED 01 02               0      140        0
WESTELL TECHNOLOGIES   S       COM              957541105     1733   476100 SH       DEFINED 01             476100        0        0
WESTELL TECHNOLOGIES   S       COM              957541105        3      890 SH       DEFINED 01 02               0      890        0
WESTERN ALLIANCE BANCORP   S   COM              957638109       25      895 SH       DEFINED 01                895        0        0
WESTCORP   S                   COM              957907108     2709    45995 SH       DEFINED 01              45995        0        0
WESTERN DIGITAL   S            COM              958102105     1408   108847 SH       DEFINED 01             108847        0        0
WESTERN DIGITAL   S            COM              958102105       40     3081 SH       DEFINED 01 02               0     3081        0
WESTERN DIGITAL   S            COM              958102105       25     1920 SH       DEFINED 02               1920        0        0
WESTERN SIERRA BANCORP   S     COM              959522103     1087    31575 SH       DEFINED 01 02               0    31575        0
WESTERN SIERRA BANCORP   S     COM              959522103      131     3790 SH       DEFINED 01 03               0     3790        0
WESTERN SIERRA BANCORP   S     COM              959522103      488    14150 SH       DEFINED 02              14150        0        0
WESTERN SILVER CORP            COM              959531104       36     4287 SH       DEFINED 01 02               0     4287        0
WESTWOOD ONE CORP   S          COM              961815107    19842   997626 SH       DEFINED 01             997626        0        0
WESTWOOD ONE CORP   S          COM              961815107     1620    81468 SH       DEFINED 01 02               0    81468        0
WESTWOOD ONE CORP   S          COM              961815107     1093    54931 SH       DEFINED 01 03               0    54931        0
WEYERHAUESER   S               COM              962166104    57725   839624 SH       DEFINED 01             839624        0        0
WEYERHAUESER   S               COM              962166104       41      597 SH       DEFINED 01 02               0      597        0
WEYERHAUESER   S               COM              962166104     4274    62171 SH       DEFINED 01 03               0    62171        0
WEYERHAUESER   S               COM              962166104     4809    70000 SH       DEFINED 01 11               0        0    70000
WHIRLPOOL CORP   S             COM              963320106    76430  1008712 SH       DEFINED 01            1008712        0        0
WHIRLPOOL CORP   S             COM              963320106       33      441 SH       DEFINED 01 02               0      441        0
WHIRLPOOL CORP   S             COM              963320106     1908    25181 SH       DEFINED 01 03               0    25181        0
WHIRLPOOL CORP   S             COM              963320106      121     1600 SH       DEFINED 02               1600        0        0
WHIRLPOOL FIN PFD $100 B 6.55  PRF              963328208      908     9018 SH       DEFINED 01                  0        0     9018
WHITING PETROLEUM CORP   S     COM              966387102     4302    98133 SH       DEFINED 01                  0        0    98133
WHITNEY HOLDING CORP   S       COM              966612103     3861   142794 SH       DEFINED 01             142794        0        0
WHOLE FOODS MARKET   S         COM              966837106   116538   866774 SH       DEFINED 01             866774        0        0
WHOLE FOODS MARKET   S         COM              966837106    28470   211765 SH       DEFINED 01 02               0   211765        0
WHOLE FOODS MARKET   S         COM              966837106     8744    65038 SH       DEFINED 01 03               0    65038        0
WILD OATS MARKETS   S          COM              96808B107      518    40303 SH       DEFINED 01              40303        0        0
WILLBROS GROUP INC.   FSUSD    COM              969199108      557    35156 SH       DEFINED 01              35156        0        0
WILLIAM COMPANIES   S          COM              969457100      836    33389 SH       DEFINED 01              33389        0        0
WILLIAM COMPANIES   S          COM              969457100      765    30539 SH       DEFINED 01 02               0    30539        0
WILLIAM COMPANIES   S          COM              969457100     3048   121659 SH       DEFINED 01 03               0   121659        0
WILLIAMS SONOMA   S            COM              969904101    54955  1432980 SH       DEFINED 01            1432980        0        0
WILLIAMS SONOMA   S            COM              969904101    24811   646952 SH       DEFINED 01 02               0   646952        0
WILLIAMS SONOMA   S            COM              969904101     6705   174840 SH       DEFINED 01 03               0   174840        0
WILMINGTON TRUST COR   S       COM              971807102     2321    63660 SH       DEFINED 01              63660        0        0
WILSHIRE BANCORP INC   S       COM              97186T108       47     3023 SH       DEFINED 01               3023        0        0
WILSHIRE BANCORP INC   S       COM              97186T108     1223    80060 SH       DEFINED 01 02               0    80060        0
WILSHIRE BANCORP INC   S       COM              97186T108      151     9900 SH       DEFINED 01 03               0     9900        0
WILSHIRE BANCORP INC   S       COM              97186T108      648    42400 SH       DEFINED 02              42400        0        0
WILSHIRE WI ADVISOR - WARRANTS WT               97187@117       49       12 SH       DEFINED 01 05               0        0       12
WILSHIRE LA ADVISORS  01/01/20 WT               97188#AA4       47       12 SH       DEFINED 01 05               0        0       12
WILSHIRE PARTNER LLC - WARRANT WT               97189#113        4        4 SH       DEFINED 01                  0        0        4
WILSHIRE PARTNER LLC - WARRANT WT               97189#113        4        4 SH       DEFINED 01 05               0        0        4
WILSHIRE NY ADVISORS  01/01/20 WT               971993118       34       30 SH       DEFINED 01                  0        0       30
WILSHIRE NY ADVISORS  01/01/20 WT               971993118       34       30 SH       DEFINED 01 05               0        0       30
WILSONS THE LEATHER EXPERTS    COM              972463103        7     1140 SH       DEFINED 01 02               0     1140        0
WIND RIVER   S                 COM              973149107      294    22754 SH       DEFINED 01              22754        0        0
WINNEBAGO IND INC   S          COM              974637100     5449   188126 SH       DEFINED 01             188126        0        0
WINSTON HOTELS INC   S         COM              97563A102      102    10200 SH       DEFINED 01              10200        0        0
WINTRUST FINANCIAL   S         COM              97650W108     7078   140830 SH       DEFINED 01             140830        0        0
WINTRUST FINANCIAL   S         COM              97650W108     1336    26545 SH       DEFINED 01 02               0    26545        0
WINTRUST FINANCIAL   S         COM              97650W108      162     3221 SH       DEFINED 01 03               0     3221        0
WINTRUST FINANCIAL   S         COM              97650W108      684    13600 SH       DEFINED 02              13600        0        0
WITNESS SYSTEMS  INC   S       COM              977424100     1434    68627 SH       DEFINED 01              68627        0        0
WOLVERINE TUBE INC   S         COM              978093102      255    33981 SH       DEFINED 01              33981        0        0
WOLVERINE WORLD WIDE   S   S   COM              978097103     7290   346305 SH       DEFINED 01             346305        0        0
WOLVERINE WORLD WIDE   S   S   COM              978097103     1635    77648 SH       DEFINED 01 02               0    77648        0
WOLVERINE WORLD WIDE   S   S   COM              978097103      236    11227 SH       DEFINED 01 03               0    11227        0
WOLVERINE WORLD WIDE   S   S   COM              978097103      875    41580 SH       DEFINED 02              41580        0        0
WOODWARD GOVERNOR CO   S       COM              980745103     4223    49661 SH       DEFINED 01              49661        0        0
WOODWARD GOVERNOR CO   S       COM              980745103      878    10320 SH       DEFINED 01 02               0    10320        0
WOODWARD GOVERNOR CO   S       COM              980745103      119     1400 SH       DEFINED 01 03               0     1400        0
WOODWARD GOVERNOR CO   S       COM              980745103      468     5500 SH       DEFINED 02               5500        0        0
WORLD ACCEPTANCE CORP   S      COM              981419104     3960   155855 SH       DEFINED 01             155855        0        0
WORLD ACCEPTANCE CORP   S      COM              981419104      780    30680 SH       DEFINED 01 02               0    30680        0
WORLD ACCEPTANCE CORP   S      COM              981419104      107     4200 SH       DEFINED 01 03               0     4200        0
WORLD ACCEPTANCE CORP   S      COM              981419104      453    17820 SH       DEFINED 02              17820        0        0
WORLD FUEL SERVICES   S        COM              981475106     2661    82008 SH       DEFINED 01              82008        0        0
WORLD FUEL SERVICES   S        COM              981475106      816    25120 SH       DEFINED 01 02               0    25120        0
WORLD FUEL SERVICES   S        COM              981475106      114     3500 SH       DEFINED 01 03               0     3500        0
WORLD FUEL SERVICES   S        COM              981475106      432    13300 SH       DEFINED 02              13300        0        0
WORTHINGTON IND   S            COM              981811102     2923   139000 SH       DEFINED 01             139000        0        0
WORTHINGTON IND   S            COM              981811102     1580    75140 SH       DEFINED 01 02               0    75140        0
WORTHINGTON IND   S            COM              981811102      217    10300 SH       DEFINED 01 03               0    10300        0
WORTHINGTON IND   S            COM              981811102      840    39900 SH       DEFINED 02              39900        0        0
WORLDCOM INC ESCROW   S        COM              981ESCCZ7        0  5000000 SH       DEFINED 01 02               0        0  5000000
WRIGLEY WM JR CO   S           COM              982526105    19311   268646 SH       DEFINED 01             268646        0        0
WRIGLEY WM JR CO   S           COM              982526105     2748    38225 SH       DEFINED 01 03               0    38225        0
WRIGLEY WM JR CO   S           COM              982526105    65096   906884 SH       DEFINED 01 11               0        0   906884
WYETH   S                      COM              983024100   115422  2494574 SH       DEFINED 01            2494574        0        0
WYETH   S                      COM              983024100      202     4361 SH       DEFINED 01 02               0     4361        0
WYETH   S                      COM              983024100    14230   307543 SH       DEFINED 01 03               0   307543        0
WYETH   S                      COM              983024100    31901   690051 SH       DEFINED 01 11               0        0   690051
WYETH   S                      COM              983024100      393     8489 SH       DEFINED 02               5489        0     3000
WYETH 03.320% 01/15/2024 CB  V CONV BND         983024AD2      619   600000 PRN      DEFINED 01 02               0        0   600000
WYNN RESORTS LTD   S           COM              983134107      793    17562 SH       DEFINED 01              17562        0        0
WYNN RESORTS LTD   S           COM              983134107      120     2657 SH       DEFINED 01 02               0        0     2657
WYNN RESORTS LTD   S           COM              983134107       20      450 SH       DEFINED 01 03               0      450        0
XM SATELLITE RADIO.   S        COM              983759101     7660   213310 SH       DEFINED 01             213310        0        0
XM SATELLITE RADIO.   S        COM              983759101     9838   273954 SH       DEFINED 01 02               0   273954        0
XM SATELLITE RADIO.   S        COM              983759101     1747    48640 SH       DEFINED 01 03               0    48640        0
X-RITE INC   S                 COM              983857103     1711   137918 SH       DEFINED 01             137918        0        0
XTO ENERGY INC   S             COM              98385X106    46714  1030762 SH       DEFINED 01            1030762        0        0
XTO ENERGY INC   S             COM              98385X106     2793    61627 SH       DEFINED 01 02               0    61627        0
XTO ENERGY INC   S             COM              98385X106     4466    98551 SH       DEFINED 01 03               0    98551        0
XTO ENERGY INC   S             COM              98385X106    96406  2129590 SH       DEFINED 01 11               0        0  2129590
XCEL ENERGY INC   S            COM              98389B100    17544   894688 SH       DEFINED 01             894688        0        0
XCEL ENERGY INC   S            COM              98389B100       23     1182 SH       DEFINED 01 02               0     1182        0
XCEL ENERGY INC   S            COM              98389B100     1679    85641 SH       DEFINED 01 03               0    85641        0
XCEL ENERGY INC   S            COM              98389B100       49     2500 SH       DEFINED 01 11               0        0     2500
XCEL ENERGY INC   S            COM              98389B100       43     2200 SH       DEFINED 02               2200        0        0
XILINX   S                     COM              983919101     6398   229705 SH       DEFINED 01             229705        0        0
XILINX   S                     COM              983919101     2124    76280 SH       DEFINED 01 03               0    76280        0
XILINX   S                     COM              983919101      169     6076 SH       DEFINED 01 11               0        0     6076
XEROX   S                      COM              984121103   115443  8457317 SH       DEFINED 01            8457317        0        0
XEROX   S                      COM              984121103     3474   254597 SH       DEFINED 01 02               0   234947    19650
XEROX   S                      COM              984121103     3612   264627 SH       DEFINED 01 03               0   264627        0
XEROX   S                      COM              984121103      600    44000 SH       DEFINED 01 11               0        0    44000
XEROX   S                      COM              984121103       32     2320 SH       DEFINED 02               2320        0        0
XEROX CORP 06.250% 07/01/2006  CONV PRF         984121509     9832    83940 SH       DEFINED 01                  0        0    83940
XEROX CORP 06.250% 07/01/2006  CONV PRF         984121509      346     2950 SH       DEFINED 01 03               0        0     2950
YAHOO INC   S                  COM              984332106   277449  8198796 SH       DEFINED 01            8198796        0        0
YAHOO INC   S                  COM              984332106     4730   139812 SH       DEFINED 01 02               0   133966     5846
YAHOO INC   S                  COM              984332106    10278   303720 SH       DEFINED 01 03               0   303720        0
YAHOO INC   S                  COM              984332106     2729    81180 SH       DEFINED 01 11               0        0    81180
YAHOO] INC. 00.000% 04/01/2008 CONV BND         984332AB2      501   300000 PRN      DEFINED 01 02               0        0   300000
YANKEE CANDLE   S              COM              984757104     5116   208831 SH       DEFINED 01             208831        0        0
YANKEE CANDLE   S              COM              984757104        7      280 SH       DEFINED 01 02               0      280        0
YELLOW ROADWAY CORP.   S       COM              985577105     1387    33500 SH       DEFINED 01              33500        0        0
YORK INTL CORP NEW   S         COM              986670107   132927  2370751 SH       DEFINED 01            2370751        0        0
YORK INTL CORP NEW   S         COM              986670107       73     1300 SH       DEFINED 02               1300        0        0
YOUNG BROADCASTING   S         COM              987434107      478   137000 SH       DEFINED 01             137000        0        0
YOUNG INNOVATIONS   S          COM              987520103      382    10100 SH       DEFINED 01              10100        0        0
YUM BRANDS INC   S             COM              988498101     4792    98996 SH       DEFINED 01              98996        0        0
YUM BRANDS INC   S             COM              988498101       30      623 SH       DEFINED 01 02               0      623        0
YUM BRANDS INC   S             COM              988498101     2938    60690 SH       DEFINED 01 03               0    60690        0
YUM BRANDS INC   S             COM              988498101      121     2491 SH       DEFINED 02               2491        0        0
ZALE CORP   S                  COM              988858106     7869   289506 SH       DEFINED 01             289506        0        0
ZALE CORP   S                  COM              988858106     1377    50680 SH       DEFINED 01 02               0    50680        0
ZALE CORP   S                  COM              988858106      156     5730 SH       DEFINED 01 03               0     5730        0
ZALE CORP   S                  COM              988858106      767    28200 SH       DEFINED 02              28200        0        0
ZENITH NATIONAL   S            COM              989390109     4397    70134 SH       DEFINED 01              70134        0        0
ZENITH NATIONAL   S            COM              989390109       31      500 SH       DEFINED 02                500        0        0
ZENTIVA NV - GDR 144A   FSUSD  COM              98942R105       13      288 SH       DEFINED 01 03               0      288        0
ZENTIVA NV - GDR 144A   FSUSD  COM              98942R105    16129   352063 SH       DEFINED 01 11               0   352063        0
ZIMMER HOLDINGS INC   S        COM              98956P102      255     3706 SH       DEFINED 00                  0        0     3706
ZIMMER HOLDINGS INC   S        COM              98956P102     1584    22982 SH       DEFINED 01              22982        0        0
ZIMMER HOLDINGS INC   S        COM              98956P102     3623    52590 SH       DEFINED 01 03               0    52590        0
ZIMMER HOLDINGS INC   S        COM              98956P102    13440   195087 SH       DEFINED 01 11               0    49664   145423
ZIONS BANCORPORATION   S       COM              989701107      374     5258 SH       DEFINED 01               5258        0        0
ZIONS BANCORPORATION   S       COM              989701107     1364    19155 SH       DEFINED 01 03               0    19155        0
ZIONS BANCORPORATION   S       COM              989701107       41      570 SH       DEFINED 02                570        0        0
ZIX CORP   S                   COM              98974P100      127    63692 SH       DEFINED 01              63692        0        0
ZIPREALITY INC   S             COM              98974V107       76     6000 SH       DEFINED 01                  0        0     6000
ZORAN CORP   S                 COM              98975F101      166    11600 SH       DEFINED 01              11600        0        0
ZYMOGENETICS INC   S           COM              98985T109      685    41500 SH       DEFINED 01              41500        0        0
ASPEN INSURANCE HOLDINGS LTD   COM              AHL            148     5031 SH       DEFINED 01 02               0     5031        0
SEGA GAMES WORKS WNT  02/01/20 WT               B0A0BZWZ6        0     3000 SH       DEFINED 01                  0        0     3000
SEGA GAME WORKS INC 00.000% 12 PRF              B0A0C7Z01        0    96768 SH       DEFINED 01                  0        0    96768
WILSHIRE LA ADVISERS  01/01/20 WT               B0A0DHM93       44        6 SH       DEFINED 01                  0        0        6
WILSHIRE LA ADVISERS  01/01/20 WT               B0A0DHM93      104       14 SH       DEFINED 01 05               0        0       14
DAIMLERCHRYSLER AG   FSUSD     COM              D1668R123     1328    25000 SH       DEFINED 01              25000        0        0
DEUTSCHE BANK AG   FSUSD       COM              D18190898     4022    43000 SH       DEFINED 01              43000        0        0
ISHARES RUSSELL 2000 OCT 05 65 OPT              DIW/VM          74     1400 SH  PUT  DEFINED 01 02               0        0     1400
TELVENT GIT SA   FSUSD         COM              E90215109      659    60000 SH       DEFINED 01                  0        0    60000
ABB INTERNATIONAL FINANCE N.V. CONV BND         EC5610844      826   800000 PRN      DEFINED 01 02               0        0   800000
MEXICO-VRR-WARRANT-D  06/30/20 WT               EC5953210       41  2000000 SH       DEFINED 01                  0        0  2000000
MEXICO VRR SERIES E  06/30/200 WT               EC6127640       53  2000000 SH       DEFINED 01                  0        0  2000000
STMICROELECTRONICS NV 00.000%  CONV BND         ED0834959      949  1000000 PRN      DEFINED 01 02               0        0  1000000
ACE LIMITED   FSUSD            COM              G0070K103   267154  5675661 SH       DEFINED 01            5675661        0        0
ACE LIMITED   FSUSD            COM              G0070K103      141     2988 SH       DEFINED 01 02               0     2988        0
ACE LIMITED   FSUSD            COM              G0070K103     5395   114610 SH       DEFINED 01 03               0   114610        0
ACE LIMITED   FSUSD            COM              G0070K103     5178   110000 SH       DEFINED 01 11               0        0   110000
ACE LIMITED   FSUSD            COM              G0070K103      312     6620 SH       DEFINED 02               6620        0        0
AMDOCS   FSUSD                 COM              G02602103    66634  2402980 SH       DEFINED 01                  0        0  2402980
AMDOCS   FSUSD                 COM              G02602103     1668    60176 SH       DEFINED 01 02               0        0    60176
AMDOCS   FSUSD                 COM              G02602103      517    18634 SH       DEFINED 01 03               0        0    18634
APEX SILVER MINE LTD.   FSUSD  COM              G04074103      465    29600 SH       DEFINED 01              29600        0        0
ARCH CAPITAL GROUP   FSUSD     COM              G0450A105      636    12814 SH       DEFINED 01              12814        0        0
ARIES  MARITIME TRANSPORT LTD  COM              G0474B105     5382   358800 SH       DEFINED 01             358800        0        0
ARLINGTON TANKERS LTD   FSUSD  COM              G04899103     2491   106300 SH       DEFINED 01                  0        0   106300
ASPEN INSURANCE HOLDINGS LTD   COM              G05384105     6333   214317 SH       DEFINED 01             214317        0        0
ASSURED GUARANTY LTD   FSUSD   COM              G0585R106     3860   161300 SH       DEFINED 01             161300        0        0
AXIS CAPITAL HOLDINGS LTD   FS COM              G0692U109    40004  1403155 SH       DEFINED 01            1403155        0        0
ACCENTURE LTD-CL A   FSUSD     COM              G1150G111     8394   329663 SH       DEFINED 01             329663        0        0
ACCENTURE LTD-CL A   FSUSD     COM              G1150G111       20      773 SH       DEFINED 01 02               0      773        0
COOPER INDUSTRIES   FSUSD      COM              G24182100    52553   760103 SH       DEFINED 01             760103        0        0
COOPER INDUSTRIES   FSUSD      COM              G24182100     1362    19698 SH       DEFINED 01 03               0    19698        0
ENDURANCE SPECIALTY HOLDING S  COM              G30397106    46848  1373385 SH       DEFINED 01            1373385        0        0
ENDURANCE SPECIALTY HOLDING S  COM              G30397106       13      382 SH       DEFINED 01 02               0      382        0
EVEREST RE GROUP LTD   FSUSD   COM              G3223R108    18377   187713 SH       DEFINED 01             187713        0        0
EVEREST RE GROUP LTD   FSUSD   COM              G3223R108      911     9301 SH       DEFINED 01 03               0     9301        0
FOSTER WHEELER LTD   FSUSD     COM              G36535139      161     5206 SH       DEFINED 01               5206        0        0
GARMIN LTD   FSUSD             COM              G37260109       28      414 SH       DEFINED 01 03               0      414        0
GLOBAL CROSSING LTD   FSUSD    COM              G3921A175        0        0 SH       DEFINED 01 02               0        0        0
GLOBALSANTAFE CORP   FSUSD     COM              G3930E101   173161  3795730 SH       DEFINED 01            3795730        0        0
GLOBALSANTAFE CORP   FSUSD     COM              G3930E101     2938    64416 SH       DEFINED 01 02               0    64416        0
GLOBALSANTAFE CORP   FSUSD     COM              G3930E101     1439    31534 SH       DEFINED 01 03               0    31534        0
GLOBALSANTAFE CORP   FSUSD     COM              G3930E101      168     3680 SH       DEFINED 02               3680        0        0
HELEN OF TROY CORP L   FSUSD   COM              G4388N106     6682   323711 SH       DEFINED 01             323711        0        0
INGERSOLL-RAND CO   FSUSD      COM              G4776G101     1531    40053 SH       DEFINED 00              40053        0        0
INGERSOLL-RAND CO   FSUSD      COM              G4776G101   123697  3235614 SH       DEFINED 01            3235614        0        0
INGERSOLL-RAND CO   FSUSD      COM              G4776G101       22      570 SH       DEFINED 01 02               0      570        0
INGERSOLL-RAND CO   FSUSD      COM              G4776G101     3520    92080 SH       DEFINED 01 03               0    92080        0
INGERSOLL-RAND CO   FSUSD      COM              G4776G101     6117   160000 SH       DEFINED 01 11               0        0   160000
INGERSOLL-RAND CO   FSUSD      COM              G4776G101      413    10812 SH       DEFINED 02               5812        0     5000
IPC HOLDINGS LTD   FSUSD       COM              G4933P101     6014   184200 SH       DEFINED 01             184200        0        0
MARVELL TECH GP LTD   FSUSD    COM              G5876H105    36774   797530 SH       DEFINED 01             797530        0        0
MARVELL TECH GP LTD   FSUSD    COM              G5876H105       51     1104 SH       DEFINED 01 03               0     1104        0
MAX RE CAPITAL LTD   FSUSD     COM              G6052F103       72     2898 SH       DEFINED 01               2898        0        0
MAX RE CAPITAL LTD   FSUSD     COM              G6052F103      706    28479 SH       DEFINED 01 02               0        0    28479
MONTPELIER RE HLDS LTD   FSUSD COM              G62185106    60179  2421668 SH       DEFINED 01                  0        0  2421668
MONTPELIER RE HLDS LTD   FSUSD COM              G62185106      125     5040 SH       DEFINED 01 03               0        0     5040
NABORS INDUSTRIES IN   FSUSD   COM              G6359F103    67087   933950 SH       DEFINED 01             933950        0        0
NABORS INDUSTRIES IN   FSUSD   COM              G6359F103     2887    40195 SH       DEFINED 01 02               0    40195        0
NABORS INDUSTRIES IN   FSUSD   COM              G6359F103     4265    59365 SH       DEFINED 01 03               0    59365        0
NOBLE CORP   FSUSD             COM              G65422100    35951   525136 SH       DEFINED 01             525136        0        0
NOBLE CORP   FSUSD             COM              G65422100     2035    29720 SH       DEFINED 01 02               0    29720        0
NOBLE CORP   FSUSD             COM              G65422100     3776    55153 SH       DEFINED 01 03               0    55153        0
NOBLE CORP   FSUSD             COM              G65422100      150     2188 SH       DEFINED 02               2188        0        0
NORDIC AMERICAN TANK   FSUSD   COM              G65773106     1873    49600 SH       DEFINED 01              49600        0        0
ORIENT EXPRESS HOTELS LTD -A   COM              G67743107      276     9700 SH       DEFINED 01                970        0        0
02MICRO INTERNATIONA.   FSUSD  COM              G6797E106       69     4355 SH       DEFINED 01               4355        0        0
02MICRO INTERNATIONA.   FSUSD  COM              G6797E106      340    21583 SH       DEFINED 01 02               0    21583        0
PLATINUM UNDERWRITERS HLDGS    COM              G7127P100      213     7127 SH       DEFINED 01               7127        0        0
PXRE GROUP LTD   FSUSD         COM              G73018106     3967   294727 SH       DEFINED 01             294727        0        0
QUANTA CAPITAL HOLDINGS LTD    COM              G7313F106     9310  1551600 SH       DEFINED 01                  0        0  1551600
RADICA GAMES LTD   FSUSD       COM              G7342H107      962   109750 SH       DEFINED 01             109750        0        0
RENAISSANCE RE HLDGS   FSUSD   COM              G7496G103     1994    45600 SH       DEFINED 01              45600        0        0
RENAISSANCE RE HLDGS   FSUSD   COM              G7496G103      275     6300 SH       DEFINED 01 03               0     6300        0
SCOTTIS RE GROUP LIMITED   FSU COM              G7885T104     3156   132400 SH       DEFINED 01             132400        0        0
SHIP FINANCE INTL   FSUSD      COM              G81075106      636    31798 SH       DEFINED 01                  0        0    31798
SINA CORP.   FSUSD             COM              G81477104      312    11350 SH       DEFINED 01              11350        0        0
UTI WORLDWIDE INC   FSUSD      COM              G87210103    15648   201390 SH       DEFINED 01             201390        0        0
UTI WORLDWIDE INC   FSUSD      COM              G87210103      379     4884 SH       DEFINED 01 02               0     4884        0
UTI WORLDWIDE INC   FSUSD      COM              G87210103    64379   832310 SH       DEFINED 01 11               0        0   832310
TRANSOCEAN INC   FSUSD         COM              G90078109   172170  2808168 SH       DEFINED 01            2808168        0        0
TRANSOCEAN INC   FSUSD         COM              G90078109     1193    19450 SH       DEFINED 01 02               0    19450        0
TRANSOCEAN INC   FSUSD         COM              G90078109     6880   112218 SH       DEFINED 01 03               0   112218        0
TRANSOCEAN INC   FSUSD         COM              G90078109      724    11816 SH       DEFINED 02              11816        0        0
VISTAPRINT LTD                 COM              G93762204      368    24110 SH       DEFINED 01              24110        0        0
VISTAPRINT LTD                 COM              G93762204        7      460 SH       DEFINED 01 03               0      460        0
WEATHERFORD INTL   FSUSD       COM              G95089101    45706   665695 SH       DEFINED 01             665695        0        0
WEATHERFORD INTL   FSUSD       COM              G95089101     1005    14639 SH       DEFINED 01 02               0    13429     1210
WEATHERFORD INTL   FSUSD       COM              G95089101     3507    51085 SH       DEFINED 01 03               0    51085        0
WEATHERFORD INTL   FSUSD       COM              G95089101      204     2970 SH       DEFINED 02               2970        0        0
WILLIS GRP HLDS LTD   FSUSD    COM              G96655108     6619   176253 SH       DEFINED 01             176253        0        0
XL CAPITAL LTD CL A   FSUSD    COM              G98255105   213990  3145511 SH       DEFINED 01            3145511        0        0
XL CAPITAL LTD CL A   FSUSD    COM              G98255105     5888    86552 SH       DEFINED 01 03               0    86552        0
XL CAPITAL LTD CL A   FSUSD    COM              G98255105     2529    37200 SH       DEFINED 01 11               0        0    37200
XL CAPITAL LTD CL A   FSUSD    COM              G98255105      278     4090 SH       DEFINED 02               4090        0        0
ALCON   FSUSD                  COM              H01301102    65304   510658 SH       DEFINED 01             510658        0        0
CHIPMOS TECHNOLOGIES BERMUDA   COM              IMOS           233    33768 SH       DEFINED 01 02               0    33768        0
ISHARES DJ US TELECOMMUNICAT N OPT              IYZ/KT         144      390 SH  CALL DEFINED 01 02               0        0      390
MILLICOM INTL CELL   FSUSD     COM              L6388F110      367    19870 SH       DEFINED 01              19870        0        0
CERAGON NETWORKS LTD   FSUSD   COM              M22013102      329    68432 SH       DEFINED 01              68432        0        0
CHECKPOINT SOFTWARE   FSUSD    COM              M22465104       24      989 SH       DEFINED 01 03               0      989        0
LIPMAN   FSUSD   FSUSD         COM              M6772H101     4456   212050 SH       DEFINED 01 11               0   212050        0
M SYSTEMS FLSH DISK   FSUSD    COM              M7061C100      498    16630 SH       DEFINED 01              16630        0        0
ORBOTECH LTD   FSUSD           COM              M75253100      664    26550 SH       DEFINED 01              26550        0        0
ORBOTECH LTD   FSUSD           COM              M75253100      279    11170 SH       DEFINED 01 02               0    11170        0
ORBOTECH LTD   FSUSD           COM              M75253100     3963   158398 SH       DEFINED 01 11               0   158398        0
RADWARE LTD.   FSUSD           COM              M81873107      283    14862 SH       DEFINED 01 02               0    14862        0
TARO PHARMACEUTICAL   FSUSD    COM              M8737E108      324    12600 SH       DEFINED 01              12600        0        0
MCI INC DEC 05 22.5C           OPT              MQI/LX         540     1770 SH  CALL DEFINED 01 02               0        0     1770
ASML HLDG NV-NY REG   FSUSD    COM              N07059111    11739   711090 SH       DEFINED 01                  0        0   711090
CNH GLOBAL N.V.   FSUSD        COM              N20935206     3664   186000 SH       DEFINED 01             186000        0        0
CORE LABS   FSUSD              COM              N22717107      268     8322 SH       DEFINED 01               8322        0        0
MERR.L.04-7.9.09WRT/TATA CONS  WT               N5632L814      491    14700 SH       DEFINED 01 11               0        0    14700
ORTHOFIX INTL   FSUSD          COM              N6748L102     1090    25000 SH       DEFINED 01              25000        0        0
SPRINT NEXTEL JAN 06  01/21/20 OPT              NXSAYCO06     4309    10020 SH  CALL DEFINED 01                  0        0    10020
KERZNER INTL LTD   FSUSD       COM              P6065Y107    11206   201713 SH       DEFINED 01             201713        0        0
STEINER LEISURE LTD.   FSUSD   COM              P8744Y102      389    11460 SH       DEFINED 01              11460        0        0
APEX SILVER MINES LTD          COM              SIL             85     5392 SH       DEFINED 01 02               0     5392        0
TELVENT GIT SA                 COM              TLVT            19     1743 SH       DEFINED 01 02               0        0     1743
EXCEL MARITIME CARRIERS LTD    COM              V3267N107      405    25200 SH       DEFINED 01              25200        0        0
ROYAL CARIBBEAN   FSUSD        COM              V7780T103   204780  4740292 SH       DEFINED 01            4740292        0        0
ROYAL CARIBBEAN   FSUSD        COM              V7780T103     3287    76063 SH       DEFINED 01 02               0    76063        0
ROYAL CARIBBEAN   FSUSD        COM              V7780T103     1020    23607 SH       DEFINED 01 03               0    23607        0
NEW CENTURY FINANCIAL JAN 07 4 OPT              VHV/MH          16       13 SH  PUT  DEFINED 01 02               0        0       13
WAL-MART JAN 06 60C            OPT              WMT/AL           0       21 SH  CALL DEFINED 01 02               0        0       21
UTILITIES SELECT SECTOR SPDR D OPT              XLU/XH         195     1900 SH  PUT  DEFINED 01 02               0        0     1900
ASE TEST LTD   FSUSD           COM              Y02516105      371    59100 SH       DEFINED 01              59100        0        0
FLEXTRONICS INTL LTD   FSUSD   COM              Y2573F102    23130  1799961 SH       DEFINED 01            1799961        0        0
FLEXTRONICS INTL LTD   FSUSD   COM              Y2573F102       71     5524 SH       DEFINED 01 02               0     2074     3450
FLEXTRONICS INTL LTD   FSUSD   COM              Y2573F102       33     2559 SH       DEFINED 01 03               0     2559        0
OMI CORP   FSUSD               COM              Y6476W104      310    17343 SH       DEFINED 01              17343        0        0