UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 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: AMVESCAP PLC
Address: 11 Devonshire Square
London EC2M 4YR England
Form 13F File Number 28-11246
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: Erick Holt
Title: Group Compliance Officer
Phone: 404-479-2920
Signature, Place, and Date of Signing:
/s/Erick Holt Atlanta, GA. 8/15/05
---------------- ------------------- ---------
Signature] [City, State] [Date]
Report Type (Check only one.):
[ ] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting
manager are reported in this report.)
[ ] 13F NOTICE. (Check here if no holdings reported are in this report,
and all holdings are reported by other reporting manager(s).)
[ X ] 13F COMBINATION REPORT. (Check here if a portion of the holdings
for this reporting manager are reported in this report and a portion
are reported by other reporting manager(s).)
List of Other Managers Reporting for this Manager:
[If there are no entries in this list, omit this section.]
Form 13F File Number Name
28-_________________ _____________________________
[Repeat as necessary.]
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 25
Form 13F Information Table Entry Total: 11,423
Form 13F Information Table Value Total: 118,618,505
(thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
[If there are no entries in this list, state "NONE" and omit the column
headings and list entries.]
US registered IAs with Portia Legal Unit abbrev:
6/30/2005 3/31/2005
--------- ---------
A A AMVESCAP PLC
1 1AIM AIM Advisors, Inc. - US
2 2ACM AIM Capital Management, Inc. - US
3 3AFMI AIM Funds Management, Inc. - US
4 4APAM AIM Private Asset Management, Inc. - US
5 5ANTC AMVESCAP National Trust Company - US
na 6ATWM1 Atlantic Trust ATWM1 merged into ATWM2
effective 4/30/05.
6 7ATWM2 Atlantic Trust Company, N.A. - US
7 8IAL INVESCO Asia Limited - Hong Kong, R.O.C.
8 9IACMCBH INVESCO Asset Management GmbH - Germany
9 10IAML INVESCO Asset Management Limited - England
10 11IF INVESCO Asset Management, S.A. - France
11 12IV INVESCO Asset Management Osterreich GmbH - Germany
12 13IGNA INVESCO Global Asset Management (N.A.), Inc. - US
13 14IGTMC INVESCO GT Management Company S.A. - Luxembourg
14 15IGTM INVESCO GT Management S.A. - Luxembourg
15 16IINA INVESCO Institutional (N.A.), Inc. - US
16 17II INVESCO Italia SGR SpA - Italy
17 18IMIM INVESCO Maximum Income Management S.A. - Luxembourg
18 19IPC INVESCO Private Capital, Inc. - US
19 20ISSM INVESCO Senior Secured Management, Inc. - US
20 21ITL INVESCO Taiwan Limited - Taiwan, R.O.C.
21 22IAMJ INVESCO Asset Management (Japan) Limited - Japan
22 23IAMI INVESCO Asset Management Ireland Limited - Ireland
23 24KHE INVESCO Kapitalanlagegesellschaft GmbH - Germany
24 25STEIN ROE Stein Roe Investment Counsel, Inc. - US
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------- -------- --------- -------- ------------------- ---------- -------- -----------------------
TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------- -------- --------- -------- --------- -------- ---------- -------- -----------------------
AAR CORP COMMON 000361105 19 1200 SH DEFINED 15 1200 0 0
AAR CORP COMMON 000361105 47 3000 SH DEFINED 5,15 3000 0 0
AAR CORP COMMON 000361105 32 2050 SH DEFINED 6 450 550 1050
ABB LTD-SPON ADR COMMON 000375204 6 1000 SH DEFINED 24 0 0 1000
ABC BANCORP COMMON 000400101 531 29360 SH DEFINED 15 16760 0 12600
ABC BANCORP COMMON 000400101 11 600 SH DEFINED 15,14 600 0 0
ABC BANCORP COMMON 000400101 186 10280 SH DEFINED 5,15 10280 0 0
ADC TELECOMMUNICATIONS INC COMMON 000886309 12897 592427 SH DEFINED 1 592427 0 0
ADC TELECOMMUNICATIONS INC COMMON 000886309 3871 177812 SH DEFINED 15 145312 0 24200
ADC TELECOMMUNICATIONS INC COMMON 000886309 120 5500 SH DEFINED 15,8 5500 0 0
ADC TELECOMMUNICATIONS INC COMMON 000886309 1515 69600 SH DEFINED 2 57200 0 12400
ADC TELECOMMUNICATIONS INC COMMON 000886309 10 471 SH DEFINED 24 0 0 471
ADC TELECOMMUNICATIONS INC COMMON 000886309 28 1300 SH DEFINED 5,15 1300 0 0
ACM INCOME FUND INC CF COMMON 000912105 34 4105 SH DEFINED 24 0 0 4105
ABN AMRO HOLDING NV ADR COMMON 000937102 20799 847885 SH DEFINED 12 814925 0 32960
ABN AMRO HOLDING NV ADR COMMON 000937102 28982 1181479 SH DEFINED 15 1153192 0 28287
ABN AMRO HOLDING NV ADR COMMON 000937102 3 130 SH DEFINED 24 0 0 130
ABN AMRO HOLDING NV ADR COMMON 000937102 0 7 SH DEFINED 6 7 0 0
AES TRUST VII CVT PFD 6.0 CONVERT 00103V305 9152 189190 SH DEFINED 1 189190 0 0
AES TRUST VII CVT PFD 6.0 CONVERT 00103V305 96 1985 SH DEFINED 2,22 1985 0 0
AEW REAL ESTATE INCOME FUND CF COMMON 00104H107 1880 100000 SH DEFINED 15 100000 0 0
AFLAC INC COMMON 001055102 36 835 SH DEFINED 15 0 0 835
AFLAC INC COMMON 001055102 2189 50576 SH DEFINED 15 50531 0 45
AFLAC INC COMMON 001055102 978 22607 SH DEFINED 23 22607 0 0
AFLAC INC COMMON 001055102 22463 519013 SH DEFINED 24 100730 0 418283
AFLAC INC COMMON 001055102 0 0 SH DEFINED 4 0 0 0
AFLAC INC COMMON 001055102 11111 256727 SH DEFINED 6 256727 0 0
AFLAC INC COMMON 001055102 762 17608 SH DEFINED 8 17608 0 0
AGCO CORP COMMON 001084102 47610 2490075 SH DEFINED 9 2490075 0 0
AGCO CORP COMMON 001084102 1516 79300 SH DEFINED 9,22 79300 0 0
AGL RESOURCES INC COMMON 001204106 309 8000 SH DEFINED 6 6000 2000 0
AES CORPORATION COMMON 00130H105 166 10160 SH DEFINED 15 10160 0 0
AES CORPORATION COMMON 00130H105 450 27500 SH DEFINED 9 27500 0 0
AES CORPORATION COMMON 00130H105 8357 510200 SH DEFINED 9,15 510200 0 0
AES CORPORATION COMMON 00130H105 213 13000 SH DEFINED 11,8 13000 0 0
AES CORPORATION COMMON 00130H105 44111 2693002 SH DEFINED 15 2473902 0 197700
AES CORPORATION COMMON 00130H105 695 42400 SH DEFINED 15,14 42400 0 0
AES CORPORATION COMMON 00130H105 1666 101700 SH DEFINED 15,8 101700 0 0
AES CORPORATION COMMON 00130H105 495 30239 SH DEFINED 23 30239 0 0
AES CORPORATION COMMON 00130H105 182 11116 SH DEFINED 24 1500 0 9616
AES CORPORATION COMMON 00130H105 1559 95200 SH DEFINED 5,15 95200 0 0
AES CORPORATION COMMON 00130H105 47 2847 SH DEFINED 6 2847 0 0
AES CORPORATION COMMON 00130H105 904 55213 SH DEFINED 8 55213 0 0
AES CORPORATION COMMON 00130H105 185 11300 SH DEFINED 8,13 11300 0 0
AES CORPORATION CVT(AES) 4.5 0 CONVERT 00130HAN5 60 60000 SH DEFINED 24 0 0 60000
AK STEEL HOLDING CORP COMMON 001547108 87 13600 SH DEFINED 15 13600 0 0
AMB PROPERTY CORP COMMON 00163T109 291 6700 SH DEFINED 15 6700 0 0
AMB PROPERTY CORP COMMON 00163T109 29858 687489 SH DEFINED 15 504989 0 171800
AMB PROPERTY CORP COMMON 00163T109 1711 39400 SH DEFINED 5,15 39400 0 0
AMLI RESIDENTIAL PROPERTIES COMMON 001735109 7137 228300 SH DEFINED 15 194100 0 34200
AMN HEALTHCARE SERVICE COMMON 001744101 5068 337200 SH DEFINED 15 202200 0 135000
AMN HEALTHCARE SERVICE COMMON 001744101 95 6300 SH DEFINED 15,14 6300 0 0
AMN HEALTHCARE SERVICE COMMON 001744101 1312 87300 SH DEFINED 5,15 87300 0 0
AMR CORP/DEL COMMON 001765106 48 4000 SH DEFINED 6 4000 0 0
ATI TECHNOLOGIES INC COMMON 001941103 21215 1790300 SH DEFINED 1 1173600 0 616700
ATI TECHNOLOGIES INC COMMON 001941103 1388 117100 SH DEFINED 9,15 117100 0 0
ATI TECHNOLOGIES INC COMMON 001941103 410 34573 SH DEFINED 12 34573 0 0
ATI TECHNOLOGIES INC COMMON 001941103 143 12102 SH DEFINED 12,14 12102 0 0
ATI TECHNOLOGIES INC COMMON 001941103 7087 598081 SH DEFINED 15 579156 0 18925
ATI TECHNOLOGIES INC COMMON 001941103 1029 86800 SH DEFINED 2 71100 0 15700
ATI TECHNOLOGIES INC COMMON 001941103 711 60000 SH DEFINED 20 60000 0 0
ATI TECHNOLOGIES INC COMMON 001941103 346 29200 SH DEFINED 5,15 0 0 29200
ATI TECHNOLOGIES INC COMMON 001941103 97 8236 SH DEFINED 8 8236 0 0
AT&T CORP COMMON 001957505 102 5340 SH DEFINED 15 5340 0 0
AT&T CORP COMMON 001957505 1754 92100 SH DEFINED 9 92100 0 0
AT&T CORP COMMON 001957505 3545 186200 SH DEFINED 9,15 186200 0 0
AT&T CORP COMMON 001957505 809 42500 SH DEFINED 12 42500 0 0
AT&T CORP COMMON 001957505 265 13925 SH DEFINED 12,14 13925 0 0
AT&T CORP COMMON 001957505 22505 1181987 SH DEFINED 15 1142219 0 36758
AT&T CORP COMMON 001957505 889 46700 SH DEFINED 15,8 46700 0 0
AT&T CORP COMMON 001957505 128 6700 SH DEFINED 23 6700 0 0
AT&T CORP COMMON 001957505 51 2657 SH DEFINED 24 461 0 2196
AT&T CORP COMMON 001957505 489 25695 SH DEFINED 5,15 0 0 25695
AT&T CORP COMMON 001957505 26 1379 SH DEFINED 6 1379 0 0
AT&T CORP COMMON 001957505 530 27836 SH DEFINED 8 27836 0 0
ATMI INC COMMON 00207R101 21697 747900 SH DEFINED 1 747900 0 0
ATMI INC COMMON 00207R101 1329 45800 SH DEFINED 15,22 45800 0 0
ATMI INC COMMON 00207R101 740 25500 SH DEFINED 20 25500 0 0
ATMI INC COMMON 00207R101 80 2770 SH DEFINED 24 160 0 2610
ATMI INC COMMON 00207R101 7954 274195 SH DEFINED 6 274195 0 0
ATS MEDICAL INC COMMON 002083103 4241 1215100 SH DEFINED 1 1215100 0 0
ATS MEDICAL INC COMMON 002083103 644 184600 SH DEFINED 15,22 184600 0 0
ATS MEDICAL INC COMMON 002083103 252 72100 SH DEFINED 2 72100 0 0
AU OPTRONICS CORP ADR COMMON 002255107 1657 97800 SH DEFINED 15 97800 0 0
AU OPTRONICS CORP ADR COMMON 002255107 0 0 SH DEFINED 4 0 0 0
AU OPTRONICS CORP ADR COMMON 002255107 4904 289500 SH DEFINED 5,12 289500 0 0
AARON RENTS INC COMMON 002535201 283 11352 SH DEFINED 6 11352 0 0
AARON RENTS INC-CL A COMMON 002535300 119 5230 SH DEFINED 6 5230 0 0
AAMES INVESTMENT CORP COMMON 00253G108 28506 2932700 SH DEFINED 1 2932700 0 0
AAMES INVESTMENT CORP COMMON 00253G108 339 34900 SH DEFINED 15 0 0 34900
AAMES INVESTMENT CORP COMMON 00253G108 2105 216600 SH DEFINED 2 176000 0 40600
ABBOTT LABORATORIES COMMON 002824100 27568 562500 SH DEFINED 1 562500 0 0
ABBOTT LABORATORIES COMMON 002824100 412 8400 SH DEFINED 9 8400 0 0
ABBOTT LABORATORIES COMMON 002824100 5831 118980 SH DEFINED 9,15 118980 0 0
ABBOTT LABORATORIES COMMON 002824100 91518 1867336 SH DEFINED 15 1411186 0 451880
ABBOTT LABORATORIES COMMON 002824100 637 13000 SH DEFINED 15,14 13000 0 0
ABBOTT LABORATORIES COMMON 002824100 972 19840 SH DEFINED 15,22 19840 0 0
ABBOTT LABORATORIES COMMON 002824100 4499 91800 SH DEFINED 15,8 91800 0 0
ABBOTT LABORATORIES COMMON 002824100 556 11343 SH DEFINED 23 11343 0 0
ABBOTT LABORATORIES COMMON 002824100 27561 562354 SH DEFINED 24 70376 0 491978
ABBOTT LABORATORIES COMMON 002824100 23331 476040 SH DEFINED 3 476040 0 0
ABBOTT LABORATORIES COMMON 002824100 0 1 SH DEFINED 4 1 0 0
ABBOTT LABORATORIES COMMON 002824100 2593 52910 SH DEFINED 5,15 45400 0 7510
ABBOTT LABORATORIES COMMON 002824100 7058 144017 SH DEFINED 6 144017 0 0
ABBOTT LABORATORIES COMMON 002824100 2719 55478 SH DEFINED 8 55478 0 0
ABBOTT LABORATORIES COMMON 002824100 27 543 SH DEFINED 8,10 543 0 0
ABER DIAMOND CORP COMMON 002893105 4286 140000 SH DEFINED 1 140000 0 0
ABERCROMBIE & FITCH CO CL A COMMON 002896207 70726 1029490 SH DEFINED 1 1029490 0 0
ABERCROMBIE & FITCH CO CL A COMMON 002896207 34350 500000 SH DEFINED 1,2 500000 0 0
ABERCROMBIE & FITCH CO CL A COMMON 002896207 1195 17400 SH DEFINED 9 17400 0 0
ABERCROMBIE & FITCH CO CL A COMMON 002896207 82 1200 SH DEFINED 9,7 1200 0 0
ABERCROMBIE & FITCH CO CL A COMMON 002896207 10714 155950 SH DEFINED 9,15 155950 0 0
ABERCROMBIE & FITCH CO CL A COMMON 002896207 660 9600 SH DEFINED 11,8 9600 0 0
ABERCROMBIE & FITCH CO CL A COMMON 002896207 59850 871186 SH DEFINED 15 764986 0 91100
ABERCROMBIE & FITCH CO CL A COMMON 002896207 907 13200 SH DEFINED 15,14 13200 0 0
ABERCROMBIE & FITCH CO CL A COMMON 002896207 2212 32200 SH DEFINED 15,8 32200 0 0
ABERCROMBIE & FITCH CO CL A COMMON 002896207 14108 205350 SH DEFINED 2 196850 0 8500
ABERCROMBIE & FITCH CO CL A COMMON 002896207 1872 27244 SH DEFINED 23 27244 0 0
ABERCROMBIE & FITCH CO CL A COMMON 002896207 65 941 SH DEFINED 4 941 0 0
ABERCROMBIE & FITCH CO CL A COMMON 002896207 2514 36600 SH DEFINED 5,15 36600 0 0
ABERCROMBIE & FITCH CO CL A COMMON 002896207 2995 43593 SH DEFINED 8 43593 0 0
ABERCROMBIE & FITCH CO CL A COMMON 002896207 87 1273 SH DEFINED 8,10 1273 0 0
ABERCROMBIE & FITCH CO CL A COMMON 002896207 563 8189 SH DEFINED 8,13 8189 0 0
ABGENIX INC COMMON 00339B107 2731 318300 SH DEFINED 1 318300 0 0
ABGENIX INC COMMON 00339B107 39 4600 SH DEFINED 11,2 4600 0 0
ABGENIX INC COMMON 00339B107 1615 188200 SH DEFINED 15 96600 0 91600
ABGENIX INC COMMON 00339B107 37 4300 SH DEFINED 15,14 4300 0 0
ABGENIX INC COMMON 00339B107 369 43000 SH DEFINED 15,22 43000 0 0
ABGENIX INC COMMON 00339B107 152 17700 SH DEFINED 2 17700 0 0
ABGENIX INC COMMON 00339B107 192 22400 SH DEFINED 5,15 22400 0 0
ABIOMED INC COMMON 003654100 1 130 SH DEFINED 6 130 0 0
ABLE LABORATORIES INC COMMON 00371N407 2548 732200 SH DEFINED 1 732200 0 0
ABLE LABORATORIES INC COMMON 00371N407 1372 394200 SH DEFINED 1,3 394200 0 0
ABLE LABORATORIES INC COMMON 00371N407 465 133600 SH DEFINED 9,2 133600 0 0
ABLE LABORATORIES INC COMMON 00371N407 324 93100 SH DEFINED 15,22 93100 0 0
ABLE LABORATORIES INC COMMON 00371N407 136 39200 SH DEFINED 2 39200 0 0
ABITIBI-CONSOLIDATED INC COMMON 003924107 2 360 SH DEFINED 6 360 0 0
ABITIBI-CONSOLIDATED INC COMMON 003924107 102 22933 SH DEFINED 8 22933 0 0
ACADIA REALTY TRUST COMMON 004239109 3062 164200 SH DEFINED 15 102100 0 62100
ACADIA REALTY TRUST COMMON 004239109 54 2900 SH DEFINED 15,14 2900 0 0
ACADIA REALTY TRUST COMMON 004239109 781 41900 SH DEFINED 5,15 41900 0 0
ACCREDITED HOME LENDERS COMMON 00437P107 5108 116100 SH DEFINED 15 65100 0 51000
ACCREDITED HOME LENDERS COMMON 00437P107 106 2400 SH DEFINED 15,14 2400 0 0
ACCREDITED HOME LENDERS COMMON 00437P107 1047 23800 SH DEFINED 5,15 23800 0 0
ACCREDO HEALTH INC COMMON 00437V104 104 2300 SH DEFINED 15 2300 0 0
ACE CASH EXPRESS INC COMMON 004403101 2134 83500 SH DEFINED 1 83500 0 0
ACTIVISION INC COMMON 004930202 16631 1006732 SH DEFINED 1 1006732 0 0
ACTIVISION INC COMMON 004930202 0 1 SH DEFINED 15 0 0 0
ACTIVISION INC COMMON 004930202 1790 108333 SH DEFINED 15,22 108333 0 0
ACTIVISION INC COMMON 004930202 213 12900 SH DEFINED 20 12900 0 0
ACTIVISION INC COMMON 004930202 10 588 SH DEFINED 24 0 0 588
ACTIVISION INC COMMON 004930202 1487 90000 SH DEFINED 3 90000 0 0
ACTIVISION INC COMMON 004930202 62 3783 SH DEFINED 6 858 1025 1900
ACTEL CORP COMMON 004934105 28 2000 SH DEFINED 15 2000 0 0
ACTEL CORP COMMON 004934105 68 4900 SH DEFINED 5,15 4900 0 0
ACTUANT CORP CL A COMMON 00508X203 10504 219100 SH DEFINED 1 219100 0 0
ACTUANT CORP CL A COMMON 00508X203 3207 66900 SH DEFINED 2 66900 0 0
ACUITY BRANDS INC COMMON 00508Y102 21 809 SH DEFINED 6 809 0 0
ACXIOM CORP COMMON 005125109 109 5200 SH DEFINED 15 5200 0 0
ADA-ES INC COMMON 005208103 30 2000 SH DEFINED 24 0 0 2000
ADAMS EXPRESS COMPANY CF COMMON 006212104 8 628 SH DEFINED 6 628 0 0
ADEZA BIOMEDICAL CORP COMMON 006864102 6237 367300 SH DEFINED 9 367300 0 0
ADEZA BIOMEDICAL CORP COMMON 006864102 1258 74100 SH DEFINED 9,22 74100 0 0
ADMINISTAFF INC COMMON 007094105 672 28300 SH DEFINED 1 28300 0 0
ADMINISTAFF INC COMMON 007094105 3571 150300 SH DEFINED 15 84700 0 65600
ADMINISTAFF INC COMMON 007094105 71 3000 SH DEFINED 15,14 3000 0 0
ADMINISTAFF INC COMMON 007094105 748 31500 SH DEFINED 5,15 31500 0 0
ADOBE SYSTEMS INC COMMON 00724F101 45674 1596430 SH DEFINED 1 1596430 0 0
ADOBE SYSTEMS INC COMMON 00724F101 27145 948800 SH DEFINED 1,2 948800 0 0
ADOBE SYSTEMS INC COMMON 00724F101 9135 319300 SH DEFINED 1,3 319300 0 0
ADOBE SYSTEMS INC COMMON 00724F101 169 5900 SH DEFINED 9,7 5900 0 0
ADOBE SYSTEMS INC COMMON 00724F101 171 5970 SH DEFINED 9,15 5970 0 0
ADOBE SYSTEMS INC COMMON 00724F101 3096 108200 SH DEFINED 9,2 108200 0 0
ADOBE SYSTEMS INC COMMON 00724F101 1359 47490 SH DEFINED 15 47490 0 0
ADOBE SYSTEMS INC COMMON 00724F101 11442 399940 SH DEFINED 2 399940 0 0
ADOBE SYSTEMS INC COMMON 00724F101 1546 54054 SH DEFINED 23 54054 0 0
ADOBE SYSTEMS INC COMMON 00724F101 1771 61900 SH DEFINED 24 0 0 61900
ADOBE SYSTEMS INC COMMON 00724F101 49 1729 SH DEFINED 4 1729 0 0
ADOBE SYSTEMS INC COMMON 00724F101 70 2433 SH DEFINED 6 2433 0 0
ADOBE SYSTEMS INC COMMON 00724F101 508 17760 SH DEFINED 8 17760 0 0
ADTRAN INC COMMON 00738A106 19202 776480 SH DEFINED 1 776480 0 0
ADTRAN INC COMMON 00738A106 1140 46100 SH DEFINED 15 24900 0 21200
ADTRAN INC COMMON 00738A106 25 1000 SH DEFINED 15,14 1000 0 0
ADTRAN INC COMMON 00738A106 2087 84400 SH DEFINED 15,22 84400 0 0
ADTRAN INC COMMON 00738A106 275 11100 SH DEFINED 5,15 11100 0 0
ADVANCE DISPLAY TECH INC COMMON 007422306 0 80 SH DEFINED 6 80 0 0
ADVANCE AUTO PARTS COMMON 00751Y106 45495 704800 SH DEFINED 1 704800 0 0
ADVANCE AUTO PARTS COMMON 00751Y106 426 6600 SH DEFINED 15 0 0 6600
ADVANCE AUTO PARTS COMMON 00751Y106 2776 43000 SH DEFINED 2 35000 0 8000
ADVANCE AUTO PARTS COMMON 00751Y106 1097 17000 SH DEFINED 23 17000 0 0
ADVANCE AUTO PARTS COMMON 00751Y106 128 1980 SH DEFINED 24 80 0 1900
ADVANCE AUTO PARTS COMMON 00751Y106 8885 137646 SH DEFINED 6 137646 0 0
ADVANCED MAGNETICS INC COMMON 00753P103 25 2200 SH DEFINED 24 0 0 2200
ADVO INC COMMON 007585102 382 12000 SH DEFINED 3 12000 0 0
ADVO INC COMMON 007585102 12910 405350 SH DEFINED 3 405350 0 0
ADVO INC COMMON 007585102 45 1425 SH DEFINED 6 1425 0 0
ADVISORY BOARD CO/ THE COMMON 00762W107 9756 200000 SH DEFINED 1 200000 0 0
ADVISORY BOARD CO/ THE COMMON 00762W107 3127 64100 SH DEFINED 2 64100 0 0
ADVANCED MEDICAL OPTICS COMMON 00763M108 33330 838500 SH DEFINED 1 838500 0 0
ADVANCED MEDICAL OPTICS COMMON 00763M108 505 12700 SH DEFINED 11,2 12700 0 0
ADVANCED MEDICAL OPTICS COMMON 00763M108 123 3100 SH DEFINED 15 3100 0 0
ADVANCED MEDICAL OPTICS COMMON 00763M108 779 19600 SH DEFINED 15,22 19600 0 0
ADVANCED MEDICAL OPTICS COMMON 00763M108 1371 34500 SH DEFINED 2 34500 0 0
ADVANCED MEDICAL OPTICS COMMON 00763M108 2981 75000 SH DEFINED 3 75000 0 0
ADVANCED MEDICAL OPTICS COMMON 00763M108 3 66 SH DEFINED 6 66 0 0
AEROFLEX INC COMMON 007768104 5844 695720 SH DEFINED 1 695720 0 0
AEROFLEX INC COMMON 007768104 65 7700 SH DEFINED 6 1800 0 5900
AEROPOSTALE INC COMMON 007865108 31646 941850 SH DEFINED 1 941850 0 0
AEROPOSTALE INC COMMON 007865108 1240 36900 SH DEFINED 15 31900 0 3100
AEROPOSTALE INC COMMON 007865108 6201 184550 SH DEFINED 2 184550 0 0
AEROPOSTALE INC COMMON 007865108 10 300 SH DEFINED 5,15 300 0 0
ADVANCED MICRO DEVICES COMMON 007903107 664 38292 SH DEFINED 15 38292 0 0
ADVANCED MICRO DEVICES COMMON 007903107 37 2105 SH DEFINED 24 0 0 2105
ADVANCED MICRO DEVICES COMMON 007903107 16 930 SH DEFINED 6 930 0 0
ADVANCED MICRO DEVICES COMMON 007903107 120 6949 SH DEFINED 8 6949 0 0
AEGON NV AMER REG SHR COMMON 007924103 12454 967665 SH DEFINED 12 916475 0 51190
AEGON NV AMER REG SHR COMMON 007924103 46430 3607607 SH DEFINED 15 3492577 0 115030
AEGON NV AMER REG SHR COMMON 007924103 374 29059 SH DEFINED 4 29059 0 0
AEGON NV AMER REG SHR COMMON 007924103 1118 86871 SH DEFINED 6 86871 0 0
ADVANTA CORP CL B COMMON 007942204 45 1600 SH DEFINED 6 0 550 1050
AES TRUST III CVT PFD 6.75 CONVERT 00808N202 48 1000 SH DEFINED 24 0 0 1000
AETNA US HEALTHCARE INC -NEW COMMON 00817Y108 155832 1881572 SH DEFINED 1 1881572 0 0
AETNA US HEALTHCARE INC -NEW COMMON 00817Y108 130591 1576800 SH DEFINED 1,2 1576800 0 0
AETNA US HEALTHCARE INC -NEW COMMON 00817Y108 3992 48200 SH DEFINED 1,3 48200 0 0
AETNA US HEALTHCARE INC -NEW COMMON 00817Y108 1085 13100 SH DEFINED 9 13100 0 0
AETNA US HEALTHCARE INC -NEW COMMON 00817Y108 41 500 SH DEFINED 9,7 500 0 0
AETNA US HEALTHCARE INC -NEW COMMON 00817Y108 12009 145000 SH DEFINED 9,15 145000 0 0
AETNA US HEALTHCARE INC -NEW COMMON 00817Y108 1350 16300 SH DEFINED 9,2 16300 0 0
AETNA US HEALTHCARE INC -NEW COMMON 00817Y108 44449 536693 SH DEFINED 15 488193 0 48500
AETNA US HEALTHCARE INC -NEW COMMON 00817Y108 911 11000 SH DEFINED 15,14 11000 0 0
AETNA US HEALTHCARE INC -NEW COMMON 00817Y108 1383 16700 SH DEFINED 15,22 16700 0 0
AETNA US HEALTHCARE INC -NEW COMMON 00817Y108 1333 16100 SH DEFINED 15,8 16100 0 0
AETNA US HEALTHCARE INC -NEW COMMON 00817Y108 21715 262190 SH DEFINED 2 262190 0 0
AETNA US HEALTHCARE INC -NEW COMMON 00817Y108 1494 18036 SH DEFINED 23 18036 0 0
AETNA US HEALTHCARE INC -NEW COMMON 00817Y108 1219 14717 SH DEFINED 24 6803 0 7914
AETNA US HEALTHCARE INC -NEW COMMON 00817Y108 118 1419 SH DEFINED 4 1419 0 0
AETNA US HEALTHCARE INC -NEW COMMON 00817Y108 2385 28800 SH DEFINED 5,15 28800 0 0
AETNA US HEALTHCARE INC -NEW COMMON 00817Y108 22661 273623 SH DEFINED 6 273623 0 0
AETNA US HEALTHCARE INC -NEW COMMON 00817Y108 895 10810 SH DEFINED 8 10810 0 0
AFFILIATED COMPUTER SVCS CL A COMMON 008190100 31207 610700 SH DEFINED 1 610700 0 0
AFFILIATED COMPUTER SVCS CL A COMMON 008190100 7575 148245 SH DEFINED 15 146300 0 1945
AFFILIATED COMPUTER SVCS CL A COMMON 008190100 1140 22300 SH DEFINED 2 22300 0 0
AFFILIATED COMPUTER SVCS CL A COMMON 008190100 18611 364205 SH DEFINED 24 48805 0 315400
AFFILIATED COMPUTER SVCS CL A COMMON 008190100 361 7070 SH DEFINED 5,15 0 0 7070
AFFILIATED COMPUTER SVCS CL A COMMON 008190100 34610 677291 SH DEFINED 6 677291 0 0
AFFILIATED MANAGERS GROUP COMMON 008252108 38215 559275 SH DEFINED 1 559275 0 0
AFFILIATED MANAGERS GROUP COMMON 008252108 4314 63140 SH DEFINED 2 63140 0 0
AFFYMETRIX INC COMMON 00826T108 13070 242400 SH DEFINED 1 242400 0 0
AFFYMETRIX INC COMMON 00826T108 40855 757700 SH DEFINED 15 675100 0 60500
AFFYMETRIX INC COMMON 00826T108 1008 18700 SH DEFINED 15,8 18700 0 0
AFFYMETRIX INC COMMON 00826T108 4097 75980 SH DEFINED 2 75980 0 0
AFFYMETRIX INC COMMON 00826T108 5 100 SH DEFINED 24 0 0 100
AFFYMETRIX INC COMMON 00826T108 825 15300 SH DEFINED 5,15 15300 0 0
AFFORDABLE RESIDENTIAL COMMU COMMON 008273104 960 71900 SH DEFINED 15 27100 0 44800
AFTERMARKET TECHNOLOGY CORP COMMON 008318107 21 1200 SH DEFINED 15 1200 0 0
AFTERMARKET TECHNOLOGY CORP COMMON 008318107 52 3000 SH DEFINED 5,15 3000 0 0
AGERE SYSTEMS INC COMMON 00845V308 0 12 SH DEFINED 15 12 0 0
AGERE SYSTEMS INC COMMON 00845V308 69 5728 SH DEFINED 18 0 0 5728
AGERE SYSTEMS INC COMMON 00845V308 1 78 SH DEFINED 24 0 0 78
AGERE SYSTEMS INC COMMON 00845V308 1 98 SH DEFINED 6 98 0 0
AGILENT TECHNOLOGIES INC COMMON 00846U101 45939 1995600 SH DEFINED 1 1995600 0 0
AGILENT TECHNOLOGIES INC COMMON 00846U101 127 5500 SH DEFINED 1,3 5500 0 0
AGILENT TECHNOLOGIES INC COMMON 00846U101 1772 76988 SH DEFINED 15 76988 0 0
AGILENT TECHNOLOGIES INC COMMON 00846U101 5317 230980 SH DEFINED 2 230980 0 0
AGILENT TECHNOLOGIES INC COMMON 00846U101 460 19965 SH DEFINED 24 0 0 19965
AGILENT TECHNOLOGIES INC COMMON 00846U101 25613 1112656 SH DEFINED 4 1112656 0 0
AGILENT TECHNOLOGIES INC COMMON 00846U101 235 10200 SH DEFINED 5,2 10200 0 0
AGILENT TECHNOLOGIES INC COMMON 00846U101 125 5438 SH DEFINED 6 5438 0 0
AGILENT TECHNOLOGIES INC COMMON 00846U101 341 14822 SH DEFINED 8 14822 0 0
AGILENT TECH CVT(A) 3.0 12-1-2 CONVERT 00846UAB7 2 2000 SH DEFINED 24 0 0 2000
AGILE SOFTWARE CORP DE COMMON 00846X105 55 8652 SH DEFINED 24 8652 0 0
AGNICO-EAGLE MINES LTD COMMON 008474108 1260 100000 SH DEFINED 1 100000 0 0
AGNICO-EAGLE MINES LTD COMMON 008474108 277 22000 SH DEFINED 2 22000 0 0
AGNICO-EAGLE MINES LTD COMMON 008474108 13 1000 SH DEFINED 24 0 0 1000
AGILYSYS INC COMMON 00847J105 6245 397800 SH DEFINED 15 231900 0 165900
AGILYSYS INC COMMON 00847J105 122 7800 SH DEFINED 15,14 7800 0 0
AGILYSYS INC COMMON 00847J105 124 7900 SH DEFINED 24 500 0 7400
AGILYSYS INC COMMON 00847J105 1584 100900 SH DEFINED 5,15 100900 0 0
AGREE REALTY CORP COMMON 008492100 24 800 SH DEFINED 15 800 0 0
AGREE REALTY CORP COMMON 008492100 61 2000 SH DEFINED 5,15 2000 0 0
AIM SELECT REAL ESTATE INC (CO COMMON 00888R107 20 1200 SH DEFINED 24 0 0 1200
AIR PRODUCTS & CHEMICALS INC COMMON 009158106 18759 311100 SH DEFINED 1 311100 0 0
AIR PRODUCTS & CHEMICALS INC COMMON 009158106 26827 444900 SH DEFINED 1,2 444900 0 0
AIR PRODUCTS & CHEMICALS INC COMMON 009158106 341 5650 SH DEFINED 9,15 5650 0 0
AIR PRODUCTS & CHEMICALS INC COMMON 009158106 49088 814061 SH DEFINED 15 419003 0 391628
AIR PRODUCTS & CHEMICALS INC COMMON 009158106 1301 21580 SH DEFINED 15,22 21580 0 0
AIR PRODUCTS & CHEMICALS INC COMMON 009158106 10115 167750 SH DEFINED 2 167750 0 0
AIR PRODUCTS & CHEMICALS INC COMMON 009158106 889 14737 SH DEFINED 24 2645 0 12092
AIR PRODUCTS & CHEMICALS INC COMMON 009158106 536 8890 SH DEFINED 6 8890 0 0
AIR PRODUCTS & CHEMICALS INC COMMON 009158106 478 7933 SH DEFINED 8 7933 0 0
AIRGAS INC COMMON 009363102 17740 719100 SH DEFINED 1 719100 0 0
AIRGAS INC COMMON 009363102 501 20300 SH DEFINED 2 20300 0 0
AKAMAI TECHNOLOGIES COMMON 00971T101 13709 1044093 SH DEFINED 1 1044093 0 0
AKAMAI TECHNOLOGIES COMMON 00971T101 67 5100 SH DEFINED 15 0 0 5100
AKAMAI TECHNOLOGIES COMMON 00971T101 876 66700 SH DEFINED 15,22 66700 0 0
AKAMAI TECHNOLOGIES COMMON 00971T101 445 33900 SH DEFINED 2 27900 0 6000
AKAMAI TECHNOLOGIES COMMON 00971T101 486 37000 SH DEFINED 20 37000 0 0
AKAMAI TECHNOLOGIES COMMON 00971T101 26 2000 SH DEFINED 24 0 0 2000
AKZO NOBEL NV ADR COMMON 010199305 2475 63000 SH DEFINED 1 63000 0 0
AKZO NOBEL NV ADR COMMON 010199305 629 16000 SH DEFINED 15,22 16000 0 0
AKZO NOBEL NV ADR COMMON 010199305 75 1900 SH DEFINED 2 1900 0 0
ALABAMA NATIONAL BANCORPORATIO COMMON 010317105 4131 63200 SH DEFINED 1 63200 0 0
ALABAMA NATIONAL BANCORPORATIO COMMON 010317105 8498 130000 SH DEFINED 3 130000 0 0
ALAMOSA HOLDINGS INC COMMON 011589108 17292 1244000 SH DEFINED 1 1244000 0 0
ALAMOSA HOLDINGS INC COMMON 011589108 841 60500 SH DEFINED 15,22 60500 0 0
ALAMOSA HOLDINGS INC COMMON 011589108 5499 395600 SH DEFINED 2 395600 0 0
ALAMOSA HOLDINGS INC COMMON 011589108 125 9000 SH DEFINED 6 9000 0 0
ALAMOSA HLDGS CVP 7.5 07-31-13 CONVERT 011589207 7000 6782 SH DEFINED 1 6782 0 0
ALAMOSA HLDGS CVP 7.5 07-31-13 CONVERT 011589207 53 51 SH DEFINED 2,22 51 0 0
ALASKA AIR GROUP INC COMMON 011659109 3710 124700 SH DEFINED 15 69700 0 55000
ALASKA AIR GROUP INC COMMON 011659109 77 2600 SH DEFINED 15,14 2600 0 0
ALASKA AIR GROUP INC COMMON 011659109 1059 35600 SH DEFINED 5,15 35600 0 0
ALBANY MOLECULAR RESEARCH COMMON 012423109 3468 247700 SH DEFINED 15 131900 0 115800
ALBANY MOLECULAR RESEARCH COMMON 012423109 76 5400 SH DEFINED 15,14 5400 0 0
ALBANY MOLECULAR RESEARCH COMMON 012423109 606 43300 SH DEFINED 5,15 43300 0 0
ALBEMARLE CORP COMMON 012653101 5244 143800 SH DEFINED 1 143800 0 0
ALBEMARLE CORP COMMON 012653101 69 1900 SH DEFINED 15 1900 0 0
ALBEMARLE CORP COMMON 012653101 7 200 SH DEFINED 6 200 0 0
ALBERTO CULVER CO CL B COMMON 013068101 360 8299 SH DEFINED 15 8299 0 0
ALBERTO CULVER CO CL B COMMON 013068101 807 18616 SH DEFINED 23 18616 0 0
ALBERTO CULVER CO CL B COMMON 013068101 516 11901 SH DEFINED 24 10050 0 1851
ALBERTO CULVER CO CL B COMMON 013068101 3776 87134 SH DEFINED 6 87134 0 0
ALBERTSON'S INC COMMON 013104104 155 7480 SH DEFINED 15 7480 0 0
ALBERTSON'S INC COMMON 013104104 16616 803496 SH DEFINED 15 719296 0 72900
ALBERTSON'S INC COMMON 013104104 2190 105900 SH DEFINED 15,8 105900 0 0
ALBERTSON'S INC COMMON 013104104 747 36110 SH DEFINED 23 36110 0 0
ALBERTSON'S INC COMMON 013104104 553 26755 SH DEFINED 24 22405 0 4350
ALBERTSON'S INC COMMON 013104104 122 5900 SH DEFINED 5,15 5900 0 0
ALBERTSON'S INC COMMON 013104104 357 17282 SH DEFINED 8 17282 0 0
ALCAN INC COMMON 013716105 60 2000 SH DEFINED 23 2000 0 0
ALCAN INC COMMON 013716105 82787 2757100 SH DEFINED 3 2757100 0 0
ALCAN INC COMMON 013716105 9 300 SH DEFINED 6 300 0 0
ALCAN INC COMMON 013716105 362 12056 SH DEFINED 8 12056 0 0
ALCOA INC COMMON 013817101 89558 3427420 SH DEFINED 1 2772920 0 654500
ALCOA INC COMMON 013817101 17018 651300 SH DEFINED 1,2 651300 0 0
ALCOA INC COMMON 013817101 2995 114630 SH DEFINED 9,15 114630 0 0
ALCOA INC COMMON 013817101 800 30600 SH DEFINED 12 30600 0 0
ALCOA INC COMMON 013817101 293 11200 SH DEFINED 12,14 11200 0 0
ALCOA INC COMMON 013817101 36698 1404432 SH DEFINED 15 881191 0 515261
ALCOA INC COMMON 013817101 832 31830 SH DEFINED 15,22 31830 0 0
ALCOA INC COMMON 013817101 6776 259300 SH DEFINED 2 259300 0 0
ALCOA INC COMMON 013817101 180 6891 SH DEFINED 24 550 0 6341
ALCOA INC COMMON 013817101 21 800 SH DEFINED 4 800 0 0
ALCOA INC COMMON 013817101 499 19100 SH DEFINED 5,15 0 0 19100
ALCOA INC COMMON 013817101 354 13558 SH DEFINED 6 13558 0 0
ALCOA INC COMMON 013817101 131 5000 SH DEFINED 7 5000 0 0
ALCOA INC COMMON 013817101 740 28309 SH DEFINED 8 28309 0 0
ALDERWOODS GROUP INC COMMON 014383103 420 29300 SH DEFINED 3 29300 0 0
ALDERWOODS GROUP INC COMMON 014383103 4661 324800 SH DEFINED 15 205000 0 119800
ALDERWOODS GROUP INC COMMON 014383103 80 5600 SH DEFINED 15,14 5600 0 0
ALDERWOODS GROUP INC COMMON 014383103 12937 901500 SH DEFINED 3 901500 0 0
ALDERWOODS GROUP INC COMMON 014383103 1066 74300 SH DEFINED 5,15 74300 0 0
ALDERWOODS GROUP INC COMMON 014383103 85 5900 SH DEFINED 6 1300 1600 3000
ALEXANDER & BALDWIN INC COMMON 014482103 70 1500 SH DEFINED 24 0 0 1500
ALEXANDER'S INC COMMON 014752109 75 300 SH DEFINED 15 300 0 0
ALEXANDER'S INC COMMON 014752109 174 700 SH DEFINED 5,15 700 0 0
ALEXANDRIA REAL EST EQUITIES COMMON 015271109 4018 54700 SH DEFINED 1 54700 0 0
ALEXANDRIA REAL EST EQUITIES COMMON 015271109 70479 959556 SH DEFINED 15 732130 0 206726
ALEXANDRIA REAL EST EQUITIES COMMON 015271109 5494 74800 SH DEFINED 5,15 74800 0 0
ALIGN TECHNOLOGY INC COMMON 016255101 1928 261600 SH DEFINED 1 261600 0 0
ALIGN TECHNOLOGY INC COMMON 016255101 155 21000 SH DEFINED 24 0 0 21000
ALKERMES INC COMMON 01642T108 85 6400 SH DEFINED 11,2 6400 0 0
ALLEGHENY ENERGY INC COMMON 017361106 402 15923 SH DEFINED 15 15923 0 0
ALLEGHENY ENERGY INC COMMON 017361106 37 1475 SH DEFINED 6 325 400 750
ALLEGHENY TECHNOLOGIES INC COMMON 01741R102 191 8652 SH DEFINED 15 8652 0 0
ALLEGHENY TECHNOLOGIES INC COMMON 01741R102 15 702 SH DEFINED 6 702 0 0
ALLERGAN INC COMMON 018490102 26271 308200 SH DEFINED 1 308200 0 0
ALLERGAN INC COMMON 018490102 3495 41000 SH DEFINED 1,3 41000 0 0
ALLERGAN INC COMMON 018490102 1185 13900 SH DEFINED 9,2 13900 0 0
ALLERGAN INC COMMON 018490102 2900 34022 SH DEFINED 15 32922 0 1100
ALLERGAN INC COMMON 018490102 776 9100 SH DEFINED 15,8 9100 0 0
ALLERGAN INC COMMON 018490102 7211 84600 SH DEFINED 2 84600 0 0
ALLERGAN INC COMMON 018490102 1108 12995 SH DEFINED 24 2900 0 10095
ALLERGAN INC COMMON 018490102 721 8460 SH DEFINED 6 3360 0 5100
ALLERGAN INC CVT (AGN) 11-06-2 CONVERT 018490AE2 9763 10000000 SH DEFINED 15 1475000 0 8525000
ALLETE INC COMMON 018522300 50 1001 SH DEFINED 24 0 0 1001
ALLIANCE ATLANTIS COMM CL B COMMON 01853E204 41906 1782300 SH DEFINED 3 1782300 0 0
ALLIANCE CAPITAL MGMT HOLD COMMON 01855A101 13910 297600 SH DEFINED 1 297600 0 0
ALLIANCE CAPITAL MGMT HOLD COMMON 01855A101 561 12000 SH DEFINED 24 12000 0 0
ALLIANCE CAPITAL MGMT HOLD COMMON 01855A101 112 2400 SH DEFINED 6 2400 0 0
ALLIANCE DATA SYSTEMS CORP COMMON 018581108 125075 3083700 SH DEFINED 1 3083700 0 0
ALLIANCE DATA SYSTEMS CORP COMMON 018581108 24336 600000 SH DEFINED 1,2 600000 0 0
ALLIANCE DATA SYSTEMS CORP COMMON 018581108 588 14508 SH DEFINED 15 0 0 14508
ALLIANCE DATA SYSTEMS CORP COMMON 018581108 799 19692 SH DEFINED 18 0 0 19692
ALLIANCE DATA SYSTEMS CORP COMMON 018581108 6137 151300 SH DEFINED 2 134400 0 16900
ALLIANCE DATA SYSTEMS CORP COMMON 018581108 82 2020 SH DEFINED 24 120 0 1900
ALLIANCE DATA SYSTEMS CORP COMMON 018581108 8112 200000 SH DEFINED 3 200000 0 0
ALLIANCE DATA SYSTEMS CORP COMMON 018581108 7 183 SH DEFINED 4 183 0 0
ALLIANCE DATA SYSTEMS CORP COMMON 018581108 8188 201883 SH DEFINED 6 201883 0 0
ALLIANCE NEW YORK MUNI INC CF COMMON 018714105 12 800 SH DEFINED 24 0 0 800
ALLIANT ENERGY CORP COMMON 018802108 15 550 SH DEFINED 24 0 0 550
ALLIANT ENERGY CORP COMMON 018802108 8 296 SH DEFINED 6 296 0 0
ALLIANT TECHSYSTEMS INC COMMON 018804104 24092 341250 SH DEFINED 1 341250 0 0
ALLIANT TECHSYSTEMS INC COMMON 018804104 32 450 SH DEFINED 24 0 0 450
ALLIED CAPITAL CORP COMMON 01903Q108 29 1000 SH DEFINED 24 0 0 1000
ALLIED IRISH BANKS ADR COMMON 019228402 996 23198 SH DEFINED 4 23198 0 0
ALLIED WASTE INDUSTRIES INC COMMON 019589308 208 26268 SH DEFINED 15 26268 0 0
ALLMERICA FINANCIAL CORP COMMON 019754100 70 1875 SH DEFINED 6 425 500 950
ALLSTATE CORP COMMON 020002101 70353 1177460 SH DEFINED 1 1177460 0 0
ALLSTATE CORP COMMON 020002101 2133 35700 SH DEFINED 9 35700 0 0
ALLSTATE CORP COMMON 020002101 19547 327150 SH DEFINED 9,15 327150 0 0
ALLSTATE CORP COMMON 020002101 185 3100 SH DEFINED 11,8 3100 0 0
ALLSTATE CORP COMMON 020002101 116421 1948465 SH DEFINED 15 1795165 0 153300
ALLSTATE CORP COMMON 020002101 2539 42500 SH DEFINED 15,14 42500 0 0
ALLSTATE CORP COMMON 020002101 5736 96000 SH DEFINED 15,8 96000 0 0
ALLSTATE CORP COMMON 020002101 16006 267875 SH DEFINED 2 267875 0 0
ALLSTATE CORP COMMON 020002101 2694 45081 SH DEFINED 23 45081 0 0
ALLSTATE CORP COMMON 020002101 4809 80486 SH DEFINED 24 15198 0 65288
ALLSTATE CORP COMMON 020002101 72 1211 SH DEFINED 4 1211 0 0
ALLSTATE CORP COMMON 020002101 5222 87400 SH DEFINED 5,15 87400 0 0
ALLSTATE CORP COMMON 020002101 478 7992 SH DEFINED 6 7992 0 0
ALLSTATE CORP COMMON 020002101 645 10800 SH DEFINED 7 10800 0 0
ALLSTATE CORP COMMON 020002101 2718 45491 SH DEFINED 8 45491 0 0
ALLSTATE CORP COMMON 020002101 70 1167 SH DEFINED 8,10 1167 0 0
ALLSTATE CORP COMMON 020002101 147 2456 SH DEFINED 8,13 2456 0 0
ALLTEL CORP COMMON 020039103 10063 161580 SH DEFINED 1 161580 0 0
ALLTEL CORP COMMON 020039103 8327 133700 SH DEFINED 1,3 133700 0 0
ALLTEL CORP COMMON 020039103 2224 35705 SH DEFINED 15 35505 0 200
ALLTEL CORP COMMON 020039103 1694 27200 SH DEFINED 15,22 27200 0 0
ALLTEL CORP COMMON 020039103 199 3200 SH DEFINED 15,8 3200 0 0
ALLTEL CORP COMMON 020039103 87 1400 SH DEFINED 2 1400 0 0
ALLTEL CORP COMMON 020039103 124 1984 SH DEFINED 23 1984 0 0
ALLTEL CORP COMMON 020039103 363 5821 SH DEFINED 24 300 0 5521
ALLTEL CORP COMMON 020039103 377 6054 SH DEFINED 6 6054 0 0
ALLTEL CORP COMMON 020039103 26 424 SH DEFINED 8 424 0 0
ALPHARMA INC CL A COMMON 020813101 6268 433200 SH DEFINED 15 239200 0 194000
ALPHARMA INC CL A COMMON 020813101 130 9000 SH DEFINED 15,14 9000 0 0
ALPHARMA INC CL A COMMON 020813101 780 53900 SH DEFINED 5,15 53900 0 0
ALTANA AG ADR COMMON 02143N103 224 3900 SH DEFINED 6 2800 1100 0
ALTERA CORPORATION COMMON 021441100 41027 2072080 SH DEFINED 1 2072080 0 0
ALTERA CORPORATION COMMON 021441100 209 10540 SH DEFINED 9,15 10540 0 0
ALTERA CORPORATION COMMON 021441100 33908 1712510 SH DEFINED 15 917051 0 788739
ALTERA CORPORATION COMMON 021441100 3001 151590 SH DEFINED 15,22 151590 0 0
ALTERA CORPORATION COMMON 021441100 576 29100 SH DEFINED 15,8 29100 0 0
ALTERA CORPORATION COMMON 021441100 2471 124790 SH DEFINED 2 101000 0 23790
ALTERA CORPORATION COMMON 021441100 1267 64000 SH DEFINED 20 64000 0 0
ALTERA CORPORATION COMMON 021441100 75 3774 SH DEFINED 23 3774 0 0
ALTERA CORPORATION COMMON 021441100 165 8310 SH DEFINED 24 1910 0 6400
ALTERA CORPORATION COMMON 021441100 11309 571159 SH DEFINED 6 571159 0 0
ALTERA CORPORATION COMMON 021441100 293 14792 SH DEFINED 8 14792 0 0
ALTRIA GROUP INC COMMON 02209S103 45439 702745 SH DEFINED 1 327000 0 375745
ALTRIA GROUP INC COMMON 02209S103 307996 4763316 SH DEFINED 9 4763316 0 0
ALTRIA GROUP INC COMMON 02209S103 18551 286900 SH DEFINED 9,15 286900 0 0
ALTRIA GROUP INC COMMON 02209S103 1136 17570 SH DEFINED 11,8 17570 0 0
ALTRIA GROUP INC COMMON 02209S103 128265 1983688 SH DEFINED 15 1804863 0 177415
ALTRIA GROUP INC COMMON 02209S103 2282 35300 SH DEFINED 15,14 35300 0 0
ALTRIA GROUP INC COMMON 02209S103 8173 126400 SH DEFINED 15,8 126400 0 0
ALTRIA GROUP INC COMMON 02209S103 2351 36355 SH DEFINED 23 36355 0 0
ALTRIA GROUP INC COMMON 02209S103 3760 58150 SH DEFINED 24 6558 0 51592
ALTRIA GROUP INC COMMON 02209S103 7 104 SH DEFINED 4 104 0 0
ALTRIA GROUP INC COMMON 02209S103 6148 95075 SH DEFINED 5,15 85200 0 9875
ALTRIA GROUP INC COMMON 02209S103 810 12523 SH DEFINED 6 12523 0 0
ALTRIA GROUP INC COMMON 02209S103 517 8000 SH DEFINED 7 8000 0 0
ALTRIA GROUP INC COMMON 02209S103 8377 129550 SH DEFINED 8 129550 0 0
ALTRIA GROUP INC COMMON 02209S103 90 1393 SH DEFINED 8,10 1393 0 0
ALTRIA GROUP INC COMMON 02209S103 958 14815 SH DEFINED 8,13 14815 0 0
ALZA CORP (JNJ) CVT 0.0 07-28- CONVERT 02261WAB5 32130 36000000 SH DEFINED 15 5175000 0 30825000
AMAZON.COM INC COMMON 023135106 53 1600 SH DEFINED 24 0 0 1600
AMAZON.COM INC COMMON 023135106 544 16434 SH DEFINED 6 16434 0 0
AMAZON.COM INC COMMON 023135106 312 9422 SH DEFINED 8 9422 0 0
AMBAC FINANCIAL GROUP INC COMMON 023139108 12920 185206 SH DEFINED 15 181473 0 2353
AMBAC FINANCIAL GROUP INC COMMON 023139108 98 1400 SH DEFINED 24 0 0 1400
AMBAC FINANCIAL GROUP INC COMMON 023139108 11 154 SH DEFINED 4 154 0 0
AMBAC FINANCIAL GROUP INC COMMON 023139108 602 8630 SH DEFINED 5,15 0 0 8630
AMBAC FINANCIAL GROUP INC COMMON 023139108 467 6700 SH DEFINED 6 6700 0 0
AMBAC FINANCIAL GROUP INC COMMON 023139108 250 3582 SH DEFINED 8 3582 0 0
AMBASSADORS GROUP INC COMMON 023177108 948 25500 SH DEFINED 15 13300 0 12200
AMBASSADORS GROUP INC COMMON 023177108 22 600 SH DEFINED 15,14 600 0 0
AMBASSADORS GROUP INC COMMON 023177108 167 4500 SH DEFINED 5,15 4500 0 0
AMEGY BANCORP INC COMMON 02343R102 34069 1522300 SH DEFINED 1 1522300 0 0
AMEGY BANCORP INC COMMON 02343R102 4979 222460 SH DEFINED 2 222460 0 0
AMERADA HESS CORP COMMON 023551104 115997 1089070 SH DEFINED 1 1087945 0 1125
AMERADA HESS CORP COMMON 023551104 25456 239000 SH DEFINED 1,2 239000 0 0
AMERADA HESS CORP COMMON 023551104 112 1050 SH DEFINED 1,3 1050 0 0
AMERADA HESS CORP COMMON 023551104 2592 24332 SH DEFINED 15 24332 0 0
AMERADA HESS CORP COMMON 023551104 3089 29000 SH DEFINED 15,14 29000 0 0
AMERADA HESS CORP COMMON 023551104 4924 46230 SH DEFINED 2 46230 0 0
AMERADA HESS CORP COMMON 023551104 527 4951 SH DEFINED 24 4100 0 851
AMERADA HESS CORP COMMON 023551104 46046 432312 SH DEFINED 4 432312 0 0
AMERADA HESS CORP COMMON 023551104 228 2145 SH DEFINED 5,2 2145 0 0
AMERADA HESS CORP COMMON 023551104 15 140 SH DEFINED 6 140 0 0
AMERADA HESS CORP COMMON 023551104 373 3500 SH DEFINED 7 3500 0 0
AMEREN CORPORATION COMMON 023608102 11613 210000 SH DEFINED 1 210000 0 0
AMEREN CORPORATION COMMON 023608102 1113 20134 SH DEFINED 15 20134 0 0
AMEREN CORPORATION COMMON 023608102 111 2011 SH DEFINED 24 1705 0 306
AMEREN CORPORATION COMMON 023608102 14 250 SH DEFINED 6 250 0 0
AMEREN CORPORATION COMMON 023608102 421 7605 SH DEFINED 8 7605 0 0
AMERICA MOVIL- SERIES L ADR COMMON 02364W105 54321 911266 SH DEFINED 1 911266 0 0
AMERICA MOVIL- SERIES L ADR COMMON 02364W105 8399 140900 SH DEFINED 1,3 140900 0 0
AMERICA MOVIL- SERIES L ADR COMMON 02364W105 4322 72500 SH DEFINED 9 72500 0 0
AMERICA MOVIL- SERIES L ADR COMMON 02364W105 483 8100 SH DEFINED 9,15 8100 0 0
AMERICA MOVIL- SERIES L ADR COMMON 02364W105 985 16525 SH DEFINED 9,22 16525 0 0
AMERICA MOVIL- SERIES L ADR COMMON 02364W105 7621 127850 SH DEFINED 15,22 127850 0 0
AMERICA MOVIL- SERIES L ADR COMMON 02364W105 1592 26700 SH DEFINED 2 26700 0 0
AMERICA MOVIL- SERIES L ADR COMMON 02364W105 48 800 SH DEFINED 24 0 0 800
AMERICA MOVIL- SERIES L ADR COMMON 02364W105 2131 35745 SH DEFINED 6 35745 0 0
AMCORE FINANCIAL INC COMMON 023912108 881 29500 SH DEFINED 15 18100 0 11400
AMCORE FINANCIAL INC COMMON 023912108 15 500 SH DEFINED 15,14 500 0 0
AMCORE FINANCIAL INC COMMON 023912108 26 864 SH DEFINED 24 0 0 864
AMCORE FINANCIAL INC COMMON 023912108 511 17100 SH DEFINED 5,15 17100 0 0
AMERICAN CAMPUS COMMUNITIES COMMON 024835100 252 11100 SH DEFINED 15 11100 0 0
AMERICAN CAMPUS COMMUNITIES COMMON 024835100 18044 795600 SH DEFINED 15 733700 0 61900
AMERICAN CAPITAL STRATEGIES COMMON 024937104 6 165 SH DEFINED 15 165 0 0
AMERICAN CAPITAL STRATEGIES COMMON 024937104 41 1140 SH DEFINED 6 1140 0 0
AMERICAN ECOLOGY CORP COMMON 025533407 1 45 SH DEFINED 6 45 0 0
AMERICAN ELECTRIC POWER COMMON 025537101 6745 182940 SH DEFINED 15 179400 0 3540
AMERICAN ELECTRIC POWER COMMON 025537101 5804 157425 SH DEFINED 15 140925 0 16500
AMERICAN ELECTRIC POWER COMMON 025537101 1652 44800 SH DEFINED 15,8 44800 0 0
AMERICAN ELECTRIC POWER COMMON 025537101 284 7709 SH DEFINED 23 7709 0 0
AMERICAN ELECTRIC POWER COMMON 025537101 63 1715 SH DEFINED 24 100 0 1615
AMERICAN ELECTRIC POWER COMMON 025537101 181 4904 SH DEFINED 6 4904 0 0
AMERICAN ELECTRIC POWER COMMON 025537101 547 14839 SH DEFINED 8 14839 0 0
AMERICAN EAGLE OUTFITTERS COMMON 02553E106 1859 60660 SH DEFINED 1 60660 0 0
AMERICAN EAGLE OUTFITTERS COMMON 02553E106 4146 135300 SH DEFINED 1,3 135300 0 0
AMERICAN EAGLE OUTFITTERS COMMON 02553E106 662 21600 SH DEFINED 9 21600 0 0
AMERICAN EAGLE OUTFITTERS COMMON 02553E106 1403 45800 SH DEFINED 9,2 45800 0 0
AMERICAN EAGLE OUTFITTERS COMMON 02553E106 1020 33300 SH DEFINED 11,8 33300 0 0
AMERICAN EAGLE OUTFITTERS COMMON 02553E106 48659 1588100 SH DEFINED 15 1404500 0 143200
AMERICAN EAGLE OUTFITTERS COMMON 02553E106 1146 37400 SH DEFINED 15,8 37400 0 0
AMERICAN EAGLE OUTFITTERS COMMON 02553E106 2439 79614 SH DEFINED 23 79614 0 0
AMERICAN EAGLE OUTFITTERS COMMON 02553E106 1272 41500 SH DEFINED 5,15 41500 0 0
AMERICAN EAGLE OUTFITTERS COMMON 02553E106 3962 129300 SH DEFINED 8 129300 0 0
AMERICAN EAGLE OUTFITTERS COMMON 02553E106 65 2127 SH DEFINED 8,10 2127 0 0
AMERICAN EAGLE OUTFITTERS COMMON 02553E106 871 28415 SH DEFINED 8,13 28415 0 0
AMERICAN EQUITY INVT LIFE HL COMMON 025676206 802 67500 SH DEFINED 1 67500 0 0
AMERICAN EQUITY INVT LIFE HL COMMON 025676206 36 3000 SH DEFINED 15 3000 0 0
AMERICAN EQUITY INVT LIFE HL COMMON 025676206 87 7300 SH DEFINED 5,15 7300 0 0
AMERICAN EXPRESS COMPANY COMMON 025816109 69135 1298800 SH DEFINED 1 1298800 0 0
AMERICAN EXPRESS COMPANY COMMON 025816109 61215 1150000 SH DEFINED 1,2 1150000 0 0
AMERICAN EXPRESS COMPANY COMMON 025816109 13749 258293 SH DEFINED 15 227193 0 31100
AMERICAN EXPRESS COMPANY COMMON 025816109 3529 66300 SH DEFINED 15,8 66300 0 0
AMERICAN EXPRESS COMPANY COMMON 025816109 21262 399435 SH DEFINED 2 399435 0 0
AMERICAN EXPRESS COMPANY COMMON 025816109 536 10071 SH DEFINED 23 10071 0 0
AMERICAN EXPRESS COMPANY COMMON 025816109 46452 872661 SH DEFINED 24 147075 0 725586
AMERICAN EXPRESS COMPANY COMMON 025816109 298109 5600400 SH DEFINED 3 5600400 0 0
AMERICAN EXPRESS COMPANY COMMON 025816109 3620 68000 SH DEFINED 3,22 68000 0 0
AMERICAN EXPRESS COMPANY COMMON 025816109 20494 385011 SH DEFINED 6 385011 0 0
AMERICAN EXPRESS COMPANY COMMON 025816109 522 9800 SH DEFINED 7 9800 0 0
AMERICAN EXPRESS COMPANY COMMON 025816109 2184 41024 SH DEFINED 8 41024 0 0
AMERICAN EXPRESS CVT(AXP) 1.85 CONVERT 025816AS8 18858 18625000 SH DEFINED 15 2650000 0 15975000
AMERICAN FINANCIAL GROUP INC COMMON 025932104 4543 135530 SH DEFINED 1 135530 0 0
AMERICAN FINANCIAL GROUP INC COMMON 025932104 181 5400 SH DEFINED 15 5400 0 0
AMERICAN FINANCIAL GROUP INC COMMON 025932104 17 500 SH DEFINED 6 500 0 0
AMERICAN FIN CVT(AFG) 1.486 6- CONVERT 025932AD6 8603 20125000 SH DEFINED 15 2950000 0 17175000
AMERICAN FINANCIAL REALTY TR COMMON 02607P305 398 25900 SH DEFINED 15 25900 0 0
AMERICAN FINANCIAL REALTY TR COMMON 02607P305 52563 3417620 SH DEFINED 15 2611051 0 763069
AMERICAN FINANCIAL REALTY TR COMMON 02607P305 2462 160100 SH DEFINED 5,15 160100 0 0
AMERICAN FINANCIAL REALTY TR COMMON 02607P305 222 14450 SH DEFINED 6 9450 1750 3250
AMERICAN GREETINGS CORP CL A COMMON 026375105 268 10100 SH DEFINED 1 10100 0 0
AMERICAN GREETINGS CORP CL A COMMON 026375105 32 1200 SH DEFINED 15 1200 0 0
AMERICAN GREETINGS CORP CL A COMMON 026375105 5 197 SH DEFINED 6 197 0 0
AMERICAN HEALTHWAYS INC COMMON 02649V104 13 300 SH DEFINED 24 0 0 300
AMERICAN HOME MORTGAGE INVESTM COMMON 02660R107 5461 156200 SH DEFINED 15 87600 0 68600
AMERICAN HOME MORTGAGE INVESTM COMMON 02660R107 112 3200 SH DEFINED 15,14 3200 0 0
AMERICAN HOME MORTGAGE INVESTM COMMON 02660R107 1895 54200 SH DEFINED 5,15 54200 0 0
AMERICAN INTERNATIONAL GROUP COMMON 026874107 91599 1576578 SH DEFINED 1 1289762 0 286816
AMERICAN INTERNATIONAL GROUP COMMON 026874107 27539 474000 SH DEFINED 1,2 474000 0 0
AMERICAN INTERNATIONAL GROUP COMMON 026874107 37399 643709 SH DEFINED 9 643709 0 0
AMERICAN INTERNATIONAL GROUP COMMON 026874107 8430 145093 SH DEFINED 9,15 145093 0 0
AMERICAN INTERNATIONAL GROUP COMMON 026874107 960 16516 SH DEFINED 12 16516 0 0
AMERICAN INTERNATIONAL GROUP COMMON 026874107 340 5860 SH DEFINED 12,14 5860 0 0
AMERICAN INTERNATIONAL GROUP COMMON 026874107 91381 1572816 SH DEFINED 15 1210375 0 358111
AMERICAN INTERNATIONAL GROUP COMMON 026874107 1000 17220 SH DEFINED 15,22 17220 0 0
AMERICAN INTERNATIONAL GROUP COMMON 026874107 8244 141900 SH DEFINED 15,8 141900 0 0
AMERICAN INTERNATIONAL GROUP COMMON 026874107 2179 37500 SH DEFINED 2 37500 0 0
AMERICAN INTERNATIONAL GROUP COMMON 026874107 1151 19807 SH DEFINED 23 19807 0 0
AMERICAN INTERNATIONAL GROUP COMMON 026874107 37993 653919 SH DEFINED 24 213814 0 440105
AMERICAN INTERNATIONAL GROUP COMMON 026874107 0 0 SH DEFINED 4 0 0 0
AMERICAN INTERNATIONAL GROUP COMMON 026874107 516 8880 SH DEFINED 5,15 0 0 8880
AMERICAN INTERNATIONAL GROUP COMMON 026874107 30771 529622 SH DEFINED 6 529622 0 0
AMERICAN INTERNATIONAL GROUP COMMON 026874107 4084 70301 SH DEFINED 8 70301 0 0
AMERICAN INTL GRP(AIG) CVT 0.5 CONVERT 026874AN7 7181 7675000 SH DEFINED 15 1250000 0 6425000
AMERICAN ITALIAN PASTA CO CL A COMMON 027070101 69 3300 SH DEFINED 15 3300 0 0
AMERICAN ITALIAN PASTA CO CL A COMMON 027070101 170 8100 SH DEFINED 5,15 8100 0 0
AMERICAN MEDICAL SYS HLDGS COMMON 02744M108 14963 724600 SH DEFINED 1 724600 0 0
AMERICAN MEDICAL SYS HLDGS COMMON 02744M108 2912 141000 SH DEFINED 15 72700 0 68300
AMERICAN MEDICAL SYS HLDGS COMMON 02744M108 66 3200 SH DEFINED 15,14 3200 0 0
AMERICAN MEDICAL SYS HLDGS COMMON 02744M108 4745 229800 SH DEFINED 2 229800 0 0
AMERICAN MEDICAL SYS HLDGS COMMON 02744M108 359 17400 SH DEFINED 5,15 17400 0 0
AMERICAN PHARMACEUTICAL PARTNE COMMON 02886P109 990 24000 SH DEFINED 15 20400 0 2300
AMERICAN PHARMACEUTICAL PARTNE COMMON 02886P109 8 200 SH DEFINED 5,15 200 0 0
AMERICAN PHYSICIANS CAP INC COMMON 028884104 999 26900 SH DEFINED 15 18900 0 8000
AMERICAN PHYSICIANS CAP INC COMMON 028884104 15 400 SH DEFINED 15,14 400 0 0
AMERICAN PHYSICIANS CAP INC COMMON 028884104 264 7100 SH DEFINED 5,15 7100 0 0
AMERICAN POWER CONVERSION COMMON 029066107 414 17559 SH DEFINED 15 17559 0 0
AMERICAN POWER CONVERSION COMMON 029066107 45 1900 SH DEFINED 24 0 0 1900
AMERICAN STANDARD COMPANIES COMMON 029712106 221071 5273650 SH DEFINED 1 5273650 0 0
AMERICAN STANDARD COMPANIES COMMON 029712106 4439 105892 SH DEFINED 15 105892 0 0
AMERICAN STANDARD COMPANIES COMMON 029712106 4609 109950 SH DEFINED 2 109950 0 0
AMERICAN STANDARD COMPANIES COMMON 029712106 335 8000 SH DEFINED 2,14 8000 0 0
AMERICAN STANDARD COMPANIES COMMON 029712106 50 1200 SH DEFINED 24 0 0 1200
AMERICAN STANDARD COMPANIES COMMON 029712106 24985 596009 SH DEFINED 4 596009 0 0
AMERICAN STANDARD COMPANIES COMMON 029712106 619 14775 SH DEFINED 6 13175 1600 0
AMERICAN STANDARD COMPANIES COMMON 029712106 286 6825 SH DEFINED 8 6825 0 0
AMERICAN TOWER CORP CL A COMMON 029912201 34403 1636700 SH DEFINED 1 1636700 0 0
AMERICAN TOWER CORP CL A COMMON 029912201 834 39700 SH DEFINED 15 16300 0 23400
AMERICAN TOWER CORP CL A COMMON 029912201 156 7400 SH DEFINED 15,8 7400 0 0
AMERICAN TOWER CORP CL A COMMON 029912201 1938 92200 SH DEFINED 2 62000 0 30200
AMERICAN TOWER CORP CL A COMMON 029912201 268 12750 SH DEFINED 24 0 0 12750
AMERICAN TOWER CORP WT 144A COMMON 03027R111 2354 7955 SH DEFINED 1 7955 0 0
AMERICAN TOWER CORP WT 144A COMMON 03027R111 13 45 SH DEFINED 2,22 45 0 0
AMERICANWEST BANCORPORATION COMMON 03058P109 315 15790 SH DEFINED 15 9520 0 6270
AMERICANWEST BANCORPORATION COMMON 03058P109 6 300 SH DEFINED 15,14 300 0 0
AMERICANWEST BANCORPORATION COMMON 03058P109 112 5610 SH DEFINED 5,15 5610 0 0
AMERICREDIT CORP COMMON 03060R101 14196 556700 SH DEFINED 1 556700 0 0
AMERICREDIT CORP COMMON 03060R101 487 19100 SH DEFINED 9,15 19100 0 0
AMERICREDIT CORP COMMON 03060R101 123 4838 SH DEFINED 6 1063 1350 2425
AMERON INTERNATIONAL CORP COMMON 030710107 13 350 SH DEFINED 24 350 0 0
AMERUS GROUP CO COMMON 03072M108 1010 21020 SH DEFINED 1 21020 0 0
AMERUS GROUP CO COMMON 03072M108 53 1100 SH DEFINED 15 900 0 200
AMERUS GROUP CO COMMON 03072M108 113 2344 SH DEFINED 6 944 475 925
AMERISOURCEBERGEN CORP COMMON 03073E105 9821 142021 SH DEFINED 1 142021 0 0
AMERISOURCEBERGEN CORP COMMON 03073E105 2683 38800 SH DEFINED 9 38800 0 0
AMERISOURCEBERGEN CORP COMMON 03073E105 290 4200 SH DEFINED 11,8 4200 0 0
AMERISOURCEBERGEN CORP COMMON 03073E105 2884 41702 SH DEFINED 15 37602 0 4100
AMERISOURCEBERGEN CORP COMMON 03073E105 747 10800 SH DEFINED 15,8 10800 0 0
AMERISOURCEBERGEN CORP COMMON 03073E105 1599 23124 SH DEFINED 23 23124 0 0
AMERISOURCEBERGEN CORP COMMON 03073E105 26 381 SH DEFINED 24 381 0 0
AMERISOURCEBERGEN CORP COMMON 03073E105 7 106 SH DEFINED 4 106 0 0
AMERISOURCEBERGEN CORP COMMON 03073E105 1343 19417 SH DEFINED 8 19417 0 0
AMERISOURCEBERGEN CORP COMMON 03073E105 249 3600 SH DEFINED 8,13 3600 0 0
AMERIGROUP CORP COMMON 03073T102 14347 356900 SH DEFINED 1 356900 0 0
AMERIGROUP CORP COMMON 03073T102 161 4000 SH DEFINED 15 0 0 4000
AMERIGROUP CORP COMMON 03073T102 1077 26800 SH DEFINED 2 22000 0 4800
AMERITRADE HOLDING CORP CL A COMMON 03074K100 14 740 SH DEFINED 15 740 0 0
AMERITRADE HOLDING CORP CL A COMMON 03074K100 234 12600 SH DEFINED 15 12100 0 500
AMETEK INC COMMON 031100100 5248 125400 SH DEFINED 3 125400 0 0
AMETEK INC COMMON 031100100 113 2700 SH DEFINED 6 1300 0 1400
AMGEN INC COMMON 031162100 221477 3663200 SH DEFINED 1 3663200 0 0
AMGEN INC COMMON 031162100 71143 1176700 SH DEFINED 1,2 1176700 0 0
AMGEN INC COMMON 031162100 441 7300 SH DEFINED 9 7300 0 0
AMGEN INC COMMON 031162100 8336 137880 SH DEFINED 9,15 137880 0 0
AMGEN INC COMMON 031162100 1578 26100 SH DEFINED 11,2 26100 0 0
AMGEN INC COMMON 031162100 90360 1494540 SH DEFINED 15 1046476 0 444734
AMGEN INC COMMON 031162100 677 11200 SH DEFINED 15,14 11200 0 0
AMGEN INC COMMON 031162100 14119 233530 SH DEFINED 15,22 233530 0 0
AMGEN INC COMMON 031162100 4722 78100 SH DEFINED 15,8 78100 0 0
AMGEN INC COMMON 031162100 26658 440925 SH DEFINED 2 440925 0 0
AMGEN INC COMMON 031162100 3585 59300 SH DEFINED 20 59300 0 0
AMGEN INC COMMON 031162100 2239 37025 SH DEFINED 23 37025 0 0
AMGEN INC COMMON 031162100 69972 1157320 SH DEFINED 24 274037 0 883283
AMGEN INC COMMON 031162100 14946 247200 SH DEFINED 3 247200 0 0
AMGEN INC COMMON 031162100 1626 26900 SH DEFINED 5,15 26900 0 0
AMGEN INC COMMON 031162100 25418 420412 SH DEFINED 6 420412 0 0
AMGEN INC COMMON 031162100 3755 62107 SH DEFINED 8 62107 0 0
AMGEN INC COMMON 031162100 114 1883 SH DEFINED 8,10 1883 0 0
AMPHENOL CORP CL A COMMON 032095101 119967 2986480 SH DEFINED 1 2986480 0 0
AMPHENOL CORP CL A COMMON 032095101 112 2800 SH DEFINED 1,3 2800 0 0
AMPHENOL CORP CL A COMMON 032095101 305 7600 SH DEFINED 9,15 7600 0 0
AMPHENOL CORP CL A COMMON 032095101 5646 140558 SH DEFINED 15 111258 0 24300
AMPHENOL CORP CL A COMMON 032095101 2185 54400 SH DEFINED 15,22 54400 0 0
AMPHENOL CORP CL A COMMON 032095101 458 11400 SH DEFINED 15,8 11400 0 0
AMPHENOL CORP CL A COMMON 032095101 6737 167700 SH DEFINED 2 153900 0 13800
AMPHENOL CORP CL A COMMON 032095101 60 1500 SH DEFINED 5,15 1500 0 0
AMPHENOL CORP CL A COMMON 032095101 217 5400 SH DEFINED 5,2 5400 0 0
AMSOUTH BANCORPORATION COMMON 032165102 99 3820 SH DEFINED 15 3820 0 0
AMSOUTH BANCORPORATION COMMON 032165102 4599 176874 SH DEFINED 15 156774 0 19700
AMSOUTH BANCORPORATION COMMON 032165102 1006 38700 SH DEFINED 15,8 38700 0 0
AMSOUTH BANCORPORATION COMMON 032165102 140 5400 SH DEFINED 23 5400 0 0
AMSOUTH BANCORPORATION COMMON 032165102 29 1100 SH DEFINED 24 0 0 1100
AMSOUTH BANCORPORATION COMMON 032165102 15 591 SH DEFINED 4 591 0 0
AMSOUTH BANCORPORATION COMMON 032165102 3 100 SH DEFINED 5,15 100 0 0
AMSOUTH BANCORPORATION COMMON 032165102 5342 205476 SH DEFINED 6 205476 0 0
AMSOUTH BANCORPORATION COMMON 032165102 258 9934 SH DEFINED 8 9934 0 0
AMSURG CORP COMMON 03232P405 12462 450050 SH DEFINED 1 450050 0 0
AMSURG CORP COMMON 03232P405 3061 110550 SH DEFINED 2 110550 0 0
AMYLIN PHARMACEUTICALS INC COMMON 032346108 23630 1129000 SH DEFINED 1 1129000 0 0
AMYLIN PHARMACEUTICALS INC COMMON 032346108 3426 163700 SH DEFINED 2 163700 0 0
AMYLIN PHARMACEUTICALS INC COMMON 032346108 5276 252100 SH DEFINED 3 252100 0 0
ANADARKO PETROLEUM CORP COMMON 032511107 251 3060 SH DEFINED 15 2780 0 280
ANADARKO PETROLEUM CORP COMMON 032511107 255 3100 SH DEFINED 9 3100 0 0
ANADARKO PETROLEUM CORP COMMON 032511107 3812 46400 SH DEFINED 9,15 46400 0 0
ANADARKO PETROLEUM CORP COMMON 032511107 50054 609296 SH DEFINED 15 539567 0 55884
ANADARKO PETROLEUM CORP COMMON 032511107 394 4800 SH DEFINED 15,14 4800 0 0
ANADARKO PETROLEUM CORP COMMON 032511107 2892 35200 SH DEFINED 15,8 35200 0 0
ANADARKO PETROLEUM CORP COMMON 032511107 817 9951 SH DEFINED 23 9951 0 0
ANADARKO PETROLEUM CORP COMMON 032511107 857 10436 SH DEFINED 24 450 0 9986
ANADARKO PETROLEUM CORP COMMON 032511107 1414 17213 SH DEFINED 5,15 11600 0 5613
ANADARKO PETROLEUM CORP COMMON 032511107 927 11285 SH DEFINED 6 11285 0 0
ANADARKO PETROLEUM CORP COMMON 032511107 1146 13951 SH DEFINED 8 13951 0 0
ANADARKO PETROLEUM CORP COMMON 032511107 37 452 SH DEFINED 8,10 452 0 0
ANALOG DEVICES COMMON 032654105 196336 5262300 SH DEFINED 1 5262300 0 0
ANALOG DEVICES COMMON 032654105 145546 3901000 SH DEFINED 1,2 3901000 0 0
ANALOG DEVICES COMMON 032654105 1543 41345 SH DEFINED 15 35945 0 5400
ANALOG DEVICES COMMON 032654105 2324 62300 SH DEFINED 15,22 62300 0 0
ANALOG DEVICES COMMON 032654105 21452 574970 SH DEFINED 2 568370 0 6600
ANALOG DEVICES COMMON 032654105 1269 34000 SH DEFINED 20 34000 0 0
ANALOG DEVICES COMMON 032654105 7546 202253 SH DEFINED 24 27469 0 174784
ANALOG DEVICES COMMON 032654105 17748 475700 SH DEFINED 3 475700 0 0
ANALOG DEVICES COMMON 032654105 7 186 SH DEFINED 4 186 0 0
ANALOG DEVICES COMMON 032654105 20563 551135 SH DEFINED 6 551135 0 0
ANALOG DEVICES COMMON 032654105 469 12565 SH DEFINED 8 12565 0 0
ANALOGIC CORP COMMON 032657207 674 13400 SH DEFINED 15 13400 0 0
ANAREN INC COMMON 032744104 517 39300 SH DEFINED 15 20900 0 18400
ANAREN INC COMMON 032744104 12 900 SH DEFINED 15,14 900 0 0
ANAREN INC COMMON 032744104 114 8700 SH DEFINED 5,15 8700 0 0
ANCHOR BANCORP WISCONSIN INC COMMON 032839102 21 700 SH DEFINED 15 700 0 0
ANCHOR BANCORP WISCONSIN INC COMMON 032839102 51 1700 SH DEFINED 5,15 1700 0 0
ANDREW CORP COMMON 034425108 201 15774 SH DEFINED 15 15774 0 0
ANDREW CORP COMMON 034425108 2552 200000 SH DEFINED 3 200000 0 0
ANDRX GROUP COMMON 034553107 25264 1243898 SH DEFINED 9 1243898 0 0
ANDRX GROUP COMMON 034553107 1133 55802 SH DEFINED 9,22 55802 0 0
ANDRX GROUP COMMON 034553107 211 10400 SH DEFINED 6 10400 0 0
ANGELICA CORP COMMON 034663104 1314 53600 SH DEFINED 15 28500 0 25100
ANGELICA CORP COMMON 034663104 29 1200 SH DEFINED 15,14 1200 0 0
ANGELICA CORP COMMON 034663104 284 11600 SH DEFINED 5,15 11600 0 0
ANGIODYNAMICS INC COMMON 03475V101 733 33700 SH DEFINED 15 17300 0 16400
ANGIODYNAMICS INC COMMON 03475V101 17 800 SH DEFINED 15,14 800 0 0
ANGIODYNAMICS INC COMMON 03475V101 87 4000 SH DEFINED 5,15 4000 0 0
ANGLO AMERICAN PLC ADR COMMON 03485P102 7394 314645 SH DEFINED 12 297825 0 16820
ANGLO AMERICAN PLC ADR COMMON 03485P102 24855 1057649 SH DEFINED 15 1054023 0 3626
ANGLO AMERICAN PLC ADR COMMON 03485P102 35 1500 SH DEFINED 24 0 0 1500
ANGLOGOLD ASHANTI LTD ADR COMMON 035128206 1929 54000 SH DEFINED 1 54000 0 0
ANGLOGOLD ASHANTI LTD ADR COMMON 035128206 472 13200 SH DEFINED 2 13200 0 0
ANGLOGOLD ASHANTI LTD ADR COMMON 035128206 11 300 SH DEFINED 24 0 0 300
ANHEUSER-BUSCH COS INC COMMON 035229103 41551 908220 SH DEFINED 1 908220 0 0
ANHEUSER-BUSCH COS INC COMMON 035229103 600 13118 SH DEFINED 11,8 13118 0 0
ANHEUSER-BUSCH COS INC COMMON 035229103 5527 120815 SH DEFINED 15 107160 0 13655
ANHEUSER-BUSCH COS INC COMMON 035229103 1905 41630 SH DEFINED 15,14 41630 0 0
ANHEUSER-BUSCH COS INC COMMON 035229103 1020 22300 SH DEFINED 15,8 22300 0 0
ANHEUSER-BUSCH COS INC COMMON 035229103 37 800 SH DEFINED 2 800 0 0
ANHEUSER-BUSCH COS INC COMMON 035229103 115 2518 SH DEFINED 23 2518 0 0
ANHEUSER-BUSCH COS INC COMMON 035229103 1489 32542 SH DEFINED 24 2970 0 29572
ANHEUSER-BUSCH COS INC COMMON 035229103 559 12219 SH DEFINED 6 12219 0 0
ANHEUSER-BUSCH COS INC COMMON 035229103 3379 73861 SH DEFINED 8 73861 0 0
ANHEUSER-BUSCH COS INC COMMON 035229103 516 11288 SH DEFINED 8,13 11288 0 0
ANIMAS CORP COMMON 03525Y105 2015 100000 SH DEFINED 3 100000 0 0
ANIXTER INTERNATIONAL INC COMMON 035290105 9 240 SH DEFINED 15 240 0 0
ANIXTER INTERNATIONAL INC COMMON 035290105 1085 29200 SH DEFINED 15 15900 0 13300
ANIXTER INTERNATIONAL INC COMMON 035290105 22 600 SH DEFINED 15,14 600 0 0
ANIXTER INTERNATIONAL INC COMMON 035290105 119 3200 SH DEFINED 5,15 3200 0 0
ANNTAYLOR STORES CORP COMMON 036115103 16 650 SH DEFINED 6 650 0 0
ANSOFT CORP COMMON 036384105 1177 48700 SH DEFINED 15 26300 0 22400
ANSOFT CORP COMMON 036384105 27 1100 SH DEFINED 15,14 1100 0 0
ANSOFT CORP COMMON 036384105 295 12200 SH DEFINED 5,15 12200 0 0
ANSYS INC COMMON 03662Q105 5168 145000 SH DEFINED 1 145000 0 0
ANSYS INC COMMON 03662Q105 349 9800 SH DEFINED 15 5300 0 4500
ANSYS INC COMMON 03662Q105 7 200 SH DEFINED 15,14 200 0 0
ANSYS INC COMMON 03662Q105 1340 37600 SH DEFINED 2 37600 0 0
ANSYS INC COMMON 03662Q105 39 1100 SH DEFINED 5,15 1100 0 0
ANTEON INTERNATIONAL CORP COMMON 03674E108 14083 308700 SH DEFINED 1 308700 0 0
ANTEON INTERNATIONAL CORP COMMON 03674E108 1601 35100 SH DEFINED 15,22 35100 0 0
ANTEON INTERNATIONAL CORP COMMON 03674E108 1004 22000 SH DEFINED 20 22000 0 0
ANTEON INTERNATIONAL CORP COMMON 03674E108 3193 70000 SH DEFINED 3 70000 0 0
ANTIGENICS INC/DEL COMMON 037032109 2 350 SH DEFINED 24 0 0 350
ANTIGENICS INC/DEL COMMON 037032109 16 3000 SH DEFINED 6 3000 0 0
ANWORTH MORTGAGE ASSET CORP COMMON 037347101 16 1600 SH DEFINED 24 0 0 1600
AON CORP COMMON 037389103 24472 977300 SH DEFINED 1 977300 0 0
AON CORP COMMON 037389103 1417 56603 SH DEFINED 15 51403 0 5200
AON CORP COMMON 037389103 436 17400 SH DEFINED 15,8 17400 0 0
AON CORP COMMON 037389103 1530 61100 SH DEFINED 2 61100 0 0
AON CORP COMMON 037389103 1 47 SH DEFINED 6 47 0 0
AON CORP COMMON 037389103 260 10364 SH DEFINED 8 10364 0 0
APACHE CORP COMMON 037411105 132548 2051830 SH DEFINED 1 2051830 0 0
APACHE CORP COMMON 037411105 54406 842200 SH DEFINED 1,2 842200 0 0
APACHE CORP COMMON 037411105 1550 24000 SH DEFINED 1,3 24000 0 0
APACHE CORP COMMON 037411105 110 1700 SH DEFINED 9,7 1700 0 0
APACHE CORP COMMON 037411105 89 1380 SH DEFINED 9,15 1380 0 0
APACHE CORP COMMON 037411105 530 8200 SH DEFINED 9,2 8200 0 0
APACHE CORP COMMON 037411105 2058 31856 SH DEFINED 15 31856 0 0
APACHE CORP COMMON 037411105 4005 62000 SH DEFINED 15,14 62000 0 0
APACHE CORP COMMON 037411105 8632 133625 SH DEFINED 2 133625 0 0
APACHE CORP COMMON 037411105 43161 668121 SH DEFINED 24 115189 0 552932
APACHE CORP COMMON 037411105 4555 70516 SH DEFINED 3 70516 0 0
APACHE CORP COMMON 037411105 648 10030 SH DEFINED 4 10030 0 0
APACHE CORP COMMON 037411105 24860 384827 SH DEFINED 6 384827 0 0
APACHE CORP COMMON 037411105 702 10867 SH DEFINED 8 10867 0 0
APARTMENT INVT & MGMT CO CL A COMMON 03748R101 8702 212658 SH DEFINED 15 170758 0 41900
APARTMENT INVT & MGMT CO CL A COMMON 03748R101 16 400 SH DEFINED 24 0 0 400
APARTMENT INVT & MGMT CO CL A COMMON 03748R101 20 500 SH DEFINED 6 500 0 0
APOLLO GROUP INC CL A COMMON 037604105 11631 148700 SH DEFINED 1 148700 0 0
APOLLO GROUP INC CL A COMMON 037604105 1507 19266 SH DEFINED 15 19266 0 0
APOLLO GROUP INC CL A COMMON 037604105 266 3400 SH DEFINED 15,8 3400 0 0
APOLLO GROUP INC CL A COMMON 037604105 163 2080 SH DEFINED 24 120 0 1960
APOLLO GROUP INC CL A COMMON 037604105 15970 204168 SH DEFINED 6 204168 0 0
APOLLO GROUP INC CL A COMMON 037604105 616 7869 SH DEFINED 8 7869 0 0
APOLLO GOLD CORP COMMON 03761E102 135 473400 SH DEFINED 1 473400 0 0
APOLLO GOLD CORP COMMON 03761E102 28 99700 SH DEFINED 2 99700 0 0
APOLLO INVESTMENT CORP CF COMMON 03761U106 332 18000 SH DEFINED 15 9700 0 8300
APOLLO INVESTMENT CORP CF COMMON 03761U106 7 400 SH DEFINED 15,14 400 0 0
APOLLO INVESTMENT CORP CF COMMON 03761U106 166 9000 SH DEFINED 24 0 0 9000
APOLLO INVESTMENT CORP CF COMMON 03761U106 39 2100 SH DEFINED 5,15 2100 0 0
APPLE COMPUTER INC COMMON 037833100 107026 2907520 SH DEFINED 1 2907520 0 0
APPLE COMPUTER INC COMMON 037833100 126995 3450000 SH DEFINED 1,2 3450000 0 0
APPLE COMPUTER INC COMMON 037833100 8135 221000 SH DEFINED 1,3 221000 0 0
APPLE COMPUTER INC COMMON 037833100 1568 42600 SH DEFINED 9 42600 0 0
APPLE COMPUTER INC COMMON 037833100 151 4100 SH DEFINED 9,7 4100 0 0
APPLE COMPUTER INC COMMON 037833100 16926 459830 SH DEFINED 9,15 459830 0 0
APPLE COMPUTER INC COMMON 037833100 2930 79600 SH DEFINED 9,2 79600 0 0
APPLE COMPUTER INC COMMON 037833100 975 26500 SH DEFINED 11,8 26500 0 0
APPLE COMPUTER INC COMMON 037833100 110719 3007860 SH DEFINED 15 2708778 0 283382
APPLE COMPUTER INC COMMON 037833100 2091 56800 SH DEFINED 15,14 56800 0 0
APPLE COMPUTER INC COMMON 037833100 1918 52100 SH DEFINED 15,22 52100 0 0
APPLE COMPUTER INC COMMON 037833100 3696 100400 SH DEFINED 15,8 100400 0 0
APPLE COMPUTER INC COMMON 037833100 21855 593730 SH DEFINED 2 593730 0 0
APPLE COMPUTER INC COMMON 037833100 1049 28500 SH DEFINED 20 28500 0 0
APPLE COMPUTER INC COMMON 037833100 3628 98554 SH DEFINED 23 98554 0 0
APPLE COMPUTER INC COMMON 037833100 19216 522027 SH DEFINED 24 164822 0 357205
APPLE COMPUTER INC COMMON 037833100 51 1385 SH DEFINED 4 1385 0 0
APPLE COMPUTER INC COMMON 037833100 5540 150500 SH DEFINED 5,15 150500 0 0
APPLE COMPUTER INC COMMON 037833100 14529 394700 SH DEFINED 6 394700 0 0
APPLE COMPUTER INC COMMON 037833100 353 9600 SH DEFINED 7 9600 0 0
APPLE COMPUTER INC COMMON 037833100 5471 148632 SH DEFINED 8 148632 0 0
APPLE COMPUTER INC COMMON 037833100 143 3893 SH DEFINED 8,10 3893 0 0
APPLE COMPUTER INC COMMON 037833100 856 23254 SH DEFINED 8,13 23254 0 0
APPLEBEE'S INTL INC COMMON 037899101 9735 367500 SH DEFINED 1 367500 0 0
APPLEBEE'S INTL INC COMMON 037899101 83 3115 SH DEFINED 24 185 0 2930
APPLEBEE'S INTL INC COMMON 037899101 8337 314739 SH DEFINED 6 313839 900 0
APRIA HEALTHCARE GROUP INC COMMON 037933108 7572 218600 SH DEFINED 1 218600 0 0
APRIA HEALTHCARE GROUP INC COMMON 037933108 3381 97600 SH DEFINED 15 84800 0 7900
APRIA HEALTHCARE GROUP INC COMMON 037933108 184 5300 SH DEFINED 15,8 5300 0 0
APRIA HEALTHCARE GROUP INC COMMON 037933108 28 800 SH DEFINED 5,15 800 0 0
APPLERA CORP-APPLIED BIOSYSTEM COMMON 038020103 129 6580 SH DEFINED 15 5180 0 1400
APPLERA CORP-APPLIED BIOSYSTEM COMMON 038020103 167 8500 SH DEFINED 9 8500 0 0
APPLERA CORP-APPLIED BIOSYSTEM COMMON 038020103 3621 184100 SH DEFINED 9,15 184100 0 0
APPLERA CORP-APPLIED BIOSYSTEM COMMON 038020103 35436 1801542 SH DEFINED 15 1606342 0 158100
APPLERA CORP-APPLIED BIOSYSTEM COMMON 038020103 258 13100 SH DEFINED 15,14 13100 0 0
APPLERA CORP-APPLIED BIOSYSTEM COMMON 038020103 1922 97700 SH DEFINED 15,8 97700 0 0
APPLERA CORP-APPLIED BIOSYSTEM COMMON 038020103 139 7066 SH DEFINED 23 7066 0 0
APPLERA CORP-APPLIED BIOSYSTEM COMMON 038020103 2 80 SH DEFINED 24 0 0 80
APPLERA CORP-APPLIED BIOSYSTEM COMMON 038020103 856 43500 SH DEFINED 5,15 43500 0 0
APPLERA CORP-APPLIED BIOSYSTEM COMMON 038020103 203 10343 SH DEFINED 6 10343 0 0
APPLERA CORP-APPLIED BIOSYSTEM COMMON 038020103 498 25340 SH DEFINED 8 25340 0 0
APPLERA CORP-APPLIED BIOSYSTEM COMMON 038020103 30 1510 SH DEFINED 8,10 1510 0 0
APPLERA CORP-CELERA GENOMICS COMMON 038020202 14 1300 SH DEFINED 24 0 0 1300
APPLERA CORP-CELERA GENOMICS COMMON 038020202 108 9838 SH DEFINED 6 9838 0 0
APPLIED DIGITAL SOLUTIONS COMMON 038188306 0 50 SH DEFINED 24 0 0 50
APPLIED FILMS CORP COMMON 038197109 16 625 SH DEFINED 6 625 0 0
APPLIED INDUSTRIAL TECH INC COMMON 03820C105 2654 82200 SH DEFINED 1 82200 0 0
APPLIED INDUSTRIAL TECH INC COMMON 03820C105 6272 194250 SH DEFINED 15 105950 0 88300
APPLIED INDUSTRIAL TECH INC COMMON 03820C105 132 4100 SH DEFINED 15,14 4100 0 0
APPLIED INDUSTRIAL TECH INC COMMON 03820C105 1521 47100 SH DEFINED 5,15 47100 0 0
APPLIED MATERIALS INC COMMON 038222105 40233 2486600 SH DEFINED 1 2486600 0 0
APPLIED MATERIALS INC COMMON 038222105 25623 1583600 SH DEFINED 1,2 1583600 0 0
APPLIED MATERIALS INC COMMON 038222105 14062 869128 SH DEFINED 15 715154 0 153974
APPLIED MATERIALS INC COMMON 038222105 113 7000 SH DEFINED 15,8 7000 0 0
APPLIED MATERIALS INC COMMON 038222105 4567 282260 SH DEFINED 2 282260 0 0
APPLIED MATERIALS INC COMMON 038222105 1667 103000 SH DEFINED 20 103000 0 0
APPLIED MATERIALS INC COMMON 038222105 3047 188333 SH DEFINED 24 73204 0 115129
APPLIED MATERIALS INC COMMON 038222105 8243 509447 SH DEFINED 4 509447 0 0
APPLIED MATERIALS INC COMMON 038222105 116 7194 SH DEFINED 6 7194 0 0
APPLIED MATERIALS INC COMMON 038222105 874 53999 SH DEFINED 8 53999 0 0
APPLIED MICRO CIRCUITS CORP COMMON 03822W109 76 29723 SH DEFINED 15 29723 0 0
APTARGROUP INC COMMON 038336103 10886 214300 SH DEFINED 1 214300 0 0
APTARGROUP INC COMMON 038336103 105 2060 SH DEFINED 24 2060 0 0
AQUA AMERICA INC COMMON 03836W103 7770 261250 SH DEFINED 1 261250 0 0
AQUA AMERICA INC COMMON 03836W103 312 10500 SH DEFINED 24 10500 0 0
AQUA AMERICA INC COMMON 03836W103 97 3264 SH DEFINED 6 3264 0 0
AQUANTIVE INC COMMON 03839G105 827 46670 SH DEFINED 18 0 0 46670
ARACRUZ CELULOSE SA ADR COMMON 038496204 521 15000 SH DEFINED 9 15000 0 0
ARAMARK CORP-CL B COMMON 038521100 13536 512715 SH DEFINED 1 512300 0 415
ARAMARK CORP-CL B COMMON 038521100 25 950 SH DEFINED 15 950 0 0
ARAMARK CORP-CL B COMMON 038521100 634 24000 SH DEFINED 2 24000 0 0
ARAMARK CORP-CL B COMMON 038521100 13 500 SH DEFINED 24 0 0 500
ARAMARK CORP-CL B COMMON 038521100 34193 1295200 SH DEFINED 3 1295200 0 0
ARAMARK CORP-CL B COMMON 038521100 576 21820 SH DEFINED 6 21820 0 0
ARBINET-THEXCHANGE INC COMMON 03875P100 7729 1153600 SH DEFINED 9 1153600 0 0
ARBINET-THEXCHANGE INC COMMON 03875P100 426 63600 SH DEFINED 9,22 63600 0 0
ARBITRON INC COMMON 03875Q108 8241 192100 SH DEFINED 1 192100 0 0
ARBITRON INC COMMON 03875Q108 0 0 SH DEFINED 15 0 0 0
ARBITRON INC COMMON 03875Q108 142 3300 SH DEFINED 6 2300 1000 0
ARBOR REALTY TRUST INC COMMON 038923108 3123 108800 SH DEFINED 15 60500 0 48300
ARBOR REALTY TRUST INC COMMON 038923108 66 2300 SH DEFINED 15,14 2300 0 0
ARBOR REALTY TRUST INC COMMON 038923108 1019 35500 SH DEFINED 5,15 35500 0 0
ARCH CHEMICALS INC COMMON 03937R102 31 1250 SH DEFINED 6 275 325 650
ARCH COAL INC COMMON 039380100 2020 37086 SH DEFINED 15 37086 0 0
ARCH COAL INC COMMON 039380100 85 1560 SH DEFINED 24 90 0 1470
ARCH COAL INC COMMON 039380100 8661 159000 SH DEFINED 6 159000 0 0
ARCHER-DANIELS-MIDLAND CO COMMON 039483102 270 12620 SH DEFINED 15 12620 0 0
ARCHER-DANIELS-MIDLAND CO COMMON 039483102 575 26900 SH DEFINED 9 26900 0 0
ARCHER-DANIELS-MIDLAND CO COMMON 039483102 11374 532000 SH DEFINED 9,15 532000 0 0
ARCHER-DANIELS-MIDLAND CO COMMON 039483102 59109 2764698 SH DEFINED 15 2537898 0 203800
ARCHER-DANIELS-MIDLAND CO COMMON 039483102 887 41500 SH DEFINED 15,14 41500 0 0
ARCHER-DANIELS-MIDLAND CO COMMON 039483102 1935 90500 SH DEFINED 15,8 90500 0 0
ARCHER-DANIELS-MIDLAND CO COMMON 039483102 769 35955 SH DEFINED 23 35955 0 0
ARCHER-DANIELS-MIDLAND CO COMMON 039483102 15 710 SH DEFINED 24 0 0 710
ARCHER-DANIELS-MIDLAND CO COMMON 039483102 2102 98300 SH DEFINED 5,15 98300 0 0
ARCHER-DANIELS-MIDLAND CO COMMON 039483102 214 10000 SH DEFINED 7 10000 0 0
ARCHER-DANIELS-MIDLAND CO COMMON 039483102 1309 61212 SH DEFINED 8 61212 0 0
ARCHER-DANIELS-MIDLAND CO COMMON 039483102 53 2499 SH DEFINED 8,10 2499 0 0
ARCHSTONE-SMITH TRUST COMMON 039583109 2764 71560 SH DEFINED 15 71560 0 0
ARCHSTONE-SMITH TRUST COMMON 039583109 467 12100 SH DEFINED 9 12100 0 0
ARCHSTONE-SMITH TRUST COMMON 039583109 7546 195400 SH DEFINED 9,15 195400 0 0
ARCHSTONE-SMITH TRUST COMMON 039583109 206657 5351043 SH DEFINED 15 4219552 0 1026431
ARCHSTONE-SMITH TRUST COMMON 039583109 722 18700 SH DEFINED 15,14 18700 0 0
ARCHSTONE-SMITH TRUST COMMON 039583109 1265 32754 SH DEFINED 24 3347 0 29407
ARCHSTONE-SMITH TRUST COMMON 039583109 13035 337508 SH DEFINED 5,15 337508 0 0
ARCHSTONE-SMITH TRUST COMMON 039583109 19 500 SH DEFINED 6 500 0 0
ARCTIC CAT INC COMMON 039670104 287 14000 SH DEFINED 15 8300 0 5700
ARCTIC CAT INC COMMON 039670104 4 200 SH DEFINED 15,14 200 0 0
ARCTIC CAT INC COMMON 039670104 111 5400 SH DEFINED 5,15 5400 0 0
ARDEN REALTY INC COMMON 039793104 396 11000 SH DEFINED 15 11000 0 0
ARDEN REALTY INC COMMON 039793104 45317 1259500 SH DEFINED 15 1134400 0 125100
ARDEN REALTY INC COMMON 039793104 6 180 SH DEFINED 24 180 0 0
LIFE SCIENCES RESEARC CVT(HTDL CONVERT 0400912 995 1000000 SH DEFINED 9 1000000 0 0
ARES CAPITAL CORP COMMON 04010L103 5562 311971 SH DEFINED 9 311971 0 0
ARES CAPITAL CORP COMMON 04010L103 1270 71245 SH DEFINED 9,22 71245 0 0
ARGONAUT GROUP INC COMMON 040157109 14 622 SH DEFINED 6 622 0 0
ARGOSY GAMING COMPANY COMMON 040228108 1874 40200 SH DEFINED 3 40200 0 0
ARIBA INC COMMON 04033V203 0 33 SH DEFINED 24 0 0 33
ARKANSAS BEST CORP COMMON 040790107 16 500 SH DEFINED 6 500 0 0
ARM HOLDINGS PLC ADR COMMON 042068106 13802 2247845 SH DEFINED 1 2247845 0 0
ARM HOLDINGS PLC ADR COMMON 042068106 4451 724942 SH DEFINED 2 724942 0 0
ARMOR HOLDINGS INC COMMON 042260109 48 1200 SH DEFINED 24 0 0 1200
ARMSTRONG HOLDINGS INC COMMON 042384107 4 1506 SH DEFINED 6 1506 0 0
ARQULE INC COMMON 04269E107 648 100000 SH DEFINED 6 100000 0 0
ARRIS GROUP INC COMMON 04269Q100 2305 264600 SH DEFINED 15 138800 0 125800
ARRIS GROUP INC COMMON 04269Q100 51 5900 SH DEFINED 15,14 5900 0 0
ARRIS GROUP INC COMMON 04269Q100 403 46300 SH DEFINED 5,15 46300 0 0
ARRAY BIOPHARMA INC COMMON 04269X105 202 32000 SH DEFINED 1 32000 0 0
ARRAY BIOPHARMA INC COMMON 04269X105 246 39000 SH DEFINED 11,2 39000 0 0
ARRAY BIOPHARMA INC COMMON 04269X105 32 5000 SH DEFINED 6 5000 0 0
ARROW ELECTRONICS INC COMMON 042735100 1850 68100 SH DEFINED 15 59500 0 5300
ARROW ELECTRONICS INC COMMON 042735100 163 6000 SH DEFINED 15,8 6000 0 0
ARROW ELECTRONICS INC COMMON 042735100 14 500 SH DEFINED 5,15 500 0 0
ARROW ELECTRONICS INC COMMON 042735100 46 1700 SH DEFINED 6 0 0 1700
ART TECHNOLOGY GROUP INC COMMON 04289L107 98 92860 SH DEFINED 6 92860 0 0
ARTHROCARE CORP COMMON 043136100 7 200 SH DEFINED 24 0 0 200
ARTHROCARE CORP COMMON 043136100 2935 84000 SH DEFINED 3 84000 0 0
ASHFORD HOSPITALITY TRUST COMMON 044103109 3108 287800 SH DEFINED 15 237300 0 50500
ASHFORD HOSPITALITY TRUST COMMON 044103109 18 1625 SH DEFINED 6 1625 0 0
ASHLAND INC COMMON 044204105 470 6538 SH DEFINED 15 6538 0 0
ASHLAND INC COMMON 044204105 216 3000 SH DEFINED 6 3000 0 0
ASK JEEVES INC COMMON 045174109 76 2500 SH DEFINED 15 2500 0 0
ASK JEEVES INC COMMON 045174109 38 1250 SH DEFINED 6 275 325 650
ASPREVA PHARMACEUTICALS CORP COMMON 04538T109 3369 217500 SH DEFINED 1 217500 0 0
ASSET ACCEPTANCE CAPITAL CORP COMMON 04543P100 280 10800 SH DEFINED 15 10800 0 0
ASSOCIATED BANC CORP COMMON 045487105 42 1250 SH DEFINED 24 500 0 750
ASSOCIATED ESTATES REALTY CORP COMMON 045604105 956 103600 SH DEFINED 15 63700 0 39900
ASSOCIATED ESTATES REALTY CORP COMMON 045604105 18 1900 SH DEFINED 15,14 1900 0 0
ASSOCIATED ESTATES REALTY CORP COMMON 045604105 243 26300 SH DEFINED 5,15 26300 0 0
ASSURANT INC COMMON 04621X108 4693 130000 SH DEFINED 1 130000 0 0
ASSURANT INC COMMON 04621X108 199 5500 SH DEFINED 6 3900 1600 0
ASTEC INDUSTRIES INC COMMON 046224101 4413 190300 SH DEFINED 1 190300 0 0
ASTEC INDUSTRIES INC COMMON 046224101 1213 52300 SH DEFINED 15 29300 0 23000
ASTEC INDUSTRIES INC COMMON 046224101 26 1100 SH DEFINED 15,14 1100 0 0
ASTEC INDUSTRIES INC COMMON 046224101 348 15000 SH DEFINED 5,15 15000 0 0
ASTORIA FINANCIAL CORP COMMON 046265104 127 4460 SH DEFINED 15 4460 0 0
ASTORIA FINANCIAL CORP COMMON 046265104 9629 338200 SH DEFINED 15 311300 0 17600
ASTORIA FINANCIAL CORP COMMON 046265104 1426 50100 SH DEFINED 15,8 50100 0 0
ASTORIA FINANCIAL CORP COMMON 046265104 99 3471 SH DEFINED 23 3471 0 0
ASTORIA FINANCIAL CORP COMMON 046265104 74 2604 SH DEFINED 24 0 0 2604
ASTORIA FINANCIAL CORP COMMON 046265104 43 1500 SH DEFINED 5,15 1500 0 0
ASTORIA FINANCIAL CORP COMMON 046265104 21 750 SH DEFINED 8 750 0 0
ASTRAZENECA PLC ADR COMMON 046353108 475 11511 SH DEFINED 24 400 0 11111
ASTRAZENECA PLC ADR COMMON 046353108 0 0 SH DEFINED 3 0 0 0
ASTRAZENECA PLC ADR COMMON 046353108 294 7127 SH DEFINED 6 7127 0 0
@ROAD INC COMMON 04648K105 1 200 SH DEFINED 24 0 0 200
ATHEROGENICS INC COMMON 047439104 1090 68200 SH DEFINED 1 68200 0 0
ATHEROGENICS INC COMMON 047439104 270 16900 SH DEFINED 11,2 16900 0 0
ATLANTIC AMERICAN CORP COMMON 048209100 15 5025 SH DEFINED 24 5025 0 0
ATLANTIS BUSINESS DEVELOPMEN COMMON 04914P309 32 159500 SH DEFINED 24 0 0 159500
ATMEL CORP COMMON 049513104 15 6400 SH DEFINED 6 6400 0 0
ATWOOD OCEANICS INC COMMON 050095108 3798 61700 SH DEFINED 1 61700 0 0
ATWOOD OCEANICS INC COMMON 050095108 462 7500 SH DEFINED 15 7500 0 0
AUDIBLE INC COMMON 05069A302 2 100 SH DEFINED 24 0 0 100
AUDIOVOX CORP CL A COMMON 050757103 70 4500 SH DEFINED 15 4500 0 0
AUDIOVOX CORP CL A COMMON 050757103 171 11000 SH DEFINED 5,15 11000 0 0
AUTOBYTEL.COM INC COMMON 05275N106 35 7300 SH DEFINED 6 1600 2000 3700
AUTODESK INC COMMON 052769106 49248 1434130 SH DEFINED 1 1434130 0 0
AUTODESK INC COMMON 052769106 41208 1200000 SH DEFINED 1,2 1200000 0 0
AUTODESK INC COMMON 052769106 1676 48800 SH DEFINED 1,3 48800 0 0
AUTODESK INC COMMON 052769106 114 3320 SH DEFINED 9,15 3320 0 0
AUTODESK INC COMMON 052769106 563 16400 SH DEFINED 9,2 16400 0 0
AUTODESK INC COMMON 052769106 1041 30323 SH DEFINED 15 22423 0 7900
AUTODESK INC COMMON 052769106 11447 333350 SH DEFINED 2 324050 0 9300
AUTODESK INC COMMON 052769106 107 3120 SH DEFINED 24 0 0 3120
AUTODESK INC COMMON 052769106 57 1669 SH DEFINED 4 1669 0 0
AUTODESK INC COMMON 052769106 11 330 SH DEFINED 6 330 0 0
AUTODESK INC COMMON 052769106 133 3866 SH DEFINED 8 3866 0 0
AUTOLIV INC COMMON 052800109 8899 203180 SH DEFINED 1 203180 0 0
AUTOLIV INC COMMON 052800109 280 6395 SH DEFINED 11,8 6395 0 0
AUTOLIV INC COMMON 052800109 9570 218500 SH DEFINED 15 192400 0 16600
AUTOLIV INC COMMON 052800109 534 12200 SH DEFINED 15,8 12200 0 0
AUTOLIV INC COMMON 052800109 2146 49000 SH DEFINED 2 49000 0 0
AUTOLIV INC COMMON 052800109 430 9813 SH DEFINED 23 9813 0 0
AUTOLIV INC COMMON 052800109 66 1500 SH DEFINED 5,15 1500 0 0
AUTOLIV INC COMMON 052800109 395 9028 SH DEFINED 6 9028 0 0
AUTOLIV INC COMMON 052800109 1286 29363 SH DEFINED 8 29363 0 0
AUTOLIV INC COMMON 052800109 234 5350 SH DEFINED 8,13 5350 0 0
AUTOMATIC DATA PROCESSING COMMON 053015103 43961 1047440 SH DEFINED 1 1047440 0 0
AUTOMATIC DATA PROCESSING COMMON 053015103 41970 1000000 SH DEFINED 1,2 1000000 0 0
AUTOMATIC DATA PROCESSING COMMON 053015103 2170 51700 SH DEFINED 9,15 51700 0 0
AUTOMATIC DATA PROCESSING COMMON 053015103 9626 229363 SH DEFINED 15 201963 0 27400
AUTOMATIC DATA PROCESSING COMMON 053015103 1868 44500 SH DEFINED 15,22 44500 0 0
AUTOMATIC DATA PROCESSING COMMON 053015103 1926 45900 SH DEFINED 15,8 45900 0 0
AUTOMATIC DATA PROCESSING COMMON 053015103 15042 358400 SH DEFINED 2 358400 0 0
AUTOMATIC DATA PROCESSING COMMON 053015103 1007 24000 SH DEFINED 20 24000 0 0
AUTOMATIC DATA PROCESSING COMMON 053015103 302 7200 SH DEFINED 23 7200 0 0
AUTOMATIC DATA PROCESSING COMMON 053015103 12537 298708 SH DEFINED 24 236725 0 61983
AUTOMATIC DATA PROCESSING COMMON 053015103 122 2900 SH DEFINED 5,15 2900 0 0
AUTOMATIC DATA PROCESSING COMMON 053015103 1553 37003 SH DEFINED 6 37003 0 0
AUTOMATIC DATA PROCESSING COMMON 053015103 917 21847 SH DEFINED 8 21847 0 0
AUTOMATIC DATA PROC(AUD)CVT 0. CONVERT 053015AC7 20712 19111000 SH DEFINED 15 2825000 0 16286000
AUTONATION INC COMMON 05329W102 279 13600 SH DEFINED 11,8 13600 0 0
AUTONATION INC COMMON 05329W102 1746 85112 SH DEFINED 15 78412 0 6700
AUTONATION INC COMMON 05329W102 439 21400 SH DEFINED 15,8 21400 0 0
AUTONATION INC COMMON 05329W102 51 2500 SH DEFINED 23 2500 0 0
AUTONATION INC COMMON 05329W102 135 6600 SH DEFINED 6 6600 0 0
AUTONATION INC COMMON 05329W102 786 38300 SH DEFINED 8 38300 0 0
AUTONATION INC COMMON 05329W102 242 11800 SH DEFINED 8,13 11800 0 0
AUTOZONE INC COMMON 053332102 18 200 SH DEFINED 15 200 0 0
AUTOZONE INC COMMON 053332102 1202 13000 SH DEFINED 9 13000 0 0
AUTOZONE INC COMMON 053332102 610 6600 SH DEFINED 9,15 6600 0 0
AUTOZONE INC COMMON 053332102 555 6000 SH DEFINED 11,8 6000 0 0
AUTOZONE INC COMMON 053332102 11527 124671 SH DEFINED 15 108971 0 14300
AUTOZONE INC COMMON 053332102 166 1800 SH DEFINED 15,14 1800 0 0
AUTOZONE INC COMMON 053332102 1110 12000 SH DEFINED 15,8 12000 0 0
AUTOZONE INC COMMON 053332102 942 10185 SH DEFINED 23 10185 0 0
AUTOZONE INC COMMON 053332102 194 2099 SH DEFINED 24 213 0 1886
AUTOZONE INC COMMON 053332102 2265 24500 SH DEFINED 3 24500 0 0
AUTOZONE INC COMMON 053332102 361 3900 SH DEFINED 5,15 3900 0 0
AUTOZONE INC COMMON 053332102 14889 161027 SH DEFINED 6 161027 0 0
AUTOZONE INC COMMON 053332102 2641 28563 SH DEFINED 8 28563 0 0
AUTOZONE INC COMMON 053332102 82 892 SH DEFINED 8,10 892 0 0
AUTOZONE INC COMMON 053332102 481 5200 SH DEFINED 8,13 5200 0 0
AVALONBAY COMMUNITIES INC COMMON 053484101 2182 27000 SH DEFINED 15 27000 0 0
AVALONBAY COMMUNITIES INC COMMON 053484101 89 1100 SH DEFINED 9 1100 0 0
AVALONBAY COMMUNITIES INC COMMON 053484101 477 5900 SH DEFINED 9,15 5900 0 0
AVALONBAY COMMUNITIES INC COMMON 053484101 130358 1613346 SH DEFINED 15 1258414 0 323848
AVALONBAY COMMUNITIES INC COMMON 053484101 129 1600 SH DEFINED 15,14 1600 0 0
AVALONBAY COMMUNITIES INC COMMON 053484101 9068 112223 SH DEFINED 5,15 112223 0 0
AVANT IMMUNOTHERAPEUTICS INC COMMON 053491106 0 54 SH DEFINED 6 54 0 0
AVAYA INC COMMON 053499109 8243 990800 SH DEFINED 1 990800 0 0
AVAYA INC COMMON 053499109 30011 3607100 SH DEFINED 9 3607100 0 0
AVAYA INC COMMON 053499109 1196 143800 SH DEFINED 9,22 143800 0 0
AVAYA INC COMMON 053499109 537 64519 SH DEFINED 15 46919 0 17600
AVAYA INC COMMON 053499109 970 116600 SH DEFINED 2 95400 0 21200
AVAYA INC COMMON 053499109 11 1373 SH DEFINED 24 333 0 1040
AVAYA INC COMMON 053499109 2 202 SH DEFINED 6 202 0 0
AVAYA INC COMMON 053499109 94 11270 SH DEFINED 8 11270 0 0
AVERY DENNISON CORP COMMON 053611109 521 9836 SH DEFINED 15 9836 0 0
AVERY DENNISON CORP COMMON 053611109 655 12372 SH DEFINED 24 6504 0 5868
AVERY DENNISON CORP COMMON 053611109 30 570 SH DEFINED 6 570 0 0
AVERY DENNISON CORP COMMON 053611109 201 3790 SH DEFINED 8 3790 0 0
AVIALL INC COMMON 05366B102 14560 460900 SH DEFINED 1 460900 0 0
AVIALL INC COMMON 05366B102 34 1075 SH DEFINED 6 375 250 450
AVICI SYSTEMS INC COMMON 05367L802 31 7052 SH DEFINED 18 0 0 7052
AVID TECHNOLOGY INC COMMON 05367P100 47243 886700 SH DEFINED 1 886700 0 0
AVID TECHNOLOGY INC COMMON 05367P100 2595 48700 SH DEFINED 15,22 48700 0 0
AVID TECHNOLOGY INC COMMON 05367P100 3666 68800 SH DEFINED 2 68800 0 0
AVISTA CORP COMMON 05379B107 2472 133000 SH DEFINED 1 133000 0 0
AVISTA CORP COMMON 05379B107 3926 211200 SH DEFINED 15 119700 0 91500
AVISTA CORP COMMON 05379B107 80 4300 SH DEFINED 15,14 4300 0 0
AVISTA CORP COMMON 05379B107 1246 67000 SH DEFINED 5,15 67000 0 0
AVNET INC COMMON 053807103 372 16500 SH DEFINED 15 16500 0 0
AVNET INC COMMON 053807103 140 6200 SH DEFINED 15,8 6200 0 0
AVNET INC COMMON 053807103 70 3125 SH DEFINED 8 3125 0 0
AVON PRODUCTS INC COMMON 054303102 26639 703800 SH DEFINED 1 703800 0 0
AVON PRODUCTS INC COMMON 054303102 1734 45817 SH DEFINED 15 45817 0 0
AVON PRODUCTS INC COMMON 054303102 522 13800 SH DEFINED 2 13800 0 0
AVON PRODUCTS INC COMMON 054303102 611 16132 SH DEFINED 23 16132 0 0
AVON PRODUCTS INC COMMON 054303102 3121 82466 SH DEFINED 24 54618 0 27848
AVON PRODUCTS INC COMMON 054303102 7797 206000 SH DEFINED 3 206000 0 0
AVON PRODUCTS INC COMMON 054303102 1 29 SH DEFINED 4 29 0 0
AVON PRODUCTS INC COMMON 054303102 17574 464312 SH DEFINED 6 464312 0 0
AVON PRODUCTS INC COMMON 054303102 706 18657 SH DEFINED 8 18657 0 0
AXA ADR COMMON 054536107 55 2218 SH DEFINED 24 550 0 1668
AXA ADR COMMON 054536107 27 1066 SH DEFINED 6 1066 0 0
AWARE INC/MASS COMMON 05453N100 6 1000 SH DEFINED 24 0 0 1000
AXCELIS TECHNOLOGIES COMMON 054540109 75 10900 SH DEFINED 15 10900 0 0
AXCELIS TECHNOLOGIES COMMON 054540109 184 26800 SH DEFINED 5,15 26800 0 0
AXCELIS TECHNOLOGIES COMMON 054540109 2 294 SH DEFINED 6 294 0 0
AZTAR CORP COMMON 054802103 4446 129800 SH DEFINED 1 129800 0 0
AZTAR CORP COMMON 054802103 545 15900 SH DEFINED 15,14 15900 0 0
AZTAR CORP COMMON 054802103 11 310 SH DEFINED 2 310 0 0
AZTAR CORP COMMON 054802103 17 500 SH DEFINED 24 0 0 500
BB&T CORPORATION COMMON 054937107 2122 53093 SH DEFINED 15 53093 0 0
BB&T CORPORATION COMMON 054937107 35 878 SH DEFINED 24 500 0 378
BB&T CORPORATION COMMON 054937107 3241 81092 SH DEFINED 6 81092 0 0
BB&T CORPORATION COMMON 054937107 560 14020 SH DEFINED 8 14020 0 0
BASF AG ADR COMMON 055262505 20839 315749 SH DEFINED 12 300649 0 15100
BASF AG ADR COMMON 055262505 43019 651797 SH DEFINED 15 624048 0 27749
BASF AG ADR COMMON 055262505 17 250 SH DEFINED 24 250 0 0
BCE INC COMMON 05534B109 23711 1001500 SH DEFINED 12 30500 0 971000
BCE INC COMMON 05534B109 30217 1276300 SH DEFINED 1,3 1276300 0 0
BCE INC COMMON 05534B109 1470 62100 SH DEFINED 9 62100 0 0
BCE INC COMMON 05534B109 1231 52000 SH DEFINED 9,12 52000 0 0
BCE INC COMMON 05534B109 4532 191400 SH DEFINED 9,15 191400 0 0
BCE INC COMMON 05534B109 144930 6121455 SH DEFINED 12 5508660 0 597895
BCE INC COMMON 05534B109 298 12575 SH DEFINED 12,14 12575 0 0
BCE INC COMMON 05534B109 42261 1784730 SH DEFINED 15 1624384 0 160346
BCE INC COMMON 05534B109 1283 54200 SH DEFINED 15,22 54200 0 0
BCE INC COMMON 05534B109 395 16700 SH DEFINED 2 16700 0 0
BCE INC COMMON 05534B109 525127 22180290 SH DEFINED 3 22180290 0 0
BCE INC COMMON 05534B109 15505 654900 SH DEFINED 5,12 654900 0 0
BCE INC COMMON 05534B109 315 13297 SH DEFINED 8 13297 0 0
THE BISYS GROUP INC COMMON 055472104 9326 624200 SH DEFINED 1 624200 0 0
BJ SERVICES CO COMMON 055482103 271505 5173500 SH DEFINED 1 5173500 0 0
BJ SERVICES CO COMMON 055482103 84493 1610000 SH DEFINED 1,2 1610000 0 0
BJ SERVICES CO COMMON 055482103 236 4500 SH DEFINED 1,3 4500 0 0
BJ SERVICES CO COMMON 055482103 2441 46519 SH DEFINED 15 46519 0 0
BJ SERVICES CO COMMON 055482103 2309 44000 SH DEFINED 15,14 44000 0 0
BJ SERVICES CO COMMON 055482103 19250 366800 SH DEFINED 2 366800 0 0
BJ SERVICES CO COMMON 055482103 51672 984606 SH DEFINED 4 984606 0 0
BJ SERVICES CO COMMON 055482103 462 8800 SH DEFINED 5,2 8800 0 0
BJ SERVICES CO COMMON 055482103 10 190 SH DEFINED 6 190 0 0
BJ SERVICES CO COMMON 055482103 297 5652 SH DEFINED 8 5652 0 0
BKF CAPITAL GROUP INC COMMON 05548G102 1194 31500 SH DEFINED 1 31500 0 0
BJS WHOLESALE CLUB INC COMMON 05548J106 26054 801920 SH DEFINED 1 801920 0 0
BJS WHOLESALE CLUB INC COMMON 05548J106 24240 746070 SH DEFINED 15 649870 0 66200
BJS WHOLESALE CLUB INC COMMON 05548J106 10 300 SH DEFINED 15,14 300 0 0
BJS WHOLESALE CLUB INC COMMON 05548J106 1036 31900 SH DEFINED 15,8 31900 0 0
BJS WHOLESALE CLUB INC COMMON 05548J106 4552 140100 SH DEFINED 2 130300 0 9800
BJS WHOLESALE CLUB INC COMMON 05548J106 21 650 SH DEFINED 24 0 0 650
BJS WHOLESALE CLUB INC COMMON 05548J106 247 7600 SH DEFINED 5,15 7600 0 0
BJS WHOLESALE CLUB INC COMMON 05548J106 403 12414 SH DEFINED 6 12414 0 0
BP PLC ADR COMMON 055622104 82682 1325450 SH DEFINED 1 1325450 0 0
BP PLC ADR COMMON 055622104 27503 440900 SH DEFINED 1,2 440900 0 0
BP PLC ADR COMMON 055622104 13826 221640 SH DEFINED 12 211325 0 10315
BP PLC ADR COMMON 055622104 31970 512500 SH DEFINED 15 488087 0 24413
BP PLC ADR COMMON 055622104 3805 61000 SH DEFINED 15,14 61000 0 0
BP PLC ADR COMMON 055622104 395 6325 SH DEFINED 2 6325 0 0
BP PLC ADR COMMON 055622104 32177 515820 SH DEFINED 24 111641 0 404179
BP PLC ADR COMMON 055622104 1258 20172 SH DEFINED 4 20172 0 0
BP PLC ADR COMMON 055622104 43488 697141 SH DEFINED 6 697141 0 0
BP PRUDHOE BAY ROYALTY TRUST COMMON 055630107 787 11000 SH DEFINED 1 11000 0 0
BP PRUDHOE BAY ROYALTY TRUST COMMON 055630107 630 8800 SH DEFINED 24 8800 0 0
BRT REALTY TRUST COMMON 055645303 323 14000 SH DEFINED 15 8200 0 5800
BRT REALTY TRUST COMMON 055645303 7 300 SH DEFINED 15,14 300 0 0
BRT REALTY TRUST COMMON 055645303 92 4000 SH DEFINED 5,15 4000 0 0
BRE PROPERTIES CL A COMMON 05564E106 25 600 SH DEFINED 15 600 0 0
BRE PROPERTIES CL A COMMON 05564E106 28725 686391 SH DEFINED 15 468781 0 201010
BRE PROPERTIES CL A COMMON 05564E106 180 4308 SH DEFINED 24 411 0 3897
BRE PROPERTIES CL A COMMON 05564E106 2662 63600 SH DEFINED 5,15 63600 0 0
BT GROUP PLC-ADS COMMON 05577E101 23 550 SH DEFINED 24 550 0 0
BMC SOFTWARE INC COMMON 055921100 170 9470 SH DEFINED 15 8720 0 750
BMC SOFTWARE INC COMMON 055921100 246 13700 SH DEFINED 9 13700 0 0
BMC SOFTWARE INC COMMON 055921100 5565 310000 SH DEFINED 9,15 310000 0 0
BMC SOFTWARE INC COMMON 055921100 42385 2361293 SH DEFINED 15 2092305 0 217288
BMC SOFTWARE INC COMMON 055921100 379 21100 SH DEFINED 15,14 21100 0 0
BMC SOFTWARE INC COMMON 055921100 1562 87000 SH DEFINED 15,8 87000 0 0
BMC SOFTWARE INC COMMON 055921100 458 25538 SH DEFINED 23 25538 0 0
BMC SOFTWARE INC COMMON 055921100 1249 69600 SH DEFINED 5,15 69600 0 0
BMC SOFTWARE INC COMMON 055921100 1149 64000 SH DEFINED 6 64000 0 0
BMC SOFTWARE INC COMMON 055921100 188 10462 SH DEFINED 8 10462 0 0
BAKER HUGHES INC COMMON 057224107 101542 1984800 SH DEFINED 1 1984800 0 0
BAKER HUGHES INC COMMON 057224107 75614 1478000 SH DEFINED 1,2 1478000 0 0
BAKER HUGHES INC COMMON 057224107 1427 27900 SH DEFINED 9,15 27900 0 0
BAKER HUGHES INC COMMON 057224107 10272 200786 SH DEFINED 15 147386 0 53400
BAKER HUGHES INC COMMON 057224107 1023 20000 SH DEFINED 15,14 20000 0 0
BAKER HUGHES INC COMMON 057224107 1801 35200 SH DEFINED 15,8 35200 0 0
BAKER HUGHES INC COMMON 057224107 8165 159600 SH DEFINED 2 159600 0 0
BAKER HUGHES INC COMMON 057224107 661 12918 SH DEFINED 23 12918 0 0
BAKER HUGHES INC COMMON 057224107 747 14606 SH DEFINED 24 500 0 14106
BAKER HUGHES INC COMMON 057224107 394 7706 SH DEFINED 4 7706 0 0
BAKER HUGHES INC COMMON 057224107 941 18400 SH DEFINED 5,15 18400 0 0
BAKER HUGHES INC COMMON 057224107 430 8399 SH DEFINED 6 8399 0 0
BAKER HUGHES INC COMMON 057224107 693 13545 SH DEFINED 8 13545 0 0
BALL CORP COMMON 058498106 36877 1025500 SH DEFINED 1 1024000 0 1500
BALL CORP COMMON 058498106 97 2700 SH DEFINED 1,3 2700 0 0
BALL CORP COMMON 058498106 556 15466 SH DEFINED 15 15466 0 0
BALL CORP COMMON 058498106 4621 128500 SH DEFINED 2 128500 0 0
BALL CORP COMMON 058498106 119 3300 SH DEFINED 24 0 0 3300
BALL CORP COMMON 058498106 183 5100 SH DEFINED 5,2 5100 0 0
BALL CORP COMMON 058498106 380 10580 SH DEFINED 6 10580 0 0
BALL CORP COMMON 058498106 21 582 SH DEFINED 8 582 0 0
BALLY TOTAL FITNESS HLDGS COMMON 05873K108 2 550 SH DEFINED 24 0 0 550
BANCFIRST CORP COMMON 05945F103 1592 18300 SH DEFINED 15 10200 0 8100
BANCFIRST CORP COMMON 05945F103 35 400 SH DEFINED 15,14 400 0 0
BANCFIRST CORP COMMON 05945F103 478 5500 SH DEFINED 5,15 5500 0 0
BANCO BRADESCO SA ADR REP1 PRF COMMON 059460303 3893 110000 SH DEFINED 9 110000 0 0
BANCO BRADESCO SA ADR REP1 PRF COMMON 059460303 453 12800 SH DEFINED 9,15 12800 0 0
BANCO BRADESCO SA ADR REP1 PRF COMMON 059460303 1101 31100 SH DEFINED 9,22 31100 0 0
BANCO BRADESCO SA ADR REP1 PRF COMMON 059460303 1709 48300 SH DEFINED 12,14 48300 0 0
BANCO ITAU HOLDING FIN-ADR COMMON 059602201 1055 11400 SH DEFINED 1 11400 0 0
BANCO ITAU HOLDING FIN-ADR COMMON 059602201 402 4350 SH DEFINED 9 4350 0 0
BANCO ITAU HOLDING FIN-ADR COMMON 059602201 46 500 SH DEFINED 9,7 500 0 0
BANCO ITAU HOLDING FIN-ADR COMMON 059602201 467 5050 SH DEFINED 9,15 5050 0 0
BANCO ITAU HOLDING FIN-ADR COMMON 059602201 1147 12400 SH DEFINED 9,22 12400 0 0
BANCO ITAU HOLDING FIN-ADR COMMON 059602201 379 4100 SH DEFINED 2 4100 0 0
BANCO SANTANDER CEN ADR COMMON 05964H105 1459 126018 SH DEFINED 15 49800 0 76218
BANCO SANTANDER CEN ADR COMMON 05964H105 33 2850 SH DEFINED 24 2450 0 400
BANCO SANTANDER CHILE ADR COMMON 05965X109 969 30000 SH DEFINED 9 30000 0 0
BANCORPSOUTH INC COMMON 059692103 1475 62500 SH DEFINED 15 31900 0 30600
BANCORPSOUTH INC COMMON 059692103 33 1400 SH DEFINED 15,14 1400 0 0
BANCORPSOUTH INC COMMON 059692103 179 7600 SH DEFINED 5,15 7600 0 0
BANDAG INC COMMON 059815100 2399 52100 SH DEFINED 1 52100 0 0
BANDAG INC COMMON 059815100 23 500 SH DEFINED 15 500 0 0
BANDAG INC COMMON 059815100 5 115 SH DEFINED 6 115 0 0
BANDAG INC-CL A COMMON 059815308 5 117 SH DEFINED 6 117 0 0
BANK OF AMERICA CORP COMMON 060505104 192047 4210638 SH DEFINED 1 4205078 0 5560
BANK OF AMERICA CORP COMMON 060505104 82417 1807000 SH DEFINED 1,2 1807000 0 0
BANK OF AMERICA CORP COMMON 060505104 2385 52300 SH DEFINED 9 52300 0 0
BANK OF AMERICA CORP COMMON 060505104 32579 714290 SH DEFINED 9,15 714290 0 0
BANK OF AMERICA CORP COMMON 060505104 718 15741 SH DEFINED 11,8 15741 0 0
BANK OF AMERICA CORP COMMON 060505104 239244 5245437 SH DEFINED 15 4399097 0 841000
BANK OF AMERICA CORP COMMON 060505104 3658 80200 SH DEFINED 15,14 80200 0 0
BANK OF AMERICA CORP COMMON 060505104 1531 33570 SH DEFINED 15,22 33570 0 0
BANK OF AMERICA CORP COMMON 060505104 11891 260700 SH DEFINED 15,8 260700 0 0
BANK OF AMERICA CORP COMMON 060505104 29155 639224 SH DEFINED 2 639224 0 0
BANK OF AMERICA CORP COMMON 060505104 4852 106370 SH DEFINED 23 106370 0 0
BANK OF AMERICA CORP COMMON 060505104 72639 1592617 SH DEFINED 24 237133 0 1355484
BANK OF AMERICA CORP COMMON 060505104 6 125 SH DEFINED 4 125 0 0
BANK OF AMERICA CORP COMMON 060505104 7535 165200 SH DEFINED 5,15 165200 0 0
BANK OF AMERICA CORP COMMON 060505104 24731 542234 SH DEFINED 6 542234 0 0
BANK OF AMERICA CORP COMMON 060505104 319 7000 SH DEFINED 7 7000 0 0
BANK OF AMERICA CORP COMMON 060505104 10254 224821 SH DEFINED 8 224821 0 0
BANK OF AMERICA CORP COMMON 060505104 198 4344 SH DEFINED 8,10 4344 0 0
BANK OF AMERICA CORP COMMON 060505104 618 13545 SH DEFINED 8,13 13545 0 0
BANK OF GRANITE CORP COMMON 062401104 19 1000 SH DEFINED 15 1000 0 0
BANK OF GRANITE CORP COMMON 062401104 48 2500 SH DEFINED 5,15 2500 0 0
BANK OF GRANITE CORP COMMON 062401104 4 233 SH DEFINED 6 233 0 0
BANK OF HAWAII CORP COMMON 062540109 6177 121720 SH DEFINED 1 121720 0 0
BANK OF HAWAII CORP COMMON 062540109 3715 73200 SH DEFINED 15 72200 0 1000
BANK OF HAWAII CORP COMMON 062540109 924 18200 SH DEFINED 15,8 18200 0 0
BANK OF HAWAII CORP COMMON 062540109 566 11152 SH DEFINED 24 0 0 11152
BANK OF MARIN-CA COMMON 063431100 48 1499 SH DEFINED 24 0 0 1499
BANK OF MONTREAL COMMON 063671101 47825 1027200 SH DEFINED 1,3 1027200 0 0
BANK OF MONTREAL COMMON 063671101 1643 35300 SH DEFINED 9,15 35300 0 0
BANK OF MONTREAL COMMON 063671101 838 18000 SH DEFINED 11,8 18000 0 0
BANK OF MONTREAL COMMON 063671101 759 16300 SH DEFINED 2 16300 0 0
BANK OF MONTREAL COMMON 063671101 243 5227 SH DEFINED 23 5227 0 0
BANK OF MONTREAL COMMON 063671101 108920 2339400 SH DEFINED 3 2339400 0 0
BANK OF MONTREAL COMMON 063671101 3128 67192 SH DEFINED 8 67192 0 0
BANK OF MONTREAL COMMON 063671101 694 14896 SH DEFINED 8,13 14896 0 0
BANK OF NEW YORK CO INC COMMON 064057102 377801 13127215 SH DEFINED 1 13127215 0 0
BANK OF NEW YORK CO INC COMMON 064057102 35221 1223800 SH DEFINED 1,2 1223800 0 0
BANK OF NEW YORK CO INC COMMON 064057102 249 8640 SH DEFINED 9,15 8640 0 0
BANK OF NEW YORK CO INC COMMON 064057102 41471 1440981 SH DEFINED 15 869098 0 564053
BANK OF NEW YORK CO INC COMMON 064057102 998 34660 SH DEFINED 15,22 34660 0 0
BANK OF NEW YORK CO INC COMMON 064057102 262 9100 SH DEFINED 15,8 9100 0 0
BANK OF NEW YORK CO INC COMMON 064057102 7822 271800 SH DEFINED 2 271800 0 0
BANK OF NEW YORK CO INC COMMON 064057102 337 11700 SH DEFINED 2,14 11700 0 0
BANK OF NEW YORK CO INC COMMON 064057102 4952 172064 SH DEFINED 24 162062 0 10002
BANK OF NEW YORK CO INC COMMON 064057102 714 24800 SH DEFINED 3 24800 0 0
BANK OF NEW YORK CO INC COMMON 064057102 19095 663483 SH DEFINED 4 663483 0 0
BANK OF NEW YORK CO INC COMMON 064057102 442 15360 SH DEFINED 5,15 0 0 15360
BANK OF NEW YORK CO INC COMMON 064057102 4122 143217 SH DEFINED 6 143217 0 0
BANK OF NEW YORK CO INC COMMON 064057102 716 24877 SH DEFINED 8 24877 0 0
BANK OF NOVA SCOTIA COMMON 064149107 97914 2958424 SH DEFINED 1,3 2958424 0 0
BANK OF NOVA SCOTIA COMMON 064149107 2181 65600 SH DEFINED 9,15 65600 0 0
BANK OF NOVA SCOTIA COMMON 064149107 174 5261 SH DEFINED 11,8 5261 0 0
BANK OF NOVA SCOTIA COMMON 064149107 1605 48500 SH DEFINED 2 48500 0 0
BANK OF NOVA SCOTIA COMMON 064149107 36 1100 SH DEFINED 23 1100 0 0
BANK OF NOVA SCOTIA COMMON 064149107 649117 19612800 SH DEFINED 3 19612800 0 0
BANK OF NOVA SCOTIA COMMON 064149107 1980 59818 SH DEFINED 8 59818 0 0
BANK OF NOVA SCOTIA COMMON 064149107 147 4454 SH DEFINED 8,13 4454 0 0
BANKATLANTIC BANCORP INC CL A COMMON 065908501 40 2125 SH DEFINED 6 475 575 1075
BANKUNITED FINANCIAL CORP CL A COMMON 06652B103 3410 126100 SH DEFINED 1 126100 0 0
BANNER CORPORATION COMMON 06652V109 25 900 SH DEFINED 15 900 0 0
BANNER CORPORATION COMMON 06652V109 62 2200 SH DEFINED 5,15 2200 0 0
BANTA CORP COMMON 066821109 2794 61600 SH DEFINED 1 61600 0 0
BANTA CORP COMMON 066821109 41 900 SH DEFINED 6 0 0 900
BARD (C.R.) INC COMMON 067383109 51128 768730 SH DEFINED 1 768730 0 0
BARD (C.R.) INC COMMON 067383109 51253 770600 SH DEFINED 1,2 770600 0 0
BARD (C.R.) INC COMMON 067383109 72 1090 SH DEFINED 9,15 1090 0 0
BARD (C.R.) INC COMMON 067383109 1180 17738 SH DEFINED 15 16238 0 1500
BARD (C.R.) INC COMMON 067383109 1104 16600 SH DEFINED 15,22 16600 0 0
BARD (C.R.) INC COMMON 067383109 326 4900 SH DEFINED 15,8 4900 0 0
BARD (C.R.) INC COMMON 067383109 14175 213130 SH DEFINED 2 213130 0 0
BARD (C.R.) INC COMMON 067383109 133 2000 SH DEFINED 20 2000 0 0
BARD (C.R.) INC COMMON 067383109 1068 16064 SH DEFINED 23 16064 0 0
BARD (C.R.) INC COMMON 067383109 120 1800 SH DEFINED 24 0 0 1800
BARD (C.R.) INC COMMON 067383109 164 2460 SH DEFINED 6 1860 600 0
BARD (C.R.) INC COMMON 067383109 270 4062 SH DEFINED 8 4062 0 0
BARCLAYS PLC ADR COMMON 06738E204 4 100 SH DEFINED 24 0 0 100
BARNES & NOBLE INC COMMON 067774109 40 1020 SH DEFINED 15 1020 0 0
BARNES & NOBLE INC COMMON 067774109 24196 623600 SH DEFINED 15 565200 0 43500
BARNES & NOBLE INC COMMON 067774109 1051 27100 SH DEFINED 15,8 27100 0 0
BARNES & NOBLE INC COMMON 067774109 233 6000 SH DEFINED 23 6000 0 0
BARNES & NOBLE INC COMMON 067774109 101 2600 SH DEFINED 24 0 0 2600
BARNES & NOBLE INC COMMON 067774109 407 10500 SH DEFINED 5,15 10500 0 0
BARNES & NOBLE INC COMMON 067774109 50 1287 SH DEFINED 8 1287 0 0
BARNES GROUP INC COMMON 067806109 36 1100 SH DEFINED 6 0 0 1100
BARRICK GOLD CORP COMMON 067901108 7284 291000 SH DEFINED 1 291000 0 0
BARRICK GOLD CORP COMMON 067901108 22171 887500 SH DEFINED 1,3 887500 0 0
BARRICK GOLD CORP COMMON 067901108 2828 113000 SH DEFINED 9,15 113000 0 0
BARRICK GOLD CORP COMMON 067901108 2042 81600 SH DEFINED 2 81600 0 0
BARRICK GOLD CORP COMMON 067901108 19 750 SH DEFINED 24 0 0 750
BARRICK GOLD CORP COMMON 067901108 382373 15306150 SH DEFINED 3 15306150 0 0
BARRICK GOLD CORP COMMON 067901108 518 20716 SH DEFINED 8 20716 0 0
BARNWELL INDUSTRIES INC COMMON 068221100 258 3900 SH DEFINED 1 3900 0 0
BARR PHARMACEUTICALS INC COMMON 068306109 31 640 SH DEFINED 15 640 0 0
BARR PHARMACEUTICALS INC COMMON 068306109 380 7800 SH DEFINED 9,15 7800 0 0
BARR PHARMACEUTICALS INC COMMON 068306109 10828 222158 SH DEFINED 15 209845 0 9313
BARR PHARMACEUTICALS INC COMMON 068306109 551 11300 SH DEFINED 15,8 11300 0 0
BARR PHARMACEUTICALS INC COMMON 068306109 384 7870 SH DEFINED 5,15 500 0 7370
BARR PHARMACEUTICALS INC COMMON 068306109 41 850 SH DEFINED 6 850 0 0
BILL BARRETT CORP COMMON 06846N104 4940 167000 SH DEFINED 1 167000 0 0
BARRY (R.G.) COMMON 068798107 108 22221 SH DEFINED 24 22221 0 0
BAUSCH & LOMB INC COMMON 071707103 126 1520 SH DEFINED 15 1000 0 520
BAUSCH & LOMB INC COMMON 071707103 299 3600 SH DEFINED 9 3600 0 0
BAUSCH & LOMB INC COMMON 071707103 3054 36800 SH DEFINED 9,15 36800 0 0
BAUSCH & LOMB INC COMMON 071707103 39438 475154 SH DEFINED 15 423454 0 46000
BAUSCH & LOMB INC COMMON 071707103 465 5600 SH DEFINED 15,14 5600 0 0
BAUSCH & LOMB INC COMMON 071707103 1511 18200 SH DEFINED 15,8 18200 0 0
BAUSCH & LOMB INC COMMON 071707103 103 1239 SH DEFINED 23 1239 0 0
BAUSCH & LOMB INC COMMON 071707103 98 1185 SH DEFINED 24 660 0 525
BAUSCH & LOMB INC COMMON 071707103 1544 18600 SH DEFINED 5,15 18600 0 0
BAUSCH & LOMB INC COMMON 071707103 2 19 SH DEFINED 6 19 0 0
BAUSCH & LOMB INC COMMON 071707103 346 4172 SH DEFINED 8 4172 0 0
BAUSCH & LOMB INC COMMON 071707103 31 372 SH DEFINED 8,10 372 0 0
BAXTER INTERNATIONAL INC COMMON 071813109 104496 2816600 SH DEFINED 1 2816600 0 0
BAXTER INTERNATIONAL INC COMMON 071813109 3330 89752 SH DEFINED 15 80652 0 9100
BAXTER INTERNATIONAL INC COMMON 071813109 1655 44600 SH DEFINED 15,22 44600 0 0
BAXTER INTERNATIONAL INC COMMON 071813109 712 19200 SH DEFINED 15,8 19200 0 0
BAXTER INTERNATIONAL INC COMMON 071813109 676 18224 SH DEFINED 18 0 0 18224
BAXTER INTERNATIONAL INC COMMON 071813109 672 18100 SH DEFINED 2 18100 0 0
BAXTER INTERNATIONAL INC COMMON 071813109 575 15500 SH DEFINED 20 15500 0 0
BAXTER INTERNATIONAL INC COMMON 071813109 93 2500 SH DEFINED 23 2500 0 0
BAXTER INTERNATIONAL INC COMMON 071813109 1380 37198 SH DEFINED 24 2045 0 35153
BAXTER INTERNATIONAL INC COMMON 071813109 14777 398300 SH DEFINED 3 398300 0 0
BAXTER INTERNATIONAL INC COMMON 071813109 407 10973 SH DEFINED 6 10973 0 0
BAXTER INTERNATIONAL INC COMMON 071813109 766 20657 SH DEFINED 8 20657 0 0
BAYER AG ADR COMMON 072730302 33 1000 SH DEFINED 24 0 0 1000
BEA SYSTEMS INC COMMON 073325102 12222 1392000 SH DEFINED 1 1392000 0 0
BEA SYSTEMS INC COMMON 073325102 8122 925000 SH DEFINED 15 797400 0 78900
BEA SYSTEMS INC COMMON 073325102 112 12800 SH DEFINED 15,8 12800 0 0
BEA SYSTEMS INC COMMON 073325102 571 65000 SH DEFINED 2 65000 0 0
BEA SYSTEMS INC COMMON 073325102 3 300 SH DEFINED 24 0 0 300
BEA SYSTEMS INC COMMON 073325102 70 8000 SH DEFINED 5,15 8000 0 0
BEA SYSTEMS INC COMMON 073325102 87 9898 SH DEFINED 6 9898 0 0
BEA SYSTEMS INC COMMON 073325102 121 13763 SH DEFINED 8 13763 0 0
BEAR STEARNS COMPANIES INC COMMON 073902108 28575 274920 SH DEFINED 1 72700 0 202220
BEAR STEARNS COMPANIES INC COMMON 073902108 811 7800 SH DEFINED 9 7800 0 0
BEAR STEARNS COMPANIES INC COMMON 073902108 8157 78480 SH DEFINED 9,15 78480 0 0
BEAR STEARNS COMPANIES INC COMMON 073902108 824 7930 SH DEFINED 12 7930 0 0
BEAR STEARNS COMPANIES INC COMMON 073902108 284 2730 SH DEFINED 12,14 2730 0 0
BEAR STEARNS COMPANIES INC COMMON 073902108 72626 698734 SH DEFINED 15 649476 0 46218
BEAR STEARNS COMPANIES INC COMMON 073902108 1247 12000 SH DEFINED 15,14 12000 0 0
BEAR STEARNS COMPANIES INC COMMON 073902108 1902 18300 SH DEFINED 15,8 18300 0 0
BEAR STEARNS COMPANIES INC COMMON 073902108 2999 28850 SH DEFINED 2 28850 0 0
BEAR STEARNS COMPANIES INC COMMON 073902108 912 8777 SH DEFINED 23 8777 0 0
BEAR STEARNS COMPANIES INC COMMON 073902108 30 292 SH DEFINED 24 0 0 292
BEAR STEARNS COMPANIES INC COMMON 073902108 44 425 SH DEFINED 4 425 0 0
BEAR STEARNS COMPANIES INC COMMON 073902108 3175 30545 SH DEFINED 5,15 25400 0 5145
BEAR STEARNS COMPANIES INC COMMON 073902108 486 4673 SH DEFINED 6 4673 0 0
BEAR STEARNS COMPANIES INC COMMON 073902108 353 3400 SH DEFINED 7 3400 0 0
BEAR STEARNS COMPANIES INC COMMON 073902108 1196 11505 SH DEFINED 8 11505 0 0
BEAR STEARNS COMPANIES INC COMMON 073902108 111 1068 SH DEFINED 8,10 1068 0 0
BEAZER HOMES USA INC COMMON 07556Q105 14722 257600 SH DEFINED 1 257600 0 0
BEAZER HOMES USA INC COMMON 07556Q105 4138 72400 SH DEFINED 2 72400 0 0
BEBE STORES INC COMMON 075571109 10890 411412 SH DEFINED 1 411412 0 0
BEBE STORES INC COMMON 075571109 3132 118309 SH DEFINED 2 118309 0 0
BEBE STORES INC COMMON 075571109 29 1087 SH DEFINED 24 1087 0 0
BECKMAN COULTER INC COMMON 075811109 6026 94800 SH DEFINED 1 94800 0 0
BECKMAN COULTER INC COMMON 075811109 280 4400 SH DEFINED 2 4400 0 0
BECKMAN COULTER INC COMMON 075811109 35 550 SH DEFINED 24 0 0 550
BECKMAN COULTER INC COMMON 075811109 6 100 SH DEFINED 6 100 0 0
BECTON DICKINSON & CO COMMON 075887109 72921 1389760 SH DEFINED 1 1389760 0 0
BECTON DICKINSON & CO COMMON 075887109 54264 1034200 SH DEFINED 1,2 1034200 0 0
BECTON DICKINSON & CO COMMON 075887109 876 16700 SH DEFINED 9 16700 0 0
BECTON DICKINSON & CO COMMON 075887109 10277 195870 SH DEFINED 9,15 195870 0 0
BECTON DICKINSON & CO COMMON 075887109 69853 1331294 SH DEFINED 15 1211394 0 119900
BECTON DICKINSON & CO COMMON 075887109 1354 25800 SH DEFINED 15,14 25800 0 0
BECTON DICKINSON & CO COMMON 075887109 829 15800 SH DEFINED 15,22 15800 0 0
BECTON DICKINSON & CO COMMON 075887109 2482 47300 SH DEFINED 15,8 47300 0 0
BECTON DICKINSON & CO COMMON 075887109 18775 357820 SH DEFINED 2 357820 0 0
BECTON DICKINSON & CO COMMON 075887109 115 2200 SH DEFINED 20 2200 0 0
BECTON DICKINSON & CO COMMON 075887109 1180 22492 SH DEFINED 23 22492 0 0
BECTON DICKINSON & CO COMMON 075887109 1367 26050 SH DEFINED 24 20000 0 6050
BECTON DICKINSON & CO COMMON 075887109 72 1376 SH DEFINED 4 1376 0 0
BECTON DICKINSON & CO COMMON 075887109 3626 69100 SH DEFINED 5,15 69100 0 0
BECTON DICKINSON & CO COMMON 075887109 367 7000 SH DEFINED 6 7000 0 0
BECTON DICKINSON & CO COMMON 075887109 320 6100 SH DEFINED 7 6100 0 0
BECTON DICKINSON & CO COMMON 075887109 1714 32668 SH DEFINED 8 32668 0 0
BECTON DICKINSON & CO COMMON 075887109 117 2223 SH DEFINED 8,10 2223 0 0
BED BATH & BEYOND INC COMMON 075896100 54527 1305100 SH DEFINED 1 1305100 0 0
BED BATH & BEYOND INC COMMON 075896100 50136 1200000 SH DEFINED 1,2 1200000 0 0
BED BATH & BEYOND INC COMMON 075896100 2740 65575 SH DEFINED 15 37626 0 27949
BED BATH & BEYOND INC COMMON 075896100 305 7300 SH DEFINED 15,8 7300 0 0
BED BATH & BEYOND INC COMMON 075896100 16215 388115 SH DEFINED 2 388115 0 0
BED BATH & BEYOND INC COMMON 075896100 882 21100 SH DEFINED 23 21100 0 0
BED BATH & BEYOND INC COMMON 075896100 2498 59780 SH DEFINED 24 53685 0 6095
BED BATH & BEYOND INC COMMON 075896100 8 196 SH DEFINED 4 196 0 0
BED BATH & BEYOND INC COMMON 075896100 15198 363771 SH DEFINED 6 363771 0 0
BED BATH & BEYOND INC COMMON 075896100 415 9932 SH DEFINED 8 9932 0 0
BEDFORD PROPERTY INVESTORS COMMON 076446301 1006 43700 SH DEFINED 15 13900 0 29800
BELLSOUTH CORP COMMON 079860102 27617 1039395 SH DEFINED 1 1036780 0 2615
BELLSOUTH CORP COMMON 079860102 239 9000 SH DEFINED 9 9000 0 0
BELLSOUTH CORP COMMON 079860102 1329 50000 SH DEFINED 9,15 50000 0 0
BELLSOUTH CORP COMMON 079860102 25429 957065 SH DEFINED 15 868565 0 88500
BELLSOUTH CORP COMMON 079860102 369 13900 SH DEFINED 15,14 13900 0 0
BELLSOUTH CORP COMMON 079860102 6327 238120 SH DEFINED 15,22 238120 0 0
BELLSOUTH CORP COMMON 079860102 3449 129800 SH DEFINED 15,8 129800 0 0
BELLSOUTH CORP COMMON 079860102 771 29016 SH DEFINED 23 29016 0 0
BELLSOUTH CORP COMMON 079860102 1854 69773 SH DEFINED 24 11482 0 58291
BELLSOUTH CORP COMMON 079860102 5 200 SH DEFINED 4 200 0 0
BELLSOUTH CORP COMMON 079860102 733 27600 SH DEFINED 5,15 27600 0 0
BELLSOUTH CORP COMMON 079860102 1450 54560 SH DEFINED 6 54560 0 0
BELLSOUTH CORP COMMON 079860102 311 11700 SH DEFINED 7 11700 0 0
BELLSOUTH CORP COMMON 079860102 1691 63651 SH DEFINED 8 63651 0 0
BELO CORPORATION COMMON 080555105 64846 2705316 SH DEFINED 1 2705316 0 0
BELO CORPORATION COMMON 080555105 157 6550 SH DEFINED 1,3 6550 0 0
BELO CORPORATION COMMON 080555105 1072 44726 SH DEFINED 15 44726 0 0
BELO CORPORATION COMMON 080555105 1043 43510 SH DEFINED 15,14 43510 0 0
BELO CORPORATION COMMON 080555105 6521 272050 SH DEFINED 2 272050 0 0
BELO CORPORATION COMMON 080555105 452 18846 SH DEFINED 24 0 0 18846
BELO CORPORATION COMMON 080555105 34190 1426380 SH DEFINED 4 1426380 0 0
BELO CORPORATION COMMON 080555105 304 12700 SH DEFINED 5,2 12700 0 0
BEMA GOLD CORPORATION COMMON 08135F107 2390 1000000 SH DEFINED 1 1000000 0 0
BEMA GOLD CORPORATION COMMON 08135F107 526 220000 SH DEFINED 2 220000 0 0
BEMIS COMPANY COMMON 081437105 2925 110200 SH DEFINED 1 110200 0 0
BEMIS COMPANY COMMON 081437105 275 10370 SH DEFINED 15 10370 0 0
BENCHMARK ELECTRONICS INC COMMON 08160H101 14054 462000 SH DEFINED 1 462000 0 0
BENCHMARK ELECTRONICS INC COMMON 08160H101 6 181 SH DEFINED 15 181 0 0
BENCHMARK ELECTRONICS INC COMMON 08160H101 1947 64000 SH DEFINED 2 64000 0 0
BENCHMARK ELECTRONICS INC COMMON 08160H101 21 675 SH DEFINED 6 675 0 0
BERKLEY (WR) CORP COMMON 084423102 4480 125550 SH DEFINED 1 122900 0 2650
BERKLEY (WR) CORP COMMON 084423102 350 9800 SH DEFINED 9 9800 0 0
BERKLEY (WR) CORP COMMON 084423102 211 5906 SH DEFINED 15 5906 0 0
BERKLEY (WR) CORP COMMON 084423102 406 11389 SH DEFINED 24 0 0 11389
BERKSHIRE HATHAWAY INC CL A COMMON 084670108 113143 1355 SH DEFINED 1 1355 0 0
BERKSHIRE HATHAWAY INC CL A COMMON 084670108 59285 710 SH DEFINED 1,2 710 0 0
BERKSHIRE HATHAWAY INC CL A COMMON 084670108 585 7 SH DEFINED 2 7 0 0
BERKSHIRE HATHAWAY INC CL A COMMON 084670108 334 4 SH DEFINED 23 4 0 0
BERKSHIRE HATHAWAY INC CL A COMMON 084670108 1587 19 SH DEFINED 24 13 0 6
BERKSHIRE HATHAWAY INC CL A COMMON 084670108 1002 12 SH DEFINED 6 12 0 0
BERKSHIRE HATHAWAY INC CL A COMMON 084670108 84 1 SH DEFINED 8 1 0 0
BERKSHIRE HATHAWAY INC CLASS B COMMON 084670207 4746 1705 SH DEFINED 9,15 1705 0 0
BERKSHIRE HATHAWAY INC CLASS B COMMON 084670207 5381 1933 SH DEFINED 24 882 0 1051
BERKSHIRE HATHAWAY INC CLASS B COMMON 084670207 3933 1413 SH DEFINED 6 1413 0 0
BEST BUY COMPANY INC COMMON 086516101 36006 525250 SH DEFINED 1 525250 0 0
BEST BUY COMPANY INC COMMON 086516101 37703 550000 SH DEFINED 1,2 550000 0 0
BEST BUY COMPANY INC COMMON 086516101 75 1100 SH DEFINED 9,15 1100 0 0
BEST BUY COMPANY INC COMMON 086516101 3153 46000 SH DEFINED 15 42200 0 3800
BEST BUY COMPANY INC COMMON 086516101 692 10100 SH DEFINED 15,8 10100 0 0
BEST BUY COMPANY INC COMMON 086516101 15846 231160 SH DEFINED 2 231160 0 0
BEST BUY COMPANY INC COMMON 086516101 29 418 SH DEFINED 23 418 0 0
BEST BUY COMPANY INC COMMON 086516101 387 5640 SH DEFINED 24 2580 0 3060
BEST BUY COMPANY INC COMMON 086516101 14946 218033 SH DEFINED 6 218033 0 0
BEST BUY COMPANY INC COMMON 086516101 645 9406 SH DEFINED 8 9406 0 0
BEST BUY CVT (BBY) 2.25 01-15- CONVERT 086516AF8 2 2000 SH DEFINED 24 0 0 2000
BETHLEHEM STEEL CORP COMMON 087509105 0 15000 SH DEFINED 24 0 0 15000
BHP LTD-ADR COMMON 088606108 3167 116000 SH DEFINED 1 116000 0 0
BHP LTD-ADR COMMON 088606108 410 15000 SH DEFINED 2 15000 0 0
BHP LTD-ADR COMMON 088606108 1269 46473 SH DEFINED 4 46473 0 0
BIG LOTS INC COMMON 089302103 146 11035 SH DEFINED 15 11035 0 0
BINDVIEW DEVELOPMENT CORP COMMON 090327107 1 237 SH DEFINED 6 237 0 0
BIO RAD LABORATORIES CL A COMMON 090572207 278 4700 SH DEFINED 3 4700 0 0
BIO RAD LABORATORIES CL A COMMON 090572207 4601 77700 SH DEFINED 3 77700 0 0
BIOCRYST PHARMACEUTICALS INC COMMON 09058V103 80 15796 SH DEFINED 6 15796 0 0
BIOMET INC COMMON 090613100 99261 2866325 SH DEFINED 1 2866325 0 0
BIOMET INC COMMON 090613100 76712 2215175 SH DEFINED 1,2 2215175 0 0
BIOMET INC COMMON 090613100 11127 321317 SH DEFINED 15 258877 0 62440
BIOMET INC COMMON 090613100 1493 43100 SH DEFINED 15,22 43100 0 0
BIOMET INC COMMON 090613100 18687 539625 SH DEFINED 2 525425 0 14200
BIOMET INC COMMON 090613100 489 14115 SH DEFINED 23 14115 0 0
BIOMET INC COMMON 090613100 133 3845 SH DEFINED 24 105 0 3740
BIOMET INC COMMON 090613100 6328 182740 SH DEFINED 6 182740 0 0
BIOMET INC COMMON 090613100 301 8693 SH DEFINED 8 8693 0 0
BIOMARIN PHARMACEUTICAL INC COMMON 09061G101 90 12000 SH DEFINED 1 12000 0 0
BIOGEN IDEC INC COMMON 09062X103 25097 728500 SH DEFINED 1 728500 0 0
BIOGEN IDEC INC COMMON 09062X103 1412 41000 SH DEFINED 11,2 41000 0 0
BIOGEN IDEC INC COMMON 09062X103 1152 33451 SH DEFINED 15 33451 0 0
BIOGEN IDEC INC COMMON 09062X103 3758 109100 SH DEFINED 15,22 109100 0 0
BIOGEN IDEC INC COMMON 09062X103 1578 45800 SH DEFINED 2 45800 0 0
BIOGEN IDEC INC COMMON 09062X103 101 2940 SH DEFINED 24 1240 0 1700
BIOGEN IDEC INC COMMON 09062X103 337 9780 SH DEFINED 6 9780 0 0
BIOGEN IDEC INC COMMON 09062X103 369 10705 SH DEFINED 8 10705 0 0
BIOMED REALTY TRUST INC COMMON 09063H107 5283 221500 SH DEFINED 1 221500 0 0
BIOMED REALTY TRUST INC COMMON 09063H107 1753 73500 SH DEFINED 15 33400 0 40100
BIOMED REALTY TRUST INC COMMON 09063H107 1693 71000 SH DEFINED 2 71000 0 0
BIOTECH HOLDERS TRUST COMMON 09067D201 17 100 SH DEFINED 24 0 0 100
BIOTECH HOLDERS TRUST COMMON 09067D201 33 200 SH DEFINED 6 200 0 0
BIOSITE INC COMMON 090945106 3 50 SH DEFINED 24 50 0 0
BIOMIRA INC COMMON 09161R106 1 650 SH DEFINED 24 0 0 650
BLACK & DECKER CORP COMMON 091797100 16121 179420 SH DEFINED 1 179420 0 0
BLACK & DECKER CORP COMMON 091797100 17951 199792 SH DEFINED 15 167792 0 30200
BLACK & DECKER CORP COMMON 091797100 1429 15900 SH DEFINED 15,8 15900 0 0
BLACK & DECKER CORP COMMON 091797100 314 3500 SH DEFINED 23 3500 0 0
BLACK & DECKER CORP COMMON 091797100 925 10300 SH DEFINED 5,15 10300 0 0
BLACK & DECKER CORP COMMON 091797100 613 6819 SH DEFINED 6 6819 0 0
BLACK & DECKER CORP COMMON 091797100 405 4508 SH DEFINED 8 4508 0 0
BLACK BOX CORPORATION COMMON 091826107 2967 83800 SH DEFINED 15 47300 0 36500
BLACK BOX CORPORATION COMMON 091826107 60 1700 SH DEFINED 15,14 1700 0 0
BLACK BOX CORPORATION COMMON 091826107 935 26400 SH DEFINED 5,15 26400 0 0
BLACK HILLS CORP COMMON 092113109 5 130 SH DEFINED 6 130 0 0
BLACKBAUD INC COMMON 09227Q100 63 4644 SH DEFINED 24 629 0 4015
BLACKBAUD INC COMMON 09227Q100 3780 279971 SH DEFINED 6 279971 0 0
BLACKROCK INVT QUALITY MUNI CF COMMON 09247D105 1 56 SH DEFINED 24 0 0 56
BLACKROCK INSD MUNI 2008 TR CF COMMON 09247K109 11 700 SH DEFINED 24 0 0 700
BLACKROCK MUNI TARGET TR-06 CF COMMON 09247M105 34 3300 SH DEFINED 24 0 0 3300
BLACKROCK INC COMMON 09247X101 16 200 SH DEFINED 15 200 0 0
BLACKROCK CVT(BLK) 144A 2.625 CONVERT 09247XAA9 26076 25850000 SH DEFINED 15 3500000 0 22350000
BLACKROCK LTD DURATION INC CF COMMON 09249W101 47 2550 SH DEFINED 24 0 0 2550
BLACKROCK MUNI 2020 TERM TRS C COMMON 09249X109 25 1700 SH DEFINED 24 0 0 1700
BLOCK H & R INC COMMON 093671105 230742 3954450 SH DEFINED 1 3954450 0 0
BLOCK H & R INC COMMON 093671105 140 2400 SH DEFINED 1,3 2400 0 0
BLOCK H & R INC COMMON 093671105 13874 237765 SH DEFINED 15 232178 0 4497
BLOCK H & R INC COMMON 093671105 443 7600 SH DEFINED 15,8 7600 0 0
BLOCK H & R INC COMMON 093671105 10576 181250 SH DEFINED 2 181250 0 0
BLOCK H & R INC COMMON 093671105 292 5000 SH DEFINED 2,14 5000 0 0
BLOCK H & R INC COMMON 093671105 285 4888 SH DEFINED 23 4888 0 0
BLOCK H & R INC COMMON 093671105 23 400 SH DEFINED 24 0 0 400
BLOCK H & R INC COMMON 093671105 47002 805524 SH DEFINED 4 805524 0 0
BLOCK H & R INC COMMON 093671105 473 8105 SH DEFINED 5,15 700 0 7405
BLOCK H & R INC COMMON 093671105 263 4500 SH DEFINED 5,2 4500 0 0
BLOCK H & R INC COMMON 093671105 392 6718 SH DEFINED 8 6718 0 0
BLOCKBUSTER INC CL A COMMON 093679108 4 393 SH DEFINED 6 393 0 0
BLOCKBUSTER INC-CL B COMMON 093679207 6 712 SH DEFINED 6 712 0 0
BLOUNT INTERNATIONAL INC COMMON 095180105 25230 1511700 SH DEFINED 1 1511700 0 0
BLOUNT INTERNATIONAL INC COMMON 095180105 1092 65400 SH DEFINED 15 37200 0 28200
BLOUNT INTERNATIONAL INC COMMON 095180105 20 1200 SH DEFINED 15,14 1200 0 0
BLOUNT INTERNATIONAL INC COMMON 095180105 925 55400 SH DEFINED 2 55400 0 0
BLOUNT INTERNATIONAL INC COMMON 095180105 295 17700 SH DEFINED 5,15 17700 0 0
BLUE COAT SYSTEMS INC COMMON 09534T508 4954 165800 SH DEFINED 1 165800 0 0
BLUE COAT SYSTEMS INC COMMON 09534T508 81 2700 SH DEFINED 15 2700 0 0
BLUE COAT SYSTEMS INC COMMON 09534T508 1560 52200 SH DEFINED 2 52200 0 0
BLUE COAT SYSTEMS INC COMMON 09534T508 19 650 SH DEFINED 24 0 0 650
BLUE COAT SYSTEMS INC COMMON 09534T508 197 6600 SH DEFINED 5,15 6600 0 0
BLUE NILE INC COMMON 09578R103 8228 251700 SH DEFINED 1 251700 0 0
BLUE NILE INC COMMON 09578R103 1102 33700 SH DEFINED 15 19700 0 14000
BLUE NILE INC COMMON 09578R103 709 21700 SH DEFINED 15,14 21700 0 0
BLUE NILE INC COMMON 09578R103 12 380 SH DEFINED 2 380 0 0
BLUE NILE INC COMMON 09578R103 500 15300 SH DEFINED 5,15 15300 0 0
BLUE NILE INC COMMON 09578R103 60 1825 SH DEFINED 6 400 500 925
BLYTH INDUSTRIES INC COMMON 09643P108 171 6100 SH DEFINED 15 6100 0 0
BLYTH INDUSTRIES INC COMMON 09643P108 72 2560 SH DEFINED 24 150 0 2410
BLYTH INDUSTRIES INC COMMON 09643P108 7375 262917 SH DEFINED 6 262917 0 0
BOEING CO COMMON 097023105 48559 735740 SH DEFINED 1 735740 0 0
BOEING CO COMMON 097023105 21450 325000 SH DEFINED 1,2 325000 0 0
BOEING CO COMMON 097023105 851 12900 SH DEFINED 9 12900 0 0
BOEING CO COMMON 097023105 5787 87680 SH DEFINED 9,15 87680 0 0
BOEING CO COMMON 097023105 75498 1143910 SH DEFINED 15 1032310 0 111600
BOEING CO COMMON 097023105 1313 19900 SH DEFINED 15,14 19900 0 0
BOEING CO COMMON 097023105 1888 28600 SH DEFINED 15,22 28600 0 0
BOEING CO COMMON 097023105 4000 60600 SH DEFINED 15,8 60600 0 0
BOEING CO COMMON 097023105 3809 57710 SH DEFINED 2 57710 0 0
BOEING CO COMMON 097023105 473 7173 SH DEFINED 23 7173 0 0
BOEING CO COMMON 097023105 938 14207 SH DEFINED 24 1300 0 12907
BOEING CO COMMON 097023105 51 767 SH DEFINED 4 767 0 0
BOEING CO COMMON 097023105 3769 57100 SH DEFINED 5,15 57100 0 0
BOEING CO COMMON 097023105 1059 16043 SH DEFINED 6 16043 0 0
BOEING CO COMMON 097023105 403 6100 SH DEFINED 7 6100 0 0
BOEING CO COMMON 097023105 2125 32204 SH DEFINED 8 32204 0 0
BOEING CO COMMON 097023105 47 712 SH DEFINED 8,10 712 0 0
BOOKHAM INC COMMON 09856E105 20236 6383584 SH DEFINED 9 6383584 0 0
BOOKHAM INC COMMON 09856E105 2441 770082 SH DEFINED 9,22 770082 0 0
BORDERS GROUP INC COMMON 099709107 32 1270 SH DEFINED 15 0 0 1270
BORDERS GROUP INC COMMON 099709107 9299 367400 SH DEFINED 15 327500 0 24600
BORDERS GROUP INC COMMON 099709107 552 21800 SH DEFINED 15,8 21800 0 0
BORDERS GROUP INC COMMON 099709107 18 700 SH DEFINED 24 0 0 700
BORDERS GROUP INC COMMON 099709107 63 2500 SH DEFINED 5,15 2500 0 0
BORG WARNER INC COMMON 099724106 2039 38000 SH DEFINED 15 32700 0 3300
BORG WARNER INC COMMON 099724106 107 2000 SH DEFINED 24 0 0 2000
BORG WARNER INC COMMON 099724106 16 300 SH DEFINED 5,15 300 0 0
BORG WARNER INC COMMON 099724106 82 1524 SH DEFINED 6 1524 0 0
BORLAND SOFTWARE CORPORATION COMMON 099849101 555 80900 SH DEFINED 9 80900 0 0
BORLAND SOFTWARE CORPORATION COMMON 099849101 172 25000 SH DEFINED 9,22 25000 0 0
BOSTON BEER COMPANY INC CL A COMMON 100557107 2958 131800 SH DEFINED 15 82400 0 49400
BOSTON BEER COMPANY INC CL A COMMON 100557107 58 2600 SH DEFINED 15,14 2600 0 0
BOSTON BEER COMPANY INC CL A COMMON 100557107 664 29600 SH DEFINED 5,15 29600 0 0
BOSTON PRIVATE FINANCIAL HOLDI COMMON 101119105 3669 145600 SH DEFINED 1 145600 0 0
BOSTON PRIVATE FINANCIAL HOLDI COMMON 101119105 10 395 SH DEFINED 24 0 0 395
BOSTON PROPERTIES INC COMMON 101121101 3402 48600 SH DEFINED 15 48600 0 0
BOSTON PROPERTIES INC COMMON 101121101 226890 3241287 SH DEFINED 15 2443305 0 729494
BOSTON PROPERTIES INC COMMON 101121101 243 3470 SH DEFINED 24 170 0 3300
BOSTON PROPERTIES INC COMMON 101121101 17511 250153 SH DEFINED 5,15 250153 0 0
BOSTON PROPERTIES INC COMMON 101121101 7953 113618 SH DEFINED 6 113618 0 0
BOSTON SCIENTIFIC CORP COMMON 101137107 16916 626500 SH DEFINED 1 626500 0 0
BOSTON SCIENTIFIC CORP COMMON 101137107 125 4620 SH DEFINED 9,15 4620 0 0
BOSTON SCIENTIFIC CORP COMMON 101137107 21961 813359 SH DEFINED 15 463127 0 347292
BOSTON SCIENTIFIC CORP COMMON 101137107 932 34530 SH DEFINED 15,22 34530 0 0
BOSTON SCIENTIFIC CORP COMMON 101137107 181 6700 SH DEFINED 2 6700 0 0
BOSTON SCIENTIFIC CORP COMMON 101137107 189 7000 SH DEFINED 24 0 0 7000
BOSTON SCIENTIFIC CORP COMMON 101137107 476 17630 SH DEFINED 6 17630 0 0
BOSTON SCIENTIFIC CORP COMMON 101137107 540 19984 SH DEFINED 8 19984 0 0
BOYD GAMING CORP COMMON 103304101 3911 76500 SH DEFINED 1 76500 0 0
BOYKIN LODGING COMPANY COMMON 103430104 213 15900 SH DEFINED 15 15900 0 0
BRADLEY PHARMACEUTICALS INC COMMON 104576103 0 20 SH DEFINED 24 20 0 0
BRADY CORP- CL A COMMON 104674106 4600 148400 SH DEFINED 1 148400 0 0
BRANDYWINE REALTY TRUST COMMON 105368203 481 15700 SH DEFINED 15 15700 0 0
BRANDYWINE REALTY TRUST COMMON 105368203 55754 1819048 SH DEFINED 15 1441099 0 354049
BRANDYWINE REALTY TRUST COMMON 105368203 2648 86400 SH DEFINED 5,15 86400 0 0
BRASCAN CORPORATION COMMON 10549P606 6484 169700 SH DEFINED 1 169700 0 0
BRASCAN CORPORATION COMMON 10549P606 49056 1283950 SH DEFINED 1,3 1283950 0 0
BRASCAN CORPORATION COMMON 10549P606 1179 30900 SH DEFINED 9,15 30900 0 0
BRASCAN CORPORATION COMMON 10549P606 831 21750 SH DEFINED 2 21750 0 0
BRASCAN CORPORATION COMMON 10549P606 233 6100 SH DEFINED 6 4350 1750 0
BRASCAN CORPORATION COMMON 10549P606 382 9996 SH DEFINED 8 9996 0 0
BRASIL TELECOM PART SA ADR COMMON 105530109 253 7000 SH DEFINED 9,15 7000 0 0
BRIGGS & STRATTON COMMON 109043109 59159 1708800 SH DEFINED 1 1708800 0 0
BRIGGS & STRATTON COMMON 109043109 159 4600 SH DEFINED 1,3 4600 0 0
BRIGGS & STRATTON COMMON 109043109 6720 194100 SH DEFINED 2 194100 0 0
BRIGGS & STRATTON COMMON 109043109 312 9000 SH DEFINED 5,2 9000 0 0
BRIGGS & STRATTON COMMON 109043109 138 4000 SH DEFINED 6 4000 0 0
BRIGHT HORIZONS FAMILY SOLUTIO COMMON 109195107 16 400 SH DEFINED 6 400 0 0
BRIGHTPOINT INC COMMON 109473405 4693 211500 SH DEFINED 15 120900 0 90600
BRIGHTPOINT INC COMMON 109473405 91 4100 SH DEFINED 15,14 4100 0 0
BRIGHTPOINT INC COMMON 109473405 1287 58000 SH DEFINED 5,15 58000 0 0
BRIGHTPOINT INC COMMON 109473405 67 3000 SH DEFINED 6 650 825 1525
BRINKER INTERNATIONAL INC COMMON 109641100 3869 96600 SH DEFINED 1 96600 0 0
BRINKER INTERNATIONAL INC COMMON 109641100 22196 554200 SH DEFINED 1,2 554200 0 0
BRINKER INTERNATIONAL INC COMMON 109641100 3933 98200 SH DEFINED 2 98200 0 0
BRINKER INTERNATIONAL INC COMMON 109641100 64 1600 SH DEFINED 24 100 0 1500
BRINKER INTERNATIONAL INC COMMON 109641100 137 3430 SH DEFINED 8 3430 0 0
THE BRINK'S CO COMMON 109696104 979 27200 SH DEFINED 15 24000 0 2000
THE BRINK'S CO COMMON 109696104 7 200 SH DEFINED 5,15 200 0 0
BRISTOL-MYERS SQUIBB CO COMMON 110122108 96924 3880065 SH DEFINED 1 3088160 0 791905
BRISTOL-MYERS SQUIBB CO COMMON 110122108 40842 1635000 SH DEFINED 1,2 1635000 0 0
BRISTOL-MYERS SQUIBB CO COMMON 110122108 255 10200 SH DEFINED 9 10200 0 0
BRISTOL-MYERS SQUIBB CO COMMON 110122108 10101 404350 SH DEFINED 9,15 404350 0 0
BRISTOL-MYERS SQUIBB CO COMMON 110122108 1083 43350 SH DEFINED 12 43350 0 0
BRISTOL-MYERS SQUIBB CO COMMON 110122108 385 15400 SH DEFINED 12,14 15400 0 0
BRISTOL-MYERS SQUIBB CO COMMON 110122108 62492 2501663 SH DEFINED 15 2304099 0 193884
BRISTOL-MYERS SQUIBB CO COMMON 110122108 395 15800 SH DEFINED 15,14 15800 0 0
BRISTOL-MYERS SQUIBB CO COMMON 110122108 4269 170900 SH DEFINED 15,8 170900 0 0
BRISTOL-MYERS SQUIBB CO COMMON 110122108 562 22500 SH DEFINED 2 22500 0 0
BRISTOL-MYERS SQUIBB CO COMMON 110122108 561 22473 SH DEFINED 23 22473 0 0
BRISTOL-MYERS SQUIBB CO COMMON 110122108 4494 179912 SH DEFINED 24 84417 0 95495
BRISTOL-MYERS SQUIBB CO COMMON 110122108 2 74 SH DEFINED 4 74 0 0
BRISTOL-MYERS SQUIBB CO COMMON 110122108 2215 88685 SH DEFINED 5,15 62200 0 26485
BRISTOL-MYERS SQUIBB CO COMMON 110122108 2561 102507 SH DEFINED 6 102507 0 0
BRISTOL-MYERS SQUIBB CO COMMON 110122108 1801 72083 SH DEFINED 8 72083 0 0
BRISTOL-MYERS SQUIBB CO COMMON 110122108 17 672 SH DEFINED 8,10 672 0 0
BRISTOL WEST HOLDINGS INC COMMON 11037M105 602 32900 SH DEFINED 15 32900 0 0
BRITISH AMERN TOB PLC ADR COMMON 110448107 8 200 SH DEFINED 6 200 0 0
BROADCOM CORP CL A COMMON 111320107 14475 407400 SH DEFINED 1 407400 0 0
BROADCOM CORP CL A COMMON 111320107 3086 86869 SH DEFINED 15 86869 0 0
BROADCOM CORP CL A COMMON 111320107 1613 45400 SH DEFINED 15,22 45400 0 0
BROADCOM CORP CL A COMMON 111320107 1553 43700 SH DEFINED 20 43700 0 0
BROADCOM CORP CL A COMMON 111320107 61 1727 SH DEFINED 24 1387 0 340
BROADCOM CORP CL A COMMON 111320107 263 7416 SH DEFINED 8 7416 0 0
BROADWING CORP COMMON 11161E101 0 30 SH DEFINED 24 0 0 30
BROCADE COMMUNICATIONS SYS COMMON 111621108 7931 2044200 SH DEFINED 1 2044200 0 0
BROCADE COMMUNICATIONS SYS COMMON 111621108 5596 1442200 SH DEFINED 15 1242400 0 123400
BROCADE COMMUNICATIONS SYS COMMON 111621108 301 77500 SH DEFINED 2 77500 0 0
BROCADE COMMUNICATIONS SYS COMMON 111621108 358 92353 SH DEFINED 23 92353 0 0
BROCADE COMMUNICATIONS SYS COMMON 111621108 38 9792 SH DEFINED 24 9792 0 0
BROCADE COMMUNICATIONS SYS COMMON 111621108 49 12500 SH DEFINED 5,15 12500 0 0
BROCADE COMMUNICATIONS SYS COMMON 111621108 424 109332 SH DEFINED 8 109332 0 0
BROCADE COMMUNICATIONS SYS COMMON 111621108 24 6184 SH DEFINED 8,10 6184 0 0
BROOKFIELD HOMES CORP COMMON 112723101 3452 75700 SH DEFINED 15 39200 0 36500
BROOKFIELD HOMES CORP COMMON 112723101 78 1700 SH DEFINED 15,14 1700 0 0
BROOKFIELD HOMES CORP COMMON 112723101 406 8900 SH DEFINED 5,15 8900 0 0
BROOKFIELD PROPERTIES CORP COMMON 112900105 1139 39700 SH DEFINED 15 39700 0 0
BROOKFIELD PROPERTIES CORP COMMON 112900105 73243 2544440 SH DEFINED 15 1814667 0 650473
BROOKFIELD PROPERTIES CORP COMMON 112900105 2571 90900 SH DEFINED 3 90900 0 0
BROOKFIELD PROPERTIES CORP COMMON 112900105 5678 197150 SH DEFINED 5,15 197150 0 0
BROOKFIELD PROPERTIES CORP COMMON 112900105 484 17116 SH DEFINED 8 17116 0 0
BROOKLINE BANCORP INC COMMON 11373M107 2169 133400 SH DEFINED 1 133400 0 0
BROOKLINE BANCORP INC COMMON 11373M107 9 568 SH DEFINED 6 568 0 0
BROOKS AUTOMATION INC COMMON 114340102 4214 283754 SH DEFINED 1 283754 0 0
BROOKS AUTOMATION INC COMMON 114340102 74 5000 SH DEFINED 15 5000 0 0
BROOKS AUTOMATION INC COMMON 114340102 183 12300 SH DEFINED 5,15 12300 0 0
BROWN & BROWN INC COMMON 115236101 54 1200 SH DEFINED 24 0 0 1200
BROWN FORMAN CORP CL B COMMON 115637209 527 8724 SH DEFINED 15 8724 0 0
BROWN SHOE COMPANY INC COMMON 115736100 27 700 SH DEFINED 24 0 0 700
BRUNSWICK CORP COMMON 117043109 21901 505570 SH DEFINED 1 505570 0 0
BRUNSWICK CORP COMMON 117043109 2628 60676 SH DEFINED 15 60676 0 0
BRUNSWICK CORP COMMON 117043109 1430 33000 SH DEFINED 2 33000 0 0
BRUNSWICK CORP COMMON 117043109 22 500 SH DEFINED 24 0 0 500
BUCKEYE PARTNERS LP COMMON 118230101 175 3800 SH DEFINED 24 0 0 3800
BUCKEYE PARTNERS LP COMMON 118230101 9860 214490 SH DEFINED 6 214490 0 0
BUCKEYE TECHNOLOGIES INC COMMON 118255108 55 6900 SH DEFINED 15 6900 0 0
BUCKEYE TECHNOLOGIES INC COMMON 118255108 135 17000 SH DEFINED 5,15 17000 0 0
THE BUCKLE INC COMMON 118440106 2816 63500 SH DEFINED 1 63500 0 0
BUILDING MATERIAL HOLDING CP COMMON 120113105 111 1600 SH DEFINED 15 1400 0 200
BUILDING MATERIAL HOLDING CP COMMON 120113105 139 2000 SH DEFINED 5,15 2000 0 0
BUNGE LTD FINANCE CVT(BG) 3.75 CONVERT 120568AE0 12314 6235000 SH DEFINED 15 900000 0 5335000
BUNZL PLC -SPONS ADR COMMON 120738406 480 10293 SH DEFINED 4 10293 0 0
BURLINGTON NORTHERN SANTA FE COMMON 12189T104 26703 567185 SH DEFINED 1 565310 0 1875
BURLINGTON NORTHERN SANTA FE COMMON 12189T104 12194 259000 SH DEFINED 1,3 259000 0 0
BURLINGTON NORTHERN SANTA FE COMMON 12189T104 1186 25200 SH DEFINED 9 25200 0 0
BURLINGTON NORTHERN SANTA FE COMMON 12189T104 311 6600 SH DEFINED 9,7 6600 0 0
BURLINGTON NORTHERN SANTA FE COMMON 12189T104 12888 273750 SH DEFINED 9,15 273750 0 0
BURLINGTON NORTHERN SANTA FE COMMON 12189T104 4072 86500 SH DEFINED 9,2 86500 0 0
BURLINGTON NORTHERN SANTA FE COMMON 12189T104 101861 2163576 SH DEFINED 15 1983376 0 164800
BURLINGTON NORTHERN SANTA FE COMMON 12189T104 1817 38600 SH DEFINED 15,14 38600 0 0
BURLINGTON NORTHERN SANTA FE COMMON 12189T104 4449 94500 SH DEFINED 15,8 94500 0 0
BURLINGTON NORTHERN SANTA FE COMMON 12189T104 9615 204230 SH DEFINED 2 204230 0 0
BURLINGTON NORTHERN SANTA FE COMMON 12189T104 964 20478 SH DEFINED 23 20478 0 0
BURLINGTON NORTHERN SANTA FE COMMON 12189T104 13 268 SH DEFINED 24 0 0 268
BURLINGTON NORTHERN SANTA FE COMMON 12189T104 3804 80800 SH DEFINED 5,15 80800 0 0
BURLINGTON NORTHERN SANTA FE COMMON 12189T104 712 15125 SH DEFINED 6 15125 0 0
BURLINGTON NORTHERN SANTA FE COMMON 12189T104 358 7600 SH DEFINED 7 7600 0 0
BURLINGTON NORTHERN SANTA FE COMMON 12189T104 1443 30652 SH DEFINED 8 30652 0 0
BURLINGTON NORTHERN SANTA FE COMMON 12189T104 64 1359 SH DEFINED 8,10 1359 0 0
BURLINGTON RESOURCES INC COMMON 122014103 33173 600520 SH DEFINED 1 600520 0 0
BURLINGTON RESOURCES INC COMMON 122014103 31238 565500 SH DEFINED 1,2 565500 0 0
BURLINGTON RESOURCES INC COMMON 122014103 1276 23100 SH DEFINED 9 23100 0 0
BURLINGTON RESOURCES INC COMMON 122014103 39 700 SH DEFINED 9,7 700 0 0
BURLINGTON RESOURCES INC COMMON 122014103 13838 250500 SH DEFINED 9,15 250500 0 0
BURLINGTON RESOURCES INC COMMON 122014103 101954 1845654 SH DEFINED 15 1675854 0 145100
BURLINGTON RESOURCES INC COMMON 122014103 1353 24500 SH DEFINED 15,14 24500 0 0
BURLINGTON RESOURCES INC COMMON 122014103 4778 86500 SH DEFINED 15,8 86500 0 0
BURLINGTON RESOURCES INC COMMON 122014103 5988 108400 SH DEFINED 2 108400 0 0
BURLINGTON RESOURCES INC COMMON 122014103 1100 19922 SH DEFINED 23 19922 0 0
BURLINGTON RESOURCES INC COMMON 122014103 5761 104285 SH DEFINED 24 36804 0 67481
BURLINGTON RESOURCES INC COMMON 122014103 458 8290 SH DEFINED 4 8290 0 0
BURLINGTON RESOURCES INC COMMON 122014103 3099 56100 SH DEFINED 5,15 56100 0 0
BURLINGTON RESOURCES INC COMMON 122014103 10299 186436 SH DEFINED 6 186436 0 0
BURLINGTON RESOURCES INC COMMON 122014103 447 8100 SH DEFINED 7 8100 0 0
BURLINGTON RESOURCES INC COMMON 122014103 1591 28799 SH DEFINED 8 28799 0 0
BURLINGTON RESOURCES INC COMMON 122014103 56 1020 SH DEFINED 8,10 1020 0 0
C&D TECHNOLOGIES INC COMMON 124661109 30 3300 SH DEFINED 15 3300 0 0
C&D TECHNOLOGIES INC COMMON 124661109 74 8100 SH DEFINED 5,15 8100 0 0
C&D TECHNOLOGIES INC COMMON 124661109 8 875 SH DEFINED 6 875 0 0
CBL & ASSOCIATES PROPERTIES COMMON 124830100 10651 247300 SH DEFINED 15 155500 0 87600
CBL & ASSOCIATES PROPERTIES COMMON 124830100 52 1200 SH DEFINED 24 0 0 1200
CBL & ASSOCIATES PROPERTIES COMMON 124830100 26 600 SH DEFINED 5,15 600 0 0
CBL & ASSOCIATES PROPERTIES COMMON 124830100 69 1597 SH DEFINED 6 697 300 600
CCC INFORMATION SERVICES GRP COMMON 12487Q109 345 14400 SH DEFINED 15 7900 0 6500
CCC INFORMATION SERVICES GRP COMMON 12487Q109 7 300 SH DEFINED 15,14 300 0 0
CCC INFORMATION SERVICES GRP COMMON 12487Q109 91 3800 SH DEFINED 5,15 3800 0 0
CBRL GROUP INC COMMON 12489V106 16477 423998 SH DEFINED 1 423998 0 0
CBRL GROUP INC COMMON 12489V106 1683 43300 SH DEFINED 15,14 43300 0 0
CBRL GROUP INC COMMON 12489V106 31 790 SH DEFINED 2 790 0 0
CBRL GROUP INC COMMON 12489V106 37 950 SH DEFINED 6 950 0 0
CB RICHARD ELLIS GROUP, INC. COMMON 12497T101 46325 1056200 SH DEFINED 1 1056200 0 0
CB RICHARD ELLIS GROUP, INC. COMMON 12497T101 976 22245 SH DEFINED 15 9445 0 12800
CB RICHARD ELLIS GROUP, INC. COMMON 12497T101 3044 69400 SH DEFINED 2 54000 0 15400
CB RICHARD ELLIS GROUP, INC. COMMON 12497T101 59 1350 SH DEFINED 6 300 350 700
CCL CONVERT BOND TRUST 144A 2. CONVERT 12502RAA6 20991 15000000 SH DEFINED 15 2100000 0 12900000
CDI CORP COMMON 125071100 11 500 SH DEFINED 6 500 0 0
CDW CORP COMMON 12512N105 38299 672500 SH DEFINED 1 672500 0 0
CDW CORP COMMON 12512N105 45560 800000 SH DEFINED 1,2 800000 0 0
CDW CORP COMMON 12512N105 9630 169100 SH DEFINED 2 169100 0 0
CDW CORP COMMON 12512N105 182 3200 SH DEFINED 6 2300 900 0
CDW CORP COMMON 12512N105 218 3834 SH DEFINED 8 3834 0 0
CEC ENTERTAINMENT INC COMMON 125137109 4757 113030 SH DEFINED 1 113030 0 0
CEC ENTERTAINMENT INC COMMON 125137109 14420 342600 SH DEFINED 15 301900 0 28900
CEC ENTERTAINMENT INC COMMON 125137109 442 10500 SH DEFINED 15,8 10500 0 0
CEC ENTERTAINMENT INC COMMON 125137109 269 6400 SH DEFINED 5,15 6400 0 0
CH ENERGY GROUP INC COMMON 12541M102 5 100 SH DEFINED 6 100 0 0
C.H. ROBINSON WORLDWIDE INC COMMON 12541W100 33628 577801 SH DEFINED 1 577801 0 0
C.H. ROBINSON WORLDWIDE INC COMMON 12541W100 401 6889 SH DEFINED 15 189 0 6700
C.H. ROBINSON WORLDWIDE INC COMMON 12541W100 2351 40400 SH DEFINED 2 32000 0 8400
C.H. ROBINSON WORLDWIDE INC COMMON 12541W100 90 1540 SH DEFINED 24 90 0 1450
C.H. ROBINSON WORLDWIDE INC COMMON 12541W100 8942 153636 SH DEFINED 6 153636 0 0
CIGNA CORP COMMON 125509109 48280 451085 SH DEFINED 1 450885 0 200
CIGNA CORP COMMON 125509109 9943 92900 SH DEFINED 1,3 92900 0 0
CIGNA CORP COMMON 125509109 1531 14300 SH DEFINED 9 14300 0 0
CIGNA CORP COMMON 125509109 182 1700 SH DEFINED 9,7 1700 0 0
CIGNA CORP COMMON 125509109 17651 164915 SH DEFINED 9,15 164915 0 0
CIGNA CORP COMMON 125509109 3371 31500 SH DEFINED 9,2 31500 0 0
CIGNA CORP COMMON 125509109 125952 1176795 SH DEFINED 15 1071495 0 96900
CIGNA CORP COMMON 125509109 2365 22100 SH DEFINED 15,14 22100 0 0
CIGNA CORP COMMON 125509109 4238 39600 SH DEFINED 15,8 39600 0 0
CIGNA CORP COMMON 125509109 6023 56270 SH DEFINED 2 53270 0 3000
CIGNA CORP COMMON 125509109 745 6959 SH DEFINED 23 6959 0 0
CIGNA CORP COMMON 125509109 849 7930 SH DEFINED 24 990 0 6940
CIGNA CORP COMMON 125509109 0 3 SH DEFINED 4 3 0 0
CIGNA CORP COMMON 125509109 5116 47800 SH DEFINED 5,15 47800 0 0
CIGNA CORP COMMON 125509109 532 4970 SH DEFINED 6 4970 0 0
CIGNA CORP COMMON 125509109 428 4000 SH DEFINED 7 4000 0 0
CIGNA CORP COMMON 125509109 765 7152 SH DEFINED 8 7152 0 0
CIT GROUP INC COMMON 125581108 5743 133640 SH DEFINED 1 133640 0 0
CIT GROUP INC COMMON 125581108 112 2600 SH DEFINED 9,7 2600 0 0
CIT GROUP INC COMMON 125581108 4129 96100 SH DEFINED 9,15 96100 0 0
CIT GROUP INC COMMON 125581108 21503 500411 SH DEFINED 15 450311 0 40300
CIT GROUP INC COMMON 125581108 2149 50000 SH DEFINED 15,8 50000 0 0
CIT GROUP INC COMMON 125581108 950 22100 SH DEFINED 2 22100 0 0
CIT GROUP INC COMMON 125581108 215 5000 SH DEFINED 23 5000 0 0
CIT GROUP INC COMMON 125581108 314 7300 SH DEFINED 5,15 7300 0 0
CIT GROUP INC COMMON 125581108 247 5755 SH DEFINED 6 4155 1600 0
CIT GROUP INC COMMON 125581108 377 8769 SH DEFINED 8 8769 0 0
CKE RESTAURANTS INC COMMON 12561E105 5173 371600 SH DEFINED 15 198200 0 173400
CKE RESTAURANTS INC COMMON 12561E105 113 8100 SH DEFINED 15,14 8100 0 0
CKE RESTAURANTS INC COMMON 12561E105 788 56600 SH DEFINED 5,15 56600 0 0
CLECO CORPORATION COMMON 12561W105 3378 156600 SH DEFINED 15 89200 0 67400
CLECO CORPORATION COMMON 12561W105 67 3100 SH DEFINED 15,14 3100 0 0
CLECO CORPORATION COMMON 12561W105 65 3000 SH DEFINED 24 0 0 3000
CLECO CORPORATION COMMON 12561W105 1115 51700 SH DEFINED 5,15 51700 0 0
CMGI INC COMMON 125750109 0 198 SH DEFINED 24 0 0 198
CMS ENERGY CORP COMMON 125896100 31 2080 SH DEFINED 15 2080 0 0
CMS ENERGY CORP COMMON 125896100 543 36080 SH DEFINED 15 34880 0 1200
CMS ENERGY CORP COMMON 125896100 169 11200 SH DEFINED 15,8 11200 0 0
CMS ENERGY CORP COMMON 125896100 8 500 SH DEFINED 24 0 0 500
CMS ENERGY CORP COMMON 125896100 179 11875 SH DEFINED 6 2600 3175 6100
CSK AUTO CORP COMMON 125965103 6347 380500 SH DEFINED 1 380500 0 0
CSK AUTO CORP COMMON 125965103 3755 225100 SH DEFINED 1,3 225100 0 0
CSK AUTO CORP COMMON 125965103 52 3100 SH DEFINED 9,7 3100 0 0
CSK AUTO CORP COMMON 125965103 1273 76300 SH DEFINED 9,2 76300 0 0
CSK AUTO CORP COMMON 125965103 455 27300 SH DEFINED 2 27300 0 0
CNF INC COMMON 12612W104 2389 53200 SH DEFINED 1 53200 0 0
CNF INC COMMON 12612W104 99 2200 SH DEFINED 9,7 2200 0 0
CNF INC COMMON 12612W104 844 18800 SH DEFINED 2 18800 0 0
CNF INC COMMON 12612W104 294 6550 SH DEFINED 6 4125 1900 525
CNOOC LTD- ADR COMMON 126132109 955 16100 SH DEFINED 1 16100 0 0
CNOOC LTD- ADR COMMON 126132109 934 15749 SH DEFINED 4 15749 0 0
CNS INC COMMON 126136100 482 21100 SH DEFINED 15 10900 0 10200
CNS INC COMMON 126136100 11 500 SH DEFINED 15,14 500 0 0
CNS INC COMMON 126136100 57 2500 SH DEFINED 5,15 2500 0 0
CNET NETWORKS INC COMMON 12613R104 4 300 SH DEFINED 24 0 0 300
CPFL ENERGIA SA-ADR COMMON 126153105 901 38000 SH DEFINED 9 38000 0 0
CP HOLDRS COMMON 12616K106 397 4000 SH DEFINED 6 4000 0 0
CRA INTERNATIONAL INC COMMON 12618T105 12084 224400 SH DEFINED 1 224400 0 0
CRA INTERNATIONAL INC COMMON 12618T105 3807 70700 SH DEFINED 2 70700 0 0
CRA INTERNATIONAL INC COMMON 12618T105 30 550 SH DEFINED 6 125 150 275
CRH PLC ADR COMMON 12626K203 770 29643 SH DEFINED 4 29643 0 0
CSG SYSTEMS INTL INC COMMON 126349109 14569 767600 SH DEFINED 1 767600 0 0
CSG SYSTEMS INTL INC COMMON 126349109 4736 249500 SH DEFINED 15 173600 0 75900
CSG SYSTEMS INTL INC COMMON 126349109 68 3600 SH DEFINED 15,14 3600 0 0
CSG SYSTEMS INTL INC COMMON 126349109 133 7000 SH DEFINED 23 7000 0 0
CSG SYSTEMS INTL INC COMMON 126349109 919 48400 SH DEFINED 5,15 48400 0 0
CSG SYSTEMS INTL INC COMMON 126349109 29 1502 SH DEFINED 8 1502 0 0
CSX CORP COMMON 126408103 18320 429440 SH DEFINED 1 429440 0 0
CSX CORP COMMON 126408103 7427 174104 SH DEFINED 15 148304 0 20500
CSX CORP COMMON 126408103 589 13800 SH DEFINED 15,8 13800 0 0
CSX CORP COMMON 126408103 1327 31100 SH DEFINED 2 25500 0 5600
CSX CORP COMMON 126408103 220 5148 SH DEFINED 24 3448 0 1700
CSX CORP COMMON 126408103 38 900 SH DEFINED 5,15 900 0 0
CSX CORP COMMON 126408103 301 7065 SH DEFINED 6 5465 1600 0
CSX CORP COMMON 126408103 348 8157 SH DEFINED 8 8157 0 0
CT COMMUNICATIONS INC COMMON 126426402 808 61900 SH DEFINED 15 34300 0 27600
CT COMMUNICATIONS INC COMMON 126426402 17 1300 SH DEFINED 15,14 1300 0 0
CT COMMUNICATIONS INC COMMON 126426402 247 18900 SH DEFINED 5,15 18900 0 0
CUNO INC COMMON 126583103 18 250 SH DEFINED 6 250 0 0
CVB FINANCIAL CORP COMMON 126600105 2695 136925 SH DEFINED 1 136925 0 0
CVS CORP COMMON 126650100 19352 665700 SH DEFINED 1 665700 0 0
CVS CORP COMMON 126650100 14535 500000 SH DEFINED 1,2 500000 0 0
CVS CORP COMMON 126650100 9000 309600 SH DEFINED 9 309600 0 0
CVS CORP COMMON 126650100 12739 438201 SH DEFINED 15 356121 0 82080
CVS CORP COMMON 126650100 5331 183400 SH DEFINED 2 183400 0 0
CVS CORP COMMON 126650100 195 6715 SH DEFINED 24 214 0 6501
CVS CORP COMMON 126650100 10012 344400 SH DEFINED 3 344400 0 0
CVS CORP COMMON 126650100 188 6476 SH DEFINED 6 5276 1200 0
CVS CORP COMMON 126650100 773 26576 SH DEFINED 8 26576 0 0
CV THERAPEUTICS INC COMMON 126667104 1872 83500 SH DEFINED 1 83500 0 0
CV THERAPEUTICS INC COMMON 126667104 3924 175000 SH DEFINED 3 175000 0 0
CABLEVISION SYSTEMS CL A COMMON 12686C109 32422 1006893 SH DEFINED 1 1006893 0 0
CABLEVISION SYSTEMS CL A COMMON 12686C109 747 23200 SH DEFINED 15 23200 0 0
CABLEVISION SYSTEMS CL A COMMON 12686C109 3186 98950 SH DEFINED 15,14 98950 0 0
CABLEVISION SYSTEMS CL A COMMON 12686C109 164 5100 SH DEFINED 15,8 5100 0 0
CABLEVISION SYSTEMS CL A COMMON 12686C109 61 1900 SH DEFINED 2 1900 0 0
CABLEVISION SYSTEMS CL A COMMON 12686C109 10 319 SH DEFINED 24 0 0 319
CABLEVISION SYSTEMS CL A COMMON 12686C109 676 21000 SH DEFINED 6 16800 0 4200
CABLEVISION SYSTEMS CL A COMMON 12686C109 175 5439 SH DEFINED 8 5439 0 0
CABOT CORP COMMON 127055101 31 945 SH DEFINED 15 0 0 945
CABOT CORP COMMON 127055101 69 2100 SH DEFINED 15 2100 0 0
CABOT CORP COMMON 127055101 75 2268 SH DEFINED 6 2268 0 0
CABOT OIL & GAS CORP CL A COMMON 127097103 5177 149200 SH DEFINED 15 81200 0 68000
CABOT OIL & GAS CORP CL A COMMON 127097103 111 3200 SH DEFINED 15,14 3200 0 0
CABOT OIL & GAS CORP CL A COMMON 127097103 21 600 SH DEFINED 24 0 0 600
CABOT OIL & GAS CORP CL A COMMON 127097103 1357 39100 SH DEFINED 5,15 39100 0 0
CABOT OIL & GAS CORP CL A COMMON 127097103 94 2700 SH DEFINED 6 600 750 1350
CABOT MICROELECTRONICS CORP COMMON 12709P103 18 638 SH DEFINED 6 638 0 0
CACI INTERNATIONAL INC CL A COMMON 127190304 3834 60700 SH DEFINED 1 60700 0 0
CACI INTERNATIONAL INC CL A COMMON 127190304 436 6900 SH DEFINED 15,22 6900 0 0
CACI INTERNATIONAL INC CL A COMMON 127190304 1491 23600 SH DEFINED 6 23600 0 0
CADBURY SCHWEPPES PLC ADR COMMON 127209302 5474 142800 SH DEFINED 1 142800 0 0
CADBURY SCHWEPPES PLC ADR COMMON 127209302 15124 394584 SH DEFINED 12 374184 0 20400
CADBURY SCHWEPPES PLC ADR COMMON 127209302 56726 1479935 SH DEFINED 15 1432923 0 47012
CADENCE DESIGN SYS INC COMMON 127387108 44925 3288803 SH DEFINED 9 3288803 0 0
CADENCE DESIGN SYS INC COMMON 127387108 1460 106900 SH DEFINED 9,22 106900 0 0
CADENCE DESIGN SYS INC COMMON 127387108 1 60 SH DEFINED 6 60 0 0
CADENCE DESIGN SYS INC COMMON 127387108 158 11570 SH DEFINED 8 11570 0 0
CADMUS COMMUNICATIONS CORP COMMON 127587103 36 2000 SH DEFINED 6 2000 0 0
CAL DIVE INTERNATIONAL INC COMMON 127914109 42173 805280 SH DEFINED 1 805280 0 0
CAL DIVE INTERNATIONAL INC COMMON 127914109 19005 362900 SH DEFINED 15 271300 0 81700
CAL DIVE INTERNATIONAL INC COMMON 127914109 2880 55000 SH DEFINED 15,14 55000 0 0
CAL DIVE INTERNATIONAL INC COMMON 127914109 670 12800 SH DEFINED 15,8 12800 0 0
CAL DIVE INTERNATIONAL INC COMMON 127914109 5490 104840 SH DEFINED 2 104840 0 0
CAL DIVE INTERNATIONAL INC COMMON 127914109 168 3200 SH DEFINED 23 3200 0 0
CAL DIVE INTERNATIONAL INC COMMON 127914109 1555 29700 SH DEFINED 5,15 29700 0 0
CAL DIVE INTERNATIONAL INC COMMON 127914109 36 687 SH DEFINED 8 687 0 0
CALAMOS CVT AND HIGH INCOME CF COMMON 12811P108 34 2073 SH DEFINED 24 0 0 2073
CALAMOS CVT AND HIGH INCOME CF COMMON 12811P108 25 1500 SH DEFINED 6 1500 0 0
CALAMOS STRAT TOT RETURN FD CF COMMON 128125101 28 2000 SH DEFINED 6 2000 0 0
CALIFORNIA COASTAL COMM INC COMMON 129915203 258 7500 SH DEFINED 1 7500 0 0
CALIFORNIA MICRO DEVICES CP COMMON 130439102 3 516 SH DEFINED 24 0 0 516
CALLAWAY GOLF COMPANY COMMON 131193104 2 100 SH DEFINED 24 0 0 100
CALLAWAY GOLF COMPANY COMMON 131193104 71 4600 SH DEFINED 6 1000 1300 2300
CALLIDUS SOFTWARE INC COMMON 13123E500 10349 2843229 SH DEFINED 18 1031239 0 1811990
CALPINE CORPORATION COMMON 131347106 178 52224 SH DEFINED 15 52224 0 0
CALPINE CORPORATION COMMON 131347106 47 13800 SH DEFINED 6 13800 0 0
CAMBREX CORP COMMON 132011107 3 145 SH DEFINED 6 145 0 0
CAMBIOR INC COMMON 13201L103 3706 1700000 SH DEFINED 1 1700000 0 0
CAMBIOR INC COMMON 13201L103 1090 500000 SH DEFINED 2 500000 0 0
CAMBIOR INC COMMON 13201L103 8 3500 SH DEFINED 24 0 0 3500
CAMDEN NATIONAL CORP COMMON 133034108 599 18300 SH DEFINED 15 10200 0 8100
CAMDEN NATIONAL CORP COMMON 133034108 13 400 SH DEFINED 15,14 400 0 0
CAMDEN NATIONAL CORP COMMON 133034108 190 5800 SH DEFINED 5,15 5800 0 0
CAMDEN PROPERTY TRUST COMMON 133131102 726 13500 SH DEFINED 15 13500 0 0
CAMDEN PROPERTY TRUST COMMON 133131102 56525 1051625 SH DEFINED 15 739940 0 288185
CAMDEN PROPERTY TRUST COMMON 133131102 17 320 SH DEFINED 24 0 0 320
CAMDEN PROPERTY TRUST COMMON 133131102 4703 87500 SH DEFINED 5,15 87500 0 0
CAMECO CORP COMMON 13321L108 1780 39900 SH DEFINED 1 39900 0 0
CAMECO CORP COMMON 13321L108 40063 897950 SH DEFINED 1,3 897950 0 0
CAMECO CORP COMMON 13321L108 622 13950 SH DEFINED 2 13950 0 0
CAMECO CORP COMMON 13321L108 22 500 SH DEFINED 6 500 0 0
CAMPBELL SOUP CO COMMON 134429109 91784 2982900 SH DEFINED 1 2982900 0 0
CAMPBELL SOUP CO COMMON 134429109 26062 847000 SH DEFINED 1,2 847000 0 0
CAMPBELL SOUP CO COMMON 134429109 117 3800 SH DEFINED 1,3 3800 0 0
CAMPBELL SOUP CO COMMON 134429109 2349 76353 SH DEFINED 15 76353 0 0
CAMPBELL SOUP CO COMMON 134429109 5046 164000 SH DEFINED 2 164000 0 0
CAMPBELL SOUP CO COMMON 134429109 39 1270 SH DEFINED 24 0 0 1270
CAMPBELL SOUP CO COMMON 134429109 44227 1437335 SH DEFINED 4 1437335 0 0
CAMPBELL SOUP CO COMMON 134429109 228 7400 SH DEFINED 5,2 7400 0 0
CAMPBELL SOUP CO COMMON 134429109 236 7658 SH DEFINED 8 7658 0 0
CAN IMPERIAL BK OF COMMERCE COMMON 136069101 19422 313900 SH DEFINED 1,3 313900 0 0
CAN IMPERIAL BK OF COMMERCE COMMON 136069101 1605 25900 SH DEFINED 9,15 25900 0 0
CAN IMPERIAL BK OF COMMERCE COMMON 136069101 254 4100 SH DEFINED 2 4100 0 0
CAN IMPERIAL BK OF COMMERCE COMMON 136069101 146519 2368000 SH DEFINED 3 2368000 0 0
CAN IMPERIAL BK OF COMMERCE COMMON 136069101 1154 18652 SH DEFINED 8 18652 0 0
CANADIAN NATL RAILWAY CO COMMON 136375102 38664 670300 SH DEFINED 1 670300 0 0
CANADIAN NATL RAILWAY CO COMMON 136375102 60734 1052529 SH DEFINED 1,3 1052529 0 0
CANADIAN NATL RAILWAY CO COMMON 136375102 1591 27600 SH DEFINED 9,15 27600 0 0
CANADIAN NATL RAILWAY CO COMMON 136375102 9409 163175 SH DEFINED 2 163175 0 0
CANADIAN NATL RAILWAY CO COMMON 136375102 3 48 SH DEFINED 24 48 0 0
CANADIAN NATL RAILWAY CO COMMON 136375102 826 14322 SH DEFINED 4 14322 0 0
CANADIAN NATL RAILWAY CO COMMON 136375102 346 6000 SH DEFINED 6 6000 0 0
CANADIAN NATL RAILWAY CO COMMON 136375102 537 9312 SH DEFINED 8 9312 0 0
CANADIAN NATURAL RESOURCES COMMON 136385101 20701 571100 SH DEFINED 1 571100 0 0
CANADIAN NATURAL RESOURCES COMMON 136385101 71186 1963880 SH DEFINED 1,3 1963880 0 0
CANADIAN NATURAL RESOURCES COMMON 136385101 2603 71800 SH DEFINED 2 71800 0 0
CANADIAN NATURAL RESOURCES COMMON 136385101 326 8985 SH DEFINED 23 8985 0 0
CANADIAN NATURAL RESOURCES COMMON 136385101 1411 38919 SH DEFINED 8 38919 0 0
CP RAILWAY LIMITED COMMON 13645T100 12334 356400 SH DEFINED 1,3 356400 0 0
CP RAILWAY LIMITED COMMON 13645T100 242 7000 SH DEFINED 2 7000 0 0
CP RAILWAY LIMITED COMMON 13645T100 32517 939600 SH DEFINED 3 939600 0 0
CANADIAN PACIFIC RAILWAY LTD COMMON 13645T100 588 17030 SH DEFINED 4 17030 0 0
CP RAILWAY LIMITED COMMON 13645T100 253 7301 SH DEFINED 8 7301 0 0
CANDELA CORP COMMON 136907102 245 23400 SH DEFINED 1 23400 0 0
CANON INC- SP ADR COMMON 138006309 32043 608838 SH DEFINED 12 591573 0 17265
CANON INC- SP ADR COMMON 138006309 0 0 SH DEFINED 12,14 0 0 0
CANON INC- SP ADR COMMON 138006309 39252 745815 SH DEFINED 15 721631 0 24184
CANON INC- SP ADR COMMON 138006309 632 12000 SH DEFINED 24 11600 0 400
CANON INC- SP ADR COMMON 138006309 1411 26819 SH DEFINED 4 26819 0 0
CANTEL MEDICAL CORP COMMON 138098108 2181 133300 SH DEFINED 1 133300 0 0
CAPITAL AUTOMOTIVE REIT COMMON 139733109 420 11000 SH DEFINED 15 11000 0 0
CAPITAL AUTOMOTIVE REIT COMMON 139733109 13883 363800 SH DEFINED 15 313900 0 49900
CAPITAL AUTOMOTIVE REIT COMMON 139733109 49 1275 SH DEFINED 24 1275 0 0
CAPITAL CORP OF THE WEST COMMON 140065202 30 1080 SH DEFINED 15 1080 0 0
CAPITAL CORP OF THE WEST COMMON 140065202 70 2520 SH DEFINED 5,15 2520 0 0
CAPITAL CROSSING BANK COMMON 140071101 1163 34100 SH DEFINED 15 18500 0 15600
CAPITAL CROSSING BANK COMMON 140071101 24 700 SH DEFINED 15,14 700 0 0
CAPITAL CROSSING BANK COMMON 140071101 314 9200 SH DEFINED 5,15 9200 0 0
CAPITAL ONE FINANCIAL CORP COMMON 14040H105 32687 408540 SH DEFINED 15 407400 0 1140
CAPITAL ONE FINANCIAL CORP COMMON 14040H105 696 8700 SH DEFINED 9,15 8700 0 0
CAPITAL ONE FINANCIAL CORP COMMON 14040H105 248 3100 SH DEFINED 11,8 3100 0 0
CAPITAL ONE FINANCIAL CORP COMMON 14040H105 7603 95020 SH DEFINED 15 80520 0 14500
CAPITAL ONE FINANCIAL CORP COMMON 14040H105 1712 21400 SH DEFINED 15,8 21400 0 0
CAPITAL ONE FINANCIAL CORP COMMON 14040H105 2624 32800 SH DEFINED 2 32800 0 0
CAPITAL ONE FINANCIAL CORP COMMON 14040H105 636 7945 SH DEFINED 23 7945 0 0
CAPITAL ONE FINANCIAL CORP COMMON 14040H105 440 5500 SH DEFINED 24 263 0 5237
CAPITAL ONE FINANCIAL CORP COMMON 14040H105 232 2900 SH DEFINED 5,15 2900 0 0
CAPITAL ONE FINANCIAL CORP COMMON 14040H105 20805 260032 SH DEFINED 6 260032 0 0
CAPITAL ONE FINANCIAL CORP COMMON 14040H105 1058 13227 SH DEFINED 8 13227 0 0
CAPITAL ONE FINANCIAL CORP COMMON 14040H105 216 2700 SH DEFINED 8,13 2700 0 0
CAPITAL TRUST CL A COMMON 14052H506 2235 66900 SH DEFINED 15 37100 0 29800
CAPITAL TRUST CL A COMMON 14052H506 47 1400 SH DEFINED 15,14 1400 0 0
CAPITAL TRUST CL A COMMON 14052H506 705 21100 SH DEFINED 5,15 21100 0 0
CAPITALSOURCE INC COMMON 14055X102 38123 1942100 SH DEFINED 1 1942100 0 0
CAPITALSOURCE INC COMMON 14055X102 472 24055 SH DEFINED 15 355 0 23700
CAPITALSOURCE INC COMMON 14055X102 2844 144900 SH DEFINED 2 116900 0 28000
CAPITALSOURCE INC COMMON 14055X102 52 2625 SH DEFINED 24 155 0 2470
CAPITALSOURCE INC COMMON 14055X102 5600 285299 SH DEFINED 6 285299 0 0
CARAUSTAR INDUSTRIES INC COMMON 140909102 43 4100 SH DEFINED 15 4100 0 0
CARAUSTAR INDUSTRIES INC COMMON 140909102 105 10000 SH DEFINED 5,15 10000 0 0
CARDIMA INC COMMON 14147M106 2 30000 SH DEFINED 24 0 0 30000
CARDINAL HEALTH INC COMMON 14149Y108 495314 8602180 SH DEFINED 1 8602180 0 0
CARDINAL HEALTH INC COMMON 14149Y108 49306 856300 SH DEFINED 9 856300 0 0
CARDINAL HEALTH INC COMMON 14149Y108 754 13100 SH DEFINED 9,15 13100 0 0
CARDINAL HEALTH INC COMMON 14149Y108 277 4814 SH DEFINED 11,8 4814 0 0
CARDINAL HEALTH INC COMMON 14149Y108 11487 199488 SH DEFINED 15 188188 0 11300
CARDINAL HEALTH INC COMMON 14149Y108 1491 25900 SH DEFINED 15,8 25900 0 0
CARDINAL HEALTH INC COMMON 14149Y108 7108 123450 SH DEFINED 2 123450 0 0
CARDINAL HEALTH INC COMMON 14149Y108 622 10800 SH DEFINED 2,14 10800 0 0
CARDINAL HEALTH INC COMMON 14149Y108 855 14841 SH DEFINED 23 14841 0 0
CARDINAL HEALTH INC COMMON 14149Y108 365 6338 SH DEFINED 24 4353 0 1985
CARDINAL HEALTH INC COMMON 14149Y108 36191 628528 SH DEFINED 4 628528 0 0
CARDINAL HEALTH INC COMMON 14149Y108 449 7791 SH DEFINED 6 7791 0 0
CARDINAL HEALTH INC COMMON 14149Y108 1777 30854 SH DEFINED 8 30854 0 0
CARDINAL HEALTH INC COMMON 14149Y108 235 4084 SH DEFINED 8,13 4084 0 0
CARDIODYNAMICS INTERNATIONAL COMMON 141597104 2 1100 SH DEFINED 24 1100 0 0
CAREER EDUCATION CORP COMMON 141665109 59173 1616300 SH DEFINED 1 1616300 0 0
CAREER EDUCATION CORP COMMON 141665109 445 12156 SH DEFINED 15 156 0 12000
CAREER EDUCATION CORP COMMON 141665109 3485 95200 SH DEFINED 2 79600 0 15600
CAREER EDUCATION CORP COMMON 141665109 54 1465 SH DEFINED 24 85 0 1380
CAREER EDUCATION CORP COMMON 141665109 5392 147289 SH DEFINED 6 147289 0 0
CAREER EDUCATION CORP COMMON 141665109 91 2496 SH DEFINED 8 2496 0 0
CAREMARK RX INC COMMON 141705103 68153 1530830 SH DEFINED 1 1530830 0 0
CAREMARK RX INC COMMON 141705103 132575 2977881 SH DEFINED 1,2 2977881 0 0
CAREMARK RX INC COMMON 141705103 78 1750 SH DEFINED 9,15 1750 0 0
CAREMARK RX INC COMMON 141705103 6135 137796 SH DEFINED 15 123196 0 14600
CAREMARK RX INC COMMON 141705103 1759 39500 SH DEFINED 15,22 39500 0 0
CAREMARK RX INC COMMON 141705103 1451 32600 SH DEFINED 15,8 32600 0 0
CAREMARK RX INC COMMON 141705103 22623 508163 SH DEFINED 2 508163 0 0
CAREMARK RX INC COMMON 141705103 165 3707 SH DEFINED 20 3707 0 0
CAREMARK RX INC COMMON 141705103 297 6676 SH DEFINED 23 6676 0 0
CAREMARK RX INC COMMON 141705103 46955 1054695 SH DEFINED 24 194850 0 859845
CAREMARK RX INC COMMON 141705103 68 1534 SH DEFINED 4 1534 0 0
CAREMARK RX INC COMMON 141705103 46654 1047923 SH DEFINED 6 1047923 0 0
CAREMARK RX INC COMMON 141705103 721 16198 SH DEFINED 8 16198 0 0
CAREMARK RX INC COMMON 141705103 22 505 SH DEFINED 8,10 505 0 0
CARLISLE COS INC COMMON 142339100 197 2875 SH DEFINED 6 2275 600 0
CARMAX INC COMMON 143130102 25 945 SH DEFINED 24 0 0 945
CARMAX INC COMMON 143130102 16 600 SH DEFINED 6 600 0 0
CARNIVAL CORP COMMON 143658300 53431 979483 SH DEFINED 1 979483 0 0
CARNIVAL CORP COMMON 143658300 49095 900000 SH DEFINED 1,2 900000 0 0
CARNIVAL CORP COMMON 143658300 15894 291365 SH DEFINED 15 247775 0 43590
CARNIVAL CORP COMMON 143658300 3328 61000 SH DEFINED 15,14 61000 0 0
CARNIVAL CORP COMMON 143658300 15793 289520 SH DEFINED 2 289520 0 0
CARNIVAL CORP COMMON 143658300 591 10827 SH DEFINED 24 5193 0 5634
CARNIVAL CORP COMMON 143658300 17228 315813 SH DEFINED 6 315813 0 0
CARNIVAL CORP COMMON 143658300 754 13828 SH DEFINED 8 13828 0 0
CARPENTER TECHNOLOGY COMMON 144285103 12002 231700 SH DEFINED 1 231700 0 0
CARPENTER TECHNOLOGY COMMON 144285103 47 900 SH DEFINED 15 900 0 0
CARPENTER TECHNOLOGY COMMON 144285103 3776 72900 SH DEFINED 2 72900 0 0
CARRAMERICA REALTY CORP COMMON 144418100 554 15300 SH DEFINED 15 15300 0 0
CARRAMERICA REALTY CORP COMMON 144418100 69209 1912912 SH DEFINED 15 1491193 0 391665
CARRAMERICA REALTY CORP COMMON 144418100 3953 109266 SH DEFINED 5,15 109266 0 0
CARREKER CORPORATION COMMON 144433109 25 4550 SH DEFINED 6 1000 1250 2300
CARTERS INC COMMON 146229109 3865 66200 SH DEFINED 1 66200 0 0
CARTERS INC COMMON 146229109 12563 215200 SH DEFINED 1,3 215200 0 0
CARTERS INC COMMON 146229109 455 7800 SH DEFINED 15,14 7800 0 0
CARTERS INC COMMON 146229109 254 4350 SH DEFINED 2 4350 0 0
CASCADE MICROTECH COMMON 147322101 1222 83700 SH DEFINED 1 83700 0 0
CASCADE NATURAL GAS CORP COMMON 147339105 1148 56000 SH DEFINED 15 31900 0 24100
CASCADE NATURAL GAS CORP COMMON 147339105 21 1000 SH DEFINED 15,14 1000 0 0
CASCADE NATURAL GAS CORP COMMON 147339105 381 18600 SH DEFINED 5,15 18600 0 0
CASEY'S GENERAL STORES INC COMMON 147528103 79 4000 SH DEFINED 24 0 0 4000
CASH AMERICA INTL INC COMMON 14754D100 113 5625 SH DEFINED 6 5625 0 0
CASUAL MALE RETAIL GROUP INC COMMON 148711104 25 3475 SH DEFINED 6 3475 0 0
CATALINA MARKETING CORP COMMON 148867104 10289 404900 SH DEFINED 15 247600 0 157300
CATALINA MARKETING CORP COMMON 148867104 188 7400 SH DEFINED 15,14 7400 0 0
CATALINA MARKETING CORP COMMON 148867104 2198 86500 SH DEFINED 5,15 86500 0 0
CATAPULT COMMUNICATIONS CORP COMMON 149016107 7916 464027 SH DEFINED 1 464027 0 0
CATAPULT COMMUNICATIONS CORP COMMON 149016107 2008 117700 SH DEFINED 2 117700 0 0
CATELLUS DEVELOPMENT CORP COMMON 149113102 813 24800 SH DEFINED 15 24800 0 0
CATELLUS DEVELOPMENT CORP COMMON 149113102 54628 1665495 SH DEFINED 15 1247241 0 380254
CATELLUS DEVELOPMENT CORP COMMON 149113102 4521 137835 SH DEFINED 5,15 137835 0 0
CATERPILLAR INC COMMON 149123101 22763 238835 SH DEFINED 1 238200 0 635
CATERPILLAR INC COMMON 149123101 57186 600000 SH DEFINED 1,2 600000 0 0
CATERPILLAR INC COMMON 149123101 311 3260 SH DEFINED 9,15 3260 0 0
CATERPILLAR INC COMMON 149123101 35925 376926 SH DEFINED 15 180876 0 193970
CATERPILLAR INC COMMON 149123101 1247 13080 SH DEFINED 15,22 13080 0 0
CATERPILLAR INC COMMON 149123101 10444 109580 SH DEFINED 2 109580 0 0
CATERPILLAR INC COMMON 149123101 762 8000 SH DEFINED 23 8000 0 0
CATERPILLAR INC COMMON 149123101 2650 27806 SH DEFINED 24 818 0 26988
CATERPILLAR INC COMMON 149123101 9233 96878 SH DEFINED 6 96878 0 0
CATERPILLAR INC COMMON 149123101 1061 11137 SH DEFINED 8 11137 0 0
CATO CORP CL A COMMON 149205106 1347 65250 SH DEFINED 15 47100 0 18150
CATO CORP CL A COMMON 149205106 19 900 SH DEFINED 15,14 900 0 0
CATO CORP CL A COMMON 149205106 511 24750 SH DEFINED 5,15 24750 0 0
CEDAR FAIR LP COMMON 150185106 3051 94777 SH DEFINED 1 94777 0 0
CEDAR FAIR LP COMMON 150185106 286 8900 SH DEFINED 15,14 8900 0 0
CEDAR FAIR LP COMMON 150185106 106 3300 SH DEFINED 24 0 0 3300
CEDAR SHOPPING CENTERS INC COMMON 150602209 3956 268200 SH DEFINED 15 227100 0 41100
CELADON GROUP INC COMMON 150838100 44 2575 SH DEFINED 6 550 675 1350
CELANESE CORP-SERIES A COMMON 150870103 37149 2337900 SH DEFINED 1 2337900 0 0
CELANESE CORP-SERIES A COMMON 150870103 434 27300 SH DEFINED 15 0 0 27300
CELANESE CORP-SERIES A COMMON 150870103 2925 184100 SH DEFINED 2 150000 0 34100
CELL THERAPEUTICS INC COMMON 150934107 350 129112 SH DEFINED 18 0 0 129112
CELESTICA INC COMMON 15101Q108 301 22492 SH DEFINED 24 0 0 22492
CELESTICA INC COMMON 15101Q108 132 9839 SH DEFINED 8 9839 0 0
CELGENE CORP COMMON 151020104 24 600 SH DEFINED 15 600 0 0
CELGENE CORP COMMON 151020104 183 4500 SH DEFINED 9 4500 0 0
CELGENE CORP COMMON 151020104 2503 61500 SH DEFINED 9,15 61500 0 0
CELGENE CORP COMMON 151020104 27741 681600 SH DEFINED 15 603700 0 60800
CELGENE CORP COMMON 151020104 281 6900 SH DEFINED 15,14 6900 0 0
CELGENE CORP COMMON 151020104 928 22800 SH DEFINED 15,8 22800 0 0
CELGENE CORP COMMON 151020104 8140 200000 SH DEFINED 18 0 0 200000
CELGENE CORP COMMON 151020104 55 1362 SH DEFINED 23 1362 0 0
CELGENE CORP COMMON 151020104 859 21100 SH DEFINED 5,15 21100 0 0
CEMEX SA ADR COMMON 151290889 328 7736 SH DEFINED 9 7736 0 0
CEMEX SA ADR COMMON 151290889 322 7600 SH DEFINED 9,15 7600 0 0
CEMEX SA ADR COMMON 151290889 991 23371 SH DEFINED 9,22 23371 0 0
CEMEX SA ADR COMMON 151290889 528401 12456415 SH DEFINED 3 12456415 0 0
CEMEX SA ADR COMMON 151290889 5845 137778 SH DEFINED 3,22 137778 0 0
CEMEX SA ADR COMMON 151290889 5 124 SH DEFINED 6 124 0 0
CENDANT CORP COMMON 151313103 353655 15809336 SH DEFINED 1 15804441 0 4895
CENDANT CORP COMMON 151313103 22370 1000000 SH DEFINED 1,2 1000000 0 0
CENDANT CORP COMMON 151313103 5652 252667 SH DEFINED 15 252667 0 0
CENDANT CORP COMMON 151313103 2090 93420 SH DEFINED 15,14 93420 0 0
CENDANT CORP COMMON 151313103 11796 527300 SH DEFINED 2 527300 0 0
CENDANT CORP COMMON 151313103 342 15300 SH DEFINED 2,14 15300 0 0
CENDANT CORP COMMON 151313103 83 3700 SH DEFINED 24 1800 0 1900
CENDANT CORP COMMON 151313103 12527 560000 SH DEFINED 3 560000 0 0
CENDANT CORP COMMON 151313103 20970 937425 SH DEFINED 4 937425 0 0
CENDANT CORP COMMON 151313103 274 12237 SH DEFINED 6 12237 0 0
CENDANT CORP COMMON 151313103 735 32841 SH DEFINED 8 32841 0 0
CENTENNIAL COMMUNCTNS CORP NEW COMMON 15133V208 511 36800 SH DEFINED 15 25800 0 11000
CENTENNIAL COMMUNCTNS CORP NEW COMMON 15133V208 7 500 SH DEFINED 15,14 500 0 0
CENTENNIAL COMMUNCTNS CORP NEW COMMON 15133V208 37 2700 SH DEFINED 5,15 2700 0 0
CENTENE CORP COMMON 15135B101 13499 402000 SH DEFINED 1 402000 0 0
CENTENE CORP COMMON 15135B101 2861 85200 SH DEFINED 2 85200 0 0
CENTENE CORP COMMON 15135B101 25 750 SH DEFINED 24 0 0 750
CENTENE CORP COMMON 15135B101 55 1625 SH DEFINED 6 350 450 825
CENTER FINANCIAL CORP COMMON 15146E102 52 2100 SH DEFINED 15 2100 0 0
CENTER FINANCIAL CORP COMMON 15146E102 124 5000 SH DEFINED 5,15 5000 0 0
CENTERPOINT PROPERTIES CORP COMMON 151895109 2305 54500 SH DEFINED 15 54500 0 0
CENTERPOINT PROPERTIES CORP COMMON 151895109 118887 2810572 SH DEFINED 15 2185439 0 569433
CENTERPOINT PROPERTIES CORP COMMON 151895109 8448 199722 SH DEFINED 5,15 199722 0 0
CENTERPOINT ENERGY INC COMMON 15189T107 7464 565060 SH DEFINED 1 565060 0 0
CENTERPOINT ENERGY INC COMMON 15189T107 40 3000 SH DEFINED 9 3000 0 0
CENTERPOINT ENERGY INC COMMON 15189T107 1456 110200 SH DEFINED 9,15 110200 0 0
CENTERPOINT ENERGY INC COMMON 15189T107 28408 2150474 SH DEFINED 15 1917427 0 172447
CENTERPOINT ENERGY INC COMMON 15189T107 61 4600 SH DEFINED 15,14 4600 0 0
CENTERPOINT ENERGY INC COMMON 15189T107 2318 175500 SH DEFINED 15,8 175500 0 0
CENTERPOINT ENERGY INC COMMON 15189T107 415 31388 SH DEFINED 23 31388 0 0
CENTERPOINT ENERGY INC COMMON 15189T107 256 19400 SH DEFINED 5,15 19400 0 0
CENTERPOINT ENERGY INC COMMON 15189T107 110 8325 SH DEFINED 6 5300 1175 1850
CENTERPOINT ENERGY INC COMMON 15189T107 379 28686 SH DEFINED 8 28686 0 0
AOL TIME WARNER(CNP) CVT FLOAT CONVERT 15189T206 0 55 SH DEFINED 24 0 0 55
CENTEX CORP COMMON 152312104 13449 190300 SH DEFINED 1 190300 0 0
CENTEX CORP COMMON 152312104 877 12416 SH DEFINED 15 12416 0 0
CENTEX CORP COMMON 152312104 115 1621 SH DEFINED 23 1621 0 0
CENTEX CORP COMMON 152312104 25 360 SH DEFINED 6 360 0 0
CENTEX CORP COMMON 152312104 321 4541 SH DEFINED 8 4541 0 0
CENTRAL COAST BANCORP COMMON 153145107 32 1750 SH DEFINED 15 1750 0 0
CENTRAL COAST BANCORP COMMON 153145107 81 4500 SH DEFINED 5,15 4500 0 0
CENTRAL FUND CANADA CL A CF COMMON 153501101 37 7000 SH DEFINED 24 0 0 7000
CENTRAL FUND CANADA CL A CF COMMON 153501101 7990 1501000 SH DEFINED 3 1501000 0 0
CENTRAL GARDEN & PET CO COMMON 153527106 8090 164700 SH DEFINED 1 164700 0 0
CENTRAL GARDEN & PET CO COMMON 153527106 11 230 SH DEFINED 15 230 0 0
CENTRAL VERMONT PUB SERV COMMON 155771108 9 500 SH DEFINED 6 500 0 0
CENTURY ALUMINUM COMPANY COMMON 156431108 1956 95900 SH DEFINED 1 95900 0 0
CENTURYTEL INC COMMON 156700106 8341 240870 SH DEFINED 1 239160 0 1710
CENTURYTEL INC COMMON 156700106 45 1300 SH DEFINED 9,7 1300 0 0
CENTURYTEL INC COMMON 156700106 1399 40400 SH DEFINED 9,15 40400 0 0
CENTURYTEL INC COMMON 156700106 391 11300 SH DEFINED 11,8 11300 0 0
CENTURYTEL INC COMMON 156700106 15303 441906 SH DEFINED 15 411123 0 21123
CENTURYTEL INC COMMON 156700106 516 14900 SH DEFINED 15,8 14900 0 0
CENTURYTEL INC COMMON 156700106 388 11200 SH DEFINED 2 11200 0 0
CENTURYTEL INC COMMON 156700106 441 12741 SH DEFINED 23 12741 0 0
CENTURYTEL INC COMMON 156700106 99 2847 SH DEFINED 24 0 0 2847
CENTURYTEL INC COMMON 156700106 6 170 SH DEFINED 4 170 0 0
CENTURYTEL INC COMMON 156700106 432 12475 SH DEFINED 5,15 1300 0 11175
CENTURYTEL INC COMMON 156700106 43 1240 SH DEFINED 6 1240 0 0
CENTURYTEL INC COMMON 156700106 1292 37301 SH DEFINED 8 37301 0 0
CENTURYTEL INC COMMON 156700106 339 9800 SH DEFINED 8,13 9800 0 0
CEPHALON INC COMMON 156708109 16 400 SH DEFINED 24 0 0 400
CEPHALON INC COMMON 156708109 115 2880 SH DEFINED 6 2880 0 0
CERADYNE INC COMMON 156710105 4689 194800 SH DEFINED 1 194800 0 0
CERIDIAN CORP-NEW COMMON 156779100 220814 11335430 SH DEFINED 1 11335430 0 0
CERIDIAN CORP-NEW COMMON 156779100 116 5950 SH DEFINED 1,3 5950 0 0
CERIDIAN CORP-NEW COMMON 156779100 3407 174886 SH DEFINED 15 174886 0 0
CERIDIAN CORP-NEW COMMON 156779100 7398 379750 SH DEFINED 2 379750 0 0
CERIDIAN CORP-NEW COMMON 156779100 249 12800 SH DEFINED 2,14 12800 0 0
CERIDIAN CORP-NEW COMMON 156779100 51464 2641872 SH DEFINED 4 2641872 0 0
CERIDIAN CORP-NEW COMMON 156779100 226 11600 SH DEFINED 5,2 11600 0 0
CERIDIAN CORP-NEW COMMON 156779100 14 700 SH DEFINED 6 500 200 0
CERNER CORP COMMON 156782104 40768 599800 SH DEFINED 1 599800 0 0
CERNER CORP COMMON 156782104 211 3100 SH DEFINED 15 0 0 3100
CERNER CORP COMMON 156782104 7777 114420 SH DEFINED 2 110720 0 3700
CERNER CORP COMMON 156782104 86 1258 SH DEFINED 24 0 0 1258
CERTEGY INC COMMON 156880106 5941 155450 SH DEFINED 1 155450 0 0
CERTEGY INC COMMON 156880106 35 922 SH DEFINED 4 922 0 0
CHARLES RIVER LABORATORIES COMMON 159864107 15956 330700 SH DEFINED 1 330700 0 0
CHARLES RIVER LABORATORIES COMMON 159864107 2268 47000 SH DEFINED 2 47000 0 0
CHARLES RIVER LABORATORIES COMMON 159864107 112 2315 SH DEFINED 24 135 0 2180
CHARLES RIVER LABORATORIES COMMON 159864107 12089 250557 SH DEFINED 6 250557 0 0
CHARLOTTE RUSSE HOLDING INC COMMON 161048103 44 3550 SH DEFINED 6 775 975 1800
CHARMING SHOPPES COMMON 161133103 236 25300 SH DEFINED 15 25300 0 0
CHARTER COMMUNICATIONS INC CL COMMON 16117M107 1 1000 SH DEFINED 24 0 0 1000
CHATTEM INC COMMON 162456107 5138 124100 SH DEFINED 15 66800 0 57300
CHATTEM INC COMMON 162456107 112 2700 SH DEFINED 15,14 2700 0 0
CHATTEM INC COMMON 162456107 1031 24900 SH DEFINED 5,15 24900 0 0
CHAUS (BERNARD) INC COMMON 162510200 41 38493 SH DEFINED 24 38493 0 0
CHECKFREE CORP COMMON 162813109 21 620 SH DEFINED 15 620 0 0
CHECKFREE CORP COMMON 162813109 24285 713000 SH DEFINED 15 637400 0 55200
CHECKFREE CORP COMMON 162813109 1485 43600 SH DEFINED 15,8 43600 0 0
CHECKFREE CORP COMMON 162813109 265 7788 SH DEFINED 23 7788 0 0
CHECKFREE CORP COMMON 162813109 113 3315 SH DEFINED 24 195 0 3120
CHECKFREE CORP COMMON 162813109 470 13800 SH DEFINED 5,15 13800 0 0
CHECKFREE CORP COMMON 162813109 11173 328045 SH DEFINED 6 328045 0 0
CHECKFREE CORP COMMON 162813109 207 6073 SH DEFINED 8 6073 0 0
CHECKPOINT SYSTEMS INC COMMON 162825103 40 2250 SH DEFINED 6 500 600 1150
CHEESECAKE FACTORY (THE) COMMON 163072101 0 0 SH DEFINED 15 0 0 0
CHEESECAKE FACTORY (THE) COMMON 163072101 7 200 SH DEFINED 24 0 0 200
CHEESECAKE FACTORY (THE) COMMON 163072101 0 0 SH DEFINED 5,15 0 0 0
CHEMED CORP COMMON 16359R103 2461 60200 SH DEFINED 1 60200 0 0
CHENIERE ENERGY INC COMMON 16411R208 21770 700000 SH DEFINED 1 700000 0 0
CHENIERE ENERGY INC COMMON 16411R208 2488 80000 SH DEFINED 15,14 80000 0 0
CHENIERE ENERGY INC COMMON 16411R208 883 28400 SH DEFINED 4 28400 0 0
CHESAPEAKE ENERGY CORP COMMON 165167107 290 12717 SH DEFINED 24 756 0 11961
CHESAPEAKE ENERGY CORP COMMON 165167107 21648 949453 SH DEFINED 6 949453 0 0
CHESTER VALLEY BANCORP COMMON 166335109 19 771 SH DEFINED 24 0 0 771
CHEVRON CORP COMMON 166764100 54296 970950 SH DEFINED 1 545680 0 425270
CHEVRON CORP COMMON 166764100 27289 488000 SH DEFINED 1,2 488000 0 0
CHEVRON CORP COMMON 166764100 218 3900 SH DEFINED 9 3900 0 0
CHEVRON CORP COMMON 166764100 10958 195950 SH DEFINED 9,15 195950 0 0
CHEVRON CORP COMMON 166764100 1177 21050 SH DEFINED 12 21050 0 0
CHEVRON CORP COMMON 166764100 421 7525 SH DEFINED 12,14 7525 0 0
CHEVRON CORP COMMON 166764100 67926 1214698 SH DEFINED 15 1128935 0 84353
CHEVRON CORP COMMON 166764100 336 6000 SH DEFINED 15,14 6000 0 0
CHEVRON CORP COMMON 166764100 7359 131600 SH DEFINED 15,8 131600 0 0
CHEVRON CORP COMMON 166764100 9828 175760 SH DEFINED 2 175760 0 0
CHEVRON CORP COMMON 166764100 2140 38268 SH DEFINED 23 38268 0 0
CHEVRON CORP COMMON 166764100 14470 258764 SH DEFINED 24 41804 0 216960
CHEVRON CORP COMMON 166764100 70 1244 SH DEFINED 4 1244 0 0
CHEVRON CORP COMMON 166764100 1222 21860 SH DEFINED 5,15 12100 0 9760
CHEVRON CORP COMMON 166764100 14852 265594 SH DEFINED 6 265594 0 0
CHEVRON CORP COMMON 166764100 157 2800 SH DEFINED 7 2800 0 0
CHEVRON CORP COMMON 166764100 4153 74270 SH DEFINED 8 74270 0 0
CHEVRON CORP COMMON 166764100 24 432 SH DEFINED 8,10 432 0 0
CHICAGO BRIDGE & IRON-NY SHR COMMON 167250109 18055 789800 SH DEFINED 1 789800 0 0
CHICAGO BRIDGE & IRON-NY SHR COMMON 167250109 347 15200 SH DEFINED 15 0 0 15200
CHICAGO BRIDGE & IRON-NY SHR COMMON 167250109 434 19000 SH DEFINED 2 0 0 19000
CHICAGO MERCANTILE EXCHANGE COMMON 167760107 53486 181000 SH DEFINED 1 181000 0 0
CHICAGO MERCANTILE EXCHANGE COMMON 167760107 37292 126200 SH DEFINED 1,2 126200 0 0
CHICAGO MERCANTILE EXCHANGE COMMON 167760107 450 1523 SH DEFINED 15 23 0 1500
CHICAGO MERCANTILE EXCHANGE COMMON 167760107 5349 18100 SH DEFINED 2 16300 0 1800
CHICAGO MERCANTILE EXCHANGE COMMON 167760107 296 1000 SH DEFINED 24 0 0 1000
CHICAGO MERCANTILE EXCHANGE COMMON 167760107 703 2380 SH DEFINED 6 980 0 1400
CHICAGO MERCANTILE EXCHANGE COMMON 167760107 169 573 SH DEFINED 8 573 0 0
CHICO'S FAS INC COMMON 168615102 42493 1239580 SH DEFINED 1 1239580 0 0
CHICO'S FAS INC COMMON 168615102 22282 650000 SH DEFINED 1,2 650000 0 0
CHICO'S FAS INC COMMON 168615102 97 2840 SH DEFINED 9,15 2840 0 0
CHICO'S FAS INC COMMON 168615102 4795 139890 SH DEFINED 2 139890 0 0
CHICO'S FAS INC COMMON 168615102 199 5800 SH DEFINED 24 1600 0 4200
CHICO'S FAS INC COMMON 168615102 431 12560 SH DEFINED 6 12560 0 0
CHICO'S FAS INC COMMON 168615102 46 1340 SH DEFINED 8 1340 0 0
CHILDREN'S PLACE COMMON 168905107 14304 306500 SH DEFINED 1 306500 0 0
CHILDREN'S PLACE COMMON 168905107 1498 32100 SH DEFINED 1,3 32100 0 0
CHILDREN'S PLACE COMMON 168905107 509 10900 SH DEFINED 9,2 10900 0 0
CHILDREN'S PLACE COMMON 168905107 3468 74300 SH DEFINED 15 38400 0 35900
CHILDREN'S PLACE COMMON 168905107 79 1700 SH DEFINED 15,14 1700 0 0
CHILDREN'S PLACE COMMON 168905107 4536 97200 SH DEFINED 2 97200 0 0
CHILDREN'S PLACE COMMON 168905107 411 8800 SH DEFINED 5,15 8800 0 0
CHINA LIFE INSURANCE CO- ADR COMMON 16939P106 1597 58500 SH DEFINED 12 58500 0 0
CHINA SOUTHN AIRLS LTD ADR COMMON 169409109 3 200 SH DEFINED 24 0 0 200
CHINA MOBILE HK LTD SP ADR COMMON 16941M109 822 44234 SH DEFINED 4 44234 0 0
CHOICE HOTELS INTL INC COMMON 169905106 16642 253300 SH DEFINED 1 253300 0 0
CHOICE HOTELS INTL INC COMMON 169905106 7845 119400 SH DEFINED 15 64100 0 55300
CHOICE HOTELS INTL INC COMMON 169905106 171 2600 SH DEFINED 15,14 2600 0 0
CHOICE HOTELS INTL INC COMMON 169905106 5190 79000 SH DEFINED 2 79000 0 0
CHOICE HOTELS INTL INC COMMON 169905106 1327 20200 SH DEFINED 5,15 20200 0 0
CHIQUITA BRANDS INTL COMMON 170032809 7206 262400 SH DEFINED 15 160900 0 101500
CHIQUITA BRANDS INTL COMMON 170032809 132 4800 SH DEFINED 15,14 4800 0 0
CHIQUITA BRANDS INTL COMMON 170032809 110 4000 SH DEFINED 24 0 0 4000
CHIQUITA BRANDS INTL COMMON 170032809 1461 53200 SH DEFINED 5,15 53200 0 0
CHIQUITA BRANDS INTL COMMON 170032809 114 4150 SH DEFINED 6 500 650 3000
CHIRON CORP COMMON 170040109 502 14388 SH DEFINED 15 14388 0 0
CHIRON CORP COMMON 170040109 666 19092 SH DEFINED 24 0 0 19092
CHIRON CORP COMMON 170040109 140 4016 SH DEFINED 8 4016 0 0
CHIRON CORP CVT (CHIR) 2.75 0 CONVERT 170040AJ8 14288 15000000 SH DEFINED 15 2200000 0 12800000
CHOICEPOINT INC COMMON 170388102 53423 1333900 SH DEFINED 1 1333900 0 0
CHOICEPOINT INC COMMON 170388102 437 10913 SH DEFINED 15 213 0 10700
CHOICEPOINT INC COMMON 170388102 3520 87900 SH DEFINED 2 74200 0 13700
CHOICEPOINT INC COMMON 170388102 881 22000 SH DEFINED 3 22000 0 0
CHOICEPOINT INC COMMON 170388102 156 3900 SH DEFINED 6 2800 1100 0
CHOICEPOINT INC COMMON 170388102 172 4301 SH DEFINED 8 4301 0 0
CHUBB CORP COMMON 171232101 77862 909500 SH DEFINED 1 909500 0 0
CHUBB CORP COMMON 171232101 34073 398000 SH DEFINED 1,2 398000 0 0
CHUBB CORP COMMON 171232101 79 920 SH DEFINED 9,15 920 0 0
CHUBB CORP COMMON 171232101 1686 19694 SH DEFINED 15 19407 0 287
CHUBB CORP COMMON 171232101 120 1400 SH DEFINED 15,8 1400 0 0
CHUBB CORP COMMON 171232101 3583 41850 SH DEFINED 2 41850 0 0
CHUBB CORP COMMON 171232101 17841 208403 SH DEFINED 24 22758 0 185645
CHUBB CORP COMMON 171232101 2 18 SH DEFINED 4 18 0 0
CHUBB CORP COMMON 171232101 371 4329 SH DEFINED 6 4329 0 0
CHUBB CORP COMMON 171232101 510 5960 SH DEFINED 8 5960 0 0
CHUBB CORPORATION CVP(CB) 7.0 CONVERT 171232309 481 15150 SH DEFINED 24 1000 0 14150
CHUBB CORPORATION CVP(CB) 7.0 CONVERT 171232309 476 15000 SH DEFINED 6 15000 0 0
CHUBB CORPORATION CVP 7.0 CONVERT 171232507 2157 67925 SH DEFINED 24 4850 0 63075
CHUBB CORPORATION CVP 7.0 CONVERT 171232507 48 1500 SH DEFINED 6 1500 0 0
CHUNGHWA TELECOM CO LTD ADR COMMON 17133Q205 2147 100200 SH DEFINED 15,22 100200 0 0
CHUNGHWA TELECOM CO LTD ADR COMMON 17133Q205 43 2000 SH DEFINED 24 0 0 2000
CHUNGHWA TELECOM CO LTD ADR COMMON 17133Q205 1056 49300 SH DEFINED 7 49300 0 0
CHURCH & DWIGHT CO INC COMMON 171340102 12160 335900 SH DEFINED 1 335900 0 0
CHURCH & DWIGHT CO INC COMMON 171340102 3866 106800 SH DEFINED 2 106800 0 0
CHURCH & DWIGHT CO INC COMMON 171340102 1078 29784 SH DEFINED 23 29784 0 0
CHURCH & DWIGHT CO INC COMMON 171340102 33 900 SH DEFINED 24 0 0 900
CHURCH & DWIGHT CO INC COMMON 171340102 109 3000 SH DEFINED 6 3000 0 0
CHURCHILL DOWNS INC COMMON 171484108 8147 191750 SH DEFINED 15 191750 0 0
CHURCHILL DOWNS INC COMMON 171484108 8 200 SH DEFINED 24 0 0 200
CIBER INC COMMON 17163B102 3 400 SH DEFINED 24 0 0 400
CIBER INC COMMON 17163B102 58 7325 SH DEFINED 6 1600 2000 3725
CIENA CORP COMMON 171779101 190 90834 SH DEFINED 15 90834 0 0
CIENA CORP COMMON 171779101 196 93995 SH DEFINED 18 0 0 93995
CIENA CORP COMMON 171779101 0 200 SH DEFINED 6 200 0 0
CIENA CORP COMMON 171779101 8 3885 SH DEFINED 8 3885 0 0
CINCINNATI BELL INC COMMON 171871106 172 40000 SH DEFINED 23 40000 0 0
CINCINNATI BELL INC COMMON 171871106 37 8582 SH DEFINED 8 8582 0 0
CINCINNATI FINANCIAL CORP COMMON 172062101 692 17499 SH DEFINED 15 16148 0 1351
CINCINNATI FINANCIAL CORP COMMON 172062101 142 3600 SH DEFINED 15,8 3600 0 0
CINCINNATI FINANCIAL CORP COMMON 172062101 11 272 SH DEFINED 6 272 0 0
CINCINNATI FINANCIAL CORP COMMON 172062101 208 5252 SH DEFINED 8 5252 0 0
CINERGY CORP COMMON 172474108 8036 179300 SH DEFINED 1 179300 0 0
CINERGY CORP COMMON 172474108 502 11200 SH DEFINED 9,15 11200 0 0
CINERGY CORP COMMON 172474108 3030 67599 SH DEFINED 15 63399 0 4200
CINERGY CORP COMMON 172474108 480 10700 SH DEFINED 15,8 10700 0 0
CINERGY CORP COMMON 172474108 65 1457 SH DEFINED 23 1457 0 0
CINERGY CORP COMMON 172474108 67 1500 SH DEFINED 24 0 0 1500
CINERGY CORP COMMON 172474108 178 3974 SH DEFINED 6 3974 0 0
CINERGY CORP COMMON 172474108 289 6458 SH DEFINED 8 6458 0 0
CIPHERGEN BIOSYSTEMS INC COMMON 17252Y104 3 1500 SH DEFINED 2 1500 0 0
CIRCUIT CITY STORES-CIRCUIT COMMON 172737108 72 4180 SH DEFINED 15 3020 0 1160
CIRCUIT CITY STORES-CIRCUIT COMMON 172737108 150 8700 SH DEFINED 9 8700 0 0
CIRCUIT CITY STORES-CIRCUIT COMMON 172737108 2894 167400 SH DEFINED 9,15 167400 0 0
CIRCUIT CITY STORES-CIRCUIT COMMON 172737108 169 9800 SH DEFINED 11,8 9800 0 0
CIRCUIT CITY STORES-CIRCUIT COMMON 172737108 25104 1451947 SH DEFINED 15 1274747 0 137600
CIRCUIT CITY STORES-CIRCUIT COMMON 172737108 233 13500 SH DEFINED 15,14 13500 0 0
CIRCUIT CITY STORES-CIRCUIT COMMON 172737108 999 57800 SH DEFINED 15,8 57800 0 0
CIRCUIT CITY STORES-CIRCUIT COMMON 172737108 325 18823 SH DEFINED 23 18823 0 0
CIRCUIT CITY STORES-CIRCUIT COMMON 172737108 52 3013 SH DEFINED 24 0 0 3013
CIRCUIT CITY STORES-CIRCUIT COMMON 172737108 633 36600 SH DEFINED 5,15 36600 0 0
CIRCUIT CITY STORES-CIRCUIT COMMON 172737108 207 12000 SH DEFINED 6 12000 0 0
CIRCUIT CITY STORES-CIRCUIT COMMON 172737108 511 29553 SH DEFINED 8 29553 0 0
CIRCUIT CITY STORES-CIRCUIT COMMON 172737108 149 8600 SH DEFINED 8,13 8600 0 0
CIRCOR INTERNATIONAL INC COMMON 17273K109 1076 43600 SH DEFINED 15 23900 0 19700
CIRCOR INTERNATIONAL INC COMMON 17273K109 22 900 SH DEFINED 15,14 900 0 0
CIRCOR INTERNATIONAL INC COMMON 17273K109 276 11200 SH DEFINED 5,15 11200 0 0
CIRCOR INTERNATIONAL INC COMMON 17273K109 28 1125 SH DEFINED 6 75 175 875
CISCO SYSTEMS INC COMMON 17275R102 269897 14145542 SH DEFINED 1 14145542 0 0
CISCO SYSTEMS INC COMMON 17275R102 123963 6497000 SH DEFINED 1,2 6497000 0 0
CISCO SYSTEMS INC COMMON 17275R102 13658 715811 SH DEFINED 9 715811 0 0
CISCO SYSTEMS INC COMMON 17275R102 5001 262131 SH DEFINED 9,15 262131 0 0
CISCO SYSTEMS INC COMMON 17275R102 286 15000 SH DEFINED 11,8 15000 0 0
CISCO SYSTEMS INC COMMON 17275R102 147311 7720701 SH DEFINED 15 5736418 0 1971603
CISCO SYSTEMS INC COMMON 17275R102 1236 64800 SH DEFINED 15,14 64800 0 0
CISCO SYSTEMS INC COMMON 17275R102 11184 586178 SH DEFINED 15,22 586178 0 0
CISCO SYSTEMS INC COMMON 17275R102 7684 402700 SH DEFINED 15,8 402700 0 0
CISCO SYSTEMS INC COMMON 17275R102 36218 1898225 SH DEFINED 2 1898225 0 0
CISCO SYSTEMS INC COMMON 17275R102 4989 261500 SH DEFINED 20 261500 0 0
CISCO SYSTEMS INC COMMON 17275R102 1565 82034 SH DEFINED 23 82034 0 0
CISCO SYSTEMS INC COMMON 17275R102 68937 3613076 SH DEFINED 24 585607 0 3027469
CISCO SYSTEMS INC COMMON 17275R102 8336 436900 SH DEFINED 3 436900 0 0
CISCO SYSTEMS INC COMMON 17275R102 60 3123 SH DEFINED 4 3123 0 0
CISCO SYSTEMS INC COMMON 17275R102 4148 217380 SH DEFINED 5,15 191700 0 25680
CISCO SYSTEMS INC COMMON 17275R102 21321 1117466 SH DEFINED 6 1117466 0 0
CISCO SYSTEMS INC COMMON 17275R102 473 24800 SH DEFINED 7 24800 0 0
CISCO SYSTEMS INC COMMON 17275R102 6747 353633 SH DEFINED 8 353633 0 0
CISCO SYSTEMS INC COMMON 17275R102 115 6018 SH DEFINED 8,10 6018 0 0
CISCO SYSTEMS INC COMMON 17275R102 248 13000 SH DEFINED 8,13 13000 0 0
CITADEL BROADCASTING CORP COMMON 17285T106 1672 146000 SH DEFINED 15 91100 0 54900
CITADEL BROADCASTING CORP COMMON 17285T106 30 2600 SH DEFINED 15,14 2600 0 0
CITADEL BROADCASTING CORP COMMON 17285T106 503 43900 SH DEFINED 5,15 43900 0 0
CINTAS CORP COMMON 172908105 19381 502100 SH DEFINED 1 502100 0 0
CINTAS CORP COMMON 172908105 562 14562 SH DEFINED 15 14562 0 0
CINTAS CORP COMMON 172908105 907 23500 SH DEFINED 2 23500 0 0
CINTAS CORP COMMON 172908105 154 3999 SH DEFINED 24 899 0 3100
CINTAS CORP COMMON 172908105 386 10000 SH DEFINED 6 10000 0 0
CINTAS CORP COMMON 172908105 195 5064 SH DEFINED 8 5064 0 0
CITIGROUP INC COMMON 172967101 654089 14148590 SH DEFINED 1 13162455 0 986135
CITIGROUP INC COMMON 172967101 94124 2036000 SH DEFINED 1,2 2036000 0 0
CITIGROUP INC COMMON 172967101 6662 144100 SH DEFINED 1,3 144100 0 0
CITIGROUP INC COMMON 172967101 2954 63900 SH DEFINED 9 63900 0 0
CITIGROUP INC COMMON 172967101 46408 1003845 SH DEFINED 9,15 1003845 0 0
CITIGROUP INC COMMON 172967101 1663 35968 SH DEFINED 11,8 35968 0 0
CITIGROUP INC COMMON 172967101 2255 48775 SH DEFINED 12 48775 0 0
CITIGROUP INC COMMON 172967101 761 16460 SH DEFINED 12,14 16460 0 0
CITIGROUP INC COMMON 172967101 372936 8066978 SH DEFINED 15 6725849 0 1329244
CITIGROUP INC COMMON 172967101 4563 98700 SH DEFINED 15,14 98700 0 0
CITIGROUP INC COMMON 172967101 2439 52750 SH DEFINED 15,22 52750 0 0
CITIGROUP INC COMMON 172967101 18118 391900 SH DEFINED 15,8 391900 0 0
CITIGROUP INC COMMON 172967101 44857 970301 SH DEFINED 2 970301 0 0
CITIGROUP INC COMMON 172967101 379 8200 SH DEFINED 2,14 8200 0 0
CITIGROUP INC COMMON 172967101 10914 236070 SH DEFINED 23 236070 0 0
CITIGROUP INC COMMON 172967101 71421 1544905 SH DEFINED 24 234053 0 1310852
CITIGROUP INC COMMON 172967101 26267 568180 SH DEFINED 4 568180 0 0
CITIGROUP INC COMMON 172967101 10372 224355 SH DEFINED 5,15 201500 0 22855
CITIGROUP INC COMMON 172967101 41920 906763 SH DEFINED 6 906763 0 0
CITIGROUP INC COMMON 172967101 763 16500 SH DEFINED 7 16500 0 0
CITIGROUP INC COMMON 172967101 16296 352506 SH DEFINED 8 352506 0 0
CITIGROUP INC COMMON 172967101 292 6310 SH DEFINED 8,10 6310 0 0
CITIGROUP INC COMMON 172967101 1454 31444 SH DEFINED 8,13 31444 0 0
CITIGROUP CVT(CEXCH) 144A 1.0 CONVERT 173068AA5 30841 32250000 SH DEFINED 15 4800000 0 27450000
CALIF FED BK GOODWILL CERTIF ( COMMON 17306J202 0 20 SH DEFINED 24 0 0 20
CITIZENS BANKING CORP MICH COMMON 174420109 28 937 SH DEFINED 6 937 0 0
CITIZENS COMMUNICATIONS CO COMMON 17453B101 9072 675000 SH DEFINED 1 675000 0 0
CITIZENS COMMUNICATIONS CO COMMON 17453B101 444 33060 SH DEFINED 15 33060 0 0
CITIZENS COMMUNICATIONS CO COMMON 17453B101 0 16 SH DEFINED 24 0 0 16
CITRIX SYSTEMS INC COMMON 177376100 9866 455500 SH DEFINED 1 455500 0 0
CITRIX SYSTEMS INC COMMON 177376100 4378 202146 SH DEFINED 15 174046 0 19000
CITRIX SYSTEMS INC COMMON 177376100 199 9200 SH DEFINED 15,8 9200 0 0
CITRIX SYSTEMS INC COMMON 177376100 3 160 SH DEFINED 24 0 0 160
CITRIX SYSTEMS INC COMMON 177376100 32 1500 SH DEFINED 5,15 1500 0 0
CITRIX SYSTEMS INC COMMON 177376100 105 4864 SH DEFINED 8 4864 0 0
CITY HOLDING CO COMMON 177835105 413 11300 SH DEFINED 1 11300 0 0
CITY HOLDING CO COMMON 177835105 1932 52900 SH DEFINED 15 29300 0 23600
CITY HOLDING CO COMMON 177835105 40 1100 SH DEFINED 15,14 1100 0 0
CITY HOLDING CO COMMON 177835105 577 15800 SH DEFINED 5,15 15800 0 0
CITY NATIONAL CORP COMMON 178566105 37443 522150 SH DEFINED 1 522150 0 0
CITY NATIONAL CORP COMMON 178566105 93 1300 SH DEFINED 1,3 1300 0 0
CITY NATIONAL CORP COMMON 178566105 4665 65050 SH DEFINED 2 65050 0 0
CITY NATIONAL CORP COMMON 178566105 41 569 SH DEFINED 24 0 0 569
CITY NATIONAL CORP COMMON 178566105 172 2400 SH DEFINED 5,2 2400 0 0
CITY NATIONAL CORP COMMON 178566105 143 2000 SH DEFINED 6 2000 0 0
CLAIRE'S STORES INC COMMON 179584107 8660 360100 SH DEFINED 15 314500 0 28200
CLAIRE'S STORES INC COMMON 179584107 238 9900 SH DEFINED 15,8 9900 0 0
CLAIRE'S STORES INC COMMON 179584107 67 2800 SH DEFINED 5,15 2800 0 0
CLEAN HARBORS INC COMMON 184496107 494 22800 SH DEFINED 15 12300 0 10500
CLEAN HARBORS INC COMMON 184496107 11 500 SH DEFINED 15,14 500 0 0
CLEAN HARBORS INC COMMON 184496107 134 6200 SH DEFINED 5,15 6200 0 0
CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 10018 323884 SH DEFINED 1 323884 0 0
CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 37295 1205800 SH DEFINED 9 1205800 0 0
CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 7278 235300 SH DEFINED 9,15 235300 0 0
CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 48600 1571295 SH DEFINED 15 1408095 0 144100
CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 1460 47200 SH DEFINED 15,14 47200 0 0
CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 3653 118100 SH DEFINED 15,8 118100 0 0
CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 23 730 SH DEFINED 2 730 0 0
CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 539 17438 SH DEFINED 23 17438 0 0
CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 318 10276 SH DEFINED 24 0 0 10276
CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 109440 3538300 SH DEFINED 3 3538300 0 0
CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 3245 104900 SH DEFINED 3,22 104900 0 0
CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 23 740 SH DEFINED 4 740 0 0
CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 1086 35100 SH DEFINED 5,15 35100 0 0
CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 193 6256 SH DEFINED 6 6256 0 0
CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 1205 38944 SH DEFINED 8 38944 0 0
CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 57 1834 SH DEFINED 8,10 1834 0 0
CLOROX COMPANY COMMON 189054109 45600 818380 SH DEFINED 1 818380 0 0
CLOROX COMPANY COMMON 189054109 19502 350000 SH DEFINED 1,2 350000 0 0
CLOROX COMPANY COMMON 189054109 1293 23200 SH DEFINED 1,3 23200 0 0
CLOROX COMPANY COMMON 189054109 1410 25300 SH DEFINED 9,15 25300 0 0
CLOROX COMPANY COMMON 189054109 435 7800 SH DEFINED 9,2 7800 0 0
CLOROX COMPANY COMMON 189054109 4640 83279 SH DEFINED 15 73579 0 9700
CLOROX COMPANY COMMON 189054109 1621 29100 SH DEFINED 15,8 29100 0 0
CLOROX COMPANY COMMON 189054109 5806 104200 SH DEFINED 2 104200 0 0
CLOROX COMPANY COMMON 189054109 396 7105 SH DEFINED 23 7105 0 0
CLOROX COMPANY COMMON 189054109 537 9645 SH DEFINED 24 350 0 9295
CLOROX COMPANY COMMON 189054109 8 141 SH DEFINED 4 141 0 0
CLOROX COMPANY COMMON 189054109 239 4287 SH DEFINED 6 4287 0 0
CLOROX COMPANY COMMON 189054109 393 7052 SH DEFINED 8 7052 0 0
COACH INC COMMON 189754104 51240 1526350 SH DEFINED 1 1526350 0 0
COACH INC COMMON 189754104 50526 1505100 SH DEFINED 1,2 1505100 0 0
COACH INC COMMON 189754104 1880 56000 SH DEFINED 1,3 56000 0 0
COACH INC COMMON 189754104 90 2690 SH DEFINED 9,15 2690 0 0
COACH INC COMMON 189754104 645 19200 SH DEFINED 9,2 19200 0 0
COACH INC COMMON 189754104 4668 139048 SH DEFINED 15 119048 0 20000
COACH INC COMMON 189754104 248 7400 SH DEFINED 15,8 7400 0 0
COACH INC COMMON 189754104 15562 463580 SH DEFINED 2 443180 0 20400
COACH INC COMMON 189754104 148 4400 SH DEFINED 23 4400 0 0
COACH INC COMMON 189754104 3986 118732 SH DEFINED 24 0 0 118732
COACH INC COMMON 189754104 7 204 SH DEFINED 4 204 0 0
COACH INC COMMON 189754104 1270 37840 SH DEFINED 6 37840 0 0
COACH INC COMMON 189754104 487 14496 SH DEFINED 8 14496 0 0
COCA-COLA COMPANY COMMON 191216100 85763 2054210 SH DEFINED 1 2054210 0 0
COCA-COLA COMPANY COMMON 191216100 37993 910000 SH DEFINED 1,2 910000 0 0
COCA-COLA COMPANY COMMON 191216100 589 14100 SH DEFINED 9 14100 0 0
COCA-COLA COMPANY COMMON 191216100 8782 210340 SH DEFINED 9,15 210340 0 0
COCA-COLA COMPANY COMMON 191216100 194097 4649023 SH DEFINED 15 2294536 0 2347337
COCA-COLA COMPANY COMMON 191216100 906 21700 SH DEFINED 15,14 21700 0 0
COCA-COLA COMPANY COMMON 191216100 1538 36840 SH DEFINED 15,22 36840 0 0
COCA-COLA COMPANY COMMON 191216100 6204 148600 SH DEFINED 15,8 148600 0 0
COCA-COLA COMPANY COMMON 191216100 526 12600 SH DEFINED 2 12600 0 0
COCA-COLA COMPANY COMMON 191216100 1010 24203 SH DEFINED 23 24203 0 0
COCA-COLA COMPANY COMMON 191216100 12903 309059 SH DEFINED 24 39037 0 270022
COCA-COLA COMPANY COMMON 191216100 2 44 SH DEFINED 4 44 0 0
COCA-COLA COMPANY COMMON 191216100 3264 78180 SH DEFINED 5,15 68000 0 10180
COCA-COLA COMPANY COMMON 191216100 3992 95627 SH DEFINED 6 95627 0 0
COCA-COLA COMPANY COMMON 191216100 3009 72071 SH DEFINED 8 72071 0 0
COCA-COLA ENTERPRISES COMMON 191219104 15365 698100 SH DEFINED 1 698100 0 0
COCA-COLA ENTERPRISES COMMON 191219104 6975 316900 SH DEFINED 9 316900 0 0
COCA-COLA ENTERPRISES COMMON 191219104 754 34244 SH DEFINED 15 34244 0 0
COCA-COLA ENTERPRISES COMMON 191219104 722 32800 SH DEFINED 2 32800 0 0
COCA-COLA ENTERPRISES COMMON 191219104 7 300 SH DEFINED 4 300 0 0
COCA-COLA ENTERPRISES COMMON 191219104 54 2469 SH DEFINED 6 2469 0 0
COCA-COLA FEMSA SA DE CV ADR COMMON 191241108 347 13000 SH DEFINED 9 13000 0 0
COCA COLA HELLENIC BTLNG-ADS COMMON 1912EP104 1080 39765 SH DEFINED 4 39765 0 0
COGENT INC COMMON 19239Y108 32935 1153600 SH DEFINED 1 1153600 0 0
COGENT INC COMMON 19239Y108 70436 2467114 SH DEFINED 9 2467114 0 0
COGENT INC COMMON 19239Y108 2021 70786 SH DEFINED 9,22 70786 0 0
COGENT INC COMMON 19239Y108 228 8000 SH DEFINED 15 0 0 8000
COGENT INC COMMON 19239Y108 2287 80100 SH DEFINED 2 70500 0 9600
COGENT INC COMMON 19239Y108 2141 75000 SH DEFINED 3 75000 0 0
COGNIZANT TECH SOLUTIONS CRP COMMON 192446102 49034 1040400 SH DEFINED 1 1040400 0 0
COGNIZANT TECH SOLUTIONS CRP COMMON 192446102 386 8200 SH DEFINED 15 0 0 8200
COGNIZANT TECH SOLUTIONS CRP COMMON 192446102 3115 66100 SH DEFINED 15,22 66100 0 0
COGNIZANT TECH SOLUTIONS CRP COMMON 192446102 2691 57100 SH DEFINED 2 48000 0 9100
COGNIZANT TECH SOLUTIONS CRP COMMON 192446102 1824 38700 SH DEFINED 20 38700 0 0
COGNIZANT TECH SOLUTIONS CRP COMMON 192446102 409 8671 SH DEFINED 24 255 0 8416
COGNIZANT TECH SOLUTIONS CRP COMMON 192446102 4477 95000 SH DEFINED 3 95000 0 0
COGNIZANT TECH SOLUTIONS CRP COMMON 192446102 20554 436114 SH DEFINED 6 436114 0 0
COGNOS INC COMMON 19244C109 10645 311800 SH DEFINED 1 311800 0 0
COGNOS INC COMMON 19244C109 451 13200 SH DEFINED 2 13200 0 0
COGNOS INC COMMON 19244C109 95 2785 SH DEFINED 24 165 0 2620
COGNOS INC COMMON 19244C109 9402 275395 SH DEFINED 6 275395 0 0
COHERENT INC COMMON 192479103 1584 44000 SH DEFINED 1 44000 0 0
COHERENT INC COMMON 192479103 6637 184300 SH DEFINED 15 97500 0 86800
COHERENT INC COMMON 192479103 148 4100 SH DEFINED 15,14 4100 0 0
COHERENT INC COMMON 192479103 7 200 SH DEFINED 24 0 0 200
COHERENT INC COMMON 192479103 1156 32100 SH DEFINED 5,15 32100 0 0
COHEN & STEERS QUAL INC RLTY C COMMON 19247L106 64 3000 SH DEFINED 6 3000 0 0
COHEN & STEERS ADV INC CF COMMON 19247W102 12 550 SH DEFINED 24 0 0 550
COHU INC COMMON 192576106 1025 51100 SH DEFINED 15 27800 0 23300
COHU INC COMMON 192576106 22 1100 SH DEFINED 15,14 1100 0 0
COHU INC COMMON 192576106 80 4000 SH DEFINED 24 0 0 4000
COHU INC COMMON 192576106 271 13500 SH DEFINED 5,15 13500 0 0
COLDWATER CREEK INC COMMON 193068103 22 900 SH DEFINED 15 900 0 0
KENNETH COLE PRODUCTIONS CL A COMMON 193294105 834 26800 SH DEFINED 1 26800 0 0
KENNETH COLE PRODUCTIONS CL A COMMON 193294105 51 1650 SH DEFINED 6 350 475 825
COLGATE-PALMOLIVE CO COMMON 194162103 26887 538700 SH DEFINED 1 78200 0 460500
COLGATE-PALMOLIVE CO COMMON 194162103 4617 92500 SH DEFINED 9,15 92500 0 0
COLGATE-PALMOLIVE CO COMMON 194162103 1358 27209 SH DEFINED 12 27209 0 0
COLGATE-PALMOLIVE CO COMMON 194162103 478 9586 SH DEFINED 12,14 9586 0 0
COLGATE-PALMOLIVE CO COMMON 194162103 25547 511870 SH DEFINED 15 504254 0 5871
COLGATE-PALMOLIVE CO COMMON 194162103 304 6100 SH DEFINED 15,8 6100 0 0
COLGATE-PALMOLIVE CO COMMON 194162103 39466 790735 SH DEFINED 24 125441 0 665294
COLGATE-PALMOLIVE CO COMMON 194162103 599 12000 SH DEFINED 5,15 0 0 12000
COLGATE-PALMOLIVE CO COMMON 194162103 8507 170448 SH DEFINED 6 170448 0 0
COLLEGE PARTNERSHIP INC COMMON 194375101 4 36174 SH DEFINED 6 36174 0 0
COLONIAL BANCGROUP INC COMMON 195493309 148 6700 SH DEFINED 6 1450 1900 3350
COLONIAL PROPERTIES TRUST COMMON 195872106 277 6300 SH DEFINED 15 6300 0 0
COLONIAL PROPERTIES TRUST COMMON 195872106 66679 1515441 SH DEFINED 15 1217141 0 294400
COLONIAL PROPERTIES TRUST COMMON 195872106 3 57 SH DEFINED 24 0 0 57
COLONIAL PROPERTIES TRUST COMMON 195872106 2758 62684 SH DEFINED 5,15 62684 0 0
COLUMBIA BANCORP COMMON 197227101 55 1500 SH DEFINED 15 1200 0 300
COLUMBIA BANCORP COMMON 197227101 91 2500 SH DEFINED 5,15 2500 0 0
COLUMBIA BANKING SYSTEM INC COMMON 197236102 2373 96400 SH DEFINED 1 96400 0 0
COLUMBIA BANKING SYSTEM INC COMMON 197236102 1542 62640 SH DEFINED 15 34850 0 27790
COLUMBIA BANKING SYSTEM INC COMMON 197236102 32 1300 SH DEFINED 15,14 1300 0 0
COLUMBIA BANKING SYSTEM INC COMMON 197236102 451 18300 SH DEFINED 5,15 18300 0 0
COLUMBIA SPORTSWEAR CO COMMON 198516106 4549 92200 SH DEFINED 1 92200 0 0
COLUMBIA SPORTSWEAR CO COMMON 198516106 562 11400 SH DEFINED 15,14 11400 0 0
COLUMBIA SPORTSWEAR CO COMMON 198516106 12 240 SH DEFINED 2 240 0 0
COMCAST CORP CL A COMMON 20030N101 56585 1844957 SH DEFINED 15 993905 0 851052
COMCAST CORP CL A COMMON 20030N101 4282 139600 SH DEFINED 9,15 139600 0 0
COMCAST CORP CL A COMMON 20030N101 1248 40705 SH DEFINED 12 40705 0 0
COMCAST CORP CL A COMMON 20030N101 435 14180 SH DEFINED 12,14 14180 0 0
COMCAST CORP CL A COMMON 20030N101 29599 965096 SH DEFINED 15 916053 0 49043
COMCAST CORP CL A COMMON 20030N101 1800 58700 SH DEFINED 15,14 58700 0 0
COMCAST CORP CL A COMMON 20030N101 1776 57900 SH DEFINED 15,22 57900 0 0
COMCAST CORP CL A COMMON 20030N101 3067 100000 SH DEFINED 15,8 100000 0 0
COMCAST CORP CL A COMMON 20030N101 33 1070 SH DEFINED 2 1070 0 0
COMCAST CORP CL A COMMON 20030N101 104 3400 SH DEFINED 23 3400 0 0
COMCAST CORP CL A COMMON 20030N101 8054 262615 SH DEFINED 24 67643 0 194972
COMCAST CORP CL A COMMON 20030N101 340 11100 SH DEFINED 5,15 0 0 11100
COMCAST CORP CL A COMMON 20030N101 560 18258 SH DEFINED 6 18258 0 0
COMCAST CORP CL A COMMON 20030N101 1261 41103 SH DEFINED 8 41103 0 0
COMCAST CORP SPECIAL CL A COMMON 20030N200 988 33000 SH DEFINED 20 33000 0 0
COMCAST CORP SPECIAL CL A COMMON 20030N200 248 8285 SH DEFINED 23 8285 0 0
COMCAST CORP SPECIAL CL A COMMON 20030N200 9239 308481 SH DEFINED 24 105203 0 203278
COMCAST CORP SPECIAL CL A COMMON 20030N200 28202 941652 SH DEFINED 6 937152 0 4500
COMCAST CORP SPECIAL CL A COMMON 20030N200 1274 42536 SH DEFINED 8 42536 0 0
COMCAST CORP SPECIAL CL A COMMON 20030N200 34 1150 SH DEFINED 8,10 1150 0 0
COMERICA INC COMMON 200340107 186 3220 SH DEFINED 15 3220 0 0
COMERICA INC COMMON 200340107 295 5100 SH DEFINED 9 5100 0 0
COMERICA INC COMMON 200340107 6057 104800 SH DEFINED 9,15 104800 0 0
COMERICA INC COMMON 200340107 25454 440375 SH DEFINED 15 398975 0 41400
COMERICA INC COMMON 200340107 457 7900 SH DEFINED 15,14 7900 0 0
COMERICA INC COMMON 200340107 2433 42100 SH DEFINED 15,8 42100 0 0
COMERICA INC COMMON 200340107 440 7609 SH DEFINED 23 7609 0 0
COMERICA INC COMMON 200340107 907 15700 SH DEFINED 5,15 15700 0 0
COMERICA INC COMMON 200340107 1098 19000 SH DEFINED 6 19000 0 0
COMERICA INC COMMON 200340107 418 7233 SH DEFINED 8 7233 0 0
COMMERCE BANCORP INC/NJ COMMON 200519106 34 1125 SH DEFINED 6 1125 0 0
COMMERCE BANCORP INC/NJ COMMON 200519106 158 5206 SH DEFINED 8 5206 0 0
COMMERCE BANCSHARES INC COMMON 200525103 228 4515 SH DEFINED 1 4515 0 0
COMMERCE BANCSHARES INC COMMON 200525103 97 1916 SH DEFINED 24 0 0 1916
COMMERCE BANCSHARES INC COMMON 200525103 75 1485 SH DEFINED 6 1485 0 0
COMMERCE GROUP INC COMMON 200641108 31 500 SH DEFINED 15 500 0 0
COMMERCE GROUP INC COMMON 200641108 75 1200 SH DEFINED 5,15 1200 0 0
COMMERCIAL CAPITAL BANCORP COMMON 20162L105 3252 194600 SH DEFINED 1 194600 0 0
COMMERCIAL CAPITAL BANCORP COMMON 20162L105 10 625 SH DEFINED 6 625 0 0
COMMERCIAL FEDERAL CORP COMMON 201647104 559 16600 SH DEFINED 1 16600 0 0
COMMERCIAL FEDERAL CORP COMMON 201647104 47 1400 SH DEFINED 15 1400 0 0
COMMERCIAL METALS CO COMMON 201723103 3070 128900 SH DEFINED 1 128900 0 0
COMMERCIAL METALS CO COMMON 201723103 2887 121200 SH DEFINED 15 62800 0 58400
COMMERCIAL METALS CO COMMON 201723103 64 2700 SH DEFINED 15,14 2700 0 0
COMMERCIAL METALS CO COMMON 201723103 424 17800 SH DEFINED 5,15 17800 0 0
COMMERCIAL NET LEASE REALTY COMMON 202218103 37192 1816900 SH DEFINED 15 1593000 0 223900
COMMERCIAL NET LEASE REALTY COMMON 202218103 18 900 SH DEFINED 15,14 900 0 0
COMMERCIAL NET LEASE REALTY COMMON 202218103 403 19700 SH DEFINED 5,15 19700 0 0
COMMERCIAL NET LEASE REALTY COMMON 202218103 8 400 SH DEFINED 6 400 0 0
COMMERCIAL VEHICLE GROUP INC COMMON 202608105 873 49200 SH DEFINED 15 33500 0 15700
COMMERCIAL VEHICLE GROUP INC COMMON 202608105 12 700 SH DEFINED 15,14 700 0 0
COMMERCIAL VEHICLE GROUP INC COMMON 202608105 355 20000 SH DEFINED 5,15 20000 0 0
COMMONWEALTH TELEPHONE ENTRP COMMON 203349105 7003 167100 SH DEFINED 15 105900 0 61200
COMMONWEALTH TELEPHONE ENTRP COMMON 203349105 122 2900 SH DEFINED 15,14 2900 0 0
COMMONWEALTH TELEPHONE ENTRP COMMON 203349105 1530 36500 SH DEFINED 5,15 36500 0 0
COMMSCOPE INC COMMON 203372107 9210 529000 SH DEFINED 1 529000 0 0
COMMSCOPE INC COMMON 203372107 6530 375100 SH DEFINED 15 214500 0 160600
COMMSCOPE INC COMMON 203372107 131 7500 SH DEFINED 15,14 7500 0 0
COMMSCOPE INC COMMON 203372107 2 100 SH DEFINED 24 0 0 100
COMMSCOPE INC COMMON 203372107 1697 97500 SH DEFINED 5,15 97500 0 0
COMMUNITY BANCORP COMMON 20343T100 34 1100 SH DEFINED 15 900 0 200
COMMUNITY BANCORP COMMON 20343T100 62 2000 SH DEFINED 5,15 2000 0 0
COMMUNITY HEALTH SYSTEMS COMMON 203668108 81090 2145800 SH DEFINED 1 2145800 0 0
COMMUNITY HEALTH SYSTEMS COMMON 203668108 208 5500 SH DEFINED 9 5500 0 0
COMMUNITY HEALTH SYSTEMS COMMON 203668108 8832 233700 SH DEFINED 15,22 233700 0 0
COMMUNITY HEALTH SYSTEMS COMMON 203668108 6209 164300 SH DEFINED 2 164300 0 0
COMMUNITY HEALTH SYSTEMS COMMON 203668108 321 8500 SH DEFINED 20 8500 0 0
COMMUNITY HEALTH SYSTEMS COMMON 203668108 297 7865 SH DEFINED 6 6165 600 1100
COMMUNITY TRUST BANCORP INC COMMON 204149108 1020 31170 SH DEFINED 15 17280 0 13890
COMMUNITY TRUST BANCORP INC COMMON 204149108 23 700 SH DEFINED 15,14 700 0 0
COMMUNITY TRUST BANCORP INC COMMON 204149108 308 9400 SH DEFINED 5,15 9400 0 0
COMPANHIA ENERGETICA DE MINAS COMMON 204409601 3312 104000 SH DEFINED 9 104000 0 0
COMPANHIA ENERGETICA DE MINAS COMMON 204409601 417 13100 SH DEFINED 9,15 13100 0 0
COMPANHIA ENERGETICA DE MINAS COMMON 204409601 1264 39700 SH DEFINED 9,22 39700 0 0
COMPANHIA ENERGETICA DE MINAS COMMON 204409601 1640 51500 SH DEFINED 12,14 51500 0 0
COMPANHIA ENERGETICA DE MINAS COMMON 204409601 1188 37300 SH DEFINED 15 37300 0 0
COMPANHIA ENERGETICA DE MINAS COMMON 204409601 3535 111000 SH DEFINED 5,12 111000 0 0
COMPANHIA BRASILEIRA DE DISTRB COMMON 20440T201 1798 90400 SH DEFINED 1 90400 0 0
CIA VALE DO RIO DOCE-ADR COMMON 204412209 4524 154500 SH DEFINED 9 154500 0 0
CIA VALE DO RIO DOCE-ADR COMMON 204412209 237 8100 SH DEFINED 9,15 8100 0 0
CIA VALE DO RIO DOCE-ADR COMMON 204412209 641 21900 SH DEFINED 9,22 21900 0 0
CIA VALE DO RIO DOCE-ADR COMMON 204412209 409 13975 SH DEFINED 15 13975 0 0
CIA VALE DO RIO DOCE-ADR COMMON 204412209 1267 43285 SH DEFINED 5,12 43285 0 0
CIA VALE DO RIO DOCE-ADR COMMON 204412209 1744 59550 SH DEFINED 6 59550 0 0
COMPANHIA DE BEBIDAS-CM ADR COMMON 20441W104 5027 197466 SH DEFINED 1 197466 0 0
COMPANHIA DE BEBIDAS-CM ADR COMMON 20441W104 21 840 SH DEFINED 1,3 840 0 0
COMPANHIA DE BEBIDAS-CM ADR COMMON 20441W104 334 13100 SH DEFINED 9 13100 0 0
COMPANHIA DE BEBIDAS-CM ADR COMMON 20441W104 49 1940 SH DEFINED 9,15 1940 0 0
COMPANHIA DE BEBIDAS-CM ADR COMMON 20441W104 101 3980 SH DEFINED 9,22 3980 0 0
COMPANHIA DE BEBIDAS-CM ADR COMMON 20441W104 146 5746 SH DEFINED 15,14 5746 0 0
COMPANHIA DE BEBIDAS-CM ADR COMMON 20441W104 136 5330 SH DEFINED 2 5330 0 0
COMPANHIA DE BEBIDAS ADR COMMON 20441W203 31924 1033130 SH DEFINED 1 1033130 0 0
COMPANHIA DE BEBIDAS ADR COMMON 20441W203 158 5100 SH DEFINED 1,3 5100 0 0
COMPANHIA DE BEBIDAS ADR COMMON 20441W203 2426 78500 SH DEFINED 9 78500 0 0
COMPANHIA DE BEBIDAS ADR COMMON 20441W203 300 9700 SH DEFINED 9,15 9700 0 0
COMPANHIA DE BEBIDAS ADR COMMON 20441W203 615 19900 SH DEFINED 9,22 19900 0 0
COMPANHIA DE BEBIDAS ADR COMMON 20441W203 814 26330 SH DEFINED 15,14 26330 0 0
COMPANHIA DE BEBIDAS ADR COMMON 20441W203 1068 34550 SH DEFINED 2 34550 0 0
COMPANIA DE MINAS BUENAVENTURA COMMON 204448104 5770 251000 SH DEFINED 1 251000 0 0
COMPANIA DE MINAS BUENAVENTURA COMMON 204448104 736 32000 SH DEFINED 9 32000 0 0
COMPANIA DE MINAS BUENAVENTURA COMMON 204448104 1081 47000 SH DEFINED 2 47000 0 0
COMPANIA DE TELECOMUNICS CHILE COMMON 204449300 1117 109800 SH DEFINED 9 109800 0 0
COMPANIA DE TELECOMUNICS CHILE COMMON 204449300 195 19200 SH DEFINED 9,15 19200 0 0
COMPANIA DE TELECOMUNICS CHILE COMMON 204449300 526 51700 SH DEFINED 9,22 51700 0 0
COMPAQ COMPUTER CORP COMMON 204493100 0 500 SH DEFINED 6 500 0 0
COMPASS BANCSHARES INC COMMON 20449H109 31773 706060 SH DEFINED 1 706060 0 0
COMPASS BANCSHARES INC COMMON 20449H109 89 1975 SH DEFINED 1,3 1975 0 0
COMPASS BANCSHARES INC COMMON 20449H109 1789 39746 SH DEFINED 15 37446 0 2300
COMPASS BANCSHARES INC COMMON 20449H109 261 5800 SH DEFINED 15,8 5800 0 0
COMPASS BANCSHARES INC COMMON 20449H109 4140 92000 SH DEFINED 2 92000 0 0
COMPASS BANCSHARES INC COMMON 20449H109 8285 184100 SH DEFINED 3 184100 0 0
COMPASS BANCSHARES INC COMMON 20449H109 20561 456900 SH DEFINED 4 456900 0 0
COMPASS BANCSHARES INC COMMON 20449H109 162 3600 SH DEFINED 5,2 3600 0 0
COMPASS BANCSHARES INC COMMON 20449H109 9 200 SH DEFINED 6 200 0 0
COMPASS BANCSHARES INC COMMON 20449H109 213 4741 SH DEFINED 8 4741 0 0
COMPETITIVE TECHNOLOGIES INC COMMON 204512107 5 700 SH DEFINED 24 0 0 700
COMPASS MINERALS INTERNATIONAL COMMON 20451N101 4600 196600 SH DEFINED 1 196600 0 0
COMPASS MINERALS INTERNATIONAL COMMON 20451N101 753 32200 SH DEFINED 15 18700 0 13500
COMPASS MINERALS INTERNATIONAL COMMON 20451N101 14 600 SH DEFINED 15,14 600 0 0
COMPASS MINERALS INTERNATIONAL COMMON 20451N101 82 3486 SH DEFINED 24 472 0 3014
COMPASS MINERALS INTERNATIONAL COMMON 20451N101 136 5800 SH DEFINED 5,15 5800 0 0
COMPASS MINERALS INTERNATIONAL COMMON 20451N101 5426 231870 SH DEFINED 6 231870 0 0
COMPOSITE TECHNOLOGY CORPORA COMMON 20461S108 15 10000 SH DEFINED 6 10000 0 0
COMPUCREDIT CORP COMMON 20478N100 4450 129800 SH DEFINED 15 76900 0 52900
COMPUCREDIT CORP COMMON 20478N100 86 2500 SH DEFINED 15,14 2500 0 0
COMPUCREDIT CORP COMMON 20478N100 1111 32400 SH DEFINED 5,15 32400 0 0
COMPUTER ASSOCIATES INTL INC COMMON 204912109 541843 19717726 SH DEFINED 1 19716659 0 1067
COMPUTER ASSOCIATES INTL INC COMMON 204912109 38557 1403093 SH DEFINED 1,2 1403093 0 0
COMPUTER ASSOCIATES INTL INC COMMON 204912109 151 5500 SH DEFINED 1,3 5500 0 0
COMPUTER ASSOCIATES INTL INC COMMON 204912109 1 23 SH DEFINED 9,15 23 0 0
COMPUTER ASSOCIATES INTL INC COMMON 204912109 7910 287837 SH DEFINED 15 287711 0 126
COMPUTER ASSOCIATES INTL INC COMMON 204912109 143 5200 SH DEFINED 15,8 5200 0 0
COMPUTER ASSOCIATES INTL INC COMMON 204912109 13052 474967 SH DEFINED 2 474967 0 0
COMPUTER ASSOCIATES INTL INC COMMON 204912109 519 18900 SH DEFINED 2,14 18900 0 0
COMPUTER ASSOCIATES INTL INC COMMON 204912109 157 5709 SH DEFINED 24 0 0 5709
COMPUTER ASSOCIATES INTL INC COMMON 204912109 71644 2607121 SH DEFINED 4 2607121 0 0
COMPUTER ASSOCIATES INTL INC COMMON 204912109 294 10700 SH DEFINED 5,2 10700 0 0
COMPUTER ASSOCIATES INTL INC COMMON 204912109 1 24 SH DEFINED 6 24 0 0
COMPUTER ASSOCIATES INTL INC COMMON 204912109 415 15113 SH DEFINED 8 15113 0 0
COMPUTER ASSOCIATES INTL INC COMMON 204912109 0 12 SH DEFINED 8,13 12 0 0
COMPUTER PROGRAMS & SYSTEMS COMMON 205306103 1502 40300 SH DEFINED 1 40300 0 0
COMPUTER SCIENCES CORP COMMON 205363104 174 3990 SH DEFINED 15 3220 0 770
COMPUTER SCIENCES CORP COMMON 205363104 109 2500 SH DEFINED 9 2500 0 0
COMPUTER SCIENCES CORP COMMON 205363104 5856 134000 SH DEFINED 9,15 134000 0 0
COMPUTER SCIENCES CORP COMMON 205363104 28500 652169 SH DEFINED 15 577369 0 61600
COMPUTER SCIENCES CORP COMMON 205363104 170 3900 SH DEFINED 15,14 3900 0 0
COMPUTER SCIENCES CORP COMMON 205363104 1783 40800 SH DEFINED 15,8 40800 0 0
COMPUTER SCIENCES CORP COMMON 205363104 175 4000 SH DEFINED 20 4000 0 0
COMPUTER SCIENCES CORP COMMON 205363104 180 4119 SH DEFINED 23 4119 0 0
COMPUTER SCIENCES CORP COMMON 205363104 42 970 SH DEFINED 24 270 0 700
COMPUTER SCIENCES CORP COMMON 205363104 660 15100 SH DEFINED 5,15 15100 0 0
COMPUTER SCIENCES CORP COMMON 205363104 170 3889 SH DEFINED 6 3889 0 0
COMPUTER SCIENCES CORP COMMON 205363104 346 7914 SH DEFINED 8 7914 0 0
COMPUWARE CORP COMMON 205638109 2861 397961 SH DEFINED 15 351961 0 28400
COMPUWARE CORP COMMON 205638109 21 2900 SH DEFINED 5,15 2900 0 0
COMPUWARE CORP COMMON 205638109 82 11412 SH DEFINED 8 11412 0 0
COMSTOCK HOMEBUILDING COS-A COMMON 205684103 19 800 SH DEFINED 6 800 0 0
COMSTOCK RESOURCES INC COMMON 205768203 3776 149300 SH DEFINED 1 149300 0 0
COMTECH TELECOMMUNICATIONS COMMON 205826209 235 7200 SH DEFINED 1 7200 0 0
COMVERSE TECHNOLOGY INC COMMON 205862402 64410 2725780 SH DEFINED 1 2725780 0 0
COMVERSE TECHNOLOGY INC COMMON 205862402 23630 1000000 SH DEFINED 1,2 1000000 0 0
COMVERSE TECHNOLOGY INC COMMON 205862402 983 41600 SH DEFINED 9,15 41600 0 0
COMVERSE TECHNOLOGY INC COMMON 205862402 12331 521851 SH DEFINED 15 432851 0 68300
COMVERSE TECHNOLOGY INC COMMON 205862402 5550 234870 SH DEFINED 15,22 234870 0 0
COMVERSE TECHNOLOGY INC COMMON 205862402 803 34000 SH DEFINED 15,8 34000 0 0
COMVERSE TECHNOLOGY INC COMMON 205862402 6489 274620 SH DEFINED 2 250720 0 23900
COMVERSE TECHNOLOGY INC COMMON 205862402 1853 78400 SH DEFINED 20 78400 0 0
COMVERSE TECHNOLOGY INC COMMON 205862402 6 273 SH DEFINED 4 273 0 0
COMVERSE TECHNOLOGY INC COMMON 205862402 80 3400 SH DEFINED 5,15 3400 0 0
COMVERSE TECHNOLOGY INC COMMON 205862402 43 1810 SH DEFINED 8 1810 0 0
CONAGRA FOODS INC COMMON 205887102 1165 50293 SH DEFINED 15 50293 0 0
CONAGRA FOODS INC COMMON 205887102 204 8800 SH DEFINED 24 0 0 8800
CONAGRA FOODS INC COMMON 205887102 220 9500 SH DEFINED 6 9500 0 0
CONAGRA FOODS INC COMMON 205887102 406 17534 SH DEFINED 8 17534 0 0
CONCEPTUS INC COMMON 206016107 1380 244313 SH DEFINED 1 244313 0 0
CONCEPTUS INC COMMON 206016107 190 33600 SH DEFINED 11,2 33600 0 0
CONCURRENT COMPUTER CORP COMMON 206710204 4 2000 SH DEFINED 6 2000 0 0
CONEXANT SYSTEMS INC COMMON 207142100 2 1000 SH DEFINED 24 0 0 1000
CONNECTICS CORP COMMON 208192104 5696 322900 SH DEFINED 3 322900 0 0
CONN INC COMMON 208242107 455 18600 SH DEFINED 15 10900 0 7700
CONN INC COMMON 208242107 10 400 SH DEFINED 15,14 400 0 0
CONN INC COMMON 208242107 208 8500 SH DEFINED 5,15 8500 0 0
CONOCOPHILLIPS COMMON 20825C104 123866 2154570 SH DEFINED 1 2154570 0 0
CONOCOPHILLIPS COMMON 20825C104 83361 1450000 SH DEFINED 1,2 1450000 0 0
CONOCOPHILLIPS COMMON 20825C104 215 3740 SH DEFINED 9,15 3740 0 0
CONOCOPHILLIPS COMMON 20825C104 10403 180959 SH DEFINED 15 168159 0 12800
CONOCOPHILLIPS COMMON 20825C104 3449 60000 SH DEFINED 15,14 60000 0 0
CONOCOPHILLIPS COMMON 20825C104 1311 22800 SH DEFINED 15,8 22800 0 0
CONOCOPHILLIPS COMMON 20825C104 17269 300380 SH DEFINED 2 300380 0 0
CONOCOPHILLIPS COMMON 20825C104 9615 167250 SH DEFINED 24 35886 0 131364
CONOCOPHILLIPS COMMON 20825C104 657 11432 SH DEFINED 4 11432 0 0
CONOCOPHILLIPS COMMON 20825C104 3858 67102 SH DEFINED 6 67102 0 0
CONOCOPHILLIPS COMMON 20825C104 165 2870 SH DEFINED 8 2870 0 0
CONSECO INC COMMON 208464883 9 400 SH DEFINED 15 400 0 0
CONSECO INC COMMON 208464883 13 600 SH DEFINED 15 400 0 200
CONSECO INC COMMON 208464883 127 5800 SH DEFINED 15,8 5800 0 0
CONSOL ENERGY INC COMMON 20854P109 600 11200 SH DEFINED 24 11200 0 0
CONSOLIDATED EDISON INC COMMON 209115104 1105 23581 SH DEFINED 15 23581 0 0
CONSOLIDATED EDISON INC COMMON 209115104 909 19413 SH DEFINED 24 237 0 19176
CONSOLIDATED EDISON INC COMMON 209115104 84 1800 SH DEFINED 6 1800 0 0
CONSOLIDATED EDISON INC COMMON 209115104 362 7738 SH DEFINED 8 7738 0 0
CONSOLIDATED GRAPHICS INC COMMON 209341106 1937 47513 SH DEFINED 15 26400 0 21113
CONSOLIDATED GRAPHICS INC COMMON 209341106 41 1000 SH DEFINED 15,14 1000 0 0
CONSOLIDATED GRAPHICS INC COMMON 209341106 546 13400 SH DEFINED 5,15 13400 0 0
CONSTELLATION BRANDS INC CL A COMMON 21036P108 42153 1428900 SH DEFINED 1 1428900 0 0
CONSTELLATION BRANDS INC CL A COMMON 21036P108 16225 550000 SH DEFINED 1,2 550000 0 0
CONSTELLATION BRANDS INC CL A COMMON 21036P108 342 11600 SH DEFINED 15 0 0 11600
CONSTELLATION BRANDS INC CL A COMMON 21036P108 425 14400 SH DEFINED 2 0 0 14400
CONSTELLATION BRANDS INC CL A COMMON 21036P108 118 4000 SH DEFINED 24 0 0 4000
CONSTELLATION BRANDS INC CL A COMMON 21036P108 12 400 SH DEFINED 6 400 0 0
CONSTELLATION ENERGY GROUP COMMON 210371100 10278 178160 SH DEFINED 1 178160 0 0
CONSTELLATION ENERGY GROUP COMMON 210371100 2812 48748 SH DEFINED 15 39535 0 9213
CONSTELLATION ENERGY GROUP COMMON 210371100 906 15700 SH DEFINED 15,8 15700 0 0
CONSTELLATION ENERGY GROUP COMMON 210371100 143 2477 SH DEFINED 23 2477 0 0
CONSTELLATION ENERGY GROUP COMMON 210371100 142 2457 SH DEFINED 24 0 0 2457
CONSTELLATION ENERGY GROUP COMMON 210371100 614 10642 SH DEFINED 6 10642 0 0
CONSTELLATION ENERGY GROUP COMMON 210371100 371 6428 SH DEFINED 8 6428 0 0
CONTINENTAL AIRLINES CL B COMMON 210795308 292 22000 SH DEFINED 15 11400 0 10600
CONTINENTAL AIRLINES CL B COMMON 210795308 7 500 SH DEFINED 15,14 500 0 0
CONTINENTAL AIRLINES CL B COMMON 210795308 36 2700 SH DEFINED 5,15 2700 0 0
CONVERGYS CORP COMMON 212485106 59 4130 SH DEFINED 15 0 0 4130
CONVERGYS CORP COMMON 212485106 354 24920 SH DEFINED 15 24920 0 0
PEPSICO(CNVTLT)CVT PV 144A 2.0 CONVERT 212573AA7 13948 14125000 SH DEFINED 15 2125000 0 12000000
COOPER CAMERON CORP COMMON 216640102 10238 165000 SH DEFINED 1 165000 0 0
COOPER CAMERON CORP COMMON 216640102 1179 19000 SH DEFINED 15,14 19000 0 0
COOPER CAMERON CORP COMMON 216640102 12 197 SH DEFINED 4 197 0 0
THE COOPER COMPANIES INC COMMON 216648402 51046 838750 SH DEFINED 1 838750 0 0
THE COOPER COMPANIES INC COMMON 216648402 341 5600 SH DEFINED 15 0 0 5600
THE COOPER COMPANIES INC COMMON 216648402 1089 17900 SH DEFINED 15,22 17900 0 0
THE COOPER COMPANIES INC COMMON 216648402 3420 56200 SH DEFINED 2 48900 0 7300
THE COOPER COMPANIES INC COMMON 216648402 9227 151612 SH DEFINED 3 151612 0 0
COOPER TIRE & RUBBER COMMON 216831107 114 6165 SH DEFINED 15 6165 0 0
COPANO ENERGY LLC COMMON 217202100 736 20000 SH DEFINED 6 20000 0 0
COPART INC COMMON 217204106 112 4700 SH DEFINED 15,8 4700 0 0
COPART INC COMMON 217204106 7 300 SH DEFINED 24 0 0 300
CORGENTECH INC COMMON 21872P105 1103 424150 SH DEFINED 1 424150 0 0
CORGENTECH INC COMMON 21872P105 29 11000 SH DEFINED 11,2 11000 0 0
CORGENTECH INC COMMON 21872P105 176 67500 SH DEFINED 15,22 67500 0 0
CORGENTECH INC COMMON 21872P105 63 24200 SH DEFINED 2 24200 0 0
CORGENTECH INC COMMON 21872P105 0 106 SH DEFINED 24 0 0 106
CORINTHIAN COLLEGES INC COMMON 218868107 15 1200 SH DEFINED 24 0 0 1200
CORIXA CORP COMMON 21887F100 10 2208 SH DEFINED 15 0 0 2208
CORIXA CORP COMMON 21887F100 121 27734 SH DEFINED 18 0 0 27734
CORN PRODUCTS INTL INC COMMON 219023108 17370 731080 SH DEFINED 1 731080 0 0
CORN PRODUCTS INTL INC COMMON 219023108 1620 68200 SH DEFINED 15 58600 0 6000
CORN PRODUCTS INTL INC COMMON 219023108 658 27700 SH DEFINED 2 27700 0 0
CORN PRODUCTS INTL INC COMMON 219023108 114 4806 SH DEFINED 24 1200 0 3606
CORN PRODUCTS INTL INC COMMON 219023108 14 600 SH DEFINED 5,15 600 0 0
CORN PRODUCTS INTL INC COMMON 219023108 10 400 SH DEFINED 6 400 0 0
CORNING INC COMMON 219350105 60206 3622500 SH DEFINED 1 3622500 0 0
CORNING INC COMMON 219350105 4996 300578 SH DEFINED 15 257178 0 43400
CORNING INC COMMON 219350105 4454 268000 SH DEFINED 15,22 268000 0 0
CORNING INC COMMON 219350105 853 51300 SH DEFINED 15,8 51300 0 0
CORNING INC COMMON 219350105 2415 145300 SH DEFINED 2 115000 0 30300
CORNING INC COMMON 219350105 3058 184000 SH DEFINED 20 184000 0 0
CORNING INC COMMON 219350105 1181 71036 SH DEFINED 24 11600 0 59436
CORNING INC COMMON 219350105 264 15862 SH DEFINED 6 15862 0 0
CORNING INC COMMON 219350105 717 43150 SH DEFINED 8 43150 0 0
CORPORATE EXECUTIVE BOARD CO COMMON 21988R102 18184 232140 SH DEFINED 1 232140 0 0
CORPORATE EXECUTIVE BOARD CO COMMON 21988R102 19710 251626 SH DEFINED 15 213346 0 33080
CORPORATE EXECUTIVE BOARD CO COMMON 21988R102 407 5200 SH DEFINED 15,8 5200 0 0
CORPORATE EXECUTIVE BOARD CO COMMON 21988R102 7697 98260 SH DEFINED 2 98260 0 0
CORPORATE EXECUTIVE BOARD CO COMMON 21988R102 136 1730 SH DEFINED 24 90 0 1640
CORPORATE EXECUTIVE BOARD CO COMMON 21988R102 141 1800 SH DEFINED 5,15 1800 0 0
CORPORATE EXECUTIVE BOARD CO COMMON 21988R102 11597 148051 SH DEFINED 6 148051 0 0
CORPORATE OFFICE PROPERTIES COMMON 22002T108 1172 39800 SH DEFINED 15 39800 0 0
CORPORATE OFFICE PROPERTIES COMMON 22002T108 636 21600 SH DEFINED 5,15 21600 0 0
CORRECTIONAL PROPERTIES TRST COMMON 22025E104 3625 128100 SH DEFINED 15 88300 0 39800
CORRECTIONS CORP OF AMERICA COMMON 22025Y407 47706 1215450 SH DEFINED 1 1215450 0 0
CORRECTIONS CORP OF AMERICA COMMON 22025Y407 608 15500 SH DEFINED 15 0 0 15500
CORRECTIONS CORP OF AMERICA COMMON 22025Y407 3160 80500 SH DEFINED 2 63000 0 17500
CORRECTIONS CORP OF AMERICA COMMON 22025Y407 203 5172 SH DEFINED 6 5172 0 0
CORUS BANCSHARES INC COMMON 220873103 466 8400 SH DEFINED 1 8400 0 0
CORUS BANCSHARES INC COMMON 220873103 5371 96800 SH DEFINED 15 54100 0 42700
CORUS BANCSHARES INC COMMON 220873103 111 2000 SH DEFINED 15,14 2000 0 0
CORUS BANCSHARES INC COMMON 220873103 1604 28900 SH DEFINED 5,15 28900 0 0
CORUS ENTERTAINMENT INC CL B COMMON 220874101 8553 334700 SH DEFINED 1,3 334700 0 0
CORUS ENTERTAINMENT INC CL B COMMON 220874101 166 6500 SH DEFINED 2 6500 0 0
CORUS ENTERTAINMENT INC CL B COMMON 220874101 2555 100000 SH DEFINED 3 100000 0 0
COSI INC COMMON 22122P101 4050 587011 SH DEFINED 18 0 0 587011
COSTCO CORP CVT(COSTCV) 144A 0 CONVERT 221479AA6 33542 33375000 SH DEFINED 15 4825000 0 28550000
COST PLUS INC/CALIFORNIA COMMON 221485105 3399 136300 SH DEFINED 1 136300 0 0
COSTCO WHOLESALE CORP COMMON 22160K105 16 360 SH DEFINED 15 360 0 0
COSTCO WHOLESALE CORP COMMON 22160K105 327 7300 SH DEFINED 9,15 7300 0 0
COSTCO WHOLESALE CORP COMMON 22160K105 4677 104565 SH DEFINED 15 76765 0 27800
COSTCO WHOLESALE CORP COMMON 22160K105 689 15400 SH DEFINED 15,8 15400 0 0
COSTCO WHOLESALE CORP COMMON 22160K105 7100 158739 SH DEFINED 24 8135 0 150604
COSTCO WHOLESALE CORP COMMON 22160K105 247066 5523500 SH DEFINED 3 5523500 0 0
COSTCO WHOLESALE CORP COMMON 22160K105 3176 71000 SH DEFINED 3,22 71000 0 0
COSTCO WHOLESALE CORP COMMON 22160K105 336 7510 SH DEFINED 6 7510 0 0
COSTCO WHOLESALE CORP COMMON 22160K105 678 15155 SH DEFINED 8 15155 0 0
COSTAR GROUP INC COMMON 22160N109 31867 730900 SH DEFINED 1 730900 0 0
COSTAR GROUP INC COMMON 22160N109 5490 125920 SH DEFINED 2 125920 0 0
COTT CORPORATION COMMON 22163N106 158565 7277100 SH DEFINED 3 7277100 0 0
COTT CORPORATION COMMON 22163N106 5 220 SH DEFINED 6 220 0 0
COUNTRYWIDE FINANCIAL CORP COMMON 222372104 46487 1204020 SH DEFINED 1 1200400 0 3620
COUNTRYWIDE FINANCIAL CORP COMMON 222372104 1293 33500 SH DEFINED 9 33500 0 0
COUNTRYWIDE FINANCIAL CORP COMMON 222372104 50 1300 SH DEFINED 9,7 1300 0 0
COUNTRYWIDE FINANCIAL CORP COMMON 222372104 9444 244600 SH DEFINED 9,15 244600 0 0
COUNTRYWIDE FINANCIAL CORP COMMON 222372104 315 8154 SH DEFINED 11,8 8154 0 0
COUNTRYWIDE FINANCIAL CORP COMMON 222372104 61081 1582001 SH DEFINED 15 1449096 0 129105
COUNTRYWIDE FINANCIAL CORP COMMON 222372104 1236 32000 SH DEFINED 15,14 32000 0 0
COUNTRYWIDE FINANCIAL CORP COMMON 222372104 2147 55600 SH DEFINED 15,8 55600 0 0
COUNTRYWIDE FINANCIAL CORP COMMON 222372104 6595 170800 SH DEFINED 2 170800 0 0
COUNTRYWIDE FINANCIAL CORP COMMON 222372104 2215 57363 SH DEFINED 23 57363 0 0
COUNTRYWIDE FINANCIAL CORP COMMON 222372104 46 1200 SH DEFINED 24 0 0 1200
COUNTRYWIDE FINANCIAL CORP COMMON 222372104 69 1776 SH DEFINED 4 1776 0 0
COUNTRYWIDE FINANCIAL CORP COMMON 222372104 2950 76400 SH DEFINED 5,15 76400 0 0
COUNTRYWIDE FINANCIAL CORP COMMON 222372104 46 1200 SH DEFINED 6 1200 0 0
COUNTRYWIDE FINANCIAL CORP COMMON 222372104 405 10500 SH DEFINED 7 10500 0 0
COUNTRYWIDE FINANCIAL CORP COMMON 222372104 2328 60289 SH DEFINED 8 60289 0 0
COUNTRYWIDE FINANCIAL CORP COMMON 222372104 33 854 SH DEFINED 8,10 854 0 0
COUNTRYWIDE FINANCIAL CORP COMMON 222372104 269 6970 SH DEFINED 8,13 6970 0 0
COURIER CORP COMMON 222660102 17 450 SH DEFINED 24 0 0 450
COUSINS PROPERTIES INC COMMON 222795106 2272 76800 SH DEFINED 15 48200 0 28600
COUSINS PROPERTIES INC COMMON 222795106 102 3433 SH DEFINED 6 3433 0 0
COVAD COMMUNICATIONS GROUP COMMON 222814204 0 100 SH DEFINED 24 0 0 100
COVANCE INC COMMON 222816100 12815 285600 SH DEFINED 1 285600 0 0
COVANCE INC COMMON 222816100 9455 210727 SH DEFINED 15 178677 0 32050
COVANCE INC COMMON 222816100 8 183 SH DEFINED 24 0 0 183
COVANCE INC COMMON 222816100 16 356 SH DEFINED 6 356 0 0
COVANSYS CORPORATION COMMON 22281W103 1410 109700 SH DEFINED 15 59700 0 50000
COVANSYS CORPORATION COMMON 22281W103 31 2400 SH DEFINED 15,14 2400 0 0
COVANSYS CORPORATION COMMON 22281W103 348 27100 SH DEFINED 5,15 27100 0 0
COVENTRY HEALTH CARE INC COMMON 222862104 14546 205600 SH DEFINED 1 205600 0 0
COVENTRY HEALTH CARE INC COMMON 222862104 106 1500 SH DEFINED 9 1500 0 0
COVENTRY HEALTH CARE INC COMMON 222862104 587 8300 SH DEFINED 9,15 8300 0 0
COVENTRY HEALTH CARE INC COMMON 222862104 5087 71900 SH DEFINED 15 65400 0 6500
COVENTRY HEALTH CARE INC COMMON 222862104 163 2300 SH DEFINED 15,14 2300 0 0
COVENTRY HEALTH CARE INC COMMON 222862104 27 387 SH DEFINED 23 387 0 0
COVENTRY HEALTH CARE INC COMMON 222862104 81 1150 SH DEFINED 24 750 0 400
COVENTRY HEALTH CARE INC COMMON 222862104 361 5100 SH DEFINED 5,15 5100 0 0
COVENTRY HEALTH CARE INC COMMON 222862104 73 1034 SH DEFINED 6 234 0 800
COVENTRY HEALTH CARE INC COMMON 222862104 241 3400 SH DEFINED 7 3400 0 0
COVENTRY HEALTH CARE INC COMMON 222862104 127 1789 SH DEFINED 8 1789 0 0
COX RADIO INC CL A COMMON 224051102 18 1140 SH DEFINED 15 1140 0 0
COX RADIO INC CL A COMMON 224051102 142 9000 SH DEFINED 15 8300 0 700
COX RADIO INC CL A COMMON 224051102 106 6700 SH DEFINED 15,8 6700 0 0
COX RADIO INC CL A COMMON 224051102 3497 222000 SH DEFINED 3 222000 0 0
CRANE CO COMMON 224399105 82 3100 SH DEFINED 15 3100 0 0
CRANE CO COMMON 224399105 44 1664 SH DEFINED 6 1664 0 0
CREDIT SUISSE GROUP ADR COMMON 225401108 11229 286890 SH DEFINED 12 272210 0 14680
CREDIT SUISSE GROUP ADR COMMON 225401108 33019 843619 SH DEFINED 15 813587 0 30032
CREDIT SUISSE GROUP ADR COMMON 225401108 44 1125 SH DEFINED 24 1125 0 0
CREE INC COMMON 225447101 2262 88800 SH DEFINED 9 88800 0 0
CREE INC COMMON 225447101 247 9700 SH DEFINED 9,22 9700 0 0
CREE INC COMMON 225447101 10 400 SH DEFINED 24 400 0 0
CREE INC COMMON 225447101 25 1000 SH DEFINED 6 1000 0 0
CRESCENT REAL ESTATE EQT CO COMMON 225756105 11627 620100 SH DEFINED 15 589100 0 31000
CRESCENT REAL ESTATE EQT CO COMMON 225756105 19 1000 SH DEFINED 24 0 0 1000
CRESUD SA ADR COMMON 226406106 97 8000 SH DEFINED 24 0 0 8000
CROMPTON CORP COMMON 227116100 5 368 SH DEFINED 6 368 0 0
CROWN CASTLE INTL CORP COMMON 228227104 3148 154900 SH DEFINED 15 133300 0 13300
CROWN CASTLE INTL CORP COMMON 228227104 134 6600 SH DEFINED 15,8 6600 0 0
CROWN CASTLE INTL CORP COMMON 228227104 137 6734 SH DEFINED 23 6734 0 0
CROWN CASTLE INTL CORP COMMON 228227104 28 1400 SH DEFINED 5,15 1400 0 0
CROWN CASTLE INTL CORP COMMON 228227104 29 1440 SH DEFINED 8 1440 0 0
CROWN HOLDINGS INC COMMON 228368106 11684 821100 SH DEFINED 1 821100 0 0
CROWN HOLDINGS INC COMMON 228368106 2524 177400 SH DEFINED 15 158700 0 11500
CROWN HOLDINGS INC COMMON 228368106 112 7900 SH DEFINED 15,8 7900 0 0
CROWN HOLDINGS INC COMMON 228368106 440 30900 SH DEFINED 2 30900 0 0
CROWN HOLDINGS INC COMMON 228368106 17 1200 SH DEFINED 5,15 1200 0 0
CROWN HOLDINGS INC COMMON 228368106 164 11496 SH DEFINED 6 8821 925 1750
CRT PROPERTIES INC COMMON 22876P109 778 28500 SH DEFINED 15 28500 0 0
CRT PROPERTIES INC COMMON 22876P109 55 2000 SH DEFINED 6 2000 0 0
CRYPTOLOGIC INC COMMON 228906103 8491 282090 SH DEFINED 1 282090 0 0
CRYPTOLOGIC INC COMMON 228906103 5963 198100 SH DEFINED 1,3 198100 0 0
CRYPTOLOGIC INC COMMON 228906103 117 3900 SH DEFINED 2 3900 0 0
CISCO SYS(EXCHTR) 144A CVT 0.0 CONVERT 22943BAA7 23912 19550000 SH DEFINED 15 2275000 0 17275000
CUBIC CORP COMMON 229669106 7 405 SH DEFINED 24 405 0 0
CUBIC CORP COMMON 229669106 18 1025 SH DEFINED 6 1025 0 0
CUBIST PHARMACEUTICALS INC COMMON 229678107 34702 2634900 SH DEFINED 1 2634900 0 0
CUBIST PHARMACEUTICALS INC COMMON 229678107 898 68200 SH DEFINED 11,2 68200 0 0
CUBIST PHARMACEUTICALS INC COMMON 229678107 4814 365500 SH DEFINED 15,22 365500 0 0
CUBIST PHARMACEUTICALS INC COMMON 229678107 2110 160200 SH DEFINED 2 160200 0 0
CUBIST PHARMACEUTICALS INC COMMON 229678107 171 13000 SH DEFINED 20 13000 0 0
CULLEN/FROST BANKERS INC COMMON 229899109 23310 489200 SH DEFINED 1 489200 0 0
CULLEN/FROST BANKERS INC COMMON 229899109 1015 21300 SH DEFINED 2 21300 0 0
CULP INC COMMON 230215105 1338 304019 SH DEFINED 6 304019 0 0
CUMMINS ENGINE COMMON 231021106 619 8300 SH DEFINED 1 8300 0 0
CUMMINS ENGINE COMMON 231021106 37 500 SH DEFINED 9 500 0 0
CUMMINS ENGINE COMMON 231021106 4768 63900 SH DEFINED 9,15 63900 0 0
CUMMINS ENGINE COMMON 231021106 28267 378860 SH DEFINED 15 331860 0 33800
CUMMINS ENGINE COMMON 231021106 60 800 SH DEFINED 15,14 800 0 0
CUMMINS ENGINE COMMON 231021106 1336 17900 SH DEFINED 15,8 17900 0 0
CUMMINS ENGINE COMMON 231021106 196 2629 SH DEFINED 23 2629 0 0
CUMMINS ENGINE COMMON 231021106 351 4700 SH DEFINED 5,15 4700 0 0
CUMMINS ENGINE COMMON 231021106 40 532 SH DEFINED 8 532 0 0
CUMULUS MEDIA INC CL A COMMON 231082108 15907 1350305 SH DEFINED 6 1345505 1725 3075
CURTISS-WRIGHT CORP COMMON 231561101 4715 87400 SH DEFINED 1 87400 0 0
CURTISS-WRIGHT CORP COMMON 231561101 40 750 SH DEFINED 24 0 0 750
CURTISS-WRIGHT CORP COMMON 231561101 58 1084 SH DEFINED 6 1084 0 0
CYBERSOURCE CORP COMMON 23251J106 2037 278600 SH DEFINED 1 278600 0 0
CYBERONICS COMMON 23251P102 4 100 SH DEFINED 24 100 0 0
CYMER INC COMMON 232572107 40 1500 SH DEFINED 6 300 425 775
CYPRESS SEMICONDUCTOR CORP COMMON 232806109 8643 686500 SH DEFINED 1 686500 0 0
CYPRESS SEMICONDUCTOR CORP COMMON 232806109 7789 618700 SH DEFINED 9 618700 0 0
CYPRESS SEMICONDUCTOR CORP COMMON 232806109 447 35500 SH DEFINED 9,22 35500 0 0
CYPRESS SEMICONDUCTOR CORP COMMON 232806109 719 57100 SH DEFINED 15,22 57100 0 0
CYPRESS SEMICONDUCTOR CORP COMMON 232806109 9 690 SH DEFINED 24 0 0 690
CYPRESS SEMICONDUCTOR CORP COMMON 232806109 5 370 SH DEFINED 6 370 0 0
CYTEC INDUSTRIES INC COMMON 232820100 8 189 SH DEFINED 6 189 0 0
D & K HEALTHCARE RESOURCES COMMON 232861104 169 20000 SH DEFINED 24 0 0 20000
CYTYC CORPORATION COMMON 232946103 42310 1917973 SH DEFINED 1 1917973 0 0
CYTYC CORPORATION COMMON 232946103 474 21500 SH DEFINED 11,2 21500 0 0
CYTYC CORPORATION COMMON 232946103 2071 93900 SH DEFINED 15,22 93900 0 0
CYTYC CORPORATION COMMON 232946103 1904 86300 SH DEFINED 2 86300 0 0
CYTYC CORPORATION COMMON 232946103 68 3100 SH DEFINED 24 180 0 2920
CYTYC CORPORATION COMMON 232946103 62852 2849150 SH DEFINED 3 2849150 0 0
CYTYC CORPORATION COMMON 232946103 7034 318845 SH DEFINED 6 318845 0 0
DJ ORTHOPEDICS INC COMMON 23325G104 8336 303900 SH DEFINED 1 303900 0 0
DJ ORTHOPEDICS INC COMMON 23325G104 2175 79300 SH DEFINED 15 40800 0 38500
DJ ORTHOPEDICS INC COMMON 23325G104 49 1800 SH DEFINED 15,14 1800 0 0
DJ ORTHOPEDICS INC COMMON 23325G104 263 9600 SH DEFINED 5,15 9600 0 0
DPL INC COMMON 233293109 16196 590000 SH DEFINED 1 590000 0 0
DPL INC COMMON 233293109 760 27700 SH DEFINED 2 27700 0 0
DPL INC COMMON 233293109 283 10300 SH DEFINED 24 0 0 10300
D.R. HORTON INC COMMON 23331A109 51363 1365673 SH DEFINED 1 1365673 0 0
D.R. HORTON INC COMMON 23331A109 18805 500000 SH DEFINED 1,2 500000 0 0
D.R. HORTON INC COMMON 23331A109 123 3273 SH DEFINED 9,15 3273 0 0
D.R. HORTON INC COMMON 23331A109 3671 97594 SH DEFINED 2 97594 0 0
D.R. HORTON INC COMMON 23331A109 61 1625 SH DEFINED 4 1625 0 0
D.R. HORTON INC COMMON 23331A109 279 7410 SH DEFINED 8 7410 0 0
DST SYSTEMS INC COMMON 233326107 22500 480770 SH DEFINED 1 480770 0 0
DST SYSTEMS INC COMMON 233326107 1849 39500 SH DEFINED 15,22 39500 0 0
DST SYSTEMS INC COMMON 233326107 168 3600 SH DEFINED 6 3600 0 0
DSP GROUP INC COMMON 23332B106 6015 252000 SH DEFINED 1 252000 0 0
DTE ENERGY COMPANY COMMON 233331107 4457 95300 SH DEFINED 15 94780 0 520
DTE ENERGY COMPANY COMMON 233331107 905 19344 SH DEFINED 15 18844 0 500
DTE ENERGY COMPANY COMMON 233331107 304 6500 SH DEFINED 24 5700 0 800
DTE ENERGY COMPANY COMMON 233331107 19 400 SH DEFINED 6 400 0 0
DTE ENERGY COMPANY COMMON 233331107 285 6083 SH DEFINED 8 6083 0 0
DTE ENERGY COMPANY CVP(DTE) 8. CONVERT 233331206 141 5600 SH DEFINED 6 5600 0 0
DADE BEHRING HOLDINGS INC COMMON 23342J206 280 4300 SH DEFINED 1 4300 0 0
DADE BEHRING HOLDINGS INC COMMON 23342J206 12488 192100 SH DEFINED 15 172900 0 15100
DADE BEHRING HOLDINGS INC COMMON 23342J206 319 4900 SH DEFINED 15,8 4900 0 0
DADE BEHRING HOLDINGS INC COMMON 23342J206 293 4500 SH DEFINED 5,15 4500 0 0
DADE BEHRING HOLDINGS INC COMMON 23342J206 10 160 SH DEFINED 6 160 0 0
DAKTRONICS INC COMMON 234264109 632 31600 SH DEFINED 1 31600 0 0
DAKTRONICS INC COMMON 234264109 162 8100 SH DEFINED 2 8100 0 0
DANA CORP COMMON 235811106 860 57271 SH DEFINED 15 57271 0 0
DANA CORP COMMON 235811106 40 2696 SH DEFINED 6 2696 0 0
DANAHER CORP COMMON 235851102 36528 697900 SH DEFINED 1 697900 0 0
DANAHER CORP COMMON 235851102 68042 1300000 SH DEFINED 1,2 1300000 0 0
DANAHER CORP COMMON 235851102 1052 20100 SH DEFINED 9,15 20100 0 0
DANAHER CORP COMMON 235851102 429 8198 SH DEFINED 11,8 8198 0 0
DANAHER CORP COMMON 235851102 8036 153539 SH DEFINED 15 135839 0 17700
DANAHER CORP COMMON 235851102 1722 32900 SH DEFINED 15,8 32900 0 0
DANAHER CORP COMMON 235851102 19743 377200 SH DEFINED 2 377200 0 0
DANAHER CORP COMMON 235851102 344 6570 SH DEFINED 23 6570 0 0
DANAHER CORP COMMON 235851102 230 4385 SH DEFINED 24 1155 0 3230
DANAHER CORP COMMON 235851102 9858 188348 SH DEFINED 6 188348 0 0
DANAHER CORP COMMON 235851102 2911 55624 SH DEFINED 8 55624 0 0
DANAHER CORP COMMON 235851102 71 1357 SH DEFINED 8,10 1357 0 0
DANAHER CORP COMMON 235851102 391 7468 SH DEFINED 8,13 7468 0 0
DARDEN RESTAURANTS INC COMMON 237194105 13954 423120 SH DEFINED 1 423120 0 0
DARDEN RESTAURANTS INC COMMON 237194105 158 4800 SH DEFINED 9 4800 0 0
DARDEN RESTAURANTS INC COMMON 237194105 3087 93590 SH DEFINED 9,15 93590 0 0
DARDEN RESTAURANTS INC COMMON 237194105 28174 854275 SH DEFINED 15 742875 0 93100
DARDEN RESTAURANTS INC COMMON 237194105 251 7600 SH DEFINED 15,14 7600 0 0
DARDEN RESTAURANTS INC COMMON 237194105 1421 43100 SH DEFINED 15,8 43100 0 0
DARDEN RESTAURANTS INC COMMON 237194105 3587 108750 SH DEFINED 2 108750 0 0
DARDEN RESTAURANTS INC COMMON 237194105 149 4527 SH DEFINED 23 4527 0 0
DARDEN RESTAURANTS INC COMMON 237194105 228 6900 SH DEFINED 24 6000 0 900
DARDEN RESTAURANTS INC COMMON 237194105 64 1940 SH DEFINED 4 1940 0 0
DARDEN RESTAURANTS INC COMMON 237194105 1012 30700 SH DEFINED 5,15 30700 0 0
DARDEN RESTAURANTS INC COMMON 237194105 192 5808 SH DEFINED 6 5808 0 0
DARDEN RESTAURANTS INC COMMON 237194105 1071 32471 SH DEFINED 8 32471 0 0
DARDEN RESTAURANTS INC COMMON 237194105 67 2041 SH DEFINED 8,10 2041 0 0
DAVE & BUSTER'S INC COMMON 23833N104 4794 260000 SH DEFINED 1 260000 0 0
DAVE & BUSTER'S INC COMMON 23833N104 2335 126600 SH DEFINED 15 68600 0 58000
DAVE & BUSTER'S INC COMMON 23833N104 48 2600 SH DEFINED 15,14 2600 0 0
DAVE & BUSTER'S INC COMMON 23833N104 10 540 SH DEFINED 24 0 0 540
DAVE & BUSTER'S INC COMMON 23833N104 679 36800 SH DEFINED 5,15 36800 0 0
DAVITA INC COMMON 23918K108 60102 1321500 SH DEFINED 1 1321500 0 0
DAVITA INC COMMON 23918K108 3612 79423 SH DEFINED 15 69723 0 9700
DAVITA INC COMMON 23918K108 1223 26900 SH DEFINED 15,22 26900 0 0
DAVITA INC COMMON 23918K108 141 3100 SH DEFINED 15,8 3100 0 0
DAVITA INC COMMON 23918K108 3825 84100 SH DEFINED 2 72500 0 11600
DAVITA INC COMMON 23918K108 100 2200 SH DEFINED 20 2200 0 0
DAVITA INC COMMON 23918K108 16 350 SH DEFINED 24 0 0 350
DAVITA INC COMMON 23918K108 77 1690 SH DEFINED 6 490 0 1200
DAYSTAR TECHNOLOGIES I WT COMMON 23962Q126 85 16000 SH DEFINED 24 0 0 16000
DEAN FOODS CO COMMON 242370104 394 11190 SH DEFINED 6 11190 0 0
DEAN FOODS CO COMMON 242370104 172 4879 SH DEFINED 8 4879 0 0
DECODE GENETICS INC COMMON 243586104 808 86000 SH DEFINED 15 44200 0 41800
DECODE GENETICS INC COMMON 243586104 19 2000 SH DEFINED 15,14 2000 0 0
DECODE GENETICS INC COMMON 243586104 97 10300 SH DEFINED 5,15 10300 0 0
DEERE & CO COMMON 244199105 44464 678940 SH DEFINED 1 678410 0 530
DEERE & CO COMMON 244199105 32745 500000 SH DEFINED 1,2 500000 0 0
DEERE & CO COMMON 244199105 5339 81525 SH DEFINED 15 62646 0 18879
DEERE & CO COMMON 244199105 5894 90000 SH DEFINED 2 90000 0 0
DEERE & CO COMMON 244199105 3899 59536 SH DEFINED 24 15665 0 43871
DEERE & CO COMMON 244199105 164 2499 SH DEFINED 6 2499 0 0
DEERE & CO COMMON 244199105 196 3000 SH DEFINED 7 3000 0 0
DEERE & CO COMMON 244199105 522 7966 SH DEFINED 8 7966 0 0
DEL MONTE FOODS CO COMMON 24522P103 50 4616 SH DEFINED 24 4616 0 0
DEL MONTE FOODS CO COMMON 24522P103 2 229 SH DEFINED 6 229 0 0
DELL INC COMMON 24702R101 319863 8106000 SH DEFINED 1 8106000 0 0
DELL INC COMMON 24702R101 219003 5550000 SH DEFINED 1,2 5550000 0 0
DELL INC COMMON 24702R101 15559 394300 SH DEFINED 1,3 394300 0 0
DELL INC COMMON 24702R101 375 9500 SH DEFINED 9,7 9500 0 0
DELL INC COMMON 24702R101 5556 140810 SH DEFINED 9,15 140810 0 0
DELL INC COMMON 24702R101 5272 133600 SH DEFINED 9,2 133600 0 0
DELL INC COMMON 24702R101 67 1700 SH DEFINED 11,8 1700 0 0
DELL INC COMMON 24702R101 93851 2378372 SH DEFINED 15 1528093 0 843179
DELL INC COMMON 24702R101 5445 137990 SH DEFINED 15,22 137990 0 0
DELL INC COMMON 24702R101 5528 140100 SH DEFINED 15,8 140100 0 0
DELL INC COMMON 24702R101 66399 1682695 SH DEFINED 2 1682695 0 0
DELL INC COMMON 24702R101 2060 52200 SH DEFINED 20 52200 0 0
DELL INC COMMON 24702R101 2293 58121 SH DEFINED 23 58121 0 0
DELL INC COMMON 24702R101 43840 1111007 SH DEFINED 24 247504 0 863503
DELL INC COMMON 24702R101 15232 386000 SH DEFINED 3 386000 0 0
DELL INC COMMON 24702R101 136 3455 SH DEFINED 4 3455 0 0
DELL INC COMMON 24702R101 272 6900 SH DEFINED 5,15 6900 0 0
DELL INC COMMON 24702R101 34684 878962 SH DEFINED 6 878962 0 0
DELL INC COMMON 24702R101 4588 116282 SH DEFINED 8 116282 0 0
DELL INC COMMON 24702R101 84 2118 SH DEFINED 8,10 2118 0 0
DELL INC COMMON 24702R101 55 1400 SH DEFINED 8,13 1400 0 0
DELPHI CORP COMMON 247126105 25 5360 SH DEFINED 15 0 0 5360
DELPHI CORP COMMON 247126105 310 66770 SH DEFINED 15 66340 0 430
DELPHI CORP COMMON 247126105 1 300 SH DEFINED 24 0 0 300
DELPHI CORP COMMON 247126105 14 2913 SH DEFINED 6 2913 0 0
DELPHI CORP COMMON 247126105 88 18931 SH DEFINED 8 18931 0 0
DELPHI FINANCIAL GROUP CL A COMMON 247131105 25 575 SH DEFINED 6 575 0 0
DELTA & PINE LAND CO COMMON 247357106 368 14700 SH DEFINED 3 14700 0 0
DELTA & PINE LAND CO COMMON 247357106 6771 270200 SH DEFINED 3 270200 0 0
DELTA AIR LINES INC COMMON 247361108 52 13942 SH DEFINED 15 13942 0 0
DELTA AIR LINES INC COMMON 247361108 1 313 SH DEFINED 24 0 0 313
DENBURY RESOURCES INC COMMON 247916208 952 23950 SH DEFINED 9 23950 0 0
DENBURY RESOURCES INC COMMON 247916208 67 1675 SH DEFINED 6 350 475 850
DELUXE CORP COMMON 248019101 8814 217093 SH DEFINED 15 213290 0 2518
DELUXE CORP COMMON 248019101 175 4300 SH DEFINED 24 0 0 4300
DELUXE CORP COMMON 248019101 376 9265 SH DEFINED 5,15 0 0 9265
DELUXE CORP COMMON 248019101 41 1000 SH DEFINED 6 1000 0 0
DENDREON CORP COMMON 24823Q107 2 350 SH DEFINED 24 0 0 350
DENTSPLY INTERNATIONAL INC COMMON 249030107 7884 146000 SH DEFINED 1 146000 0 0
DENTSPLY INTERNATIONAL INC COMMON 249030107 950 17600 SH DEFINED 15,22 17600 0 0
DENTSPLY INTERNATIONAL INC COMMON 249030107 113 2100 SH DEFINED 15,8 2100 0 0
DENTSPLY INTERNATIONAL INC COMMON 249030107 454 8400 SH DEFINED 2 8400 0 0
DENTSPLY INTERNATIONAL INC COMMON 249030107 38 700 SH DEFINED 24 100 0 600
DENTSPLY INTERNATIONAL INC COMMON 249030107 77271 1430950 SH DEFINED 3 1430950 0 0
DEPARTMENT 56 INC COMMON 249509100 403 39300 SH DEFINED 15 23200 0 16100
DEPARTMENT 56 INC COMMON 249509100 8 800 SH DEFINED 15,14 800 0 0
DEPARTMENT 56 INC COMMON 249509100 179 17500 SH DEFINED 5,15 17500 0 0
DESIGN WITHIN REACH INC COMMON 250557105 3224 178100 SH DEFINED 1 178100 0 0
DEVELOPERS DIVERS REALTY CRP COMMON 251591103 2583 56200 SH DEFINED 15 56200 0 0
DEVELOPERS DIVERS REALTY CRP COMMON 251591103 175796 3824969 SH DEFINED 15 2813053 0 927034
DEVELOPERS DIVERS REALTY CRP COMMON 251591103 96 2087 SH DEFINED 24 195 0 1892
DEVELOPERS DIVERS REALTY CRP COMMON 251591103 14381 312900 SH DEFINED 5,15 312900 0 0
DEVELOPERS DIVERS REALTY CRP COMMON 251591103 6323 137574 SH DEFINED 6 137574 0 0
DEVON ENERGY CORPORATION COMMON 25179M103 57115 1126970 SH DEFINED 1 953970 0 173000
DEVON ENERGY CORPORATION COMMON 25179M103 57268 1130000 SH DEFINED 1,2 1130000 0 0
DEVON ENERGY CORPORATION COMMON 25179M103 4341 85660 SH DEFINED 9,15 85660 0 0
DEVON ENERGY CORPORATION COMMON 25179M103 1267 25000 SH DEFINED 12 25000 0 0
DEVON ENERGY CORPORATION COMMON 25179M103 437 8620 SH DEFINED 12,14 8620 0 0
DEVON ENERGY CORPORATION COMMON 25179M103 28517 562678 SH DEFINED 15 541225 0 15168
DEVON ENERGY CORPORATION COMMON 25179M103 775 15300 SH DEFINED 15,8 15300 0 0
DEVON ENERGY CORPORATION COMMON 25179M103 13953 275320 SH DEFINED 2 275320 0 0
DEVON ENERGY CORPORATION COMMON 25179M103 35 685 SH DEFINED 23 685 0 0
DEVON ENERGY CORPORATION COMMON 25179M103 663 13086 SH DEFINED 24 936 0 12150
DEVON ENERGY CORPORATION COMMON 25179M103 4400 86818 SH DEFINED 3 86818 0 0
DEVON ENERGY CORPORATION COMMON 25179M103 11 224 SH DEFINED 4 224 0 0
DEVON ENERGY CORPORATION COMMON 25179M103 526 10376 SH DEFINED 5,15 800 0 9576
DEVON ENERGY CORPORATION COMMON 25179M103 16349 322601 SH DEFINED 6 322601 0 0
DEVON ENERGY CORPORATION COMMON 25179M103 716 14132 SH DEFINED 8 14132 0 0
CHEVRONTEXACO CVT(DVN) 4.95 08 CONVERT 25179MAB9 16575 14750000 SH DEFINED 15 2125000 0 12625000
DEX MEDIA INC COMMON 25212E100 304 12450 SH DEFINED 6 12450 0 0
DIAGEO PLC ADR COMMON 25243Q205 20698 349040 SH DEFINED 12 330765 0 18275
DIAGEO PLC ADR COMMON 25243Q205 50927 858799 SH DEFINED 15 826974 0 31825
DIAGEO PLC ADR COMMON 25243Q205 42 700 SH DEFINED 24 0 0 700
DIAGEO PLC ADR COMMON 25243Q205 2341 39475 SH DEFINED 6 39475 0 0
DIAMETRICS MEDICAL INC COMMON 252532106 0 140 SH DEFINED 24 0 0 140
DIAMOND OFFSHORE DRILLING COMMON 25271C102 214 4000 SH DEFINED 11,8 4000 0 0
DIAMOND OFFSHORE DRILLING COMMON 25271C102 4871 91175 SH DEFINED 15 78975 0 7500
DIAMOND OFFSHORE DRILLING COMMON 25271C102 187 3500 SH DEFINED 15,8 3500 0 0
DIAMOND OFFSHORE DRILLING COMMON 25271C102 37 700 SH DEFINED 23 700 0 0
DIAMOND OFFSHORE DRILLING COMMON 25271C102 16 300 SH DEFINED 24 0 0 300
DIAMOND OFFSHORE DRILLING COMMON 25271C102 43 800 SH DEFINED 5,15 800 0 0
DIAMOND OFFSHORE DRILLING COMMON 25271C102 604 11300 SH DEFINED 8 11300 0 0
DIAMOND OFFSHORE DRILLING COMMON 25271C102 182 3400 SH DEFINED 8,13 3400 0 0
DIAMOND OFFSHORE DRILL(DO)CVT CONVERT 25271CAE2 13475 11000000 SH DEFINED 15 1550000 0 9450000
DIAMONDROCK HOSPITALITY CO COMMON 252784301 1752 155000 SH DEFINED 15 155000 0 0
DIAMONDS TRUST SERIES I ETF COMMON 252787106 31 300 SH DEFINED 24 0 0 300
DIAMONDS TRUST SERIES I ETF COMMON 252787106 63 613 SH DEFINED 6 613 0 0
DIASYS CORP COMMON 252838107 7 25000 SH DEFINED 24 0 0 25000
DICKS SPORTING GOODS INC COMMON 253393102 359 9300 SH DEFINED 15 8000 0 800
DICKS SPORTING GOODS INC COMMON 253393102 4 100 SH DEFINED 5,15 100 0 0
DIEBOLD INC COMMON 253651103 58598 1299000 SH DEFINED 1 1299000 0 0
DIEBOLD INC COMMON 253651103 158 3500 SH DEFINED 1,3 3500 0 0
DIEBOLD INC COMMON 253651103 964 21371 SH DEFINED 15 21371 0 0
DIEBOLD INC COMMON 253651103 6627 146900 SH DEFINED 2 146900 0 0
DIEBOLD INC COMMON 253651103 180 4000 SH DEFINED 24 1000 0 3000
DIEBOLD INC COMMON 253651103 30614 678647 SH DEFINED 4 678647 0 0
DIEBOLD INC COMMON 253651103 307 6800 SH DEFINED 5,2 6800 0 0
DIEBOLD INC COMMON 253651103 176 3900 SH DEFINED 6 2800 1100 0
DIGENE CORP COMMON 253752109 3543 128000 SH DEFINED 1 128000 0 0
DIGI INTERNATIONAL INC COMMON 253798102 2293 193300 SH DEFINED 15 103400 0 89900
DIGI INTERNATIONAL INC COMMON 253798102 49 4100 SH DEFINED 15,14 4100 0 0
DIGI INTERNATIONAL INC COMMON 253798102 565 47600 SH DEFINED 5,15 47600 0 0
DIGITAL REALTY TRUST INC COMMON 253868103 6493 373600 SH DEFINED 15 330500 0 43100
DIGITAL REALTY TRUST INC COMMON 253868103 7 400 SH DEFINED 15,14 400 0 0
DIGITAL REALTY TRUST INC COMMON 253868103 99 5700 SH DEFINED 5,15 5700 0 0
DIGITAL RIVER INC COMMON 25388B104 11833 372700 SH DEFINED 1 372700 0 0
DIGITAL RIVER INC COMMON 25388B104 4001 126000 SH DEFINED 15 64700 0 61300
DIGITAL RIVER INC COMMON 25388B104 92 2900 SH DEFINED 15,14 2900 0 0
DIGITAL RIVER INC COMMON 25388B104 2223 70000 SH DEFINED 2 70000 0 0
DIGITAL RIVER INC COMMON 25388B104 473 14900 SH DEFINED 5,15 14900 0 0
DIME COMMUNITY BANCSHARES COMMON 253922108 79 5200 SH DEFINED 15 5200 0 0
DIME COMMUNITY BANCSHARES COMMON 253922108 182 12000 SH DEFINED 5,15 12000 0 0
DILLARDS INC CL A COMMON 254067101 63 2700 SH DEFINED 15 2700 0 0
DILLARDS INC CL A COMMON 254067101 309 13200 SH DEFINED 9 13200 0 0
DILLARDS INC CL A COMMON 254067101 3743 159800 SH DEFINED 9,15 159800 0 0
DILLARDS INC CL A COMMON 254067101 20901 892436 SH DEFINED 15 799936 0 84800
DILLARDS INC CL A COMMON 254067101 478 20400 SH DEFINED 15,14 20400 0 0
DILLARDS INC CL A COMMON 254067101 609 26000 SH DEFINED 15,8 26000 0 0
DILLARDS INC CL A COMMON 254067101 89 3788 SH DEFINED 23 3788 0 0
DILLARDS INC CL A COMMON 254067101 981 41900 SH DEFINED 5,15 41900 0 0
DILLARDS INC CL A COMMON 254067101 84 3600 SH DEFINED 6 775 1000 1825
DIME BANCORP- LITIGATION TRACK COMMON 25429Q110 5 27926 SH DEFINED 24 27926 0 0
DIONEX CORP COMMON 254546104 10560 242200 SH DEFINED 1 242200 0 0
DIONEX CORP COMMON 254546104 126 2900 SH DEFINED 11,2 2900 0 0
DIONEX CORP COMMON 254546104 4 100 SH DEFINED 15 100 0 0
DIONEX CORP COMMON 254546104 1583 36300 SH DEFINED 15,22 36300 0 0
DIONEX CORP COMMON 254546104 667 15300 SH DEFINED 2 15300 0 0
DIRECT GENERAL CORP COMMON 25456W204 320 17200 SH DEFINED 15 17200 0 0
DIRECT GENERAL CORP COMMON 25456W204 311 16700 SH DEFINED 5,15 16700 0 0
DIRECTV GROUP INC/THE COMMON 25459L106 93 6004 SH DEFINED 24 456 0 5548
DIRECTV GROUP INC/THE COMMON 25459L106 5 310 SH DEFINED 6 310 0 0
DIRECTV GROUP INC/THE COMMON 25459L106 294 18979 SH DEFINED 8 18979 0 0
DISCOVERY PARTNERS INTL COMMON 254675101 25 8679 SH DEFINED 15 0 0 8679
DISCOVERY PARTNERS INTL COMMON 254675101 325 113752 SH DEFINED 18 0 0 113752
THE WALT DISNEY CO COMMON 254687106 362740 14405864 SH DEFINED 1 13975119 0 430745
THE WALT DISNEY CO COMMON 254687106 28957 1150000 SH DEFINED 1,2 1150000 0 0
THE WALT DISNEY CO COMMON 254687106 1372 54500 SH DEFINED 9 54500 0 0
THE WALT DISNEY CO COMMON 254687106 19914 790850 SH DEFINED 9,15 790850 0 0
THE WALT DISNEY CO COMMON 254687106 653 25935 SH DEFINED 12 25935 0 0
THE WALT DISNEY CO COMMON 254687106 227 9025 SH DEFINED 12,14 9025 0 0
THE WALT DISNEY CO COMMON 254687106 99340 3945210 SH DEFINED 15 3601215 0 343995
THE WALT DISNEY CO COMMON 254687106 3328 132170 SH DEFINED 15,14 132170 0 0
THE WALT DISNEY CO COMMON 254687106 4157 165100 SH DEFINED 15,8 165100 0 0
THE WALT DISNEY CO COMMON 254687106 13602 540200 SH DEFINED 2 540200 0 0
THE WALT DISNEY CO COMMON 254687106 317 12600 SH DEFINED 2,14 12600 0 0
THE WALT DISNEY CO COMMON 254687106 1127 44740 SH DEFINED 23 44740 0 0
THE WALT DISNEY CO COMMON 254687106 3435 136402 SH DEFINED 24 54895 0 81507
THE WALT DISNEY CO COMMON 254687106 64849 2575400 SH DEFINED 3 2575400 0 0
THE WALT DISNEY CO COMMON 254687106 17754 705070 SH DEFINED 4 705070 0 0
THE WALT DISNEY CO COMMON 254687106 4779 189800 SH DEFINED 5,15 189800 0 0
THE WALT DISNEY CO COMMON 254687106 694 27549 SH DEFINED 6 27549 0 0
THE WALT DISNEY CO COMMON 254687106 310 12300 SH DEFINED 7 12300 0 0
THE WALT DISNEY CO COMMON 254687106 2943 116874 SH DEFINED 8 116874 0 0
THE WALT DISNEY CO COMMON 254687106 112 4442 SH DEFINED 8,10 4442 0 0
WALT DISNEY CO CVT(DIS) 2.125 CONVERT 254687AU0 22783 22200000 SH DEFINED 15 3225000 0 18975000
DOCUCORP INTERNATIONAL INC COMMON 255911109 0 60 SH DEFINED 6 60 0 0
DOCTOR REDDY'S LAB ADR COMMON 256135203 34 2000 SH DEFINED 24 0 0 2000
DOLLAR FINANCIAL CORP COMMON 256664103 1937 182546 SH DEFINED 9 182546 0 0
DOLLAR FINANCIAL CORP COMMON 256664103 358 33754 SH DEFINED 9,22 33754 0 0
DOLLAR GENERAL COMMON 256669102 39069 1918900 SH DEFINED 1 1918900 0 0
DOLLAR GENERAL COMMON 256669102 1050 51581 SH DEFINED 15 29281 0 22300
DOLLAR GENERAL COMMON 256669102 2834 139200 SH DEFINED 2 112000 0 27200
DOLLAR GENERAL COMMON 256669102 71 3470 SH DEFINED 24 210 0 3260
DOLLAR GENERAL COMMON 256669102 6978 342722 SH DEFINED 6 342722 0 0
DOLLAR GENERAL COMMON 256669102 207 10156 SH DEFINED 8 10156 0 0
DOLLAR THRIFTY AUTOMOTIVE GP COMMON 256743105 81 2125 SH DEFINED 6 450 600 1075
DOLLAR TREE STORES INC COMMON 256747106 382 15900 SH DEFINED 6 13600 2300 0
DOMINION RESOURCES INC-VA COMMON 25746U109 126504 1723725 SH DEFINED 1 1722500 0 1225
DOMINION RESOURCES INC-VA COMMON 25746U109 32659 445000 SH DEFINED 1,2 445000 0 0
DOMINION RESOURCES INC-VA COMMON 25746U109 2658 36212 SH DEFINED 15 36212 0 0
DOMINION RESOURCES INC-VA COMMON 25746U109 8946 121900 SH DEFINED 2 121900 0 0
DOMINION RESOURCES INC-VA COMMON 25746U109 169 2308 SH DEFINED 24 100 0 2208
DOMINION RESOURCES INC-VA COMMON 25746U109 666 9079 SH DEFINED 6 9079 0 0
DOMINION RESOURCES INC-VA COMMON 25746U109 762 10384 SH DEFINED 8 10384 0 0
DOMINO'S PIZZA INC COMMON 25754A201 804 36100 SH DEFINED 1 36100 0 0
DOMTAR INC COMMON 257561100 109794 14844000 SH DEFINED 3 14844000 0 0
DONALDSON CO INC COMMON 257651109 3160 104200 SH DEFINED 9 104200 0 0
DONALDSON CO INC COMMON 257651109 898 29600 SH DEFINED 9,22 29600 0 0
DONALDSON CO INC COMMON 257651109 45 1475 SH DEFINED 24 85 0 1390
DONALDSON CO INC COMMON 257651109 4811 158634 SH DEFINED 6 158634 0 0
DONNELLEY (R.R.) & SONS CO COMMON 257867101 24 685 SH DEFINED 15 0 0 685
DONNELLEY (R.R.) & SONS CO COMMON 257867101 768 22253 SH DEFINED 15 22253 0 0
DONNELLEY (R.R.) & SONS CO COMMON 257867101 318 9212 SH DEFINED 24 0 0 9212
DONNELLEY (R.R.) & SONS CO COMMON 257867101 11411 330656 SH DEFINED 3 330656 0 0
DONNELLEY (R.R.) & SONS CO COMMON 257867101 616 17846 SH DEFINED 6 17846 0 0
DONNELLEY (R.R.) & SONS CO COMMON 257867101 31 885 SH DEFINED 8 885 0 0
DORAL FINANCIAL CORP COMMON 25811P100 2448 148000 SH DEFINED 1 148000 0 0
DORAL FINANCIAL CORP COMMON 25811P100 229 13860 SH DEFINED 24 0 0 13860
DOREL INDUSTRIES CL B COMMON 25822C205 2428 69800 SH DEFINED 1 69800 0 0
DOREL INDUSTRIES CL B COMMON 25822C205 8775 252300 SH DEFINED 1,3 252300 0 0
DOREL INDUSTRIES CL B COMMON 25822C205 198 5700 SH DEFINED 2 5700 0 0
DOV PHARMACEUTICAL INC COMMON 259858108 2534 135800 SH DEFINED 1 135800 0 0
DOV PHARMACEUTICAL INC COMMON 259858108 403 21600 SH DEFINED 11,2 21600 0 0
DOVER CORP COMMON 260003108 164320 4516775 SH DEFINED 1 4515900 0 875
DOVER CORP COMMON 260003108 47727 1311900 SH DEFINED 1,2 1311900 0 0
DOVER CORP COMMON 260003108 211 5800 SH DEFINED 1,3 5800 0 0
DOVER CORP COMMON 260003108 2086 57342 SH DEFINED 15 57342 0 0
DOVER CORP COMMON 260003108 175 4800 SH DEFINED 15,8 4800 0 0
DOVER CORP COMMON 260003108 9361 257300 SH DEFINED 2 257300 0 0
DOVER CORP COMMON 260003108 167 4600 SH DEFINED 23 4600 0 0
DOVER CORP COMMON 260003108 548 15051 SH DEFINED 24 7800 0 7251
DOVER CORP COMMON 260003108 41105 1129871 SH DEFINED 4 1129871 0 0
DOVER CORP COMMON 260003108 411 11300 SH DEFINED 5,2 11300 0 0
DOVER CORP COMMON 260003108 573 15738 SH DEFINED 6 15738 0 0
DOVER CORP COMMON 260003108 308 8465 SH DEFINED 8 8465 0 0
DOVER DOWNS GAMING & ENTERTA COMMON 260095104 24 1800 SH DEFINED 15 1800 0 0
DOVER DOWNS GAMING & ENTERTA COMMON 260095104 60 4500 SH DEFINED 5,15 4500 0 0
DOW CHEMICAL COMMON 260543103 65312 1466700 SH DEFINED 1 1466700 0 0
DOW CHEMICAL COMMON 260543103 28945 650000 SH DEFINED 1,2 650000 0 0
DOW CHEMICAL COMMON 260543103 557 12500 SH DEFINED 9 12500 0 0
DOW CHEMICAL COMMON 260543103 5829 130900 SH DEFINED 9,15 130900 0 0
DOW CHEMICAL COMMON 260543103 47057 1056755 SH DEFINED 15 930255 0 126500
DOW CHEMICAL COMMON 260543103 859 19300 SH DEFINED 15,14 19300 0 0
DOW CHEMICAL COMMON 260543103 3745 84100 SH DEFINED 15,8 84100 0 0
DOW CHEMICAL COMMON 260543103 14523 326150 SH DEFINED 2 326150 0 0
DOW CHEMICAL COMMON 260543103 638 14329 SH DEFINED 23 14329 0 0
DOW CHEMICAL COMMON 260543103 447 10031 SH DEFINED 24 0 0 10031
DOW CHEMICAL COMMON 260543103 2503 56200 SH DEFINED 5,15 56200 0 0
DOW CHEMICAL COMMON 260543103 585 13133 SH DEFINED 6 13133 0 0
DOW CHEMICAL COMMON 260543103 1700 38178 SH DEFINED 8 38178 0 0
DOW CHEMICAL COMMON 260543103 28 622 SH DEFINED 8,10 622 0 0
DOW JONES & CO INC COMMON 260561105 242 6833 SH DEFINED 15 6833 0 0
DOW JONES & CO INC COMMON 260561105 4 100 SH DEFINED 24 0 0 100
DOW JONES & CO INC COMMON 260561105 59 1665 SH DEFINED 6 1665 0 0
DOW JONES & CO INC COMMON 260561105 248 7000 SH DEFINED 7 7000 0 0
DOW 30 PREM & DVD INCM F INC C COMMON 260582101 49 2500 SH DEFINED 24 0 0 2500
DOWNEY FINANCIAL CORP COMMON 261018105 88 1200 SH DEFINED 15 1200 0 0
DREAMWORKS ANIMATION SKG-A COMMON 26153C103 0 10 SH DEFINED 24 0 0 10
DREAMWORKS ANIMATION SKG-A COMMON 26153C103 3 100 SH DEFINED 6 100 0 0
DREMAN/CLAYMORE DVD & INCOME C COMMON 26153R100 20 1033 SH DEFINED 24 0 0 1033
DRESS BARN INC COMMON 261570105 5807 256600 SH DEFINED 1 256600 0 0
DREYFUS HIGH YIELD STRAT FD CF COMMON 26200S101 2 500 SH DEFINED 24 0 0 500
DRIL-QUIP COMMON 262037104 748 25800 SH DEFINED 15 13500 0 12300
DRIL-QUIP COMMON 262037104 17 600 SH DEFINED 15,14 600 0 0
DRIL-QUIP COMMON 262037104 3 100 SH DEFINED 24 0 0 100
DRIL-QUIP COMMON 262037104 133 4600 SH DEFINED 5,15 4600 0 0
DU PONT (E.I.) DE NEMOURS COMMON 263534109 29845 693920 SH DEFINED 1 693920 0 0
DU PONT (E.I.) DE NEMOURS COMMON 263534109 32296 750900 SH DEFINED 1,2 750900 0 0
DU PONT (E.I.) DE NEMOURS COMMON 263534109 9901 230200 SH DEFINED 9 230200 0 0
DU PONT (E.I.) DE NEMOURS COMMON 263534109 147 3420 SH DEFINED 9,15 3420 0 0
DU PONT (E.I.) DE NEMOURS COMMON 263534109 19715 458377 SH DEFINED 15 218008 0 238189
DU PONT (E.I.) DE NEMOURS COMMON 263534109 591 13730 SH DEFINED 15,22 13730 0 0
DU PONT (E.I.) DE NEMOURS COMMON 263534109 181 4200 SH DEFINED 15,8 4200 0 0
DU PONT (E.I.) DE NEMOURS COMMON 263534109 5827 135470 SH DEFINED 2 135470 0 0
DU PONT (E.I.) DE NEMOURS COMMON 263534109 920 21393 SH DEFINED 23 21393 0 0
DU PONT (E.I.) DE NEMOURS COMMON 263534109 5879 136679 SH DEFINED 24 26866 0 109813
DU PONT (E.I.) DE NEMOURS COMMON 263534109 1983 46113 SH DEFINED 6 46113 0 0
DU PONT (E.I.) DE NEMOURS COMMON 263534109 1183 27502 SH DEFINED 8 27502 0 0
DUKE ENERGY CORP COMMON 264399106 7009 235760 SH DEFINED 1 235760 0 0
DUKE ENERGY CORP COMMON 264399106 140 4700 SH DEFINED 9 4700 0 0
DUKE ENERGY CORP COMMON 264399106 3137 105500 SH DEFINED 9,15 105500 0 0
DUKE ENERGY CORP COMMON 264399106 19519 656554 SH DEFINED 15 601254 0 55300
DUKE ENERGY CORP COMMON 264399106 214 7200 SH DEFINED 15,14 7200 0 0
DUKE ENERGY CORP COMMON 264399106 3267 109900 SH DEFINED 15,8 109900 0 0
DUKE ENERGY CORP COMMON 264399106 150 5049 SH DEFINED 23 5049 0 0
DUKE ENERGY CORP COMMON 264399106 533 17915 SH DEFINED 24 2310 0 15605
DUKE ENERGY CORP COMMON 264399106 428 14400 SH DEFINED 5,15 14400 0 0
DUKE ENERGY CORP COMMON 264399106 819 27547 SH DEFINED 6 27547 0 0
DUKE ENERGY CORP COMMON 264399106 906 30460 SH DEFINED 8 30460 0 0
DUKE REALTY CORP COMMON 264411505 14446 456298 SH DEFINED 15 330715 0 125583
DUKE REALTY CORP COMMON 264411505 39 1230 SH DEFINED 6 1230 0 0
DUN & BRADSTREET CORP-NEW COMMON 26483E100 111 1800 SH DEFINED 15 1800 0 0
DUN & BRADSTREET CORP-NEW COMMON 26483E100 129 2100 SH DEFINED 15,8 2100 0 0
DUN & BRADSTREET CORP-NEW COMMON 26483E100 163 2650 SH DEFINED 24 1400 0 1250
DUN & BRADSTREET CORP-NEW COMMON 26483E100 840 13623 SH DEFINED 6 12923 700 0
DUSA PHARMACEUTICALS INC COMMON 266898105 11 1200 SH DEFINED 24 0 0 1200
DYCOM INDUSTRIES INC COMMON 267475101 20 1000 SH DEFINED 15 1000 0 0
DYCOM INDUSTRIES INC COMMON 267475101 50 2500 SH DEFINED 5,15 2500 0 0
DYNAMEX INC COMMON 26784F103 457 26800 SH DEFINED 3 26800 0 0
DYNAMEX INC COMMON 26784F103 14478 849628 SH DEFINED 3 849628 0 0
DYNEGY INC CL A COMMON 26816Q101 156 32188 SH DEFINED 15 32188 0 0
EGL INC COMMON 268484102 3670 180600 SH DEFINED 1 180600 0 0
EMC CORP/MASS COMMON 268648102 145595 10619592 SH DEFINED 1 10619592 0 0
EMC CORP/MASS COMMON 268648102 91172 6650000 SH DEFINED 1,2 6650000 0 0
EMC CORP/MASS COMMON 268648102 6481 472700 SH DEFINED 1,3 472700 0 0
EMC CORP/MASS COMMON 268648102 798 58200 SH DEFINED 9 58200 0 0
EMC CORP/MASS COMMON 268648102 45 3300 SH DEFINED 9,7 3300 0 0
EMC CORP/MASS COMMON 268648102 11510 839550 SH DEFINED 9,15 839550 0 0
EMC CORP/MASS COMMON 268648102 2185 159400 SH DEFINED 9,2 159400 0 0
EMC CORP/MASS COMMON 268648102 524 38200 SH DEFINED 11,8 38200 0 0
EMC CORP/MASS COMMON 268648102 120245 8770634 SH DEFINED 15 6436836 0 2295878
EMC CORP/MASS COMMON 268648102 1223 89200 SH DEFINED 15,14 89200 0 0
EMC CORP/MASS COMMON 268648102 7976 581730 SH DEFINED 15,22 581730 0 0
EMC CORP/MASS COMMON 268648102 3543 258400 SH DEFINED 15,8 258400 0 0
EMC CORP/MASS COMMON 268648102 26217 1912230 SH DEFINED 2 1912230 0 0
EMC CORP/MASS COMMON 268648102 3140 229000 SH DEFINED 20 229000 0 0
EMC CORP/MASS COMMON 268648102 1854 135203 SH DEFINED 23 135203 0 0
EMC CORP/MASS COMMON 268648102 29786 2172563 SH DEFINED 24 376995 0 1795568
EMC CORP/MASS COMMON 268648102 3438 250800 SH DEFINED 5,15 250800 0 0
EMC CORP/MASS COMMON 268648102 1387 101181 SH DEFINED 6 101181 0 0
EMC CORP/MASS COMMON 268648102 3156 230170 SH DEFINED 8 230170 0 0
EMC CORP/MASS COMMON 268648102 37 2686 SH DEFINED 8,10 2686 0 0
EMC CORP/MASS COMMON 268648102 452 33000 SH DEFINED 8,13 33000 0 0
EMS TECHNOLOGIES INC COMMON 26873N108 22 1500 SH DEFINED 6 1500 0 0
ENSCO INTERNATIONAL INC COMMON 26874Q100 106467 2978100 SH DEFINED 1 2978100 0 0
ENSCO INTERNATIONAL INC COMMON 26874Q100 37967 1062000 SH DEFINED 1,2 1062000 0 0
ENSCO INTERNATIONAL INC COMMON 26874Q100 101 2830 SH DEFINED 9,15 2830 0 0
ENSCO INTERNATIONAL INC COMMON 26874Q100 11382 318382 SH DEFINED 15 147772 0 168810
ENSCO INTERNATIONAL INC COMMON 26874Q100 405 11330 SH DEFINED 15,22 11330 0 0
ENSCO INTERNATIONAL INC COMMON 26874Q100 16352 457400 SH DEFINED 2 457400 0 0
ENSCO INTERNATIONAL INC COMMON 26874Q100 89 2500 SH DEFINED 2,14 2500 0 0
ENSCO INTERNATIONAL INC COMMON 26874Q100 12334 345000 SH DEFINED 4 345000 0 0
ENSCO INTERNATIONAL INC COMMON 26874Q100 168 4700 SH DEFINED 6 4700 0 0
ENI SPA ADR COMMON 26874R108 16666 130000 SH DEFINED 1 130000 0 0
ENI SPA ADR COMMON 26874R108 724 5650 SH DEFINED 9,15 5650 0 0
ENI SPA ADR COMMON 26874R108 80909 631115 SH DEFINED 12 574520 0 56595
ENI SPA ADR COMMON 26874R108 0 0 SH DEFINED 12,14 0 0 0
ENI SPA ADR COMMON 26874R108 45684 356349 SH DEFINED 15 317763 0 38586
ENI SPA ADR COMMON 26874R108 2179 17000 SH DEFINED 15,14 17000 0 0
ENI SPA ADR COMMON 26874R108 5 38 SH DEFINED 24 0 0 38
ENI SPA ADR COMMON 26874R108 2427 18934 SH DEFINED 4 18934 0 0
EOG RESOURCES INC COMMON 26875P101 17722 312000 SH DEFINED 1 312000 0 0
EOG RESOURCES INC COMMON 26875P101 1320 23234 SH DEFINED 15 23234 0 0
EOG RESOURCES INC COMMON 26875P101 2329 41000 SH DEFINED 15,14 41000 0 0
EOG RESOURCES INC COMMON 26875P101 3962 69747 SH DEFINED 24 3500 0 66247
EOG RESOURCES INC COMMON 26875P101 741 13054 SH DEFINED 4 13054 0 0
EOG RESOURCES INC COMMON 26875P101 124 2190 SH DEFINED 6 2190 0 0
EOG RESOURCES INC COMMON 26875P101 450 7928 SH DEFINED 8 7928 0 0
E.ON AG ADR COMMON 268780103 13 450 SH DEFINED 24 450 0 0
EPIX PHARMACEUTICALS INC COMMON 26881Q101 3319 375029 SH DEFINED 1 375029 0 0
EPIX PHARMACEUTICALS INC COMMON 26881Q101 94 10600 SH DEFINED 11,2 10600 0 0
EPIX PHARMACEUTICALS INC COMMON 26881Q101 466 52700 SH DEFINED 15,22 52700 0 0
EPIX PHARMACEUTICALS INC COMMON 26881Q101 212 24000 SH DEFINED 2 24000 0 0
ESS TECHNOLOGY COMMON 269151106 14 3350 SH DEFINED 6 700 950 1700
E*TRADE FINANCIAL CORPORATION COMMON 269246104 123 8825 SH DEFINED 15 2400 0 6425
E*TRADE FINANCIAL CORPORATION COMMON 269246104 2137 152779 SH DEFINED 15 143979 0 8800
E*TRADE FINANCIAL CORPORATION COMMON 269246104 288 20600 SH DEFINED 15,8 20600 0 0
E*TRADE FINANCIAL CORPORATION COMMON 269246104 14 1000 SH DEFINED 24 0 0 1000
E*TRADE FINANCIAL CORPORATION COMMON 269246104 272 19418 SH DEFINED 6 13818 5600 0
EAGLE MATERIALS INC COMMON 26969P108 18787 202900 SH DEFINED 1 202900 0 0
EAGLE MATERIALS INC COMMON 26969P108 12796 138200 SH DEFINED 15 90900 0 45100
EAGLE MATERIALS INC COMMON 26969P108 185 2000 SH DEFINED 15,14 2000 0 0
EAGLE MATERIALS INC COMMON 26969P108 120 1300 SH DEFINED 15,8 1300 0 0
EAGLE MATERIALS INC COMMON 26969P108 5357 57860 SH DEFINED 2 57860 0 0
EAGLE MATERIALS INC COMMON 26969P108 3407 36800 SH DEFINED 5,15 36800 0 0
EARTHLINK INC COMMON 270321102 5687 656700 SH DEFINED 1 656700 0 0
EARTHLINK INC COMMON 270321102 22836 2637000 SH DEFINED 15 2064100 0 526000
EARTHLINK INC COMMON 270321102 164 18900 SH DEFINED 15,14 18900 0 0
EARTHLINK INC COMMON 270321102 614 70900 SH DEFINED 15,8 70900 0 0
EARTHLINK INC COMMON 270321102 48 5500 SH DEFINED 24 0 0 5500
EARTHLINK INC COMMON 270321102 2150 248300 SH DEFINED 5,15 248300 0 0
EARTHLINK INC COMMON 270321102 1 104 SH DEFINED 6 104 0 0
EARTHSHELL CORP COMMON 27032B209 2 669 SH DEFINED 6 669 0 0
EAST WEST BANCORP INC COMMON 27579R104 16882 502600 SH DEFINED 1 502600 0 0
EAST WEST BANCORP INC COMMON 27579R104 4159 123820 SH DEFINED 2 123820 0 0
EAST WEST BANCORP INC COMMON 27579R104 13 400 SH DEFINED 6 400 0 0
EASTERN AMER NATURAL GAS TR COMMON 276217106 14 500 SH DEFINED 24 0 0 500
EASTGROUP PROPERTIES COMMON 277276101 2299 54600 SH DEFINED 15 20000 0 34600
EASTGROUP PROPERTIES COMMON 277276101 15 365 SH DEFINED 6 365 0 0
EASTMAN CHEMICAL COMPANY COMMON 277432100 11649 211220 SH DEFINED 1 211220 0 0
EASTMAN CHEMICAL COMPANY COMMON 277432100 22060 400000 SH DEFINED 1,2 400000 0 0
EASTMAN CHEMICAL COMPANY COMMON 277432100 7969 144499 SH DEFINED 15 125999 0 18500
EASTMAN CHEMICAL COMPANY COMMON 277432100 1324 24000 SH DEFINED 15,8 24000 0 0
EASTMAN CHEMICAL COMPANY COMMON 277432100 3918 71050 SH DEFINED 2 71050 0 0
EASTMAN CHEMICAL COMPANY COMMON 277432100 83 1500 SH DEFINED 23 1500 0 0
EASTMAN CHEMICAL COMPANY COMMON 277432100 226 4100 SH DEFINED 5,15 4100 0 0
EASTMAN CHEMICAL COMPANY COMMON 277432100 11 194 SH DEFINED 6 194 0 0
EASTMAN CHEMICAL COMPANY COMMON 277432100 18 320 SH DEFINED 8 320 0 0
EASTMAN KODAK CO COMMON 277461109 294 10935 SH DEFINED 15 9500 0 1435
EASTMAN KODAK CO COMMON 277461109 395 14700 SH DEFINED 9 14700 0 0
EASTMAN KODAK CO COMMON 277461109 9585 357000 SH DEFINED 9,15 357000 0 0
EASTMAN KODAK CO COMMON 277461109 58612 2182938 SH DEFINED 15 1962938 0 182200
EASTMAN KODAK CO COMMON 277461109 607 22600 SH DEFINED 15,14 22600 0 0
EASTMAN KODAK CO COMMON 277461109 2647 98600 SH DEFINED 15,8 98600 0 0
EASTMAN KODAK CO COMMON 277461109 257 9577 SH DEFINED 23 9577 0 0
EASTMAN KODAK CO COMMON 277461109 0 1 SH DEFINED 24 1 0 0
EASTMAN KODAK CO COMMON 277461109 1600 59600 SH DEFINED 5,15 59600 0 0
EASTMAN KODAK CO COMMON 277461109 21 778 SH DEFINED 6 778 0 0
EASTMAN KODAK CO COMMON 277461109 738 27468 SH DEFINED 8 27468 0 0
EASTMAN KODAK CO COMMON 277461109 38 1400 SH DEFINED 8,10 1400 0 0
EATON CORP COMMON 278058102 27404 457500 SH DEFINED 1 457500 0 0
EATON CORP COMMON 278058102 29950 500000 SH DEFINED 1,2 500000 0 0
EATON CORP COMMON 278058102 290 4840 SH DEFINED 9,15 4840 0 0
EATON CORP COMMON 278058102 33138 553229 SH DEFINED 15 224360 0 325789
EATON CORP COMMON 278058102 1162 19400 SH DEFINED 15,22 19400 0 0
EATON CORP COMMON 278058102 5398 90120 SH DEFINED 2 90120 0 0
EATON CORP COMMON 278058102 120 2000 SH DEFINED 23 2000 0 0
EATON CORP COMMON 278058102 24393 407224 SH DEFINED 24 82576 0 324648
EATON CORP COMMON 278058102 277 4630 SH DEFINED 6 4630 0 0
EATON CORP COMMON 278058102 323 5392 SH DEFINED 8 5392 0 0
EATON VANCE MUNICIPAL INCOME C COMMON 27826U108 43 2555 SH DEFINED 24 0 0 2555
EATON VANCE ENHANCED EQ INCM C COMMON 278274105 40 2000 SH DEFINED 24 0 0 2000
EATON VANCE INSURED NEW YORK C COMMON 27827Y109 224 15439 SH DEFINED 6 15439 0 0
EBAY INC COMMON 278642103 29854 904400 SH DEFINED 1 904400 0 0
EBAY INC COMMON 278642103 14029 425000 SH DEFINED 1,2 425000 0 0
EBAY INC COMMON 278642103 7423 224862 SH DEFINED 15 190962 0 33900
EBAY INC COMMON 278642103 1697 51400 SH DEFINED 15,22 51400 0 0
EBAY INC COMMON 278642103 261 7900 SH DEFINED 15,8 7900 0 0
EBAY INC COMMON 278642103 2971 90000 SH DEFINED 2 90000 0 0
EBAY INC COMMON 278642103 528 16000 SH DEFINED 20 16000 0 0
EBAY INC COMMON 278642103 13263 401788 SH DEFINED 24 38970 0 362818
EBAY INC COMMON 278642103 8581 259966 SH DEFINED 6 249566 0 10400
EBAY INC COMMON 278642103 1103 33400 SH DEFINED 8 33400 0 0
ECHOSTAR COMMUNICATIONS CL A COMMON 278762109 11202 371425 SH DEFINED 1 371425 0 0
ECHOSTAR COMMUNICATIONS CL A COMMON 278762109 100 3300 SH DEFINED 15 3300 0 0
ECHOSTAR COMMUNICATIONS CL A COMMON 278762109 1383 45850 SH DEFINED 15,14 45850 0 0
ECHOSTAR COMMUNICATIONS CL A COMMON 278762109 118 3900 SH DEFINED 15,8 3900 0 0
ECHOSTAR COMMUNICATIONS CL A COMMON 278762109 27 910 SH DEFINED 2 910 0 0
ECHOSTAR COMMUNICATIONS CL A COMMON 278762109 3 100 SH DEFINED 24 0 0 100
ECHOSTAR COMMUNICATIONS CL A COMMON 278762109 256 8482 SH DEFINED 8 8482 0 0
ECLIPSYS CORP COMMON 278856109 1487 105700 SH DEFINED 1 105700 0 0
ECLIPSYS CORP COMMON 278856109 3043 216258 SH DEFINED 6 216258 0 0
ECOLAB INC COMMON 278865100 36460 1126700 SH DEFINED 1 1126700 0 0
ECOLAB INC COMMON 278865100 46922 1450000 SH DEFINED 1,2 1450000 0 0
ECOLAB INC COMMON 278865100 692 21374 SH DEFINED 15 21374 0 0
ECOLAB INC COMMON 278865100 4594 141950 SH DEFINED 2 141950 0 0
ECOLAB INC COMMON 278865100 36742 1135412 SH DEFINED 24 149511 0 985901
ECOLAB INC COMMON 278865100 1100 34000 SH DEFINED 3 34000 0 0
ECOLAB INC COMMON 278865100 545 16840 SH DEFINED 6 16840 0 0
ECOLAB INC COMMON 278865100 242 7471 SH DEFINED 8 7471 0 0
EDISON INTERNATIONAL COMMON 281020107 24503 604260 SH DEFINED 1 604260 0 0
EDISON INTERNATIONAL COMMON 281020107 714 17600 SH DEFINED 9 17600 0 0
EDISON INTERNATIONAL COMMON 281020107 93 2300 SH DEFINED 9,7 2300 0 0
EDISON INTERNATIONAL COMMON 281020107 7709 190100 SH DEFINED 9,15 190100 0 0
EDISON INTERNATIONAL COMMON 281020107 50141 1236515 SH DEFINED 15 1146715 0 89800
EDISON INTERNATIONAL COMMON 281020107 1099 27100 SH DEFINED 15,14 27100 0 0
EDISON INTERNATIONAL COMMON 281020107 1091 26900 SH DEFINED 15,8 26900 0 0
EDISON INTERNATIONAL COMMON 281020107 803 19800 SH DEFINED 2 19800 0 0
EDISON INTERNATIONAL COMMON 281020107 518 12783 SH DEFINED 23 12783 0 0
EDISON INTERNATIONAL COMMON 281020107 161 3981 SH DEFINED 24 0 0 3981
EDISON INTERNATIONAL COMMON 281020107 2194 54100 SH DEFINED 5,15 54100 0 0
EDISON INTERNATIONAL COMMON 281020107 408 10050 SH DEFINED 6 10050 0 0
EDISON INTERNATIONAL COMMON 281020107 414 10200 SH DEFINED 7 10200 0 0
EDISON INTERNATIONAL COMMON 281020107 472 11651 SH DEFINED 8 11651 0 0
EDUCATE INC COMMON 28138P100 3460 244500 SH DEFINED 9 244500 0 0
EDUCATE INC COMMON 28138P100 761 53800 SH DEFINED 9,22 53800 0 0
EDUCATION MANAGEMENT CORP COMMON 28139T101 523 15500 SH DEFINED 1 15500 0 0
EDUCATION MANAGEMENT CORP COMMON 28139T101 5093 151000 SH DEFINED 3 151000 0 0
EDUCATION REALTY TRUST INC COMMON 28140H104 174 9500 SH DEFINED 15 9500 0 0
EDUCATION REALTY TRUST INC COMMON 28140H104 11873 648800 SH DEFINED 15 636400 0 12400
EDWARDS (A.G.) INC COMMON 281760108 2605 57700 SH DEFINED 15 49600 0 5000
EDWARDS (A.G.) INC COMMON 281760108 106 2343 SH DEFINED 24 2343 0 0
EDWARDS (A.G.) INC COMMON 281760108 23 500 SH DEFINED 5,15 500 0 0
EDWARDS (A.G.) INC COMMON 281760108 119 2639 SH DEFINED 6 2089 175 375
EDWARDS LIFESCIENCES CORP COMMON 28176E108 2121 49300 SH DEFINED 1 49300 0 0
EDWARDS LIFESCIENCES CORP COMMON 28176E108 82 1900 SH DEFINED 15 1900 0 0
EDWARDS LIFESCIENCES CORP COMMON 28176E108 59 1370 SH DEFINED 24 170 0 1200
EDWARDS LIFESCIENCES CORP COMMON 28176E108 205 4770 SH DEFINED 6 4770 0 0
EFUNDS CORP COMMON 28224R101 173 9600 SH DEFINED 15 9600 0 0
EFUNDS CORP COMMON 28224R101 8 441 SH DEFINED 24 0 0 441
EFUNDS CORP COMMON 28224R101 40 2251 SH DEFINED 6 926 475 850
EL PASO CORPORATION COMMON 28336L109 2266 196702 SH DEFINED 15 196702 0 0
EL PASO CORPORATION COMMON 28336L109 143 12400 SH DEFINED 15,8 12400 0 0
EL PASO CORPORATION COMMON 28336L109 107 9251 SH DEFINED 6 9251 0 0
EL PASO CORPORATION COMMON 28336L109 255 22156 SH DEFINED 8 22156 0 0
EL PASO ELECTRIC COMPANY COMMON 283677854 63 3100 SH DEFINED 6 650 850 1600
EL PASO ENER CAP TRUST I CVT P CONVERT 283678209 42 1100 SH DEFINED 24 0 0 1100
ELAN CORP PLC ADR COMMON 284131208 20 3000 SH DEFINED 24 0 0 3000
ELAN CORP PLC ADR COMMON 284131208 20 3000 SH DEFINED 6 3000 0 0
ELDORADO GOLD CORP COMMON 284902103 4378 1650000 SH DEFINED 1 1650000 0 0
ELDORADO GOLD CORP COMMON 284902103 1385 522000 SH DEFINED 2 522000 0 0
ELDORADO GOLD CORP COMMON 284902103 3502 1320000 SH DEFINED 3 1320000 0 0
ELECTRO RENT CORP COMMON 285218103 478 32900 SH DEFINED 15 18900 0 14000
ELECTRO RENT CORP COMMON 285218103 10 700 SH DEFINED 15,14 700 0 0
ELECTRO RENT CORP COMMON 285218103 124 8500 SH DEFINED 5,15 8500 0 0
ELECTRO SCIENTIFIC INDS INC COMMON 285229100 1666 93200 SH DEFINED 15 53000 0 40200
ELECTRO SCIENTIFIC INDS INC COMMON 285229100 34 1900 SH DEFINED 15,14 1900 0 0
ELECTRO SCIENTIFIC INDS INC COMMON 285229100 586 32800 SH DEFINED 5,15 32800 0 0
ELECTROGLAS INC COMMON 285324109 0 100 SH DEFINED 6 100 0 0
ELECTRONIC ARTS INC COMMON 285512109 9132 161322 SH DEFINED 1 161322 0 0
ELECTRONIC ARTS INC COMMON 285512109 31136 550000 SH DEFINED 1,2 550000 0 0
ELECTRONIC ARTS INC COMMON 285512109 12088 213535 SH DEFINED 15 180535 0 33000
ELECTRONIC ARTS INC COMMON 285512109 442 7800 SH DEFINED 15,14 7800 0 0
ELECTRONIC ARTS INC COMMON 285512109 5613 99150 SH DEFINED 2 99150 0 0
ELECTRONIC ARTS INC COMMON 285512109 35635 629479 SH DEFINED 24 134994 0 494485
ELECTRONIC ARTS INC COMMON 285512109 769 13590 SH DEFINED 6 13590 0 0
ELECTRONIC ARTS INC COMMON 285512109 559 9867 SH DEFINED 8 9867 0 0
ELECTRONIC DATA SYSTEMS CORP COMMON 285661104 10 540 SH DEFINED 15 540 0 0
ELECTRONIC DATA SYSTEMS CORP COMMON 285661104 3179 165156 SH DEFINED 15 164577 0 579
ELECTRONIC DATA SYSTEMS CORP COMMON 285661104 10 500 SH DEFINED 24 0 0 500
ELECTRONIC DATA SYSTEMS CORP COMMON 285661104 18 959 SH DEFINED 6 959 0 0
ELECTRONIC DATA SYSTEMS CORP COMMON 285661104 308 16000 SH DEFINED 8 16000 0 0
ELITE PHARMACEUTICALS INC -A COMMON 28659T200 2 500 SH DEFINED 24 0 0 500
ELKCORP COMMON 287456107 2004 70200 SH DEFINED 1 70200 0 0
ELKCORP COMMON 287456107 53 1850 SH DEFINED 6 1850 0 0
ELOYALTY CORP CVP 7.0 SER B CONVERT 290151208 0 39 SH DEFINED 24 0 0 39
EMBARCADERO TECHNOLOGIES INC COMMON 290787100 180 32000 SH DEFINED 3 32000 0 0
EMBARCADERO TECHNOLOGIES INC COMMON 290787100 3447 614500 SH DEFINED 3 614500 0 0
EMBRAER AIRCRAFT CORP ADR COMMON 29081M102 1111 33600 SH DEFINED 15 33600 0 0
EMBRAER AIRCRAFT CORP ADR COMMON 29081M102 5 150 SH DEFINED 24 0 0 150
EMBRAER AIRCRAFT CORP ADR COMMON 29081M102 3312 100150 SH DEFINED 5,12 100150 0 0
EMBRAER AIRCRAFT CORP ADR COMMON 29081M102 480 14500 SH DEFINED 6 14500 0 0
EMBOTELLADORA ANDINA ADR B COMMON 29081P303 688 50000 SH DEFINED 9 50000 0 0
EMCOR GROUP INC COMMON 29084Q100 45 925 SH DEFINED 6 200 250 475
EMERGING VISION INC COMMON 29089W102 1 5500 SH DEFINED 24 0 0 5500
EMERSON ELECTRIC CO COMMON 291011104 87690 1400133 SH DEFINED 1 920133 0 480000
EMERSON ELECTRIC CO COMMON 291011104 31973 510500 SH DEFINED 1,2 510500 0 0
EMERSON ELECTRIC CO COMMON 291011104 2718 43400 SH DEFINED 9,15 43400 0 0
EMERSON ELECTRIC CO COMMON 291011104 783 12495 SH DEFINED 12 12495 0 0
EMERSON ELECTRIC CO COMMON 291011104 276 4400 SH DEFINED 12,14 4400 0 0
EMERSON ELECTRIC CO COMMON 291011104 10767 171918 SH DEFINED 15 144357 0 27561
EMERSON ELECTRIC CO COMMON 291011104 276 4400 SH DEFINED 15,8 4400 0 0
EMERSON ELECTRIC CO COMMON 291011104 5756 91910 SH DEFINED 2 91910 0 0
EMERSON ELECTRIC CO COMMON 291011104 47666 761079 SH DEFINED 24 183554 0 577525
EMERSON ELECTRIC CO COMMON 291011104 62323 995100 SH DEFINED 3 995100 0 0
EMERSON ELECTRIC CO COMMON 291011104 0 1 SH DEFINED 4 1 0 0
EMERSON ELECTRIC CO COMMON 291011104 14729 235171 SH DEFINED 6 235171 0 0
EMERSON ELECTRIC CO COMMON 291011104 917 14647 SH DEFINED 8 14647 0 0
EMULEX CORP COMMON 292475209 22553 1235100 SH DEFINED 1 1235100 0 0
EMULEX CORP COMMON 292475209 7110 389400 SH DEFINED 15 213900 0 175500
EMULEX CORP COMMON 292475209 152 8300 SH DEFINED 15,14 8300 0 0
EMULEX CORP COMMON 292475209 1349 73900 SH DEFINED 15,22 73900 0 0
EMULEX CORP COMMON 292475209 1726 94500 SH DEFINED 5,15 94500 0 0
ENCANA CORPORATION COMMON 292505104 34394 871700 SH DEFINED 1 517700 0 354000
ENCANA CORPORATION COMMON 292505104 60302 1528312 SH DEFINED 1,3 1528312 0 0
ENCANA CORPORATION COMMON 292505104 623 15800 SH DEFINED 9 15800 0 0
ENCANA CORPORATION COMMON 292505104 1752 44400 SH DEFINED 9,12 44400 0 0
ENCANA CORP COMMON 292505104 4569 115400 SH DEFINED 9,15 115400 0 0
ENCANA CORP COMMON 292505104 166522 4219350 SH DEFINED 12 3795900 0 413650
ENCANA CORP COMMON 292505104 37373 944306 SH DEFINED 15 823010 0 121296
ENCANA CORPORATION COMMON 292505104 2348 59500 SH DEFINED 2 59500 0 0
ENCANA CORPORATION COMMON 292505104 235 5961 SH DEFINED 23 5961 0 0
ENCANA CORP COMMON 292505104 4805 121365 SH DEFINED 24 13425 0 107940
ENCANA CORPORATION COMMON 292505104 148280 3758096 SH DEFINED 3 3758096 0 0
ENCANA CORP COMMON 292505104 1610 40675 SH DEFINED 4 40675 0 0
ENCANA CORPORATION COMMON 292505104 18268 463000 SH DEFINED 5,12 463000 0 0
ENCANA CORP COMMON 292505104 206 5200 SH DEFINED 6 3800 1400 0
ENCANA CORPORATION COMMON 292505104 1163 29484 SH DEFINED 8 29484 0 0
ENBRIDGE INC COMMON 29250N105 1084 38000 SH DEFINED 9 38000 0 0
ENBRIDGE INC COMMON 29250N105 542 19000 SH DEFINED 9,15 19000 0 0
ENBRIDGE INC COMMON 29250N105 274 9620 SH DEFINED 8 9620 0 0
ENBRIDGE ENERGY PARTNERS LP COMMON 29250R106 11 200 SH DEFINED 24 0 0 200
ENBRIDGE ENERGY PARTNERS LP COMMON 29250R106 107 2000 SH DEFINED 6 2000 0 0
ENBRIDGE ENERGY MANAGEMENT L COMMON 29250X103 0 2 SH DEFINED 24 0 0 2
ENBRIDGE ENERGY MANAGEMENT L COMMON 29250X103 0 0 SH DEFINED 4 0 0 0
ENCORE ACQUISITION CO COMMON 29255W100 14522 354200 SH DEFINED 1 354200 0 0
ENCORE ACQUISITION CO COMMON 29255W100 4629 112900 SH DEFINED 2 112900 0 0
ENCORE ACQUISITION CO COMMON 29255W100 93 2275 SH DEFINED 6 500 625 1150
ENCYSIVE PHARMACEUTICALS INC COMMON 29256X107 348 32200 SH DEFINED 11,2 32200 0 0
ENDESA ADR COMMON 29258N107 592 25850 SH DEFINED 9,15 25850 0 0
ENDESA ADR COMMON 29258N107 33172 1447291 SH DEFINED 12 1260936 0 186355
ENDESA ADR COMMON 29258N107 355 15480 SH DEFINED 12,14 15480 0 0
ENDESA ADR COMMON 29258N107 31411 1370457 SH DEFINED 15 1312175 0 58282
ENDESA ADR COMMON 29258N107 649 28300 SH DEFINED 24 0 0 28300
ENDO PHARMACEUTICAL HOLDINGS I COMMON 29264F205 1611 61320 SH DEFINED 1 61320 0 0
ENDO PHARMACEUTICAL HOLDINGS I COMMON 29264F205 12113 460914 SH DEFINED 15 371664 0 89250
ENDO PHARMACEUTICAL HOLDINGS I COMMON 29264F205 116 4400 SH DEFINED 15,8 4400 0 0
ENDO PHARMACEUTICAL HOLDINGS I COMMON 29264F205 164460 6258000 SH DEFINED 3 6258000 0 0
ENERGEN CORP COMMON 29265N108 12786 364800 SH DEFINED 1 364800 0 0
ENERGEN CORP COMMON 29265N108 4437 126600 SH DEFINED 1,3 126600 0 0
ENERGEN CORP COMMON 29265N108 1504 42900 SH DEFINED 9,2 42900 0 0
ENERGEN CORP COMMON 29265N108 46 1325 SH DEFINED 6 1325 0 0
ENEL SPA ADR COMMON 29265W108 7551 173950 SH DEFINED 12 170580 0 3370
ENEL SPA ADR COMMON 29265W108 25779 593843 SH DEFINED 15 593843 0 0
ENERGY EAST CORPORATION COMMON 29266M109 20 700 SH DEFINED 24 0 0 700
ENERGIZER HOLDINGS INC COMMON 29266R108 2474 39800 SH DEFINED 1 39800 0 0
ENERGIZER HOLDINGS INC COMMON 29266R108 765 12300 SH DEFINED 9 12300 0 0
ENERGIZER HOLDINGS INC COMMON 29266R108 2617 42100 SH DEFINED 9,15 42100 0 0
ENERGIZER HOLDINGS INC COMMON 29266R108 34840 560400 SH DEFINED 15 499800 0 54100
ENERGIZER HOLDINGS INC COMMON 29266R108 404 6500 SH DEFINED 15,14 6500 0 0
ENERGIZER HOLDINGS INC COMMON 29266R108 1679 27000 SH DEFINED 15,8 27000 0 0
ENERGIZER HOLDINGS INC COMMON 29266R108 277 4455 SH DEFINED 23 4455 0 0
ENERGIZER HOLDINGS INC COMMON 29266R108 771 12406 SH DEFINED 24 0 0 12406
ENERGIZER HOLDINGS INC COMMON 29266R108 1380 22200 SH DEFINED 5,15 22200 0 0
ENERGIZER HOLDINGS INC COMMON 29266R108 155 2500 SH DEFINED 6 1875 225 400
ENERGIZER HOLDINGS INC COMMON 29266R108 335 5394 SH DEFINED 8 5394 0 0
ENERGIZER HOLDINGS INC COMMON 29266R108 24 388 SH DEFINED 8,10 388 0 0
ENERGY PARTNERS LTD COMMON 29270U105 7050 269000 SH DEFINED 1 269000 0 0
ENERGY PARTNERS LTD COMMON 29270U105 8 300 SH DEFINED 15 300 0 0
ENERGY PARTNERS LTD COMMON 29270U105 15 575 SH DEFINED 6 575 0 0
ENERGY TRANSFER PARTNERS LP COMMON 29273R109 7066 204215 SH DEFINED 6 204215 0 0
ENERSYS INC COMMON 29275Y102 16306 1196300 SH DEFINED 1 1196300 0 0
ENERSYS INC COMMON 29275Y102 611 44800 SH DEFINED 2 44800 0 0
ENGELHARD CORP COMMON 292845104 41774 1463200 SH DEFINED 1 1463200 0 0
ENGELHARD CORP COMMON 292845104 111 3900 SH DEFINED 1,3 3900 0 0
ENGELHARD CORP COMMON 292845104 1084 37978 SH DEFINED 15 37978 0 0
ENGELHARD CORP COMMON 292845104 5276 184800 SH DEFINED 2 184800 0 0
ENGELHARD CORP COMMON 292845104 57 2000 SH DEFINED 24 2000 0 0
ENGELHARD CORP COMMON 292845104 259114 9075800 SH DEFINED 3 9075800 0 0
ENGELHARD CORP COMMON 292845104 3366 117900 SH DEFINED 3,22 117900 0 0
ENGELHARD CORP COMMON 292845104 23388 819185 SH DEFINED 4 819185 0 0
ENGELHARD CORP COMMON 292845104 217 7600 SH DEFINED 5,2 7600 0 0
ENGINEERED SUPPORT SYSTEMS COMMON 292866100 17188 479722 SH DEFINED 1 479722 0 0
ENGINEERED SUPPORT SYSTEMS COMMON 292866100 419 11700 SH DEFINED 2 11700 0 0
ENESCO GROUP COMMON 292973104 6 2050 SH DEFINED 6 2050 0 0
ENTERASYS NETWORKS INC COMMON 293637104 0 30 SH DEFINED 15 30 0 0
ENTERASYS NETWORKS INC COMMON 293637104 0 100 SH DEFINED 6 100 0 0
ENTERCOM COMMUNICATIONS CORP COMMON 293639100 19 560 SH DEFINED 15 560 0 0
ENTERCOM COMMUNICATIONS CORP COMMON 293639100 7211 216600 SH DEFINED 15 190100 0 16500
ENTERCOM COMMUNICATIONS CORP COMMON 293639100 389 11700 SH DEFINED 15,8 11700 0 0
ENTERCOM COMMUNICATIONS CORP COMMON 293639100 53 1600 SH DEFINED 5,15 1600 0 0
ENTERGY CORP COMMON 29364G103 20524 271660 SH DEFINED 1 271660 0 0
ENTERGY CORP COMMON 29364G103 1816 24033 SH DEFINED 15 23333 0 700
ENTERGY CORP COMMON 29364G103 128 1700 SH DEFINED 15,8 1700 0 0
ENTERGY CORP COMMON 29364G103 128 1700 SH DEFINED 23 1700 0 0
ENTERGY CORP COMMON 29364G103 23 300 SH DEFINED 24 0 0 300
ENTERGY CORP COMMON 29364G103 10 136 SH DEFINED 6 136 0 0
ENTERGY CORP COMMON 29364G103 805 10658 SH DEFINED 8 10658 0 0
ENTERGY CORP COMMON 29364G103 19 257 SH DEFINED 8,10 257 0 0
ENTERPRISE PRODUCTS PARTNERS COMMON 293792107 51 1917 SH DEFINED 24 0 0 1917
ENTERPRISE PRODUCTS PARTNERS COMMON 293792107 8935 333522 SH DEFINED 6 333522 0 0
ENTERTAINMENT PROPERTIES TR COMMON 29380T105 313 6800 SH DEFINED 15 6800 0 0
ENTERTAINMENT PROPERTIES TR COMMON 29380T105 13234 287700 SH DEFINED 15 200200 0 87500
ENTERTAINMENT PROPERTIES TR COMMON 29380T105 722 15700 SH DEFINED 5,15 15700 0 0
ENTERRA ENERGY TRUST COMMON 29381P102 12 500 SH DEFINED 6 500 0 0
ENTRAVISION COMMUNICATIONS COMMON 29382R107 70 9000 SH DEFINED 6 2000 2450 4550
ENZON PHARMACEUTICALS INC COMMON 293904108 3031 467800 SH DEFINED 15 240700 0 227100
ENZON PHARMACEUTICALS INC COMMON 293904108 68 10500 SH DEFINED 15,14 10500 0 0
ENZON PHARMACEUTICALS INC COMMON 293904108 370 57100 SH DEFINED 5,15 57100 0 0
ENVIRO VORAXIAL TECHNOLOGY COMMON 29403V103 0 100 SH DEFINED 24 0 0 100
ENZO BIOCHEM INC COMMON 294100102 1330 74194 SH DEFINED 15 38874 0 35320
ENZO BIOCHEM INC COMMON 294100102 29 1600 SH DEFINED 15,14 1600 0 0
ENZO BIOCHEM INC COMMON 294100102 161 9000 SH DEFINED 5,15 9000 0 0
EPHRATA NATIONAL BANK/PA COMMON 294209200 27 830 SH DEFINED 24 0 0 830
EPIMMUNE INC COMMON 29425Y101 4 5000 SH DEFINED 24 0 0 5000
EPICOR SOFTWARE CORP COMMON 29426L108 12659 959000 SH DEFINED 1 959000 0 0
EPICOR SOFTWARE CORP COMMON 29426L108 3704 280600 SH DEFINED 2 280600 0 0
EQUIFAX INC COMMON 294429105 26 740 SH DEFINED 15 740 0 0
EQUIFAX INC COMMON 294429105 1414 39600 SH DEFINED 9,15 39600 0 0
EQUIFAX INC COMMON 294429105 3442 96380 SH DEFINED 15 82780 0 13600
EQUIFAX INC COMMON 294429105 982 27500 SH DEFINED 15,8 27500 0 0
EQUIFAX INC COMMON 294429105 206 5756 SH DEFINED 23 5756 0 0
EQUIFAX INC COMMON 294429105 194 5430 SH DEFINED 6 4805 225 400
EQUIFAX INC COMMON 294429105 269 7535 SH DEFINED 8 7535 0 0
EQUITABLE RESOURCES INC COMMON 294549100 12580 185000 SH DEFINED 1 185000 0 0
EQUITABLE RESOURCES INC COMMON 294549100 399 5869 SH DEFINED 24 344 0 5525
EQUITABLE RESOURCES INC COMMON 294549100 10679 157039 SH DEFINED 6 156339 700 0
EQUITY INNS INC COMMON 294703103 225 16900 SH DEFINED 15 16900 0 0
EQUITY INNS INC COMMON 294703103 12829 964600 SH DEFINED 15 754700 0 209900
EQUITY INNS INC COMMON 294703103 132 9900 SH DEFINED 15,14 9900 0 0
EQUITY INNS INC COMMON 294703103 1931 145200 SH DEFINED 5,15 145200 0 0
EQUITY LIFESTYLE PROPERTIES COMMON 29472R108 1300 32700 SH DEFINED 15 32700 0 0
EQUITY OFFICE PROPERTIES TR COMMON 294741103 30934 934571 SH DEFINED 15 812871 0 121700
EQUITY OFFICE PROPERTIES TR COMMON 294741103 427 12909 SH DEFINED 24 669 0 12240
EQUITY OFFICE PROPERTIES TR COMMON 294741103 579 17485 SH DEFINED 6 17485 0 0
EQUITY ONE INC COMMON 294752100 7155 315200 SH DEFINED 15 190000 0 125200
EQUITY ONE INC COMMON 294752100 134 5900 SH DEFINED 15,14 5900 0 0
EQUITY ONE INC COMMON 294752100 2007 88400 SH DEFINED 5,15 88400 0 0
EQUITY RESIDENTIAL COMMON 29476L107 3218 87400 SH DEFINED 15 87400 0 0
EQUITY RESIDENTIAL COMMON 29476L107 212813 5779823 SH DEFINED 15 4392959 0 1271364
EQUITY RESIDENTIAL COMMON 29476L107 607 16494 SH DEFINED 24 510 0 15984
EQUITY RESIDENTIAL COMMON 29476L107 15788 428784 SH DEFINED 5,15 428784 0 0
EQUITY RESIDENTIAL COMMON 29476L107 116 3155 SH DEFINED 6 3155 0 0
ERICSSON (LM) TEL ADR COMMON 294821608 1278 40000 SH DEFINED 20 40000 0 0
ERICSSON (LM) TEL ADR COMMON 294821608 325 10169 SH DEFINED 24 0 0 10169
ERICSSON (LM) TEL ADR COMMON 294821608 619 19380 SH DEFINED 6 19380 0 0
ESCO ELECTRONICS CORP COMMON 296315104 950 9425 SH DEFINED 6 9425 0 0
ESPIRITO SANTO FINL GROUP SA A COMMON 29665F200 27 1010 SH DEFINED 24 0 0 1010
ESSEX CORP COMMON 296744105 3107 135800 SH DEFINED 1 135800 0 0
ESSEX PROPERTY TRUST INC COMMON 297178105 1728 20800 SH DEFINED 15 20800 0 0
ESSEX PROPERTY TRUST INC COMMON 297178105 90461 1089100 SH DEFINED 15 835970 0 231730
ESSEX PROPERTY TRUST INC COMMON 297178105 6636 79900 SH DEFINED 5,15 79900 0 0
DELHAIZE LE LION ADR COMMON 29759W101 60494 1016705 SH DEFINED 15 1016705 0 0
ETHAN ALLEN INTERIORS INC COMMON 297602104 49578 1479500 SH DEFINED 1 1479500 0 0
ETHAN ALLEN INTERIORS INC COMMON 297602104 5506 164300 SH DEFINED 1,3 164300 0 0
ETHAN ALLEN INTERIORS INC COMMON 297602104 826 24661 SH DEFINED 15 24661 0 0
ETHAN ALLEN INTERIORS INC COMMON 297602104 5640 168300 SH DEFINED 2 168300 0 0
ETHAN ALLEN INTERIORS INC COMMON 297602104 26523 791490 SH DEFINED 4 791490 0 0
ETHAN ALLEN INTERIORS INC COMMON 297602104 245 7300 SH DEFINED 5,2 7300 0 0
ETHAN ALLEN INTERIORS INC COMMON 297602104 17 500 SH DEFINED 6 500 0 0
EURONET WORLDWIDE INC COMMON 298736109 15448 531400 SH DEFINED 1 531400 0 0
EURONET WORLDWIDE INC COMMON 298736109 358 12300 SH DEFINED 15 6600 0 5700
EURONET WORLDWIDE INC COMMON 298736109 9 300 SH DEFINED 15,14 300 0 0
EURONET WORLDWIDE INC COMMON 298736109 4869 167500 SH DEFINED 2 167500 0 0
EURONET WORLDWIDE INC COMMON 298736109 44 1500 SH DEFINED 24 0 0 1500
EURONET WORLDWIDE INC COMMON 298736109 44 1500 SH DEFINED 5,15 1500 0 0
EVERGREEN INC ADVANTAGE FUND C COMMON 30023Y105 15 1037 SH DEFINED 24 0 0 1037
EXAR CORP COMMON 300645108 58 3875 SH DEFINED 6 850 1075 1950
EXELON CORPORATION COMMON 30161N101 39430 768174 SH DEFINED 1 768174 0 0
EXELON CORPORATION COMMON 30161N101 2002 39000 SH DEFINED 9,15 39000 0 0
EXELON CORPORATION COMMON 30161N101 12240 238451 SH DEFINED 15 219351 0 19100
EXELON CORPORATION COMMON 30161N101 1986 38700 SH DEFINED 15,8 38700 0 0
EXELON CORPORATION COMMON 30161N101 419 8170 SH DEFINED 23 8170 0 0
EXELON CORPORATION COMMON 30161N101 1628 31710 SH DEFINED 24 14060 0 17650
EXELON CORPORATION COMMON 30161N101 10868 211725 SH DEFINED 6 211725 0 0
EXELON CORPORATION COMMON 30161N101 1991 38786 SH DEFINED 8 38786 0 0
EXELON CORPORATION COMMON 30161N101 82 1596 SH DEFINED 8,10 1596 0 0
EXELIXIS INC COMMON 30161Q104 5441 732300 SH DEFINED 3 732300 0 0
EXPEDITORS INTL WASH INC COMMON 302130109 7222 145000 SH DEFINED 1 145000 0 0
EXPEDITORS INTL WASH INC COMMON 302130109 485 9735 SH DEFINED 6 3135 0 6600
EXPEDITORS INTL WASH INC COMMON 302130109 229 4597 SH DEFINED 8 4597 0 0
EXPRESS SCRIPTS INC -COMMON COMMON 302182100 60933 1219150 SH DEFINED 1 1219150 0 0
EXPRESS SCRIPTS INC -COMMON COMMON 302182100 1000 20000 SH DEFINED 9 20000 0 0
EXPRESS SCRIPTS INC -COMMON COMMON 302182100 86 1720 SH DEFINED 9,15 1720 0 0
EXPRESS SCRIPTS INC -COMMON COMMON 302182100 1856 37126 SH DEFINED 15 26726 0 10400
EXPRESS SCRIPTS INC -COMMON COMMON 302182100 500 10000 SH DEFINED 15,8 10000 0 0
EXPRESS SCRIPTS INC -COMMON COMMON 302182100 12994 259980 SH DEFINED 2 251380 0 8600
EXPRESS SCRIPTS INC -COMMON COMMON 302182100 166 3314 SH DEFINED 23 3314 0 0
EXPRESS SCRIPTS INC -COMMON COMMON 302182100 61516 1230822 SH DEFINED 24 159976 0 1070846
EXPRESS SCRIPTS INC -COMMON COMMON 302182100 35456 709403 SH DEFINED 6 709403 0 0
EXPRESS SCRIPTS INC -COMMON COMMON 302182100 259 5192 SH DEFINED 8 5192 0 0
EXPRESSJET HOLDINGS COMMON 30218U108 7031 826200 SH DEFINED 15 535400 0 290800
EXPRESSJET HOLDINGS COMMON 30218U108 117 13800 SH DEFINED 15,14 13800 0 0
EXPRESSJET HOLDINGS COMMON 30218U108 1796 211000 SH DEFINED 5,15 211000 0 0
EXTENDICARE INC CL A COMMON 30224T871 1442 98040 SH DEFINED 1 98040 0 0
EXTENDICARE INC CL A COMMON 30224T871 11634 790800 SH DEFINED 1,3 790800 0 0
EXTENDICARE INC CL A COMMON 30224T871 241 16400 SH DEFINED 2 16400 0 0
EXTRA SPACE STORAGE INC COMMON 30225T102 136 9500 SH DEFINED 15 9500 0 0
EXTRA SPACE STORAGE INC COMMON 30225T102 20831 1453669 SH DEFINED 15 1145682 0 291387
EXTRA SPACE STORAGE INC COMMON 30225T102 870 60700 SH DEFINED 5,15 60700 0 0
EXTREME NETWORKS INC COMMON 30226D106 1161 285200 SH DEFINED 15 154600 0 130600
EXTREME NETWORKS INC COMMON 30226D106 25 6100 SH DEFINED 15,14 6100 0 0
EXTREME NETWORKS INC COMMON 30226D106 273 67000 SH DEFINED 5,15 67000 0 0
EXXON MOBIL CORPORATION COMMON 30231G102 296793 5164317 SH DEFINED 1 4601300 0 563017
EXXON MOBIL CORPORATION COMMON 30231G102 120888 2103500 SH DEFINED 1,2 2103500 0 0
EXXON MOBIL CORPORATION COMMON 30231G102 39327 684300 SH DEFINED 9 684300 0 0
EXXON MOBIL CORPORATION COMMON 30231G102 144 2500 SH DEFINED 9,7 2500 0 0
EXXON MOBIL CORPORATION COMMON 30231G102 57010 992000 SH DEFINED 9,15 992000 0 0
EXXON MOBIL CORPORATION COMMON 30231G102 1736 30202 SH DEFINED 11,8 30202 0 0
EXXON MOBIL CORPORATION COMMON 30231G102 1609 28000 SH DEFINED 12 28000 0 0
EXXON MOBIL CORPORATION COMMON 30231G102 569 9895 SH DEFINED 12,14 9895 0 0
EXXON MOBIL CORPORATION COMMON 30231G102 455138 7919570 SH DEFINED 15 6800061 0 1110409
EXXON MOBIL CORPORATION COMMON 30231G102 7506 130600 SH DEFINED 15,14 130600 0 0
EXXON MOBIL CORPORATION COMMON 30231G102 2242 39020 SH DEFINED 15,22 39020 0 0
EXXON MOBIL CORPORATION COMMON 30231G102 26413 459600 SH DEFINED 15,8 459600 0 0
EXXON MOBIL CORPORATION COMMON 30231G102 57999 1009200 SH DEFINED 2 1009200 0 0
EXXON MOBIL CORPORATION COMMON 30231G102 7805 135804 SH DEFINED 23 135804 0 0
EXXON MOBIL CORPORATION COMMON 30231G102 118290 2058284 SH DEFINED 24 391724 0 1666560
EXXON MOBIL CORPORATION COMMON 30231G102 2 31 SH DEFINED 4 31 0 0
EXXON MOBIL CORPORATION COMMON 30231G102 13298 231395 SH DEFINED 5,15 211000 0 20395
EXXON MOBIL CORPORATION COMMON 30231G102 32900 572468 SH DEFINED 6 572468 0 0
EXXON MOBIL CORPORATION COMMON 30231G102 1402 24400 SH DEFINED 7 24400 0 0
EXXON MOBIL CORPORATION COMMON 30231G102 22618 393559 SH DEFINED 8 393559 0 0
EXXON MOBIL CORPORATION COMMON 30231G102 484 8429 SH DEFINED 8,10 8429 0 0
EXXON MOBIL CORPORATION COMMON 30231G102 1468 25547 SH DEFINED 8,13 25547 0 0
FLIR SYSTEMS INC COMMON 302445101 16012 536600 SH DEFINED 1 536600 0 0
FLIR SYSTEMS INC COMMON 302445101 5055 169400 SH DEFINED 2 169400 0 0
FLIR SYSTEMS INC COMMON 302445101 12 400 SH DEFINED 6 400 0 0
FMC CORP COMMON 302491303 19464 346700 SH DEFINED 1 346700 0 0
FMC CORP COMMON 302491303 8157 145300 SH DEFINED 15 90100 0 55200
FMC CORP COMMON 302491303 135 2400 SH DEFINED 15,14 2400 0 0
FMC CORP COMMON 302491303 320 5700 SH DEFINED 15,8 5700 0 0
FMC CORP COMMON 302491303 4547 81000 SH DEFINED 2 81000 0 0
FMC CORP COMMON 302491303 2689 47900 SH DEFINED 5,15 47900 0 0
FMC TECHNOLOGIES COM COMMON 30249U101 95544 2988550 SH DEFINED 1 2988550 0 0
FMC TECHNOLOGIES COM COMMON 30249U101 169 5300 SH DEFINED 1,3 5300 0 0
FMC TECHNOLOGIES COM COMMON 30249U101 1148 35897 SH DEFINED 15 35897 0 0
FMC TECHNOLOGIES COM COMMON 30249U101 2238 70000 SH DEFINED 15,14 70000 0 0
FMC TECHNOLOGIES COM COMMON 30249U101 10857 339600 SH DEFINED 2 339600 0 0
FMC TECHNOLOGIES COM COMMON 30249U101 3 100 SH DEFINED 24 0 0 100
FMC TECHNOLOGIES COM COMMON 30249U101 36945 1155601 SH DEFINED 4 1155601 0 0
FMC TECHNOLOGIES COM COMMON 30249U101 329 10300 SH DEFINED 5,2 10300 0 0
FNB CORP/NORTH CAROLINA COMMON 302519103 30 1500 SH DEFINED 6 1500 0 0
FPIC INSURANCE GROUP INC COMMON 302563101 1015 34600 SH DEFINED 15 19200 0 15400
FPIC INSURANCE GROUP INC COMMON 302563101 21 700 SH DEFINED 15,14 700 0 0
FPIC INSURANCE GROUP INC COMMON 302563101 328 11200 SH DEFINED 5,15 11200 0 0
FPIC INSURANCE GROUP INC COMMON 302563101 45 1525 SH DEFINED 6 325 425 775
FPL GROUP INC COMMON 302571104 90230 2145270 SH DEFINED 1 2144400 0 870
FPL GROUP INC COMMON 302571104 26683 634400 SH DEFINED 1,2 634400 0 0
FPL GROUP INC COMMON 302571104 10055 239066 SH DEFINED 15 206766 0 32300
FPL GROUP INC COMMON 302571104 2334 55500 SH DEFINED 15,8 55500 0 0
FPL GROUP INC COMMON 302571104 10873 258500 SH DEFINED 2 258500 0 0
FPL GROUP INC COMMON 302571104 1492 35468 SH DEFINED 24 2700 0 32768
FPL GROUP INC COMMON 302571104 81 1933 SH DEFINED 4 1933 0 0
FPL GROUP INC COMMON 302571104 676 16075 SH DEFINED 6 16075 0 0
FPL GROUP INC COMMON 302571104 1525 36258 SH DEFINED 8 36258 0 0
FPL GROUP INC COMMON 302571104 91 2158 SH DEFINED 8,10 2158 0 0
FTD GROUP INC COMMON 30267U108 2792 246000 SH DEFINED 1 246000 0 0
FTI CONSULTING INC COMMON 302941109 372 17800 SH DEFINED 3 17800 0 0
FTI CONSULTING INC COMMON 302941109 30424 1455700 SH DEFINED 3 1455700 0 0
FTI CONSULTING INC COMMON 302941109 54 2575 SH DEFINED 6 275 350 1950
FACTSET RESEARCH SYSTEMS INC COMMON 303075105 3100 86500 SH DEFINED 1 86500 0 0
FAIR ISAAC CORP COMMON 303250104 42019 1151200 SH DEFINED 1 1151200 0 0
FAIR ISAAC CORP COMMON 303250104 113 3100 SH DEFINED 1,3 3100 0 0
FAIR ISAAC CORP COMMON 303250104 852 23352 SH DEFINED 15 23352 0 0
FAIR ISAAC CORP COMMON 303250104 4727 129500 SH DEFINED 2 129500 0 0
FAIR ISAAC CORP COMMON 303250104 27391 750438 SH DEFINED 4 750438 0 0
FAIR ISAAC CORP COMMON 303250104 256 7000 SH DEFINED 5,2 7000 0 0
FAIRCHILD SEMICON INTL CL A COMMON 303726103 75 5100 SH DEFINED 6 1100 1400 2600
FAIRFAX FINANCIAL HLDGS LTD COMMON 303901102 56 339 SH DEFINED 8 339 0 0
FAIRMONT HOTELS & RESORTS COMMON 305204109 5952 170887 SH DEFINED 15 168600 0 2287
FAIRMONT HOTELS & RESORTS COMMON 305204109 104 3000 SH DEFINED 24 0 0 3000
FAIRMONT HOTELS & RESORTS COMMON 305204109 7661 221000 SH DEFINED 3 221000 0 0
FAMILY DOLLAR STORES COMMON 307000109 28606 1096000 SH DEFINED 1 1096000 0 0
FAMILY DOLLAR STORES COMMON 307000109 78 3000 SH DEFINED 1,3 3000 0 0
FAMILY DOLLAR STORES COMMON 307000109 1116 42771 SH DEFINED 15 42771 0 0
FAMILY DOLLAR STORES COMMON 307000109 4069 155900 SH DEFINED 2 155900 0 0
FAMILY DOLLAR STORES COMMON 307000109 22079 845920 SH DEFINED 4 845920 0 0
FAMILY DOLLAR STORES COMMON 307000109 169 6460 SH DEFINED 5,2 6460 0 0
FAMILY DOLLAR STORES COMMON 307000109 135 5182 SH DEFINED 6 5182 0 0
FAMILY DOLLAR STORES COMMON 307000109 146 5609 SH DEFINED 8 5609 0 0
FARGO ELECTRONICS COMMON 30744P102 48 2400 SH DEFINED 15 900 0 1500
FARO TECHNOLOGIES INC COMMON 311642102 13644 500500 SH DEFINED 1 500500 0 0
FARO TECHNOLOGIES INC COMMON 311642102 4343 159300 SH DEFINED 2 159300 0 0
FASTENAL CO COMMON 311900104 74 1214 SH DEFINED 6 1214 0 0
INTEL INC (CVT FDXEXC) 144A 0. CONVERT 31304GAA0 27783 25000000 SH DEFINED 15 3700000 0 21300000
FEDERAL AGRIC MTG CORP CL C COMMON 313148306 2461 111600 SH DEFINED 1 111600 0 0
FEDERAL AGRIC MTG CORP CL C COMMON 313148306 40 1800 SH DEFINED 15 1800 0 0
FEDERAL AGRIC MTG CORP CL C COMMON 313148306 99 4500 SH DEFINED 5,15 4500 0 0
FREDDIE MAC COMMON 313400301 76163 1167600 SH DEFINED 1 914600 0 253000
FREDDIE MAC COMMON 313400301 307 4700 SH DEFINED 9 4700 0 0
FREDDIE MAC COMMON 313400301 9824 150600 SH DEFINED 9,15 150600 0 0
FREDDIE MAC COMMON 313400301 1567 24025 SH DEFINED 12 24025 0 0
FREDDIE MAC COMMON 313400301 559 8575 SH DEFINED 12,14 8575 0 0
FREDDIE MAC COMMON 313400301 58955 903800 SH DEFINED 15 859815 0 42270
FREDDIE MAC COMMON 313400301 470 7200 SH DEFINED 15,14 7200 0 0
FREDDIE MAC COMMON 313400301 2661 40800 SH DEFINED 15,8 40800 0 0
FREDDIE MAC COMMON 313400301 3425 52500 SH DEFINED 2 52500 0 0
FREDDIE MAC COMMON 313400301 522 8001 SH DEFINED 23 8001 0 0
FREDDIE MAC COMMON 313400301 18288 280363 SH DEFINED 24 89575 0 190788
FREDDIE MAC COMMON 313400301 1726 26465 SH DEFINED 5,15 14600 0 11865
FREDDIE MAC COMMON 313400301 1180 18083 SH DEFINED 6 18083 0 0
FREDDIE MAC COMMON 313400301 2402 36818 SH DEFINED 8 36818 0 0
FREDDIE MAC COMMON 313400301 46 704 SH DEFINED 8,10 704 0 0
FANNIE MAE COMMON 313586109 475522 8142499 SH DEFINED 1 8141799 0 700
FANNIE MAE COMMON 313586109 61927 1060400 SH DEFINED 9 1060400 0 0
FANNIE MAE COMMON 313586109 5872 100540 SH DEFINED 9,15 100540 0 0
FANNIE MAE COMMON 313586109 607 10400 SH DEFINED 11,8 10400 0 0
FANNIE MAE COMMON 313586109 92848 1589865 SH DEFINED 15 1157710 0 427691
FANNIE MAE COMMON 313586109 596 10200 SH DEFINED 15,14 10200 0 0
FANNIE MAE COMMON 313586109 1247 21360 SH DEFINED 15,22 21360 0 0
FANNIE MAE COMMON 313586109 3340 57200 SH DEFINED 15,8 57200 0 0
FANNIE MAE COMMON 313586109 10769 184400 SH DEFINED 2 184400 0 0
FANNIE MAE COMMON 313586109 473 8100 SH DEFINED 2,14 8100 0 0
FANNIE MAE COMMON 313586109 2775 47517 SH DEFINED 23 47517 0 0
FANNIE MAE COMMON 313586109 45304 775756 SH DEFINED 24 121798 0 653958
FANNIE MAE COMMON 313586109 27954 478657 SH DEFINED 4 478657 0 0
FANNIE MAE COMMON 313586109 1619 27715 SH DEFINED 5,15 20400 0 7315
FANNIE MAE COMMON 313586109 6144 105203 SH DEFINED 6 105203 0 0
FANNIE MAE COMMON 313586109 5961 102065 SH DEFINED 8 102065 0 0
FANNIE MAE COMMON 313586109 151 2579 SH DEFINED 8,10 2579 0 0
FANNIE MAE COMMON 313586109 531 9099 SH DEFINED 8,13 9099 0 0
FEDERAL REALTY INVS TRUST COMMON 313747206 997 16900 SH DEFINED 15 16900 0 0
FEDERAL REALTY INVS TRUST COMMON 313747206 55719 944395 SH DEFINED 15 752445 0 174450
FEDERAL REALTY INVS TRUST COMMON 313747206 72 1214 SH DEFINED 24 0 0 1214
FEDERAL REALTY INVS TRUST COMMON 313747206 3729 63200 SH DEFINED 5,15 63200 0 0
FEDERAL SIGNAL CORP COMMON 313855108 12 800 SH DEFINED 15 800 0 0
FEDERATED DEPARTMENT STORES COMMON 31410H101 29267 399380 SH DEFINED 1 399380 0 0
FEDERATED DEPARTMENT STORES COMMON 31410H101 16488 225000 SH DEFINED 1,2 225000 0 0
FEDERATED DEPARTMENT STORES COMMON 31410H101 804 10970 SH DEFINED 9,15 10970 0 0
FEDERATED DEPARTMENT STORES COMMON 31410H101 835 11400 SH DEFINED 11,8 11400 0 0
FEDERATED DEPARTMENT STORES COMMON 31410H101 4517 61642 SH DEFINED 15 56842 0 4800
FEDERATED DEPARTMENT STORES COMMON 31410H101 733 10000 SH DEFINED 15,8 10000 0 0
FEDERATED DEPARTMENT STORES COMMON 31410H101 2552 34830 SH DEFINED 2 34830 0 0
FEDERATED DEPARTMENT STORES COMMON 31410H101 2381 32485 SH DEFINED 23 32485 0 0
FEDERATED DEPARTMENT STORES COMMON 31410H101 377 5150 SH DEFINED 6 3650 1500 0
FEDERATED DEPARTMENT STORES COMMON 31410H101 447 6100 SH DEFINED 7 6100 0 0
FEDERATED DEPARTMENT STORES COMMON 31410H101 4030 54992 SH DEFINED 8 54992 0 0
FEDERATED DEPARTMENT STORES COMMON 31410H101 56 762 SH DEFINED 8,10 762 0 0
FEDERATED DEPARTMENT STORES COMMON 31410H101 733 9998 SH DEFINED 8,13 9998 0 0
FEDERATED INVESTORS INC CL B COMMON 314211103 20489 682750 SH DEFINED 1 682750 0 0
FEDERATED INVESTORS INC CL B COMMON 314211103 276 9209 SH DEFINED 15 9209 0 0
FEDERATED INVESTORS INC CL B COMMON 314211103 1349 44950 SH DEFINED 2 44950 0 0
FEDERATED PREMIER MUNI INC CF COMMON 31423P108 120 7734 SH DEFINED 24 0 0 7734
FEDEX CORPORATION COMMON 31428X106 35499 438200 SH DEFINED 1 438200 0 0
FEDEX CORPORATION COMMON 31428X106 48606 600000 SH DEFINED 1,2 600000 0 0
FEDEX CORPORATION COMMON 31428X106 4554 56221 SH DEFINED 15 51621 0 4600
FEDEX CORPORATION COMMON 31428X106 373 4600 SH DEFINED 15,8 4600 0 0
FEDEX CORPORATION COMMON 31428X106 14738 181930 SH DEFINED 2 181930 0 0
FEDEX CORPORATION COMMON 31428X106 154 1900 SH DEFINED 23 1900 0 0
FEDEX CORPORATION COMMON 31428X106 427 5274 SH DEFINED 24 1400 0 3874
FEDEX CORPORATION COMMON 31428X106 24692 304800 SH DEFINED 3 304800 0 0
FEDEX CORPORATION COMMON 31428X106 587 7241 SH DEFINED 6 7241 0 0
FEDEX CORPORATION COMMON 31428X106 789 9735 SH DEFINED 8 9735 0 0
FELCOR LODGING TRUST INC COMMON 31430F101 1489 102800 SH DEFINED 15 75200 0 27600
FELCOR LODGING TRUST INC COMMON 31430F101 19 1300 SH DEFINED 15,14 1300 0 0
FELCOR LODGING TRUST INC COMMON 31430F101 6 425 SH DEFINED 24 0 0 425
FELCOR LODGING TRUST INC COMMON 31430F101 236 16300 SH DEFINED 5,15 16300 0 0
FELCOR LODGING TRUST INC COMMON 31430F101 205 14125 SH DEFINED 6 3000 3925 7200
FERRELLGAS PARTNERS-LP COMMON 315293100 8 400 SH DEFINED 24 0 0 400
F5 NETWORKS INC COMMON 315616102 17131 362406 SH DEFINED 1 362406 0 0
F5 NETWORKS INC COMMON 315616102 974 20600 SH DEFINED 15,22 20600 0 0
F5 NETWORKS INC COMMON 315616102 2477 52400 SH DEFINED 2 52400 0 0
F5 NETWORKS INC COMMON 315616102 1040 22000 SH DEFINED 20 22000 0 0
F5 NETWORKS INC COMMON 315616102 38 800 SH DEFINED 24 800 0 0
FIDELITY NATIONAL FINL INC COMMON 316326107 13 374 SH DEFINED 24 0 0 374
FIDELITY NATIONAL FINL INC COMMON 316326107 2 54 SH DEFINED 6 54 0 0
FIDELITY NATIONAL FINL INC COMMON 316326107 183 5119 SH DEFINED 8 5119 0 0
FIELDSTONE INVESTMENT CORP COMMON 31659U300 432 29967 SH DEFINED 1 29967 0 0
FIFTH THIRD BANCORP COMMON 316773100 99453 2415675 SH DEFINED 1 2415675 0 0
FIFTH THIRD BANCORP COMMON 316773100 25995 631400 SH DEFINED 1,2 631400 0 0
FIFTH THIRD BANCORP COMMON 316773100 3461 84067 SH DEFINED 15 83542 0 525
FIFTH THIRD BANCORP COMMON 316773100 2643 64200 SH DEFINED 2 64200 0 0
FIFTH THIRD BANCORP COMMON 316773100 1817 44138 SH DEFINED 24 488 0 43650
FIFTH THIRD BANCORP COMMON 316773100 1 30 SH DEFINED 4 30 0 0
FIFTH THIRD BANCORP COMMON 316773100 411 9980 SH DEFINED 6 9980 0 0
FIFTH THIRD BANCORP COMMON 316773100 613 14887 SH DEFINED 8 14887 0 0
FINLAY ENTERPRISES INC COMMON 317884203 15 1200 SH DEFINED 15 500 0 700
THE FINISH LINE CL A COMMON 317923100 3052 161300 SH DEFINED 1 161300 0 0
FIRST ACCEPTANCE CORP COMMON 318457108 32 3400 SH DEFINED 15 3400 0 0
FIRST ACCEPTANCE CORP COMMON 318457108 79 8300 SH DEFINED 5,15 8300 0 0
FIRST AMERICAN CORPORATION COMMON 318522307 162 4045 SH DEFINED 15 1160 0 2885
FIRST AMERICAN CORPORATION COMMON 318522307 209 5200 SH DEFINED 9 5200 0 0
FIRST AMERICAN CORPORATION COMMON 318522307 706 17600 SH DEFINED 15 16900 0 700
FIRST AMERICAN CORPORATION COMMON 318522307 434 10800 SH DEFINED 15,8 10800 0 0
FIRST AMERICAN CORPORATION COMMON 318522307 126 3150 SH DEFINED 24 0 0 3150
FIRST BANCORP/PUERTO RICO COMMON 318672102 6231 155200 SH DEFINED 15 88500 0 66700
FIRST BANCORP/PUERTO RICO COMMON 318672102 124 3100 SH DEFINED 15,14 3100 0 0
FIRST BANCORP/PUERTO RICO COMMON 318672102 1995 49700 SH DEFINED 5,15 49700 0 0
FIRST BANCORP/NC COMMON 318910106 7 300 SH DEFINED 15 300 0 0
FIRST CHARTER CORP COMMON 319439105 868 39500 SH DEFINED 15 22400 0 17100
FIRST CHARTER CORP COMMON 319439105 18 800 SH DEFINED 15,14 800 0 0
FIRST CHARTER CORP COMMON 319439105 281 12800 SH DEFINED 5,15 12800 0 0
FIRST CITIZENS BCSHS -CL A COMMON 31946M103 1648 11400 SH DEFINED 15 6300 0 5100
FIRST CITIZENS BCSHS -CL A COMMON 31946M103 29 200 SH DEFINED 15,14 200 0 0
FIRST CITIZENS BCSHS -CL A COMMON 31946M103 578 4000 SH DEFINED 5,15 4000 0 0
FIRST CITIZENS BCSHS -CL A COMMON 31946M103 87 600 SH DEFINED 6 600 0 0
FIRST COMMUNITY BANCSHARES COMMON 31983A103 20 600 SH DEFINED 15 600 0 0
FIRST COMMUNITY BANCSHARES COMMON 31983A103 52 1600 SH DEFINED 5,15 1600 0 0
FIRST COMMUNITY BANCORP /CA COMMON 31983B101 831 17500 SH DEFINED 1 17500 0 0
FIRST COMMUNITY BANCORP /CA COMMON 31983B101 29 600 SH DEFINED 15 600 0 0
FIRST COMMUNITY BANCORP /CA COMMON 31983B101 71 1500 SH DEFINED 5,15 1500 0 0
FIRST DATA CORP COMMON 319963104 440347 10970280 SH DEFINED 1 10970280 0 0
FIRST DATA CORP COMMON 319963104 27496 685000 SH DEFINED 1,2 685000 0 0
FIRST DATA CORP COMMON 319963104 246 6140 SH DEFINED 9,15 6140 0 0
FIRST DATA CORP COMMON 319963104 38161 950692 SH DEFINED 15 521342 0 425440
FIRST DATA CORP COMMON 319963104 989 24630 SH DEFINED 15,22 24630 0 0
FIRST DATA CORP COMMON 319963104 5636 140400 SH DEFINED 2 140400 0 0
FIRST DATA CORP COMMON 319963104 458 11400 SH DEFINED 2,14 11400 0 0
FIRST DATA CORP COMMON 319963104 1004 25000 SH DEFINED 20 25000 0 0
FIRST DATA CORP COMMON 319963104 1895 47204 SH DEFINED 24 10667 0 36537
FIRST DATA CORP COMMON 319963104 26812 667951 SH DEFINED 4 667951 0 0
FIRST DATA CORP COMMON 319963104 22592 562831 SH DEFINED 6 550531 0 12300
FIRST DATA CORP COMMON 319963104 161 4000 SH DEFINED 7 4000 0 0
FIRST DATA CORP COMMON 319963104 1235 30756 SH DEFINED 8 30756 0 0
FIRST FINANCIAL BANCORP COMMON 320209109 1778 94100 SH DEFINED 15 53900 0 40200
FIRST FINANCIAL BANCORP COMMON 320209109 36 1900 SH DEFINED 15,14 1900 0 0
FIRST FINANCIAL BANCORP COMMON 320209109 665 35200 SH DEFINED 5,15 35200 0 0
FIRST FINL BANKSHARES INC COMMON 32020R109 403 11900 SH DEFINED 1 11900 0 0
FIRST FINL BANKSHARES INC COMMON 32020R109 1316 38902 SH DEFINED 15 22200 0 16701
FIRST FINL BANKSHARES INC COMMON 32020R109 27 800 SH DEFINED 15,14 800 0 0
FIRST FINL BANKSHARES INC COMMON 32020R109 508 15001 SH DEFINED 5,15 15001 0 0
FIRST FINANCIAL CORP/INDIANA COMMON 320218100 34 1200 SH DEFINED 15 1200 0 0
FIRST FINANCIAL CORP/INDIANA COMMON 320218100 86 3000 SH DEFINED 5,15 3000 0 0
FIRST FINANCIAL HOLDINGS INC COMMON 320239106 419 14000 SH DEFINED 15 7700 0 6300
FIRST FINANCIAL HOLDINGS INC COMMON 320239106 9 300 SH DEFINED 15,14 300 0 0
FIRST FINANCIAL HOLDINGS INC COMMON 320239106 123 4100 SH DEFINED 5,15 4100 0 0
FIRST HORIZON NATIONAL CORP COMMON 320517105 65 1540 SH DEFINED 15 1540 0 0
FIRST HORIZON NATIONAL CORP COMMON 320517105 2163 51248 SH DEFINED 15 47148 0 4100
FIRST HORIZON NATIONAL CORP COMMON 320517105 739 17500 SH DEFINED 15,8 17500 0 0
FIRST HORIZON NATIONAL CORP COMMON 320517105 89 2100 SH DEFINED 23 2100 0 0
FIRST HORIZON NATIONAL CORP COMMON 320517105 582 13800 SH DEFINED 6 12700 1100 0
FIRST HORIZON NATIONAL CORP COMMON 320517105 325 7704 SH DEFINED 8 7704 0 0
FIRST HORIZON PHARMACEUTICAL COMMON 32051K106 10735 563800 SH DEFINED 1 563800 0 0
FIRST HORIZON PHARMACEUTICAL COMMON 32051K106 5082 266900 SH DEFINED 15 140500 0 126400
FIRST HORIZON PHARMACEUTICAL COMMON 32051K106 112 5900 SH DEFINED 15,14 5900 0 0
FIRST HORIZON PHARMACEUTICAL COMMON 32051K106 3406 178900 SH DEFINED 2 178900 0 0
FIRST HORIZON PHARMACEUTICAL COMMON 32051K106 832 43700 SH DEFINED 5,15 43700 0 0
FIRST INDUSTRIAL REALTY TR COMMON 32054K103 20381 510800 SH DEFINED 15 482200 0 28600
FIRST INDUSTRIAL REALTY TR COMMON 32054K103 48 1200 SH DEFINED 6 1200 0 0
FIRST INDIANA CORP COMMON 32054R108 1804 60800 SH DEFINED 1 60800 0 0
FIRST INDIANA CORP COMMON 32054R108 1638 55200 SH DEFINED 15 30600 0 24600
FIRST INDIANA CORP COMMON 32054R108 36 1200 SH DEFINED 15,14 1200 0 0
FIRST INDIANA CORP COMMON 32054R108 475 16000 SH DEFINED 5,15 16000 0 0
FIRST LITCHFIELD FN CORP COMMON 320724107 81 2902 SH DEFINED 6 2902 0 0
FIRST MARBLEHEAD CORP COMMON 320771108 51 1455 SH DEFINED 24 85 0 1370
FIRST MARBLEHEAD CORP COMMON 320771108 5000 142606 SH DEFINED 6 142606 0 0
FIRST MIDWEST BANCORP INC/IL COMMON 320867104 2649 75500 SH DEFINED 15 42700 0 32800
FIRST MIDWEST BANCORP INC/IL COMMON 320867104 53 1500 SH DEFINED 15,14 1500 0 0
FIRST MIDWEST BANCORP INC/IL COMMON 320867104 96 2732 SH DEFINED 24 0 0 2732
FIRST MIDWEST BANCORP INC/IL COMMON 320867104 852 24300 SH DEFINED 5,15 24300 0 0
FIRST NIAGARA FINANCIAL COMMON 33582V108 1204 82600 SH DEFINED 1 82600 0 0
FIRST OAK BROOK BANCSHARES COMMON 335847208 48 1686 SH DEFINED 6 1686 0 0
FIRST POTOMAC REALTY TRUST COMMON 33610F109 97 3900 SH DEFINED 15 3900 0 0
FIRST POTOMAC REALTY TRUST COMMON 33610F109 2574 103800 SH DEFINED 15 103800 0 0
FIRST PLACE FINANCIAL /OHIO COMMON 33610T109 502 25000 SH DEFINED 15 14000 0 11000
FIRST PLACE FINANCIAL /OHIO COMMON 33610T109 10 500 SH DEFINED 15,14 500 0 0
FIRST PLACE FINANCIAL /OHIO COMMON 33610T109 161 8000 SH DEFINED 5,15 8000 0 0
FIRST REPUBLIC BANK COMMON 336158100 1318 37300 SH DEFINED 15 20300 0 17000
FIRST REPUBLIC BANK COMMON 336158100 26 750 SH DEFINED 15,14 750 0 0
FIRST REPUBLIC BANK COMMON 336158100 4 100 SH DEFINED 24 0 0 100
FIRST REPUBLIC BANK COMMON 336158100 343 9700 SH DEFINED 5,15 9700 0 0
1ST SOURCE CORP COMMON 336901103 34 1500 SH DEFINED 15 1500 0 0
1ST SOURCE CORP COMMON 336901103 89 3900 SH DEFINED 5,15 3900 0 0
FIRST UNITED CORP COMMON 33741H107 200 9999 SH DEFINED 15 9999 0 0
FIRSTSERVICE CORP COMMON 33761N109 4098 203400 SH DEFINED 1 203400 0 0
FIRSTSERVICE CORP COMMON 33761N109 45538 2260100 SH DEFINED 3 2260100 0 0
FISERV INC COMMON 337738108 36594 853197 SH DEFINED 1 853197 0 0
FISERV INC COMMON 337738108 64335 1500000 SH DEFINED 1,2 1500000 0 0
FISERV INC COMMON 337738108 797 18576 SH DEFINED 15 18576 0 0
FISERV INC COMMON 337738108 1312 30600 SH DEFINED 15,22 30600 0 0
FISERV INC COMMON 337738108 12079 281632 SH DEFINED 2 281632 0 0
FISERV INC COMMON 337738108 363 8465 SH DEFINED 24 585 0 7880
FISERV INC COMMON 337738108 13853 323000 SH DEFINED 3 323000 0 0
FISERV INC COMMON 337738108 24424 569461 SH DEFINED 6 569461 0 0
FISERV INC COMMON 337738108 310 7228 SH DEFINED 8 7228 0 0
FIRSTFED FINANCIAL CORP COMMON 337907109 8059 135200 SH DEFINED 15 84100 0 51100
FIRSTFED FINANCIAL CORP COMMON 337907109 143 2400 SH DEFINED 15,14 2400 0 0
FIRSTFED FINANCIAL CORP COMMON 337907109 60 1000 SH DEFINED 24 0 0 1000
FIRSTFED FINANCIAL CORP COMMON 337907109 2903 48700 SH DEFINED 5,15 48700 0 0
FIRSTMERIT CORPORATION COMMON 337915102 117 4500 SH DEFINED 24 0 0 4500
FIRSTMERIT CORPORATION COMMON 337915102 10 400 SH DEFINED 6 400 0 0
FLAGSTAR BANCORP INC COMMON 337930101 9 500 SH DEFINED 24 0 0 500
FIRSTENERGY CORP COMMON 337932107 15458 321305 SH DEFINED 15 320620 0 685
FIRSTENERGY CORP COMMON 337932107 1664 34579 SH DEFINED 15 34179 0 400
FIRSTENERGY CORP COMMON 337932107 125 2600 SH DEFINED 15,8 2600 0 0
FIRSTENERGY CORP COMMON 337932107 193 4014 SH DEFINED 24 2185 0 1829
FIRSTENERGY CORP COMMON 337932107 223 4626 SH DEFINED 6 3626 1000 0
FIRSTENERGY CORP COMMON 337932107 471 9798 SH DEFINED 8 9798 0 0
FISHER SCIENTIFIC INTL COMMON 338032204 94527 1456500 SH DEFINED 1 1456500 0 0
FISHER SCIENTIFIC INTL COMMON 338032204 43178 665300 SH DEFINED 1,2 665300 0 0
FISHER SCIENTIFIC INTL COMMON 338032204 344 5300 SH DEFINED 11,2 5300 0 0
FISHER SCIENTIFIC INTL COMMON 338032204 766 11803 SH DEFINED 15 11803 0 0
FISHER SCIENTIFIC INTL COMMON 338032204 4017 61900 SH DEFINED 15,22 61900 0 0
FISHER SCIENTIFIC INTL COMMON 338032204 13319 205220 SH DEFINED 2 205220 0 0
FISHER SCIENTIFIC INTL COMMON 338032204 162 2500 SH DEFINED 20 2500 0 0
FISHER SCIENTIFIC INTL COMMON 338032204 6 89 SH DEFINED 24 89 0 0
FISHER SCIENTIFIC INTL COMMON 338032204 11861 182764 SH DEFINED 3 182764 0 0
FISHER SCIENTIFIC INTL COMMON 338032204 10 149 SH DEFINED 4 149 0 0
FISHER SCIENTIFIC INTL COMMON 338032204 770 11860 SH DEFINED 6 11860 0 0
FISHER SCIENTIFIC INTL COMMON 338032204 244 3752 SH DEFINED 8 3752 0 0
FIVE STAR QUALITY CARE INC COMMON 33832D106 0 17 SH DEFINED 24 0 0 17
FLEETWOOD ENTERPRISES COMMON 339099103 1 100 SH DEFINED 24 0 0 100
FLORIDA EAST COAST INDS-A COMMON 340632108 238 5500 SH DEFINED 6 3900 1600 0
FLORIDA ROCK INDS COMMON 341140101 1467 20000 SH DEFINED 1 20000 0 0
FLUOR CORP COMMON 343412102 1492 25900 SH DEFINED 1 25900 0 0
FLUOR CORP COMMON 343412102 484 8407 SH DEFINED 15 8407 0 0
FLUOR CORP COMMON 343412102 10 175 SH DEFINED 24 175 0 0
FLUOR CORP COMMON 343412102 167 2906 SH DEFINED 8 2906 0 0
FLOW INTL CORP COMMON 343468104 1072 167700 SH DEFINED 15 89800 0 77900
FLOW INTL CORP COMMON 343468104 24 3700 SH DEFINED 15,14 3700 0 0
FLOW INTL CORP COMMON 343468104 244 38200 SH DEFINED 5,15 38200 0 0
FLOWERS FOODS INC COMMON 343498101 8150 230500 SH DEFINED 1 230500 0 0
FLOWSERVE CORPORATION COMMON 34354P105 60 1975 SH DEFINED 6 425 550 1000
FLUSHING FINANCIAL CORP COMMON 343873105 778 42300 SH DEFINED 15 23200 0 19100
FLUSHING FINANCIAL CORP COMMON 343873105 15 800 SH DEFINED 15,14 800 0 0
FLUSHING FINANCIAL CORP COMMON 343873105 219 11900 SH DEFINED 5,15 11900 0 0
FOMENTO ECONOMICO MEX ADR COMMON 344419106 2746 46100 SH DEFINED 9 46100 0 0
FOMENTO ECONOMICO MEX ADR COMMON 344419106 363 6100 SH DEFINED 9,15 6100 0 0
FOMENTO ECONOMICO MEX ADR COMMON 344419106 971 16300 SH DEFINED 9,22 16300 0 0
FOMENTO ECONOMICO MEX ADR COMMON 344419106 3848 64600 SH DEFINED 12 61700 0 0
FOMENTO ECONOMICO MEX ADR COMMON 344419106 1689 28357 SH DEFINED 12,14 28357 0 0
FOMENTO ECONOMICO MEX ADR COMMON 344419106 2573 43200 SH DEFINED 15 43200 0 0
FOMENTO ECONOMICO MEX ADR COMMON 344419106 7643 128300 SH DEFINED 5,12 128300 0 0
FOOT LOCKER INC COMMON 344849104 14 500 SH DEFINED 24 0 0 500
FOOT LOCKER INC COMMON 344849104 6 204 SH DEFINED 4 204 0 0
FOOT LOCKER INC COMMON 344849104 300 11030 SH DEFINED 6 6680 2400 1950
FOOT LOCKER INC COMMON 344849104 37 1341 SH DEFINED 8 1341 0 0
FORD MOTOR COMPANY COMMON 345370860 299 29214 SH DEFINED 15 20880 0 8334
FORD MOTOR COMPANY COMMON 345370860 244 23800 SH DEFINED 9 23800 0 0
FORD MOTOR COMPANY COMMON 345370860 1352 132000 SH DEFINED 9,15 132000 0 0
FORD MOTOR COMPANY COMMON 345370860 30585 2986817 SH DEFINED 15 2669417 0 267300
FORD MOTOR COMPANY COMMON 345370860 378 36900 SH DEFINED 15,14 36900 0 0
FORD MOTOR COMPANY COMMON 345370860 1883 183900 SH DEFINED 15,8 183900 0 0
FORD MOTOR COMPANY COMMON 345370860 468 45745 SH DEFINED 23 45745 0 0
FORD MOTOR COMPANY COMMON 345370860 286 27922 SH DEFINED 24 0 0 27922
FORD MOTOR COMPANY COMMON 345370860 830 81100 SH DEFINED 5,15 81100 0 0
FORD MOTOR COMPANY COMMON 345370860 90 8822 SH DEFINED 6 8822 0 0
FORD MOTOR COMPANY COMMON 345370860 1048 102298 SH DEFINED 8 102298 0 0
FORD MOTOR COMPANY COMMON 345370860 33 3226 SH DEFINED 8,10 3226 0 0
FORD MOTOR CO CAP TR II CVP 6. CONVERT 345395206 2 55 SH DEFINED 24 0 0 55
FORDING CANADA COAL TRUST COMMON 345425102 1978 21600 SH DEFINED 1 21600 0 0
FORDING CANADA COAL TRUST COMMON 345425102 23491 256500 SH DEFINED 1,3 256500 0 0
FORDING CANADA COAL TRUST COMMON 345425102 311 3400 SH DEFINED 2 3400 0 0
FOREST LABORATORIES INC COMMON 345838106 143007 3681000 SH DEFINED 1 3681000 0 0
FOREST LABORATORIES INC COMMON 345838106 34343 884000 SH DEFINED 1,2 884000 0 0
FOREST LABORATORIES INC COMMON 345838106 155 4000 SH DEFINED 1,3 4000 0 0
FOREST LABORATORIES INC COMMON 345838106 2809 72296 SH DEFINED 15 72096 0 200
FOREST LABORATORIES INC COMMON 345838106 3100 79800 SH DEFINED 15,22 79800 0 0
FOREST LABORATORIES INC COMMON 345838106 7964 205000 SH DEFINED 2 205000 0 0
FOREST LABORATORIES INC COMMON 345838106 148 3800 SH DEFINED 20 3800 0 0
FOREST LABORATORIES INC COMMON 345838106 182 4680 SH DEFINED 24 0 0 4680
FOREST LABORATORIES INC COMMON 345838106 5167 133000 SH DEFINED 3 133000 0 0
FOREST LABORATORIES INC COMMON 345838106 44722 1151138 SH DEFINED 4 1151138 0 0
FOREST LABORATORIES INC COMMON 345838106 303 7800 SH DEFINED 5,2 7800 0 0
FOREST LABORATORIES INC COMMON 345838106 50 1298 SH DEFINED 6 1298 0 0
FOREST OIL CORP COMMON 346091705 10 240 SH DEFINED 15 240 0 0
FOREST OIL CORP COMMON 346091705 13356 318000 SH DEFINED 15 274300 0 27100
FOREST OIL CORP COMMON 346091705 113 2700 SH DEFINED 5,15 2700 0 0
FOREST OIL CORP COMMON 346091705 38 900 SH DEFINED 6 0 0 900
FORMFACTOR INC COMMON 346375108 13501 511000 SH DEFINED 1 511000 0 0
FORMFACTOR INC COMMON 346375108 4249 160840 SH DEFINED 2 160840 0 0
FORRESTER RESEARCH INC COMMON 346563109 587 32900 SH DEFINED 15 23100 0 9800
FORRESTER RESEARCH INC COMMON 346563109 9 500 SH DEFINED 15,14 500 0 0
FORRESTER RESEARCH INC COMMON 346563109 45 2500 SH DEFINED 5,15 2500 0 0
FORTUNE BRANDS INC COMMON 349631101 99899 1124990 SH DEFINED 1 1124990 0 0
FORTUNE BRANDS INC COMMON 349631101 31080 350000 SH DEFINED 1,2 350000 0 0
FORTUNE BRANDS INC COMMON 349631101 890 10020 SH DEFINED 9,15 10020 0 0
FORTUNE BRANDS INC COMMON 349631101 4710 53044 SH DEFINED 15 47244 0 5800
FORTUNE BRANDS INC COMMON 349631101 746 8400 SH DEFINED 15,8 8400 0 0
FORTUNE BRANDS INC COMMON 349631101 14892 167700 SH DEFINED 2 165000 0 2700
FORTUNE BRANDS INC COMMON 349631101 1089 12267 SH DEFINED 23 12267 0 0
FORTUNE BRANDS INC COMMON 349631101 533 6003 SH DEFINED 24 1105 0 4898
FORTUNE BRANDS INC COMMON 349631101 89 997 SH DEFINED 4 997 0 0
FORTUNE BRANDS INC COMMON 349631101 13990 157545 SH DEFINED 6 157045 500 0
FORTUNE BRANDS INC COMMON 349631101 491 5534 SH DEFINED 8 5534 0 0
FORWARD AIR CORP COMMON 349853101 12620 446400 SH DEFINED 1 446400 0 0
FORWARD AIR CORP COMMON 349853101 390 13800 SH DEFINED 15 13800 0 0
FORWARD AIR CORP COMMON 349853101 3965 140250 SH DEFINED 2 140250 0 0
FORWARD AIR CORP COMMON 349853101 170 6000 SH DEFINED 6 6000 0 0
FOSSIL INC COMMON 349882100 13450 592500 SH DEFINED 1 592500 0 0
FOSSIL INC COMMON 349882100 631 27800 SH DEFINED 2 27800 0 0
FOUR SEASONS CVT(FSHCN) 1.875 CONVERT 35100EAE4 10913 10000000 SH DEFINED 15 1450000 0 8550000
FRANKLIN BANK CORP-HOUSTON T COMMON 352451108 4699 250500 SH DEFINED 1 250500 0 0
FRANKLIN RESOURCES INC COMMON 354613101 39939 518820 SH DEFINED 1 518700 0 120
FRANKLIN RESOURCES INC COMMON 354613101 23094 300000 SH DEFINED 1,2 300000 0 0
FRANKLIN RESOURCES INC COMMON 354613101 1643 21347 SH DEFINED 15 21219 0 128
FRANKLIN RESOURCES INC COMMON 354613101 12525 162700 SH DEFINED 2 162700 0 0
FRANKLIN RESOURCES INC COMMON 354613101 67 867 SH DEFINED 24 0 0 867
FRANKLIN RESOURCES INC COMMON 354613101 140 1823 SH DEFINED 6 1823 0 0
FRANKLIN RESOURCES INC COMMON 354613101 415 5392 SH DEFINED 8 5392 0 0
FREEPORT-MCMORAN COPPER CL B COMMON 35671D857 7497 200240 SH DEFINED 1 200240 0 0
FREEPORT-MCMORAN COPPER CL B COMMON 35671D857 829 22130 SH DEFINED 15 21930 0 200
FREEPORT-MCMORAN COPPER CL B COMMON 35671D857 165 4400 SH DEFINED 15,8 4400 0 0
FREEPORT-MCMORAN COPPER CL B COMMON 35671D857 1797 48000 SH DEFINED 2 48000 0 0
FREEPORT-MCMORAN COPPER CL B COMMON 35671D857 181 4822 SH DEFINED 24 0 0 4822
FREEPORT-MCMORAN COPPER CL B COMMON 35671D857 1206 32200 SH DEFINED 6 32200 0 0
FREEPORT-MCMORAN COPPER CL B COMMON 35671D857 252 6742 SH DEFINED 8 6742 0 0
FREESCALE SEMICONDUCTOR-A COMMON 35687M107 6223 296200 SH DEFINED 1 296200 0 0
FREESCALE SEMICONDUCTOR-B COMMON 35687M206 8784 414740 SH DEFINED 1 414740 0 0
FREESCALE SEMICONDUCTOR-B COMMON 35687M206 322 15200 SH DEFINED 9 15200 0 0
FREESCALE SEMICONDUCTOR-B COMMON 35687M206 1368 64600 SH DEFINED 9,15 64600 0 0
FREESCALE SEMICONDUCTOR-B COMMON 35687M206 212 10000 SH DEFINED 11,8 10000 0 0
FREESCALE SEMICONDUCTOR-B COMMON 35687M206 31261 1475973 SH DEFINED 15 1263173 0 170800
FREESCALE SEMICONDUCTOR-B COMMON 35687M206 152 7200 SH DEFINED 15,14 7200 0 0
FREESCALE SEMICONDUCTOR-B COMMON 35687M206 1821 86000 SH DEFINED 15,8 86000 0 0
FREESCALE SEMICONDUCTOR-B COMMON 35687M206 388 18327 SH DEFINED 20 18327 0 0
FREESCALE SEMICONDUCTOR-B COMMON 35687M206 170 8025 SH DEFINED 23 8025 0 0
FREESCALE SEMICONDUCTOR-B COMMON 35687M206 40 1901 SH DEFINED 24 0 0 1901
FREESCALE SEMICONDUCTOR-B COMMON 35687M206 1 26 SH DEFINED 4 26 0 0
FREESCALE SEMICONDUCTOR-B COMMON 35687M206 832 39300 SH DEFINED 5,15 39300 0 0
FREESCALE SEMICONDUCTOR-B COMMON 35687M206 25 1182 SH DEFINED 6 1182 0 0
FREESCALE SEMICONDUCTOR-B COMMON 35687M206 1692 79877 SH DEFINED 8 79877 0 0
FREESCALE SEMICONDUCTOR-B COMMON 35687M206 122 5779 SH DEFINED 8,10 5779 0 0
FREESCALE SEMICONDUCTOR-B COMMON 35687M206 182 8601 SH DEFINED 8,13 8601 0 0
FREMONT GENERAL CORP COMMON 357288109 3907 160600 SH DEFINED 1 160600 0 0
FREMONT GENERAL CORP COMMON 357288109 2068 85000 SH DEFINED 1,3 85000 0 0
FREMONT GENERAL CORP COMMON 357288109 95 3900 SH DEFINED 9,7 3900 0 0
FREMONT GENERAL CORP COMMON 357288109 693 28500 SH DEFINED 9,2 28500 0 0
FREMONT GENERAL CORP COMMON 357288109 4975 204500 SH DEFINED 15 121000 0 83500
FREMONT GENERAL CORP COMMON 357288109 95 3900 SH DEFINED 15,14 3900 0 0
FREMONT GENERAL CORP COMMON 357288109 830 34100 SH DEFINED 2 34100 0 0
FREMONT GENERAL CORP COMMON 357288109 925 38000 SH DEFINED 5,15 38000 0 0
FRESENIUS MEDICAL CARE ADR COMMON 358029106 269 9458 SH DEFINED 24 0 0 9458
FRONTIER FINANCIAL CORP COMMON 35907K105 1312 51950 SH DEFINED 15 28700 0 23250
FRONTIER FINANCIAL CORP COMMON 35907K105 27 1050 SH DEFINED 15,14 1050 0 0
FRONTIER FINANCIAL CORP COMMON 35907K105 369 14600 SH DEFINED 5,15 14600 0 0
FRONTIER OIL CORP COMMON 35914P105 29 1000 SH DEFINED 24 0 0 1000
FRONTIER OIL CORP COMMON 35914P105 9 300 SH DEFINED 6 300 0 0
FUJI PHOTO FILM COMPANY LTD AD COMMON 359586302 32126 985770 SH DEFINED 12 944080 0 41690
FUJI PHOTO FILM COMPANY LTD AD COMMON 359586302 0 0 SH DEFINED 12,14 0 0 0
FUJI PHOTO FILM COMPANY LTD AD COMMON 359586302 63046 1934516 SH DEFINED 15 1875773 0 58743
H.B. FULLER CO COMMON 359694106 2 58 SH DEFINED 6 58 0 0
FULTON FIN CORP COMMON 360271100 638 35417 SH DEFINED 24 0 0 35417
G & K SERVICES INC CL A COMMON 361268105 3150 83500 SH DEFINED 1 83500 0 0
GATX CORP COMMON 361448103 8735 253200 SH DEFINED 1 253200 0 0
GATX CORP COMMON 361448103 97 2800 SH DEFINED 6 2175 225 400
GB&T BANCSHARES INC COMMON 361462104 9 375 SH DEFINED 6 375 0 0
THE GEO GROUP INC COMMON 36159R103 2174 86800 SH DEFINED 15 47200 0 39600
THE GEO GROUP INC COMMON 36159R103 45 1800 SH DEFINED 15,14 1800 0 0
THE GEO GROUP INC COMMON 36159R103 569 22700 SH DEFINED 5,15 22700 0 0
GMH COMMUNITIES TRUST COMMON 36188G102 71 5100 SH DEFINED 15 5100 0 0
GMH COMMUNITIES TRUST COMMON 36188G102 7575 546900 SH DEFINED 15 526900 0 20000
GSI COMMERCE INC COMMON 36238G102 2 110 SH DEFINED 6 110 0 0
GABELLI EQUITY TRUST CEF COMMON 362397101 108 12000 SH DEFINED 24 0 0 12000
GABLES RESIDENTIAL TRUST COMMON 362418105 4003 92600 SH DEFINED 15 82300 0 10300
GABLES RESIDENTIAL TRUST COMMON 362418105 8 180 SH DEFINED 6 180 0 0
MRK-PFE (GS) CVT 144A 1.0 01-1 CONVERT 36293AAA5 27489 30000000 SH DEFINED 15 4450000 0 25550000
GALLAGHER (ARTHUR J.) & CO COMMON 363576109 72143 2659150 SH DEFINED 3 2659150 0 0
GAMESTOP CORP CL A COMMON 36466R101 12819 391900 SH DEFINED 1 391900 0 0
GAMESTOP CORP CL A COMMON 36466R101 4138 126510 SH DEFINED 2 126510 0 0
GAMESTOP CORP CL A COMMON 36466R101 29 900 SH DEFINED 24 0 0 900
GAMESTOP CORP-CL B COMMON 36466R200 8 254 SH DEFINED 24 0 0 254
GANDALF TECHNOLOGIES INC COMMON 364717108 0 5000 SH DEFINED 24 0 0 5000
GANDER MOUNTAIN CO COMMON 36471P108 1586 139100 SH DEFINED 1 139100 0 0
GANNETT CO COMMON 364730101 136714 1922030 SH DEFINED 1 1770880 0 151150
GANNETT CO COMMON 364730101 46718 656800 SH DEFINED 1,2 656800 0 0
GANNETT CO COMMON 364730101 2098 29500 SH DEFINED 9,15 29500 0 0
GANNETT CO COMMON 364730101 621 8730 SH DEFINED 12 8730 0 0
GANNETT CO COMMON 364730101 208 2925 SH DEFINED 12,14 2925 0 0
GANNETT CO COMMON 364730101 13201 185586 SH DEFINED 15 182110 0 2816
GANNETT CO COMMON 364730101 1361 19130 SH DEFINED 15,14 19130 0 0
GANNETT CO COMMON 364730101 78 1100 SH DEFINED 15,8 1100 0 0
GANNETT CO COMMON 364730101 632 8880 SH DEFINED 2 8880 0 0
GANNETT CO COMMON 364730101 500 7025 SH DEFINED 23 7025 0 0
GANNETT CO COMMON 364730101 2369 33310 SH DEFINED 24 5369 0 27941
GANNETT CO COMMON 364730101 57096 802700 SH DEFINED 3 802700 0 0
GANNETT CO COMMON 364730101 1 16 SH DEFINED 4 16 0 0
GANNETT CO COMMON 364730101 320 4500 SH DEFINED 5,15 0 0 4500
GANNETT CO COMMON 364730101 906 12735 SH DEFINED 6 12735 0 0
GANNETT CO COMMON 364730101 685 9624 SH DEFINED 8 9624 0 0
GAP INC COMMON 364760108 245802 12445650 SH DEFINED 1 11700650 0 745000
GAP INC COMMON 364760108 2473 125200 SH DEFINED 9,15 125200 0 0
GAP INC COMMON 364760108 754 38200 SH DEFINED 12 38200 0 0
GAP INC COMMON 364760108 252 12750 SH DEFINED 12,14 12750 0 0
GAP INC COMMON 364760108 22018 1114860 SH DEFINED 15 1081232 0 29923
GAP INC COMMON 364760108 845 42800 SH DEFINED 15,8 42800 0 0
GAP INC COMMON 364760108 3092 156550 SH DEFINED 2 156550 0 0
GAP INC COMMON 364760108 261 13200 SH DEFINED 2,14 13200 0 0
GAP INC COMMON 364760108 557 28179 SH DEFINED 23 28179 0 0
GAP INC COMMON 364760108 240 12135 SH DEFINED 24 0 0 12135
GAP INC COMMON 364760108 17641 893199 SH DEFINED 4 893199 0 0
GAP INC COMMON 364760108 514 26020 SH DEFINED 5,15 0 0 26020
GAP INC COMMON 364760108 26 1329 SH DEFINED 6 1329 0 0
GAP INC COMMON 364760108 438 22154 SH DEFINED 8 22154 0 0
GAMMON LAKE RESOURCES INC COMMON 364915108 4038 600000 SH DEFINED 1 600000 0 0
GAMMON LAKE RESOURCES INC COMMON 364915108 909 135000 SH DEFINED 2 135000 0 0
GAMMON LAKE RESOURCES INC COMMON 364915108 34 5000 SH DEFINED 6 5000 0 0
GARDNER DENVER INC COMMON 365558105 74 2100 SH DEFINED 6 1525 200 375
GATEWAY INC COMMON 367626108 95 28838 SH DEFINED 15 28838 0 0
GEAC COMPUTER CORP LTD COMMON 368289104 7940 912300 SH DEFINED 1,3 912300 0 0
GEAC COMPUTER CORP LTD COMMON 368289104 155 17800 SH DEFINED 2 17800 0 0
GEN PROBE INC COMMON 36866T103 38574 1064700 SH DEFINED 1 1064700 0 0
GEN PROBE INC COMMON 36866T103 301 8300 SH DEFINED 11,2 8300 0 0
GEN PROBE INC COMMON 36866T103 105 2900 SH DEFINED 15 0 0 2900
GEN PROBE INC COMMON 36866T103 40 1100 SH DEFINED 15,22 1100 0 0
GEN PROBE INC COMMON 36866T103 5400 149040 SH DEFINED 2 145640 0 3400
GEMSTAR TV GUIDE INTERNATIONAL COMMON 36866W106 20 5660 SH DEFINED 15 0 0 5660
GEMSTAR TV GUIDE INTERNATIONAL COMMON 36866W106 45 12600 SH DEFINED 15 12600 0 0
GEMSTAR TV GUIDE INTERNATIONAL COMMON 36866W106 140 38957 SH DEFINED 6 38957 0 0
GENENTECH INC COMMON 368710406 27928 347880 SH DEFINED 1 347880 0 0
GENENTECH INC COMMON 368710406 1284 16000 SH DEFINED 1,3 16000 0 0
GENENTECH INC COMMON 368710406 249 3100 SH DEFINED 9 3100 0 0
GENENTECH INC COMMON 368710406 3571 44480 SH DEFINED 9,15 44480 0 0
GENENTECH INC COMMON 368710406 434 5400 SH DEFINED 9,2 5400 0 0
GENENTECH INC COMMON 368710406 1573 19600 SH DEFINED 11,2 19600 0 0
GENENTECH INC COMMON 368710406 81314 1012884 SH DEFINED 15 603784 0 405530
GENENTECH INC COMMON 368710406 385 4800 SH DEFINED 15,14 4800 0 0
GENENTECH INC COMMON 368710406 1802 22450 SH DEFINED 15,22 22450 0 0
GENENTECH INC COMMON 368710406 1132 14100 SH DEFINED 15,8 14100 0 0
GENENTECH INC COMMON 368710406 11458 142720 SH DEFINED 2 142720 0 0
GENENTECH INC COMMON 368710406 87 1087 SH DEFINED 23 1087 0 0
GENENTECH INC COMMON 368710406 6717 83675 SH DEFINED 24 5135 0 78540
GENENTECH INC COMMON 368710406 1646 20500 SH DEFINED 5,15 20500 0 0
GENENTECH INC COMMON 368710406 1245 15505 SH DEFINED 6 7505 0 8000
GENENTECH INC COMMON 368710406 1942 24191 SH DEFINED 8 24191 0 0
GENENTECH INC COMMON 368710406 81 1003 SH DEFINED 8,10 1003 0 0
GENERAL AMERICAN INVESTORS CF COMMON 368802104 49 1534 SH DEFINED 6 1534 0 0
GENERAL DYNAMICS CORP COMMON 369550108 6212 56710 SH DEFINED 1 56710 0 0
GENERAL DYNAMICS CORP COMMON 369550108 3073 28050 SH DEFINED 9,15 28050 0 0
GENERAL DYNAMICS CORP COMMON 369550108 20077 183281 SH DEFINED 15 167466 0 15355
GENERAL DYNAMICS CORP COMMON 369550108 3111 28400 SH DEFINED 15,8 28400 0 0
GENERAL DYNAMICS CORP COMMON 369550108 2491 22740 SH DEFINED 2 22740 0 0
GENERAL DYNAMICS CORP COMMON 369550108 420 3835 SH DEFINED 23 3835 0 0
GENERAL DYNAMICS CORP COMMON 369550108 1231 11239 SH DEFINED 24 10100 0 1139
GENERAL DYNAMICS CORP COMMON 369550108 46 420 SH DEFINED 4 420 0 0
GENERAL DYNAMICS CORP COMMON 369550108 353 3225 SH DEFINED 5,15 0 0 3225
GENERAL DYNAMICS CORP COMMON 369550108 656 5992 SH DEFINED 6 5992 0 0
GENERAL DYNAMICS CORP COMMON 369550108 1689 15422 SH DEFINED 8 15422 0 0
GENERAL DYNAMICS CORP COMMON 369550108 91 835 SH DEFINED 8,10 835 0 0
GENERAL ELECTRIC CO COMMON 369604103 336829 9720905 SH DEFINED 1 8377340 0 1343565
GENERAL ELECTRIC CO COMMON 369604103 77360 2232600 SH DEFINED 1,2 2232600 0 0
GENERAL ELECTRIC CO COMMON 369604103 47386 1367569 SH DEFINED 9 1367569 0 0
GENERAL ELECTRIC CO COMMON 369604103 33811 975780 SH DEFINED 9,15 975780 0 0
GENERAL ELECTRIC CO COMMON 369604103 1878 54210 SH DEFINED 11,8 54210 0 0
GENERAL ELECTRIC CO COMMON 369604103 2021 58325 SH DEFINED 12 58325 0 0
GENERAL ELECTRIC CO COMMON 369604103 704 20310 SH DEFINED 12,14 20310 0 0
GENERAL ELECTRIC CO COMMON 369604103 341702 9861539 SH DEFINED 15 7821443 0 2022236
GENERAL ELECTRIC CO COMMON 369604103 2453 70800 SH DEFINED 15,14 70800 0 0
GENERAL ELECTRIC CO COMMON 369604103 2953 85230 SH DEFINED 15,22 85230 0 0
GENERAL ELECTRIC CO COMMON 369604103 20887 602800 SH DEFINED 15,8 602800 0 0
GENERAL ELECTRIC CO COMMON 369604103 39515 1140410 SH DEFINED 2 1140410 0 0
GENERAL ELECTRIC CO COMMON 369604103 8251 238133 SH DEFINED 23 238133 0 0
GENERAL ELECTRIC CO COMMON 369604103 156358 4512510 SH DEFINED 24 817701 0 3694809
GENERAL ELECTRIC CO COMMON 369604103 23381 674768 SH DEFINED 3 674768 0 0
GENERAL ELECTRIC CO COMMON 369604103 1 43 SH DEFINED 4 43 0 0
GENERAL ELECTRIC CO COMMON 369604103 8133 234708 SH DEFINED 5,15 205200 0 29508
GENERAL ELECTRIC CO COMMON 369604103 78198 2256796 SH DEFINED 6 2256796 0 0
GENERAL ELECTRIC CO COMMON 369604103 644 18600 SH DEFINED 7 18600 0 0
GENERAL ELECTRIC CO COMMON 369604103 19521 563388 SH DEFINED 8 563388 0 0
GENERAL ELECTRIC CO COMMON 369604103 192 5539 SH DEFINED 8,10 5539 0 0
GENERAL ELECTRIC CO COMMON 369604103 1584 45709 SH DEFINED 8,13 45709 0 0
GENERAL GROWTH PROPERTIES COMMON 370021107 5527 134500 SH DEFINED 15 134500 0 0
GENERAL GROWTH PROPERTIES COMMON 370021107 337995 8225731 SH DEFINED 15 6195106 0 1866825
GENERAL GROWTH PROPERTIES COMMON 370021107 244 5940 SH DEFINED 24 240 0 5700
GENERAL GROWTH PROPERTIES COMMON 370021107 24843 604603 SH DEFINED 5,15 604603 0 0
GENERAL GROWTH PROPERTIES COMMON 370021107 1867 45431 SH DEFINED 6 45431 0 0
GENERAL MILLS INC COMMON 370334104 107939 2306880 SH DEFINED 1 2306880 0 0
GENERAL MILLS INC COMMON 370334104 49176 1051000 SH DEFINED 1,2 1051000 0 0
GENERAL MILLS INC COMMON 370334104 75 1600 SH DEFINED 9 1600 0 0
GENERAL MILLS INC COMMON 370334104 3238 69200 SH DEFINED 9,15 69200 0 0
GENERAL MILLS INC COMMON 370334104 18158 388085 SH DEFINED 15 351185 0 36900
GENERAL MILLS INC COMMON 370334104 117 2500 SH DEFINED 15,14 2500 0 0
GENERAL MILLS INC COMMON 370334104 2676 57200 SH DEFINED 15,8 57200 0 0
GENERAL MILLS INC COMMON 370334104 646 13800 SH DEFINED 2 13800 0 0
GENERAL MILLS INC COMMON 370334104 23 489 SH DEFINED 23 489 0 0
GENERAL MILLS INC COMMON 370334104 1100 23517 SH DEFINED 24 7800 0 15717
GENERAL MILLS INC COMMON 370334104 3 73 SH DEFINED 4 73 0 0
GENERAL MILLS INC COMMON 370334104 370 7900 SH DEFINED 5,15 7900 0 0
GENERAL MILLS INC COMMON 370334104 1390 29716 SH DEFINED 6 29716 0 0
GENERAL MILLS INC COMMON 370334104 427 9121 SH DEFINED 8 9121 0 0
GENERAL MILLS INC CVT(GIS) 0.0 CONVERT 370334AT1 22049 31275000 SH DEFINED 15 4150000 0 27125000
GENERAL MILLS INC CVT(GIS) 0.0 CONVERT 370334AU8 1763 2500000 SH DEFINED 15 475000 0 2025000
GENERAL MOTORS CORP COMMON 370442105 2729 80264 SH DEFINED 15 80264 0 0
GENERAL MOTORS CORP COMMON 370442105 255 7499 SH DEFINED 24 773 0 6726
GENERAL MOTORS CORP COMMON 370442105 142 4169 SH DEFINED 6 4169 0 0
GENERAL MOTORS CORP COMMON 370442105 490 14420 SH DEFINED 8 14420 0 0
GENERAL MOTORS CVT SERIES B SR CONVERT 370442733 16 850 SH DEFINED 24 0 0 850
GENERAL MOTORS CORP-CVP(GM) 4. CONVERT 370442741 2 65 SH DEFINED 24 0 0 65
GENESCO INC COMMON 371532102 15062 406100 SH DEFINED 1 406100 0 0
GENESCO INC COMMON 371532102 2411 65000 SH DEFINED 1,3 65000 0 0
GENESCO INC COMMON 371532102 82 2200 SH DEFINED 9,7 2200 0 0
GENESCO INC COMMON 371532102 816 22000 SH DEFINED 9,2 22000 0 0
GENESCO INC COMMON 371532102 3991 107600 SH DEFINED 15 61600 0 46000
GENESCO INC COMMON 371532102 82 2200 SH DEFINED 15,14 2200 0 0
GENESCO INC COMMON 371532102 716 19300 SH DEFINED 2 19300 0 0
GENESCO INC COMMON 371532102 838 22600 SH DEFINED 5,15 22600 0 0
GENESIS MICROCHIP INC COMMON 37184C103 2603 141000 SH DEFINED 15 75600 0 65400
GENESIS MICROCHIP INC COMMON 37184C103 57 3100 SH DEFINED 15,14 3100 0 0
GENESIS MICROCHIP INC COMMON 37184C103 602 32600 SH DEFINED 5,15 32600 0 0
GENESIS HEALTHCARE CORP COMMON 37184D101 3957 85500 SH DEFINED 1 85500 0 0
GENESIS HEALTHCARE CORP COMMON 37184D101 51 1100 SH DEFINED 15 1100 0 0
GENTEX CORP COMMON 371901109 87 4800 SH DEFINED 24 4800 0 0
GENTEX CORP COMMON 371901109 25 1400 SH DEFINED 6 1400 0 0
GENITOPE CORP COMMON 37229P507 6 500 SH DEFINED 24 0 0 500
GENLYTE GROUP INC COMMON 372302109 3702 75962 SH DEFINED 15 45262 0 30700
GENLYTE GROUP INC COMMON 372302109 73 1500 SH DEFINED 15,14 1500 0 0
GENLYTE GROUP INC COMMON 372302109 614 12600 SH DEFINED 5,15 12600 0 0
GENTA INC COMMON 37245M207 0 150 SH DEFINED 24 0 0 150
GENUINE PARTS CO COMMON 372460105 41850 1018500 SH DEFINED 1 1018500 0 0
GENUINE PARTS CO COMMON 372460105 107 2600 SH DEFINED 1,3 2600 0 0
GENUINE PARTS CO COMMON 372460105 695 16912 SH DEFINED 15 16912 0 0
GENUINE PARTS CO COMMON 372460105 4314 105000 SH DEFINED 2 105000 0 0
GENUINE PARTS CO COMMON 372460105 85 2075 SH DEFINED 24 0 0 2075
GENUINE PARTS CO COMMON 372460105 214 5200 SH DEFINED 5,2 5200 0 0
GENUINE PARTS CO COMMON 372460105 868 21121 SH DEFINED 6 21121 0 0
GENUINE PARTS CO COMMON 372460105 285 6926 SH DEFINED 8 6926 0 0
GENTIVA HEALTH SERVICES COMMON 37247A102 2783 155800 SH DEFINED 1 155800 0 0
GENWORTH FINANCIAL INC CL-A COMMON 37247D106 193678 6406800 SH DEFINED 1 6406800 0 0
GENWORTH FINANCIAL INC CL-A COMMON 37247D106 30 1000 SH DEFINED 15 600 0 400
GENWORTH FINANCIAL INC CL-A COMMON 37247D106 13386 442800 SH DEFINED 2 442800 0 0
GENWORTH FINANCIAL INC CL-A COMMON 37247D106 287 9500 SH DEFINED 2,14 9500 0 0
GENZYME CORP - GENL DIVISION COMMON 372917104 49063 816500 SH DEFINED 1 816500 0 0
GENZYME CORP - GENL DIVISION COMMON 372917104 1082 18000 SH DEFINED 11,2 18000 0 0
GENZYME CORP - GENL DIVISION COMMON 372917104 2282 37973 SH DEFINED 15 29173 0 8800
GENZYME CORP - GENL DIVISION COMMON 372917104 1815 30200 SH DEFINED 15,22 30200 0 0
GENZYME CORP - GENL DIVISION COMMON 372917104 168 2800 SH DEFINED 15,8 2800 0 0
GENZYME CORP - GENL DIVISION COMMON 372917104 511 8500 SH DEFINED 2 0 0 8500
GENZYME CORP - GENL DIVISION COMMON 372917104 32 535 SH DEFINED 24 0 0 535
GENZYME CORP - GENL DIVISION COMMON 372917104 11736 195300 SH DEFINED 3 195300 0 0
GENZYME CORP - GENL DIVISION COMMON 372917104 9 150 SH DEFINED 4 150 0 0
GENZYME CORP - GENL DIVISION COMMON 372917104 207 3452 SH DEFINED 6 3452 0 0
GENZYME CORP - GENL DIVISION COMMON 372917104 437 7279 SH DEFINED 8 7279 0 0
GENZYME CO CVT(GENZ) 144A 1.25 CONVERT 372917AM6 13436 12950000 SH DEFINED 15 2175000 0 10775000
GENZYME CORP CVT(GENZ) 1.25 12 CONVERT 372917AN4 5188 5000000 SH DEFINED 15 500000 0 4500000
GEORGIA GULF CORP COMMON 373200203 14120 454740 SH DEFINED 1 454740 0 0
GEORGIA GULF CORP COMMON 373200203 2301 74100 SH DEFINED 15 65700 0 5300
GEORGIA GULF CORP COMMON 373200203 146 4700 SH DEFINED 15,8 4700 0 0
GEORGIA GULF CORP COMMON 373200203 16 500 SH DEFINED 5,15 500 0 0
GEORGIA GULF CORP COMMON 373200203 12392 399100 SH DEFINED 6 397700 500 900
GEORGIA-PAC (GEORGIA-PAC GP) COMMON 373298108 120949 3803420 SH DEFINED 1 3803420 0 0
GEORGIA-PAC (GEORGIA-PAC GP) COMMON 373298108 34567 1087000 SH DEFINED 1,2 1087000 0 0
GEORGIA-PAC (GEORGIA-PAC GP) COMMON 373298108 4328 136100 SH DEFINED 1,3 136100 0 0
GEORGIA-PAC (GEORGIA-PAC GP) COMMON 373298108 169 5300 SH DEFINED 9 5300 0 0
GEORGIA-PAC (GEORGIA-PAC GP) COMMON 373298108 191 6000 SH DEFINED 9,7 6000 0 0
GEORGIA-PAC (GEORGIA-PAC GP) COMMON 373298108 941 29600 SH DEFINED 9,15 29600 0 0
GEORGIA-PAC (GEORGIA-PAC GP) COMMON 373298108 1418 44600 SH DEFINED 9,2 44600 0 0
GEORGIA-PAC (GEORGIA-PAC GP) COMMON 373298108 15562 489373 SH DEFINED 15 438073 0 44700
GEORGIA-PAC (GEORGIA-PAC GP) COMMON 373298108 261 8200 SH DEFINED 15,14 8200 0 0
GEORGIA-PAC (GEORGIA-PAC GP) COMMON 373298108 1177 37000 SH DEFINED 15,8 37000 0 0
GEORGIA-PAC (GEORGIA-PAC GP) COMMON 373298108 8246 259300 SH DEFINED 2 259300 0 0
GEORGIA-PAC (GEORGIA-PAC GP) COMMON 373298108 354 11146 SH DEFINED 23 11146 0 0
GEORGIA-PAC (GEORGIA-PAC GP) COMMON 373298108 15 480 SH DEFINED 24 0 0 480
GEORGIA-PAC (GEORGIA-PAC GP) COMMON 373298108 29650 932399 SH DEFINED 4 932399 0 0
GEORGIA-PAC (GEORGIA-PAC GP) COMMON 373298108 557 17500 SH DEFINED 5,15 17500 0 0
GEORGIA-PAC (GEORGIA-PAC GP) COMMON 373298108 273 8600 SH DEFINED 5,2 8600 0 0
GEORGIA-PAC (GEORGIA-PAC GP) COMMON 373298108 112 3508 SH DEFINED 6 3508 0 0
GEORGIA-PAC (GEORGIA-PAC GP) COMMON 373298108 289 9100 SH DEFINED 7 9100 0 0
GEORGIA-PAC (GEORGIA-PAC GP) COMMON 373298108 307 9668 SH DEFINED 8 9668 0 0
GERDAU AMERISTEEL CORP COMMON 37373P105 1495 350700 SH DEFINED 3 350700 0 0
GERDAU AMERISTEEL(GNACN)CVT 6. CONVERT 37373PAA3 20738 24904000 SH DEFINED 3 24904000 0 0
GETTY IMAGES INC COMMON 374276103 3082 41500 SH DEFINED 1 41500 0 0
GETTY IMAGES INC COMMON 374276103 1337 18000 SH DEFINED 2 18000 0 0
GETTY IMAGES INC COMMON 374276103 178 2395 SH DEFINED 24 85 0 2310
GETTY IMAGES INC COMMON 374276103 10975 147796 SH DEFINED 6 147796 0 0
GETTY REALTY CORP COMMON 374297109 618 22300 SH DEFINED 1 22300 0 0
GETTY REALTY CORP COMMON 374297109 16285 587900 SH DEFINED 15 480500 0 107400
GETTY REALTY CORP COMMON 374297109 66 2400 SH DEFINED 15,14 2400 0 0
GETTY REALTY CORP COMMON 374297109 861 31100 SH DEFINED 5,15 31100 0 0
GETTY REALTY CORP COMMON 374297109 776 27998 SH DEFINED 6 27998 0 0
GIANT INDUSTRIES INC COMMON 374508109 53 1475 SH DEFINED 6 325 400 750
GILEAD SCIENCES INC COMMON 375558103 90835 2064900 SH DEFINED 1 2064900 0 0
GILEAD SCIENCES INC COMMON 375558103 84927 1930600 SH DEFINED 1,2 1930600 0 0
GILEAD SCIENCES INC COMMON 375558103 1144 26000 SH DEFINED 1,3 26000 0 0
GILEAD SCIENCES INC COMMON 375558103 1280 29100 SH DEFINED 9 29100 0 0
GILEAD SCIENCES INC COMMON 375558103 9128 207500 SH DEFINED 9,15 207500 0 0
GILEAD SCIENCES INC COMMON 375558103 387 8800 SH DEFINED 9,2 8800 0 0
GILEAD SCIENCES INC COMMON 375558103 1592 36200 SH DEFINED 11,2 36200 0 0
GILEAD SCIENCES INC COMMON 375558103 87944 1999190 SH DEFINED 15 1801590 0 191600
GILEAD SCIENCES INC COMMON 375558103 1966 44700 SH DEFINED 15,14 44700 0 0
GILEAD SCIENCES INC COMMON 375558103 691 15700 SH DEFINED 15,22 15700 0 0
GILEAD SCIENCES INC COMMON 375558103 1790 40700 SH DEFINED 15,8 40700 0 0
GILEAD SCIENCES INC COMMON 375558103 12633 287170 SH DEFINED 2 277170 0 10000
GILEAD SCIENCES INC COMMON 375558103 425 9670 SH DEFINED 23 9670 0 0
GILEAD SCIENCES INC COMMON 375558103 104 2370 SH DEFINED 24 80 0 2290
GILEAD SCIENCES INC COMMON 375558103 5019 114100 SH DEFINED 5,15 114100 0 0
GILEAD SCIENCES INC COMMON 375558103 6714 152621 SH DEFINED 6 152621 0 0
GILEAD SCIENCES INC COMMON 375558103 383 8700 SH DEFINED 7 8700 0 0
GILEAD SCIENCES INC COMMON 375558103 610 13875 SH DEFINED 8 13875 0 0
GILLETTE COMPANY COMMON 375766102 145366 2871140 SH DEFINED 1 2871140 0 0
GILLETTE COMPANY COMMON 375766102 93260 1842000 SH DEFINED 1,2 1842000 0 0
GILLETTE COMPANY COMMON 375766102 3271 64610 SH DEFINED 9,15 64610 0 0
GILLETTE COMPANY COMMON 375766102 17125 338238 SH DEFINED 15 312538 0 25700
GILLETTE COMPANY COMMON 375766102 2800 55300 SH DEFINED 15,8 55300 0 0
GILLETTE COMPANY COMMON 375766102 30350 599450 SH DEFINED 2 599450 0 0
GILLETTE COMPANY COMMON 375766102 1477 29169 SH DEFINED 23 29169 0 0
GILLETTE COMPANY COMMON 375766102 7447 147083 SH DEFINED 24 56583 0 90500
GILLETTE COMPANY COMMON 375766102 7473 147600 SH DEFINED 3 147600 0 0
GILLETTE COMPANY COMMON 375766102 138 2735 SH DEFINED 4 2735 0 0
GILLETTE COMPANY COMMON 375766102 3568 70468 SH DEFINED 6 62968 0 7500
GILLETTE COMPANY COMMON 375766102 2095 41369 SH DEFINED 8 41369 0 0
GILLETTE COMPANY COMMON 375766102 35 696 SH DEFINED 8,10 696 0 0
GILDAN ACTIVEWEAR INC COMMON 375916103 18977 723700 SH DEFINED 1,3 723700 0 0
GILDAN ACTIVEWEAR INC COMMON 375916103 383 14600 SH DEFINED 2 14600 0 0
GLAMIS GOLD LTD COMMON 376775102 6196 360000 SH DEFINED 1 360000 0 0
GLAMIS GOLD LTD COMMON 376775102 239 13900 SH DEFINED 9 13900 0 0
GLAMIS GOLD LTD COMMON 376775102 1420 82531 SH DEFINED 2 82531 0 0
GLAMIS GOLD LTD COMMON 376775102 19 1108 SH DEFINED 8 1108 0 0
GLAXOSMITHKLINE PLC ADR COMMON 37733W105 135545 2794160 SH DEFINED 1 2794160 0 0
GLAXOSMITHKLINE PLC ADR COMMON 37733W105 69369 1430000 SH DEFINED 1,2 1430000 0 0
GLAXOSMITHKLINE PLC ADR COMMON 37733W105 9120 188000 SH DEFINED 1,3 188000 0 0
GLAXOSMITHKLINE PLC ADR COMMON 37733W105 7262 149700 SH DEFINED 9,15 149700 0 0
GLAXOSMITHKLINE PLC ADR COMMON 37733W105 232424 4791257 SH DEFINED 12 4325192 0 466065
GLAXOSMITHKLINE PLC ADR COMMON 37733W105 753 15525 SH DEFINED 12,14 15525 0 0
GLAXOSMITHKLINE PLC ADR COMMON 37733W105 100297 2067555 SH DEFINED 15 1876957 0 188666
GLAXOSMITHKLINE PLC ADR COMMON 37733W105 3561 73400 SH DEFINED 2 73400 0 0
GLAXOSMITHKLINE PLC ADR COMMON 37733W105 1141 23528 SH DEFINED 24 13342 0 10186
GLAXOSMITHKLINE PLC ADR COMMON 37733W105 7078 145900 SH DEFINED 3 145900 0 0
GLAXOSMITHKLINE PLC ADR COMMON 37733W105 497 10255 SH DEFINED 4 10255 0 0
GLAXOSMITHKLINE PLC ADR COMMON 37733W105 37421 771400 SH DEFINED 5,12 771400 0 0
GLAXOSMITHKLINE PLC ADR COMMON 37733W105 674 13888 SH DEFINED 5,15 0 0 13888
GLAXOSMITHKLINE PLC ADR COMMON 37733W105 69 1429 SH DEFINED 6 1429 0 0
GLENBOROUGH REALTY TRUST INC COMMON 37803P105 7855 381500 SH DEFINED 15 362800 0 18700
GLENBOROUGH REALTY TRUST INC COMMON 37803P105 6 290 SH DEFINED 6 290 0 0
GLENBOROUGH REALTY TR CVT PFD CONVERT 37803P204 638 25245 SH DEFINED 15 25245 0 0
GLIMCHER REALTY TRUST COMMON 379302102 20152 726200 SH DEFINED 15 679700 0 46500
GLOBAL INDUSTRIES LTD COMMON 379336100 1470 172900 SH DEFINED 15 106100 0 66800
GLOBAL INDUSTRIES LTD COMMON 379336100 26 3100 SH DEFINED 15,14 3100 0 0
GLOBAL INDUSTRIES LTD COMMON 379336100 143 16800 SH DEFINED 5,15 16800 0 0
GLOBAL PAYMENTS INC COMMON 37940X102 15526 229000 SH DEFINED 1 229000 0 0
GLOBAL PAYMENTS INC COMMON 37940X102 4780 70500 SH DEFINED 2 70500 0 0
GLOBAL PAYMENTS INC COMMON 37940X102 58 850 SH DEFINED 24 50 0 800
GLOBAL PAYMENTS INC COMMON 37940X102 7 99 SH DEFINED 4 99 0 0
GLOBAL PAYMENTS INC COMMON 37940X102 5581 82319 SH DEFINED 6 82319 0 0
GLOBAL SIGNAL INC (REIT) COMMON 37944Q103 5700 151400 SH DEFINED 1 151400 0 0
GLOBAL SIGNAL INC (REIT) COMMON 37944Q103 1924 51100 SH DEFINED 15 36200 0 14900
GLOBAL SIGNAL INC (REIT) COMMON 37944Q103 26 700 SH DEFINED 15,14 700 0 0
GLOBAL SIGNAL INC (REIT) COMMON 37944Q103 444 11800 SH DEFINED 5,15 11800 0 0
GOL LINHAS AEREAS INTEL- ADR COMMON 38045R107 24 800 SH DEFINED 24 500 0 300
GOLD FIELDS LTD ADR COMMON 38059T106 5391 475000 SH DEFINED 1 475000 0 0
GOLD FIELDS LTD ADR COMMON 38059T106 1249 110000 SH DEFINED 2 110000 0 0
GOLD FIELDS LTD ADR COMMON 38059T106 45 4000 SH DEFINED 24 0 0 4000
GOLD KIST INC COMMON 380614107 516 23900 SH DEFINED 15 23900 0 0
GOLD KIST INC COMMON 380614107 190 8800 SH DEFINED 5,15 8800 0 0
GOLDCORP INC COMMON 380956409 3156 200000 SH DEFINED 1 200000 0 0
GOLDCORP INC COMMON 380956409 1591 100000 SH DEFINED 2 100000 0 0
GOLDCORP INC COMMON 380956409 11 700 SH DEFINED 24 0 0 700
GOLDCORP INC COMMON 380956409 2326 146200 SH DEFINED 3 146200 0 0
GOLDCORP INC COMMON 380956409 16 1000 SH DEFINED 6 1000 0 0
GOLDEN STAR RESOURCES LTD COMMON 38119T104 310 100000 SH DEFINED 2 100000 0 0
GOLDEN STAR RESOURCES LTD COMMON 38119T104 3164 1020000 SH DEFINED 3 1020000 0 0
GOLDEN TELECOM INC COMMON 38122G107 644 21000 SH DEFINED 21 21000 0 0
GOLDEN TELECOM INC COMMON 38122G107 828 27000 SH DEFINED 9 27000 0 0
GOLDEN TELECOM INC COMMON 38122G107 1227 40000 SH DEFINED 9,10 40000 0 0
GOLDEN TELECOM INC COMMON 38122G107 307 10000 SH DEFINED 9,22 10000 0 0
GOLDEN WEST FINANCIAL CORP COMMON 381317106 59 920 SH DEFINED 15 920 0 0
GOLDEN WEST FINANCIAL CORP COMMON 381317106 225 3500 SH DEFINED 9 3500 0 0
GOLDEN WEST FINANCIAL CORP COMMON 381317106 317 4928 SH DEFINED 11,8 4928 0 0
GOLDEN WEST FINANCIAL CORP COMMON 381317106 3120 48457 SH DEFINED 15 42557 0 5900
GOLDEN WEST FINANCIAL CORP COMMON 381317106 1403 21800 SH DEFINED 15,8 21800 0 0
GOLDEN WEST FINANCIAL CORP COMMON 381317106 384 5966 SH DEFINED 23 5966 0 0
GOLDEN WEST FINANCIAL CORP COMMON 381317106 191 2970 SH DEFINED 6 2970 0 0
GOLDEN WEST FINANCIAL CORP COMMON 381317106 2292 35597 SH DEFINED 8 35597 0 0
GOLDEN WEST FINANCIAL CORP COMMON 381317106 40 616 SH DEFINED 8,10 616 0 0
GOLDEN WEST FINANCIAL CORP COMMON 381317106 300 4666 SH DEFINED 8,13 4666 0 0
GOLDMAN SACHS GROUP INC COMMON 38141G104 176410 1729170 SH DEFINED 1 1727890 0 1280
GOLDMAN SACHS GROUP INC COMMON 38141G104 109672 1075000 SH DEFINED 1,2 1075000 0 0
GOLDMAN SACHS GROUP INC COMMON 38141G104 990 9700 SH DEFINED 9 9700 0 0
GOLDMAN SACHS GROUP INC COMMON 38141G104 61 600 SH DEFINED 9,7 600 0 0
GOLDMAN SACHS GROUP INC COMMON 38141G104 13631 133610 SH DEFINED 9,15 133610 0 0
GOLDMAN SACHS GROUP INC COMMON 38141G104 520 5100 SH DEFINED 11,8 5100 0 0
GOLDMAN SACHS GROUP INC COMMON 38141G104 132914 1302825 SH DEFINED 15 970437 0 330208
GOLDMAN SACHS GROUP INC COMMON 38141G104 1530 15000 SH DEFINED 15,14 15000 0 0
GOLDMAN SACHS GROUP INC COMMON 38141G104 1401 13730 SH DEFINED 15,22 13730 0 0
GOLDMAN SACHS GROUP INC COMMON 38141G104 4060 39800 SH DEFINED 15,8 39800 0 0
GOLDMAN SACHS GROUP INC COMMON 38141G104 32573 319285 SH DEFINED 2 319285 0 0
GOLDMAN SACHS GROUP INC COMMON 38141G104 1126 11040 SH DEFINED 23 11040 0 0
GOLDMAN SACHS GROUP INC COMMON 38141G104 10001 98030 SH DEFINED 24 27233 0 70797
GOLDMAN SACHS GROUP INC COMMON 38141G104 1275 12500 SH DEFINED 3 12500 0 0
GOLDMAN SACHS GROUP INC COMMON 38141G104 3581 35100 SH DEFINED 5,15 35100 0 0
GOLDMAN SACHS GROUP INC COMMON 38141G104 14204 139230 SH DEFINED 6 139230 0 0
GOLDMAN SACHS GROUP INC COMMON 38141G104 326 3200 SH DEFINED 7 3200 0 0
GOLDMAN SACHS GROUP INC COMMON 38141G104 4078 39968 SH DEFINED 8 39968 0 0
GOLDMAN SACHS GROUP INC COMMON 38141G104 117 1145 SH DEFINED 8,10 1145 0 0
GOLDMAN SACHS GROUP INC COMMON 38141G104 465 4555 SH DEFINED 8,13 4555 0 0
GOODRICH CORPORATION COMMON 382388106 3682 89900 SH DEFINED 9 89900 0 0
GOODRICH CORPORATION COMMON 382388106 991 24200 SH DEFINED 9,22 24200 0 0
GOODRICH CORPORATION COMMON 382388106 480 11723 SH DEFINED 15 11723 0 0
GOODRICH CORPORATION COMMON 382388106 5619 137175 SH DEFINED 24 24465 0 112710
GOODRICH CORPORATION COMMON 382388106 270 6600 SH DEFINED 6 4900 1700 0
GOODRICH PETROLEUM CORP COMMON 382410405 64 3125 SH DEFINED 6 3125 0 0
GOODYEAR TIRE & RUBBER CO COMMON 382550101 135 9080 SH DEFINED 15 9080 0 0
GOODYEAR TIRE & RUBBER CO COMMON 382550101 374 25100 SH DEFINED 9 25100 0 0
GOODYEAR TIRE & RUBBER CO COMMON 382550101 4293 288100 SH DEFINED 9,15 288100 0 0
GOODYEAR TIRE & RUBBER CO COMMON 382550101 530 35600 SH DEFINED 11,8 35600 0 0
GOODYEAR TIRE & RUBBER CO COMMON 382550101 56271 3776551 SH DEFINED 15 3373051 0 334500
GOODYEAR TIRE & RUBBER CO COMMON 382550101 574 38500 SH DEFINED 15,14 38500 0 0
GOODYEAR TIRE & RUBBER CO COMMON 382550101 1895 127200 SH DEFINED 15,8 127200 0 0
GOODYEAR TIRE & RUBBER CO COMMON 382550101 1191 79942 SH DEFINED 23 79942 0 0
GOODYEAR TIRE & RUBBER CO COMMON 382550101 1912 128300 SH DEFINED 5,15 128300 0 0
GOODYEAR TIRE & RUBBER CO COMMON 382550101 1 75 SH DEFINED 6 75 0 0
GOODYEAR TIRE & RUBBER CO COMMON 382550101 2095 140594 SH DEFINED 8 140594 0 0
GOODYEAR TIRE & RUBBER CO COMMON 382550101 459 30800 SH DEFINED 8,13 30800 0 0
GOOGLE INC CL A COMMON 38259P508 81215 276100 SH DEFINED 1 276100 0 0
GOOGLE INC CL A COMMON 38259P508 98279 334113 SH DEFINED 1,2 334113 0 0
GOOGLE INC CL A COMMON 38259P508 559 1900 SH DEFINED 9 1900 0 0
GOOGLE INC CL A COMMON 38259P508 8677 29500 SH DEFINED 9,15 29500 0 0
GOOGLE INC CL A COMMON 38259P508 868 2950 SH DEFINED 11,8 2950 0 0
GOOGLE INC CL A COMMON 38259P508 73354 249375 SH DEFINED 15 221575 0 26500
GOOGLE INC CL A COMMON 38259P508 882 3000 SH DEFINED 15,14 3000 0 0
GOOGLE INC CL A COMMON 38259P508 3500 11900 SH DEFINED 15,22 11900 0 0
GOOGLE INC CL A COMMON 38259P508 2559 8700 SH DEFINED 15,8 8700 0 0
GOOGLE INC CL A COMMON 38259P508 10575 35950 SH DEFINED 2 35950 0 0
GOOGLE INC CL A COMMON 38259P508 2059 7000 SH DEFINED 20 7000 0 0
GOOGLE INC CL A COMMON 38259P508 1596 5425 SH DEFINED 23 5425 0 0
GOOGLE INC CL A COMMON 38259P508 63 213 SH DEFINED 24 0 0 213
GOOGLE INC CL A COMMON 38259P508 3236 11000 SH DEFINED 5,15 11000 0 0
GOOGLE INC CL A COMMON 38259P508 157 535 SH DEFINED 6 535 0 0
GOOGLE INC CL A COMMON 38259P508 471 1600 SH DEFINED 7 1600 0 0
GOOGLE INC CL A COMMON 38259P508 6410 21791 SH DEFINED 8 21791 0 0
GOOGLE INC CL A COMMON 38259P508 217 738 SH DEFINED 8,10 738 0 0
GOOGLE INC CL A COMMON 38259P508 740 2515 SH DEFINED 8,13 2515 0 0
W.R. GRACE & CO COMMON 38388F108 3550 455700 SH DEFINED 15 237900 0 217800
W.R. GRACE & CO COMMON 38388F108 80 10300 SH DEFINED 15,14 10300 0 0
W.R. GRACE & CO COMMON 38388F108 549 70500 SH DEFINED 5,15 70500 0 0
GRACO INC COMMON 384109104 9117 267600 SH DEFINED 1 267600 0 0
GRACO INC COMMON 384109104 10 300 SH DEFINED 15 300 0 0
GRACO INC COMMON 384109104 2807 82400 SH DEFINED 2 82400 0 0
GRACO INC COMMON 384109104 972 28538 SH DEFINED 23 28538 0 0
GRACO INC COMMON 384109104 361 10590 SH DEFINED 24 0 0 10590
GRAINGER (W.W.) INC COMMON 384802104 442 8074 SH DEFINED 15 8074 0 0
GRAINGER (W.W.) INC COMMON 384802104 275 5020 SH DEFINED 24 2620 0 2400
GRAINGER (W.W.) INC COMMON 384802104 88858 1621800 SH DEFINED 3 1621800 0 0
GRAINGER (W.W.) INC COMMON 384802104 1759 32110 SH DEFINED 6 32110 0 0
GRAINGER (W.W.) INC COMMON 384802104 180 3281 SH DEFINED 8 3281 0 0
GRAMERCY CAPITAL CORP COMMON 384871109 1935 79100 SH DEFINED 15 47000 0 32100
GRAMERCY CAPITAL CORP COMMON 384871109 37 1500 SH DEFINED 15,14 1500 0 0
GRAMERCY CAPITAL CORP COMMON 384871109 49 2000 SH DEFINED 24 0 0 2000
GRAMERCY CAPITAL CORP COMMON 384871109 472 19300 SH DEFINED 5,15 19300 0 0
GRANITE CONSTRUCTION INC COMMON 387328107 34 1200 SH DEFINED 6 0 0 1200
GRANT PRIDECO INC COMMON 38821G101 63049 2383700 SH DEFINED 1 2383700 0 0
GRANT PRIDECO INC COMMON 38821G101 354 13400 SH DEFINED 15 0 0 13400
GRANT PRIDECO INC COMMON 38821G101 4761 180000 SH DEFINED 15,14 180000 0 0
GRANT PRIDECO INC COMMON 38821G101 2179 82400 SH DEFINED 2 68000 0 14400
GRANT PRIDECO INC COMMON 38821G101 67 2535 SH DEFINED 24 145 0 2390
GRANT PRIDECO INC COMMON 38821G101 450 17000 SH DEFINED 4 17000 0 0
GRANT PRIDECO INC COMMON 38821G101 6913 261352 SH DEFINED 6 261352 0 0
GRAVITY CO LTD ADR COMMON 38911N107 3658 425400 SH DEFINED 1 425400 0 0
GRAY TELE VISION INC COMMON 389375106 7324 607285 SH DEFINED 1 607285 0 0
GRAY TELE VISION INC COMMON 389375106 529 43900 SH DEFINED 15 23700 0 20200
GRAY TELE VISION INC COMMON 389375106 914 75800 SH DEFINED 15,14 75800 0 0
GRAY TELE VISION INC COMMON 389375106 18 1510 SH DEFINED 2 1510 0 0
GRAY TELE VISION INC COMMON 389375106 125 10400 SH DEFINED 5,15 10400 0 0
GREAT ATLANTIC & PAC TEA CO COMMON 390064103 1377 47400 SH DEFINED 15 24300 0 23100
GREAT ATLANTIC & PAC TEA CO COMMON 390064103 32 1100 SH DEFINED 15,14 1100 0 0
GREAT ATLANTIC & PAC TEA CO COMMON 390064103 160 5500 SH DEFINED 5,15 5500 0 0
GREAT LAKES CHEMICAL CORP COMMON 390568103 160 5079 SH DEFINED 15 5079 0 0
GREAT SOUTHERN BANCORP INC COMMON 390905107 131 4200 SH DEFINED 24 0 0 4200
GREAT NORTHERN IRON ORE PPTY COMMON 391064102 21 200 SH DEFINED 24 0 0 200
GREAT PLAINS ENERGY INC COMMON 391164100 29 925 SH DEFINED 15 0 0 925
GREAT PLAINS ENERGY INC COMMON 391164100 65 2050 SH DEFINED 15 2050 0 0
GREAT PLAINS ENERGY INC COMMON 391164100 41 1300 SH DEFINED 24 1300 0 0
GREAT PLAINS ENERGY INC COMMON 391164100 248 7770 SH DEFINED 6 7770 0 0
GREATER BAY BANCORP COMMON 391648102 13 503 SH DEFINED 24 0 0 503
GREENHILL & CO INC COMMON 395259104 551 13600 SH DEFINED 15 7400 0 6200
GREENHILL & CO INC COMMON 395259104 12 300 SH DEFINED 15,14 300 0 0
GREENHILL & CO INC COMMON 395259104 146 3600 SH DEFINED 5,15 3600 0 0
GREIF INC COMMON 397624107 635 10400 SH DEFINED 15 5900 0 4500
GREIF INC COMMON 397624107 12 200 SH DEFINED 15,14 200 0 0
GREIF INC COMMON 397624107 226 3700 SH DEFINED 5,15 3700 0 0
GREY WOLF INC COMMON 397888108 212 28572 SH DEFINED 9,22 28572 0 0
GREY WOLF INC COMMON 397888108 365 49225 SH DEFINED 6 42800 2225 4200
GRIFFIN CORPORATION COMMON 398433102 1558 70200 SH DEFINED 15 41700 0 28500
GRIFFIN CORPORATION COMMON 398433102 29 1300 SH DEFINED 15,14 1300 0 0
GRIFFIN CORPORATION COMMON 398433102 695 31300 SH DEFINED 5,15 31300 0 0
GRUPO TELEVISA SA ADR COMMON 40049J206 13755 221528 SH DEFINED 1 221528 0 0
GRUPO TELEVISA SA ADR COMMON 40049J206 81 1300 SH DEFINED 1,3 1300 0 0
GRUPO TELEVISA SA ADR COMMON 40049J206 1763 28391 SH DEFINED 9 28391 0 0
GRUPO TELEVISA SA ADR COMMON 40049J206 217 3500 SH DEFINED 9,15 3500 0 0
GRUPO TELEVISA SA ADR COMMON 40049J206 627 10100 SH DEFINED 9,22 10100 0 0
GRUPO TELEVISA SA ADR COMMON 40049J206 565 9100 SH DEFINED 2 9100 0 0
GRUPO TELEVISA SA ADR COMMON 40049J206 451469 7271200 SH DEFINED 3 7271200 0 0
GRUPO TELEVISA SA ADR COMMON 40049J206 4011 64600 SH DEFINED 3,22 64600 0 0
GTECH HOLDINGS CORP COMMON 400518106 64753 2214550 SH DEFINED 1 2213600 0 950
GTECH HOLDINGS CORP COMMON 400518106 152 5200 SH DEFINED 1,3 5200 0 0
GTECH HOLDINGS CORP COMMON 400518106 1054 36050 SH DEFINED 15 36050 0 0
GTECH HOLDINGS CORP COMMON 400518106 6181 211400 SH DEFINED 2 211400 0 0
GTECH HOLDINGS CORP COMMON 400518106 32011 1094782 SH DEFINED 4 1094782 0 0
GTECH HOLDINGS CORP COMMON 400518106 287 9800 SH DEFINED 5,2 9800 0 0
GTECH HOLDINGS CORP COMMON 400518106 322 11000 SH DEFINED 6 11000 0 0
GRUPO AEROPORTUARIO SUR ADR COMMON 40051E202 277 8700 SH DEFINED 1 8700 0 0
GRUPO AEROPORTUARIO SUR ADR COMMON 40051E202 605 19000 SH DEFINED 9 19000 0 0
GRUPO AEROPORTUARIO SUR ADR COMMON 40051E202 25227 792050 SH DEFINED 3 792050 0 0
GUESS? INC COMMON 401617105 4798 289390 SH DEFINED 1 289390 0 0
GUESS? INC COMMON 401617105 1275 76900 SH DEFINED 15 42200 0 34700
GUESS? INC COMMON 401617105 27 1600 SH DEFINED 15,14 1600 0 0
GUESS? INC COMMON 401617105 141 8500 SH DEFINED 5,15 8500 0 0
GUIDANT CORP COMMON 401698105 14194 210900 SH DEFINED 1 210900 0 0
GUIDANT CORP COMMON 401698105 1265 18800 SH DEFINED 9,15 18800 0 0
GUIDANT CORP COMMON 401698105 7541 112047 SH DEFINED 15 103847 0 8200
GUIDANT CORP COMMON 401698105 1972 29300 SH DEFINED 15,22 29300 0 0
GUIDANT CORP COMMON 401698105 1238 18400 SH DEFINED 15,8 18400 0 0
GUIDANT CORP COMMON 401698105 707 10500 SH DEFINED 2 10500 0 0
GUIDANT CORP COMMON 401698105 848 12600 SH DEFINED 23 12600 0 0
GUIDANT CORP COMMON 401698105 546 8120 SH DEFINED 24 1200 0 6920
GUIDANT CORP COMMON 401698105 327 4862 SH DEFINED 6 4862 0 0
GUIDANT CORP COMMON 401698105 732 10879 SH DEFINED 8 10879 0 0
GUILFORD PHARMACEUTICALS INC COMMON 401829106 227 100000 SH DEFINED 24 0 0 100000
GUILFORD PHARMACEUTICALS INC COMMON 401829106 5 2000 SH DEFINED 6 2000 0 0
GUITAR CENTER INC COMMON 402040109 13320 228200 SH DEFINED 1 228200 0 0
GUITAR CENTER INC COMMON 402040109 3800 65100 SH DEFINED 2 65100 0 0
GULF ISLAND FABRICATION INC COMMON 402307102 857 43100 SH DEFINED 15 23600 0 19500
GULF ISLAND FABRICATION INC COMMON 402307102 18 900 SH DEFINED 15,14 900 0 0
GULF ISLAND FABRICATION INC COMMON 402307102 143 7200 SH DEFINED 5,15 7200 0 0
GULFMARK OFFSHORE INC COMMON 402629109 137 5000 SH DEFINED 6 5000 0 0
GYMBOREE CORP COMMON 403777105 1825 133600 SH DEFINED 1 133600 0 0
H & Q HEALTHCARE INVESTORS CF COMMON 404052102 65 3666 SH DEFINED 6 3666 0 0
H & Q LIFE SCIENCES INVSTRS CF COMMON 404053100 159 10000 SH DEFINED 24 0 0 10000
H & Q LIFE SCIENCES INVSTRS CF COMMON 404053100 35 2231 SH DEFINED 6 2231 0 0
HCA INC COMMON 404119109 422199 7450140 SH DEFINED 1 7450140 0 0
HCA INC COMMON 404119109 65171 1150000 SH DEFINED 1,2 1150000 0 0
HCA INC COMMON 404119109 3094 54600 SH DEFINED 9 54600 0 0
HCA INC COMMON 404119109 51 900 SH DEFINED 9,7 900 0 0
HCA INC COMMON 404119109 6440 113640 SH DEFINED 9,15 113640 0 0
HCA INC COMMON 404119109 47190 832724 SH DEFINED 15 755589 0 77135
HCA INC COMMON 404119109 714 12600 SH DEFINED 15,14 12600 0 0
HCA INC COMMON 404119109 1581 27900 SH DEFINED 15,22 27900 0 0
HCA INC COMMON 404119109 3077 54300 SH DEFINED 15,8 54300 0 0
HCA INC COMMON 404119109 25885 456760 SH DEFINED 2 456760 0 0
HCA INC COMMON 404119109 346 6100 SH DEFINED 2,14 6100 0 0
HCA INC COMMON 404119109 299 5282 SH DEFINED 23 5282 0 0
HCA INC COMMON 404119109 24112 425481 SH DEFINED 4 425481 0 0
HCA INC COMMON 404119109 1853 32700 SH DEFINED 5,15 32700 0 0
HCA INC COMMON 404119109 424 7486 SH DEFINED 6 7486 0 0
HCA INC COMMON 404119109 1421 25069 SH DEFINED 8 25069 0 0
HCA INC COMMON 404119109 46 803 SH DEFINED 8,10 803 0 0
HCC INSURANCE HOLDINGS INC COMMON 404132102 16299 430400 SH DEFINED 1 430400 0 0
HCC INSURANCE HOLDINGS INC COMMON 404132102 3348 88400 SH DEFINED 2 88400 0 0
HCC INSURANCE HOLDINGS INC COMMON 404132102 103 2725 SH DEFINED 6 325 425 1975
HCC INSURANCE HOLDINGS INC COMMON 404132102 40 1046 SH DEFINED 8 1046 0 0
HDFC BANK LTD ADR COMMON 40415F101 6114 131461 SH DEFINED 1 131461 0 0
HDFC BANK LTD ADR COMMON 40415F101 130 2800 SH DEFINED 1,3 2800 0 0
HDFC BANK LTD ADR COMMON 40415F101 137 2950 SH DEFINED 9 2950 0 0
HDFC BANK LTD ADR COMMON 40415F101 188 4050 SH DEFINED 9,15 4050 0 0
HDFC BANK LTD ADR COMMON 40415F101 1927 41427 SH DEFINED 9,22 41427 0 0
HDFC BANK LTD ADR COMMON 40415F101 786 16900 SH DEFINED 2 16900 0 0
HDFC BANK LTD ADR COMMON 40415F101 1352 29060 SH DEFINED 4 29060 0 0
HDFC BANK LTD ADR COMMON 40415F101 874 18800 SH DEFINED 7 18800 0 0
HF FINANCIAL CORP COMMON 404172108 19 880 SH DEFINED 24 880 0 0
HNI CORP COMMON 404251100 235 4600 SH DEFINED 3 4600 0 0
HNI CORP COMMON 404251100 4348 85000 SH DEFINED 3 85000 0 0
HMS HOLDINGS CORP COMMON 40425J101 16976 2549000 SH DEFINED 1 2549000 0 0
HMS HOLDINGS CORP COMMON 40425J101 107 16000 SH DEFINED 11,2 16000 0 0
HMS HOLDINGS CORP COMMON 40425J101 1312 197000 SH DEFINED 15,22 197000 0 0
HMS HOLDINGS CORP COMMON 40425J101 485 72800 SH DEFINED 2 72800 0 0
HRPT PROPERTIES TRUST COMMON 40426W101 42 3400 SH DEFINED 15 3400 0 0
HRPT PROPERTIES TRUST COMMON 40426W101 19441 1564000 SH DEFINED 15 1354000 0 210000
HRPT PROPERTIES TRUST COMMON 40426W101 76 6075 SH DEFINED 6 1325 1675 3075
HSBC HOLDINGS PLC ADR COMMON 404280406 494 6200 SH DEFINED 9,15 6200 0 0
HSBC HOLDINGS PLC ADR COMMON 404280406 14694 184487 SH DEFINED 12 176972 0 7515
HSBC HOLDINGS PLC ADR COMMON 404280406 0 0 SH DEFINED 12,14 0 0 0
HSBC HOLDINGS PLC ADR COMMON 404280406 26990 338858 SH DEFINED 15 323416 0 15442
HSBC HOLDINGS PLC ADR COMMON 404280406 185 2324 SH DEFINED 24 0 0 2324
HSBC HOLDINGS PLC ADR COMMON 404280406 153 1922 SH DEFINED 6 1922 0 0
HAEMONETICS CORP/MASS COMMON 405024100 9339 229800 SH DEFINED 1 229800 0 0
HAEMONETICS CORP/MASS COMMON 405024100 13009 320100 SH DEFINED 15 198100 0 122000
HAEMONETICS CORP/MASS COMMON 405024100 232 5700 SH DEFINED 15,14 5700 0 0
HAEMONETICS CORP/MASS COMMON 405024100 3219 79200 SH DEFINED 5,15 79200 0 0
HALLIBURTON CO COMMON 406216101 387179 8096600 SH DEFINED 1 8096600 0 0
HALLIBURTON CO COMMON 406216101 6312 132001 SH DEFINED 15 132001 0 0
HALLIBURTON CO COMMON 406216101 1578 33000 SH DEFINED 15,14 33000 0 0
HALLIBURTON CO COMMON 406216101 5246 109700 SH DEFINED 2 109700 0 0
HALLIBURTON CO COMMON 406216101 464 9700 SH DEFINED 2,14 9700 0 0
HALLIBURTON CO COMMON 406216101 412 8625 SH DEFINED 24 0 0 8625
HALLIBURTON CO COMMON 406216101 26505 554260 SH DEFINED 4 554260 0 0
HALLIBURTON CO COMMON 406216101 193 4043 SH DEFINED 6 4043 0 0
HALLIBURTON CO COMMON 406216101 737 15418 SH DEFINED 8 15418 0 0
HAMPSHIRE GROUP LTD COMMON 408859106 306 15600 SH DEFINED 3 15600 0 0
HAMPSHIRE GROUP LTD COMMON 408859106 13103 668200 SH DEFINED 3 668200 0 0
JOHN HAN BK & THRIFT OPP FD CF COMMON 409735107 39 4000 SH DEFINED 24 4000 0 0
HANCOCK FABRICS INC COMMON 409900107 10 1550 SH DEFINED 6 1550 0 0
HANCOCK HOLDING CO COMMON 410120109 2566 74600 SH DEFINED 1 74600 0 0
HANCOCK HOLDING CO COMMON 410120109 2346 68200 SH DEFINED 15 38500 0 29700
HANCOCK HOLDING CO COMMON 410120109 48 1400 SH DEFINED 15,14 1400 0 0
HANCOCK HOLDING CO COMMON 410120109 760 22100 SH DEFINED 5,15 22100 0 0
JOHN HANCOCK INCOME SECS TR CF COMMON 410123103 27 1800 SH DEFINED 24 0 0 1800
JOHN HAN PATR PREM DIV FD I CE COMMON 41013Q101 18 1926 SH DEFINED 24 0 0 1926
JOHN HANCOCK PFD INCOME III CF COMMON 41021P103 45 2043 SH DEFINED 24 0 0 2043
HANDLEMAN CO COMMON 410252100 485 29400 SH DEFINED 15 16500 0 12900
HANDLEMAN CO COMMON 410252100 7 400 SH DEFINED 15,14 400 0 0
HANDLEMAN CO COMMON 410252100 122 7400 SH DEFINED 5,15 7400 0 0
HANOVER CAPITAL MTG HLDGS INC COMMON 410761100 21 2024 SH DEFINED 24 0 0 2024
HARBOR FLORIDA BANCSHARES COMMON 411901101 3179 84900 SH DEFINED 1 84900 0 0
HARBOR FLORIDA BANCSHARES COMMON 411901101 41 1100 SH DEFINED 9,7 1100 0 0
HARBOR FLORIDA BANCSHARES COMMON 411901101 644 17200 SH DEFINED 15 9700 0 7500
HARBOR FLORIDA BANCSHARES COMMON 411901101 15 400 SH DEFINED 15,14 400 0 0
HARBOR FLORIDA BANCSHARES COMMON 411901101 359 9600 SH DEFINED 2 9600 0 0
HARBOR FLORIDA BANCSHARES COMMON 411901101 228 6100 SH DEFINED 5,15 6100 0 0
HARBOR FLORIDA BANCSHARES COMMON 411901101 197 5250 SH DEFINED 6 5250 0 0
HARLAND (JOHN H.) CO COMMON 412693103 3701 97400 SH DEFINED 1 97400 0 0
HARLAND (JOHN H.) CO COMMON 412693103 3633 95600 SH DEFINED 15 57400 0 38200
HARLAND (JOHN H.) CO COMMON 412693103 68 1800 SH DEFINED 15,14 1800 0 0
HARLAND (JOHN H.) CO COMMON 412693103 114 3000 SH DEFINED 24 3000 0 0
HARLAND (JOHN H.) CO COMMON 412693103 1421 37400 SH DEFINED 5,15 37400 0 0
HARLEY-DAVIDSON INC COMMON 412822108 9275 187000 SH DEFINED 1 187000 0 0
HARLEY-DAVIDSON INC COMMON 412822108 10526 212215 SH DEFINED 15 178805 0 33410
HARLEY-DAVIDSON INC COMMON 412822108 213 4300 SH DEFINED 15,14 4300 0 0
HARLEY-DAVIDSON INC COMMON 412822108 4 90 SH DEFINED 2 90 0 0
HARLEY-DAVIDSON INC COMMON 412822108 663 13357 SH DEFINED 23 13357 0 0
HARLEY-DAVIDSON INC COMMON 412822108 967 19493 SH DEFINED 24 2875 0 16618
HARLEY-DAVIDSON INC COMMON 412822108 248 5002 SH DEFINED 6 5002 0 0
HARLEY-DAVIDSON INC COMMON 412822108 958 19320 SH DEFINED 8 19320 0 0
HARMAN INTERNATIONAL COMMON 413086109 54161 665700 SH DEFINED 1 665700 0 0
HARMAN INTERNATIONAL COMMON 413086109 56399 693200 SH DEFINED 1,2 693200 0 0
HARMAN INTERNATIONAL COMMON 413086109 203 2500 SH DEFINED 15 0 0 2500
HARMAN INTERNATIONAL COMMON 413086109 12489 153500 SH DEFINED 2 150500 0 3000
HARMAN INTERNATIONAL COMMON 413086109 98 1200 SH DEFINED 23 1200 0 0
HARMAN INTERNATIONAL COMMON 413086109 107 1320 SH DEFINED 24 60 0 1260
HARMAN INTERNATIONAL COMMON 413086109 8151 100180 SH DEFINED 6 100180 0 0
HARMAN INTERNATIONAL COMMON 413086109 136 1671 SH DEFINED 8 1671 0 0
HARMONY GOLD MNG SPON ADR COMMON 413216300 3030 354000 SH DEFINED 1 354000 0 0
HARMONY GOLD MNG SPON ADR COMMON 413216300 856 100000 SH DEFINED 2 100000 0 0
HARMONY GOLD MNG SPON ADR COMMON 413216300 17 2000 SH DEFINED 24 0 0 2000
HARRAH'S ENTERTAINMENT INC COMMON 413619107 77006 1068490 SH DEFINED 1 1068490 0 0
HARRAH'S ENTERTAINMENT INC COMMON 413619107 751 10414 SH DEFINED 9,15 10414 0 0
HARRAH'S ENTERTAINMENT INC COMMON 413619107 3779 52429 SH DEFINED 15 49164 0 3265
HARRAH'S ENTERTAINMENT INC COMMON 413619107 7118 98770 SH DEFINED 15,14 98770 0 0
HARRAH'S ENTERTAINMENT INC COMMON 413619107 600 8322 SH DEFINED 15,8 8322 0 0
HARRAH'S ENTERTAINMENT INC COMMON 413619107 133 1850 SH DEFINED 2 1850 0 0
HARRAH'S ENTERTAINMENT INC COMMON 413619107 210 2908 SH DEFINED 23 2908 0 0
HARRAH'S ENTERTAINMENT INC COMMON 413619107 257 3564 SH DEFINED 24 377 0 3187
HARRAH'S ENTERTAINMENT INC COMMON 413619107 206603 2866700 SH DEFINED 3 2866700 0 0
HARRAH'S ENTERTAINMENT INC COMMON 413619107 1715 23800 SH DEFINED 3,22 23800 0 0
HARRAH'S ENTERTAINMENT INC COMMON 413619107 17976 249429 SH DEFINED 6 248329 1100 0
HARRAH'S ENTERTAINMENT INC COMMON 413619107 325 4510 SH DEFINED 8 4510 0 0
HARRIS CORP COMMON 413875105 14402 461450 SH DEFINED 1 460800 0 650
HARRIS CORP COMMON 413875105 713 22845 SH DEFINED 9 22845 0 0
HARRIS CORP COMMON 413875105 1049 33600 SH DEFINED 9,15 33600 0 0
HARRIS CORP COMMON 413875105 660 21150 SH DEFINED 15 17850 0 3300
HARRIS CORP COMMON 413875105 256 8200 SH DEFINED 15,8 8200 0 0
HARRIS CORP COMMON 413875105 100 3200 SH DEFINED 23 3200 0 0
HARRIS CORP COMMON 413875105 19 600 SH DEFINED 24 0 0 600
HARRIS CORP COMMON 413875105 213 6814 SH DEFINED 6 6814 0 0
HARRIS CORP COMMON 413875105 284 9100 SH DEFINED 8 9100 0 0
HARRIS CORP COMMON 413875105 25 792 SH DEFINED 8,10 792 0 0
HARSCO CORP COMMON 415864107 7 123 SH DEFINED 4 123 0 0
HARTE-HANKS INC COMMON 416196103 14102 474327 SH DEFINED 1 474327 0 0
HARTE-HANKS INC COMMON 416196103 971 32650 SH DEFINED 15,14 32650 0 0
HARTE-HANKS INC COMMON 416196103 19 650 SH DEFINED 2 650 0 0
HARTE-HANKS INC COMMON 416196103 89 3000 SH DEFINED 24 3000 0 0
HARTE-HANKS INC COMMON 416196103 33189 1116350 SH DEFINED 3 1116350 0 0
HARTFORD FINANCIAL SVCS GRP COMMON 416515104 151889 2031140 SH DEFINED 1 2031140 0 0
HARTFORD FINANCIAL SVCS GRP COMMON 416515104 16826 225000 SH DEFINED 1,2 225000 0 0
HARTFORD FINANCIAL SVCS GRP COMMON 416515104 4083 54600 SH DEFINED 9,15 54600 0 0
HARTFORD FINANCIAL SVCS GRP COMMON 416515104 18493 247304 SH DEFINED 15 229682 0 16937
HARTFORD FINANCIAL SVCS GRP COMMON 416515104 2647 35400 SH DEFINED 15,8 35400 0 0
HARTFORD FINANCIAL SVCS GRP COMMON 416515104 10140 135600 SH DEFINED 2 135600 0 0
HARTFORD FINANCIAL SVCS GRP COMMON 416515104 202 2700 SH DEFINED 23 2700 0 0
HARTFORD FINANCIAL SVCS GRP COMMON 416515104 45 600 SH DEFINED 24 200 0 400
HARTFORD FINANCIAL SVCS GRP COMMON 416515104 0 1 SH DEFINED 4 1 0 0
HARTFORD FINANCIAL SVCS GRP COMMON 416515104 357 4775 SH DEFINED 5,15 0 0 4775
HARTFORD FINANCIAL SVCS GRP COMMON 416515104 361 4825 SH DEFINED 6 4825 0 0
HARTFORD FINANCIAL SVCS GRP COMMON 416515104 745 9965 SH DEFINED 8 9965 0 0
HARTFORD FINL SVCS CVP(HIG)7.0 CONVERT 416515500 296 4275 SH DEFINED 6 4275 0 0
HARTMARX CORPORATION COMMON 417119104 1360 135100 SH DEFINED 15 75700 0 59400
HARTMARX CORPORATION COMMON 417119104 27 2700 SH DEFINED 15,14 2700 0 0
HARTMARX CORPORATION COMMON 417119104 434 43100 SH DEFINED 5,15 43100 0 0
HARVEST NATURAL RESOURCES INC COMMON 41754V103 236 21600 SH DEFINED 1 21600 0 0
HARVEST NATURAL RESOURCES INC COMMON 41754V103 6479 592800 SH DEFINED 15 335500 0 257300
HARVEST NATURAL RESOURCES INC COMMON 41754V103 133 12200 SH DEFINED 15,14 12200 0 0
HARVEST NATURAL RESOURCES INC COMMON 41754V103 1455 133100 SH DEFINED 5,15 133100 0 0
HASBRO INC COMMON 418056107 7174 345075 SH DEFINED 15 343295 0 1780
HASBRO INC COMMON 418056107 677 32557 SH DEFINED 15 28057 0 4500
HASBRO INC COMMON 418056107 877 42200 SH DEFINED 15,14 42200 0 0
HASBRO INC COMMON 418056107 148 7100 SH DEFINED 15,8 7100 0 0
HASBRO INC COMMON 418056107 18 850 SH DEFINED 2 850 0 0
HASBRO INC COMMON 418056107 133 6400 SH DEFINED 6 6400 0 0
HASBRO INC COMMON 418056107 132 6356 SH DEFINED 8 6356 0 0
HAWAIIAN ELECTRIC INDS COMMON 419870100 8 300 SH DEFINED 24 0 0 300
HEALTH CARE PPTYS INVEST INC COMMON 421915109 34665 1282000 SH DEFINED 15 1207400 0 74600
HEALTH CARE PPTYS INVEST INC COMMON 421915109 57 2124 SH DEFINED 24 1600 0 524
HEALTH CARE PPTYS INVEST INC COMMON 421915109 1338 49500 SH DEFINED 6 49500 0 0
HEALTH MGMT ASSOCIATES INC CL COMMON 421933102 5587 213400 SH DEFINED 1 213400 0 0
HEALTH MGMT ASSOCIATES INC CL COMMON 421933102 26180 1000000 SH DEFINED 1,2 1000000 0 0
HEALTH MGMT ASSOCIATES INC CL COMMON 421933102 628 23975 SH DEFINED 15 23975 0 0
HEALTH MGMT ASSOCIATES INC CL COMMON 421933102 4664 178150 SH DEFINED 2 178150 0 0
HEALTH MGMT ASSOCIATES INC CL COMMON 421933102 733 28000 SH DEFINED 24 28000 0 0
HEALTH MGMT ASSOCIATES INC CL COMMON 421933102 50 1900 SH DEFINED 6 1900 0 0
HEALTH MGMT ASSOCIATES INC CL COMMON 421933102 223 8526 SH DEFINED 8 8526 0 0
HEALTH MANAGE CVT(HMA) 144A 1. CONVERT 421933AE2 13473 12475000 SH DEFINED 15 1825000 0 10650000
HEALTH MANAGEMENTCVT(INMARS) 1 CONVERT 421933AF9 2754 2550000 SH DEFINED 15 300000 0 2250000
HEALTHCARE REALTY TRUST INC COMMON 421946104 45533 1179300 SH DEFINED 15 1125500 0 53800
HEALTH CARE REIT INC COMMON 42217K106 40957 1086687 SH DEFINED 15 969200 0 117487
HEALTH CARE REIT INC COMMON 42217K106 14 375 SH DEFINED 6 375 0 0
HEALTHEXTRAS INC COMMON 422211102 3021 150500 SH DEFINED 1 150500 0 0
HEALTH NET INC COMMON 42222G108 23472 615100 SH DEFINED 1 615100 0 0
HEALTH NET INC COMMON 42222G108 2938 77000 SH DEFINED 15,22 77000 0 0
HEALTH NET INC COMMON 42222G108 1240 32500 SH DEFINED 2 32500 0 0
HEALTH NET INC COMMON 42222G108 176 4616 SH DEFINED 8 4616 0 0
HEARST CL ARGYLE TELEVISION IN COMMON 422317107 81 3300 SH DEFINED 15 3300 0 0
HEARST CL ARGYLE TELEVISION IN COMMON 422317107 158 6429 SH DEFINED 24 0 0 6429
HEARTLAND EXPRESS INC COMMON 422347104 8907 458400 SH DEFINED 1 458400 0 0
HEARTLAND EXPRESS INC COMMON 422347104 204 10500 SH DEFINED 15 10500 0 0
HEARTLAND EXPRESS INC COMMON 422347104 2660 136900 SH DEFINED 2 136900 0 0
HECLA MINING CO COMMON 422704106 410 90000 SH DEFINED 2 90000 0 0
HECLA MINING CO COMMON 422704106 103 22500 SH DEFINED 24 0 0 22500
HEICO CORP COMMON 422806109 23 1000 SH DEFINED 15 1000 0 0
HEICO CORP COMMON 422806109 59 2500 SH DEFINED 5,15 2500 0 0
HEINZ (H.J.) CO COMMON 423074103 179 5060 SH DEFINED 15 5060 0 0
HEINZ (H.J.) CO COMMON 423074103 2579 72800 SH DEFINED 9,15 72800 0 0
HEINZ (H.J.) CO COMMON 423074103 11245 317486 SH DEFINED 15 291186 0 26300
HEINZ (H.J.) CO COMMON 423074103 2033 57400 SH DEFINED 15,8 57400 0 0
HEINZ (H.J.) CO COMMON 423074103 1085 30631 SH DEFINED 23 30631 0 0
HEINZ (H.J.) CO COMMON 423074103 412 11640 SH DEFINED 24 7659 0 3981
HEINZ (H.J.) CO COMMON 423074103 25 700 SH DEFINED 5,15 700 0 0
HEINZ (H.J.) CO COMMON 423074103 140 3962 SH DEFINED 6 3962 0 0
HEINZ (H.J.) CO COMMON 423074103 466 13154 SH DEFINED 8 13154 0 0
HELMERICH & PAYNE COMMON 423452101 6409 136600 SH DEFINED 15 118400 0 11200
HELMERICH & PAYNE COMMON 423452101 263 5600 SH DEFINED 15,8 5600 0 0
HELMERICH & PAYNE COMMON 423452101 292 6231 SH DEFINED 23 6231 0 0
HELMERICH & PAYNE COMMON 423452101 23 500 SH DEFINED 24 0 0 500
HELMERICH & PAYNE COMMON 423452101 52 1100 SH DEFINED 5,15 1100 0 0
HELMERICH & PAYNE COMMON 423452101 65 1375 SH DEFINED 6 300 375 700
HELMERICH & PAYNE COMMON 423452101 183 3901 SH DEFINED 8 3901 0 0
HENRY (JACK) & ASSOCIATES COMMON 426281101 6114 333900 SH DEFINED 1 333900 0 0
HENRY (JACK) & ASSOCIATES COMMON 426281101 9 486 SH DEFINED 6 486 0 0
HERCULES INC COMMON 427056106 156 10998 SH DEFINED 15 10998 0 0
HERCULES INC COMMON 427056106 20 1380 SH DEFINED 6 1380 0 0
HERITAGE PROPERTY INVESTMENT COMMON 42725M107 24251 692500 SH DEFINED 15 548200 0 144300
HERSHEY CO/THE COMMON 427866108 14394 231780 SH DEFINED 1 231780 0 0
HERSHEY CO/THE COMMON 427866108 31050 500000 SH DEFINED 1,2 500000 0 0
HERSHEY CO/THE COMMON 427866108 1397 22500 SH DEFINED 9 22500 0 0
HERSHEY CO/THE COMMON 427866108 4795 77210 SH DEFINED 9,15 77210 0 0
HERSHEY CO/THE COMMON 427866108 17462 281185 SH DEFINED 15 252485 0 28700
HERSHEY CO/THE COMMON 427866108 255 4100 SH DEFINED 15,14 4100 0 0
HERSHEY CO/THE COMMON 427866108 1565 25200 SH DEFINED 15,8 25200 0 0
HERSHEY CO/THE COMMON 427866108 8875 142910 SH DEFINED 2 142910 0 0
HERSHEY CO/THE COMMON 427866108 284 4580 SH DEFINED 23 4580 0 0
HERSHEY CO/THE COMMON 427866108 588 9465 SH DEFINED 24 2530 0 6935
HERSHEY CO/THE COMMON 427866108 36 572 SH DEFINED 4 572 0 0
HERSHEY CO/THE COMMON 427866108 646 10400 SH DEFINED 5,15 10400 0 0
HERSHEY CO/THE COMMON 427866108 989 15932 SH DEFINED 6 15932 0 0
HERSHEY CO/THE COMMON 427866108 490 7893 SH DEFINED 8 7893 0 0
HEWITT ASSOCIATES INC COMMON 42822Q100 6262 236200 SH DEFINED 1 236200 0 0
HEWITT ASSOCIATES INC COMMON 42822Q100 292 11000 SH DEFINED 2 11000 0 0
HEWLETT-PACKARD CO COMMON 428236103 76388 3249160 SH DEFINED 1 1842460 0 1406700
HEWLETT-PACKARD CO COMMON 428236103 4913 208985 SH DEFINED 9,15 208985 0 0
HEWLETT-PACKARD CO COMMON 428236103 1408 59879 SH DEFINED 12 59879 0 0
HEWLETT-PACKARD CO COMMON 428236103 513 21815 SH DEFINED 12,14 21815 0 0
HEWLETT-PACKARD CO COMMON 428236103 36881 1568735 SH DEFINED 15 1495070 0 70225
HEWLETT-PACKARD CO COMMON 428236103 2320 98700 SH DEFINED 15,22 98700 0 0
HEWLETT-PACKARD CO COMMON 428236103 2958 125800 SH DEFINED 15,8 125800 0 0
HEWLETT-PACKARD CO COMMON 428236103 1105 47000 SH DEFINED 20 47000 0 0
HEWLETT-PACKARD CO COMMON 428236103 353 15000 SH DEFINED 23 15000 0 0
HEWLETT-PACKARD CO COMMON 428236103 9877 420110 SH DEFINED 24 115350 0 304760
HEWLETT-PACKARD CO COMMON 428236103 590 25100 SH DEFINED 5,15 0 0 25100
HEWLETT-PACKARD CO COMMON 428236103 1275 54229 SH DEFINED 6 54229 0 0
HEWLETT-PACKARD CO COMMON 428236103 2241 95300 SH DEFINED 8 95300 0 0
HEWLETT-PACKARD(HWP) CVT 0.0 1 CONVERT 428236AC7 5505 9700000 SH DEFINED 15 1425000 0 8275000
HIBBETT SPORTING GOODS INC COMMON 428565105 5377 142100 SH DEFINED 1 142100 0 0
HIBBETT SPORTING GOODS INC COMMON 428565105 1328 35100 SH DEFINED 15 19800 0 15300
HIBBETT SPORTING GOODS INC COMMON 428565105 26 700 SH DEFINED 15,14 700 0 0
HIBBETT SPORTING GOODS INC COMMON 428565105 473 12500 SH DEFINED 5,15 12500 0 0
HIBERNIA CORP CL A COMMON 428656102 25 760 SH DEFINED 15 760 0 0
HIBERNIA CORP CL A COMMON 428656102 644 19400 SH DEFINED 15 18900 0 500
HIBERNIA CORP CL A COMMON 428656102 123 3700 SH DEFINED 15,8 3700 0 0
HIBERNIA CORP CL A COMMON 428656102 40 1218 SH DEFINED 23 1218 0 0
HIBERNIA CORP CL A COMMON 428656102 6 166 SH DEFINED 4 166 0 0
HIBERNIA CORP CL A COMMON 428656102 181 5452 SH DEFINED 8 5452 0 0
HIENERGY TECHNOLOGIES INC COMMON 42952V101 13 18315 SH DEFINED 24 0 0 18315
HIGH INCOME OPPORTUNITY FD CF COMMON 42967Q105 19 3000 SH DEFINED 24 0 0 3000
HIGHWOODS PROPERTIES INC REIT COMMON 431284108 13523 454400 SH DEFINED 15 418400 0 36000
HIGHWOODS PROPERTIES INC REIT COMMON 431284108 54 1800 SH DEFINED 6 1800 0 0
HILB ROGAL & HOBBS CO COMMON 431294107 3708 107800 SH DEFINED 1 107800 0 0
HILB ROGAL & HOBBS CO COMMON 431294107 71 2058 SH DEFINED 8 2058 0 0
HILLTOP COMMUNITY BANCORP INC COMMON 43274N108 3 275 SH DEFINED 24 275 0 0
HILTON HOTELS CORP COMMON 432848109 109309 4583206 SH DEFINED 1 4583206 0 0
HILTON HOTELS CORP COMMON 432848109 23850 1000000 SH DEFINED 1,2 1000000 0 0
HILTON HOTELS CORP COMMON 432848109 127740 5355987 SH DEFINED 15 4036334 0 1196753
HILTON HOTELS CORP COMMON 432848109 2042 85610 SH DEFINED 15,14 85610 0 0
HILTON HOTELS CORP COMMON 432848109 510 21400 SH DEFINED 15,8 21400 0 0
HILTON HOTELS CORP COMMON 432848109 3865 162040 SH DEFINED 2 126740 0 35300
HILTON HOTELS CORP COMMON 432848109 29 1200 SH DEFINED 24 0 0 1200
HILTON HOTELS CORP COMMON 432848109 9752 408900 SH DEFINED 5,15 408900 0 0
HILTON HOTELS CORP COMMON 432848109 186 7782 SH DEFINED 6 6182 1600 0
HILTON HOTELS CORP COMMON 432848109 331 13886 SH DEFINED 8 13886 0 0
HILTON RESOURCES LTD COMMON 432890101 0 1500 SH DEFINED 24 0 0 1500
HITACHI LTD ADR COMMON 433578507 22667 373913 SH DEFINED 12 290988 0 82925
HITACHI LTD ADR COMMON 433578507 17186 283509 SH DEFINED 15 273643 0 9866
HITACHI LTD ADR COMMON 433578507 18 300 SH DEFINED 24 0 0 300
HOLLINGER INTERNATIONAL INC COMMON 435569108 6 600 SH DEFINED 15 600 0 0
HOLLY CORP COMMON 435758305 845 18100 SH DEFINED 15 9400 0 8700
HOLLY CORP COMMON 435758305 19 400 SH DEFINED 15,14 400 0 0
HOLLY CORP COMMON 435758305 103 2200 SH DEFINED 5,15 2200 0 0
HOLLY ENERGY PARTNERS LP COMMON 435763107 314 7100 SH DEFINED 6 7100 0 0
HOLOGIC INC COMMON 436440101 2337 58800 SH DEFINED 1 58800 0 0
HOME DEPOT INC COMMON 437076102 80835 2078030 SH DEFINED 1 1555530 0 522500
HOME DEPOT INC COMMON 437076102 21395 550000 SH DEFINED 1,2 550000 0 0
HOME DEPOT INC COMMON 437076102 1680 43200 SH DEFINED 9 43200 0 0
HOME DEPOT INC COMMON 437076102 24689 634690 SH DEFINED 9,15 634690 0 0
HOME DEPOT INC COMMON 437076102 1189 30556 SH DEFINED 11,8 30556 0 0
HOME DEPOT INC COMMON 437076102 782 20110 SH DEFINED 12 20110 0 0
HOME DEPOT INC COMMON 437076102 265 6800 SH DEFINED 12,14 6800 0 0
HOME DEPOT INC COMMON 437076102 174207 4478326 SH DEFINED 15 4041430 0 434111
HOME DEPOT INC COMMON 437076102 2583 66400 SH DEFINED 15,14 66400 0 0
HOME DEPOT INC COMMON 437076102 7519 193300 SH DEFINED 15,8 193300 0 0
HOME DEPOT INC COMMON 437076102 20892 537060 SH DEFINED 2 537060 0 0
HOME DEPOT INC COMMON 437076102 5740 147560 SH DEFINED 23 147560 0 0
HOME DEPOT INC COMMON 437076102 28786 740003 SH DEFINED 24 52481 0 687522
HOME DEPOT INC COMMON 437076102 809 20800 SH DEFINED 3 20800 0 0
HOME DEPOT INC COMMON 437076102 74 1899 SH DEFINED 4 1899 0 0
HOME DEPOT INC COMMON 437076102 7822 201070 SH DEFINED 5,15 181600 0 19470
HOME DEPOT INC COMMON 437076102 535843 13774891 SH DEFINED 6 13774891 0 0
HOME DEPOT INC COMMON 437076102 152 3900 SH DEFINED 7 3900 0 0
HOME DEPOT INC COMMON 437076102 8088 207915 SH DEFINED 8 207915 0 0
HOME DEPOT INC COMMON 437076102 125 3208 SH DEFINED 8,10 3208 0 0
HOME DEPOT INC COMMON 437076102 1005 25828 SH DEFINED 8,13 25828 0 0
HOME PROPERTIES INC COMMON 437306103 9830 228500 SH DEFINED 15 145000 0 83500
HOME PROPERTIES INC COMMON 437306103 85 1975 SH DEFINED 6 425 550 1000
HONEYWELL INTERNATIONAL INC COMMON 438516106 183402 5006870 SH DEFINED 1 5006870 0 0
HONEYWELL INTERNATIONAL INC COMMON 438516106 45788 1250000 SH DEFINED 1,2 1250000 0 0
HONEYWELL INTERNATIONAL INC COMMON 438516106 353 9642 SH DEFINED 9,15 9642 0 0
HONEYWELL INTERNATIONAL INC COMMON 438516106 56143 1532708 SH DEFINED 15 849330 0 677518
HONEYWELL INTERNATIONAL INC COMMON 438516106 1349 36840 SH DEFINED 15,22 36840 0 0
HONEYWELL INTERNATIONAL INC COMMON 438516106 1165 31800 SH DEFINED 15,8 31800 0 0
HONEYWELL INTERNATIONAL INC COMMON 438516106 10388 283600 SH DEFINED 2 283600 0 0
HONEYWELL INTERNATIONAL INC COMMON 438516106 165 4500 SH DEFINED 2,14 4500 0 0
HONEYWELL INTERNATIONAL INC COMMON 438516106 2001 54635 SH DEFINED 24 1850 0 52785
HONEYWELL INTERNATIONAL INC COMMON 438516106 14802 404089 SH DEFINED 4 404089 0 0
HONEYWELL INTERNATIONAL INC COMMON 438516106 441 12040 SH DEFINED 6 12040 0 0
HONEYWELL INTERNATIONAL INC COMMON 438516106 963 26286 SH DEFINED 8 26286 0 0
HORIZON FINANCIAL CORP COMMON 44041F105 351 15800 SH DEFINED 15 9000 0 6800
HORIZON FINANCIAL CORP COMMON 44041F105 7 300 SH DEFINED 15,14 300 0 0
HORIZON FINANCIAL CORP COMMON 44041F105 131 5900 SH DEFINED 5,15 5900 0 0
HORMEL FOODS CORP COMMON 440452100 8 260 SH DEFINED 15 260 0 0
HORMEL FOODS CORP COMMON 440452100 12 400 SH DEFINED 15 200 0 200
HOSPIRA INC COMMON 441060100 14186 363755 SH DEFINED 1 363000 0 755
HOSPIRA INC COMMON 441060100 7593 194700 SH DEFINED 1,3 194700 0 0
HOSPIRA INC COMMON 441060100 148 3800 SH DEFINED 9,7 3800 0 0
HOSPIRA INC COMMON 441060100 2574 66000 SH DEFINED 9,2 66000 0 0
HOSPIRA INC COMMON 441060100 667 17099 SH DEFINED 15 17099 0 0
HOSPIRA INC COMMON 441060100 1283 32900 SH DEFINED 2 32900 0 0
HOSPIRA INC COMMON 441060100 12 300 SH DEFINED 20 300 0 0
HOSPIRA INC COMMON 441060100 1115 28598 SH DEFINED 24 640 0 27958
HOSPIRA INC COMMON 441060100 0 0 SH DEFINED 3 0 0 0
HOSPIRA INC COMMON 441060100 252 6456 SH DEFINED 6 6456 0 0
HOSPIRA INC COMMON 441060100 185 4745 SH DEFINED 8 4745 0 0
HOSPITALITY PROPERTIES TRUST COMMON 44106M102 35278 800500 SH DEFINED 15 682100 0 118400
HOSPITALITY PROPERTIES TRUST COMMON 44106M102 52 1187 SH DEFINED 24 732 0 455
HOSPITALITY PROPERTIES TRUST COMMON 44106M102 40 900 SH DEFINED 6 900 0 0
HOST MARRIOTT CORP COMMON 44107P104 2971 169760 SH DEFINED 15 169760 0 0
HOST MARRIOTT CORP COMMON 44107P104 173874 9935672 SH DEFINED 15 7713513 0 2021959
HOST MARRIOTT CORP COMMON 44107P104 25 1400 SH DEFINED 24 0 0 1400
HOST MARRIOTT CORP COMMON 44107P104 13010 743400 SH DEFINED 5,15 743400 0 0
HOT TOPIC INC COMMON 441339108 14359 750600 SH DEFINED 1 750600 0 0
HOT TOPIC INC COMMON 441339108 534 27900 SH DEFINED 2 27900 0 0
HOT TOPIC INC COMMON 441339108 85 4450 SH DEFINED 6 950 1250 2250
HOUSTON EXPLORATION COMPANY COMMON 442120101 5438 102500 SH DEFINED 1 102500 0 0
HOUSTON EXPLORATION COMPANY COMMON 442120101 228 4300 SH DEFINED 9,7 4300 0 0
HOUSTON EXPLORATION COMPANY COMMON 442120101 1968 37100 SH DEFINED 2 37100 0 0
HOVNANIAN ENTERPRISES-A COMMON 442487203 2452 37600 SH DEFINED 1 37600 0 0
HOVNANIAN ENTERPRISES-A COMMON 442487203 46 700 SH DEFINED 9,7 700 0 0
HOVNANIAN ENTERPRISES-A COMMON 442487203 378 5800 SH DEFINED 2 5800 0 0
HOVNANIAN ENTERPRISES-A COMMON 442487203 1108 17000 SH DEFINED 23 17000 0 0
HUB GROUP INC CL A COMMON 443320106 1916 76500 SH DEFINED 15 38900 0 37600
HUB GROUP INC CL A COMMON 443320106 43 1700 SH DEFINED 15,14 1700 0 0
HUB GROUP INC CL A COMMON 443320106 220 8800 SH DEFINED 5,15 8800 0 0
HUB GROUP INC CL A COMMON 443320106 26 1025 SH DEFINED 6 225 275 525
HUB INTERNATIONAL LTD COMMON 44332P101 4 197 SH DEFINED 6 197 0 0
HUBBELL INC -CL A COMMON 443510102 82 2000 SH DEFINED 24 0 0 2000
HUBBELL INC CL B COMMON 443510201 1661 37674 SH DEFINED 24 6804 0 30870
HUBBELL INC CL B COMMON 443510201 912 20690 SH DEFINED 6 20690 0 0
HUDSON CITY BANCORP INC COMMON 443683107 45147 3956800 SH DEFINED 1 3956800 0 0
HUDSON CITY BANCORP INC COMMON 443683107 329 28800 SH DEFINED 15 0 0 28800
HUDSON CITY BANCORP INC COMMON 443683107 3366 295000 SH DEFINED 2 260500 0 34500
HUDSON HIGHLAND GROUP INC COMMON 443792106 1737 111400 SH DEFINED 1 111400 0 0
HUDSON UNITED BANCORP COMMON 444165104 2347 65000 SH DEFINED 1 65000 0 0
HUDSON UNITED BANCORP COMMON 444165104 7202 199500 SH DEFINED 15 114900 0 84600
HUDSON UNITED BANCORP COMMON 444165104 144 4000 SH DEFINED 15,14 4000 0 0
HUDSON UNITED BANCORP COMMON 444165104 245 6800 SH DEFINED 15,8 6800 0 0
HUDSON UNITED BANCORP COMMON 444165104 2219 61475 SH DEFINED 24 61475 0 0
HUDSON UNITED BANCORP COMMON 444165104 1816 50300 SH DEFINED 5,15 50300 0 0
HUDSON UNITED BANCORP COMMON 444165104 15 413 SH DEFINED 6 413 0 0
HUGHES SUPPLY INC COMMON 444482103 11574 411900 SH DEFINED 1 411900 0 0
HUGHES SUPPLY INC COMMON 444482103 3715 132200 SH DEFINED 2 132200 0 0
HUGHES SUPPLY INC COMMON 444482103 46 1625 SH DEFINED 6 1625 0 0
HUGOTON ROYALTY TRUST COMMON 444717102 9 300 SH DEFINED 15 300 0 0
HUGOTON ROYALTY TRUST COMMON 444717102 5557 183150 SH DEFINED 24 4000 0 179150
HUMANA INC COMMON 444859102 18890 475340 SH DEFINED 1 475340 0 0
HUMANA INC COMMON 444859102 560 14100 SH DEFINED 9 14100 0 0
HUMANA INC COMMON 444859102 6227 156700 SH DEFINED 9,15 156700 0 0
HUMANA INC COMMON 444859102 44592 1122098 SH DEFINED 15 1004398 0 98000
HUMANA INC COMMON 444859102 525 13200 SH DEFINED 15,14 13200 0 0
HUMANA INC COMMON 444859102 986 24800 SH DEFINED 15,22 24800 0 0
HUMANA INC COMMON 444859102 1602 40300 SH DEFINED 15,8 40300 0 0
HUMANA INC COMMON 444859102 393 9900 SH DEFINED 2 9900 0 0
HUMANA INC COMMON 444859102 96 2411 SH DEFINED 23 2411 0 0
HUMANA INC COMMON 444859102 1462 36800 SH DEFINED 5,15 36800 0 0
HUMANA INC COMMON 444859102 334 8409 SH DEFINED 8 8409 0 0
HUMANA INC COMMON 444859102 31 783 SH DEFINED 8,10 783 0 0
HUMAN GENOME SCIENCES INC COMMON 444903108 162 14000 SH DEFINED 11,2 14000 0 0
HUMAN GENOME SCIENCES INC COMMON 444903108 12 1000 SH DEFINED 24 0 0 1000
HUMMINGBIRD LTD COMMON 44544R101 52520 2474300 SH DEFINED 3 2474300 0 0
HUNT (JB) TRANSPRT SVCS INC COMMON 445658107 12 610 SH DEFINED 15 0 0 610
HUNT (JB) TRANSPRT SVCS INC COMMON 445658107 25 1300 SH DEFINED 15 1300 0 0
HUNTINGTON BANCSHARES COMMON 446150104 128 5300 SH DEFINED 15 5300 0 0
HUNTINGTON BANCSHARES COMMON 446150104 1234 51100 SH DEFINED 9,15 51100 0 0
HUNTINGTON BANCSHARES COMMON 446150104 7769 321844 SH DEFINED 15 298644 0 23200
HUNTINGTON BANCSHARES COMMON 446150104 1803 74700 SH DEFINED 15,8 74700 0 0
HUNTINGTON BANCSHARES COMMON 446150104 174 7200 SH DEFINED 23 7200 0 0
HUNTINGTON BANCSHARES COMMON 446150104 53 2200 SH DEFINED 24 0 0 2200
HUNTINGTON BANCSHARES COMMON 446150104 112 4625 SH DEFINED 6 4625 0 0
HUNTINGTON BANCSHARES COMMON 446150104 243 10067 SH DEFINED 8 10067 0 0
HUNTSMAN CORP COMMON 447011107 168 8300 SH DEFINED 6 5900 2400 0
HURCO COMPANIES INC COMMON 447324104 4 225 SH DEFINED 6 225 0 0
HURON CONSULTING GROUP INC COMMON 447462102 38 1600 SH DEFINED 24 0 0 1600
HUTCHINSON TECH COMMON 448407106 2811 73000 SH DEFINED 1 73000 0 0
HYDRIL COMMON 448774109 1429 26300 SH DEFINED 1 26300 0 0
HYPERION SOLUTIONS CORP COMMON 44914M104 25070 623000 SH DEFINED 1 623000 0 0
HYPERION SOLUTIONS CORP COMMON 44914M104 447 11100 SH DEFINED 2 11100 0 0
HYPERION SOLUTIONS CORP COMMON 44914M104 34 850 SH DEFINED 24 50 0 800
HYPERION SOLUTIONS CORP COMMON 44914M104 3410 84735 SH DEFINED 6 84735 0 0
HYTHIAM INC COMMON 44919F104 4 700 SH DEFINED 24 700 0 0
IAC INTERACTIVECORP COMMON 44919P102 6764 281610 SH DEFINED 1 281610 0 0
IAC INTERACTIVECORP COMMON 44919P102 830 34570 SH DEFINED 15,14 34570 0 0
IAC INTERACTIVECORP COMMON 44919P102 16 680 SH DEFINED 2 680 0 0
IAC INTERACTIVECORP COMMON 44919P102 3556 148025 SH DEFINED 24 147725 0 300
IAC INTERACTIVECORP COMMON 44919P102 294934 12278700 SH DEFINED 3 12278700 0 0
IAC INTERACTIVECORP COMMON 44919P102 2700 112400 SH DEFINED 3,22 112400 0 0
IAC INTERACTIVECORP COMMON 44919P102 7 300 SH DEFINED 6 300 0 0
IAC INTERACTIVECORP COMMON 44919P102 304 12649 SH DEFINED 8 12649 0 0
ICOS CORPORATION COMMON 449295104 6 300 SH DEFINED 24 0 0 300
ICU MEDICAL INC COMMON 44930G107 782 24300 SH DEFINED 15 17400 0 6900
ICU MEDICAL INC COMMON 44930G107 10 300 SH DEFINED 15,14 300 0 0
ICU MEDICAL INC COMMON 44930G107 125 3900 SH DEFINED 5,15 3900 0 0
IHOP CORP COMMON 449623107 152 3500 SH DEFINED 3 3500 0 0
IHOP CORP COMMON 449623107 3180 73300 SH DEFINED 3 73300 0 0
ING PRIME RATE TRUST CF COMMON 44977W106 1 200 SH DEFINED 24 200 0 0
IPCS INC COMMON 44980Y305 5941 184230 SH DEFINED 1 184230 0 0
IPCS INC COMMON 44980Y305 32 997 SH DEFINED 2,22 997 0 0
ING CLARION GL R/E INCOME FD C COMMON 44982G104 128 8289 SH DEFINED 24 0 0 8289
IMS HEALTH INC COMMON 449934108 48955 1976400 SH DEFINED 1 1976400 0 0
IMS HEALTH INC COMMON 449934108 126 5100 SH DEFINED 1,3 5100 0 0
IMS HEALTH INC COMMON 449934108 1325 53500 SH DEFINED 9,15 53500 0 0
IMS HEALTH INC COMMON 449934108 520 21005 SH DEFINED 11,8 21005 0 0
IMS HEALTH INC COMMON 449934108 11425 461261 SH DEFINED 15 404461 0 49800
IMS HEALTH INC COMMON 449934108 1464 59100 SH DEFINED 15,8 59100 0 0
IMS HEALTH INC COMMON 449934108 5697 230000 SH DEFINED 2 230000 0 0
IMS HEALTH INC COMMON 449934108 655 26453 SH DEFINED 23 26453 0 0
IMS HEALTH INC COMMON 449934108 499 20154 SH DEFINED 24 6240 0 13914
IMS HEALTH INC COMMON 449934108 243038 9811800 SH DEFINED 3 9811800 0 0
IMS HEALTH INC COMMON 449934108 3002 121200 SH DEFINED 3,22 121200 0 0
IMS HEALTH INC COMMON 449934108 27906 1126608 SH DEFINED 4 1126608 0 0
IMS HEALTH INC COMMON 449934108 163 6600 SH DEFINED 5,15 6600 0 0
IMS HEALTH INC COMMON 449934108 243 9800 SH DEFINED 5,2 9800 0 0
IMS HEALTH INC COMMON 449934108 396 15987 SH DEFINED 6 13387 2600 0
IMS HEALTH INC COMMON 449934108 1720 69428 SH DEFINED 8 69428 0 0
IMS HEALTH INC COMMON 449934108 480 19397 SH DEFINED 8,13 19397 0 0
ISTAR FINANCIAL INC COMMON 45031U101 25 600 SH DEFINED 15 0 0 600
ISTAR FINANCIAL INC COMMON 45031U101 29976 720750 SH DEFINED 15 720750 0 0
ISTAR FINANCIAL INC COMMON 45031U101 17 400 SH DEFINED 24 0 0 400
ISTAR FINANCIAL INC COMMON 45031U101 78 1870 SH DEFINED 6 1870 0 0
ISTA PHARMACEUTICALS INC COMMON 45031X204 4 446 SH DEFINED 15 0 0 446
ISTA PHARMACEUTICALS INC COMMON 45031X204 842 101162 SH DEFINED 18 0 0 101162
ITLA CAPITAL CORPORATION COMMON 450565106 1256 23300 SH DEFINED 15 13100 0 10200
ITLA CAPITAL CORPORATION COMMON 450565106 27 500 SH DEFINED 15,14 500 0 0
ITLA CAPITAL CORPORATION COMMON 450565106 356 6600 SH DEFINED 5,15 6600 0 0
ITT EDUCATIONAL SERVICES INC COMMON 45068B109 139 2600 SH DEFINED 15 2600 0 0
ITT EDUCATIONAL SERVICES INC COMMON 45068B109 144 2700 SH DEFINED 15,8 2700 0 0
ITT EDUCATIONAL SERVICES INC COMMON 45068B109 11 215 SH DEFINED 6 215 0 0
IBIS TECHNOLOGY CORP COMMON 450909106 9 4400 SH DEFINED 24 4400 0 0
ITT INDUSTRIES INC COMMON 450911102 77059 789300 SH DEFINED 1 789300 0 0
ITT INDUSTRIES INC COMMON 450911102 117 1200 SH DEFINED 1,3 1200 0 0
ITT INDUSTRIES INC COMMON 450911102 2476 25366 SH DEFINED 15 21766 0 3600
ITT INDUSTRIES INC COMMON 450911102 7244 74200 SH DEFINED 2 69900 0 4300
ITT INDUSTRIES INC COMMON 450911102 1113 11400 SH DEFINED 23 11400 0 0
ITT INDUSTRIES INC COMMON 450911102 2009 20575 SH DEFINED 24 20025 0 550
ITT INDUSTRIES INC COMMON 450911102 9255 94800 SH DEFINED 3 94800 0 0
ITT INDUSTRIES INC COMMON 450911102 39262 402146 SH DEFINED 4 402146 0 0
ITT INDUSTRIES INC COMMON 450911102 234 2400 SH DEFINED 5,2 2400 0 0
ITT INDUSTRIES INC COMMON 450911102 264 2700 SH DEFINED 6 2000 700 0
ITT INDUSTRIES INC COMMON 450911102 286 2928 SH DEFINED 8 2928 0 0
IAMGOLD CORPORATION COMMON 450913108 5064 750000 SH DEFINED 1 750000 0 0
IAMGOLD CORPORATION COMMON 450913108 4567 676500 SH DEFINED 1,3 676500 0 0
IAMGOLD CORPORATION COMMON 450913108 1201 177900 SH DEFINED 2 177900 0 0
IAMGOLD CORPORATION COMMON 450913108 5602 829680 SH DEFINED 3 829680 0 0
IAMGOLD CORP COMMON 450913108 7 1000 SH DEFINED 6 1000 0 0
ICICI BANK LTD ADR COMMON 45104G104 6707 306975 SH DEFINED 9 306975 0 0
ICICI BANK LTD ADR COMMON 45104G104 212 9700 SH DEFINED 9,15 9700 0 0
ICICI BANK LTD ADR COMMON 45104G104 10958 501492 SH DEFINED 9,22 501492 0 0
ICICI BANK LTD ADR COMMON 45104G104 7097 324809 SH DEFINED 9,7 324809 0 0
ICICI BANK LTD ADR COMMON 45104G104 1529 69968 SH DEFINED 12,14 69968 0 0
ICICI BANK LTD ADR COMMON 45104G104 185 8456 SH DEFINED 7 8456 0 0
IDENIX PHARMACEUTICALS INC COMMON 45166R204 156 7200 SH DEFINED 11,2 7200 0 0
IDEX CORP COMMON 45167R104 10174 263500 SH DEFINED 1 263500 0 0
IDEX CORP COMMON 45167R104 3205 83000 SH DEFINED 2 83000 0 0
IDEXX LABORATORIES INC COMMON 45168D104 18886 303000 SH DEFINED 1 303000 0 0
IDEXX LABORATORIES INC COMMON 45168D104 835 13400 SH DEFINED 15 13400 0 0
IDEXX LABORATORIES INC COMMON 45168D104 75 1200 SH DEFINED 20 1200 0 0
IDEXX LABORATORIES INC COMMON 45168D104 31 500 SH DEFINED 24 0 0 500
IDEXX LABORATORIES INC COMMON 45168D104 4338 69600 SH DEFINED 3 69600 0 0
IKON OFFICE SOLUTIONS INC COMMON 451713101 4363 458800 SH DEFINED 1 458800 0 0
ILLINOIS TOOL WORKS COMMON 452308109 84551 1061132 SH DEFINED 1 1061132 0 0
ILLINOIS TOOL WORKS COMMON 452308109 28948 363300 SH DEFINED 1,2 363300 0 0
ILLINOIS TOOL WORKS COMMON 452308109 247 3100 SH DEFINED 9,15 3100 0 0
ILLINOIS TOOL WORKS COMMON 452308109 42620 534887 SH DEFINED 15 308789 0 224128
ILLINOIS TOOL WORKS COMMON 452308109 990 12420 SH DEFINED 15,22 12420 0 0
ILLINOIS TOOL WORKS COMMON 452308109 438 5500 SH DEFINED 15,8 5500 0 0
ILLINOIS TOOL WORKS COMMON 452308109 5215 65445 SH DEFINED 2 65445 0 0
ILLINOIS TOOL WORKS COMMON 452308109 96 1200 SH DEFINED 23 1200 0 0
ILLINOIS TOOL WORKS COMMON 452308109 52184 654923 SH DEFINED 24 106737 0 548186
ILLINOIS TOOL WORKS COMMON 452308109 0 1 SH DEFINED 4 1 0 0
ILLINOIS TOOL WORKS COMMON 452308109 516 6476 SH DEFINED 6 6476 0 0
ILLINOIS TOOL WORKS COMMON 452308109 159 2000 SH DEFINED 7 2000 0 0
ILLINOIS TOOL WORKS COMMON 452308109 721 9045 SH DEFINED 8 9045 0 0
ILLUMINA INC COMMON 452327109 372 30800 SH DEFINED 3 30800 0 0
ILLUMINA INC COMMON 452327109 745 61700 SH DEFINED 15 31900 0 29800
ILLUMINA INC COMMON 452327109 17 1400 SH DEFINED 15,14 1400 0 0
ILLUMINA INC COMMON 452327109 11031 913900 SH DEFINED 3 913900 0 0
ILLUMINA INC COMMON 452327109 100 8300 SH DEFINED 5,15 8300 0 0
IMATION CORP COMMON 45245A107 508 13100 SH DEFINED 1 13100 0 0
IMATION CORP COMMON 45245A107 12 306 SH DEFINED 24 0 0 306
IMATION CORP COMMON 45245A107 15 396 SH DEFINED 6 396 0 0
IMAX CORP COMMON 45245E109 10110 1017100 SH DEFINED 1 1017100 0 0
IMAX CORP COMMON 45245E109 3280 330000 SH DEFINED 2 330000 0 0
IMCLONE SYSTEMS COMMON 45245W109 4305 139000 SH DEFINED 3 139000 0 0
IMCLONE SYSTEMS COMMON 45245W109 853 27533 SH DEFINED 6 27533 0 0
IMAGISTICS INTL INC COMMON 45247T104 10 352 SH DEFINED 24 0 0 352
IMMUCOR INC COMMON 452526106 11008 380244 SH DEFINED 1 380244 0 0
IMMUCOR INC COMMON 452526106 2643 91300 SH DEFINED 15 46800 0 44500
IMMUCOR INC COMMON 452526106 61 2100 SH DEFINED 15,14 2100 0 0
IMMUCOR INC COMMON 452526106 3461 119550 SH DEFINED 2 119550 0 0
IMMUCOR INC COMMON 452526106 316 10900 SH DEFINED 5,15 10900 0 0
IMMUNE RESPONSE CORP- WARRANT COMMON 45252T122 2 10592 SH DEFINED 6 10592 0 0
IMMUNOGEN INC COMMON 45253H101 19 3200 SH DEFINED 15 1100 0 2100
IMMUNOGEN INC COMMON 45253H101 12 2000 SH DEFINED 6 2000 0 0
IMPERIAL OIL LTD COMMON 453038408 1283 15400 SH DEFINED 9,15 15400 0 0
IMPERIAL OIL LTD COMMON 453038408 29876 358700 SH DEFINED 3 358700 0 0
IMPERIAL OIL LTD COMMON 453038408 592 7102 SH DEFINED 8 7102 0 0
IMPERIAL TOBACCO GROUP ADR COMMON 453142101 1871 34379 SH DEFINED 4 34379 0 0
INAMED CORP COMMON 453235103 20201 301500 SH DEFINED 1 301500 0 0
INAMED CORP COMMON 453235103 322 4800 SH DEFINED 15 1500 0 3300
INAMED CORP COMMON 453235103 1642 24500 SH DEFINED 2 20000 0 4500
INCO LTD COMMON 453258402 4530 120000 SH DEFINED 1 120000 0 0
INCO LTD COMMON 453258402 18944 502800 SH DEFINED 3 502800 0 0
INCO LTD COMMON 453258402 3 69 SH DEFINED 4 69 0 0
INCO LTD COMMON 453258402 162 4300 SH DEFINED 6 4300 0 0
INCO LTD COMMON 453258402 337 8955 SH DEFINED 8 8955 0 0
INCYTE CORP COMMON 45337C102 2598 363400 SH DEFINED 1 363400 0 0
INCYTE CORP COMMON 45337C102 709 99100 SH DEFINED 11,2 99100 0 0
INCYTE CORP COMMON 45337C102 150 21000 SH DEFINED 15,22 21000 0 0
INCYTE CORP COMMON 45337C102 65 9100 SH DEFINED 2 9100 0 0
INDEPENDENCE COMMUNITY BANK COMMON 453414104 30792 833800 SH DEFINED 1 833800 0 0
INDEPENDENCE COMMUNITY BANK COMMON 453414104 1333 36100 SH DEFINED 2 36100 0 0
INDEPENDENT BANK CORP MASS COMMON 453836108 322 11400 SH DEFINED 15 6800 0 4600
INDEPENDENT BANK CORP MASS COMMON 453836108 6 200 SH DEFINED 15,14 200 0 0
INDEPENDENT BANK CORP MASS COMMON 453836108 127 4500 SH DEFINED 5,15 4500 0 0
INDEPENDENT BANK CORP - MICH COMMON 453838104 1058 37200 SH DEFINED 15 20500 0 16700
INDEPENDENT BANK CORP - MICH COMMON 453838104 23 800 SH DEFINED 15,14 800 0 0
INDEPENDENT BANK CORP - MICH COMMON 453838104 256 9000 SH DEFINED 5,15 9000 0 0
INDEVUS PHARMACEUTICALS INC COMMON 454072109 5453 2130000 SH DEFINED 1 2130000 0 0
INDEVUS PHARMACEUTICALS INC COMMON 454072109 205 80000 SH DEFINED 11,2 80000 0 0
INDEVUS PHARMACEUTICALS INC COMMON 454072109 850 332000 SH DEFINED 15,22 332000 0 0
INDEVUS PHARMACEUTICALS INC COMMON 454072109 310 120900 SH DEFINED 2 120900 0 0
INDIA FUND INC COMMON 454089103 203 6798 SH DEFINED 24 0 0 6798
INDIA FUND INC COMMON 454089103 2077 69581 SH DEFINED 6 69581 0 0
INDYMAC MORTGAGE HOLDINGS COMMON 456607100 1004 24640 SH DEFINED 1 24640 0 0
INDYMAC MORTGAGE HOLDINGS COMMON 456607100 884 21700 SH DEFINED 9 21700 0 0
INDYMAC MORTGAGE HOLDINGS COMMON 456607100 3523 86500 SH DEFINED 15 79800 0 6700
INDYMAC MORTGAGE HOLDINGS COMMON 456607100 827 20300 SH DEFINED 15,8 20300 0 0
INDYMAC MORTGAGE HOLDINGS COMMON 456607100 41 1000 SH DEFINED 24 0 0 1000
INDYMAC MORTGAGE HOLDINGS COMMON 456607100 29 700 SH DEFINED 5,15 700 0 0
INFOCROSSING INC COMMON 45664X109 2429 194800 SH DEFINED 1 194800 0 0
INFINITY PROPERTY & CASUALTY COMMON 45665Q103 2494 71500 SH DEFINED 15 47200 0 24300
INFINITY PROPERTY & CASUALTY COMMON 45665Q103 38 1100 SH DEFINED 15,14 1100 0 0
INFINITY PROPERTY & CASUALTY COMMON 45665Q103 206 5900 SH DEFINED 5,15 5900 0 0
INFOSYS TECHNOLOGIES LTD ADR COMMON 456788108 15536 200200 SH DEFINED 1 200200 0 0
INFOSYS TECHNOLOGIES LTD ADR COMMON 456788108 161 2080 SH DEFINED 1,3 2080 0 0
INFOSYS TECHNOLOGIES LTD ADR COMMON 456788108 466 6000 SH DEFINED 9 6000 0 0
INFOSYS TECHNOLOGIES LTD ADR COMMON 456788108 2483 32000 SH DEFINED 2 32000 0 0
INFOSYS TECHNOLOGIES LTD ADR COMMON 456788108 372 4800 SH DEFINED 20 4800 0 0
INFOSYS TECHNOLOGIES LTD ADR COMMON 456788108 1876 24171 SH DEFINED 4 24171 0 0
INFOSPACE INC COMMON 45678T201 3135 95200 SH DEFINED 15 83200 0 7400
INFOSPACE INC COMMON 45678T201 112 3400 SH DEFINED 15,8 3400 0 0
INFOSPACE INC COMMON 45678T201 23 700 SH DEFINED 5,15 700 0 0
INFOSPACE INC COMMON 45678T201 36 1100 SH DEFINED 6 250 300 550
INFOUSA INC COMMON 456818301 282 24100 SH DEFINED 15 12300 0 11800
INFOUSA INC COMMON 456818301 7 600 SH DEFINED 15,14 600 0 0
INFOUSA INC COMMON 456818301 35 3000 SH DEFINED 5,15 3000 0 0
ING GROEP NV ADR COMMON 456837103 29494 1051469 SH DEFINED 12 1024044 0 27425
ING GROEP NV ADR COMMON 456837103 0 0 SH DEFINED 12,14 0 0 0
ING GROEP NV ADR COMMON 456837103 34671 1236030 SH DEFINED 15 1184316 0 51714
ING GROEP NV ADR COMMON 456837103 13 464 SH DEFINED 24 384 0 80
INFRASOURCE SERVICES INC COMMON 45684P102 1860 178500 SH DEFINED 1 178500 0 0
INGLES MARKETS INC -CL A COMMON 457030104 34 2500 SH DEFINED 15 1900 0 600
INGLES MARKETS INC -CL A COMMON 457030104 51 3700 SH DEFINED 5,15 3700 0 0
INGRAM MICRO INC CL A COMMON 457153104 3555 227000 SH DEFINED 1 225000 0 2000
INGRAM MICRO INC CL A COMMON 457153104 210 13400 SH DEFINED 15 13400 0 0
INHIBITEX INC COMMON 45719T103 151 20000 SH DEFINED 11,2 20000 0 0
INLAND REAL ESTATE CORP COMMON 457461200 14557 905300 SH DEFINED 15 651200 0 254100
INNODATA ISOGEN INC COMMON 457642205 3 1092 SH DEFINED 24 0 0 1092
INPUT/OUTPUT INC COMMON 457652105 3670 584400 SH DEFINED 1 584400 0 0
INPUT/OUTPUT INC COMMON 457652105 170 27000 SH DEFINED 6 27000 0 0
INSITE VISION INC COMMON 457660108 1 1000 SH DEFINED 24 0 0 1000
INNOVATIVE SOLUTIONS & SUPP COMMON 45769N105 5190 154600 SH DEFINED 15 87800 0 66800
INNOVATIVE SOLUTIONS & SUPP COMMON 45769N105 117 3500 SH DEFINED 15,14 3500 0 0
INNOVATIVE SOLUTIONS & SUPP COMMON 45769N105 1524 45400 SH DEFINED 5,15 45400 0 0
INNOVATIVE SOLUTIONS & SUPP COMMON 45769N105 27 800 SH DEFINED 6 175 225 400
INNKEEPERS USA TRUST COMMON 4576J0104 1940 129879 SH DEFINED 15 91700 0 38179
INNKEEPERS USA TRUST COMMON 4576J0104 25 1700 SH DEFINED 15,14 1700 0 0
INNKEEPERS USA TRUST COMMON 4576J0104 651 43600 SH DEFINED 5,15 43600 0 0
INTEGRA LIFESCIENCES HOLDING COMMON 457985208 14095 482700 SH DEFINED 1 482700 0 0
INTEGRA LIFESCIENCES HOLDING COMMON 457985208 3612 123700 SH DEFINED 2 123700 0 0
INTEGRA LIFESCIENCES HOLDING COMMON 457985208 88 3000 SH DEFINED 24 0 0 3000
INTEGRA LIFESCIENCES HOLDING COMMON 457985208 3317 113600 SH DEFINED 3 113600 0 0
INSURED MUNI INCOME FUND CF COMMON 45809F104 8 636 SH DEFINED 24 0 0 636
INTEGRATED DEVICE TECH INC COMMON 458118106 14027 1304800 SH DEFINED 1 1304800 0 0
INTEGRATED DEVICE TECH INC COMMON 458118106 1402 130400 SH DEFINED 15 112800 0 10800
INTEGRATED DEVICE TECH INC COMMON 458118106 570 53000 SH DEFINED 15,22 53000 0 0
INTEGRATED DEVICE TECH INC COMMON 458118106 341 31700 SH DEFINED 2 31700 0 0
INTEGRATED DEVICE TECH INC COMMON 458118106 169 15700 SH DEFINED 20 15700 0 0
INTEGRATED DEVICE TECH INC COMMON 458118106 8 711 SH DEFINED 4 711 0 0
INTEGRATED DEVICE TECH INC COMMON 458118106 12 1100 SH DEFINED 5,15 1100 0 0
INTEGRATED SILICON SOLUTION COMMON 45812P107 68 9150 SH DEFINED 6 2000 2500 4650
INTEL CORP COMMON 458140100 235382 9046180 SH DEFINED 1 9046180 0 0
INTEL CORP COMMON 458140100 34250 1316300 SH DEFINED 1,2 1316300 0 0
INTEL CORP COMMON 458140100 15419 592600 SH DEFINED 1,3 592600 0 0
INTEL CORP COMMON 458140100 17851 686059 SH DEFINED 9 686059 0 0
INTEL CORP COMMON 458140100 372 14300 SH DEFINED 9,7 14300 0 0
INTEL CORP COMMON 458140100 28071 1078812 SH DEFINED 9,15 1078812 0 0
INTEL CORP COMMON 458140100 5225 200800 SH DEFINED 9,2 200800 0 0
INTEL CORP COMMON 458140100 1678 64500 SH DEFINED 11,8 64500 0 0
INTEL CORP COMMON 458140100 282568 10859647 SH DEFINED 15 8819589 0 2023833
INTEL CORP COMMON 458140100 3279 126000 SH DEFINED 15,14 126000 0 0
INTEL CORP COMMON 458140100 7515 288830 SH DEFINED 15,22 288830 0 0
INTEL CORP COMMON 458140100 13067 502200 SH DEFINED 15,8 502200 0 0
INTEL CORP COMMON 458140100 23085 887200 SH DEFINED 2 887200 0 0
INTEL CORP COMMON 458140100 3174 122000 SH DEFINED 20 122000 0 0
INTEL CORP COMMON 458140100 8698 334287 SH DEFINED 23 334287 0 0
INTEL CORP COMMON 458140100 51110 1964270 SH DEFINED 24 283553 0 1680717
INTEL CORP COMMON 458140100 34 1316 SH DEFINED 4 1316 0 0
INTEL CORP COMMON 458140100 10247 393830 SH DEFINED 5,15 363100 0 30730
INTEL CORP COMMON 458140100 26917 1034475 SH DEFINED 6 1034475 0 0
INTEL CORP COMMON 458140100 13146 505233 SH DEFINED 8 505233 0 0
INTEL CORP COMMON 458140100 207 7964 SH DEFINED 8,10 7964 0 0
INTEL CORP COMMON 458140100 1473 56620 SH DEFINED 8,13 56620 0 0
INTEGRA BANK CORPORATION COMMON 45814P105 48 2100 SH DEFINED 15 2100 0 0
INTEGRA BANK CORPORATION COMMON 45814P105 118 5200 SH DEFINED 5,15 5200 0 0
INTER-TEL INC COMMON 458372109 2185 117400 SH DEFINED 1 117400 0 0
INTER-TEL INC COMMON 458372109 78 4200 SH DEFINED 6 4200 0 0
INTERFACE INC COMMON 458665106 12 1500 SH DEFINED 24 0 0 1500
INTERFACE INC COMMON 458665106 44 5500 SH DEFINED 6 5500 0 0
INTERDIGITAL COMM CORP COMMON 45866A105 5 300 SH DEFINED 24 0 0 300
INTERGRAPH CORP COMMON 458683109 9156 265700 SH DEFINED 1 265700 0 0
INTERGRAPH CORP COMMON 458683109 9752 283000 SH DEFINED 15 187900 0 95100
INTERGRAPH CORP COMMON 458683109 155 4500 SH DEFINED 15,14 4500 0 0
INTERGRAPH CORP COMMON 458683109 2416 70100 SH DEFINED 5,15 70100 0 0
INTERLAND INC COMMON 458727203 2 800 SH DEFINED 6 800 0 0
INTERMUNE PHARMACEUTICALS COMMON 45884X103 2588 198500 SH DEFINED 15 109300 0 89200
INTERMUNE PHARMACEUTICALS COMMON 45884X103 55 4200 SH DEFINED 15,14 4200 0 0
INTERMUNE PHARMACEUTICALS COMMON 45884X103 283 21700 SH DEFINED 5,15 21700 0 0
INTERNATIONAL ALUMINUM CO COMMON 458884103 0 0 SH DEFINED 24 0 0 0
INTEGRATED ALARM SERVICES COMMON 45890M109 8387 1910400 SH DEFINED 9 1910400 0 0
INTEGRATED ALARM SERVICES COMMON 45890M109 364 83000 SH DEFINED 9,22 83000 0 0
INTL BUSINESS MACHINES CORP COMMON 459200101 140370 1891775 SH DEFINED 1 1575910 0 315865
INTL BUSINESS MACHINES CORP COMMON 459200101 47095 634700 SH DEFINED 1,2 634700 0 0
INTL BUSINESS MACHINES CORP COMMON 459200101 38369 517100 SH DEFINED 9 517100 0 0
INTL BUSINESS MACHINES CORP COMMON 459200101 11187 150770 SH DEFINED 9,15 150770 0 0
INTL BUSINESS MACHINES CORP COMMON 459200101 1284 17300 SH DEFINED 11,8 17300 0 0
INTL BUSINESS MACHINES CORP COMMON 459200101 798 10750 SH DEFINED 12 10750 0 0
INTL BUSINESS MACHINES CORP COMMON 459200101 282 3800 SH DEFINED 12,14 3800 0 0
INTL BUSINESS MACHINES CORP COMMON 459200101 123133 1659479 SH DEFINED 15 1355440 0 301279
INTL BUSINESS MACHINES CORP COMMON 459200101 1098 14800 SH DEFINED 15,14 14800 0 0
INTL BUSINESS MACHINES CORP COMMON 459200101 825 11120 SH DEFINED 15,22 11120 0 0
INTL BUSINESS MACHINES CORP COMMON 459200101 6544 88200 SH DEFINED 15,8 88200 0 0
INTL BUSINESS MACHINES CORP COMMON 459200101 608 8200 SH DEFINED 2 8200 0 0
INTL BUSINESS MACHINES CORP COMMON 459200101 223 3000 SH DEFINED 20 3000 0 0
INTL BUSINESS MACHINES CORP COMMON 459200101 3311 44619 SH DEFINED 23 44619 0 0
INTL BUSINESS MACHINES CORP COMMON 459200101 13256 178655 SH DEFINED 24 8647 0 170008
INTL BUSINESS MACHINES CORP COMMON 459200101 12 156 SH DEFINED 4 156 0 0
INTL BUSINESS MACHINES CORP COMMON 459200101 3361 45300 SH DEFINED 5,15 38200 0 7100
INTL BUSINESS MACHINES CORP COMMON 459200101 6945 93604 SH DEFINED 6 93604 0 0
INTL BUSINESS MACHINES CORP COMMON 459200101 482 6500 SH DEFINED 7 6500 0 0
INTL BUSINESS MACHINES CORP COMMON 459200101 10672 143832 SH DEFINED 8 143832 0 0
INTL BUSINESS MACHINES CORP COMMON 459200101 169 2277 SH DEFINED 8,10 2277 0 0
INTL BUSINESS MACHINES CORP COMMON 459200101 1134 15278 SH DEFINED 8,13 15278 0 0
INTL FLAVORS & FRAGRANCES COMMON 459506101 57322 1582600 SH DEFINED 1 1582600 0 0
INTL FLAVORS & FRAGRANCES COMMON 459506101 156 4300 SH DEFINED 1,3 4300 0 0
INTL FLAVORS & FRAGRANCES COMMON 459506101 1745 48178 SH DEFINED 15 48178 0 0
INTL FLAVORS & FRAGRANCES COMMON 459506101 6204 171300 SH DEFINED 2 171300 0 0
INTL FLAVORS & FRAGRANCES COMMON 459506101 54 1500 SH DEFINED 24 0 0 1500
INTL FLAVORS & FRAGRANCES COMMON 459506101 45855 1266023 SH DEFINED 4 1266023 0 0
INTL FLAVORS & FRAGRANCES COMMON 459506101 301 8300 SH DEFINED 5,2 8300 0 0
INTL FLAVORS & FRAGRANCES COMMON 459506101 149 4100 SH DEFINED 6 2300 900 900
INTL GAME TECHNOLOGY COMMON 459902102 58137 2065251 SH DEFINED 1 2065251 0 0
INTL GAME TECHNOLOGY COMMON 459902102 194 6900 SH DEFINED 9,15 6900 0 0
INTL GAME TECHNOLOGY COMMON 459902102 28817 1023681 SH DEFINED 15 560721 0 458560
INTL GAME TECHNOLOGY COMMON 459902102 3377 119972 SH DEFINED 15,14 119972 0 0
INTL GAME TECHNOLOGY COMMON 459902102 779 27680 SH DEFINED 15,22 27680 0 0
INTL GAME TECHNOLOGY COMMON 459902102 690 24494 SH DEFINED 2 24494 0 0
INTL GAME TECHNOLOGY COMMON 459902102 251 8900 SH DEFINED 24 0 0 8900
INTL GAME TECHNOLOGY COMMON 459902102 815 28965 SH DEFINED 6 16965 0 12000
INTL GAME TECHNOLOGY COMMON 459902102 339 12040 SH DEFINED 8 12040 0 0
INTL GAME TECH CVT(IGT) 0.0 01 CONVERT 459902AL6 2 3000 SH DEFINED 24 0 0 3000
INTERNATIONAL PAPER CO COMMON 460146103 27 900 SH DEFINED 9,15 900 0 0
INTERNATIONAL PAPER CO COMMON 460146103 4357 144225 SH DEFINED 15 117599 0 26626
INTERNATIONAL PAPER CO COMMON 460146103 3398 112478 SH DEFINED 24 19275 0 93203
INTERNATIONAL PAPER CO COMMON 460146103 411 13606 SH DEFINED 6 13606 0 0
INTERNATIONAL PAPER CO COMMON 460146103 121 4000 SH DEFINED 7 4000 0 0
INTERNATIONAL PAPER CO COMMON 460146103 456 15106 SH DEFINED 8 15106 0 0
INTERNATIONAL POWER PLC ADR COMMON 46018M104 530 14148 SH DEFINED 4 14148 0 0
INTL RECTIFIER CORP COMMON 460254105 46203 968200 SH DEFINED 1 968200 0 0
INTL RECTIFIER CORP COMMON 460254105 129 2700 SH DEFINED 1,3 2700 0 0
INTL RECTIFIER CORP COMMON 460254105 860 18012 SH DEFINED 15 18012 0 0
INTL RECTIFIER CORP COMMON 460254105 5330 111700 SH DEFINED 2 111700 0 0
INTL RECTIFIER CORP COMMON 460254105 10 200 SH DEFINED 24 0 0 200
INTL RECTIFIER CORP COMMON 460254105 27477 575806 SH DEFINED 4 575806 0 0
INTL RECTIFIER CORP COMMON 460254105 248 5200 SH DEFINED 5,2 5200 0 0
INTL RECTIFIER CORP COMMON 460254105 43 900 SH DEFINED 6 0 0 900
INTL RECTIFIER(IRF) CVT 144A 4 CONVERT 460254AD7 25 25000 SH DEFINED 24 0 0 25000
ISE INTERNATIONAL SECURITIES E COMMON 46031W204 93 3700 SH DEFINED 24 0 0 3700
INTERNET CAPITAL GROUP INC COMMON 46059C205 0 3 SH DEFINED 6 3 0 0
INTERNET SECURITY SYSYTEMS COMMON 46060X107 13129 647050 SH DEFINED 1 647050 0 0
INTERNET SECURITY SYSYTEMS COMMON 46060X107 9128 449900 SH DEFINED 15 247400 0 202500
INTERNET SECURITY SYSYTEMS COMMON 46060X107 195 9600 SH DEFINED 15,14 9600 0 0
INTERNET SECURITY SYSYTEMS COMMON 46060X107 4111 202600 SH DEFINED 2 202600 0 0
INTERNET SECURITY SYSYTEMS COMMON 46060X107 1483 73100 SH DEFINED 5,15 73100 0 0
INTERNET SECURITY SYSYTEMS COMMON 46060X107 4 200 SH DEFINED 6 200 0 0
INTERPUBLIC GROUP COS INC COMMON 460690100 249386 20475070 SH DEFINED 1 20475070 0 0
INTERPUBLIC GROUP COS INC COMMON 460690100 5656 464405 SH DEFINED 15 426305 0 26100
INTERPUBLIC GROUP COS INC COMMON 460690100 99 8100 SH DEFINED 15,8 8100 0 0
INTERPUBLIC GROUP COS INC COMMON 460690100 3875 318150 SH DEFINED 2 318150 0 0
INTERPUBLIC GROUP COS INC COMMON 460690100 314 25800 SH DEFINED 2,14 25800 0 0
INTERPUBLIC GROUP COS INC COMMON 460690100 424 34800 SH DEFINED 24 0 0 34800
INTERPUBLIC GROUP COS INC COMMON 460690100 14906 1223803 SH DEFINED 4 1223803 0 0
INTERPUBLIC GROUP COS INC COMMON 460690100 23 1900 SH DEFINED 5,15 1900 0 0
INTERPUBLIC GROUP COS INC COMMON 460690100 75 6140 SH DEFINED 6 6140 0 0
INTERPUBLIC GROUP COS INC COMMON 460690100 188 15474 SH DEFINED 8 15474 0 0
INTERSIL CORP COMMON 46069S109 15983 851500 SH DEFINED 1 851500 0 0
INTERSIL CORP COMMON 46069S109 1845 98300 SH DEFINED 15,22 98300 0 0
INTERSIL CORP COMMON 46069S109 188 10000 SH DEFINED 20 10000 0 0
INTERSIL CORP COMMON 46069S109 5 286 SH DEFINED 4 286 0 0
INTRAWEST CORP COMMON 460915200 8857 367802 SH DEFINED 1 367802 0 0
INTRAWEST CORP COMMON 460915200 1089 45230 SH DEFINED 15,14 45230 0 0
INTRAWEST CORP COMMON 460915200 22 910 SH DEFINED 2 910 0 0
INTRAWEST CORP COMMON 460915200 335 13893 SH DEFINED 8 13893 0 0
INTERTAPE POLYMER GROUP INC COMMON 460919103 38 3750 SH DEFINED 6 3750 0 0
INTERSECTIONS INC COMMON 460981301 200 17100 SH DEFINED 15 17100 0 0
INTERVOICE INC COMMON 461142101 1643 190400 SH DEFINED 1 190400 0 0
INTERVOICE INC COMMON 461142101 1356 157100 SH DEFINED 15 82600 0 74500
INTERVOICE INC COMMON 461142101 29 3400 SH DEFINED 15,14 3400 0 0
INTERVOICE INC COMMON 461142101 4 500 SH DEFINED 24 0 0 500
INTERVOICE INC COMMON 461142101 240 27800 SH DEFINED 5,15 27800 0 0
INTERWOVEN INC COMMON 46114T508 1 148 SH DEFINED 24 0 0 148
INTERVIDEO INC COMMON 46114Y101 1137 79100 SH DEFINED 15 43400 0 35700
INTERVIDEO INC COMMON 46114Y101 24 1700 SH DEFINED 15,14 1700 0 0
INTERVIDEO INC COMMON 46114Y101 326 22700 SH DEFINED 5,15 22700 0 0
INTRALASE CORP COMMON 461169104 7619 388324 SH DEFINED 1 388324 0 0
INTRALASE CORP COMMON 461169104 789 40200 SH DEFINED 15,22 40200 0 0
INTRALASE CORP COMMON 461169104 345 17600 SH DEFINED 2 17600 0 0
INTRALASE CORP COMMON 461169104 4 229 SH DEFINED 24 0 0 229
INTRADO INC COM COMMON 46117A100 335 22500 SH DEFINED 15 11500 0 11000
INTRADO INC COM COMMON 46117A100 7 500 SH DEFINED 15,14 500 0 0
INTRADO INC COM COMMON 46117A100 42 2800 SH DEFINED 5,15 2800 0 0
INTUIT INC COMMON 461202103 9924 220000 SH DEFINED 1 220000 0 0
INTUIT INC COMMON 461202103 1121 24848 SH DEFINED 15 22348 0 2500
INTUIT INC COMMON 461202103 113 2500 SH DEFINED 15,8 2500 0 0
INTUIT INC COMMON 461202103 201 4454 SH DEFINED 23 4454 0 0
INTUIT INC COMMON 461202103 20 435 SH DEFINED 24 0 0 435
INTUIT INC COMMON 461202103 19 425 SH DEFINED 4 425 0 0
INTUIT INC COMMON 461202103 535 11870 SH DEFINED 6 3970 0 7900
INTUIT INC COMMON 461202103 357 7909 SH DEFINED 8 7909 0 0
INVACARE CORP COMMON 461203101 4804 108300 SH DEFINED 1 108300 0 0
INVACARE CORP COMMON 461203101 76 1720 SH DEFINED 24 0 0 1720
INTUITIVE SURGICAL INC COMMON 46120E602 12560 269300 SH DEFINED 1 269300 0 0
INTUITIVE SURGICAL INC COMMON 46120E602 3769 80800 SH DEFINED 2 80800 0 0
INVERNESS MEDICAL INNOVATION COMMON 46126P106 150 5500 SH DEFINED 3 5500 0 0
INVERNESS MEDICAL INNOVATION COMMON 46126P106 2490 91200 SH DEFINED 3 91200 0 0
INVERNESS MEDICAL INNOVATION COMMON 46126P106 56 2050 SH DEFINED 6 2050 0 0
INVESTMENT TECHNOLOGY GROUP COMMON 46145F105 7592 361200 SH DEFINED 15 216000 0 145200
INVESTMENT TECHNOLOGY GROUP COMMON 46145F105 143 6800 SH DEFINED 15,14 6800 0 0
INVESTMENT TECHNOLOGY GROUP COMMON 46145F105 2226 105900 SH DEFINED 5,15 105900 0 0
INVITROGEN CORP COMMON 46185R100 14871 178540 SH DEFINED 1 178540 0 0
INVITROGEN CORP COMMON 46185R100 600 7200 SH DEFINED 9 7200 0 0
INVITROGEN CORP COMMON 46185R100 4981 59800 SH DEFINED 9,15 59800 0 0
INVITROGEN CORP COMMON 46185R100 916 11000 SH DEFINED 11,2 11000 0 0
INVITROGEN CORP COMMON 46185R100 38322 460100 SH DEFINED 15 404300 0 43900
INVITROGEN CORP COMMON 46185R100 258 3100 SH DEFINED 15,14 3100 0 0
INVITROGEN CORP COMMON 46185R100 1591 19100 SH DEFINED 15,8 19100 0 0
INVITROGEN CORP COMMON 46185R100 1424 17100 SH DEFINED 2 14000 0 3100
INVITROGEN CORP COMMON 46185R100 126 1513 SH DEFINED 23 1513 0 0
INVITROGEN CORP COMMON 46185R100 33616 403600 SH DEFINED 3 403600 0 0
INVITROGEN CORP COMMON 46185R100 925 11100 SH DEFINED 5,15 11100 0 0
INVITROGEN CORP COMMON 46185R100 445 5343 SH DEFINED 8 5343 0 0
INVITROGEN CORP COMMON 46185R100 35 420 SH DEFINED 8,10 420 0 0
INVESTORS FINANCIAL SVCS CP COMMON 461915100 54878 1451040 SH DEFINED 1 1451040 0 0
INVESTORS FINANCIAL SVCS CP COMMON 461915100 21 558 SH DEFINED 15 358 0 200
INVESTORS FINANCIAL SVCS CP COMMON 461915100 140 3700 SH DEFINED 15,8 3700 0 0
INVESTORS FINANCIAL SVCS CP COMMON 461915100 1695 44820 SH DEFINED 2 44820 0 0
INVESTORS FINANCIAL SVCS CP COMMON 461915100 111 2945 SH DEFINED 24 175 0 2770
INVESTORS FINANCIAL SVCS CP COMMON 461915100 11217 296600 SH DEFINED 3 296600 0 0
INVESTORS FINANCIAL SVCS CP COMMON 461915100 11203 296222 SH DEFINED 6 296222 0 0
INVESTORS FINANCIAL SVCS CP COMMON 461915100 28 738 SH DEFINED 8 738 0 0
IKON OFFICE CVT (IKN) 144A 5.0 CONVERT 462230AA1 18404 18900000 SH DEFINED 15 2850000 0 16050000
IOWA TELECOMMUNICATIONS SERV COMMON 462594201 3129 166900 SH DEFINED 1 166900 0 0
IPAYMENT INC COMMON 46262E105 4065 111300 SH DEFINED 1 111300 0 0
BANK OF IRELAND ADR COMMON 46267Q103 749 11446 SH DEFINED 4 11446 0 0
IRIS INTERNATIONAL INC COMMON 46270W105 2 100 SH DEFINED 6 100 0 0
IRON MOUNTAIN INC COMMON 462846106 58409 1882937 SH DEFINED 1 1882937 0 0
IRON MOUNTAIN INC COMMON 462846106 31020 1000000 SH DEFINED 1,2 1000000 0 0
IRON MOUNTAIN INC COMMON 462846106 276 8890 SH DEFINED 15 290 0 8600
IRON MOUNTAIN INC COMMON 462846106 8526 274850 SH DEFINED 2 263550 0 11300
IRON MOUNTAIN INC COMMON 462846106 6 200 SH DEFINED 6 200 0 0
IRWIN FINANCIAL CORP COMMON 464119106 2889 130200 SH DEFINED 15 73800 0 56400
IRWIN FINANCIAL CORP COMMON 464119106 58 2600 SH DEFINED 15,14 2600 0 0
IRWIN FINANCIAL CORP COMMON 464119106 996 44900 SH DEFINED 5,15 44900 0 0
ISCO INTERNATIONAL INC COMMON 46426P103 1 3480 SH DEFINED 24 0 0 3480
ISHARES MSCI AUSTRALIA INDEX E COMMON 464286103 49 2755 SH DEFINED 15 2755 0 0
ISHARES MSCI BELGIUM INDEX ETF COMMON 464286301 3749 209000 SH DEFINED 15 209000 0 0
ISHARES MSCI EMU ETF COMMON 464286608 157 2200 SH DEFINED 24 0 0 2200
ISHARES MSCI PACIFIC EX JPN ET COMMON 464286665 3399 36110 SH DEFINED 24 0 0 36110
ISHARES MSCI TAIWAN INDEX FD COMMON 464286731 171 14100 SH DEFINED 9,7 14100 0 0
ISHARES MSCI TAIWAN INDEX FD COMMON 464286731 2203 182100 SH DEFINED 2 182100 0 0
ISHARES MSCI SWEDEN INDEX ETF COMMON 464286756 131 6500 SH DEFINED 9,7 6500 0 0
ISHARES MSCI SOUH KOREA ETF COMMON 464286772 582 18200 SH DEFINED 2 18200 0 0
ISHARES MSCI SOUH KOREA ETF COMMON 464286772 77 2400 SH DEFINED 24 0 0 2400
ISHARES MSCI JAPAN INDEX ETF COMMON 464286848 64 6300 SH DEFINED 24 1300 0 5000
ISHARES MSCI JAPAN INDEX ETF COMMON 464286848 203 20000 SH DEFINED 6 20000 0 0
ISHARES MSCI ITALY INDEX ETF COMMON 464286855 14 580 SH DEFINED 24 0 0 580
ISHARES MSCI HONG KONG INDEX E COMMON 464286871 691 55600 SH DEFINED 24 0 0 55600
ISHARES DJ SELECT DIVIDEND ETF COMMON 464287168 6841 110821 SH DEFINED 24 5060 0 105761
ISHARES DJ SELECT DIVIDEND ETF COMMON 464287168 140 2275 SH DEFINED 6 2275 0 0
ISHARES LEHMAN TRES INF PR S E COMMON 464287176 254 2372 SH DEFINED 24 1000 0 1372
ISHARES FTSE-XINHUA CHINA 25 E COMMON 464287184 263 4605 SH DEFINED 24 0 0 4605
ISHARES FTSE-XINHUA CHINA 25 E COMMON 464287184 15 265 SH DEFINED 6 265 0 0
ISHARES S&P 500 INDEX ETF COMMON 464287200 12394 104059 SH DEFINED 1 104059 0 0
ISHARES S&P 500 INDEX ETF COMMON 464287200 2227 18700 SH DEFINED 15 18700 0 0
ISHARES S&P 500 INDEX ETF COMMON 464287200 905 7600 SH DEFINED 15,14 7600 0 0
ISHARES S&P 500 INDEX ETF COMMON 464287200 16734 140490 SH DEFINED 24 11580 0 128910
ISHARES S&P 500 INDEX ETF COMMON 464287200 1548 13000 SH DEFINED 6 13000 0 0
ISHARES LEHMAN AGG BOND ETF COMMON 464287226 295 2850 SH DEFINED 24 1000 0 1850
ISHARES LEHMAN AGG BOND ETF COMMON 464287226 31 300 SH DEFINED 6 300 0 0
ISHARES MSCI EMERGING MKT INC COMMON 464287234 3050 42600 SH DEFINED 15 18600 0 24000
ISHARES MSCI EMERGING MKT INC COMMON 464287234 8660 120950 SH DEFINED 24 11150 0 109800
ISHARES MSCI EMERGING MKT INC COMMON 464287234 3637 50790 SH DEFINED 6 50790 0 0
ISHARES GS$ INVESTOP CORP BD E COMMON 464287242 1322 11791 SH DEFINED 24 0 0 11791
ISHARES S&P GLBL TELECOMM SE E COMMON 464287275 1061 21400 SH DEFINED 2 21400 0 0
ISHARES S&P GLBL TELECOMM SE E COMMON 464287275 10 200 SH DEFINED 24 0 0 200
ISHARES S&P GLBL ENERGY SECT E COMMON 464287341 46 535 SH DEFINED 24 0 0 535
ISHARES GOLDMAN SACHS NAT RE E COMMON 464287374 212 2800 SH DEFINED 24 0 0 2800
ISHARES S&P LATIN AMERICA 40 E COMMON 464287390 186 2000 SH DEFINED 24 0 0 2000
ISHARES S&P 500-BARRA VALUE ET COMMON 464287408 729 11700 SH DEFINED 24 0 0 11700
ISHARES S&P 500-BARRA VALUE ET COMMON 464287408 37 600 SH DEFINED 6 600 0 0
ISHARES LEHMAN 7-10YR TREAS ET COMMON 464287440 43 500 SH DEFINED 24 0 0 500
ISHARES LEHMAN 1-3YR TRS BD ET COMMON 464287457 6439 79255 SH DEFINED 24 3255 0 76000
ISHARES MSCI EAFE INDEX ETF COMMON 464287465 2978 56845 SH DEFINED 15 145 0 0
ISHARES MSCI EAFE INDEX ETF COMMON 464287465 49028 935833 SH DEFINED 24 106865 0 828968
ISHARES MSCI EAFE INDEX ETF COMMON 464287465 85 1614 SH DEFINED 4 1614 0 0
ISHARES MSCI EAFE INDEX ETF COMMON 464287465 7317 139655 SH DEFINED 6 139655 0 0
ISHARES RUSSELL MIDCAP VALUE E COMMON 464287473 213 1800 SH DEFINED 24 0 0 1800
ISHARES RUSSELL MIDCAP VALUE E COMMON 464287473 2834 24000 SH DEFINED 6 24000 0 0
ISHARES RUSSELL MIDCAP GRWTH E COMMON 464287481 2229 26030 SH DEFINED 24 1300 0 24730
ISHARES RUSSELL MIDCAP GRWTH E COMMON 464287481 1459 17040 SH DEFINED 6 17040 0 0
ISHARES RUSSELL MIDCAP INDEX E COMMON 464287499 2378 28857 SH DEFINED 24 2720 0 26137
ISHARES RUSSELL MIDCAP INDEX E COMMON 464287499 40 490 SH DEFINED 4 490 0 0
ISHARES RUSSELL MIDCAP INDEX E COMMON 464287499 162 1960 SH DEFINED 6 1960 0 0
ISHARES S&P MIDCAP 400 ETF COMMON 464287507 1288 18802 SH DEFINED 24 400 0 18402
ISHARES S&P MIDCAP 400 ETF COMMON 464287507 358 5220 SH DEFINED 6 5220 0 0
ISHARES GOLDMAN SACHS SEMI ETF COMMON 464287523 71 1340 SH DEFINED 24 0 0 1340
ISHARES GOLDMAN SACHS NETWOR E COMMON 464287531 10 350 SH DEFINED 24 0 0 350
ISHARES GOLDMAN SACHS TECH I E COMMON 464287549 31 713 SH DEFINED 6 713 0 0
ISHARES NASDAQ BIOTECH INDEX E COMMON 464287556 10803 159100 SH DEFINED 1 159100 0 0
ISHARES NASDAQ BIOTECH INDEX E COMMON 464287556 2227 32800 SH DEFINED 2 32800 0 0
ISHARES NASDAQ BIOTECH INDEX E COMMON 464287556 187 2755 SH DEFINED 24 2200 0 555
ISHARES COHEN & STEERS RLTY ET COMMON 464287564 136 1904 SH DEFINED 24 0 0 1904
ISHARES RUSSELL 1000 VALUE ETF COMMON 464287598 102 1529 SH DEFINED 15 1529 0 0
ISHARES RUSSELL 1000 VALUE ETF COMMON 464287598 716 10745 SH DEFINED 24 0 0 10745
ISHARES RUSSELL 1000 VALUE ETF COMMON 464287598 1539 23089 SH DEFINED 6 23089 0 0
ISHARES S&P MDCP400 GROWTH ETF COMMON 464287606 548 7885 SH DEFINED 24 0 0 7885
ISHARES RUSSELL 1000 GROWTH ET COMMON 464287614 1175 24475 SH DEFINED 24 300 0 24175
ISHARES RUSSELL 1000 GROWTH ET COMMON 464287614 1741 36280 SH DEFINED 6 36280 0 0
RUSSELL 2000 ISHARES ETF COMMON 464287630 17036 264943 SH DEFINED 24 7065 0 257878
RUSSELL 2000 ISHARES ETF COMMON 464287630 328 5100 SH DEFINED 6 5100 0 0
ISHARES RUSSELL 2000 I SHARE E COMMON 464287648 3923 60517 SH DEFINED 24 2350 0 58167
RUSSELL 2000 I SHARE ETF COMMON 464287655 13238 207822 SH DEFINED 24 12100 0 195722
RUSSELL 2000 I SHARE ETF COMMON 464287655 132 2080 SH DEFINED 6 2080 0 0
ISHARES RUSSELL 3000 INDEX ETF COMMON 464287689 8649 126300 SH DEFINED 1 126300 0 0
ISHARES RUSSELL 3000 INDEX ETF COMMON 464287689 131 1915 SH DEFINED 24 0 0 1915
ISHARES DJ US UTILITIES SECT E COMMON 464287697 600 7760 SH DEFINED 24 350 0 7410
ISHARES S&P MIDCAP 400-VALUE E COMMON 464287705 120 1800 SH DEFINED 24 0 0 1800
ISHARES S&P MIDCAP 400-VALUE E COMMON 464287705 364 5450 SH DEFINED 6 5450 0 0
ISHARES DJ US TECHNOLOGY SEC E COMMON 464287721 3909 85405 SH DEFINED 24 2650 0 82755
ISHARES DOW JONES US REAL EST COMMON 464287739 43 670 SH DEFINED 24 0 0 670
ISHARES DJ US INDUSTRIAL SEC E COMMON 464287754 8 150 SH DEFINED 24 150 0 0
ISHARES DJ US HEALTHCARE SEC E COMMON 464287762 41 675 SH DEFINED 24 0 0 675
ISHARES DJ US FINANCIAL SECT E COMMON 464287788 9 100 SH DEFINED 24 0 0 100
ISHARES S&P SMALLCAP 600 ETF COMMON 464287804 7616 138426 SH DEFINED 24 0 0 138426
ISHARES S&P SMALLCAP 600 ETF COMMON 464287804 855 15543 SH DEFINED 6 15543 0 0
ISHARES DJ US CONSMR GOODS ETF COMMON 464287812 10 185 SH DEFINED 24 0 0 185
ISHARES DJ US BASIC MATERIAL E COMMON 464287838 3 70 SH DEFINED 24 0 0 70
ISHARES DJ US TOTAL MARKET ETF COMMON 464287846 58 1000 SH DEFINED 24 0 0 1000
ISHARES S&P SMALLCAP 600-VAL E COMMON 464287879 234 3800 SH DEFINED 24 0 0 3800
ISHARES S&P SMALLCAP 600-VAL E COMMON 464287879 852 13830 SH DEFINED 6 13830 0 0
ISHARE S&P 600 GRO ETF COMMON 464287887 337 3090 SH DEFINED 24 0 0 3090
ISIS PHARMACEUTICALS INC COMMON 464330109 2 500 SH DEFINED 24 0 0 500
ISLE OF CAPRI CASINOS COMMON 464592104 26 975 SH DEFINED 6 200 275 500
ITRON INC COMMON 465741106 384 8600 SH DEFINED 1 8600 0 0
ITRON INC COMMON 465741106 3914 87600 SH DEFINED 15 44900 0 42700
ITRON INC COMMON 465741106 89 2000 SH DEFINED 15,14 2000 0 0
ITRON INC COMMON 465741106 1117 25000 SH DEFINED 23 25000 0 0
ITRON INC COMMON 465741106 465 10400 SH DEFINED 5,15 10400 0 0
IVANHOE MINES LTD COMMON 46579N103 1321 170000 SH DEFINED 1 170000 0 0
IVANHOE MINES LTD COMMON 46579N103 288 37000 SH DEFINED 2 37000 0 0
IVAX CORP COMMON 465823102 19972 928950 SH DEFINED 1 928950 0 0
IVAX CORP COMMON 465823102 0 0 SH DEFINED 15 0 0 0
IVAX CORP COMMON 465823102 707 32900 SH DEFINED 15,22 32900 0 0
IVAX CORP COMMON 465823102 1006 46775 SH DEFINED 2 46775 0 0
IVAX CORP COMMON 465823102 448 20857 SH DEFINED 24 3515 0 17342
IXYS CORP COMMON 46600W106 587 41400 SH DEFINED 15 21200 0 20200
IXYS CORP COMMON 46600W106 13 900 SH DEFINED 15,14 900 0 0
IXYS CORP COMMON 46600W106 69 4900 SH DEFINED 5,15 4900 0 0
IXYS CORP COMMON 46600W106 62 4375 SH DEFINED 6 950 1225 2200
JDS UNIPHASE CORP COMMON 46612J101 217 142757 SH DEFINED 15 140569 0 2188
JDS UNIPHASE CORP COMMON 46612J101 41 27141 SH DEFINED 18 0 0 27141
JDS UNIPHASE CORP COMMON 46612J101 37 24362 SH DEFINED 24 18409 0 5953
JDS UNIPHASE CORP COMMON 46612J101 5 3115 SH DEFINED 6 3115 0 0
JDS UNIPHASE CORP COMMON 46612J101 73 48293 SH DEFINED 8 48293 0 0
JDA SOFTWARE GROUP INC COMMON 46612K108 13 1125 SH DEFINED 6 1125 0 0
JLG INDUSTRIES INC COMMON 466210101 19819 721200 SH DEFINED 1 721200 0 0
JLG INDUSTRIES INC COMMON 466210101 6375 232000 SH DEFINED 2 232000 0 0
JP MORGAN CHASE & CO COMMON 46625H100 486261 13767287 SH DEFINED 1 13193197 0 574090
JP MORGAN CHASE & CO COMMON 46625H100 3500 99090 SH DEFINED 9,15 99090 0 0
JP MORGAN CHASE & CO COMMON 46625H100 878 24865 SH DEFINED 12 24865 0 0
JP MORGAN CHASE & CO COMMON 46625H100 302 8540 SH DEFINED 12,14 8540 0 0
JP MORGAN CHASE & CO COMMON 46625H100 71864 2034663 SH DEFINED 15 1565495 0 463078
JP MORGAN CHASE & CO COMMON 46625H100 862 24410 SH DEFINED 15,22 24410 0 0
JP MORGAN CHASE & CO COMMON 46625H100 4334 122700 SH DEFINED 15,8 122700 0 0
JP MORGAN CHASE & CO COMMON 46625H100 22767 644580 SH DEFINED 2 644580 0 0
JP MORGAN CHASE & CO COMMON 46625H100 463 13096 SH DEFINED 2,14 13096 0 0
JP MORGAN CHASE & CO COMMON 46625H100 313 8852 SH DEFINED 23 8852 0 0
JP MORGAN CHASE & CO COMMON 46625H100 13437 380431 SH DEFINED 24 27613 0 352818
JP MORGAN CHASE & CO COMMON 46625H100 27647 782771 SH DEFINED 4 782771 0 0
JP MORGAN CHASE & CO COMMON 46625H100 523 14820 SH DEFINED 5,15 0 0 14820
JP MORGAN CHASE & CO COMMON 46625H100 2436 68969 SH DEFINED 6 68969 0 0
JP MORGAN CHASE & CO COMMON 46625H100 4026 113994 SH DEFINED 8 113994 0 0
J2 GLOBAL COMMUNICATIONS INC COMMON 46626E205 4315 125300 SH DEFINED 1 125300 0 0
J2 GLOBAL COMMUNICATIONS INC COMMON 46626E205 5097 148000 SH DEFINED 15 79200 0 68800
J2 GLOBAL COMMUNICATIONS INC COMMON 46626E205 110 3200 SH DEFINED 15,14 3200 0 0
J2 GLOBAL COMMUNICATIONS INC COMMON 46626E205 799 23200 SH DEFINED 5,15 23200 0 0
J2 GLOBAL COMMUNICATIONS INC COMMON 46626E205 1 42 SH DEFINED 6 0 0 42
JABIL CIRCUIT INC COMMON 466313103 8740 284400 SH DEFINED 1 284400 0 0
JABIL CIRCUIT INC COMMON 466313103 323 10500 SH DEFINED 9,15 10500 0 0
JABIL CIRCUIT INC COMMON 466313103 7569 246304 SH DEFINED 15 163666 0 74838
JABIL CIRCUIT INC COMMON 466313103 950 30900 SH DEFINED 15,22 30900 0 0
JABIL CIRCUIT INC COMMON 466313103 320 10400 SH DEFINED 15,8 10400 0 0
JABIL CIRCUIT INC COMMON 466313103 215 7000 SH DEFINED 20 7000 0 0
JABIL CIRCUIT INC COMMON 466313103 85 2770 SH DEFINED 24 160 0 2610
JABIL CIRCUIT INC COMMON 466313103 11 365 SH DEFINED 4 365 0 0
JABIL CIRCUIT INC COMMON 466313103 40 1300 SH DEFINED 5,15 1300 0 0
JABIL CIRCUIT INC COMMON 466313103 8397 273246 SH DEFINED 6 273246 0 0
JABIL CIRCUIT INC COMMON 466313103 206 6695 SH DEFINED 8 6695 0 0
JACK IN THE BOX INC COMMON 466367109 18114 477700 SH DEFINED 1 477700 0 0
JACK IN THE BOX INC COMMON 466367109 5597 147600 SH DEFINED 15 96100 0 49700
JACK IN THE BOX INC COMMON 466367109 80 2100 SH DEFINED 15,14 2100 0 0
JACK IN THE BOX INC COMMON 466367109 125 3300 SH DEFINED 15,8 3300 0 0
JACK IN THE BOX INC COMMON 466367109 4668 123100 SH DEFINED 2 123100 0 0
JACK IN THE BOX INC COMMON 466367109 4 100 SH DEFINED 24 0 0 100
JACK IN THE BOX INC COMMON 466367109 1323 34900 SH DEFINED 5,15 34900 0 0
JACKSON HEWITT TAX SERVICE COMMON 468202106 50311 2128200 SH DEFINED 1 2128200 0 0
JACKSON HEWITT TAX SERVICE COMMON 468202106 818 34600 SH DEFINED 2 34600 0 0
JACOBS ENGINEERING GROUP INC COMMON 469814107 4743 84300 SH DEFINED 9 84300 0 0
JACOBS ENGINEERING GROUP INC COMMON 469814107 1288 22900 SH DEFINED 9,22 22900 0 0
JACOBS ENGINEERING GROUP INC COMMON 469814107 70 1250 SH DEFINED 24 0 0 1250
JACOBS ENGINEERING GROUP INC COMMON 469814107 53 950 SH DEFINED 6 950 0 0
JAKKS PACIFIC INC COMMON 47012E106 3441 179100 SH DEFINED 1 179100 0 0
JAKKS PACIFIC INC COMMON 47012E106 1583 82400 SH DEFINED 1,3 82400 0 0
JAKKS PACIFIC INC COMMON 47012E106 56 2900 SH DEFINED 9,7 2900 0 0
JAKKS PACIFIC INC COMMON 47012E106 536 27900 SH DEFINED 9,2 27900 0 0
JAKKS PACIFIC INC COMMON 47012E106 3154 164200 SH DEFINED 15 90400 0 73800
JAKKS PACIFIC INC COMMON 47012E106 61 3200 SH DEFINED 15,14 3200 0 0
JAKKS PACIFIC INC COMMON 47012E106 486 25300 SH DEFINED 2 25300 0 0
JAKKS PACIFIC INC COMMON 47012E106 928 48300 SH DEFINED 5,15 48300 0 0
JANUS CAPITAL GROUP INC COMMON 47102X105 331 22035 SH DEFINED 15 22035 0 0
JANUS CAPITAL GROUP INC COMMON 47102X105 102 6800 SH DEFINED 24 0 0 6800
JANUS CAPITAL GROUP INC COMMON 47102X105 0 4 SH DEFINED 4 4 0 0
JANUS CAPITAL GROUP INC COMMON 47102X105 137 9100 SH DEFINED 6 9100 0 0
JAPAN SMALLER CAPITALIZATION C COMMON 47109U104 432 40000 SH DEFINED 24 40000 0 0
JARDEN CORP COMMON 471109108 44263 820900 SH DEFINED 1 820900 0 0
JARDEN CORP COMMON 471109108 453 8400 SH DEFINED 15 0 0 8400
JARDEN CORP COMMON 471109108 3230 59900 SH DEFINED 2 49000 0 10900
JEFFERIES GROUP INC COMMON 472319102 9150 241500 SH DEFINED 1 241500 0 0
JEFFERIES GROUP INC COMMON 472319102 2864 75600 SH DEFINED 2 75600 0 0
JEFFERSON-PILOT CORP COMMON 475070108 114 2260 SH DEFINED 15 1320 0 940
JEFFERSON-PILOT CORP COMMON 475070108 3510 69615 SH DEFINED 15 61415 0 8200
JEFFERSON-PILOT CORP COMMON 475070108 1306 25900 SH DEFINED 15,8 25900 0 0
JEFFERSON-PILOT CORP COMMON 475070108 131 2600 SH DEFINED 23 2600 0 0
JEFFERSON-PILOT CORP COMMON 475070108 166 3300 SH DEFINED 24 0 0 3300
JEFFERSON-PILOT CORP COMMON 475070108 707 14026 SH DEFINED 6 14026 0 0
JEFFERSON-PILOT CORP COMMON 475070108 289 5736 SH DEFINED 8 5736 0 0
JETBLUE AIRWAYS CORP COMMON 477143101 1247 61000 SH DEFINED 9 61000 0 0
JETBLUE AIRWAYS CORP COMMON 477143101 307 15000 SH DEFINED 9,22 15000 0 0
JETBLUE AIRWAYS CORP COMMON 477143101 15 750 SH DEFINED 24 0 0 750
JOHNSON & JOHNSON COMMON 478160104 341910 5260150 SH DEFINED 1 4968150 0 292000
JOHNSON & JOHNSON COMMON 478160104 165497 2546100 SH DEFINED 1,2 2546100 0 0
JOHNSON & JOHNSON COMMON 478160104 15262 234800 SH DEFINED 1,3 234800 0 0
JOHNSON & JOHNSON COMMON 478160104 5181 79700 SH DEFINED 9 79700 0 0
JOHNSON & JOHNSON COMMON 478160104 377 5800 SH DEFINED 9,7 5800 0 0
JOHNSON & JOHNSON COMMON 478160104 36812 566344 SH DEFINED 9,15 566344 0 0
JOHNSON & JOHNSON COMMON 478160104 5142 79100 SH DEFINED 9,2 79100 0 0
JOHNSON & JOHNSON COMMON 478160104 1112 17100 SH DEFINED 11,2 17100 0 0
JOHNSON & JOHNSON COMMON 478160104 2046 31478 SH DEFINED 11,8 31478 0 0
JOHNSON & JOHNSON COMMON 478160104 1095 16840 SH DEFINED 12 16840 0 0
JOHNSON & JOHNSON COMMON 478160104 371 5715 SH DEFINED 12,14 5715 0 0
JOHNSON & JOHNSON COMMON 478160104 326931 5029712 SH DEFINED 15 4193927 0 830890
JOHNSON & JOHNSON COMMON 478160104 4193 64500 SH DEFINED 15,14 64500 0 0
JOHNSON & JOHNSON COMMON 478160104 1784 27450 SH DEFINED 15,22 27450 0 0
JOHNSON & JOHNSON COMMON 478160104 13598 209200 SH DEFINED 15,8 209200 0 0
JOHNSON & JOHNSON COMMON 478160104 68587 1055190 SH DEFINED 2 1055190 0 0
JOHNSON & JOHNSON COMMON 478160104 20 300 SH DEFINED 20 300 0 0
JOHNSON & JOHNSON COMMON 478160104 10123 155739 SH DEFINED 23 155739 0 0
JOHNSON & JOHNSON COMMON 478160104 41220 634156 SH DEFINED 24 115850 0 518306
JOHNSON & JOHNSON COMMON 478160104 153 2357 SH DEFINED 4 2357 0 0
JOHNSON & JOHNSON COMMON 478160104 12225 188080 SH DEFINED 5,15 178800 0 9280
JOHNSON & JOHNSON COMMON 478160104 20620 317231 SH DEFINED 6 317231 0 0
JOHNSON & JOHNSON COMMON 478160104 1150 17685 SH DEFINED 7 17685 0 0
JOHNSON & JOHNSON COMMON 478160104 15680 241228 SH DEFINED 8 241228 0 0
JOHNSON & JOHNSON COMMON 478160104 267 4101 SH DEFINED 8,10 4101 0 0
JOHNSON & JOHNSON COMMON 478160104 1730 26608 SH DEFINED 8,13 26608 0 0
JOHNSON CONTROLS INC COMMON 478366107 20606 365800 SH DEFINED 1 365800 0 0
JOHNSON CONTROLS INC COMMON 478366107 1050 18632 SH DEFINED 15 18632 0 0
JOHNSON CONTROLS INC COMMON 478366107 160 2840 SH DEFINED 23 2840 0 0
JOHNSON CONTROLS INC COMMON 478366107 0 1 SH DEFINED 4 1 0 0
JOHNSON CONTROLS INC COMMON 478366107 144 2550 SH DEFINED 6 2550 0 0
JOHNSON CONTROLS INC COMMON 478366107 587 10429 SH DEFINED 8 10429 0 0
JONES APPAREL GROUP INC COMMON 480074103 1636 52720 SH DEFINED 1 52720 0 0
JONES APPAREL GROUP INC COMMON 480074103 10234 329700 SH DEFINED 1,3 329700 0 0
JONES APPAREL GROUP INC COMMON 480074103 12531 403707 SH DEFINED 15 395979 0 7728
JONES APPAREL GROUP INC COMMON 480074103 217 7000 SH DEFINED 15,8 7000 0 0
JONES APPAREL GROUP INC COMMON 480074103 124 4000 SH DEFINED 2 4000 0 0
JONES APPAREL GROUP INC COMMON 480074103 245 7888 SH DEFINED 23 7888 0 0
JONES APPAREL GROUP INC COMMON 480074103 47 1500 SH DEFINED 24 0 0 1500
JONES APPAREL GROUP INC COMMON 480074103 627 20190 SH DEFINED 5,15 0 0 20190
JONES APPAREL GROUP INC COMMON 480074103 3 100 SH DEFINED 6 100 0 0
JONES APPAREL GROUP INC COMMON 480074103 160 5150 SH DEFINED 8 5150 0 0
JONES LANG LASALLE INC COMMON 48020Q107 5759 130200 SH DEFINED 1 130200 0 0
JONES LANG LASALLE INC COMMON 48020Q107 4171 94300 SH DEFINED 15 49800 0 44500
JONES LANG LASALLE INC COMMON 48020Q107 93 2100 SH DEFINED 15,14 2100 0 0
JONES LANG LASALLE INC COMMON 48020Q107 1176 26577 SH DEFINED 24 0 0 26577
JONES LANG LASALLE INC COMMON 48020Q107 482 10900 SH DEFINED 5,15 10900 0 0
JONES LANG LASALLE INC COMMON 48020Q107 24 550 SH DEFINED 6 125 150 275
JOS A BANK CLOTHIERS INC COMMON 480838101 20792 480174 SH DEFINED 1 480174 0 0
JOS A BANK CLOTHIERS INC COMMON 480838101 6592 152237 SH DEFINED 2 152237 0 0
JOURNAL COMMUNICATIONS COMMON 481130102 338 20100 SH DEFINED 15 12100 0 8000
JOURNAL COMMUNICATIONS COMMON 481130102 7 400 SH DEFINED 15,14 400 0 0
JOURNAL COMMUNICATIONS COMMON 481130102 178 10600 SH DEFINED 5,15 10600 0 0
JUNIPER NETWORKS INC COMMON 48203R104 17738 704447 SH DEFINED 1 704447 0 0
JUNIPER NETWORKS INC COMMON 48203R104 393 15600 SH DEFINED 9 15600 0 0
JUNIPER NETWORKS INC COMMON 48203R104 6799 270000 SH DEFINED 9,15 270000 0 0
JUNIPER NETWORKS INC COMMON 48203R104 51993 2064855 SH DEFINED 15 1857355 0 184100
JUNIPER NETWORKS INC COMMON 48203R104 597 23700 SH DEFINED 15,14 23700 0 0
JUNIPER NETWORKS INC COMMON 48203R104 3312 131552 SH DEFINED 15,22 131552 0 0
JUNIPER NETWORKS INC COMMON 48203R104 1702 67600 SH DEFINED 15,8 67600 0 0
JUNIPER NETWORKS INC COMMON 48203R104 101 4018 SH DEFINED 23 4018 0 0
JUNIPER NETWORKS INC COMMON 48203R104 314 12455 SH DEFINED 24 150 0 12305
JUNIPER NETWORKS INC COMMON 48203R104 2090 83000 SH DEFINED 5,15 83000 0 0
JUNIPER NETWORKS INC COMMON 48203R104 6733 267411 SH DEFINED 6 267411 0 0
JUNIPER NETWORKS INC COMMON 48203R104 310 12299 SH DEFINED 8 12299 0 0
KKR FINANCIAL CORP COMMON 482476306 2178 87100 SH DEFINED 1 87100 0 0
KKR FINANCIAL CORP COMMON 482476306 435 17400 SH DEFINED 15 0 0 17400
KKR FINANCIAL CORP COMMON 482476306 2900 116000 SH DEFINED 2 95200 0 20800
KLA-TENCOR CORPORATION COMMON 482480100 48826 1117800 SH DEFINED 1 1117800 0 0
KLA-TENCOR CORPORATION COMMON 482480100 21840 500000 SH DEFINED 1,2 500000 0 0
KLA-TENCOR CORPORATION COMMON 482480100 836 19129 SH DEFINED 15 19129 0 0
KLA-TENCOR CORPORATION COMMON 482480100 1752 40100 SH DEFINED 15,22 40100 0 0
KLA-TENCOR CORPORATION COMMON 482480100 12541 287100 SH DEFINED 2 287100 0 0
KLA-TENCOR CORPORATION COMMON 482480100 1507 34500 SH DEFINED 20 34500 0 0
KLA-TENCOR CORPORATION COMMON 482480100 59 1340 SH DEFINED 24 80 0 1260
KLA-TENCOR CORPORATION COMMON 482480100 17904 409900 SH DEFINED 3 409900 0 0
KLA-TENCOR CORPORATION COMMON 482480100 5 122 SH DEFINED 4 122 0 0
KLA-TENCOR CORPORATION COMMON 482480100 5737 131337 SH DEFINED 6 131337 0 0
KLA-TENCOR CORPORATION COMMON 482480100 290 6644 SH DEFINED 8 6644 0 0
K-SWISS INC CL A COMMON 482686102 6866 212300 SH DEFINED 1 212300 0 0
K-SWISS INC CL A COMMON 482686102 1750 54100 SH DEFINED 1,3 54100 0 0
K-SWISS INC CL A COMMON 482686102 61 1900 SH DEFINED 9,7 1900 0 0
K-SWISS INC CL A COMMON 482686102 592 18300 SH DEFINED 9,2 18300 0 0
K-SWISS INC CL A COMMON 482686102 71 2200 SH DEFINED 15 2200 0 0
K-SWISS INC CL A COMMON 482686102 524 16200 SH DEFINED 2 16200 0 0
K-SWISS INC CL A COMMON 482686102 178 5500 SH DEFINED 5,15 5500 0 0
KT CORP- ADR COMMON 48268K101 1509 70200 SH DEFINED 9,12 70200 0 0
KT CORP- ADR COMMON 48268K101 72106 3353747 SH DEFINED 12 3311747 0 25700
KT CORP- ADR COMMON 48268K101 0 0 SH DEFINED 12,14 0 0 0
KT CORP- ADR COMMON 48268K101 35141 1634466 SH DEFINED 15 1582029 0 52437
KT CORP- ADR COMMON 48268K101 823 38300 SH DEFINED 15,22 38300 0 0
KT CORP- ADR COMMON 48268K101 3567 165900 SH DEFINED 5,12 165900 0 0
KT CORP- ADR COMMON 48268K101 1807 84040 SH DEFINED 7,22 84040 0 0
K-SEA TRANSPORTATION PARTNER COMMON 48268Y101 949 27700 SH DEFINED 6 27700 0 0
K2 INC COMMON 482732104 2823 222600 SH DEFINED 1 222600 0 0
KV PHARMACEUTICAL CO CL A COMMON 482740206 4998 298400 SH DEFINED 3 298400 0 0
KADANT INC COMMON 48282T104 4272 194800 SH DEFINED 1 194800 0 0
KADANT INC COMMON 48282T104 4 160 SH DEFINED 6 160 0 0
KNBT BANCORP INC COMMON 482921103 47 3100 SH DEFINED 15 3100 0 0
KNBT BANCORP INC COMMON 482921103 115 7600 SH DEFINED 5,15 7600 0 0
KAMAN CORP CL A COMMON 483548103 27 1500 SH DEFINED 6 1500 0 0
KANA SOFTWARE INC COMMON 483600300 0 23 SH DEFINED 6 23 0 0
KANBAY INTERNATIONAL INC COMMON 48369P207 21 912 SH DEFINED 6 912 0 0
KANEB PIPELINE PARTNERS LP COMMON 484169107 781 12700 SH DEFINED 24 0 0 12700
KANEB PIPELINE PARTNERS LP COMMON 484169107 6639 108025 SH DEFINED 6 108025 0 0
KANEB SERVICES LLC COMMON 484173109 2908 67197 SH DEFINED 6 67197 0 0
KANSAS CITY SOUTHERN INDS COMMON 485170302 42 2100 SH DEFINED 15 2100 0 0
KANSAS CITY SOUTHERN INDS COMMON 485170302 107 5300 SH DEFINED 5,15 5300 0 0
KAYDON CORP COMMON 486587108 4462 160200 SH DEFINED 1 160200 0 0
KAYDON CORP COMMON 486587108 2331 83700 SH DEFINED 15 44100 0 39600
KAYDON CORP COMMON 486587108 53 1900 SH DEFINED 15,14 1900 0 0
KAYDON CORP COMMON 486587108 429 15400 SH DEFINED 5,15 15400 0 0
KAYNE ANDERSON MLP INVESTMEN C COMMON 486606106 115 4300 SH DEFINED 24 0 0 4300
KEANE INC COMMON 486665102 6805 496700 SH DEFINED 15 296000 0 200700
KEANE INC COMMON 486665102 127 9300 SH DEFINED 15,14 9300 0 0
KEANE INC COMMON 486665102 1333 97300 SH DEFINED 5,15 97300 0 0
KEANE INC COMMON 486665102 2 140 SH DEFINED 6 140 0 0
KB HOME COMMON 48666K109 615 8064 SH DEFINED 15 8064 0 0
KB HOME COMMON 48666K109 474 6212 SH DEFINED 23 6212 0 0
KB HOME COMMON 48666K109 46 600 SH DEFINED 24 0 0 600
KB HOME COMMON 48666K109 175 2300 SH DEFINED 6 2300 0 0
KEARNY FINANCIAL CORP COMMON 487169104 645 54700 SH DEFINED 15 32200 0 22500
KEARNY FINANCIAL CORP COMMON 487169104 13 1100 SH DEFINED 15,14 1100 0 0
KEARNY FINANCIAL CORP COMMON 487169104 314 26600 SH DEFINED 5,15 26600 0 0
KELLOGG CO COMMON 487836108 3533 79500 SH DEFINED 1 79500 0 0
KELLOGG CO COMMON 487836108 20074 451700 SH DEFINED 1,2 451700 0 0
KELLOGG CO COMMON 487836108 62 1400 SH DEFINED 9 1400 0 0
KELLOGG CO COMMON 487836108 1351 30400 SH DEFINED 9,15 30400 0 0
KELLOGG CO COMMON 487836108 7589 170775 SH DEFINED 15 147475 0 23300
KELLOGG CO COMMON 487836108 93 2100 SH DEFINED 15,14 2100 0 0
KELLOGG CO COMMON 487836108 884 19900 SH DEFINED 15,8 19900 0 0
KELLOGG CO COMMON 487836108 3613 81300 SH DEFINED 2 81300 0 0
KELLOGG CO COMMON 487836108 107 2400 SH DEFINED 23 2400 0 0
KELLOGG CO COMMON 487836108 117 2625 SH DEFINED 24 0 0 2625
KELLOGG CO COMMON 487836108 271 6100 SH DEFINED 5,15 6100 0 0
KELLOGG CO COMMON 487836108 950 21377 SH DEFINED 6 21377 0 0
KELLOGG CO COMMON 487836108 376 8454 SH DEFINED 8 8454 0 0
KELLY SVCS INC COMMON 488152208 41 1431 SH DEFINED 24 260 0 1171
KENNAMETAL INC COMMON 489170100 4044 88200 SH DEFINED 15 54000 0 34200
KENNAMETAL INC COMMON 489170100 73 1600 SH DEFINED 15,14 1600 0 0
KENNAMETAL INC COMMON 489170100 2 45 SH DEFINED 4 45 0 0
KENNAMETAL INC COMMON 489170100 1981 43200 SH DEFINED 5,15 43200 0 0
KERR-MCGEE CORP COMMON 492386107 114 1500 SH DEFINED 15 1500 0 0
KERR-MCGEE CORP COMMON 492386107 9857 129176 SH DEFINED 15 112476 0 12400
KERR-MCGEE CORP COMMON 492386107 740 9700 SH DEFINED 15,8 9700 0 0
KERR-MCGEE CORP COMMON 492386107 38 503 SH DEFINED 24 0 0 503
KERR-MCGEE CORP COMMON 492386107 107 1400 SH DEFINED 5,15 1400 0 0
KERR-MCGEE CORP COMMON 492386107 66 863 SH DEFINED 6 863 0 0
KERR-MCGEE CORP COMMON 492386107 314 4110 SH DEFINED 8 4110 0 0
KEY ENERGY SERVICES INC COMMON 492914106 15989 1321400 SH DEFINED 1 1321400 0 0
KEY ENERGY SERVICES INC COMMON 492914106 606 50100 SH DEFINED 2 50100 0 0
KEYCORP COMMON 493267108 1177 35520 SH DEFINED 1 35520 0 0
KEYCORP COMMON 493267108 590 17800 SH DEFINED 9 17800 0 0
KEYCORP COMMON 493267108 4631 139700 SH DEFINED 9,15 139700 0 0
KEYCORP COMMON 493267108 18130 546921 SH DEFINED 15 491971 0 54950
KEYCORP COMMON 493267108 298 9000 SH DEFINED 15,14 9000 0 0
KEYCORP COMMON 493267108 2649 79900 SH DEFINED 15,8 79900 0 0
KEYCORP COMMON 493267108 281 8469 SH DEFINED 23 8469 0 0
KEYCORP COMMON 493267108 553 16687 SH DEFINED 24 1950 0 14737
KEYCORP COMMON 493267108 593 17900 SH DEFINED 5,15 17900 0 0
KEYCORP COMMON 493267108 15 456 SH DEFINED 6 456 0 0
KEYCORP COMMON 493267108 708 21364 SH DEFINED 8 21364 0 0
KEYCORP COMMON 493267108 18 531 SH DEFINED 8,10 531 0 0
KEYNOTE SYSTEMS INC COMMON 493308100 893 76500 SH DEFINED 15 56000 0 20500
KEYNOTE SYSTEMS INC COMMON 493308100 12 1000 SH DEFINED 15,14 1000 0 0
KEYNOTE SYSTEMS INC COMMON 493308100 107 9200 SH DEFINED 5,15 9200 0 0
KEYSPAN CORPORATION COMMON 49337W100 10392 255335 SH DEFINED 15 255000 0 335
KEYSPAN CORPORATION COMMON 49337W100 712 17491 SH DEFINED 15 17491 0 0
KEYSPAN CORPORATION COMMON 49337W100 40 993 SH DEFINED 24 0 0 993
KEYSPAN CORPORATION COMMON 49337W100 6 152 SH DEFINED 4 152 0 0
KEYSPAN CORPORATION COMMON 49337W100 45 1100 SH DEFINED 6 1100 0 0
KEYSPAN CORPORATION COMMON 49337W100 232 5707 SH DEFINED 8 5707 0 0
KEYSTONE AUTOMOTIVE INDS INC COMMON 49338N109 3821 154500 SH DEFINED 1 154500 0 0
KEYSTONE AUTOMOTIVE INDS INC COMMON 49338N109 20 800 SH DEFINED 15 800 0 0
KEYSTONE AUTOMOTIVE INDS INC COMMON 49338N109 49 2000 SH DEFINED 5,15 2000 0 0
KILROY REALTY CORP COMMON 49427F108 522 11000 SH DEFINED 15 11000 0 0
KILROY REALTY CORP COMMON 49427F108 24004 505446 SH DEFINED 15 395784 0 99962
KILROY REALTY CORP COMMON 49427F108 1947 41000 SH DEFINED 5,15 41000 0 0
KIMBERLY-CLARK CORP COMMON 494368103 81301 1298940 SH DEFINED 1 984440 0 314500
KIMBERLY-CLARK CORP COMMON 494368103 32109 513000 SH DEFINED 1,2 513000 0 0
KIMBERLY-CLARK CORP COMMON 494368103 7163 114450 SH DEFINED 9,15 114450 0 0
KIMBERLY-CLARK CORP COMMON 494368103 1066 17025 SH DEFINED 12 17025 0 0
KIMBERLY-CLARK CORP COMMON 494368103 365 5830 SH DEFINED 12,14 5830 0 0
KIMBERLY-CLARK CORP COMMON 494368103 29345 468837 SH DEFINED 15 431980 0 36857
KIMBERLY-CLARK CORP COMMON 494368103 2873 45900 SH DEFINED 15,8 45900 0 0
KIMBERLY-CLARK CORP COMMON 494368103 451 7200 SH DEFINED 2 7200 0 0
KIMBERLY-CLARK CORP COMMON 494368103 291 4649 SH DEFINED 23 4649 0 0
KIMBERLY-CLARK CORP COMMON 494368103 2777 44374 SH DEFINED 24 5480 0 38894
KIMBERLY-CLARK CORP COMMON 494368103 112474 1797000 SH DEFINED 3 1797000 0 0
KIMBERLY-CLARK CORP COMMON 494368103 1 22 SH DEFINED 4 22 0 0
KIMBERLY-CLARK CORP COMMON 494368103 332 5300 SH DEFINED 5,15 5300 0 0
KIMBERLY-CLARK CORP COMMON 494368103 1290 20614 SH DEFINED 6 20614 0 0
KIMBERLY-CLARK CORP COMMON 494368103 1040 16609 SH DEFINED 8 16609 0 0
KIMCO REALTY CORP COMMON 49446R109 161 2740 SH DEFINED 15 2740 0 0
KIMCO REALTY CORP COMMON 49446R109 112 1900 SH DEFINED 9 1900 0 0
KIMCO REALTY CORP COMMON 49446R109 624 10600 SH DEFINED 9,15 10600 0 0
KIMCO REALTY CORP COMMON 49446R109 26669 452700 SH DEFINED 15 425100 0 20400
KIMCO REALTY CORP COMMON 49446R109 171 2900 SH DEFINED 15,14 2900 0 0
KIMCO REALTY CORP COMMON 49446R109 4 66 SH DEFINED 24 66 0 0
KIMCO REALTY CORP COMMON 49446R109 418 7100 SH DEFINED 5,15 7100 0 0
KIMCO REALTY CORP COMMON 49446R109 2753 46727 SH DEFINED 6 46727 0 0
KINDER MORGAN ENERGY PRTNRS COMMON 494550106 12814 251643 SH DEFINED 24 9300 0 242343
KINDER MORGAN ENERGY PRTNRS COMMON 494550106 2289 44960 SH DEFINED 6 44960 0 0
KINDER MORGAN INC COMMON 49455P101 17472 210000 SH DEFINED 1 210000 0 0
KINDER MORGAN INC COMMON 49455P101 874 10510 SH DEFINED 15 10510 0 0
KINDER MORGAN INC COMMON 49455P101 3681 44245 SH DEFINED 24 13717 0 30528
KINDER MORGAN INC COMMON 49455P101 11787 141665 SH DEFINED 6 141665 0 0
KINDER MORGAN INC COMMON 49455P101 273 3276 SH DEFINED 8 3276 0 0
KINDER MORGAN MANAGEMENT LLC COMMON 49455U100 46 1000 SH DEFINED 24 0 0 1000
KINDER MORGAN MANAGEMENT LLC COMMON 49455U100 12211 265456 SH DEFINED 6 265456 0 0
KINDRED HEALTHCARE INC COMMON 494580103 13016 328600 SH DEFINED 1 328600 0 0
KINDRED HEALTHCARE INC COMMON 494580103 1632 41200 SH DEFINED 15 23800 0 17400
KINDRED HEALTHCARE INC COMMON 494580103 32 800 SH DEFINED 15,14 800 0 0
KINDRED HEALTHCARE INC COMMON 494580103 543 13700 SH DEFINED 5,15 13700 0 0
KINDRED HEALTHCARE INC COMMON 494580103 98 2475 SH DEFINED 6 450 725 1300
KINETIC CONCEPTS INC COMMON 49460W208 69996 1166600 SH DEFINED 1 1166600 0 0
KINETIC CONCEPTS INC COMMON 49460W208 7500 125000 SH DEFINED 1,2 125000 0 0
KINETIC CONCEPTS INC COMMON 49460W208 420 7000 SH DEFINED 15 200 0 6800
KINETIC CONCEPTS INC COMMON 49460W208 312 5200 SH DEFINED 15,22 5200 0 0
KINETIC CONCEPTS INC COMMON 49460W208 4110 68500 SH DEFINED 2 60300 0 8200
KINETIC CONCEPTS INC COMMON 49460W208 37153 619213 SH DEFINED 24 109434 0 509779
KINETIC CONCEPTS INC COMMON 49460W208 4266 71100 SH DEFINED 3 71100 0 0
KINETIC CONCEPTS INC COMMON 49460W208 6 95 SH DEFINED 4 95 0 0
KINETIC CONCEPTS INC COMMON 49460W208 9320 155333 SH DEFINED 6 155333 0 0
KING PHARMACEUTICALS INC COMMON 495582108 81 7795 SH DEFINED 15 7100 0 695
KING PHARMACEUTICALS INC COMMON 495582108 210 20200 SH DEFINED 9 20200 0 0
KING PHARMACEUTICALS INC COMMON 495582108 2258 216700 SH DEFINED 9,15 216700 0 0
KING PHARMACEUTICALS INC COMMON 495582108 19488 1870206 SH DEFINED 15 1659606 0 176300
KING PHARMACEUTICALS INC COMMON 495582108 326 31300 SH DEFINED 15,14 31300 0 0
KING PHARMACEUTICALS INC COMMON 495582108 886 85000 SH DEFINED 15,8 85000 0 0
KING PHARMACEUTICALS INC COMMON 495582108 44 4222 SH DEFINED 23 4222 0 0
KING PHARMACEUTICALS INC COMMON 495582108 34 3238 SH DEFINED 24 0 0 3238
KING PHARMACEUTICALS INC COMMON 495582108 739 70900 SH DEFINED 5,15 70900 0 0
KING PHARMACEUTICALS INC COMMON 495582108 58 5600 SH DEFINED 8 5600 0 0
KINGSWAY FINANCIAL SERVICES COMMON 496904103 4524 266400 SH DEFINED 1 266400 0 0
KINGSWAY FINANCIAL SERVICES COMMON 496904103 10941 644300 SH DEFINED 1,3 644300 0 0
KINGSWAY FINANCIAL SERVICES COMMON 496904103 216 12700 SH DEFINED 2 12700 0 0
KINTERA INC COMMON 49720P506 1891 554556 SH DEFINED 1 554556 0 0
KIRBY CORP COMMON 497266106 7766 172200 SH DEFINED 1 172200 0 0
KIRBY CORP COMMON 497266106 2571 57000 SH DEFINED 2 57000 0 0
KIRBY CORP COMMON 497266106 50 1100 SH DEFINED 6 0 0 1100
KITE REALTY GROUP TRUST COMMON 49803T102 2612 174116 SH DEFINED 15 122512 0 51604
KNIGHT CAPITAL GROUP INC-A COMMON 499005106 101 13200 SH DEFINED 6 13200 0 0
KNIGHT RIDDER INC COMMON 499040103 73534 1198801 SH DEFINED 1 1198801 0 0
KNIGHT RIDDER INC COMMON 499040103 159 2600 SH DEFINED 1,3 2600 0 0
KNIGHT RIDDER INC COMMON 499040103 1143 18627 SH DEFINED 15 18627 0 0
KNIGHT RIDDER INC COMMON 499040103 1798 29309 SH DEFINED 15,14 29309 0 0
KNIGHT RIDDER INC COMMON 499040103 6733 109760 SH DEFINED 2 109760 0 0
KNIGHT RIDDER INC COMMON 499040103 98 1600 SH DEFINED 24 0 0 1600
KNIGHT RIDDER INC COMMON 499040103 22067 359751 SH DEFINED 4 359751 0 0
KNIGHT RIDDER INC COMMON 499040103 313 5100 SH DEFINED 5,2 5100 0 0
KNIGHT RIDDER INC COMMON 499040103 337 5500 SH DEFINED 6 5500 0 0
KNIGHT RIDDER INC COMMON 499040103 193 3141 SH DEFINED 8 3141 0 0
KNIGHT TRANSPORT COMMON 499064103 9177 377200 SH DEFINED 1 377200 0 0
KNIGHT TRANSPORT COMMON 499064103 2849 117100 SH DEFINED 2 117100 0 0
KNIGHT TRANSPORT COMMON 499064103 95 3920 SH DEFINED 24 230 0 3690
KNIGHT TRANSPORT COMMON 499064103 9432 387649 SH DEFINED 6 387649 0 0
KNOLOGY INC COMMON 499183804 97 50922 SH DEFINED 1 50922 0 0
KOHLS CORP COMMON 500255104 97423 1742500 SH DEFINED 1 1742500 0 0
KOHLS CORP COMMON 500255104 53920 964400 SH DEFINED 1,2 964400 0 0
KOHLS CORP COMMON 500255104 2431 43477 SH DEFINED 15 31877 0 11600
KOHLS CORP COMMON 500255104 8683 155300 SH DEFINED 2 143700 0 11600
KOHLS CORP COMMON 500255104 26605 475852 SH DEFINED 24 113872 0 361980
KOHLS CORP COMMON 500255104 1 24 SH DEFINED 4 24 0 0
KOHLS CORP COMMON 500255104 95 1700 SH DEFINED 6 1700 0 0
KOHLS CORP COMMON 500255104 570 10191 SH DEFINED 8 10191 0 0
KOMAG INC COMMON 500453105 0 24547 SH DEFINED 6 24547 0 0
KOMAG INC COMMON 500453204 4290 151200 SH DEFINED 1 151200 0 0
KONINKLIJKE PHILIPS ELECTRONIC COMMON 500472303 130222 5169605 SH DEFINED 1 5169605 0 0
KONINKLIJKE PHILIPS ELECTRONIC COMMON 500472303 71892 2853985 SH DEFINED 12 2617785 0 236200
KONINKLIJKE PHILIPS ELECTRONIC COMMON 500472303 215 8550 SH DEFINED 12,14 8550 0 0
KONINKLIJKE PHILIPS ELECTRONIC COMMON 500472303 26067 1034833 SH DEFINED 15 932268 0 102565
KONINKLIJKE PHILIPS ELECTRONIC COMMON 500472303 2193 87050 SH DEFINED 2 87050 0 0
KONINKLIJKE PHILIPS ELECTRONIC COMMON 500472303 176 7000 SH DEFINED 2,14 7000 0 0
KONINKLIJKE PHILIPS ELECTRONIC COMMON 500472303 12313 488806 SH DEFINED 4 488806 0 0
KOOKMIN BANK-SPONS ADR COMMON 50049M109 296 6500 SH DEFINED 9,15 6500 0 0
KOOKMIN BANK-SPONS ADR COMMON 50049M109 178 3900 SH DEFINED 12 0 0 0
KOOKMIN BANK-SPONS ADR COMMON 50049M109 378 8300 SH DEFINED 15 8300 0 0
KOOKMIN BANK-SPONS ADR COMMON 50049M109 1892 41500 SH DEFINED 5,12 41500 0 0
KOOKMIN BANK-SPONS ADR COMMON 50049M109 700 15350 SH DEFINED 7 15350 0 0
KOOR INDUSTRIES LTD ADR COMMON 500507108 111 10000 SH DEFINED 24 0 0 10000
KOREA ELEC POWER CORP ADR COMMON 500631106 1103 70362 SH DEFINED 9,12 70362 0 0
KOREA ELEC POWER CORP ADR COMMON 500631106 193 12300 SH DEFINED 9,15 12300 0 0
KOREA ELEC POWER CORP ADR COMMON 500631106 38159 2435142 SH DEFINED 12 2404569 0 18692
KOREA ELEC POWER CORP ADR COMMON 500631106 19021 1213846 SH DEFINED 15 1156634 0 57212
KOREA ELEC POWER CORP ADR COMMON 500631106 125 8000 SH DEFINED 24 0 0 8000
KOREA ELEC POWER CORP ADR COMMON 500631106 6702 427700 SH DEFINED 5,12 427700 0 0
KOREA FUND CF COMMON 500634100 59 2148 SH DEFINED 6 2148 0 0
KOS PHARMACEUTICALS INC COMMON 500648100 12425 189700 SH DEFINED 15 166100 0 15100
KOS PHARMACEUTICALS INC COMMON 500648100 295 4500 SH DEFINED 15,8 4500 0 0
KOS PHARMACEUTICALS INC COMMON 500648100 124 1900 SH DEFINED 5,15 1900 0 0
KRAFT FOODS INC CL A COMMON 50075N104 143889 4523380 SH DEFINED 1 4021380 0 502000
KRAFT FOODS INC CL A COMMON 50075N104 37218 1170000 SH DEFINED 1,2 1170000 0 0
KRAFT FOODS INC CL A COMMON 50075N104 2984 93800 SH DEFINED 9,15 93800 0 0
KRAFT FOODS INC CL A COMMON 50075N104 886 27865 SH DEFINED 12 27865 0 0
KRAFT FOODS INC CL A COMMON 50075N104 305 9600 SH DEFINED 12,14 9600 0 0
KRAFT FOODS INC CL A COMMON 50075N104 11545 362949 SH DEFINED 15 358504 0 2900
KRAFT FOODS INC CL A COMMON 50075N104 477 15000 SH DEFINED 2 15000 0 0
KRAFT FOODS INC CL A COMMON 50075N104 54 1704 SH DEFINED 23 1704 0 0
KRAFT FOODS INC CL A COMMON 50075N104 93 2910 SH DEFINED 24 610 0 2300
KRAFT FOODS INC CL A COMMON 50075N104 2 77 SH DEFINED 4 77 0 0
KRAFT FOODS INC CL A COMMON 50075N104 344 10800 SH DEFINED 5,15 0 0 10800
KRAFT FOODS INC CL A COMMON 50075N104 16 500 SH DEFINED 6 500 0 0
KRAFT FOODS INC CL A COMMON 50075N104 143 4502 SH DEFINED 8 4502 0 0
KRISPY KREME DOUGHNUTS INC COMMON 501014104 3 400 SH DEFINED 24 0 0 400
KRISPY KREME DOUGHNUTS INC COMMON 501014104 5 680 SH DEFINED 6 680 0 0
KROGER CO COMMON 501044101 452913 23799930 SH DEFINED 1 23799930 0 0
KROGER CO COMMON 501044101 55415 2912000 SH DEFINED 1,2 2912000 0 0
KROGER CO COMMON 501044101 226 11900 SH DEFINED 1,3 11900 0 0
KROGER CO COMMON 501044101 18740 984770 SH DEFINED 15 960536 0 24234
KROGER CO COMMON 501044101 1157 60800 SH DEFINED 15,8 60800 0 0
KROGER CO COMMON 501044101 14005 735950 SH DEFINED 2 735950 0 0
KROGER CO COMMON 501044101 289 15200 SH DEFINED 2,14 15200 0 0
KROGER CO COMMON 501044101 438 23000 SH DEFINED 23 23000 0 0
KROGER CO COMMON 501044101 74830 3932221 SH DEFINED 4 3932221 0 0
KROGER CO COMMON 501044101 519 27295 SH DEFINED 5,15 0 0 27295
KROGER CO COMMON 501044101 447 23500 SH DEFINED 5,2 23500 0 0
KROGER CO COMMON 501044101 555 29141 SH DEFINED 8 29141 0 0
KULICKE & SOFFA INDUSTRIES COMMON 501242101 3939 498000 SH DEFINED 15 270400 0 227600
KULICKE & SOFFA INDUSTRIES COMMON 501242101 85 10800 SH DEFINED 15,14 10800 0 0
KULICKE & SOFFA INDUSTRIES COMMON 501242101 1038 131200 SH DEFINED 5,15 131200 0 0
KYPHON INC COMMON 501577100 22280 640400 SH DEFINED 1 640400 0 0
KYPHON INC COMMON 501577100 818 23500 SH DEFINED 2 23500 0 0
KYPHON INC COMMON 501577100 11244 323200 SH DEFINED 3 323200 0 0
LCA-VISION INC COMMON 501803308 514 10600 SH DEFINED 1 10600 0 0
LCA-VISION INC COMMON 501803308 10 200 SH DEFINED 24 0 0 200
LSI LOGIC CORP COMMON 502161102 92 10860 SH DEFINED 15 10860 0 0
LSI LOGIC CORP COMMON 502161102 121 14200 SH DEFINED 9 14200 0 0
LSI LOGIC CORP COMMON 502161102 1853 218200 SH DEFINED 9,15 218200 0 0
LSI LOGIC CORP COMMON 502161102 363 42700 SH DEFINED 11,8 42700 0 0
LSI LOGIC CORP COMMON 502161102 40259 4741962 SH DEFINED 15 4117462 0 477400
LSI LOGIC CORP COMMON 502161102 186 21900 SH DEFINED 15,14 21900 0 0
LSI LOGIC CORP COMMON 502161102 1615 190200 SH DEFINED 15,8 190200 0 0
LSI LOGIC CORP COMMON 502161102 317 37367 SH DEFINED 23 37367 0 0
LSI LOGIC CORP COMMON 502161102 39 4550 SH DEFINED 24 0 0 4550
LSI LOGIC CORP COMMON 502161102 987 116300 SH DEFINED 5,15 116300 0 0
LSI LOGIC CORP COMMON 502161102 86 10149 SH DEFINED 6 3974 2175 4000
LSI LOGIC CORP COMMON 502161102 1377 162173 SH DEFINED 8 162173 0 0
LSI LOGIC CORP COMMON 502161102 27 3189 SH DEFINED 8,10 3189 0 0
LSI LOGIC CORP COMMON 502161102 313 36900 SH DEFINED 8,13 36900 0 0
LSI INDUSTRIES INC COMMON 50216C108 20 1400 SH DEFINED 15 1400 0 0
LSI INDUSTRIES INC COMMON 50216C108 49 3500 SH DEFINED 5,15 3500 0 0
LTC PROPERTIES INC COMMON 502175102 8812 425700 SH DEFINED 15 355700 0 70000
LTC PROPERTIES INC COMMON 502175102 68 3300 SH DEFINED 15,14 3300 0 0
LTC PROPERTIES INC COMMON 502175102 880 42500 SH DEFINED 5,15 42500 0 0
LTC PROPERTIES INC COMMON 502175102 88 4250 SH DEFINED 6 950 1175 2125
L-3 COMMUNICATIONS HLDGS INC COMMON 502424104 55484 724520 SH DEFINED 1 724520 0 0
L-3 COMMUNICATIONS HLDGS INC COMMON 502424104 482 6300 SH DEFINED 9,15 6300 0 0
L-3 COMMUNICATIONS HLDGS INC COMMON 502424104 3562 46518 SH DEFINED 15 37918 0 8600
L-3 COMMUNICATIONS HLDGS INC COMMON 502424104 1302 17000 SH DEFINED 15,22 17000 0 0
L-3 COMMUNICATIONS HLDGS INC COMMON 502424104 482 6300 SH DEFINED 15,8 6300 0 0
L-3 COMMUNICATIONS HLDGS INC COMMON 502424104 3745 48900 SH DEFINED 2 41500 0 7400
L-3 COMMUNICATIONS HLDGS INC COMMON 502424104 1207 15755 SH DEFINED 24 15055 0 700
L-3 COMMUNICATIONS HLDGS INC COMMON 502424104 8 105 SH DEFINED 4 105 0 0
L-3 COMMUNICATIONS HLDGS INC COMMON 502424104 578 7550 SH DEFINED 6 7550 0 0
L-3 COMMUNICATIONS HLDGS INC COMMON 502424104 141 1843 SH DEFINED 8 1843 0 0
LA QUINTA CORP-PAIRED COMMON 50419U202 5788 620400 SH DEFINED 1 620400 0 0
LA QUINTA CORP-PAIRED COMMON 50419U202 2973 318600 SH DEFINED 15 318600 0 0
LABOR READY INC COMMON 505401208 3755 161100 SH DEFINED 1 161100 0 0
LABOR READY INC COMMON 505401208 1422 61000 SH DEFINED 1,3 61000 0 0
LABOR READY INC COMMON 505401208 483 20700 SH DEFINED 9,2 20700 0 0
LABOR READY INC COMMON 505401208 11741 503700 SH DEFINED 15 284400 0 219300
LABOR READY INC COMMON 505401208 242 10400 SH DEFINED 15,14 10400 0 0
LABOR READY INC COMMON 505401208 2713 116400 SH DEFINED 5,15 116400 0 0
LABORATORY CRP OF AMER HLDGS COMMON 50540R409 5739 115000 SH DEFINED 1 115000 0 0
LABORATORY CRP OF AMER HLDGS COMMON 50540R409 1088 21800 SH DEFINED 9 21800 0 0
LABORATORY CRP OF AMER HLDGS COMMON 50540R409 1584 31743 SH DEFINED 15 29443 0 2300
LABORATORY CRP OF AMER HLDGS COMMON 50540R409 579 11600 SH DEFINED 15,8 11600 0 0
LABORATORY CRP OF AMER HLDGS COMMON 50540R409 213 4261 SH DEFINED 23 4261 0 0
LABORATORY CRP OF AMER HLDGS COMMON 50540R409 194 3895 SH DEFINED 24 403 0 3492
LABORATORY CRP OF AMER HLDGS COMMON 50540R409 15255 305709 SH DEFINED 6 305709 0 0
LABORATORY CRP OF AMER HLDGS COMMON 50540R409 292 5853 SH DEFINED 8 5853 0 0
LAFARGE S.A. ADR COMMON 505861401 16 700 SH DEFINED 24 700 0 0
LAFARGE S.A. ADR COMMON 505861401 429 18818 SH DEFINED 4 18818 0 0
LAIDLAW INTERNATIONAL COMMON 50730R102 11045 458300 SH DEFINED 1 458300 0 0
LAIDLAW INTERNATIONAL COMMON 50730R102 22552 935750 SH DEFINED 1,3 935750 0 0
LAIDLAW INTERNATIONAL COMMON 50730R102 159 6600 SH DEFINED 9,7 6600 0 0
LAIDLAW INTERNATIONAL COMMON 50730R102 499 20700 SH DEFINED 9,2 20700 0 0
LAIDLAW INTERNATIONAL COMMON 50730R102 1806 74950 SH DEFINED 2 74950 0 0
LAIDLAW INTERNATIONAL COMMON 50730R102 60 2475 SH DEFINED 6 525 700 1250
LAKELAND FINANCIAL CORPORATION COMMON 511656100 49 1200 SH DEFINED 15 1200 0 0
LAKELAND FINANCIAL CORPORATION COMMON 511656100 122 3000 SH DEFINED 5,15 3000 0 0
LAM RESEARCH CORP COMMON 512807108 23007 794700 SH DEFINED 1 794700 0 0
LAM RESEARCH CORP COMMON 512807108 20920 722627 SH DEFINED 15 600187 0 101140
LAM RESEARCH CORP COMMON 512807108 1071 37000 SH DEFINED 15,22 37000 0 0
LAM RESEARCH CORP COMMON 512807108 489 16900 SH DEFINED 15,8 16900 0 0
LAM RESEARCH CORP COMMON 512807108 579 20000 SH DEFINED 20 20000 0 0
LAM RESEARCH CORP COMMON 512807108 101 3500 SH DEFINED 23 3500 0 0
LAM RESEARCH CORP COMMON 512807108 489 16900 SH DEFINED 5,15 16900 0 0
LAM RESEARCH CORP COMMON 512807108 22 751 SH DEFINED 8 751 0 0
LAMAR ADVERTISING CO COMMON 512815101 33989 794700 SH DEFINED 1 794700 0 0
LAMAR ADVERTISING CO COMMON 512815101 47778 1117100 SH DEFINED 1,2 1117100 0 0
LAMAR ADVERTISING CO COMMON 512815101 308 7200 SH DEFINED 9,15 7200 0 0
LAMAR ADVERTISING CO COMMON 512815101 10175 237900 SH DEFINED 15 208100 0 22900
LAMAR ADVERTISING CO COMMON 512815101 924 21600 SH DEFINED 15,8 21600 0 0
LAMAR ADVERTISING CO COMMON 512815101 9792 228950 SH DEFINED 2 228950 0 0
LAMAR ADVERTISING CO COMMON 512815101 107 2500 SH DEFINED 23 2500 0 0
LAMAR ADVERTISING CO COMMON 512815101 204 4768 SH DEFINED 24 540 0 4228
LAMAR ADVERTISING CO COMMON 512815101 150 3500 SH DEFINED 5,15 3500 0 0
LAMAR ADVERTISING CO COMMON 512815101 14526 339623 SH DEFINED 6 339623 0 0
LAMAR ADVERTISING CO COMMON 512815101 23 536 SH DEFINED 8 536 0 0
LANCASTER COLONY CORP COMMON 513847103 1284 29900 SH DEFINED 1 29900 0 0
LANCASTER COLONY CORP COMMON 513847103 0 0 SH DEFINED 24 0 0 0
LANDAMERICA FINANCIAL GROUP COMMON 514936103 14356 241800 SH DEFINED 15 148000 0 93800
LANDAMERICA FINANCIAL GROUP COMMON 514936103 261 4400 SH DEFINED 15,14 4400 0 0
LANDAMERICA FINANCIAL GROUP COMMON 514936103 4180 70400 SH DEFINED 5,15 70400 0 0
LANDSTAR SYSTEM INC COMMON 515098101 4083 135300 SH DEFINED 1 135300 0 0
LANDSTAR SYSTEM INC COMMON 515098101 311 10315 SH DEFINED 24 8135 0 2180
LANDSTAR SYSTEM INC COMMON 515098101 7003 232053 SH DEFINED 6 232053 0 0
LAS VEGAS SANDS COMMON 517834107 8366 234000 SH DEFINED 1 234000 0 0
LAS VEGAS SANDS COMMON 517834107 19663 550000 SH DEFINED 1,2 550000 0 0
LASALLE HOTEL PROPERTIES COMMON 517942108 4889 149000 SH DEFINED 1 149000 0 0
LASALLE HOTEL PROPERTIES COMMON 517942108 24560 748553 SH DEFINED 15 535446 0 199607
LASALLE HOTEL PROPERTIES COMMON 517942108 95 2900 SH DEFINED 15,14 2900 0 0
LASALLE HOTEL PROPERTIES COMMON 517942108 2874 87600 SH DEFINED 5,15 87600 0 0
LASERSCOPE COMMON 518081104 3261 78700 SH DEFINED 1 78700 0 0
LASERSCOPE COMMON 518081104 21 500 SH DEFINED 24 0 0 500
ESTEE LAUDER COMPANIES CL A COMMON 518439104 18536 473700 SH DEFINED 1 473700 0 0
ESTEE LAUDER COMPANIES CL A COMMON 518439104 873 22300 SH DEFINED 2 22300 0 0
ESTEE LAUDER COMPANIES CL A COMMON 518439104 86 2202 SH DEFINED 24 2000 0 202
ESTEE LAUDER COMPANIES CL A COMMON 518439104 8229 210300 SH DEFINED 3 210300 0 0
ESTEE LAUDER COMPANIES CL A COMMON 518439104 3 79 SH DEFINED 6 79 0 0
ESTEE LAUDER COMPANIES CL A COMMON 518439104 10 259 SH DEFINED 8 259 0 0
ROYAL DUTCH PETROLEUM COMMON 5202704 2562 39204 SH DEFINED 9 39204 0 0
ROYAL DUTCH PETROLEUM COMMON 5202704 6805 104133 SH DEFINED 9,8 104133 0 0
ROYAL DUTCH PETROLEUM COMMON 5202704 995 15220 SH DEFINED 15,8 15220 0 0
ROYAL DUTCH PETROLEUM COMMON 5202704 12686 194120 SH DEFINED 23 194120 0 0
ROYAL DUTCH PETROLEUM COMMON 5202704 18412 281730 SH DEFINED 8 281730 0 0
ROYAL DUTCH PETROLEUM COMMON 5202704 707 10817 SH DEFINED 8,10 10817 0 0
LEADIS TECHNOLOGY, INC. COMMON 52171N103 2 202 SH DEFINED 24 0 0 202
LEAP WIRELESS INTL INC/OLD COMMON 521863100 0 25 SH DEFINED 6 25 0 0
LEAR CORPORATION COMMON 521865105 7093 194975 SH DEFINED 15 192276 0 2699
LEAR CORPORATION COMMON 521865105 374 10285 SH DEFINED 5,15 0 0 10285
LEAR CORPORATION COMMON 521865105 22 600 SH DEFINED 6 0 0 600
LEAR CORPORATION COMMON 521865105 10 286 SH DEFINED 8 286 0 0
LEAPFROG ENTERPRISES COMMON 52186N106 11 1000 SH DEFINED 6 1000 0 0
LEARNING TREE INTERNATIONAL COMMON 522015106 189 15900 SH DEFINED 3 15900 0 0
LEARNING TREE INTERNATIONAL COMMON 522015106 3457 290500 SH DEFINED 3 290500 0 0
LEGGETT & PLATT INC COMMON 524660107 488 18373 SH DEFINED 15 18373 0 0
LEGG MASON INC COMMON 524901105 53572 514575 SH DEFINED 1 514575 0 0
LEGG MASON INC COMMON 524901105 583 5603 SH DEFINED 15 153 0 5450
LEGG MASON INC COMMON 524901105 3091 29685 SH DEFINED 2 23000 0 6685
LEGG MASON INC COMMON 524901105 31 300 SH DEFINED 24 0 0 300
LEGG MASON INC COMMON 524901105 1041 10000 SH DEFINED 3 10000 0 0
LEGG MASON INC COMMON 524901105 198 1900 SH DEFINED 6 1700 200 0
LEGG MASON INC COMMON 524901105 371 3568 SH DEFINED 8 3568 0 0
LEHMAN BROTHERS HOLDINGS INC COMMON 524908100 89233 898800 SH DEFINED 1 898800 0 0
LEHMAN BROTHERS HOLDINGS INC COMMON 524908100 24820 250000 SH DEFINED 1,2 250000 0 0
LEHMAN BROTHERS HOLDINGS INC COMMON 524908100 7283 73360 SH DEFINED 9,15 73360 0 0
LEHMAN BROTHERS HOLDINGS INC COMMON 524908100 968 9752 SH DEFINED 11,8 9752 0 0
LEHMAN BROTHERS HOLDINGS INC COMMON 524908100 23574 237448 SH DEFINED 15 220948 0 16500
LEHMAN BROTHERS HOLDINGS INC COMMON 524908100 2909 29300 SH DEFINED 15,8 29300 0 0
LEHMAN BROTHERS HOLDINGS INC COMMON 524908100 6375 64210 SH DEFINED 2 64210 0 0
LEHMAN BROTHERS HOLDINGS INC COMMON 524908100 2979 30011 SH DEFINED 23 30011 0 0
LEHMAN BROTHERS HOLDINGS INC COMMON 524908100 35350 356065 SH DEFINED 24 66104 0 289961
LEHMAN BROTHERS HOLDINGS INC COMMON 524908100 92 926 SH DEFINED 4 926 0 0
LEHMAN BROTHERS HOLDINGS INC COMMON 524908100 258 2600 SH DEFINED 5,15 2600 0 0
LEHMAN BROTHERS HOLDINGS INC COMMON 524908100 315 3176 SH DEFINED 6 3176 0 0
LEHMAN BROTHERS HOLDINGS INC COMMON 524908100 4955 49909 SH DEFINED 8 49909 0 0
LEHMAN BROTHERS HOLDINGS INC COMMON 524908100 63 633 SH DEFINED 8,10 633 0 0
LEHMAN BROTHERS HOLDINGS INC COMMON 524908100 858 8644 SH DEFINED 8,13 8644 0 0
LEHMAN BROTHERS HOLDINGS CVP(L CONVERT 524908563 530 20900 SH DEFINED 24 700 0 20200
BRISTOL-MYERS CVT(LEH) 1.6 10- CONVERT 524908JJ0 5727 6250000 SH DEFINED 15 900000 0 5350000
FIRST DATA CORP CVT(LEH) 0.75 CONVERT 524908LS7 17280 18000000 SH DEFINED 15 2625000 0 15375000
LEHMAN BRO HLDS CVT (MWD) 0.75 CONVERT 524908NL0 10213 10000000 SH DEFINED 15 1475000 0 8525000
AMGEN INC CVT(LEH) 1.0 09-16-1 CONVERT 52517PWR8 4494 5000000 SH DEFINED 15 725000 0 4275000
LENNAR CORP CL A COMMON 526057104 95 1500 SH DEFINED 6 1500 0 0
LENNAR CORP CL A COMMON 526057104 263 4151 SH DEFINED 8 4151 0 0
LEVEL 3 COMM INC(LVLT) CVT 6.0 CONVERT 52729NAS9 16 30000 SH DEFINED 24 0 0 30000
LEXICON GENETICS INC COMMON 528872104 468 94700 SH DEFINED 15 48500 0 46200
LEXICON GENETICS INC COMMON 528872104 11 2200 SH DEFINED 15,14 2200 0 0
LEXICON GENETICS INC COMMON 528872104 58 11800 SH DEFINED 5,15 11800 0 0
LEXINGTON CORPORATE PPTYS TR COMMON 529043101 10482 431200 SH DEFINED 15 343900 0 87300
LEXINGTON CORPORATE PPTYS TR COMMON 529043101 31 1289 SH DEFINED 24 1289 0 0
LEXMARK INTL GROUP INC CL A COMMON 529771107 226099 3487560 SH DEFINED 1 3487560 0 0
LEXMARK INTL GROUP INC CL A COMMON 529771107 65472 1009900 SH DEFINED 1,2 1009900 0 0
LEXMARK INTL GROUP INC CL A COMMON 529771107 194 3000 SH DEFINED 1,3 3000 0 0
LEXMARK INTL GROUP INC CL A COMMON 529771107 2102 32421 SH DEFINED 15 32421 0 0
LEXMARK INTL GROUP INC CL A COMMON 529771107 9841 151800 SH DEFINED 2 151800 0 0
LEXMARK INTL GROUP INC CL A COMMON 529771107 110 1700 SH DEFINED 2,14 1700 0 0
LEXMARK INTL GROUP INC CL A COMMON 529771107 8 118 SH DEFINED 23 118 0 0
LEXMARK INTL GROUP INC CL A COMMON 529771107 3049 47038 SH DEFINED 24 6665 0 40373
LEXMARK INTL GROUP INC CL A COMMON 529771107 41618 641961 SH DEFINED 4 641961 0 0
LEXMARK INTL GROUP INC CL A COMMON 529771107 370 5700 SH DEFINED 5,2 5700 0 0
LEXMARK INTL GROUP INC CL A COMMON 529771107 6629 102254 SH DEFINED 6 99594 0 2660
LEXMARK INTL GROUP INC CL A COMMON 529771107 470 7257 SH DEFINED 8 7257 0 0
LIBERTY CORP COMMON 530370105 88 2400 SH DEFINED 15 2400 0 0
LIBERTY CORP COMMON 530370105 217 5900 SH DEFINED 5,15 5900 0 0
LIBERTY GLOBAL INC -A COMMON 530555101 11553 247855 SH DEFINED 15 247435 0 420
LIBERTY GLOBAL INC -A COMMON 530555101 424 9100 SH DEFINED 9,15 9100 0 0
LIBERTY GLOBAL INC -A COMMON 530555101 1485 31850 SH DEFINED 15 31450 0 400
LIBERTY GLOBAL INC -A COMMON 530555101 1336 28674 SH DEFINED 15,14 28674 0 0
LIBERTY GLOBAL INC -A COMMON 530555101 345 7400 SH DEFINED 15,8 7400 0 0
LIBERTY GLOBAL INC -A COMMON 530555101 26 555 SH DEFINED 2 555 0 0
LIBERTY GLOBAL INC -A COMMON 530555101 73 1556 SH DEFINED 23 1556 0 0
LIBERTY GLOBAL INC -A COMMON 530555101 525 11264 SH DEFINED 24 726 0 10538
LIBERTY GLOBAL INC -A COMMON 530555101 3 57 SH DEFINED 4 57 0 0
LIBERTY GLOBAL INC -A COMMON 530555101 707 15166 SH DEFINED 6 5166 0 10000
LIBERTY GLOBAL INC -A COMMON 530555101 238 5108 SH DEFINED 8 5108 0 0
VIACOM INC CVT (L) 3.25 03-15- CONVERT 530715AR2 184 240000 SH DEFINED 24 25000 0 215000
LIBERTY MEDIA CORP CL A COMMON 530718105 32830 3221832 SH DEFINED 1 3221832 0 0
LIBERTY MEDIA CORP CL A COMMON 530718105 13069 1282500 SH DEFINED 1,3 1282500 0 0
LIBERTY MEDIA CORP CL A COMMON 530718105 168 16500 SH DEFINED 15 16500 0 0
LIBERTY MEDIA CORP CL A COMMON 530718105 3753 368285 SH DEFINED 15,14 368285 0 0
LIBERTY MEDIA CORP CL A COMMON 530718105 171 16800 SH DEFINED 15,8 16800 0 0
LIBERTY MEDIA CORP CL A COMMON 530718105 227 22260 SH DEFINED 2 22260 0 0
LIBERTY MEDIA CORP CL A COMMON 530718105 117 11500 SH DEFINED 23 11500 0 0
LIBERTY MEDIA CORP CL A COMMON 530718105 2587 253881 SH DEFINED 24 49429 0 204452
LIBERTY MEDIA CORP CL A COMMON 530718105 65810 6458304 SH DEFINED 3 6458304 0 0
LIBERTY MEDIA CORP CL A COMMON 530718105 11 1100 SH DEFINED 4 1100 0 0
LIBERTY MEDIA CORP CL A COMMON 530718105 14033 1377140 SH DEFINED 6 1367798 0 9342
LIBERTY MEDIA CORP CL A COMMON 530718105 812 79732 SH DEFINED 8 79732 0 0
LIBERTY MEDIA CORP-B COMMON 530718204 2025 191425 SH DEFINED 1 191425 0 0
LIBERTY MEDIA CORP-B COMMON 530718204 338 31975 SH DEFINED 15,14 31975 0 0
LIBERTY MEDIA CORP-B COMMON 530718204 10 900 SH DEFINED 2 900 0 0
LIBERTY PROPERTY TRUST COMMON 531172104 26861 606200 SH DEFINED 15 536100 0 70100
LIBERTY PROPERTY TRUST COMMON 531172104 53 1200 SH DEFINED 24 0 0 1200
LIEBERT CORP CVT (EMR) 8.0 11- CONVERT 531735AA6 23 5000 SH DEFINED 6 5000 0 0
LIFECELL CORPORATION COMMON 531927101 1967 124400 SH DEFINED 15 63700 0 60700
LIFECELL CORPORATION COMMON 531927101 44 2800 SH DEFINED 15,14 2800 0 0
LIFECELL CORPORATION COMMON 531927101 234 14800 SH DEFINED 5,15 14800 0 0
LIFECORE BIOMEDICAL INC COMMON 532187101 955 87500 SH DEFINED 15 44600 0 42900
LIFECORE BIOMEDICAL INC COMMON 532187101 22 2000 SH DEFINED 15,14 2000 0 0
LIFECORE BIOMEDICAL INC COMMON 532187101 118 10800 SH DEFINED 5,15 10800 0 0
LIFEPOINT HOSPITALS INC COMMON 53219L109 20144 398500 SH DEFINED 1 398500 0 0
LIFEPOINT HOSPITALS INC COMMON 53219L109 131 2600 SH DEFINED 15 2600 0 0
LIFEPOINT HOSPITALS INC COMMON 53219L109 5657 111900 SH DEFINED 2 111900 0 0
LIFEPOINT HOSPITALS INC COMMON 53219L109 16 317 SH DEFINED 24 0 0 317
LIGAND PHARMACEUTICALS INC CL COMMON 53220K207 417 60000 SH DEFINED 1 60000 0 0
LIGAND PHARMACEUTICALS INC CL COMMON 53220K207 104 15000 SH DEFINED 11,2 15000 0 0
LIGHTPATH TECHNOLOGIES INC CL COMMON 532257805 1 212 SH DEFINED 24 212 0 0
LILLY (ELI) & CO COMMON 532457108 95601 1716040 SH DEFINED 1 1716040 0 0
LILLY (ELI) & CO COMMON 532457108 4982 89430 SH DEFINED 9 89430 0 0
LILLY (ELI) & CO COMMON 532457108 275 4940 SH DEFINED 9,15 4940 0 0
LILLY (ELI) & CO COMMON 532457108 390 7000 SH DEFINED 11,2 7000 0 0
LILLY (ELI) & CO COMMON 532457108 49986 897246 SH DEFINED 15 535375 0 358721
LILLY (ELI) & CO COMMON 532457108 9969 178940 SH DEFINED 15,22 178940 0 0
LILLY (ELI) & CO COMMON 532457108 384 6900 SH DEFINED 15,8 6900 0 0
LILLY (ELI) & CO COMMON 532457108 3755 67400 SH DEFINED 2 67400 0 0
LILLY (ELI) & CO COMMON 532457108 953 17100 SH DEFINED 20 17100 0 0
LILLY (ELI) & CO COMMON 532457108 6125 109951 SH DEFINED 24 31980 0 77971
LILLY (ELI) & CO COMMON 532457108 13833 248300 SH DEFINED 3 248300 0 0
LILLY (ELI) & CO COMMON 532457108 2051 36812 SH DEFINED 6 36812 0 0
LILLY (ELI) & CO COMMON 532457108 1761 31613 SH DEFINED 8 31613 0 0
LIMITED BRANDS INC COMMON 532716107 31076 1450780 SH DEFINED 1 1450780 0 0
LIMITED BRANDS INC COMMON 532716107 576 26900 SH DEFINED 9 26900 0 0
LIMITED BRANDS INC COMMON 532716107 7641 356700 SH DEFINED 9,15 356700 0 0
LIMITED BRANDS INC COMMON 532716107 124 5800 SH DEFINED 11,8 5800 0 0
LIMITED BRANDS INC COMMON 532716107 43945 2051582 SH DEFINED 15 1852682 0 198900
LIMITED BRANDS INC COMMON 532716107 889 41500 SH DEFINED 15,14 41500 0 0
LIMITED BRANDS INC COMMON 532716107 1951 91100 SH DEFINED 15,8 91100 0 0
LIMITED BRANDS INC COMMON 532716107 1509 70430 SH DEFINED 23 70430 0 0
LIMITED BRANDS INC COMMON 532716107 2348 109600 SH DEFINED 5,15 109600 0 0
LIMITED BRANDS INC COMMON 532716107 340 15870 SH DEFINED 6 15870 0 0
LIMITED BRANDS INC COMMON 532716107 343 16000 SH DEFINED 7 16000 0 0
LIMITED BRANDS INC COMMON 532716107 1256 58629 SH DEFINED 8 58629 0 0
LIMITED BRANDS INC COMMON 532716107 40 1888 SH DEFINED 8,10 1888 0 0
LIMITED BRANDS INC COMMON 532716107 107 5000 SH DEFINED 8,13 5000 0 0
LIN TV CORP CL A COMMON 532774106 40 2900 SH DEFINED 15 2900 0 0
LIN TV CORP CL A COMMON 532774106 99 7100 SH DEFINED 5,15 7100 0 0
LINCARE HOLDINGS INC COMMON 532791100 645 15780 SH DEFINED 1 15780 0 0
LINCARE HOLDINGS INC COMMON 532791100 1002 24500 SH DEFINED 9 24500 0 0
LINCARE HOLDINGS INC COMMON 532791100 1755 42900 SH DEFINED 9,15 42900 0 0
LINCARE HOLDINGS INC COMMON 532791100 9204 225029 SH DEFINED 15 198925 0 23504
LINCARE HOLDINGS INC COMMON 532791100 106 2600 SH DEFINED 15,14 2600 0 0
LINCARE HOLDINGS INC COMMON 532791100 961 23500 SH DEFINED 15,8 23500 0 0
LINCARE HOLDINGS INC COMMON 532791100 388 9492 SH DEFINED 23 9492 0 0
LINCARE HOLDINGS INC COMMON 532791100 250 6105 SH DEFINED 24 255 0 5850
LINCARE HOLDINGS INC COMMON 532791100 249 6100 SH DEFINED 5,15 6100 0 0
LINCARE HOLDINGS INC COMMON 532791100 16737 409211 SH DEFINED 6 406861 450 1900
LINCARE HOLDINGS INC COMMON 532791100 326 7977 SH DEFINED 8 7977 0 0
LINCARE HOLDINGS INC COMMON 532791100 25 616 SH DEFINED 8,10 616 0 0
LINCOLN NATIONAL CORP COMMON 534187109 100 2140 SH DEFINED 15 2140 0 0
LINCOLN NATIONAL CORP COMMON 534187109 12789 272577 SH DEFINED 15 256977 0 15600
LINCOLN NATIONAL CORP COMMON 534187109 1703 36300 SH DEFINED 15,8 36300 0 0
LINCOLN NATIONAL CORP COMMON 534187109 145 3089 SH DEFINED 23 3089 0 0
LINCOLN NATIONAL CORP COMMON 534187109 1300 27715 SH DEFINED 24 0 0 27715
LINCOLN NATIONAL CORP COMMON 534187109 35 736 SH DEFINED 6 736 0 0
LINCOLN NATIONAL CORP COMMON 534187109 337 7193 SH DEFINED 8 7193 0 0
LINEAR TECHNOLOGY CORP COMMON 535678106 86291 2351900 SH DEFINED 1 2351900 0 0
LINEAR TECHNOLOGY CORP COMMON 535678106 53201 1450000 SH DEFINED 1,2 1450000 0 0
LINEAR TECHNOLOGY CORP COMMON 535678106 12467 339800 SH DEFINED 1,3 339800 0 0
LINEAR TECHNOLOGY CORP COMMON 535678106 312 8500 SH DEFINED 9,7 8500 0 0
LINEAR TECHNOLOGY CORP COMMON 535678106 259 7060 SH DEFINED 9,15 7060 0 0
LINEAR TECHNOLOGY CORP COMMON 535678106 4186 114100 SH DEFINED 9,2 114100 0 0
LINEAR TECHNOLOGY CORP COMMON 535678106 41079 1119637 SH DEFINED 15 604972 0 510165
LINEAR TECHNOLOGY CORP COMMON 535678106 2852 77740 SH DEFINED 15,22 77740 0 0
LINEAR TECHNOLOGY CORP COMMON 535678106 763 20800 SH DEFINED 15,8 20800 0 0
LINEAR TECHNOLOGY CORP COMMON 535678106 19696 536810 SH DEFINED 2 536810 0 0
LINEAR TECHNOLOGY CORP COMMON 535678106 881 24000 SH DEFINED 20 24000 0 0
LINEAR TECHNOLOGY CORP COMMON 535678106 137 3730 SH DEFINED 23 3730 0 0
LINEAR TECHNOLOGY CORP COMMON 535678106 1917 52257 SH DEFINED 24 25439 0 26818
LINEAR TECHNOLOGY CORP COMMON 535678106 0 1 SH DEFINED 4 1 0 0
LINEAR TECHNOLOGY CORP COMMON 535678106 10659 290512 SH DEFINED 6 290512 0 0
LINEAR TECHNOLOGY CORP COMMON 535678106 400 10908 SH DEFINED 8 10908 0 0
LINENS 'N THINGS INC COMMON 535679104 15263 645100 SH DEFINED 1 645100 0 0
LINENS 'N THINGS INC COMMON 535679104 592 25000 SH DEFINED 2 25000 0 0
LIONS GATE ENTERTAINMENT COR COMMON 535919203 18263 1779980 SH DEFINED 1 1779980 0 0
LIONS GATE ENTERTAINMENT COR COMMON 535919203 10993 1071400 SH DEFINED 1,3 1071400 0 0
LIONS GATE ENTERTAINMENT COR COMMON 535919203 4849 472600 SH DEFINED 2 472600 0 0
LITHIA MOTORS INC CL A COMMON 536797103 392 13600 SH DEFINED 3 13600 0 0
LITHIA MOTORS INC CL A COMMON 536797103 23 800 SH DEFINED 15 800 0 0
LITHIA MOTORS INC CL A COMMON 536797103 14186 491700 SH DEFINED 3 491700 0 0
LITHIA MOTORS INC CL A COMMON 536797103 58 2000 SH DEFINED 5,15 2000 0 0
LIZ CLAIBORNE INC COMMON 539320101 10626 267264 SH DEFINED 15 262533 0 3271
LIZ CLAIBORNE INC COMMON 539320101 168 4225 SH DEFINED 24 60 0 4165
LIZ CLAIBORNE INC COMMON 539320101 310094 7799150 SH DEFINED 3 7799150 0 0
LIZ CLAIBORNE INC COMMON 539320101 472 11875 SH DEFINED 5,15 0 0 11875
LIZ CLAIBORNE INC COMMON 539320101 3930 98831 SH DEFINED 6 98831 0 0
LIZ CLAIBORNE INC COMMON 539320101 174 4388 SH DEFINED 8 4388 0 0
LLOYDS TSB GROUP PLC ADR COMMON 539439109 1 31 SH DEFINED 4 31 0 0
LOCKHEED MARTIN CORPORATION COMMON 539830109 70685 1089640 SH DEFINED 1 1088990 0 650
LOCKHEED MARTIN CORPORATION COMMON 539830109 3003 46300 SH DEFINED 9 46300 0 0
LOCKHEED MARTIN CORPORATION COMMON 539830109 12373 190740 SH DEFINED 9,15 190740 0 0
LOCKHEED MARTIN CORPORATION COMMON 539830109 51381 792068 SH DEFINED 15 722568 0 69500
LOCKHEED MARTIN CORPORATION COMMON 539830109 791 12200 SH DEFINED 15,14 12200 0 0
LOCKHEED MARTIN CORPORATION COMMON 539830109 3127 48200 SH DEFINED 15,8 48200 0 0
LOCKHEED MARTIN CORPORATION COMMON 539830109 12798 197280 SH DEFINED 2 197280 0 0
LOCKHEED MARTIN CORPORATION COMMON 539830109 396 6106 SH DEFINED 23 6106 0 0
LOCKHEED MARTIN CORPORATION COMMON 539830109 53 810 SH DEFINED 4 810 0 0
LOCKHEED MARTIN CORPORATION COMMON 539830109 2024 31200 SH DEFINED 5,15 31200 0 0
LOCKHEED MARTIN CORPORATION COMMON 539830109 154 2380 SH DEFINED 6 2380 0 0
LOCKHEED MARTIN CORPORATION COMMON 539830109 311 4800 SH DEFINED 7 4800 0 0
LOCKHEED MARTIN CORPORATION COMMON 539830109 884 13630 SH DEFINED 8 13630 0 0
LOCKHEED MARTIN CVT(LMT) FLT 0 CONVERT 539830AP4 19425 18250000 SH DEFINED 15 2500000 0 15750000
LOEWS CORP COMMON 540424108 208 2690 SH DEFINED 15 2540 0 150
LOEWS CORP COMMON 540424108 70 900 SH DEFINED 9 900 0 0
LOEWS CORP COMMON 540424108 2790 36000 SH DEFINED 9,15 36000 0 0
LOEWS CORP COMMON 540424108 14810 191103 SH DEFINED 15 176203 0 14900
LOEWS CORP COMMON 540424108 101 1300 SH DEFINED 15,14 1300 0 0
LOEWS CORP COMMON 540424108 1504 19400 SH DEFINED 15,8 19400 0 0
LOEWS CORP COMMON 540424108 139 1797 SH DEFINED 23 1797 0 0
LOEWS CORP COMMON 540424108 310 4000 SH DEFINED 24 4000 0 0
LOEWS CORP COMMON 540424108 2 24 SH DEFINED 4 24 0 0
LOEWS CORP COMMON 540424108 209 2700 SH DEFINED 5,15 2700 0 0
LOEWS CORP COMMON 540424108 2284 29470 SH DEFINED 6 29470 0 0
LOEWS CORP COMMON 540424108 23 300 SH DEFINED 8 300 0 0
LOEWS CORP - CAROLINA GROUP COMMON 540424207 33 980 SH DEFINED 15 980 0 0
LOEWS CORP - CAROLINA GROUP COMMON 540424207 53 1600 SH DEFINED 15 1000 0 600
LONE STAR STEAKHOUSE &SALOON COMMON 542307103 6663 219100 SH DEFINED 1 219100 0 0
LONE STAR STEAKHOUSE &SALOON COMMON 542307103 4233 139200 SH DEFINED 15 77200 0 62000
LONE STAR STEAKHOUSE &SALOON COMMON 542307103 88 2900 SH DEFINED 15,14 2900 0 0
LONE STAR STEAKHOUSE &SALOON COMMON 542307103 1095 36000 SH DEFINED 5,15 36000 0 0
LONE STAR TECHNOLOGIES INC COMMON 542312103 7266 159700 SH DEFINED 15 86900 0 72800
LONE STAR TECHNOLOGIES INC COMMON 542312103 155 3400 SH DEFINED 15,14 3400 0 0
LONE STAR TECHNOLOGIES INC COMMON 542312103 1734 38100 SH DEFINED 5,15 38100 0 0
LONGS DRUG STORES CORP COMMON 543162101 8752 203300 SH DEFINED 15 133200 0 70100
LONGS DRUG STORES CORP COMMON 543162101 142 3300 SH DEFINED 15,14 3300 0 0
LONGS DRUG STORES CORP COMMON 543162101 2079 48300 SH DEFINED 5,15 48300 0 0
LONGVIEW FIBRE CO COMMON 543213102 205 9975 SH DEFINED 24 9975 0 0
LOUISIANA-PACIFIC CORP COMMON 546347105 23 920 SH DEFINED 15 920 0 0
LOUISIANA-PACIFIC CORP COMMON 546347105 988 40200 SH DEFINED 11,8 40200 0 0
LOUISIANA-PACIFIC CORP COMMON 546347105 4903 199456 SH DEFINED 15 170956 0 19500
LOUISIANA-PACIFIC CORP COMMON 546347105 1471 59826 SH DEFINED 23 59826 0 0
LOUISIANA-PACIFIC CORP COMMON 546347105 79 3200 SH DEFINED 5,15 3200 0 0
LOUISIANA-PACIFIC CORP COMMON 546347105 49 2003 SH DEFINED 6 2003 0 0
LOUISIANA-PACIFIC CORP COMMON 546347105 3705 150735 SH DEFINED 8 150735 0 0
LOUISIANA-PACIFIC CORP COMMON 546347105 65 2631 SH DEFINED 8,10 2631 0 0
LOUISIANA-PACIFIC CORP COMMON 546347105 841 34235 SH DEFINED 8,13 34235 0 0
LOWES COMPANIES INC COMMON 548661107 35136 603503 SH DEFINED 1 603503 0 0
LOWES COMPANIES INC COMMON 548661107 250 4290 SH DEFINED 9,15 4290 0 0
LOWES COMPANIES INC COMMON 548661107 42991 738431 SH DEFINED 15 415882 0 319809
LOWES COMPANIES INC COMMON 548661107 1003 17220 SH DEFINED 15,22 17220 0 0
LOWES COMPANIES INC COMMON 548661107 565 9700 SH DEFINED 15,8 9700 0 0
LOWES COMPANIES INC COMMON 548661107 490 8413 SH DEFINED 23 8413 0 0
LOWES COMPANIES INC COMMON 548661107 53848 924905 SH DEFINED 24 136648 0 788257
LOWES COMPANIES INC COMMON 548661107 0 0 SH DEFINED 4 0 0 0
LOWES COMPANIES INC COMMON 548661107 10120 173832 SH DEFINED 6 173832 0 0
LOWES COMPANIES INC COMMON 548661107 1487 25536 SH DEFINED 8 25536 0 0
LOWE'S COMPANIES(LOW)CVT 0.861 CONVERT 548661CG0 14197 13750000 SH DEFINED 15 2000000 0 11750000
LUBRIZOL CORP COMMON 549271104 246 5850 SH DEFINED 24 450 0 5400
LUBRIZOL CORP COMMON 549271104 86 2055 SH DEFINED 6 2055 0 0
LUBY'S INC COMMON 549282101 65 5400 SH DEFINED 15 3100 0 2300
LUBY'S INC COMMON 549282101 50 4200 SH DEFINED 5,15 4200 0 0
LUBY'S INC COMMON 549282101 239 20000 SH DEFINED 6 20000 0 0
LUCENT TECHNOLOGIES INC COMMON 549463107 30 10360 SH DEFINED 15 10360 0 0
LUCENT TECHNOLOGIES INC COMMON 549463107 22646 7782300 SH DEFINED 9 7782300 0 0
LUCENT TECHNOLOGIES INC COMMON 549463107 1302 447284 SH DEFINED 15 441284 0 6000
LUCENT TECHNOLOGIES INC COMMON 549463107 873 299881 SH DEFINED 18 0 0 299881
LUCENT TECHNOLOGIES INC COMMON 549463107 198 67912 SH DEFINED 24 100 0 67812
LUCENT TECHNOLOGIES INC COMMON 549463107 1 290 SH DEFINED 4 290 0 0
LUCENT TECHNOLOGIES INC COMMON 549463107 72 24742 SH DEFINED 6 24742 0 0
LUCENT TECHNOLOGIES INC COMMON 549463107 432 148399 SH DEFINED 8 148399 0 0
LUCENT TECHNOLOGIES-CW07 COMMON 549463131 64 82964 SH DEFINED 1 82964 0 0
LUCENT TECHNOLOGIES-CW07 COMMON 549463131 6 8276 SH DEFINED 15 6195 0 2081
LUCENT TECHNOLOGIES-CW07 COMMON 549463131 4 4629 SH DEFINED 24 736 0 3893
LUCENT TECHNOLOGIES-CW07 COMMON 549463131 1 1424 SH DEFINED 6 1424 0 0
LUMINEX CORP COMMON 55027E102 636 64600 SH DEFINED 15 33000 0 31600
LUMINEX CORP COMMON 55027E102 15 1500 SH DEFINED 15,14 1500 0 0
LUMINEX CORP COMMON 55027E102 77 7800 SH DEFINED 5,15 7800 0 0
LUXOTTICA GROUP SPA ADR COMMON 55068R202 0 0 SH DEFINED 3 0 0 0
LYONDELL CHEMICAL COMPANY COMMON 552078107 23693 896800 SH DEFINED 1 896800 0 0
LYONDELL CHEMICAL COMPANY COMMON 552078107 100 3800 SH DEFINED 9 3800 0 0
LYONDELL CHEMICAL COMPANY COMMON 552078107 4058 153600 SH DEFINED 9,15 153600 0 0
LYONDELL CHEMICAL COMPANY COMMON 552078107 22933 868000 SH DEFINED 15 780600 0 73200
LYONDELL CHEMICAL COMPANY COMMON 552078107 153 5800 SH DEFINED 15,14 5800 0 0
LYONDELL CHEMICAL COMPANY COMMON 552078107 808 30600 SH DEFINED 15,8 30600 0 0
LYONDELL CHEMICAL COMPANY COMMON 552078107 1406 53200 SH DEFINED 2 43700 0 9500
LYONDELL CHEMICAL COMPANY COMMON 552078107 66 2486 SH DEFINED 23 2486 0 0
LYONDELL CHEMICAL COMPANY COMMON 552078107 576 21800 SH DEFINED 5,15 21800 0 0
LYONDELL CHEMICAL COMPANY COMMON 552078107 656 24828 SH DEFINED 8 24828 0 0
LYONDELL CHEMICAL COMPANY COMMON 552078107 61 2313 SH DEFINED 8,10 2313 0 0
M & F WORLDWIDE CORP COMMON 552541104 493 36900 SH DEFINED 15 21700 0 15200
M & F WORLDWIDE CORP COMMON 552541104 9 700 SH DEFINED 15,14 700 0 0
M & F WORLDWIDE CORP COMMON 552541104 192 14400 SH DEFINED 5,15 14400 0 0
M & T BANK CORPORATION COMMON 55261F104 1001 9519 SH DEFINED 15 9519 0 0
M & T BANK CORPORATION COMMON 55261F104 179 1700 SH DEFINED 6 1300 400 0
M & T BANK CORPORATION COMMON 55261F104 246 2337 SH DEFINED 8 2337 0 0
MAF BANCORP INC COMMON 55261R108 82 1921 SH DEFINED 24 0 0 1921
MBIA INC COMMON 55262C100 54429 917700 SH DEFINED 1 705780 0 211920
MBIA INC COMMON 55262C100 2681 45200 SH DEFINED 9,15 45200 0 0
MBIA INC COMMON 55262C100 783 13200 SH DEFINED 12 13200 0 0
MBIA INC COMMON 55262C100 262 4415 SH DEFINED 12,14 4415 0 0
MBIA INC COMMON 55262C100 18318 308854 SH DEFINED 15 303455 0 4284
MBIA INC COMMON 55262C100 1477 24900 SH DEFINED 2 24900 0 0
MBIA INC COMMON 55262C100 20 335 SH DEFINED 23 335 0 0
MBIA INC COMMON 55262C100 19 325 SH DEFINED 24 175 0 150
MBIA INC COMMON 55262C100 522 8800 SH DEFINED 5,15 0 0 8800
MBIA INC COMMON 55262C100 730 12300 SH DEFINED 6 11400 900 0
MBIA INC COMMON 55262C100 299 5049 SH DEFINED 8 5049 0 0
MBNA CORP COMMON 55262L100 40415 1544920 SH DEFINED 12 787520 0 757400
MBNA CORP COMMON 55262L100 6120 233940 SH DEFINED 9,15 233940 0 0
MBNA CORP COMMON 55262L100 1031 39423 SH DEFINED 11,8 39423 0 0
MBNA CORP COMMON 55262L100 1105 42224 SH DEFINED 12 42224 0 0
MBNA CORP COMMON 55262L100 379 14500 SH DEFINED 12,14 14500 0 0
MBNA CORP COMMON 55262L100 76890 2939213 SH DEFINED 15 2044833 0 883085
MBNA CORP COMMON 55262L100 1260 48180 SH DEFINED 15,22 48180 0 0
MBNA CORP COMMON 55262L100 1645 62900 SH DEFINED 15,8 62900 0 0
MBNA CORP COMMON 55262L100 2285 87338 SH DEFINED 23 87338 0 0
MBNA CORP COMMON 55262L100 207 7922 SH DEFINED 24 1544 0 6378
MBNA CORP COMMON 55262L100 3 96 SH DEFINED 4 96 0 0
MBNA CORP COMMON 55262L100 653 24950 SH DEFINED 5,15 0 0 24950
MBNA CORP COMMON 55262L100 6207 237288 SH DEFINED 6 237288 0 0
MBNA CORP COMMON 55262L100 157 6000 SH DEFINED 7 6000 0 0
MBNA CORP COMMON 55262L100 3981 152182 SH DEFINED 8 152182 0 0
MBNA CORP COMMON 55262L100 874 33404 SH DEFINED 8,13 33404 0 0
MB FINANCIAL INC COMMON 55264U108 3621 90900 SH DEFINED 1 90900 0 0
MB FINANCIAL INC COMMON 55264U108 73 1841 SH DEFINED 24 0 0 1841
MDC HOLDINGS INC COMMON 552676108 247 3001 SH DEFINED 6 3001 0 0
MDU RESOURCES GROUP INC COMMON 552690109 95 3375 SH DEFINED 6 3375 0 0
MCI INC COMMON 552691107 38 1480 SH DEFINED 15 1480 0 0
MCI INC COMMON 552691107 488 19000 SH DEFINED 9,15 19000 0 0
MCI INC COMMON 552691107 908 35300 SH DEFINED 15 34400 0 900
MCI INC COMMON 552691107 190 7400 SH DEFINED 15,8 7400 0 0
MCI INC COMMON 552691107 12 465 SH DEFINED 24 176 0 289
MDS INC CL B COMMON 55269P302 62808 4178900 SH DEFINED 3 4178900 0 0
MEMC ELECTRONIC MATE COMMON 552715104 4991 316500 SH DEFINED 15 274200 0 26600
MEMC ELECTRONIC MATE COMMON 552715104 150 9500 SH DEFINED 15,8 9500 0 0
MEMC ELECTRONIC MATE COMMON 552715104 44 2775 SH DEFINED 24 165 0 2610
MEMC ELECTRONIC MATE COMMON 552715104 41 2600 SH DEFINED 5,15 2600 0 0
MEMC ELECTRONIC MATE COMMON 552715104 4354 276110 SH DEFINED 6 276110 0 0
MFC BANCORP LIMITED COMMON 55271X202 93 5000 SH DEFINED 24 0 0 5000
MFS MUNICIPAL INCOME TRUST CF COMMON 552738106 4 500 SH DEFINED 24 500 0 0
MFS INTERMEDIATE INC TRUST CF COMMON 55273C107 13 2000 SH DEFINED 24 0 0 2000
MGIC INVESTMENT CORP COMMON 552848103 122863 1883830 SH DEFINED 1 1624830 0 259000
MGIC INVESTMENT CORP COMMON 552848103 3339 51200 SH DEFINED 9,15 51200 0 0
MGIC INVESTMENT CORP COMMON 552848103 154 2358 SH DEFINED 11,8 2358 0 0
MGIC INVESTMENT CORP COMMON 552848103 963 14765 SH DEFINED 12 14765 0 0
MGIC INVESTMENT CORP COMMON 552848103 351 5385 SH DEFINED 12,14 5385 0 0
MGIC INVESTMENT CORP COMMON 552848103 16958 260008 SH DEFINED 15 256465 0 2703
MGIC INVESTMENT CORP COMMON 552848103 320 4900 SH DEFINED 15,8 4900 0 0
MGIC INVESTMENT CORP COMMON 552848103 1963 30100 SH DEFINED 2 30100 0 0
MGIC INVESTMENT CORP COMMON 552848103 170 2600 SH DEFINED 2,14 2600 0 0
MGIC INVESTMENT CORP COMMON 552848103 232 3555 SH DEFINED 23 3555 0 0
MGIC INVESTMENT CORP COMMON 552848103 2759 42305 SH DEFINED 24 0 0 42305
MGIC INVESTMENT CORP COMMON 552848103 10598 162490 SH DEFINED 4 162490 0 0
MGIC INVESTMENT CORP COMMON 552848103 373 5718 SH DEFINED 5,15 0 0 5718
MGIC INVESTMENT CORP COMMON 552848103 93 1428 SH DEFINED 6 1428 0 0
MGIC INVESTMENT CORP COMMON 552848103 742 11379 SH DEFINED 8 11379 0 0
MGIC INVESTMENT CORP COMMON 552848103 164 2519 SH DEFINED 8,13 2519 0 0
MGI PHARMA INC COMMON 552880106 79144 3638800 SH DEFINED 1 3638800 0 0
MGI PHARMA INC COMMON 552880106 566 26000 SH DEFINED 11,2 26000 0 0
MGI PHARMA INC COMMON 552880106 287 13200 SH DEFINED 15 0 0 13200
MGI PHARMA INC COMMON 552880106 4206 193400 SH DEFINED 15,22 193400 0 0
MGI PHARMA INC COMMON 552880106 8117 373200 SH DEFINED 2 357000 0 16200
MGI PHARMA INC COMMON 552880106 52 2400 SH DEFINED 20 2400 0 0
MGI PHARMA INC COMMON 552880106 2251 103500 SH DEFINED 3 103500 0 0
MGM MIRAGE COMMON 552953101 9250 233710 SH DEFINED 1 233710 0 0
MGM MIRAGE COMMON 552953101 253 6400 SH DEFINED 15 6400 0 0
MGM MIRAGE COMMON 552953101 1136 28700 SH DEFINED 15,14 28700 0 0
MGM MIRAGE COMMON 552953101 23 580 SH DEFINED 2 580 0 0
MGM MIRAGE COMMON 552953101 193 4879 SH DEFINED 23 4879 0 0
MGM MIRAGE COMMON 552953101 459 11600 SH DEFINED 6 4100 0 7500
MGM MIRAGE COMMON 552953101 41 1047 SH DEFINED 8 1047 0 0
MI DEVELOPMENTS INC CL A COMMON 55304X104 395 12526 SH DEFINED 8 12526 0 0
MKS INSTRUMENTS INC COMMON 55306N104 1537 91000 SH DEFINED 9 91000 0 0
MKS INSTRUMENTS INC COMMON 55306N104 122 7200 SH DEFINED 9,22 7200 0 0
MKS INSTRUMENTS INC COMMON 55306N104 745 44100 SH DEFINED 15 25300 0 18800
MKS INSTRUMENTS INC COMMON 55306N104 15 900 SH DEFINED 15,14 900 0 0
MKS INSTRUMENTS INC COMMON 55306N104 306 18100 SH DEFINED 5,15 18100 0 0
MPS GROUP INC COMMON 553409103 9184 974900 SH DEFINED 1 974900 0 0
MPS GROUP INC COMMON 553409103 2824 299800 SH DEFINED 2 299800 0 0
M POWER ENTERTAINMENT INC COMMON 55345V109 0 5 SH DEFINED 24 0 0 5
MSC INDUSTRIAL DIRECT CO CL A COMMON 553530106 17273 511800 SH DEFINED 1 511800 0 0
MSC INDUSTRIAL DIRECT CO CL A COMMON 553530106 10 289 SH DEFINED 15 289 0 0
MSC INDUSTRIAL DIRECT CO CL A COMMON 553530106 7559 223980 SH DEFINED 2 223980 0 0
MTS SYSTEMS CORP COMMON 553777103 3670 109300 SH DEFINED 15 60800 0 48500
MTS SYSTEMS CORP COMMON 553777103 77 2300 SH DEFINED 15,14 2300 0 0
MTS SYSTEMS CORP COMMON 553777103 984 29300 SH DEFINED 5,15 29300 0 0
MACDERMID INC COMMON 554273102 3839 123200 SH DEFINED 1 123200 0 0
MACDERMID INC COMMON 554273102 1200 38500 SH DEFINED 15 19900 0 18600
MACDERMID INC COMMON 554273102 28 900 SH DEFINED 15,14 900 0 0
MACDERMID INC COMMON 554273102 4665 149700 SH DEFINED 3 149700 0 0
MACDERMID INC COMMON 554273102 140 4500 SH DEFINED 5,15 4500 0 0
MACERICH COMPANY (THE) COMMON 554382101 3025 45120 SH DEFINED 15 45120 0 0
MACERICH COMPANY (THE) COMMON 554382101 189146 2820965 SH DEFINED 15 2122325 0 638222
MACERICH COMPANY (THE) COMMON 554382101 14966 223200 SH DEFINED 5,15 223200 0 0
MACK-CALI REALTY CORP COMMON 554489104 24195 534105 SH DEFINED 15 427900 0 106205
MACK-CALI REALTY CORP COMMON 554489104 23 500 SH DEFINED 24 0 0 500
MACROVISION CORP COMMON 555904101 21174 939400 SH DEFINED 1 939400 0 0
MACROVISION CORP COMMON 555904101 349 15500 SH DEFINED 15 13300 0 1300
MACROVISION CORP COMMON 555904101 3766 167100 SH DEFINED 2 167100 0 0
MACROVISION CORP COMMON 555904101 2 100 SH DEFINED 5,15 100 0 0
MACQUARIE INFRASTRUCTURE CO COMMON 55607X108 21032 741100 SH DEFINED 9 741100 0 0
MACQUARIE INFRASTRUCTURE CO COMMON 55607X108 1155 40700 SH DEFINED 9,22 40700 0 0
MACROMEDIA INC COMMON 556100105 41752 1092400 SH DEFINED 1 1092400 0 0
MACROMEDIA INC COMMON 556100105 130 3400 SH DEFINED 15 3400 0 0
MACROMEDIA INC COMMON 556100105 2117 55400 SH DEFINED 15,22 55400 0 0
MACROMEDIA INC COMMON 556100105 5997 156900 SH DEFINED 2 156900 0 0
MACROMEDIA INC COMMON 556100105 1215 31800 SH DEFINED 20 31800 0 0
MACROMEDIA INC COMMON 556100105 10 260 SH DEFINED 6 260 0 0
MAGELLAN HEALTH SERVICES INC COMMON 559079207 653 18500 SH DEFINED 1 18500 0 0
MAGELLAN HEALTH SERVICES INC COMMON 559079207 201 5700 SH DEFINED 15 5700 0 0
MAGELLAN HEALTH SERVICES INC COMMON 559079207 18 500 SH DEFINED 24 0 0 500
MAGELLAN MIDSTREAM PARTNERS COMMON 559080106 131 4000 SH DEFINED 24 0 0 4000
MAGELLAN MIDSTREAM PARTNERS COMMON 559080106 13407 408990 SH DEFINED 6 408990 0 0
MAGNA ENTERTAINMENT CL A COMMON 559211107 141 25000 SH DEFINED 24 0 0 25000
MAGNA INTERNATIONAL INC CL A COMMON 559222401 10321 146900 SH DEFINED 1,3 146900 0 0
MAGNA INTERNATIONAL INC CL A COMMON 559222401 798 11349 SH DEFINED 15 11247 0 102
MAGNA INTERNATIONAL INC CL A COMMON 559222401 133 1900 SH DEFINED 2 1900 0 0
MAGNA INTERNATIONAL INC CL A COMMON 559222401 8291 118000 SH DEFINED 3 118000 0 0
MAGNA INTERNATIONAL INC CL A COMMON 559222401 241 3428 SH DEFINED 8 3428 0 0
MAGNETEK INC COMMON 559424106 17 6750 SH DEFINED 6 1500 1850 3400
MAGUIRE PROPERTIES INC COMMON 559775101 26155 922900 SH DEFINED 15 800500 0 122400
MAINSOURCE FINANCIAL GROUP I COMMON 56062Y102 398 21980 SH DEFINED 15 12785 0 9195
MAINSOURCE FINANCIAL GROUP I COMMON 56062Y102 7 400 SH DEFINED 15,14 400 0 0
MAINSOURCE FINANCIAL GROUP I COMMON 56062Y102 142 7875 SH DEFINED 5,15 7875 0 0
MAIR HOLDINGS INC COMMON 560635104 14 1550 SH DEFINED 6 900 225 425
MAMMA.COM INC COMMON 56150Q102 0 100 SH DEFINED 6 100 0 0
MANITOWOC COMPANY INC COMMON 563571108 5365 130800 SH DEFINED 1 130800 0 0
MANITOWOC COMPANY INC COMMON 563571108 19 475 SH DEFINED 6 475 0 0
MANNATECH INC COMMON 563771104 14 750 SH DEFINED 24 0 0 750
MANOR CARE INC COMMON 564055101 331 8341 SH DEFINED 15 8341 0 0
MANOR CARE INC COMMON 564055101 261 6580 SH DEFINED 6 6580 0 0
MANPOWER INC COMMON 56418H100 350211 8803700 SH DEFINED 3 8803700 0 0
MANPOWER INC COMMON 56418H100 231 5800 SH DEFINED 6 4100 1700 0
MANPOWER INC COMMON 56418H100 144 3629 SH DEFINED 8 3629 0 0
MANTECH INTERNATIONAL CORP COMMON 564563104 798 25700 SH DEFINED 15 16400 0 9300
MANTECH INTERNATIONAL CORP COMMON 564563104 12 400 SH DEFINED 15,14 400 0 0
MANTECH INTERNATIONAL CORP COMMON 564563104 74 2400 SH DEFINED 5,15 2400 0 0
MANULIFE FINANCIAL CORP COMMON 56501R106 37595 787050 SH DEFINED 1 787050 0 0
MANULIFE FINANCIAL CORP COMMON 56501R106 93336 1953980 SH DEFINED 1,3 1953980 0 0
MANULIFE FINANCIAL CORP COMMON 56501R106 5245 109700 SH DEFINED 9,15 109700 0 0
MANULIFE FINANCIAL CORP (COMP) COMMON 56501R106 973 20000 SH DEFINED 9,7 20000 0 0
MANULIFE FINANCIAL CORP COMMON 56501R106 3371 70570 SH DEFINED 2 70570 0 0
MANULIFE FINANCIAL CORP COMMON 56501R106 226 4741 SH DEFINED 23 4741 0 0
MANULIFE FINANCIAL CORP COMMON 56501R106 135 2834 SH DEFINED 24 1500 0 1334
MANULIFE FINANCIAL CORP COMMON 56501R106 156600 3278400 SH DEFINED 3 3278400 0 0
MANULIFE FINANCIAL CORP COMMON 56501R106 970 20287 SH DEFINED 4 20287 0 0
MANULIFE FINANCIAL CORP COMMON 56501R106 120 2516 SH DEFINED 6 2516 0 0
MANULIFE FINANCIAL CORP COMMON 56501R106 1599 33484 SH DEFINED 8 33484 0 0
MARATHON OIL CORP COMMON 565849106 23520 440705 SH DEFINED 15 440000 0 705
MARATHON OIL CORP COMMON 565849106 1803 33782 SH DEFINED 15 33782 0 0
MARATHON OIL CORP COMMON 565849106 2829 53000 SH DEFINED 15,14 53000 0 0
MARATHON OIL CORP COMMON 565849106 38 720 SH DEFINED 23 720 0 0
MARATHON OIL CORP COMMON 565849106 38 708 SH DEFINED 24 300 0 408
MARATHON OIL CORP COMMON 565849106 578 10837 SH DEFINED 8 10837 0 0
MARCHEX INC - CLASS B COMMON 56624R108 674 44800 SH DEFINED 15 22800 0 22000
MARCHEX INC - CLASS B COMMON 56624R108 15 1000 SH DEFINED 15,14 1000 0 0
MARCHEX INC - CLASS B COMMON 56624R108 83 5500 SH DEFINED 5,15 5500 0 0
MARKEL CORP COMMON 570535104 17 50 SH DEFINED 6 50 0 0
MARLIN BUSINESS SERVICES INC COMMON 571157106 2687 133700 SH DEFINED 1 133700 0 0
MARSH & MCLENNAN COS COMMON 571748102 54613 1971600 SH DEFINED 1 1444600 0 527000
MARSH & MCLENNAN COS COMMON 571748102 2745 99100 SH DEFINED 9,15 99100 0 0
MARSH & MCLENNAN COS COMMON 571748102 829 29925 SH DEFINED 12 29925 0 0
MARSH & MCLENNAN COS COMMON 571748102 277 10000 SH DEFINED 12,14 10000 0 0
MARSH & MCLENNAN COS COMMON 571748102 15365 554681 SH DEFINED 15 548053 0 4828
MARSH & MCLENNAN COS COMMON 571748102 1920 69300 SH DEFINED 2 69300 0 0
MARSH & MCLENNAN COS COMMON 571748102 931 33600 SH DEFINED 24 6000 0 27600
MARSH & MCLENNAN COS COMMON 571748102 356 12850 SH DEFINED 5,15 0 0 12850
MARSH & MCLENNAN COS COMMON 571748102 754 27227 SH DEFINED 6 27227 0 0
MARSH & MCLENNAN COS COMMON 571748102 431 15570 SH DEFINED 8 15570 0 0
MARSHALL & ILSLEY CORP COMMON 571834100 38003 854960 SH DEFINED 1 854960 0 0
MARSHALL & ILSLEY CORP COMMON 571834100 98 2200 SH DEFINED 1,3 2200 0 0
MARSHALL & ILSLEY CORP COMMON 571834100 945 21267 SH DEFINED 15 21067 0 200
MARSHALL & ILSLEY CORP COMMON 571834100 4129 92900 SH DEFINED 2 92900 0 0
MARSHALL & ILSLEY CORP COMMON 571834100 95 2139 SH DEFINED 24 2139 0 0
MARSHALL & ILSLEY CORP COMMON 571834100 7 151 SH DEFINED 4 151 0 0
MARSHALL & ILSLEY CORP COMMON 571834100 204 4600 SH DEFINED 5,2 4600 0 0
MARSHALL & ILSLEY CORP COMMON 571834100 76 1700 SH DEFINED 6 1700 0 0
MARSHALL & ILSLEY CORP COMMON 571834100 125 2820 SH DEFINED 8 2820 0 0
MARRIOTT INTERNATIONAL CL A COMMON 571903202 23059 338011 SH DEFINED 1 338011 0 0
MARRIOTT INTERNATIONAL CL A COMMON 571903202 907 13300 SH DEFINED 9,15 13300 0 0
MARRIOTT INTERNATIONAL CL A COMMON 571903202 15667 229653 SH DEFINED 15 213953 0 10700
MARRIOTT INTERNATIONAL CL A COMMON 571903202 1957 28682 SH DEFINED 15,14 28682 0 0
MARRIOTT INTERNATIONAL CL A COMMON 571903202 1944 28500 SH DEFINED 15,8 28500 0 0
MARRIOTT INTERNATIONAL CL A COMMON 571903202 2296 33650 SH DEFINED 2 33650 0 0
MARRIOTT INTERNATIONAL CL A COMMON 571903202 150 2200 SH DEFINED 23 2200 0 0
MARRIOTT INTERNATIONAL CL A COMMON 571903202 21826 319938 SH DEFINED 24 65894 0 254044
MARRIOTT INTERNATIONAL CL A COMMON 571903202 184 2700 SH DEFINED 5,15 2700 0 0
MARRIOTT INTERNATIONAL CL A COMMON 571903202 23024 337493 SH DEFINED 6 337493 0 0
MARRIOTT INTERNATIONAL CL A COMMON 571903202 543 7956 SH DEFINED 8 7956 0 0
MARTEK BIOSCIENCES CORP COMMON 572901106 28663 755093 SH DEFINED 1 755093 0 0
MARTEK BIOSCIENCES CORP COMMON 572901106 2280 60065 SH DEFINED 9 60065 0 0
MARTEK BIOSCIENCES CORP COMMON 572901106 590 15535 SH DEFINED 9,22 15535 0 0
MARTEK BIOSCIENCES CORP COMMON 572901106 247 6500 SH DEFINED 11,2 6500 0 0
MARTEK BIOSCIENCES CORP COMMON 572901106 232 6100 SH DEFINED 15 0 0 6100
MARTEK BIOSCIENCES CORP COMMON 572901106 1803 47500 SH DEFINED 2 40200 0 7300
MARTEK BIOSCIENCES CORP COMMON 572901106 8 200 SH DEFINED 24 0 0 200
MARTEK BIOSCIENCES CORP COMMON 572901106 265 6976 SH DEFINED 6 6976 0 0
MARTIN MARIETTA MATERIALS COMMON 573284106 4285 62000 SH DEFINED 1 62000 0 0
MARTIN MARIETTA MATERIALS COMMON 573284106 194 2800 SH DEFINED 15 2800 0 0
MARTIN MARIETTA MATERIALS COMMON 573284106 332 4800 SH DEFINED 15,8 4800 0 0
MARTIN MARIETTA MATERIALS COMMON 573284106 2 31 SH DEFINED 4 31 0 0
MARVEL ENTERPRISES INC COMMON 57383M108 16362 829720 SH DEFINED 1 829720 0 0
MARVEL ENTERPRISES INC COMMON 57383M108 318 16150 SH DEFINED 15,14 16150 0 0
MARVEL ENTERPRISES INC COMMON 57383M108 4275 216800 SH DEFINED 2 216800 0 0
MARVEL ENTERPRISES INC COMMON 57383M108 54 2757 SH DEFINED 6 957 625 1175
MASCO CORP COMMON 574599106 212671 6696180 SH DEFINED 1 6696180 0 0
MASCO CORP COMMON 574599106 308 9700 SH DEFINED 9,15 9700 0 0
MASCO CORP COMMON 574599106 15459 486740 SH DEFINED 15 447640 0 33000
MASCO CORP COMMON 574599106 1566 49300 SH DEFINED 15,8 49300 0 0
MASCO CORP COMMON 574599106 3360 105800 SH DEFINED 2 105800 0 0
MASCO CORP COMMON 574599106 259 8150 SH DEFINED 2,14 8150 0 0
MASCO CORP COMMON 574599106 314 9900 SH DEFINED 23 9900 0 0
MASCO CORP COMMON 574599106 451 14200 SH DEFINED 24 6000 0 8200
MASCO CORP COMMON 574599106 21792 686147 SH DEFINED 4 686147 0 0
MASCO CORP COMMON 574599106 32 1000 SH DEFINED 5,15 1000 0 0
MASCO CORP COMMON 574599106 335 10550 SH DEFINED 6 10550 0 0
MASCO CORP COMMON 574599106 895 28178 SH DEFINED 8 28178 0 0
MASCO CORP COMMON 574599106 28 866 SH DEFINED 8,10 866 0 0
MASSEY ENERGY COMPANY COMMON 576206106 8 200 SH DEFINED 15 0 0 200
MASSEY ENERGY COMPANY COMMON 576206106 7 175 SH DEFINED 24 175 0 0
MATSUSHITA ELEC IND ADR COMMON 576879209 43 2800 SH DEFINED 24 1800 0 1000
MATTEL INC COMMON 577081102 122768 6708630 SH DEFINED 1 6708630 0 0
MATTEL INC COMMON 577081102 221 12050 SH DEFINED 1,3 12050 0 0
MATTEL INC COMMON 577081102 20447 1117297 SH DEFINED 15 1083538 0 21614
MATTEL INC COMMON 577081102 558 30498 SH DEFINED 15,14 30498 0 0
MATTEL INC COMMON 577081102 275 15000 SH DEFINED 15,8 15000 0 0
MATTEL INC COMMON 577081102 10070 550280 SH DEFINED 2 550280 0 0
MATTEL INC COMMON 577081102 60 3300 SH DEFINED 2,14 3300 0 0
MATTEL INC COMMON 577081102 392 21414 SH DEFINED 24 0 0 21414
MATTEL INC COMMON 577081102 43383 2370646 SH DEFINED 4 2370646 0 0
MATTEL INC COMMON 577081102 686 37465 SH DEFINED 5,15 1200 0 36265
MATTEL INC COMMON 577081102 428 23400 SH DEFINED 5,2 23400 0 0
MATTEL INC COMMON 577081102 277 15153 SH DEFINED 8 15153 0 0
MATTSON TECHNOLOGY INC COMMON 577223100 3593 501800 SH DEFINED 1 501800 0 0
MAXTOR CORP COMMON 577729205 0 38 SH DEFINED 6 38 0 0
MAXIM INTEGRATED PRODUCTS COMMON 57772K101 58412 1528300 SH DEFINED 1 1528300 0 0
MAXIM INTEGRATED PRODUCTS COMMON 57772K101 30843 806985 SH DEFINED 1,2 806985 0 0
MAXIM INTEGRATED PRODUCTS COMMON 57772K101 34 900 SH DEFINED 9,7 900 0 0
MAXIM INTEGRATED PRODUCTS COMMON 57772K101 129 3370 SH DEFINED 9,15 3370 0 0
MAXIM INTEGRATED PRODUCTS COMMON 57772K101 26978 705860 SH DEFINED 15 444638 0 259072
MAXIM INTEGRATED PRODUCTS COMMON 57772K101 2351 61510 SH DEFINED 15,22 61510 0 0
MAXIM INTEGRATED PRODUCTS COMMON 57772K101 7323 191590 SH DEFINED 2 191590 0 0
MAXIM INTEGRATED PRODUCTS COMMON 57772K101 1059 27700 SH DEFINED 20 27700 0 0
MAXIM INTEGRATED PRODUCTS COMMON 57772K101 11302 295703 SH DEFINED 24 50954 0 244749
MAXIM INTEGRATED PRODUCTS COMMON 57772K101 30660 802206 SH DEFINED 6 802206 0 0
MAXIM INTEGRATED PRODUCTS COMMON 57772K101 415 10869 SH DEFINED 8 10869 0 0
MAXYGEN INC COMMON 577776107 3 500 SH DEFINED 24 0 0 500
MAY DEPARTMENT STORES CO COMMON 577778103 212 5270 SH DEFINED 15 1940 0 3330
MAY DEPARTMENT STORES CO COMMON 577778103 671 16700 SH DEFINED 9,15 16700 0 0
MAY DEPARTMENT STORES CO COMMON 577778103 4522 112605 SH DEFINED 15 104005 0 8600
MAY DEPARTMENT STORES CO COMMON 577778103 655 16300 SH DEFINED 15,8 16300 0 0
MAY DEPARTMENT STORES CO COMMON 577778103 91 2264 SH DEFINED 23 2264 0 0
MAY DEPARTMENT STORES CO COMMON 577778103 385 9581 SH DEFINED 24 5000 0 4581
MAY DEPARTMENT STORES CO COMMON 577778103 305 7590 SH DEFINED 6 7590 0 0
MAY DEPARTMENT STORES CO COMMON 577778103 456 11364 SH DEFINED 8 11364 0 0
MAVERICK TUBE CORP COMMON 577914104 10078 338200 SH DEFINED 1 338200 0 0
MAVERICK TUBE CORP COMMON 577914104 7316 245500 SH DEFINED 1,3 245500 0 0
MAVERICK TUBE CORP COMMON 577914104 462 15500 SH DEFINED 2 15500 0 0
MAVERICK TUBE CORP COMMON 577914104 39 1300 SH DEFINED 6 0 0 1300
MAXIMUS INC COMMON 577933104 356 10100 SH DEFINED 15 10100 0 0
MAYTAG CORP COMMON 578592107 142 9059 SH DEFINED 15 9059 0 0
MBT FINANCIAL CORP COMMON 578877102 903 46900 SH DEFINED 15 25600 0 21300
MBT FINANCIAL CORP COMMON 578877102 19 1000 SH DEFINED 15,14 1000 0 0
MBT FINANCIAL CORP COMMON 578877102 264 13700 SH DEFINED 5,15 13700 0 0
MCAFEE INC COMMON 579064106 19816 756905 SH DEFINED 1 756580 0 325
MCAFEE INC COMMON 579064106 26180 1000000 SH DEFINED 1,2 1000000 0 0
MCAFEE INC COMMON 579064106 547 20900 SH DEFINED 9 20900 0 0
MCAFEE INC COMMON 579064106 4579 174900 SH DEFINED 9,15 174900 0 0
MCAFEE INC COMMON 579064106 168 6400 SH DEFINED 11,8 6400 0 0
MCAFEE INC COMMON 579064106 49428 1888000 SH DEFINED 15 1682200 0 178400
MCAFEE INC COMMON 579064106 843 32200 SH DEFINED 15,14 32200 0 0
MCAFEE INC COMMON 579064106 736 28100 SH DEFINED 15,8 28100 0 0
MCAFEE INC COMMON 579064106 4646 177450 SH DEFINED 2 177450 0 0
MCAFEE INC COMMON 579064106 440 16795 SH DEFINED 23 16795 0 0
MCAFEE INC COMMON 579064106 2375 90700 SH DEFINED 5,15 90700 0 0
MCAFEE INC COMMON 579064106 3 100 SH DEFINED 6 100 0 0
MCAFEE INC COMMON 579064106 902 34450 SH DEFINED 8 34450 0 0
MCAFEE INC COMMON 579064106 27 1013 SH DEFINED 8,10 1013 0 0
MCAFEE INC COMMON 579064106 144 5500 SH DEFINED 8,13 5500 0 0
MCCLATCHY COMPANY CL A COMMON 579489105 10673 163096 SH DEFINED 1 163096 0 0
MCCLATCHY COMPANY CL A COMMON 579489105 1332 20350 SH DEFINED 15,14 20350 0 0
MCCLATCHY COMPANY CL A COMMON 579489105 26 400 SH DEFINED 2 400 0 0
MCCLATCHY COMPANY CL A COMMON 579489105 12 187 SH DEFINED 24 0 0 187
MCCLATCHY COMPANY CL A COMMON 579489105 331 5055 SH DEFINED 6 5055 0 0
MCCORMICK & CO NON VTG SHRS COMMON 579780206 429 13127 SH DEFINED 15 13127 0 0
MCCORMICK & CO NON VTG SHRS COMMON 579780206 85 2600 SH DEFINED 6 2600 0 0
MCDATA CORPORATION- CL A COMMON 580031201 2 433 SH DEFINED 24 7 0 426
MCDATA CORPORATION- CL A COMMON 580031201 2 387 SH DEFINED 6 387 0 0
MCDONALD'S CORPORATION COMMON 580135101 9200 331525 SH DEFINED 15 327480 0 4045
MCDONALD'S CORPORATION COMMON 580135101 1490 53700 SH DEFINED 9 53700 0 0
MCDONALD'S CORPORATION COMMON 580135101 16484 594000 SH DEFINED 9,15 594000 0 0
MCDONALD'S CORPORATION COMMON 580135101 577 20794 SH DEFINED 11,8 20794 0 0
MCDONALD'S CORPORATION COMMON 580135101 107204 3863208 SH DEFINED 15 3539908 0 323300
MCDONALD'S CORPORATION COMMON 580135101 2300 82900 SH DEFINED 15,14 82900 0 0
MCDONALD'S CORPORATION COMMON 580135101 5542 199700 SH DEFINED 15,8 199700 0 0
MCDONALD'S CORPORATION COMMON 580135101 3841 138431 SH DEFINED 23 138431 0 0
MCDONALD'S CORPORATION COMMON 580135101 2715 97827 SH DEFINED 24 500 0 97327
MCDONALD'S CORPORATION COMMON 580135101 4817 173600 SH DEFINED 5,15 173600 0 0
MCDONALD'S CORPORATION COMMON 580135101 1407 50714 SH DEFINED 6 50714 0 0
MCDONALD'S CORPORATION COMMON 580135101 2972 107100 SH DEFINED 7 107100 0 0
MCDONALD'S CORPORATION COMMON 580135101 4268 153799 SH DEFINED 8 153799 0 0
MCDONALD'S CORPORATION COMMON 580135101 119 4300 SH DEFINED 8,10 4300 0 0
MCDONALD'S CORPORATION COMMON 580135101 484 17455 SH DEFINED 8,13 17455 0 0
MCGRAW-HILL COMPANIES INC COMMON 580645109 7400 167238 SH DEFINED 1 167238 0 0
MCGRAW-HILL COMPANIES INC COMMON 580645109 369 8334 SH DEFINED 11,8 8334 0 0
MCGRAW-HILL COMPANIES INC COMMON 580645109 2649 59861 SH DEFINED 15 54861 0 5000
MCGRAW-HILL COMPANIES INC COMMON 580645109 921 20820 SH DEFINED 15,14 20820 0 0
MCGRAW-HILL COMPANIES INC COMMON 580645109 478 10800 SH DEFINED 15,8 10800 0 0
MCGRAW-HILL COMPANIES INC COMMON 580645109 18 400 SH DEFINED 2 400 0 0
MCGRAW-HILL COMPANIES INC COMMON 580645109 391 8832 SH DEFINED 23 8832 0 0
MCGRAW-HILL COMPANIES INC COMMON 580645109 1201 27140 SH DEFINED 24 1060 0 26080
MCGRAW-HILL COMPANIES INC COMMON 580645109 905 20452 SH DEFINED 6 20452 0 0
MCGRAW-HILL COMPANIES INC COMMON 580645109 2072 46834 SH DEFINED 8 46834 0 0
MCGRAW-HILL COMPANIES INC COMMON 580645109 355 8016 SH DEFINED 8,13 8016 0 0
MCKESSON CORP COMMON 58155Q103 376216 8399550 SH DEFINED 1 8399550 0 0
MCKESSON CORP COMMON 58155Q103 40 900 SH DEFINED 9 900 0 0
MCKESSON CORP COMMON 58155Q103 2208 49300 SH DEFINED 9,15 49300 0 0
MCKESSON CORP COMMON 58155Q103 10251 228874 SH DEFINED 15 212174 0 16700
MCKESSON CORP COMMON 58155Q103 63 1400 SH DEFINED 15,14 1400 0 0
MCKESSON CORP COMMON 58155Q103 1111 24800 SH DEFINED 15,8 24800 0 0
MCKESSON CORP COMMON 58155Q103 5388 120300 SH DEFINED 2 120300 0 0
MCKESSON CORP COMMON 58155Q103 479 10700 SH DEFINED 2,14 10700 0 0
MCKESSON CORP COMMON 58155Q103 187 4169 SH DEFINED 23 4169 0 0
MCKESSON CORP COMMON 58155Q103 327 7300 SH DEFINED 24 0 0 7300
MCKESSON CORP COMMON 58155Q103 26602 593918 SH DEFINED 4 593918 0 0
MCKESSON CORP COMMON 58155Q103 130 2900 SH DEFINED 5,15 2900 0 0
MCKESSON CORP COMMON 58155Q103 19 419 SH DEFINED 6 419 0 0
MCKESSON CORP COMMON 58155Q103 971 21684 SH DEFINED 8 21684 0 0
MCKESSON CORP COMMON 58155Q103 46 1038 SH DEFINED 8,10 1038 0 0
MCLEODUSA INC WT COMMON 582266110 1 143407 SH DEFINED 1 143407 0 0
MCLEODUSA INC-CL A COMMON 582266706 0 1590 SH DEFINED 24 0 0 1590
MEADWESTVACO CORP COMMON 583334107 507 18093 SH DEFINED 15 18093 0 0
MEADWESTVACO CORP COMMON 583334107 210 7496 SH DEFINED 8 7496 0 0
MEDCATH CORP COMMON 58404W109 1398 50300 SH DEFINED 15 30500 0 19800
MEDCATH CORP COMMON 58404W109 25 900 SH DEFINED 15,14 900 0 0
MEDCATH CORP COMMON 58404W109 317 11400 SH DEFINED 5,15 11400 0 0
MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 23769 445450 SH DEFINED 1 445450 0 0
MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 116 2170 SH DEFINED 9,15 2170 0 0
MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 1767 33107 SH DEFINED 15 33106 0 0
MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 320 6000 SH DEFINED 15,8 6000 0 0
MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 3521 65980 SH DEFINED 2 65980 0 0
MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 84 1573 SH DEFINED 23 1573 0 0
MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 1118 20948 SH DEFINED 24 7186 0 13762
MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 0 0 SH DEFINED 3 0 0 0
MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 353 6621 SH DEFINED 6 6621 0 0
MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 504 9443 SH DEFINED 8 9443 0 0
MEDIA GENERAL INC CL A COMMON 584404107 1347 20800 SH DEFINED 1 20800 0 0
MEDIACOM COMMUNICATIONS CO COMMON 58446K105 275 40000 SH DEFINED 6 40000 0 0
MEDICINES COMPANY COMMON 584688105 595 25500 SH DEFINED 1 25500 0 0
MEDICINES COMPANY COMMON 584688105 163 7000 SH DEFINED 11,2 7000 0 0
MEDICINES COMPANY COMMON 584688105 5315 227800 SH DEFINED 3 227800 0 0
MEDICIS PHARMACEUTICAL CORP COMMON 584690309 82368 2595900 SH DEFINED 1 2595900 0 0
MEDICIS PHARMACEUTICAL CORP COMMON 584690309 41998 1323600 SH DEFINED 1,2 1323600 0 0
MEDICIS PHARMACEUTICAL CORP COMMON 584690309 352 11100 SH DEFINED 11,2 11100 0 0
MEDICIS PHARMACEUTICAL CORP COMMON 584690309 225 7100 SH DEFINED 15 0 0 7100
MEDICIS PHARMACEUTICAL CORP COMMON 584690309 4023 126800 SH DEFINED 15,22 126800 0 0
MEDICIS PHARMACEUTICAL CORP COMMON 584690309 11950 376600 SH DEFINED 2 367100 0 9500
MEDICIS PHARMACEUTICAL CORP COMMON 584690309 138 4352 SH DEFINED 23 4352 0 0
MEDICIS PHARMACEUTICAL CORP COMMON 584690309 6 200 SH DEFINED 24 0 0 200
MEDICIS PHARMACEUTICAL CORP COMMON 584690309 2 62 SH DEFINED 6 62 0 0
MEDICIS PHARMACEUTICAL CORP COMMON 584690309 30 931 SH DEFINED 8 931 0 0
MEDICIS PHARMA CVT(MRX) 1.5 06 CONVERT 584690AB7 2 2000 SH DEFINED 24 0 0 2000
MEDIMMUNE INC COMMON 584699102 7925 296600 SH DEFINED 1 296600 0 0
MEDIMMUNE INC COMMON 584699102 534 20000 SH DEFINED 11,2 20000 0 0
MEDIMMUNE INC COMMON 584699102 762 28509 SH DEFINED 15 28509 0 0
MEDIMMUNE INC COMMON 584699102 152 5700 SH DEFINED 15,8 5700 0 0
MEDIMMUNE INC COMMON 584699102 369 13800 SH DEFINED 2 13800 0 0
MEDIMMUNE INC COMMON 584699102 98 3650 SH DEFINED 24 0 0 3650
MEDIMMUNE INC COMMON 584699102 2806 105000 SH DEFINED 3 105000 0 0
MEDIMMUNE INC COMMON 584699102 217 8127 SH DEFINED 6 8127 0 0
MEDIMMUNE INC COMMON 584699102 224 8370 SH DEFINED 8 8370 0 0
MEDIWARE INFORMATION SYSTEMS COMMON 584946107 36 3600 SH DEFINED 24 3600 0 0
MEDTRONIC INC COMMON 585055106 145690 2813100 SH DEFINED 1 2813100 0 0
MEDTRONIC INC COMMON 585055106 42245 815700 SH DEFINED 1,2 815700 0 0
MEDTRONIC INC COMMON 585055106 423 8160 SH DEFINED 9,15 8160 0 0
MEDTRONIC INC COMMON 585055106 70992 1370765 SH DEFINED 15 816815 0 549000
MEDTRONIC INC COMMON 585055106 11765 227170 SH DEFINED 15,22 227170 0 0
MEDTRONIC INC COMMON 585055106 3915 75600 SH DEFINED 15,8 75600 0 0
MEDTRONIC INC COMMON 585055106 22388 432290 SH DEFINED 2 432290 0 0
MEDTRONIC INC COMMON 585055106 746 14400 SH DEFINED 20 14400 0 0
MEDTRONIC INC COMMON 585055106 1536 29663 SH DEFINED 23 29663 0 0
MEDTRONIC INC COMMON 585055106 86198 1664375 SH DEFINED 24 330868 0 1333507
MEDTRONIC INC COMMON 585055106 16143 311700 SH DEFINED 3 311700 0 0
MEDTRONIC INC COMMON 585055106 0 1 SH DEFINED 4 1 0 0
MEDTRONIC INC COMMON 585055106 30520 589299 SH DEFINED 6 589299 0 0
MEDTRONIC INC COMMON 585055106 2089 40341 SH DEFINED 8 40341 0 0
MEDTRONIC INC CVT(MDT) 1.25 09 CONVERT 585055AD8 18685 18850000 SH DEFINED 15 2875000 0 15975000
MELLON FINANCIAL CORP COMMON 58551A108 17 600 SH DEFINED 15 600 0 0
MELLON FINANCIAL CORP COMMON 58551A108 1206 42022 SH DEFINED 15 41622 0 400
MELLON FINANCIAL CORP COMMON 58551A108 281 9790 SH DEFINED 24 640 0 9150
MELLON FINANCIAL CORP COMMON 58551A108 75756 2640500 SH DEFINED 3 2640500 0 0
MELLON FINANCIAL CORP COMMON 58551A108 782 27261 SH DEFINED 6 27261 0 0
MELLON FINANCIAL CORP COMMON 58551A108 413 14408 SH DEFINED 8 14408 0 0
MENS WEARHOUSE INC COMMON 587118100 11982 348000 SH DEFINED 1 348000 0 0
MENS WEARHOUSE INC COMMON 587118100 4602 133650 SH DEFINED 1,3 133650 0 0
MENS WEARHOUSE INC COMMON 587118100 84 2450 SH DEFINED 9,7 2450 0 0
MENS WEARHOUSE INC COMMON 587118100 1546 44900 SH DEFINED 9,2 44900 0 0
MENS WEARHOUSE INC COMMON 587118100 1295 37600 SH DEFINED 15 19300 0 18300
MENS WEARHOUSE INC COMMON 587118100 31 900 SH DEFINED 15,14 900 0 0
MENS WEARHOUSE INC COMMON 587118100 723 21000 SH DEFINED 2 21000 0 0
MENS WEARHOUSE INC COMMON 587118100 151 4400 SH DEFINED 5,15 4400 0 0
MENS WEARHOUSE INC COMMON 587118100 124 3613 SH DEFINED 6 1325 950 1338
MENTOR CORP COMMON 587188103 39294 947300 SH DEFINED 1 947300 0 0
MENTOR CORP COMMON 587188103 16198 390500 SH DEFINED 15 248500 0 135900
MENTOR CORP COMMON 587188103 236 5700 SH DEFINED 15,14 5700 0 0
MENTOR CORP COMMON 587188103 178 4300 SH DEFINED 15,8 4300 0 0
MENTOR CORP COMMON 587188103 7155 172500 SH DEFINED 2 166500 0 6000
MENTOR CORP COMMON 587188103 2700 65100 SH DEFINED 5,15 65100 0 0
MERCANTILE BANKSHARES CORP COMMON 587405101 804 15600 SH DEFINED 6 15600 0 0
MERCK & CO INC COMMON 589331107 142207 4617100 SH DEFINED 1 4614880 0 2220
MERCK & CO INC COMMON 589331107 74536 2420000 SH DEFINED 1,2 2420000 0 0
MERCK & CO INC COMMON 589331107 7863 255300 SH DEFINED 9 255300 0 0
MERCK & CO INC COMMON 589331107 9209 299000 SH DEFINED 9,15 299000 0 0
MERCK & CO INC COMMON 589331107 148 4797 SH DEFINED 11,8 4797 0 0
MERCK & CO INC COMMON 589331107 71835 2332315 SH DEFINED 15 2124811 0 197704
MERCK & CO INC COMMON 589331107 1044 33900 SH DEFINED 15,14 33900 0 0
MERCK & CO INC COMMON 589331107 4660 151300 SH DEFINED 15,8 151300 0 0
MERCK & CO INC COMMON 589331107 989 32100 SH DEFINED 2 32100 0 0
MERCK & CO INC COMMON 589331107 1004 32587 SH DEFINED 23 32587 0 0
MERCK & CO INC COMMON 589331107 7698 249938 SH DEFINED 24 63571 0 186367
MERCK & CO INC COMMON 589331107 3 82 SH DEFINED 4 82 0 0
MERCK & CO INC COMMON 589331107 2504 81300 SH DEFINED 5,15 81300 0 0
MERCK & CO INC COMMON 589331107 2168 70403 SH DEFINED 6 70403 0 0
MERCK & CO INC COMMON 589331107 3715 120608 SH DEFINED 8 120608 0 0
MERCK & CO INC COMMON 589331107 71 2302 SH DEFINED 8,10 2302 0 0
MERCK & CO INC COMMON 589331107 171 5549 SH DEFINED 8,13 5549 0 0
MERCURY COMPUTER SYSTEMS INC COMMON 589378108 13293 484800 SH DEFINED 1 484800 0 0
MERCURY COMPUTER SYSTEMS INC COMMON 589378108 2961 108000 SH DEFINED 15 56300 0 51700
MERCURY COMPUTER SYSTEMS INC COMMON 589378108 66 2400 SH DEFINED 15,14 2400 0 0
MERCURY COMPUTER SYSTEMS INC COMMON 589378108 4214 153700 SH DEFINED 2 153700 0 0
MERCURY COMPUTER SYSTEMS INC COMMON 589378108 354 12900 SH DEFINED 5,15 12900 0 0
MERCURY COMPUTER SYSTEMS INC COMMON 589378108 23 850 SH DEFINED 6 850 0 0
MERCURY GENL CORP NEW COMMON 589400100 251 4600 SH DEFINED 15,8 4600 0 0
MERCURY GENL CORP NEW COMMON 589400100 46 847 SH DEFINED 6 847 0 0
MERCURY INTERACTIVE CORP COMMON 589405109 33718 879000 SH DEFINED 1 879000 0 0
MERCURY INTERACTIVE CORP COMMON 589405109 7634 199009 SH DEFINED 15 167809 0 24000
MERCURY INTERACTIVE CORP COMMON 589405109 173 4500 SH DEFINED 15,8 4500 0 0
MERCURY INTERACTIVE CORP COMMON 589405109 2547 66400 SH DEFINED 2 56600 0 9800
MERCURY INTERACTIVE CORP COMMON 589405109 66 1710 SH DEFINED 24 100 0 1610
MERCURY INTERACTIVE CORP COMMON 589405109 46 1200 SH DEFINED 5,15 1200 0 0
MERCURY INTERACTIVE CORP COMMON 589405109 6592 171844 SH DEFINED 6 171844 0 0
MERCURY INTERACTIVE CORP COMMON 589405109 45 1179 SH DEFINED 8 1179 0 0
MEREDITH CORP COMMON 589433101 49 1000 SH DEFINED 15 1000 0 0
MEREDITH CORP COMMON 589433101 1055 21502 SH DEFINED 15 20902 0 600
MEREDITH CORP COMMON 589433101 392 8000 SH DEFINED 15,8 8000 0 0
MEREDITH CORP COMMON 589433101 135504 2762000 SH DEFINED 3 2762000 0 0
MEREDITH CORP COMMON 589433101 1948 39700 SH DEFINED 3,22 39700 0 0
MERIDIAN BIOSCIENCE INC COMMON 589584101 496 26200 SH DEFINED 15 13500 0 12700
MERIDIAN BIOSCIENCE INC COMMON 589584101 11 600 SH DEFINED 15,14 600 0 0
MERIDIAN BIOSCIENCE INC COMMON 589584101 61 3200 SH DEFINED 5,15 3200 0 0
MERISTAR HOSPITALITY CORP REIT COMMON 58984Y103 685 79700 SH DEFINED 15 79700 0 0
MERISTAR HOSPITALITY CORP REIT COMMON 58984Y103 53 6125 SH DEFINED 6 1375 1675 3075
MERIDIAN GOLD INC COMMON 589975101 5400 300000 SH DEFINED 1 300000 0 0
MERIDIAN GOLD INC COMMON 589975101 1620 90000 SH DEFINED 2 90000 0 0
MERRILL LYNCH & CO COMMON 590188108 365358 6641665 SH DEFINED 1 6640210 0 1455
MERRILL LYNCH & CO COMMON 590188108 60368 1097400 SH DEFINED 1,2 1097400 0 0
MERRILL LYNCH & CO COMMON 590188108 355 6450 SH DEFINED 9,15 6450 0 0
MERRILL LYNCH & CO COMMON 590188108 67929 1234848 SH DEFINED 15 808121 0 421527
MERRILL LYNCH & CO COMMON 590188108 1355 24630 SH DEFINED 15,22 24630 0 0
MERRILL LYNCH & CO COMMON 590188108 2998 54500 SH DEFINED 15,8 54500 0 0
MERRILL LYNCH & CO COMMON 590188108 29667 539300 SH DEFINED 2 539300 0 0
MERRILL LYNCH & CO COMMON 590188108 289 5250 SH DEFINED 2,14 5250 0 0
MERRILL LYNCH & CO COMMON 590188108 331 6011 SH DEFINED 23 6011 0 0
MERRILL LYNCH & CO COMMON 590188108 30484 554158 SH DEFINED 24 110652 0 443506
MERRILL LYNCH & CO COMMON 590188108 8978 163200 SH DEFINED 3 163200 0 0
MERRILL LYNCH & CO COMMON 590188108 9 160 SH DEFINED 4 160 0 0
MERRILL LYNCH & CO COMMON 590188108 507 9225 SH DEFINED 5,15 0 0 9225
MERRILL LYNCH & CO COMMON 590188108 5438 98863 SH DEFINED 6 98863 0 0
MERRILL LYNCH & CO COMMON 590188108 1959 35617 SH DEFINED 8 35617 0 0
MERRILL LYNCH & CO COMMON 590188108 40 725 SH DEFINED 8,10 725 0 0
MERRILL LYNCH & CO CVT(MER) FL CONVERT 590188W46 34214 34300000 SH DEFINED 15 4750000 0 29550000
MESA AIR GROUP INC COMMON 590479101 389 58000 SH DEFINED 15 29700 0 28300
MESA AIR GROUP INC COMMON 590479101 9 1300 SH DEFINED 15,14 1300 0 0
MESA AIR GROUP INC COMMON 590479101 46 6900 SH DEFINED 5,15 6900 0 0
MESA AIR GROUP INC COMMON 590479101 61 9100 SH DEFINED 6 2000 2500 4600
MESABI TRUST COMMON 590672101 226 16300 SH DEFINED 1 16300 0 0
MESABI TRUST COMMON 590672101 181 13000 SH DEFINED 6 13000 0 0
METAL MANAGEMENT INC COMMON 591097209 236 12200 SH DEFINED 15 6600 0 5600
METAL MANAGEMENT INC COMMON 591097209 6 300 SH DEFINED 15,14 300 0 0
METAL MANAGEMENT INC COMMON 591097209 29 1500 SH DEFINED 5,15 1500 0 0
METHANEX CORP COMMON 59151K108 173 10500 SH DEFINED 6 7500 3000 0
METHODE ELECTRONICS COMMON 591520200 933 78600 SH DEFINED 15 41200 0 37400
METHODE ELECTRONICS COMMON 591520200 20 1700 SH DEFINED 15,14 1700 0 0
METHODE ELECTRONICS COMMON 591520200 110 9300 SH DEFINED 5,15 9300 0 0
METHODE ELECTRONICS COMMON 591520200 7 600 SH DEFINED 6 600 0 0
METLIFE INC COMMON 59156R108 8728 194225 SH DEFINED 1 191800 0 2425
METLIFE INC COMMON 59156R108 2123 47230 SH DEFINED 9,15 47230 0 0
METLIFE INC COMMON 59156R108 10167 226232 SH DEFINED 15 206132 0 20100
METLIFE INC COMMON 59156R108 1488 33100 SH DEFINED 15,8 33100 0 0
METLIFE INC COMMON 59156R108 3476 77350 SH DEFINED 2 77350 0 0
METLIFE INC COMMON 59156R108 712 15851 SH DEFINED 23 15851 0 0
METLIFE INC COMMON 59156R108 90 2000 SH DEFINED 24 0 0 2000
METLIFE INC COMMON 59156R108 56 1239 SH DEFINED 4 1239 0 0
METLIFE INC COMMON 59156R108 319 7104 SH DEFINED 6 7104 0 0
METLIFE INC COMMON 59156R108 1146 25493 SH DEFINED 8 25493 0 0
METRIS COMPANIES INC COMMON 591598107 1229 85000 SH DEFINED 15 43700 0 41300
METRIS COMPANIES INC COMMON 591598107 26 1800 SH DEFINED 15,14 1800 0 0
METRIS COMPANIES INC COMMON 591598107 152 10500 SH DEFINED 5,15 10500 0 0
METRIS COMPANIES INC COMMON 591598107 64 4400 SH DEFINED 6 1000 1225 2175
METTLER TOLEDO INTERNATIONAL COMMON 592688105 45295 972420 SH DEFINED 1 972420 0 0
METTLER TOLEDO INTERNATIONAL COMMON 592688105 116 2500 SH DEFINED 1,3 2500 0 0
METTLER TOLEDO INTERNATIONAL COMMON 592688105 1595 34249 SH DEFINED 15 34049 0 200
METTLER TOLEDO INTERNATIONAL COMMON 592688105 293 6300 SH DEFINED 15,8 6300 0 0
METTLER TOLEDO INTERNATIONAL COMMON 592688105 4719 101300 SH DEFINED 2 101300 0 0
METTLER TOLEDO INTERNATIONAL COMMON 592688105 23 500 SH DEFINED 24 0 0 500
METTLER TOLEDO INTERNATIONAL COMMON 592688105 33475 718663 SH DEFINED 4 718663 0 0
METTLER TOLEDO INTERNATIONAL COMMON 592688105 228 4900 SH DEFINED 5,2 4900 0 0
MICHAELS STORES INC COMMON 594087108 6972 168530 SH DEFINED 1 168530 0 0
MICHAELS STORES INC COMMON 594087108 825 19940 SH DEFINED 9,15 19940 0 0
MICHAELS STORES INC COMMON 594087108 488 11800 SH DEFINED 15 9000 0 2800
MICHAELS STORES INC COMMON 594087108 298 7200 SH DEFINED 15,8 7200 0 0
MICHAELS STORES INC COMMON 594087108 2610 63100 SH DEFINED 2 63100 0 0
MICHAELS STORES INC COMMON 594087108 90 2182 SH DEFINED 23 2182 0 0
MICHAELS STORES INC COMMON 594087108 236 5712 SH DEFINED 8 5712 0 0
MICREL INC COMMON 594793101 5903 512400 SH DEFINED 15 277600 0 234800
MICREL INC COMMON 594793101 128 11100 SH DEFINED 15,14 11100 0 0
MICREL INC COMMON 594793101 8410 730000 SH DEFINED 3 730000 0 0
MICREL INC COMMON 594793101 1367 118700 SH DEFINED 5,15 118700 0 0
MICROS SYSTEMS INC COMMON 594901100 36 800 SH DEFINED 15 800 0 0
MICROSOFT CORP COMMON 594918104 435943 17550060 SH DEFINED 1 16238380 0 1311680
MICROSOFT CORP COMMON 594918104 197155 7937000 SH DEFINED 1,2 7937000 0 0
MICROSOFT CORP COMMON 594918104 15028 605000 SH DEFINED 1,3 605000 0 0
MICROSOFT CORP COMMON 594918104 44493 1791200 SH DEFINED 9 1791200 0 0
MICROSOFT CORP COMMON 594918104 18738 754363 SH DEFINED 9,15 754363 0 0
MICROSOFT CORP COMMON 594918104 1005 40458 SH DEFINED 11,8 40458 0 0
MICROSOFT CORP COMMON 594918104 1162 46776 SH DEFINED 12 46776 0 0
MICROSOFT CORP COMMON 594918104 420 16905 SH DEFINED 12,14 16905 0 0
MICROSOFT CORP COMMON 594918104 214197 8623052 SH DEFINED 15 6758390 0 1852572
MICROSOFT CORP COMMON 594918104 1287 51800 SH DEFINED 15,14 51800 0 0
MICROSOFT CORP COMMON 594918104 7389 297450 SH DEFINED 15,22 297450 0 0
MICROSOFT CORP COMMON 594918104 12885 518700 SH DEFINED 15,8 518700 0 0
MICROSOFT CORP COMMON 594918104 49095 1976430 SH DEFINED 2 1976430 0 0
MICROSOFT CORP COMMON 594918104 3825 154000 SH DEFINED 20 154000 0 0
MICROSOFT CORP COMMON 594918104 4061 163490 SH DEFINED 23 163490 0 0
MICROSOFT CORP COMMON 594918104 63598 2560321 SH DEFINED 24 635235 0 1925086
MICROSOFT CORP COMMON 594918104 13817 556250 SH DEFINED 3 556250 0 0
MICROSOFT CORP COMMON 594918104 175 7049 SH DEFINED 4 7049 0 0
MICROSOFT CORP COMMON 594918104 5052 203395 SH DEFINED 5,15 163500 0 39895
MICROSOFT CORP COMMON 594918104 50945 2050943 SH DEFINED 6 2033943 0 17000
MICROSOFT CORP COMMON 594918104 272 10950 SH DEFINED 7 10950 0 0
MICROSOFT CORP COMMON 594918104 13127 528468 SH DEFINED 8 528468 0 0
MICROSOFT CORP COMMON 594918104 202 8147 SH DEFINED 8,10 8147 0 0
MICROSOFT CORP COMMON 594918104 866 34881 SH DEFINED 8,13 34881 0 0
MICROSTRATEGY INC COMMON 594972408 22579 425700 SH DEFINED 1 425700 0 0
MICROSTRATEGY INC COMMON 594972408 5532 104300 SH DEFINED 15 52200 0 52100
MICROSTRATEGY INC COMMON 594972408 122 2300 SH DEFINED 15,14 2300 0 0
MICROSTRATEGY INC COMMON 594972408 5824 109800 SH DEFINED 2 105500 0 4300
MICROSTRATEGY INC COMMON 594972408 727 13700 SH DEFINED 5,15 13700 0 0
MICROCHIP TECHNOLOGY INC COMMON 595017104 109070 3682296 SH DEFINED 1 3682296 0 0
MICROCHIP TECHNOLOGY INC COMMON 595017104 117001 3950052 SH DEFINED 1,2 3950052 0 0
MICROCHIP TECHNOLOGY INC COMMON 595017104 4223 142571 SH DEFINED 15 109821 0 26950
MICROCHIP TECHNOLOGY INC COMMON 595017104 2088 70500 SH DEFINED 15,22 70500 0 0
MICROCHIP TECHNOLOGY INC COMMON 595017104 293 9900 SH DEFINED 15,8 9900 0 0
MICROCHIP TECHNOLOGY INC COMMON 595017104 22989 776145 SH DEFINED 2 754940 0 21205
MICROCHIP TECHNOLOGY INC COMMON 595017104 34568 1167037 SH DEFINED 24 203055 0 963982
MICROCHIP TECHNOLOGY INC COMMON 595017104 27 914 SH DEFINED 4 914 0 0
MICROCHIP TECHNOLOGY INC COMMON 595017104 27 900 SH DEFINED 5,15 900 0 0
MICROCHIP TECHNOLOGY INC COMMON 595017104 35369 1194097 SH DEFINED 6 1194097 0 0
MICROCHIP TECHNOLOGY INC COMMON 595017104 229 7742 SH DEFINED 8 7742 0 0
MICROMUSE INC COMMON 595094103 1 100 SH DEFINED 24 0 0 100
MICROMUSE INC COMMON 595094103 2 310 SH DEFINED 4 310 0 0
MICRON TECHNOLOGY INC COMMON 595112103 5555 544100 SH DEFINED 1 544100 0 0
MICRON TECHNOLOGY INC COMMON 595112103 610 59729 SH DEFINED 15 59729 0 0
MICRON TECHNOLOGY INC COMMON 595112103 260 25500 SH DEFINED 2 25500 0 0
MICRON TECHNOLOGY INC COMMON 595112103 255 25000 SH DEFINED 20 25000 0 0
MICRON TECHNOLOGY INC COMMON 595112103 17 1695 SH DEFINED 24 0 0 1695
MICRON TECHNOLOGY INC COMMON 595112103 7 680 SH DEFINED 4 680 0 0
MICRON TECHNOLOGY INC COMMON 595112103 189 18555 SH DEFINED 8 18555 0 0
MICROSEMI CORP COMMON 595137100 21847 1162052 SH DEFINED 1 1162052 0 0
MICROSEMI CORP COMMON 595137100 5802 308600 SH DEFINED 15 161800 0 146800
MICROSEMI CORP COMMON 595137100 130 6900 SH DEFINED 15,14 6900 0 0
MICROSEMI CORP COMMON 595137100 5303 282100 SH DEFINED 2 282100 0 0
MICROSEMI CORP COMMON 595137100 760 40400 SH DEFINED 5,15 40400 0 0
MID-AMER APT CMNTYS INC COMMON 59522J103 6954 153100 SH DEFINED 15 97200 0 55900
MID-AMER APT CMNTYS INC COMMON 59522J103 118 2600 SH DEFINED 15,14 2600 0 0
MID-AMER APT CMNTYS INC COMMON 59522J103 1694 37300 SH DEFINED 5,15 37300 0 0
MID-STATE BANCSHARES COMMON 595440108 1691 60900 SH DEFINED 15 34100 0 26800
MID-STATE BANCSHARES COMMON 595440108 36 1300 SH DEFINED 15,14 1300 0 0
MID-STATE BANCSHARES COMMON 595440108 544 19600 SH DEFINED 5,15 19600 0 0
MIDAS GROUP INC COMMON 595626102 1923 83600 SH DEFINED 1 83600 0 0
STANDARD AND POOR'S MIDCAP 400 COMMON 595635103 596 4756 SH DEFINED 24 600 0 4156
STANDARD AND POOR'S MIDCAP 400 COMMON 595635103 1451 11584 SH DEFINED 6 11584 0 0
MIDDLEBY CORP COMMON 596278101 2490 47100 SH DEFINED 15 24400 0 22700
MIDDLEBY CORP COMMON 596278101 53 1000 SH DEFINED 15,14 1000 0 0
MIDDLEBY CORP COMMON 596278101 433 8200 SH DEFINED 5,15 8200 0 0
MIDWEST BANC HOLDINGS INC COMMON 598251106 111 5751 SH DEFINED 24 0 0 5751
MILACRON INC COMMON 598709103 32 17078 SH DEFINED 6 3700 4666 8712
MILESTONE SCIENTIFIC WT COMMON 59935P126 1 3500 SH DEFINED 24 0 0 3500
MILLENNIUM PHARMACEUTICALS COMMON 599902103 12 1297 SH DEFINED 24 310 0 987
MILLENNIUM PHARMACEUTICALS COMMON 599902103 90 9661 SH DEFINED 8 9661 0 0
MILLEA HOLDINGS INC - ADR COMMON 60032R106 7276 107605 SH DEFINED 12 99875 0 7730
MILLEA HOLDINGS INC - ADR COMMON 60032R106 23770 351524 SH DEFINED 15 340094 0 11430
MILLER (HERMAN) INC COMMON 600544100 247 8000 SH DEFINED 15 8000 0 0
MILLER (HERMAN) INC COMMON 600544100 7 222 SH DEFINED 4 222 0 0
MILLIPORE CORP COMMON 601073109 10603 186900 SH DEFINED 1 186900 0 0
MILLIPORE CORP COMMON 601073109 275 4851 SH DEFINED 15 4851 0 0
MILLIPORE CORP COMMON 601073109 3336 58800 SH DEFINED 2 58800 0 0
MILLIPORE CORP COMMON 601073109 172312 3037400 SH DEFINED 3 3037400 0 0
MILLIPORE CORP COMMON 601073109 2 30 SH DEFINED 4 30 0 0
MILLIPORE CORP COMMON 601073109 267 4700 SH DEFINED 6 3500 1200 0
MILLS CORP COMMON 601148109 1751 28800 SH DEFINED 15 28800 0 0
MILLS CORP COMMON 601148109 104750 1723142 SH DEFINED 15 1269104 0 419838
MILLS CORP COMMON 601148109 82 1350 SH DEFINED 24 350 0 1000
MILLS CORP COMMON 601148109 7641 125700 SH DEFINED 5,15 125700 0 0
MILLS CORP COMMON 601148109 128 2105 SH DEFINED 6 1330 275 500
MINDSPEED TECHNOLOGIES INC COMMON 602682106 0 333 SH DEFINED 24 0 0 333
MINE SAFETY APPLIANCES CO COMMON 602720104 19875 430200 SH DEFINED 1 430200 0 0
MINE SAFETY APPLIANCES CO COMMON 602720104 744 16100 SH DEFINED 2 16100 0 0
MINERALS TECHNOLOGIES INC COMMON 603158106 11482 186400 SH DEFINED 1 186400 0 0
MIPS TECHNOLOGIES INC COMMON 604567107 2807 389900 SH DEFINED 15 209100 0 180800
MIPS TECHNOLOGIES INC COMMON 604567107 60 8300 SH DEFINED 15,14 8300 0 0
MIPS TECHNOLOGIES INC COMMON 604567107 615 85400 SH DEFINED 5,15 85400 0 0
MISSION WEST PPTYS INC COMMON 605203108 2060 200600 SH DEFINED 15 153800 0 46800
MISSION WEST PPTYS INC COMMON 605203108 98 9500 SH DEFINED 5,15 9500 0 0
MITSUBISHI TOKYO FINAN ADR COMMON 606816106 3 355 SH DEFINED 24 0 0 355
MOBILE TELESYSTEMS SP ADR COMMON 607409109 6690 198800 SH DEFINED 1 198800 0 0
MOBILE TELESYSTEMS SP ADR COMMON 607409109 273 8100 SH DEFINED 9 8100 0 0
MOBILE TELESYSTEMS SP ADR COMMON 607409109 3163 94000 SH DEFINED 9,10 94000 0 0
MOBILE TELESYSTEMS SP ADR COMMON 607409109 1427 42400 SH DEFINED 9,14 42400 0 0
MOBILE TELESYSTEMS SP ADR COMMON 607409109 875 26000 SH DEFINED 9,22 26000 0 0
MOHAWK INDS INC COMMON 608190104 55881 677350 SH DEFINED 1 677350 0 0
MOHAWK INDS INC COMMON 608190104 153 1850 SH DEFINED 1,3 1850 0 0
MOHAWK INDS INC COMMON 608190104 1068 12944 SH DEFINED 15 12944 0 0
MOHAWK INDS INC COMMON 608190104 6062 73475 SH DEFINED 2 73475 0 0
MOHAWK INDS INC COMMON 608190104 95 1150 SH DEFINED 24 70 0 1080
MOHAWK INDS INC COMMON 608190104 34034 412531 SH DEFINED 4 412531 0 0
MOHAWK INDS INC COMMON 608190104 297 3600 SH DEFINED 5,2 3600 0 0
MOHAWK INDS INC COMMON 608190104 9768 118405 SH DEFINED 6 118405 0 0
MOHAWK INDS INC COMMON 608190104 17 203 SH DEFINED 8 203 0 0
MOLDFLOW CORPORATION COMMON 608507109 95 7356 SH DEFINED 6 7356 0 0
MOLECULAR DEVICES CORP COMMON 60851C107 19 900 SH DEFINED 6 200 250 450
MOLEX INC COMMON 608554101 425 16333 SH DEFINED 15 16333 0 0
MOLEX INC COMMON 608554101 2398 92104 SH DEFINED 24 1244 0 90860
MOLEX INC COMMON 608554101 26 1006 SH DEFINED 6 1006 0 0
MOLEX INC - CL A COMMON 608554200 654 27847 SH DEFINED 24 0 0 27847
MOLEX INC - CL A COMMON 608554200 327193 13934978 SH DEFINED 3 13934978 0 0
MOLEX INC - CL A COMMON 608554200 2907 123800 SH DEFINED 3,22 123800 0 0
MOLEX INC - CL A COMMON 608554200 26 1108 SH DEFINED 6 1108 0 0
MOLINA HEALTHCARE INC COMMON 60855R100 6909 156100 SH DEFINED 1 156100 0 0
MOLINA HEALTHCARE INC COMMON 60855R100 52 1175 SH DEFINED 6 250 325 600
MOLSON COORS BREWING CO -B COMMON 60871R209 80388 1296575 SH DEFINED 1 1296575 0 0
MOLSON COORS BREWING CO -B COMMON 60871R209 472 7619 SH DEFINED 15 7619 0 0
MOLSON COORS BREWING CO -B COMMON 60871R209 1996 32200 SH DEFINED 2 32200 0 0
MOLSON COORS BREWING CO -B COMMON 60871R209 124 2000 SH DEFINED 2,14 2000 0 0
MOLSON COORS BREWING CO -B COMMON 60871R209 132699 2140304 SH DEFINED 3 2140304 0 0
MONACO COACH CORP COMMON 60886R103 89 5200 SH DEFINED 24 0 0 5200
MONARCH CASINO & RESORT INC COMMON 609027107 2563 116300 SH DEFINED 15 65400 0 50900
MONARCH CASINO & RESORT INC COMMON 609027107 57 2600 SH DEFINED 15,14 2600 0 0
MONARCH CASINO & RESORT INC COMMON 609027107 710 32200 SH DEFINED 5,15 32200 0 0
MONEYGRAM INTERNATIONAL COMMON 60935Y109 4149 217000 SH DEFINED 1 217000 0 0
MONEYGRAM INTERNATIONAL COMMON 60935Y109 41 2146 SH DEFINED 4 2146 0 0
MONEYGRAM INTERNATIONAL COMMON 60935Y109 2 100 SH DEFINED 6 100 0 0
MONOLITHIC POWER SYSTEMS INC COMMON 609839105 9 1000 SH DEFINED 15 400 0 600
MONRO MUFFLER BRAKE INC COMMON 610236101 53 1800 SH DEFINED 6 400 500 900
MONSANTO COMPANY COMMON 61166W101 37644 598755 SH DEFINED 1 598755 0 0
MONSANTO COMPANY COMMON 61166W101 44009 700000 SH DEFINED 1,2 700000 0 0
MONSANTO COMPANY COMMON 61166W101 138 2200 SH DEFINED 9 2200 0 0
MONSANTO COMPANY COMMON 61166W101 2052 32640 SH DEFINED 9,15 32640 0 0
MONSANTO COMPANY COMMON 61166W101 14101 224294 SH DEFINED 15 190844 0 33450
MONSANTO COMPANY COMMON 61166W101 207 3300 SH DEFINED 15,14 3300 0 0
MONSANTO COMPANY COMMON 61166W101 1213 19300 SH DEFINED 15,8 19300 0 0
MONSANTO COMPANY COMMON 61166W101 13963 222100 SH DEFINED 2 222100 0 0
MONSANTO COMPANY COMMON 61166W101 222 3539 SH DEFINED 23 3539 0 0
MONSANTO COMPANY COMMON 61166W101 136 2170 SH DEFINED 24 0 0 2170
MONSANTO COMPANY COMMON 61166W101 53 836 SH DEFINED 4 836 0 0
MONSANTO COMPANY COMMON 61166W101 1006 16000 SH DEFINED 5,15 16000 0 0
MONSANTO COMPANY COMMON 61166W101 592 9421 SH DEFINED 6 9421 0 0
MONSANTO COMPANY COMMON 61166W101 650 10343 SH DEFINED 8 10343 0 0
MONSTER WORLDWIDE INC COMMON 611742107 3660 127603 SH DEFINED 15 111503 0 9900
MONSTER WORLDWIDE INC COMMON 611742107 29 1000 SH DEFINED 5,15 1000 0 0
MONTGOMERY STREET INCOME SEC C COMMON 614115103 11 600 SH DEFINED 24 0 0 600
MOODYS CORPORATION COMMON 615369105 39587 880500 SH DEFINED 1 880500 0 0
MOODYS CORPORATION COMMON 615369105 15570 346300 SH DEFINED 1,3 346300 0 0
MOODYS CORPORATION COMMON 615369105 391 8700 SH DEFINED 9,7 8700 0 0
MOODYS CORPORATION COMMON 615369105 980 21800 SH DEFINED 9,15 21800 0 0
MOODYS CORPORATION COMMON 615369105 5274 117300 SH DEFINED 9,2 117300 0 0
MOODYS CORPORATION COMMON 615369105 1740 38708 SH DEFINED 15 38708 0 0
MOODYS CORPORATION COMMON 615369105 328 7300 SH DEFINED 15,8 7300 0 0
MOODYS CORPORATION COMMON 615369105 3417 76000 SH DEFINED 2 76000 0 0
MOODYS CORPORATION COMMON 615369105 126 2800 SH DEFINED 23 2800 0 0
MOODYS CORPORATION COMMON 615369105 478 10640 SH DEFINED 24 4640 0 6000
MOODYS CORPORATION COMMON 615369105 1746 38830 SH DEFINED 6 31430 0 7400
MOODYS CORPORATION COMMON 615369105 1036 23046 SH DEFINED 8 23046 0 0
MOODYS CORPORATION COMMON 615369105 67 1494 SH DEFINED 8,10 1494 0 0
MOOG INC CL A COMMON 615394202 2031 64500 SH DEFINED 1 64500 0 0
MOOG INC CL A COMMON 615394202 28 900 SH DEFINED 6 200 250 450
MORGAN STANLEY COMMON 617446448 404541 7709950 SH DEFINED 1 7709950 0 0
MORGAN STANLEY COMMON 617446448 35063 668250 SH DEFINED 1,2 668250 0 0
MORGAN STANLEY COMMON 617446448 5740 109400 SH DEFINED 9 109400 0 0
MORGAN STANLEY COMMON 617446448 3863 73620 SH DEFINED 9,15 73620 0 0
MORGAN STANLEY COMMON 617446448 62234 1186086 SH DEFINED 15 785419 0 398177
MORGAN STANLEY COMMON 617446448 823 15692 SH DEFINED 15,22 15692 0 0
MORGAN STANLEY COMMON 617446448 4602 87700 SH DEFINED 15,8 87700 0 0
MORGAN STANLEY COMMON 617446448 6847 130500 SH DEFINED 2 130500 0 0
MORGAN STANLEY COMMON 617446448 341 6500 SH DEFINED 2,14 6500 0 0
MORGAN STANLEY COMMON 617446448 720 13716 SH DEFINED 23 13716 0 0
MORGAN STANLEY COMMON 617446448 1809 34481 SH DEFINED 24 11641 0 22840
MORGAN STANLEY COMMON 617446448 26615 507249 SH DEFINED 4 507249 0 0
MORGAN STANLEY COMMON 617446448 252 4800 SH DEFINED 5,15 4800 0 0
MORGAN STANLEY COMMON 617446448 1106 21072 SH DEFINED 6 21072 0 0
MORGAN STANLEY COMMON 617446448 2857 54448 SH DEFINED 8 54448 0 0
MORGAN STANLEY COMMON 617446448 96 1839 SH DEFINED 8,10 1839 0 0
FNM-SLM(MWD)CVT 0.0 10-20-06 CONVERT 617446GB9 10595 9075000 SH DEFINED 15 1250000 0 7825000
ORACLE CORP (MWD) CVT 0.0 12-3 CONVERT 617446GV5 18556 18875000 SH DEFINED 15 2475000 0 16400000
CISCO CORP (MWD) CVT .25% 05-1 CONVERT 617446JG5 8910 9000000 SH DEFINED 15 2225000 0 6775000
WAL-MART STORES CVT(MWD) 1.5 0 CONVERT 617446MK2 0 100000 SH DEFINED 24 0 0 100000
INDUSTRIALS BSKT (MWD) 144A 0. CONVERT 617446YD5 19826 20000000 SH DEFINED 15 2725000 0 17275000
CLEAR CHANNEL CVT(MWD) 0.5 07- CONVERT 617446YE3 19376 20000000 SH DEFINED 15 2750000 0 17250000
MORGAN STANLEY ASIA PACIFIC CF COMMON 61744U106 26 2000 SH DEFINED 24 0 0 2000
MORGAN STANLEY INDIA INVEST CF COMMON 61745C105 32 1000 SH DEFINED 24 0 0 1000
MSDW CALIF QUALITY MUNI SECS C COMMON 61745P635 1 76 SH DEFINED 15 76 0 0
MORGAN STANLEY D WITTER INS CL COMMON 61745P866 48 3470 SH DEFINED 6 3470 0 0
HOME DEPOT CVT(MWD) 2.15 10-30 CONVERT 61746SAX7 27386 28250000 SH DEFINED 15 4250000 0 24000000
MORTGAGEIT HOLDINGS INC COMMON 61915Q108 584 32000 SH DEFINED 15 18000 0 14000
MORTGAGEIT HOLDINGS INC COMMON 61915Q108 13 700 SH DEFINED 15,14 700 0 0
MORTGAGEIT HOLDINGS INC COMMON 61915Q108 18 1000 SH DEFINED 24 0 0 1000
MORTGAGEIT HOLDINGS INC COMMON 61915Q108 203 11100 SH DEFINED 5,15 11100 0 0
MOSAIC CO-THE COMMON 61945A107 5 321 SH DEFINED 24 0 0 321
MOTOROLA INC COMMON 620076109 87517 4792830 SH DEFINED 1 4792830 0 0
MOTOROLA INC COMMON 620076109 765 41900 SH DEFINED 9 41900 0 0
MOTOROLA INC COMMON 620076109 4325 236870 SH DEFINED 9,15 236870 0 0
MOTOROLA INC COMMON 620076109 928 50814 SH DEFINED 11,8 50814 0 0
MOTOROLA INC COMMON 620076109 56738 3107202 SH DEFINED 15 2797702 0 309500
MOTOROLA INC COMMON 620076109 1172 64200 SH DEFINED 15,14 64200 0 0
MOTOROLA INC COMMON 620076109 5549 303900 SH DEFINED 15,22 303900 0 0
MOTOROLA INC COMMON 620076109 3334 182600 SH DEFINED 15,8 182600 0 0
MOTOROLA INC COMMON 620076109 2842 155650 SH DEFINED 2 155650 0 0
MOTOROLA INC COMMON 620076109 77 4200 SH DEFINED 2,14 4200 0 0
MOTOROLA INC COMMON 620076109 2702 148000 SH DEFINED 20 148000 0 0
MOTOROLA INC COMMON 620076109 2608 142822 SH DEFINED 23 142822 0 0
MOTOROLA INC COMMON 620076109 1265 69264 SH DEFINED 24 0 0 69264
MOTOROLA INC COMMON 620076109 9650 528485 SH DEFINED 4 528485 0 0
MOTOROLA INC COMMON 620076109 2903 159000 SH DEFINED 5,15 159000 0 0
MOTOROLA INC COMMON 620076109 596 32656 SH DEFINED 6 32656 0 0
MOTOROLA INC COMMON 620076109 338 18500 SH DEFINED 7 18500 0 0
MOTOROLA INC COMMON 620076109 5507 301573 SH DEFINED 8 301573 0 0
MOTOROLA INC COMMON 620076109 102 5611 SH DEFINED 8,10 5611 0 0
MOTOROLA INC COMMON 620076109 764 41845 SH DEFINED 8,13 41845 0 0
MOVADO GROUP COMMON 624580106 26 1400 SH DEFINED 15 1400 0 0
MOVADO GROUP COMMON 624580106 64 3400 SH DEFINED 5,15 3400 0 0
MOVADO GROUP COMMON 624580106 64 3375 SH DEFINED 6 3375 0 0
MOVIE GALLERY INC COMMON 624581104 2754 104200 SH DEFINED 1 104200 0 0
MOVIE GALLERY INC COMMON 624581104 53 2000 SH DEFINED 9,7 2000 0 0
MOVIE GALLERY INC COMMON 624581104 468 17700 SH DEFINED 2 17700 0 0
MULTIMEDIA GAMES INC COMMON 625453105 2451 222600 SH DEFINED 1 222600 0 0
MUNIHOLDINGS NJ INS FUND CF COMMON 625936109 15 967 SH DEFINED 24 0 0 967
MUNICIPAL ADVANTAGE FUND INC C COMMON 626189104 6 500 SH DEFINED 24 500 0 0
MUNICIPAL MORTGAGE & EQUITY COMMON 62624B101 13 500 SH DEFINED 24 0 0 500
MUNICIPAL MORTGAGE & EQUITY COMMON 62624B101 11 440 SH DEFINED 6 440 0 0
MUNIVEST FUND INC CF COMMON 626295109 174 17301 SH DEFINED 24 0 0 17301
MUNIYIELD CALIFORNIA FUND CEF COMMON 626296107 59 4250 SH DEFINED 24 0 0 4250
MUNIYIELD FUND CLOSED END COMMON 626299101 75 5000 SH DEFINED 24 0 0 5000
MUNIYIELD CALIF INSD FUND COMMON 62629L104 1 53 SH DEFINED 15 53 0 0
MUNIYIELD QUALITY FUND II CF COMMON 62630T104 0 28 SH DEFINED 24 0 0 28
MURPHY OIL CORP COMMON 626717102 227156 4349150 SH DEFINED 1 4349150 0 0
MURPHY OIL CORP COMMON 626717102 40483 775100 SH DEFINED 1,2 775100 0 0
MURPHY OIL CORP COMMON 626717102 178 3400 SH DEFINED 1,3 3400 0 0
MURPHY OIL CORP COMMON 626717102 1726 33044 SH DEFINED 15 23144 0 9900
MURPHY OIL CORP COMMON 626717102 4962 95000 SH DEFINED 15,14 95000 0 0
MURPHY OIL CORP COMMON 626717102 10847 207680 SH DEFINED 2 195780 0 11900
MURPHY OIL CORP COMMON 626717102 39585 757892 SH DEFINED 4 757892 0 0
MURPHY OIL CORP COMMON 626717102 353 6750 SH DEFINED 5,2 6750 0 0
MURPHY OIL CORP COMMON 626717102 21 400 SH DEFINED 6 400 0 0
MYLAN LABORATORIES COMMON 628530107 24 1260 SH DEFINED 15 1260 0 0
MYLAN LABORATORIES COMMON 628530107 1483 77068 SH DEFINED 15 70568 0 6500
MYLAN LABORATORIES COMMON 628530107 264 13700 SH DEFINED 15,8 13700 0 0
MYLAN LABORATORIES COMMON 628530107 22 1125 SH DEFINED 24 1125 0 0
MYLAN LABORATORIES COMMON 628530107 65 3375 SH DEFINED 6 3375 0 0
MYRIAD GENETICS INC COMMON 62855J104 5524 353000 SH DEFINED 1 353000 0 0
MYRIAD GENETICS INC COMMON 62855J104 1792 114500 SH DEFINED 2 114500 0 0
NBC CAPITAL CORP COMMON 628729105 448 18400 SH DEFINED 15 10600 0 7800
NBC CAPITAL CORP COMMON 628729105 10 400 SH DEFINED 15,14 400 0 0
NBC CAPITAL CORP COMMON 628729105 151 6200 SH DEFINED 5,15 6200 0 0
N B T BANCORP INC COMMON 628778102 442 18700 SH DEFINED 1 18700 0 0
N B T BANCORP INC COMMON 628778102 43 1800 SH DEFINED 15 1800 0 0
N B T BANCORP INC COMMON 628778102 109 4600 SH DEFINED 5,15 4600 0 0
NBTY INC COMMON 628782104 4205 162100 SH DEFINED 1 162100 0 0
NBTY INC COMMON 628782104 519 20000 SH DEFINED 15,14 20000 0 0
NBTY INC COMMON 628782104 10 385 SH DEFINED 2 385 0 0
NBTY INC COMMON 628782104 82 3150 SH DEFINED 6 675 875 1600
NCI BUILDING SYS INC COMMON 628852105 2467 75200 SH DEFINED 1 75200 0 0
NCR CORPORATION COMMON 62886E108 5800 165150 SH DEFINED 1 165150 0 0
NCR CORPORATION COMMON 62886E108 379 10800 SH DEFINED 9 10800 0 0
NCR CORPORATION COMMON 62886E108 6834 194590 SH DEFINED 9,15 194590 0 0
NCR CORPORATION COMMON 62886E108 33400 951030 SH DEFINED 15 853730 0 89000
NCR CORPORATION COMMON 62886E108 583 16600 SH DEFINED 15,14 16600 0 0
NCR CORPORATION COMMON 62886E108 1057 30100 SH DEFINED 15,8 30100 0 0
NCR CORPORATION COMMON 62886E108 2311 65800 SH DEFINED 2 65800 0 0
NCR CORPORATION COMMON 62886E108 227 6474 SH DEFINED 23 6474 0 0
NCR CORPORATION COMMON 62886E108 32 900 SH DEFINED 24 0 0 900
NCR CORPORATION COMMON 62886E108 1549 44100 SH DEFINED 5,15 44100 0 0
NCR CORPORATION COMMON 62886E108 168 4770 SH DEFINED 6 3570 1200 0
NCR CORPORATION COMMON 62886E108 1055 30028 SH DEFINED 8 30028 0 0
NCR CORPORATION COMMON 62886E108 97 2767 SH DEFINED 8,10 2767 0 0
NDS GROUP PLC ADR COMMON 628891103 5504 165200 SH DEFINED 1 165200 0 0
NS GROUP INC COMMON 628916108 6869 211300 SH DEFINED 15 124500 0 86800
NS GROUP INC COMMON 628916108 133 4100 SH DEFINED 15,14 4100 0 0
NS GROUP INC COMMON 628916108 2802 86200 SH DEFINED 5,15 86200 0 0
NII HOLDINGS INC COMMON 62913F201 28562 446700 SH DEFINED 1 446700 0 0
NII HOLDINGS INC COMMON 62913F201 4726 73910 SH DEFINED 15,22 73910 0 0
NII HOLDINGS INC COMMON 62913F201 1925 30100 SH DEFINED 2 30100 0 0
NII HOLDINGS INC COMMON 62913F201 153 2400 SH DEFINED 6 2400 0 0
NL INDUSTRIES COMMON 629156407 22 1400 SH DEFINED 15 1400 0 0
NL INDUSTRIES COMMON 629156407 57 3700 SH DEFINED 5,15 3700 0 0
NRG ENERGY INC COMMON 629377508 61 1625 SH DEFINED 6 350 450 825
NTL INC COMMON 62940M104 4251 62130 SH DEFINED 1 62130 0 0
NTL INC COMMON 62940M104 535 7826 SH DEFINED 15,14 7826 0 0
NTL INC COMMON 62940M104 10 140 SH DEFINED 2 140 0 0
NTL INC COMMON 62940M104 22 325 SH DEFINED 8 325 0 0
NUCO2 INC COMMON 629428103 65 2546 SH DEFINED 6 2546 0 0
NVR INC COMMON 62944T105 9695 11969 SH DEFINED 1 11969 0 0
NVR INC COMMON 62944T105 867 1070 SH DEFINED 9 1070 0 0
NVR INC COMMON 62944T105 7493 9250 SH DEFINED 9,15 9250 0 0
NVR INC COMMON 62944T105 41006 50625 SH DEFINED 15 43915 0 5740
NVR INC COMMON 62944T105 458 565 SH DEFINED 15,14 565 0 0
NVR INC COMMON 62944T105 1494 1845 SH DEFINED 15,8 1845 0 0
NVR INC COMMON 62944T105 3003 3707 SH DEFINED 2 3707 0 0
NVR INC COMMON 62944T105 313 387 SH DEFINED 23 387 0 0
NVR INC COMMON 62944T105 1839 2270 SH DEFINED 5,15 2270 0 0
NVR INC COMMON 62944T105 846 1045 SH DEFINED 8 1045 0 0
NVR INC COMMON 62944T105 71 88 SH DEFINED 8,10 88 0 0
NABI BIOPHARMACEUTICALS COMMON 629519109 14220 933716 SH DEFINED 1 933716 0 0
NABI BIOPHARMACEUTICALS COMMON 629519109 762 50000 SH DEFINED 11,2 50000 0 0
NABI BIOPHARMACEUTICALS COMMON 629519109 2141 140600 SH DEFINED 15,22 140600 0 0
NABI BIOPHARMACEUTICALS COMMON 629519109 874 57400 SH DEFINED 2 57400 0 0
NABORS INDUSTRIES CVT(NBR) 0.0 CONVERT 629568AL0 9259 9000000 SH DEFINED 15 1300000 0 7700000
NALCO HOLDING CO COMMON 62985Q101 8963 456600 SH DEFINED 1 456600 0 0
NALCO HOLDING CO COMMON 62985Q101 334 17000 SH DEFINED 2 17000 0 0
NALCO HOLDING CO COMMON 62985Q101 215 10928 SH DEFINED 24 1119 0 9809
NALCO HOLDING CO COMMON 62985Q101 16690 850210 SH DEFINED 6 850210 0 0
NARA BANCORP INC COMMON 63080P105 2701 184000 SH DEFINED 1 184000 0 0
NASDAQ 100 TR ETF COMMON 631100104 837 22765 SH DEFINED 24 0 0 22765
NASDAQ 100 TR ETF COMMON 631100104 273 7421 SH DEFINED 6 7421 0 0
NASH FINCH CO COMMON 631158102 1117 30400 SH DEFINED 1 30400 0 0
NASH FINCH CO COMMON 631158102 6073 165300 SH DEFINED 15 93900 0 71400
NASH FINCH CO COMMON 631158102 125 3400 SH DEFINED 15,14 3400 0 0
NASH FINCH CO COMMON 631158102 2087 56800 SH DEFINED 5,15 56800 0 0
NASH FINCH CO COMMON 631158102 51 1375 SH DEFINED 6 300 375 700
NATIONAL AUSTRALIA BANK ADR COMMON 632525408 778 6650 SH DEFINED 9,15 6650 0 0
NATIONAL AUSTRALIA BANK ADR COMMON 632525408 35149 300345 SH DEFINED 12 291525 0 8820
NATIONAL AUSTRALIA BANK ADR COMMON 632525408 0 0 SH DEFINED 12,14 0 0 0
NATIONAL AUSTRALIA BANK ADR COMMON 632525408 45100 385373 SH DEFINED 15 373337 0 12036
NATIONAL CITY CORP COMMON 635405103 367 10745 SH DEFINED 15 8300 0 2445
NATIONAL CITY CORP COMMON 635405103 4040 118400 SH DEFINED 9,15 118400 0 0
NATIONAL CITY CORP COMMON 635405103 19661 576242 SH DEFINED 15 532142 0 44100
NATIONAL CITY CORP COMMON 635405103 2876 84300 SH DEFINED 15,8 84300 0 0
NATIONAL CITY CORP COMMON 635405103 362 10600 SH DEFINED 23 10600 0 0
NATIONAL CITY CORP COMMON 635405103 617 18074 SH DEFINED 24 0 0 18074
NATIONAL CITY CORP COMMON 635405103 2325 68151 SH DEFINED 6 68151 0 0
NATIONAL CITY CORP COMMON 635405103 1441 42220 SH DEFINED 8 42220 0 0
NATIONAL CITY CORP COMMON 635405103 63 1847 SH DEFINED 8,10 1847 0 0
NATIONAL FINANCIAL PARTNERS COMMON 63607P208 3049 77900 SH DEFINED 1 77900 0 0
NATIONAL FUEL GAS CO NJ COMMON 636180101 73 2520 SH DEFINED 15 2520 0 0
NATIONAL FUEL GAS CO NJ COMMON 636180101 567 19600 SH DEFINED 15 18100 0 1500
NATIONAL FUEL GAS CO NJ COMMON 636180101 185 6400 SH DEFINED 15,8 6400 0 0
NATIONAL FUEL GAS CO NJ COMMON 636180101 58 2000 SH DEFINED 24 0 0 2000
NATIONAL FUEL GAS CO NJ COMMON 636180101 4 150 SH DEFINED 6 150 0 0
NATIONAL GRID TRANSCO ADR COMMON 636274102 15 300 SH DEFINED 24 0 0 300
NATIONAL HEALTH INVESTORS REIT COMMON 63633D104 1853 66000 SH DEFINED 15 37500 0 28500
NATIONAL HEALTH INVESTORS REIT COMMON 63633D104 36 1300 SH DEFINED 15,14 1300 0 0
NATIONAL HEALTH INVESTORS REIT COMMON 63633D104 710 25300 SH DEFINED 5,15 25300 0 0
NATIONAL INSTRS CORP COMMON 636518102 4497 212100 SH DEFINED 3 212100 0 0
NATIONAL INSTRS CORP COMMON 636518102 1165 54955 SH DEFINED 6 54955 0 0
NATIONAL OILWELL VARCO INC COMMON 637071101 109782 2309252 SH DEFINED 1 2309252 0 0
NATIONAL OILWELL VARCO INC COMMON 637071101 59425 1250000 SH DEFINED 1,2 1250000 0 0
NATIONAL OILWELL VARCO INC COMMON 637071101 12204 256705 SH DEFINED 15 205515 0 51190
NATIONAL OILWELL VARCO INC COMMON 637071101 3993 84000 SH DEFINED 15,14 84000 0 0
NATIONAL OILWELL VARCO INC COMMON 637071101 9489 199600 SH DEFINED 2 187300 0 12300
NATIONAL OILWELL VARCO INC COMMON 637071101 591 12425 SH DEFINED 4 12425 0 0
NATIONAL OILWELL VARCO INC COMMON 637071101 135 2836 SH DEFINED 8 2836 0 0
NATIONAL PENN BANCSHARES INC COMMON 637138108 41 1625 SH DEFINED 15 1625 0 0
NATIONAL PENN BANCSHARES INC COMMON 637138108 103 4125 SH DEFINED 5,15 4125 0 0
NATIONAL SEMICONDUCTOR CORP COMMON 637640103 231119 10491090 SH DEFINED 1 10491090 0 0
NATIONAL SEMICONDUCTOR CORP COMMON 637640103 71699 3254600 SH DEFINED 1,2 3254600 0 0
NATIONAL SEMICONDUCTOR CORP COMMON 637640103 123 5600 SH DEFINED 1,3 5600 0 0
NATIONAL SEMICONDUCTOR CORP COMMON 637640103 2199 99800 SH DEFINED 9 99800 0 0
NATIONAL SEMICONDUCTOR CORP COMMON 637640103 89 4030 SH DEFINED 9,15 4030 0 0
NATIONAL SEMICONDUCTOR CORP COMMON 637640103 264 12000 SH DEFINED 9,22 12000 0 0
NATIONAL SEMICONDUCTOR CORP COMMON 637640103 3086 140103 SH DEFINED 15 110303 0 29800
NATIONAL SEMICONDUCTOR CORP COMMON 637640103 2410 109400 SH DEFINED 15,22 109400 0 0
NATIONAL SEMICONDUCTOR CORP COMMON 637640103 176 8000 SH DEFINED 15,8 8000 0 0
NATIONAL SEMICONDUCTOR CORP COMMON 637640103 11290 512500 SH DEFINED 2 477900 0 34600
NATIONAL SEMICONDUCTOR CORP COMMON 637640103 881 40000 SH DEFINED 20 40000 0 0
NATIONAL SEMICONDUCTOR CORP COMMON 637640103 63 2850 SH DEFINED 24 0 0 2850
NATIONAL SEMICONDUCTOR CORP COMMON 637640103 36803 1670590 SH DEFINED 4 1670590 0 0
NATIONAL SEMICONDUCTOR CORP COMMON 637640103 242 11000 SH DEFINED 5,2 11000 0 0
NATIONAL SEMICONDUCTOR CORP COMMON 637640103 218 9874 SH DEFINED 8 9874 0 0
NATIONWIDE FINANCIAL SERVICES COMMON 638612101 5566 146705 SH DEFINED 1 146130 0 575
NATIONWIDE FINANCIAL SERVICES COMMON 638612101 63 1650 SH DEFINED 15 1450 0 200
NATIONWIDE FINANCIAL SERVICES COMMON 638612101 46 1200 SH DEFINED 24 0 0 1200
NATIONWIDE FINANCIAL SERVICES COMMON 638612101 3 80 SH DEFINED 6 80 0 0
NATIONWIDE HEALTH PPTYS INC COMMON 638620104 40446 1713100 SH DEFINED 15 1605100 0 108000
NATIONWIDE HEALTH PPTYS INC COMMON 638620104 33 1400 SH DEFINED 24 0 0 1400
NATIONWIDE HEALTH PPTYS INC COMMON 638620104 0 0 SH DEFINED 4 0 0 0
NAVISTAR INTL CVT(NAV) 4.75 04 CONVERT 638902AM8 639 650000 SH DEFINED 24 0 0 650000
NATURAL RESOURCE PARTNERS LP COMMON 63900P103 696 12000 SH DEFINED 1 12000 0 0
NATURES SUNSHINE PRODS INC COMMON 639027101 61 3475 SH DEFINED 6 750 975 1750
INDUSTRIE NATUZZI SPA ADR COMMON 63905A101 0 0 SH DEFINED 3 0 0 0
NAUTILUS INC COMMON 63910B102 17827 625500 SH DEFINED 1 625500 0 0
NAUTILUS INC COMMON 63910B102 1727 60600 SH DEFINED 15 34100 0 26500
NAUTILUS INC COMMON 63910B102 29 1000 SH DEFINED 15,14 1000 0 0
NAUTILUS INC COMMON 63910B102 5515 193500 SH DEFINED 2 193500 0 0
NAUTILUS INC COMMON 63910B102 504 17700 SH DEFINED 5,15 17700 0 0
NAVISTAR INTERNATIONAL COMMON 63934E108 204 6366 SH DEFINED 15 6366 0 0
NAVISTAR INTERNATIONAL COMMON 63934E108 131 4100 SH DEFINED 24 0 0 4100
NAVIGANT CONSULTING INC COMMON 63935N107 12464 705800 SH DEFINED 1 705800 0 0
NAVIGANT CONSULTING INC COMMON 63935N107 472 26700 SH DEFINED 2 26700 0 0
NAVTEQ CORP COMMON 63936L100 45092 1212800 SH DEFINED 1 1212800 0 0
NAVTEQ CORP COMMON 63936L100 49330 1326800 SH DEFINED 1,2 1326800 0 0
NAVTEQ CORP COMMON 63936L100 424 11400 SH DEFINED 15 0 0 11400
NAVTEQ CORP COMMON 63936L100 11411 306900 SH DEFINED 2 293300 0 13600
NAVTEQ CORP COMMON 63936L100 335 9000 SH DEFINED 6 2900 0 6100
NEENAH PAPER INC COMMON 640079109 3 90 SH DEFINED 15 0 0 90
NEENAH PAPER INC COMMON 640079109 10 334 SH DEFINED 24 0 0 334
NEENAH PAPER INC COMMON 640079109 0 0 SH DEFINED 3 0 0 0
NEENAH PAPER INC COMMON 640079109 7 223 SH DEFINED 6 223 0 0
NEENAH PAPER INC COMMON 640079109 15 478 SH DEFINED 8 478 0 0
NEIMAN MARCUS GROUP INC COMMON 640204202 14 140 SH DEFINED 15 140 0 0
NEIMAN MARCUS GROUP INC COMMON 640204202 223 2300 SH DEFINED 15 2200 0 100
NEIMAN MARCUS GROUP INC COMMON 640204202 21 220 SH DEFINED 24 220 0 0
NEIMAN MARCUS GROUP CL B COMMON 640204301 157 1626 SH DEFINED 24 0 0 1626
NELNET INC- CL A COMMON 64031N108 1747 52500 SH DEFINED 15 28700 0 23800
NELNET INC- CL A COMMON 64031N108 37 1100 SH DEFINED 15,14 1100 0 0
NELNET INC- CL A COMMON 64031N108 449 13500 SH DEFINED 5,15 13500 0 0
NESS TECHNOLOGIES INC COMMON 64104X108 5483 516300 SH DEFINED 9 516300 0 0
NESS TECHNOLOGIES INC COMMON 64104X108 1164 109600 SH DEFINED 9,22 109600 0 0
NETFLIX.COM INC COMMON 64110L106 2345 142900 SH DEFINED 1 142900 0 0
NETFLIX.COM INC COMMON 64110L106 1388 84600 SH DEFINED 1,3 84600 0 0
NETFLIX.COM INC COMMON 64110L106 97 5900 SH DEFINED 9,7 5900 0 0
NETFLIX.COM INC COMMON 64110L106 471 28700 SH DEFINED 9,2 28700 0 0
NETFLIX.COM INC COMMON 64110L106 848 51700 SH DEFINED 2 51700 0 0
NETFLIX.COM INC COMMON 64110L106 2 100 SH DEFINED 24 0 0 100
NETEASE.COM INC ADR COMMON 64110W102 2456 43000 SH DEFINED 1 43000 0 0
NETEASE.COM INC ADR COMMON 64110W102 280 4900 SH DEFINED 15,22 4900 0 0
NETGEAR INC COMMON 64111Q104 12244 658300 SH DEFINED 1 658300 0 0
NETGEAR INC COMMON 64111Q104 5766 310000 SH DEFINED 15 166800 0 143200
NETGEAR INC COMMON 64111Q104 125 6700 SH DEFINED 15,14 6700 0 0
NETGEAR INC COMMON 64111Q104 3871 208100 SH DEFINED 2 208100 0 0
NETGEAR INC COMMON 64111Q104 1209 65000 SH DEFINED 5,15 65000 0 0
NETIQ CORP COMMON 64115P102 34 3000 SH DEFINED 24 3000 0 0
NETSCOUT SYSTEMS INC COMMON 64115T104 19 2900 SH DEFINED 15 2900 0 0
NETSCOUT SYSTEMS INC COMMON 64115T104 47 7100 SH DEFINED 5,15 7100 0 0
NETSCOUT SYSTEMS INC COMMON 64115T104 44318 6725067 SH DEFINED 6 6725067 0 0
NETWORK APPLIANCE INC COMMON 64120L104 16148 571200 SH DEFINED 1 571200 0 0
NETWORK APPLIANCE INC COMMON 64120L104 803 28400 SH DEFINED 9 28400 0 0
NETWORK APPLIANCE INC COMMON 64120L104 8710 308100 SH DEFINED 9,15 308100 0 0
NETWORK APPLIANCE INC COMMON 64120L104 62458 2209343 SH DEFINED 15 1991843 0 197400
NETWORK APPLIANCE INC COMMON 64120L104 1235 43700 SH DEFINED 15,14 43700 0 0
NETWORK APPLIANCE INC COMMON 64120L104 1815 64200 SH DEFINED 15,22 64200 0 0
NETWORK APPLIANCE INC COMMON 64120L104 1365 48300 SH DEFINED 15,8 48300 0 0
NETWORK APPLIANCE INC COMMON 64120L104 247 8733 SH DEFINED 23 8733 0 0
NETWORK APPLIANCE INC COMMON 64120L104 23125 818014 SH DEFINED 24 113509 0 704505
NETWORK APPLIANCE INC COMMON 64120L104 8 268 SH DEFINED 4 268 0 0
NETWORK APPLIANCE INC COMMON 64120L104 3070 108600 SH DEFINED 5,15 108600 0 0
NETWORK APPLIANCE INC COMMON 64120L104 5034 178065 SH DEFINED 6 178065 0 0
NETWORK APPLIANCE INC COMMON 64120L104 297 10500 SH DEFINED 7 10500 0 0
NETWORK APPLIANCE INC COMMON 64120L104 597 21125 SH DEFINED 8 21125 0 0
NETWORK APPLIANCE INC COMMON 64120L104 25 896 SH DEFINED 8,10 896 0 0
NEUBERGER BERMAN INTMD MUNI CF COMMON 64124P101 28 2000 SH DEFINED 24 0 0 2000
NEUROMETRIX INC COMMON 641255104 665 33200 SH DEFINED 15 17100 0 16100
NEUROMETRIX INC COMMON 641255104 16 800 SH DEFINED 15,14 800 0 0
NEUROMETRIX INC COMMON 641255104 78 3900 SH DEFINED 5,15 3900 0 0
NEUROCRINE BIOSCIENCES INC COMMON 64125C109 15499 368500 SH DEFINED 1 368500 0 0
NEUROCRINE BIOSCIENCES INC COMMON 64125C109 467 11100 SH DEFINED 2 11100 0 0
NEUROLOGIX INC COMMON 64125U406 0 20 SH DEFINED 24 0 0 20
NEUBERGER BERMAN REAL EST IN C COMMON 64126D106 11 533 SH DEFINED 24 0 0 533
NEUBERGER BERMAN REALTY INC CF COMMON 64126G109 3564 189600 SH DEFINED 15 189600 0 0
NEUBERGER BERMAN REALTY INC CF COMMON 64126G109 10 515 SH DEFINED 24 0 0 515
NEUBERGER BERMAN INCOME OPP CE COMMON 64126L108 15 1035 SH DEFINED 24 0 0 1035
NEVSUN RESOURCES LTD COMMON 64156L101 175 90000 SH DEFINED 2 90000 0 0
NEW CENTURY EQUITY HLDGS COMMON 64353J107 6 24000 SH DEFINED 6 24000 0 0
NEW CENTURY FINANCIAL CORP COMMON 6435EV108 0 0 SH DEFINED 15 0 0 0
NEW CENTURY FINANCIAL CORP COMMON 6435EV108 27 525 SH DEFINED 6 100 150 275
NEW FRONTIER MEDIA INC COMMON 644398109 2776 417400 SH DEFINED 1 417400 0 0
NEW JERSEY RES COMMON 646025106 2760 57200 SH DEFINED 1 57200 0 0
NEW JERSEY RES COMMON 646025106 36 750 SH DEFINED 24 0 0 750
NEW PLAN EXCEL REALTY TRUST COMMON 648053106 133 4900 SH DEFINED 15 4900 0 0
NEW PLAN EXCEL REALTY TRUST COMMON 648053106 63119 2323126 SH DEFINED 15 1962326 0 344300
NEW PLAN EXCEL REALTY TRUST COMMON 648053106 8 300 SH DEFINED 24 0 0 300
NEW PLAN EXCEL REALTY TRUST COMMON 648053106 1663 61200 SH DEFINED 5,15 61200 0 0
NEW PLAN EXCEL REALTY TRUST COMMON 648053106 33 1200 SH DEFINED 6 1200 0 0
NEW YORK COMMUNITY BANCORP COMMON 649445103 68144 3760713 SH DEFINED 1 3760713 0 0
NEW YORK COMMUNITY BANCORP COMMON 649445103 120 6600 SH DEFINED 1,3 6600 0 0
NEW YORK COMMUNITY BANCORP COMMON 649445103 650 35875 SH DEFINED 15 35875 0 0
NEW YORK COMMUNITY BANCORP COMMON 649445103 6232 343921 SH DEFINED 2 343921 0 0
NEW YORK COMMUNITY BANCORP COMMON 649445103 3960 218533 SH DEFINED 24 60466 0 158067
NEW YORK COMMUNITY BANCORP COMMON 649445103 20617 1137802 SH DEFINED 4 1137802 0 0
NEW YORK COMMUNITY BANCORP COMMON 649445103 234 12900 SH DEFINED 5,2 12900 0 0
NEW YORK COMMUNITY BANCORP COMMON 649445103 106 5847 SH DEFINED 8 5847 0 0
NY COMMUNITY CAP TRUST V CVT P CONVERT 64944P307 1 25 SH DEFINED 24 0 0 25
NEW YORK TIMES CO COMMON 650111107 440 14141 SH DEFINED 15 14141 0 0
NEW YORK TIMES CO COMMON 650111107 12 371 SH DEFINED 4 371 0 0
NEW YORK TIMES CO COMMON 650111107 47 1513 SH DEFINED 6 1513 0 0
NEW YORK TIMES CO COMMON 650111107 181 5807 SH DEFINED 8 5807 0 0
NEWALLIANCE BANCSHARES INC COMMON 650203102 1929 137300 SH DEFINED 1 137300 0 0
NEWALLIANCE BANCSHARES INC COMMON 650203102 7498 533700 SH DEFINED 1,3 533700 0 0
NEWALLIANCE BANCSHARES INC COMMON 650203102 100 7100 SH DEFINED 2 7100 0 0
NEWCASTLE INVESTMENT CORP COMMON 65105M108 3675 121900 SH DEFINED 15 69600 0 52300
NEWCASTLE INVESTMENT CORP COMMON 65105M108 75 2500 SH DEFINED 15,14 2500 0 0
NEWCASTLE INVESTMENT CORP COMMON 65105M108 1450 48100 SH DEFINED 5,15 48100 0 0
NEWELL FINANCIAL TRUST I CVT P CONVERT 651195307 69 1575 SH DEFINED 24 0 0 1575
NEWELL RUBBERMAID INC COMMON 651229106 637 26716 SH DEFINED 15 26716 0 0
NEWELL RUBBERMAID INC COMMON 651229106 5881 246667 SH DEFINED 24 1200 0 245467
NEWELL RUBBERMAID INC COMMON 651229106 477 20000 SH DEFINED 6 20000 0 0
NEWELL RUBBERMAID INC COMMON 651229106 254 10673 SH DEFINED 8 10673 0 0
NEWFIELD EXPL CO COMMON 651290108 71411 1790200 SH DEFINED 1 1790200 0 0
NEWFIELD EXPL CO COMMON 651290108 23934 600000 SH DEFINED 1,2 600000 0 0
NEWFIELD EXPL CO COMMON 651290108 120 3000 SH DEFINED 1,3 3000 0 0
NEWFIELD EXPL CO COMMON 651290108 1043 26155 SH DEFINED 15 26155 0 0
NEWFIELD EXPL CO COMMON 651290108 2154 54000 SH DEFINED 15,14 54000 0 0
NEWFIELD EXPL CO COMMON 651290108 9059 227100 SH DEFINED 2 227100 0 0
NEWFIELD EXPL CO COMMON 651290108 3379 84700 SH DEFINED 24 82900 0 1800
NEWFIELD EXPL CO COMMON 651290108 33224 832881 SH DEFINED 4 832881 0 0
NEWFIELD EXPL CO COMMON 651290108 231 5800 SH DEFINED 5,2 5800 0 0
NEWFIELD EXPL CO COMMON 651290108 11 280 SH DEFINED 6 280 0 0
NEWMARKET CORP COMMON 651587107 645 43600 SH DEFINED 15 23400 0 20200
NEWMARKET CORP COMMON 651587107 13 900 SH DEFINED 15,14 900 0 0
NEWMARKET CORP COMMON 651587107 146 9900 SH DEFINED 5,15 9900 0 0
NEWMONT MINING CORP HLDG CO COMMON 651639106 5278 135240 SH DEFINED 1 135240 0 0
NEWMONT MINING CORP HLDG CO COMMON 651639106 1705 43685 SH DEFINED 15 43485 0 200
NEWMONT MINING CORP HLDG CO COMMON 651639106 281 7200 SH DEFINED 15,8 7200 0 0
NEWMONT MINING CORP HLDG CO COMMON 651639106 1366 35000 SH DEFINED 2 35000 0 0
NEWMONT MINING CORP HLDG CO COMMON 651639106 144 3700 SH DEFINED 24 0 0 3700
NEWMONT MINING CORP HLDG CO COMMON 651639106 2 50 SH DEFINED 4 50 0 0
NEWMONT MINING CORP HLDG CO COMMON 651639106 148 3800 SH DEFINED 6 3800 0 0
NEWMONT MINING CORP HLDG CO COMMON 651639106 552 14140 SH DEFINED 8 14140 0 0
NEWS CORP CL A COMMON 65248E104 85402 5278243 SH DEFINED 1 5278243 0 0
NEWS CORP CL A COMMON 65248E104 27506 1700000 SH DEFINED 1,2 1700000 0 0
NEWS CORP CL A COMMON 65248E104 5035 311173 SH DEFINED 15 301473 0 9700
NEWS CORP CL A COMMON 65248E104 4017 248248 SH DEFINED 15,14 248248 0 0
NEWS CORP CL A COMMON 65248E104 215 13300 SH DEFINED 15,8 13300 0 0
NEWS CORP CL A COMMON 65248E104 469 29000 SH DEFINED 2 29000 0 0
NEWS CORP CL A COMMON 65248E104 191 11800 SH DEFINED 23 11800 0 0
NEWS CORP CL A COMMON 65248E104 793 49018 SH DEFINED 24 10098 0 38920
NEWS CORP CL A COMMON 65248E104 1 85 SH DEFINED 4 85 0 0
NEWS CORP CL A COMMON 65248E104 845 52202 SH DEFINED 6 52202 0 0
NEWS CORP CL A COMMON 65248E104 703 43469 SH DEFINED 8 43469 0 0
NEWS CORP CL B COMMON 65248E203 98 5800 SH DEFINED 23 5800 0 0
NEWS CORP CL B COMMON 65248E203 3 160 SH DEFINED 4 160 0 0
NEWS CORP CL B COMMON 65248E203 3 200 SH DEFINED 6 200 0 0
NEWS CORP CL B COMMON 65248E203 373 22107 SH DEFINED 8 22107 0 0
NEXTEL COMMUNICATIONS INC COMMON 65332V103 15519 480320 SH DEFINED 1 480320 0 0
NEXTEL COMMUNICATIONS INC COMMON 65332V103 2036 63000 SH DEFINED 9,15 63000 0 0
NEXTEL COMMUNICATIONS INC COMMON 65332V103 12882 398702 SH DEFINED 15 367402 0 31300
NEXTEL COMMUNICATIONS INC COMMON 65332V103 2112 65380 SH DEFINED 15,22 65380 0 0
NEXTEL COMMUNICATIONS INC COMMON 65332V103 2052 63500 SH DEFINED 15,8 63500 0 0
NEXTEL COMMUNICATIONS INC COMMON 65332V103 278 8600 SH DEFINED 23 8600 0 0
NEXTEL COMMUNICATIONS INC COMMON 65332V103 146 4510 SH DEFINED 24 0 0 4510
NEXTEL COMMUNICATIONS INC COMMON 65332V103 847 26200 SH DEFINED 6 15800 0 10400
NEXTEL COMMUNICATIONS INC COMMON 65332V103 1052 32553 SH DEFINED 8 32553 0 0
NEXTEL PARTNERS INC COMMON 65333F107 59724 2372820 SH DEFINED 1 2372820 0 0
NEXTEL PARTNERS INC COMMON 65333F107 305 12100 SH DEFINED 9,15 12100 0 0
NEXTEL PARTNERS INC COMMON 65333F107 1289 51200 SH DEFINED 15 24300 0 26900
NEXTEL PARTNERS INC COMMON 65333F107 1840 73100 SH DEFINED 15,22 73100 0 0
NEXTEL PARTNERS INC COMMON 65333F107 317 12600 SH DEFINED 15,8 12600 0 0
NEXTEL PARTNERS INC COMMON 65333F107 3572 141905 SH DEFINED 2 111000 0 30905
NEXTEL PARTNERS INC COMMON 65333F107 8 317 SH DEFINED 4 317 0 0
NEXEN INC COMMON 65334H102 22770 750000 SH DEFINED 1 750000 0 0
NEXEN INC COMMON 65334H102 23118 761200 SH DEFINED 1,3 761200 0 0
NEXEN INC COMMON 65334H102 2793 92000 SH DEFINED 15,14 92000 0 0
NEXEN INC COMMON 65334H102 449 14800 SH DEFINED 2 14800 0 0
NEXEN INC COMMON 65334H102 486 16000 SH DEFINED 23 16000 0 0
NEXEN INC COMMON 65334H102 48103 1583900 SH DEFINED 3 1583900 0 0
NEXEN INC COMMON 65334H102 604 19897 SH DEFINED 8 19897 0 0
NEXSTAR BROADCASTING GROUP CL COMMON 65336K103 17 2700 SH DEFINED 15 1200 0 1500
NICE SYS LTD ADR COMMON 653656108 3256 82500 SH DEFINED 1 82500 0 0
NICE SYS LTD ADR COMMON 653656108 182 4600 SH DEFINED 9 0 0 4600
NICE SYS LTD ADR COMMON 653656108 616 15600 SH DEFINED 9,22 15600 0 0
NICE SYS LTD ADR COMMON 653656108 187 4750 SH DEFINED 15 4750 0 0
NICE SYS LTD ADR COMMON 653656108 359 9100 SH DEFINED 15,22 9100 0 0
NICE SYS LTD ADR COMMON 653656108 114 2900 SH DEFINED 6 625 800 1475
NICOR INC COMMON 654086107 10 240 SH DEFINED 15 240 0 0
NICOR INC COMMON 654086107 11701 284205 SH DEFINED 15 171005 0 113200
NICOR INC COMMON 654086107 214 5200 SH DEFINED 15,14 5200 0 0
NICOR INC COMMON 654086107 366 8900 SH DEFINED 15,8 8900 0 0
NICOR INC COMMON 654086107 25 600 SH DEFINED 24 0 0 600
NICOR INC COMMON 654086107 4471 108600 SH DEFINED 5,15 108600 0 0
NICOR INC COMMON 654086107 33 810 SH DEFINED 6 810 0 0
NIDEC CORPORATION ADR COMMON 654090109 774 29000 SH DEFINED 4 29000 0 0
NIKE INC COMMON 654106103 129149 1491327 SH DEFINED 1 1491327 0 0
NIKE INC COMMON 654106103 75775 875000 SH DEFINED 1,2 875000 0 0
NIKE INC COMMON 654106103 204 2360 SH DEFINED 9,15 2360 0 0
NIKE INC COMMON 654106103 6965 80424 SH DEFINED 15 72624 0 7800
NIKE INC COMMON 654106103 779 9000 SH DEFINED 15,14 9000 0 0
NIKE INC COMMON 654106103 1524 17600 SH DEFINED 15,8 17600 0 0
NIKE INC COMMON 654106103 27222 314340 SH DEFINED 2 314340 0 0
NIKE INC COMMON 654106103 139 1605 SH DEFINED 24 800 0 805
NIKE INC COMMON 654106103 57 659 SH DEFINED 4 659 0 0
NIKE INC COMMON 654106103 67 775 SH DEFINED 6 775 0 0
NIKE INC COMMON 654106103 511 5906 SH DEFINED 8 5906 0 0
NIKU CORP COMMON 654113703 5348 258000 SH DEFINED 1 258000 0 0
NIKU CORP COMMON 654113703 1855 89500 SH DEFINED 15,22 89500 0 0
99 CENTS ONLY STORES COMMON 65440K106 90 7081 SH DEFINED 24 0 0 7081
NTT ADR COMMON 654624105 20574 958290 SH DEFINED 12 919110 0 39180
NTT ADR COMMON 654624105 34803 1621002 SH DEFINED 15 1568775 0 52227
NISOURCE INC COMMON 65473P105 652 26359 SH DEFINED 15 26359 0 0
NISOURCE INC COMMON 65473P105 77 3100 SH DEFINED 24 800 0 2300
NISOURCE INC COMMON 65473P105 5 200 SH DEFINED 6 200 0 0
NISOURCE INC COMMON 65473P105 259 10474 SH DEFINED 8 10474 0 0
NISSAN MOTORS ADR COMMON 654744408 15 775 SH DEFINED 24 775 0 0
NISSAN MOTORS ADR COMMON 654744408 424 21310 SH DEFINED 4 21310 0 0
NOKIA OYJ ADR COMMON 654902204 107020 6431485 SH DEFINED 1 6431485 0 0
NOKIA OYJ ADR COMMON 654902204 32017 1924100 SH DEFINED 1,2 1924100 0 0
NOKIA OYJ ADR COMMON 654902204 16718 1004670 SH DEFINED 12 951170 0 53500
NOKIA OYJ ADR COMMON 654902204 62210 3738555 SH DEFINED 15 3621953 0 116602
NOKIA OYJ ADR COMMON 654902204 5050 303472 SH DEFINED 15,22 303472 0 0
NOKIA OYJ ADR COMMON 654902204 409 24600 SH DEFINED 2 24600 0 0
NOKIA OYJ ADR COMMON 654902204 1930 116000 SH DEFINED 20 116000 0 0
NOKIA OYJ ADR COMMON 654902204 626 37626 SH DEFINED 24 1205 0 36421
NOKIA OYJ ADR COMMON 654902204 6 332 SH DEFINED 4 332 0 0
NOKIA OYJ ADR COMMON 654902204 46 2736 SH DEFINED 6 2736 0 0
NOBLE ENERGY INC COMMON 655044105 11415 150895 SH DEFINED 15 150380 0 515
NOBLE ENERGY INC COMMON 655044105 843 11150 SH DEFINED 15 10950 0 200
NOBLE ENERGY INC COMMON 655044105 1437 19000 SH DEFINED 15,14 19000 0 0
NOBLE ENERGY INC COMMON 655044105 182 2400 SH DEFINED 15,8 2400 0 0
NOBLE ENERGY INC COMMON 655044105 267 3534 SH DEFINED 24 0 0 3534
NOBLE INTERNATIONAL LTD COMMON 655053106 24 1000 SH DEFINED 15 1000 0 0
NOBLE INTERNATIONAL LTD COMMON 655053106 59 2500 SH DEFINED 5,15 2500 0 0
NOMURA HOLDINGS INC ADR COMMON 65535H208 6987 585090 SH DEFINED 12 555890 0 29200
NOMURA HOLDINGS INC ADR COMMON 65535H208 22311 1868277 SH DEFINED 15 1868277 0 0
NOMURA HOLDINGS INC ADR COMMON 65535H208 60 5000 SH DEFINED 6 5000 0 0
NORANDA INC COMMON 655422103 2 143 SH DEFINED 8 143 0 0
NORDSON CORP COMMON 655663102 3263 95200 SH DEFINED 1 95200 0 0
NORDSTROM INC COMMON 655664100 154857 2278320 SH DEFINED 1 2278320 0 0
NORDSTROM INC COMMON 655664100 37384 550000 SH DEFINED 1,2 550000 0 0
NORDSTROM INC COMMON 655664100 194 2850 SH DEFINED 9,15 2850 0 0
NORDSTROM INC COMMON 655664100 4849 71335 SH DEFINED 15 53035 0 18300
NORDSTROM INC COMMON 655664100 1305 19200 SH DEFINED 15,8 19200 0 0
NORDSTROM INC COMMON 655664100 22160 326030 SH DEFINED 2 317230 0 8800
NORDSTROM INC COMMON 655664100 184 2700 SH DEFINED 23 2700 0 0
NORDSTROM INC COMMON 655664100 326 4798 SH DEFINED 24 620 0 4178
NORDSTROM INC COMMON 655664100 87 1284 SH DEFINED 4 1284 0 0
NORDSTROM INC COMMON 655664100 10538 155039 SH DEFINED 6 155039 0 0
NORDSTROM INC COMMON 655664100 34 500 SH DEFINED 8 500 0 0
NORFOLK SOUTHERN CORP COMMON 655844108 175 5640 SH DEFINED 15 4100 0 1540
NORFOLK SOUTHERN CORP COMMON 655844108 316 10200 SH DEFINED 9 10200 0 0
NORFOLK SOUTHERN CORP COMMON 655844108 4043 130600 SH DEFINED 9,15 130600 0 0
NORFOLK SOUTHERN CORP COMMON 655844108 21430 692192 SH DEFINED 15 623292 0 66700
NORFOLK SOUTHERN CORP COMMON 655844108 495 16000 SH DEFINED 15,14 16000 0 0
NORFOLK SOUTHERN CORP COMMON 655844108 1529 49400 SH DEFINED 15,8 49400 0 0
NORFOLK SOUTHERN CORP COMMON 655844108 88 2847 SH DEFINED 23 2847 0 0
NORFOLK SOUTHERN CORP COMMON 655844108 372 12000 SH DEFINED 24 1000 0 11000
NORFOLK SOUTHERN CORP COMMON 655844108 994 32100 SH DEFINED 5,15 32100 0 0
NORFOLK SOUTHERN CORP COMMON 655844108 289 9350 SH DEFINED 6 7750 1600 0
NORFOLK SOUTHERN CORP COMMON 655844108 439 14179 SH DEFINED 8 14179 0 0
NORTEL NETWORKS CORPORATION COMMON 656568102 649 248700 SH DEFINED 9,15 248700 0 0
NORTEL NETWORKS CORPORATION COMMON 656568102 15 5635 SH DEFINED 24 0 0 5635
NORTEL NETWORKS CORPORATION COMMON 656568102 63 24235 SH DEFINED 6 24235 0 0
NORTEL NETWORKS CORP COMMON 656568102 381 146351 SH DEFINED 8 146351 0 0
NORTH AMERICAN GALVANIZING COMMON 65686Y109 5 2600 SH DEFINED 6 2600 0 0
NORTH EUROPEAN OIL RTY TRUST COMMON 659310106 17 600 SH DEFINED 24 600 0 0
NORTH FORK BANCORPORATION COMMON 659424105 61629 2194000 SH DEFINED 1 2194000 0 0
NORTH FORK BANCORPORATION COMMON 659424105 1302 46358 SH DEFINED 15 46358 0 0
NORTH FORK BANCORPORATION COMMON 659424105 2423 86250 SH DEFINED 2 86250 0 0
NORTH FORK BANCORPORATION COMMON 659424105 42 1500 SH DEFINED 24 1500 0 0
NORTH FORK BANCORPORATION COMMON 659424105 144152 5131800 SH DEFINED 3 5131800 0 0
NORTH FORK BANCORPORATION COMMON 659424105 475 16925 SH DEFINED 6 14275 2650 0
NORTH FORK BANCORPORATION COMMON 659424105 723 25745 SH DEFINED 8 25745 0 0
NORTH PITTSBURGH SYSTEMS COMMON 661562108 728 37400 SH DEFINED 15 20600 0 16800
NORTH PITTSBURGH SYSTEMS COMMON 661562108 14 700 SH DEFINED 15,14 700 0 0
NORTH PITTSBURGH SYSTEMS COMMON 661562108 158 8100 SH DEFINED 5,15 8100 0 0
NORTHEAST UTILS COMMON 664397106 88 4200 SH DEFINED 15 4200 0 0
NORTHEAST UTILS COMMON 664397106 1216 58300 SH DEFINED 15 55800 0 2500
NORTHEAST UTILS COMMON 664397106 661 31700 SH DEFINED 15,8 31700 0 0
NORTHEAST UTILS COMMON 664397106 17 825 SH DEFINED 6 825 0 0
NORTHERN ORION RESOURCES INC COMMON 665575106 98 40000 SH DEFINED 24 0 0 40000
NORTHERN TRUST CORP COMMON 665859104 898 19688 SH DEFINED 15 19688 0 0
NORTHERN TRUST CORP COMMON 665859104 269 5900 SH DEFINED 15,8 5900 0 0
NORTHERN TRUST CORP COMMON 665859104 307 6740 SH DEFINED 24 300 0 6440
NORTHERN TRUST CORP COMMON 665859104 1085 23790 SH DEFINED 6 23790 0 0
NORTHERN TRUST CORP COMMON 665859104 284 6237 SH DEFINED 8 6237 0 0
NORTHROP GRUMMAN CORP COMMON 666807102 63997 1158310 SH DEFINED 1 870100 0 288210
NORTHROP GRUMMAN CORP COMMON 666807102 25912 469000 SH DEFINED 1,2 469000 0 0
NORTHROP GRUMMAN CORP COMMON 666807102 2906 52600 SH DEFINED 9,15 52600 0 0
NORTHROP GRUMMAN CORP COMMON 666807102 867 15685 SH DEFINED 12 15685 0 0
NORTHROP GRUMMAN CORP COMMON 666807102 308 5580 SH DEFINED 12,14 5580 0 0
NORTHROP GRUMMAN CORP COMMON 666807102 17341 313866 SH DEFINED 15 307971 0 4835
NORTHROP GRUMMAN CORP COMMON 666807102 260 4700 SH DEFINED 15,8 4700 0 0
NORTHROP GRUMMAN CORP COMMON 666807102 332 6000 SH DEFINED 2 6000 0 0
NORTHROP GRUMMAN CORP COMMON 666807102 44 800 SH DEFINED 24 0 0 800
NORTHROP GRUMMAN CORP COMMON 666807102 2 33 SH DEFINED 4 33 0 0
NORTHROP GRUMMAN CORP COMMON 666807102 392 7100 SH DEFINED 5,15 0 0 7100
NORTHROP GRUMMAN CORP COMMON 666807102 59 1064 SH DEFINED 6 1064 0 0
NORTHROP GRUMMAN CORP COMMON 666807102 559 10123 SH DEFINED 8 10123 0 0
NORTHWEST BANCORP INC COMMON 667328108 315 14800 SH DEFINED 3 14800 0 0
NORTHWEST BANCORP INC COMMON 667328108 5721 269100 SH DEFINED 3 269100 0 0
NORTHWEST BANCORP INC COMMON 667328108 35 1625 SH DEFINED 6 0 500 1125
NORTHWEST NATURAL GAS CO COMMON 667655104 11625 304000 SH DEFINED 1 304000 0 0
NORTHWEST NATURAL GAS CO COMMON 667655104 111 2900 SH DEFINED 9,7 2900 0 0
NORTHWEST NATURAL GAS CO COMMON 667655104 983 25700 SH DEFINED 2 25700 0 0
NORTHWESTERN CORP COMMON 668074305 40 1275 SH DEFINED 6 275 350 650
NOVA CHEMICALS CORP COMMON 66977W109 8346 273350 SH DEFINED 1,3 273350 0 0
NOVA CHEMICALS CORP COMMON 66977W109 163 5350 SH DEFINED 2 5350 0 0
NOVARTIS ADR COMMON 66987V109 54694 1152900 SH DEFINED 1 1152900 0 0
NOVARTIS ADR COMMON 66987V109 944 19900 SH DEFINED 11,2 19900 0 0
NOVARTIS ADR COMMON 66987V109 24621 518990 SH DEFINED 12 488190 0 30800
NOVARTIS ADR COMMON 66987V109 0 0 SH DEFINED 12,14 0 0 0
NOVARTIS ADR COMMON 66987V109 73643 1552345 SH DEFINED 15 1507961 0 43229
NOVARTIS ADR COMMON 66987V109 1992 42000 SH DEFINED 15,22 42000 0 0
NOVARTIS ADR COMMON 66987V109 3406 71800 SH DEFINED 2 71800 0 0
NOVARTIS ADR COMMON 66987V109 1381 29100 SH DEFINED 20 29100 0 0
NOVARTIS ADR COMMON 66987V109 2658 56028 SH DEFINED 24 34809 0 21219
NOVARTIS ADR COMMON 66987V109 19042 401400 SH DEFINED 3 401400 0 0
NOVARTIS ADR COMMON 66987V109 1 30 SH DEFINED 4 30 0 0
NOVARTIS ADR COMMON 66987V109 367 7735 SH DEFINED 5,15 0 0 7735
NOVARTIS ADR COMMON 66987V109 17925 377852 SH DEFINED 6 377852 0 0
NOVATEL INC COMMON 669954109 54 2000 SH DEFINED 24 0 0 2000
NOVELL INC COMMON 670006105 229 37012 SH DEFINED 15 37012 0 0
NOVELLUS SYSTEMS INC COMMON 670008101 93651 3790000 SH DEFINED 1 3790000 0 0
NOVELLUS SYSTEMS INC COMMON 670008101 6937 280746 SH DEFINED 15 248146 0 20100
NOVELLUS SYSTEMS INC COMMON 670008101 230 9300 SH DEFINED 15,8 9300 0 0
NOVELLUS SYSTEMS INC COMMON 670008101 1830 74050 SH DEFINED 2 74050 0 0
NOVELLUS SYSTEMS INC COMMON 670008101 151 6100 SH DEFINED 2,14 6100 0 0
NOVELLUS SYSTEMS INC COMMON 670008101 519 21000 SH DEFINED 20 21000 0 0
NOVELLUS SYSTEMS INC COMMON 670008101 173 7000 SH DEFINED 24 5000 0 2000
NOVELLUS SYSTEMS INC COMMON 670008101 1 41 SH DEFINED 4 41 0 0
NOVELLUS SYSTEMS INC COMMON 670008101 49 2000 SH DEFINED 5,15 2000 0 0
NOVELLUS SYSTEMS INC COMMON 670008101 137 5556 SH DEFINED 8 5556 0 0
NOVELIS INC COMMON 67000X106 10 400 SH DEFINED 24 0 0 400
NOVELIS INC COMMON 67000X106 5 200 SH DEFINED 6 200 0 0
NOVO-NORDISK A-S ADR COMMON 670100205 612 12000 SH DEFINED 1 12000 0 0
NOVO-NORDISK A-S ADR COMMON 670100205 270 5300 SH DEFINED 11,2 5300 0 0
NOVO-NORDISK A-S ADR COMMON 670100205 433 8500 SH DEFINED 2 8500 0 0
NOVOGEN LIMITED ADR COMMON 67010F103 90 5000 SH DEFINED 24 0 0 5000
NU SKIN ENTERPRISES INC COMMON 67018T105 8232 353300 SH DEFINED 1 353300 0 0
NSTAR COMMON 67019E107 65 2120 SH DEFINED 15 2120 0 0
NSTAR COMMON 67019E107 1279 41500 SH DEFINED 15 40300 0 1200
NSTAR COMMON 67019E107 783 25400 SH DEFINED 15,8 25400 0 0
NSTAR COMMON 67019E107 114 3710 SH DEFINED 24 414 0 3296
NSTAR COMMON 67019E107 3709 120295 SH DEFINED 6 120295 0 0
NUCOR CORP COMMON 670346105 27680 606760 SH DEFINED 1 606760 0 0
NUCOR CORP COMMON 670346105 34215 750000 SH DEFINED 1,2 750000 0 0
NUCOR CORP COMMON 670346105 985 21600 SH DEFINED 9 21600 0 0
NUCOR CORP COMMON 670346105 9740 213500 SH DEFINED 9,15 213500 0 0
NUCOR CORP COMMON 670346105 72224 1583166 SH DEFINED 15 1444466 0 125300
NUCOR CORP COMMON 670346105 1524 33400 SH DEFINED 15,14 33400 0 0
NUCOR CORP COMMON 670346105 1601 35100 SH DEFINED 15,8 35100 0 0
NUCOR CORP COMMON 670346105 3702 81150 SH DEFINED 2 81150 0 0
NUCOR CORP COMMON 670346105 822 18023 SH DEFINED 23 18023 0 0
NUCOR CORP COMMON 670346105 295 6474 SH DEFINED 24 0 0 6474
NUCOR CORP COMMON 670346105 3257 71400 SH DEFINED 5,15 71400 0 0
NUCOR CORP COMMON 670346105 274 6000 SH DEFINED 6 6000 0 0
NUCOR CORP COMMON 670346105 301 6600 SH DEFINED 7 6600 0 0
NUCOR CORP COMMON 670346105 755 16552 SH DEFINED 8 16552 0 0
NUCOR CORP COMMON 670346105 29 642 SH DEFINED 8,10 642 0 0
NUVEEN CONNECTICUT PREM INC CF COMMON 67060D107 36 2202 SH DEFINED 24 0 0 2202
NUTRACEUTICAL INTL CORP COMMON 67060Y101 401 30000 SH DEFINED 15 16200 0 13800
NUTRACEUTICAL INTL CORP COMMON 67060Y101 9 700 SH DEFINED 15,14 700 0 0
NUTRACEUTICAL INTL CORP COMMON 67060Y101 52 3900 SH DEFINED 5,15 3900 0 0
NUVEEN INSD CALIF PREM INC 2 C COMMON 67061U108 37 2500 SH DEFINED 24 0 0 2500
NUVEEN CAL MUNI MKT OPPOR FD C COMMON 67062U107 3 200 SH DEFINED 24 0 0 200
NVIDIA CORP COMMON 67066G104 72 2700 SH DEFINED 15 2700 0 0
NVIDIA CORP COMMON 67066G104 569 21300 SH DEFINED 9 21300 0 0
NVIDIA CORP COMMON 67066G104 5908 221100 SH DEFINED 9,15 221100 0 0
NVIDIA CORP COMMON 67066G104 60409 2260799 SH DEFINED 15 1999299 0 226300
NVIDIA CORP COMMON 67066G104 874 32700 SH DEFINED 15,14 32700 0 0
NVIDIA CORP COMMON 67066G104 1654 61900 SH DEFINED 15,8 61900 0 0
NVIDIA CORP COMMON 67066G104 1274 47676 SH DEFINED 23 47676 0 0
NVIDIA CORP COMMON 67066G104 499 18671 SH DEFINED 24 13280 0 5391
NVIDIA CORP COMMON 67066G104 2640 98800 SH DEFINED 5,15 98800 0 0
NVIDIA CORP COMMON 67066G104 8329 311701 SH DEFINED 6 311701 0 0
NVIDIA CORP COMMON 67066G104 29 1073 SH DEFINED 8 1073 0 0
NUVEEN DVD ADVATAGE MUNI FD CF COMMON 67066V101 126 8147 SH DEFINED 24 0 0 8147
NUVEEN CA DVD ADV MUNI FD 2 CE COMMON 67069X104 15 1000 SH DEFINED 24 0 0 1000
NUVEEN EQUITY PREMIUM INCOME C COMMON 6706ER101 126 6200 SH DEFINED 24 0 0 6200
NUVEEN PREMIUM INC MUNI FD 4 C COMMON 6706K4105 23 1807 SH DEFINED 24 1807 0 0
NUVEEN PREMIUM INC MUNI FD 4 C COMMON 6706K4105 87 6900 SH DEFINED 6 6900 0 0
NUVASIVE INC COMMON 670704105 11426 687500 SH DEFINED 1 687500 0 0
NUVASIVE INC COMMON 670704105 3665 220500 SH DEFINED 2 220500 0 0
NUVEEN REAL ESTATE INCOME CF COMMON 67071B108 1567 77400 SH DEFINED 15 77400 0 0
NUVEEN QUALITY PREFERRED INC C COMMON 67071S101 21 1500 SH DEFINED 24 0 0 1500
NUVEEN QUALITY PREFERRED II CF COMMON 67072C105 10 700 SH DEFINED 24 0 0 700
NUVEEN QUALITY PREFERRED II CF COMMON 67072C105 14 1000 SH DEFINED 6 1000 0 0
NUVELO INC COMMON 67072M301 1723 222900 SH DEFINED 1 222900 0 0
OGE ENERGY CORP COMMON 670837103 4920 170000 SH DEFINED 1 170000 0 0
OGE ENERGY CORP COMMON 670837103 579 20000 SH DEFINED 24 0 0 20000
NUVEEN INVESTMENTS INC COMMON 67090F106 23776 632000 SH DEFINED 1 632000 0 0
NUVEEN INVESTMENTS INC COMMON 67090F106 884 23500 SH DEFINED 2 23500 0 0
NUVEEN INVESTMENTS INC COMMON 67090F106 207 5500 SH DEFINED 6 3900 1600 0
NUVEEN CALIF SELECT QUALITY COMMON 670975101 2 112 SH DEFINED 15 112 0 0
NUVEEN QUALITY INCOME MUNI CF COMMON 670977107 7 500 SH DEFINED 24 0 0 500
NUVEEN CALIF QUALITY INC MUN COMMON 670985100 5 331 SH DEFINED 15 331 0 0
NUVEEN CALIF QUALITY INC MUN COMMON 670985100 160 10500 SH DEFINED 24 10500 0 0
OSI PHARMACEUTICALS INC COMMON 671040103 4796 117355 SH DEFINED 1 117355 0 0
OSI PHARMACEUTICALS INC COMMON 671040103 723 17700 SH DEFINED 15,22 17700 0 0
OSI PHARMACEUTICALS INC COMMON 671040103 307 7500 SH DEFINED 2 7500 0 0
OSI PHARMACEUTICALS INC COMMON 671040103 53 1300 SH DEFINED 20 1300 0 0
OAKLEY INC COMMON 673662102 215 12600 SH DEFINED 3 12600 0 0
OAKLEY INC COMMON 673662102 613 36000 SH DEFINED 15 19100 0 16900
OAKLEY INC COMMON 673662102 14 800 SH DEFINED 15,14 800 0 0
OAKLEY INC COMMON 673662102 3845 225800 SH DEFINED 3 225800 0 0
OAKLEY INC COMMON 673662102 73 4300 SH DEFINED 5,15 4300 0 0
OCCIDENTAL PETROLEUM CORP COMMON 674599105 79636 1035180 SH DEFINED 1 1035180 0 0
OCCIDENTAL PETROLEUM CORP COMMON 674599105 31880 414400 SH DEFINED 1,2 414400 0 0
OCCIDENTAL PETROLEUM CORP COMMON 674599105 1569 20400 SH DEFINED 9 20400 0 0
OCCIDENTAL PETROLEUM CORP COMMON 674599105 146 1900 SH DEFINED 9,7 1900 0 0
OCCIDENTAL PETROLEUM CORP COMMON 674599105 14855 193100 SH DEFINED 9,15 193100 0 0
OCCIDENTAL PETROLEUM CORP COMMON 674599105 106914 1389757 SH DEFINED 15 1281657 0 108100
OCCIDENTAL PETROLEUM CORP COMMON 674599105 4431 57600 SH DEFINED 15,14 57600 0 0
OCCIDENTAL PETROLEUM CORP COMMON 674599105 3623 47100 SH DEFINED 15,8 47100 0 0
OCCIDENTAL PETROLEUM CORP COMMON 674599105 6985 90800 SH DEFINED 2 90800 0 0
OCCIDENTAL PETROLEUM CORP COMMON 674599105 1072 13929 SH DEFINED 23 13929 0 0
OCCIDENTAL PETROLEUM CORP COMMON 674599105 810 10535 SH DEFINED 24 8425 0 2110
OCCIDENTAL PETROLEUM CORP COMMON 674599105 694 9025 SH DEFINED 4 9025 0 0
OCCIDENTAL PETROLEUM CORP COMMON 674599105 5100 66300 SH DEFINED 5,15 66300 0 0
OCCIDENTAL PETROLEUM CORP COMMON 674599105 241 3129 SH DEFINED 6 3129 0 0
OCCIDENTAL PETROLEUM CORP COMMON 674599105 662 8600 SH DEFINED 7 8600 0 0
OCCIDENTAL PETROLEUM CORP COMMON 674599105 2571 33417 SH DEFINED 8 33417 0 0
OCCIDENTAL PETROLEUM CORP COMMON 674599105 142 1844 SH DEFINED 8,10 1844 0 0
OCEANEERING INTL INC COMMON 675232102 4997 129300 SH DEFINED 1 129300 0 0
OCEANFIRST FINANCIAL CORP COMMON 675234108 344 15300 SH DEFINED 15 8800 0 6500
OCEANFIRST FINANCIAL CORP COMMON 675234108 7 300 SH DEFINED 15,14 300 0 0
OCEANFIRST FINANCIAL CORP COMMON 675234108 137 6100 SH DEFINED 5,15 6100 0 0
OCWEN FINL CORP COMMON 675746101 24 3615 SH DEFINED 8 3615 0 0
OFFICE DEPOT INC COMMON 676220106 56835 2488400 SH DEFINED 1 2488400 0 0
OFFICE DEPOT INC COMMON 676220106 40285 1763800 SH DEFINED 1,2 1763800 0 0
OFFICE DEPOT INC COMMON 676220106 1173 51374 SH DEFINED 15 31074 0 20300
OFFICE DEPOT INC COMMON 676220106 7752 339400 SH DEFINED 2 313500 0 25900
OFFICE DEPOT INC COMMON 676220106 457 20000 SH DEFINED 23 20000 0 0
OFFICE DEPOT INC COMMON 676220106 10 450 SH DEFINED 6 450 0 0
OFFICE DEPOT INC COMMON 676220106 259 11351 SH DEFINED 8 11351 0 0
OFFICEMAX INC COMMON 67622P101 205 6890 SH DEFINED 15 6890 0 0
OFFICEMAX INC COMMON 67622P101 20 659 SH DEFINED 24 0 0 659
OHIO CASUALTY CORP COMMON 677240103 89 3700 SH DEFINED 6 825 1025 1850
OIL SERVICE HOLDERS COMMON 678002106 204 2000 SH DEFINED 6 2000 0 0
OLD DOMINION FREIGHT LINE COMMON 679580100 8972 334400 SH DEFINED 1 334400 0 0
OLD DOMINION FREIGHT LINE COMMON 679580100 2501 93200 SH DEFINED 2 93200 0 0
OLD REPUBLIC INTERNATIONAL COR COMMON 680223104 14 540 SH DEFINED 15 540 0 0
OLD REPUBLIC INTERNATIONAL COR COMMON 680223104 20 800 SH DEFINED 15 500 0 300
OLD REPUBLIC INTERNATIONAL COR COMMON 680223104 592 23400 SH DEFINED 6 23400 0 0
OLD REPUBLIC INTERNATIONAL COR COMMON 680223104 169 6681 SH DEFINED 8 6681 0 0
OLD SECOND BANCORP INC COMMON 680277100 1324 45500 SH DEFINED 15 24700 0 20800
OLD SECOND BANCORP INC COMMON 680277100 29 1000 SH DEFINED 15,14 1000 0 0
OLD SECOND BANCORP INC COMMON 680277100 317 10900 SH DEFINED 5,15 10900 0 0
OLYMPIC STEEL INC COMMON 68162K106 29 2200 SH DEFINED 6 2200 0 0
OMNICARE INC COMMON 681904108 24724 582700 SH DEFINED 1 582700 0 0
OMNICARE INC COMMON 681904108 556 13100 SH DEFINED 2 13100 0 0
OMNICARE INC COMMON 681904108 165 3900 SH DEFINED 6 2800 1100 0
OMNICARE INC COMMON 681904108 124 2928 SH DEFINED 8 2928 0 0
OMNICOM GROUP COMMON 681919106 404114 5060284 SH DEFINED 1 5060284 0 0
OMNICOM GROUP COMMON 681919106 52708 660000 SH DEFINED 1,2 660000 0 0
OMNICOM GROUP COMMON 681919106 96 1200 SH DEFINED 9 1200 0 0
OMNICOM GROUP COMMON 681919106 1661 20800 SH DEFINED 9,15 20800 0 0
OMNICOM GROUP COMMON 681919106 22314 279408 SH DEFINED 15 253493 0 25915
OMNICOM GROUP COMMON 681919106 6318 79109 SH DEFINED 15,14 79109 0 0
OMNICOM GROUP COMMON 681919106 1629 20400 SH DEFINED 15,8 20400 0 0
OMNICOM GROUP COMMON 681919106 12627 158110 SH DEFINED 2 151850 0 6260
OMNICOM GROUP COMMON 681919106 343 4300 SH DEFINED 2,14 4300 0 0
OMNICOM GROUP COMMON 681919106 200 2503 SH DEFINED 23 2503 0 0
OMNICOM GROUP COMMON 681919106 200 2500 SH DEFINED 24 1600 0 900
OMNICOM GROUP COMMON 681919106 1198 15000 SH DEFINED 3 15000 0 0
OMNICOM GROUP COMMON 681919106 21634 270900 SH DEFINED 4 270900 0 0
OMNICOM GROUP COMMON 681919106 647 8100 SH DEFINED 5,15 8100 0 0
OMNICOM GROUP COMMON 681919106 113 1412 SH DEFINED 6 1412 0 0
OMNICOM GROUP COMMON 681919106 556 6963 SH DEFINED 8 6963 0 0
OMNICOM GROUP CVT(OMC) 144A 0. CONVERT 681919AQ9 18671 19150000 SH DEFINED 15 2875000 0 16275000
OMEGA HEALTHCARE INVS INC COMMON 681936100 18152 1411500 SH DEFINED 15 1099600 0 311900
OMEGA HEALTHCARE INVS INC COMMON 681936100 136 10600 SH DEFINED 15,14 10600 0 0
OMEGA HEALTHCARE INVS INC COMMON 681936100 86 6678 SH DEFINED 24 959 0 5719
OMEGA HEALTHCARE INVS INC COMMON 681936100 1713 133200 SH DEFINED 5,15 133200 0 0
OMEGA HEALTHCARE INVS INC COMMON 681936100 6080 472770 SH DEFINED 6 472770 0 0
1-800 CONTACTS INC COMMON 681977104 420 21700 SH DEFINED 1 21700 0 0
OMEGA PROTEIN CORP COMMON 68210P107 32 5000 SH DEFINED 6 5000 0 0
OMNIVISION TECHNOLOGIES COMMON 682128103 4546 334500 SH DEFINED 15 174000 0 160500
OMNIVISION TECHNOLOGIES COMMON 682128103 102 7500 SH DEFINED 15,14 7500 0 0
OMNIVISION TECHNOLOGIES COMMON 682128103 705 51900 SH DEFINED 5,15 51900 0 0
ON ASSIGNMENT INC COMMON 682159108 28 5550 SH DEFINED 6 1225 1500 2825
ON SEMICONDUCTOR CORPORATION COMMON 682189105 0 100 SH DEFINED 24 0 0 100
ONEOK INC COMMON 682680103 8042 246315 SH DEFINED 15 245540 0 775
ONEOK INC COMMON 682680103 245 7500 SH DEFINED 15 7200 0 300
OPEN JT STK CO-VIMPEL COMMUNIC COMMON 68370R109 18780 551870 SH DEFINED 1 551870 0 0
OPEN JT STK CO-VIMPEL COMMUNIC COMMON 68370R109 582 17100 SH DEFINED 1,3 17100 0 0
OPEN JT STK CO-VIMPEL COMMUNIC COMMON 68370R109 184 5400 SH DEFINED 9 5400 0 0
OPEN JT STK CO-VIMPEL COMMUNIC COMMON 68370R109 1429 42000 SH DEFINED 9,10 42000 0 0
OPEN JT STK CO-VIMPEL COMMUNIC COMMON 68370R109 541 15900 SH DEFINED 9,22 15900 0 0
OPEN JT STK CO-VIMPEL COMMUNIC COMMON 68370R109 163 4800 SH DEFINED 2,14 4800 0 0
OPEN JT STK CO-VIMPEL COMMUNIC COMMON 68370R109 533 15670 SH DEFINED 4 15670 0 0
OPEN JT STK CO-VIMPEL COMMUNIC COMMON 68370R109 14 400 SH DEFINED 6 400 0 0
OPEN TEXT CORP COMMON 683715106 18153 1282100 SH DEFINED 3 1282100 0 0
OPENWAVE SYSTEMS INC COMMON 683718308 23170 1412800 SH DEFINED 1 1412800 0 0
OPENWAVE SYSTEMS INC COMMON 683718308 3277 199800 SH DEFINED 15,22 199800 0 0
OPENWAVE SYSTEMS INC COMMON 683718308 426 26000 SH DEFINED 20 26000 0 0
OPENWAVE SYSTEMS INC COMMON 683718308 5 300 SH DEFINED 24 0 0 300
OPEN SOLUTIONS INC COMMON 68371P102 3390 167000 SH DEFINED 1 167000 0 0
OPLINK COMMUNICATIONS INC COMMON 68375Q106 315 190939 SH DEFINED 18 0 0 190939
OPSWARE INC COMMON 68383A101 1989 388500 SH DEFINED 9 388500 0 0
OPSWARE INC COMMON 68383A101 392 76500 SH DEFINED 9,22 76500 0 0
ORACLE CORPORATION COMMON 68389X105 169415 12834480 SH DEFINED 1 12833380 0 1100
ORACLE CORPORATION COMMON 68389X105 104792 7938800 SH DEFINED 1,2 7938800 0 0
ORACLE CORPORATION COMMON 68389X105 2739 207500 SH DEFINED 1,3 207500 0 0
ORACLE CORPORATION COMMON 68389X105 7485 567045 SH DEFINED 9 567045 0 0
ORACLE CORPORATION COMMON 68389X105 6781 513730 SH DEFINED 9,15 513730 0 0
ORACLE CORPORATION COMMON 68389X105 933 70700 SH DEFINED 9,2 70700 0 0
ORACLE CORPORATION COMMON 68389X105 41857 3171001 SH DEFINED 15 2858066 0 312935
ORACLE CORPORATION COMMON 68389X105 516 39100 SH DEFINED 15,14 39100 0 0
ORACLE CORPORATION COMMON 68389X105 2965 224600 SH DEFINED 15,22 224600 0 0
ORACLE CORPORATION COMMON 68389X105 3382 256200 SH DEFINED 15,8 256200 0 0
ORACLE CORPORATION COMMON 68389X105 32060 2428820 SH DEFINED 2 2428820 0 0
ORACLE CORPORATION COMMON 68389X105 1980 150000 SH DEFINED 20 150000 0 0
ORACLE CORPORATION COMMON 68389X105 607 45979 SH DEFINED 23 45979 0 0
ORACLE CORPORATION COMMON 68389X105 1627 123236 SH DEFINED 24 42920 0 80316
ORACLE CORPORATION COMMON 68389X105 287967 21815700 SH DEFINED 3 21815700 0 0
ORACLE CORPORATION COMMON 68389X105 3292 249400 SH DEFINED 3,22 249400 0 0
ORACLE CORPORATION COMMON 68389X105 78 5916 SH DEFINED 4 5916 0 0
ORACLE CORPORATION COMMON 68389X105 2129 161285 SH DEFINED 5,15 111300 0 49985
ORACLE CORPORATION COMMON 68389X105 623 47167 SH DEFINED 6 47167 0 0
ORACLE CORPORATION COMMON 68389X105 2343 177469 SH DEFINED 8 177469 0 0
ORACLE CORPORATION COMMON 68389X105 56 4214 SH DEFINED 8,10 4214 0 0
ORASURE TECHNOLOGIES INC COMMON 68554V108 3291 329800 SH DEFINED 15 170800 0 159000
ORASURE TECHNOLOGIES INC COMMON 68554V108 74 7400 SH DEFINED 15,14 7400 0 0
ORASURE TECHNOLOGIES INC COMMON 68554V108 10 1000 SH DEFINED 24 0 0 1000
ORASURE TECHNOLOGIES INC COMMON 68554V108 474 47500 SH DEFINED 5,15 47500 0 0
ORIENTAL FINANCIAL GROUP COMMON 68618W100 705 46200 SH DEFINED 1 46200 0 0
ORIENTAL FINANCIAL GROUP COMMON 68618W100 863 56560 SH DEFINED 15 30153 0 26407
ORIENTAL FINANCIAL GROUP COMMON 68618W100 18 1200 SH DEFINED 15,14 1200 0 0
ORIENTAL FINANCIAL GROUP COMMON 68618W100 204 13343 SH DEFINED 5,15 13343 0 0
ORIENTAL FINANCIAL GROUP COMMON 68618W100 9 560 SH DEFINED 6 560 0 0
ORIX CORP ADR COMMON 686330101 1047 13912 SH DEFINED 4 13912 0 0
OSCIENT PHARMACEUTICALS CORP COMMON 68812R105 1 400 SH DEFINED 6 400 0 0
OSHKOSH TRUCK CORP COMMON 688239201 4697 60000 SH DEFINED 1 60000 0 0
OSHKOSH TRUCK CORP COMMON 688239201 47 600 SH DEFINED 24 0 0 600
OSHKOSH TRUCK CORP COMMON 688239201 5 70 SH DEFINED 4 70 0 0
OSHKOSH TRUCK CORP COMMON 688239201 13 170 SH DEFINED 6 170 0 0
OTTER TAIL CORP COMMON 689648103 4 150 SH DEFINED 6 150 0 0
OUTBACK STEAKHOUSE INC COMMON 689899102 73553 1625830 SH DEFINED 1 1625830 0 0
OUTBACK STEAKHOUSE INC COMMON 689899102 118 2600 SH DEFINED 1,3 2600 0 0
OUTBACK STEAKHOUSE INC COMMON 689899102 5610 124000 SH DEFINED 2 124000 0 0
OUTBACK STEAKHOUSE INC COMMON 689899102 235 5200 SH DEFINED 5,2 5200 0 0
OVERSEAS SHIPHOLDING GROUP INC COMMON 690368105 4217 70700 SH DEFINED 1 70700 0 0
OVERSEAS SHIPHOLDING GROUP INC COMMON 690368105 4909 82300 SH DEFINED 1,3 82300 0 0
OVERSEAS SHIPHOLDING GROUP INC COMMON 690368105 54 900 SH DEFINED 9,7 900 0 0
OVERSEAS SHIPHOLDING GROUP INC COMMON 690368105 1622 27200 SH DEFINED 9,2 27200 0 0
OVERSEAS SHIPHOLDING GROUP INC COMMON 690368105 6633 111200 SH DEFINED 15 102200 0 6600
OVERSEAS SHIPHOLDING GROUP INC COMMON 690368105 412 6900 SH DEFINED 15,8 6900 0 0
OVERSEAS SHIPHOLDING GROUP INC COMMON 690368105 489 8200 SH DEFINED 2 8200 0 0
OVERSEAS SHIPHOLDING GROUP INC COMMON 690368105 107 1800 SH DEFINED 5,15 1800 0 0
OWENS-ILLINOIS INC COMMON 690768403 11906 475300 SH DEFINED 1 475300 0 0
OWENS-ILLINOIS INC COMMON 690768403 559 22300 SH DEFINED 2 22300 0 0
OWENS-ILLINOIS INC COMMON 690768403 245 9800 SH DEFINED 6 5100 1650 3050
OWENS-ILLINOIS INC PFD 4.75 CONVERT 690768502 122 3000 SH DEFINED 24 0 0 3000
P C CONNECTION COMMON 69318J100 3122 502700 SH DEFINED 1 502700 0 0
PG&E CORP COMMON 69331C108 22292 593820 SH DEFINED 1 593820 0 0
PG&E CORP COMMON 69331C108 83 2200 SH DEFINED 9,7 2200 0 0
PG&E CORP COMMON 69331C108 1448 38569 SH DEFINED 15 37569 0 1000
PG&E CORP COMMON 69331C108 203 5400 SH DEFINED 15,8 5400 0 0
PG&E CORP COMMON 69331C108 710 18900 SH DEFINED 2 18900 0 0
PG&E CORP COMMON 69331C108 44 1185 SH DEFINED 24 0 0 1185
PG&E CORP COMMON 69331C108 229 6100 SH DEFINED 6 4400 1700 0
PG&E CORP COMMON 69331C108 516 13747 SH DEFINED 8 13747 0 0
PFF BANCORP INC COMMON 69331W104 1045 34500 SH DEFINED 1 34500 0 0
PFF BANCORP INC COMMON 69331W104 1755 57950 SH DEFINED 15 35100 0 22850
PFF BANCORP INC COMMON 69331W104 32 1050 SH DEFINED 15,14 1050 0 0
PFF BANCORP INC COMMON 69331W104 813 26850 SH DEFINED 5,15 26850 0 0
PFF BANCORP INC COMMON 69331W104 120 3951 SH DEFINED 6 876 1100 1975
PHH CORP COMMON 693320202 0 1 SH DEFINED 4 1 0 0
PHH CORP COMMON 693320202 42 1641 SH DEFINED 8 1641 0 0
PHH CORP COMMON 693320202 0 1 SH DEFINED 8,13 1 0 0
PF CHANG'S CHINA BISTRO INC COMMON 69333Y108 17393 294900 SH DEFINED 1 294900 0 0
PF CHANG'S CHINA BISTRO INC COMMON 69333Y108 2766 46904 SH DEFINED 15 46904 0 0
PF CHANG'S CHINA BISTRO INC COMMON 69333Y108 5253 89060 SH DEFINED 2 89060 0 0
PF CHANG'S CHINA BISTRO INC COMMON 69333Y108 12 200 SH DEFINED 24 0 0 200
PF CHANG'S CHINA BISTRO INC COMMON 69333Y108 29 500 SH DEFINED 6 500 0 0
PMC COML TR COMMON 693434102 1 100 SH DEFINED 24 0 0 100
PMC-SIERRA INC COMMON 69344F106 4453 477303 SH DEFINED 15 413003 0 39700
PMC-SIERRA INC COMMON 69344F106 37 4000 SH DEFINED 5,15 4000 0 0
PMI GROUP INC (THE) COMMON 69344M101 23263 596800 SH DEFINED 1 596800 0 0
PMI GROUP INC (THE) COMMON 69344M101 9092 233256 SH DEFINED 15 192332 0 39779
PMI GROUP INC (THE) COMMON 69344M101 1664 42700 SH DEFINED 2 42700 0 0
PMI GROUP INC (THE) COMMON 69344M101 572 14675 SH DEFINED 24 100 0 14575
PMI GROUP INC (THE) COMMON 69344M101 329 8440 SH DEFINED 5,15 0 0 8440
PMI GROUP INC (THE) COMMON 69344M101 99 2533 SH DEFINED 8 2533 0 0
PMI GROUP CVT (PMI) 2.5 07-15- CONVERT 69344MAE1 19625 19100000 SH DEFINED 15 2850000 0 16250000
PNC FINANCIAL SERVICES GROUP COMMON 693475105 143 2625 SH DEFINED 15 2340 0 285
PNC FINANCIAL SERVICES GROUP COMMON 693475105 588 10800 SH DEFINED 9,15 10800 0 0
PNC FINANCIAL SERVICES GROUP COMMON 693475105 6159 113100 SH DEFINED 15 105900 0 7200
PNC FINANCIAL SERVICES GROUP COMMON 693475105 899 16500 SH DEFINED 15,8 16500 0 0
PNC FINANCIAL SERVICES GROUP COMMON 693475105 136 2500 SH DEFINED 23 2500 0 0
PNC FINANCIAL SERVICES GROUP COMMON 693475105 878 16120 SH DEFINED 24 0 0 16120
PNC FINANCIAL SERVICES GROUP COMMON 693475105 641 11775 SH DEFINED 8 11775 0 0
POSCO ADR COMMON 693483109 2933 66700 SH DEFINED 1 66700 0 0
POSCO ADR COMMON 693483109 220 5000 SH DEFINED 9 5000 0 0
POSCO ADR COMMON 693483109 114 2600 SH DEFINED 9,15 2600 0 0
POSCO ADR COMMON 693483109 1477 33600 SH DEFINED 5,12 33600 0 0
POSCO ADR COMMON 693483109 543 12350 SH DEFINED 7 12350 0 0
PPG INDUSTRIES INC COMMON 693506107 21179 337460 SH DEFINED 1 337460 0 0
PPG INDUSTRIES INC COMMON 693506107 201 3210 SH DEFINED 9,15 3210 0 0
PPG INDUSTRIES INC COMMON 693506107 27698 441336 SH DEFINED 15 225960 0 213336
PPG INDUSTRIES INC COMMON 693506107 807 12860 SH DEFINED 15,22 12860 0 0
PPG INDUSTRIES INC COMMON 693506107 1632 26000 SH DEFINED 15,8 26000 0 0
PPG INDUSTRIES INC COMMON 693506107 151 2400 SH DEFINED 23 2400 0 0
PPG INDUSTRIES INC COMMON 693506107 34 544 SH DEFINED 24 0 0 544
PPG INDUSTRIES INC COMMON 693506107 0 0 SH DEFINED 4 0 0 0
PPG INDUSTRIES INC COMMON 693506107 411 6551 SH DEFINED 6 6551 0 0
PPG INDUSTRIES INC COMMON 693506107 380 6048 SH DEFINED 8 6048 0 0
PPL CORPORATION COMMON 69351T106 12648 213000 SH DEFINED 1 213000 0 0
PPL CORPORATION COMMON 69351T106 1094 18431 SH DEFINED 15 18431 0 0
PPL CORPORATION COMMON 69351T106 86 1453 SH DEFINED 24 0 0 1453
PPL CORPORATION COMMON 69351T106 166 2800 SH DEFINED 6 2000 800 0
PPL CORPORATION COMMON 69351T106 355 5976 SH DEFINED 8 5976 0 0
PRG-SCHULTZ INTL INC COMMON 69357C107 1978 701373 SH DEFINED 6 701373 0 0
PS BUSINESS PKS INC CALIF COMMON 69360J107 1205 27100 SH DEFINED 15 27100 0 0
PSS WORLD MED INC COMMON 69366A100 1806 145100 SH DEFINED 15 76000 0 69100
PSS WORLD MED INC COMMON 69366A100 40 3200 SH DEFINED 15,14 3200 0 0
PSS WORLD MED INC COMMON 69366A100 12 1000 SH DEFINED 24 0 0 1000
PSS WORLD MED INC COMMON 69366A100 215 17300 SH DEFINED 5,15 17300 0 0
PSS WORLD MED INC COMMON 69366A100 49 3975 SH DEFINED 6 3975 0 0
PYR ENERGY CORP COMMON 693677106 4 2750 SH DEFINED 24 0 0 2750
PACCAR INC COMMON 693718108 26 380 SH DEFINED 15 380 0 0
PACCAR INC COMMON 693718108 1184 17414 SH DEFINED 15 17214 0 200
PACCAR INC COMMON 693718108 598 8800 SH DEFINED 24 8800 0 0
PACCAR INC COMMON 693718108 383 5625 SH DEFINED 6 5625 0 0
PACCAR INC COMMON 693718108 374 5496 SH DEFINED 8 5496 0 0
PACER INTERNATIONAL COMMON 69373H106 325 14900 SH DEFINED 3 14900 0 0
PACER INTERNATIONAL COMMON 69373H106 11671 535600 SH DEFINED 3 535600 0 0
PACER INTERNATIONAL COMMON 69373H106 59 2700 SH DEFINED 6 600 750 1350
PACHOLDER HIGH YIELD FUND CEF COMMON 693742108 4 400 SH DEFINED 24 0 0 400
PACIFIC CAP BANCORP COMMON 69404P101 48 1300 SH DEFINED 15 1300 0 0
PACIFIC CAP BANCORP COMMON 69404P101 118 3200 SH DEFINED 24 0 0 3200
PACIFIC CAP BANCORP COMMON 69404P101 122 3300 SH DEFINED 5,15 3300 0 0
PACIFIC SUNWEAR OF CALIFORNIA COMMON 694873100 12946 563100 SH DEFINED 1 563100 0 0
PACIFIC SUNWEAR OF CALIFORNIA COMMON 694873100 2363 102800 SH DEFINED 2 102800 0 0
PACIFIC RIM MINING CORP COMMON 694915208 748 1254900 SH DEFINED 1 1254900 0 0
PACIFIC RIM MINING CORP COMMON 694915208 149 250000 SH DEFINED 2 250000 0 0
PACIFICARE HEALTH SYS DEL COMMON 695112102 60375 845000 SH DEFINED 1 845000 0 0
PACIFICARE HEALTH SYS DEL COMMON 695112102 34246 479300 SH DEFINED 1,2 479300 0 0
PACIFICARE HEALTH SYS DEL COMMON 695112102 7788 109000 SH DEFINED 15,22 109000 0 0
PACIFICARE HEALTH SYS DEL COMMON 695112102 9481 132700 SH DEFINED 2 132700 0 0
PACIFICARE HEALTH SYS DEL COMMON 695112102 550 7700 SH DEFINED 20 7700 0 0
PACIFICARE HEALTH SYS DEL COMMON 695112102 7 99 SH DEFINED 4 99 0 0
PACIFICARE HEALTH SYS DEL COMMON 695112102 16 220 SH DEFINED 6 220 0 0
PACKAGING CORP OF AMERICA COMMON 695156109 192 9100 SH DEFINED 6 9100 0 0
PACKETEER INC COMMON 695210104 5124 363400 SH DEFINED 1 363400 0 0
PACKETEER INC COMMON 695210104 65 4600 SH DEFINED 6 1000 1275 2325
PACTIV CORPORATION COMMON 695257105 40991 1899500 SH DEFINED 1 1899500 0 0
PACTIV CORPORATION COMMON 695257105 112 5200 SH DEFINED 1,3 5200 0 0
PACTIV CORPORATION COMMON 695257105 1064 49300 SH DEFINED 15 49300 0 0
PACTIV CORPORATION COMMON 695257105 4722 218800 SH DEFINED 2 218800 0 0
PACTIV CORPORATION COMMON 695257105 4 206 SH DEFINED 24 106 0 100
PACTIV CORPORATION COMMON 695257105 23974 1110938 SH DEFINED 4 1110938 0 0
PACTIV CORPORATION COMMON 695257105 216 10000 SH DEFINED 5,2 10000 0 0
PACTIV CORPORATION COMMON 695257105 319 14787 SH DEFINED 6 13387 1400 0
PALL CORPORATION COMMON 696429307 34647 1141200 SH DEFINED 1 1141200 0 0
PALL CORPORATION COMMON 696429307 106 3500 SH DEFINED 1,3 3500 0 0
PALL CORPORATION COMMON 696429307 367 12086 SH DEFINED 15 12086 0 0
PALL CORPORATION COMMON 696429307 3774 124300 SH DEFINED 2 124300 0 0
PALL CORPORATION COMMON 696429307 106 3500 SH DEFINED 24 3500 0 0
PALL CORPORATION COMMON 696429307 9 290 SH DEFINED 4 290 0 0
PALL CORPORATION COMMON 696429307 185 6100 SH DEFINED 5,2 6100 0 0
PALL CORPORATION COMMON 696429307 106 3500 SH DEFINED 6 3500 0 0
PALMONE INC COMMON 69713P107 22290 748735 SH DEFINED 1 748735 0 0
PALMONE INC COMMON 69713P107 250 8400 SH DEFINED 15 0 0 8400
PALMONE INC COMMON 69713P107 1661 55800 SH DEFINED 2 45800 0 10000
PALMONE INC COMMON 69713P107 2 52 SH DEFINED 24 0 0 52
PALMONE INC COMMON 69713P107 48 1600 SH DEFINED 4 1600 0 0
PALMSOURCE INC COMMON 697154102 0 2 SH DEFINED 24 0 0 2
PALOMAR MEDICAL TECHNOLOGIES COMMON 697529303 1880 78600 SH DEFINED 1 78600 0 0
PAN AMERICAN SILVER CORP COM COMMON 697900108 4733 320000 SH DEFINED 1 320000 0 0
PAN PACIFIC RETAIL PROPERTIES COMMON 69806L104 15095 227400 SH DEFINED 1 227400 0 0
PAN PACIFIC RETAIL PROPERTIES COMMON 69806L104 45594 686871 SH DEFINED 15 537504 0 133867
PAN PACIFIC RETAIL PROPERTIES COMMON 69806L104 4607 69400 SH DEFINED 2 69400 0 0
PAN PACIFIC RETAIL PROPERTIES COMMON 69806L104 3238 48787 SH DEFINED 5,15 48787 0 0
PANERA BREAD CO CL A COMMON 69840W108 8282 133400 SH DEFINED 1 133400 0 0
PANERA BREAD CO CL A COMMON 69840W108 484 7800 SH DEFINED 15 6700 0 700
PANERA BREAD CO CL A COMMON 69840W108 2626 42300 SH DEFINED 2 42300 0 0
PANERA BREAD CO CL A COMMON 69840W108 6 100 SH DEFINED 5,15 100 0 0
PANERA BREAD CO CL A COMMON 69840W108 12 190 SH DEFINED 6 190 0 0
PANTRY INC COMMON 698657103 6828 176300 SH DEFINED 15 94600 0 81700
PANTRY INC COMMON 698657103 147 3800 SH DEFINED 15,14 3800 0 0
PANTRY INC COMMON 698657103 1390 35900 SH DEFINED 5,15 35900 0 0
PAPA JOHNS INTL INC COMMON 698813102 4836 121000 SH DEFINED 1 121000 0 0
PAPA JOHNS INTL INC COMMON 698813102 6411 160400 SH DEFINED 15 97500 0 62900
PAPA JOHNS INTL INC COMMON 698813102 116 2900 SH DEFINED 15,14 2900 0 0
PAPA JOHNS INTL INC COMMON 698813102 1347 33700 SH DEFINED 5,15 33700 0 0
PAR TECHNOLOGY CORP COMMON 698884103 1875 58600 SH DEFINED 1 58600 0 0
PAR PHARMACEUTICAL COS INC COMMON 69888P106 6136 192900 SH DEFINED 1 192900 0 0
PAR PHARMACEUTICAL COS INC COMMON 69888P106 15 475 SH DEFINED 6 475 0 0
PARAMETRIC TECHNOLOGY CORP COMMON 699173100 12679 1987328 SH DEFINED 15 1576728 0 346400
PARAMETRIC TECHNOLOGY CORP COMMON 699173100 61 9500 SH DEFINED 15,14 9500 0 0
PARAMETRIC TECHNOLOGY CORP COMMON 699173100 551 86400 SH DEFINED 15,8 86400 0 0
PARAMETRIC TECHNOLOGY CORP COMMON 699173100 425 66600 SH DEFINED 5,15 66600 0 0
PARK ELECTROCHEMICAL CORP COMMON 700416209 5095 202200 SH DEFINED 15 105000 0 97200
PARK ELECTROCHEMICAL CORP COMMON 700416209 116 4600 SH DEFINED 15,14 4600 0 0
PARK ELECTROCHEMICAL CORP COMMON 700416209 600 23800 SH DEFINED 5,15 23800 0 0
PARK ELECTROCHEMICAL CORP COMMON 700416209 15 600 SH DEFINED 6 600 0 0
PARKER DRILLING CO COMMON 701081101 3558 507500 SH DEFINED 15 313500 0 194000
PARKER DRILLING CO COMMON 701081101 64 9200 SH DEFINED 15,14 9200 0 0
PARKER DRILLING CO COMMON 701081101 782 111500 SH DEFINED 5,15 111500 0 0
PARKER HANNIFIN CORP COMMON 701094104 94597 1525510 SH DEFINED 1 1525510 0 0
PARKER HANNIFIN CORP COMMON 701094104 37206 600000 SH DEFINED 1,2 600000 0 0
PARKER HANNIFIN CORP COMMON 701094104 5977 96383 SH DEFINED 15 84177 0 12206
PARKER HANNIFIN CORP COMMON 701094104 1401 22600 SH DEFINED 15,8 22600 0 0
PARKER HANNIFIN CORP COMMON 701094104 8425 135860 SH DEFINED 2 135860 0 0
PARKER HANNIFIN CORP COMMON 701094104 155 2500 SH DEFINED 2,14 2500 0 0
PARKER HANNIFIN CORP COMMON 701094104 254 4100 SH DEFINED 23 4100 0 0
PARKER HANNIFIN CORP COMMON 701094104 69 1120 SH DEFINED 24 0 0 1120
PARKER HANNIFIN CORP COMMON 701094104 9260 149335 SH DEFINED 4 149335 0 0
PARKER HANNIFIN CORP COMMON 701094104 143 2305 SH DEFINED 6 2305 0 0
PARKER HANNIFIN CORP COMMON 701094104 316 5096 SH DEFINED 8 5096 0 0
PARKWAY PROPERTIES INC-MD COMMON 70159Q104 645 12900 SH DEFINED 15 12900 0 0
PARLUX FRAGRANCES INC COMMON 701645103 22 800 SH DEFINED 15 300 0 500
PARTNER COMMUNICATIONS CO LTD COMMON 70211M109 522 72900 SH DEFINED 15,22 72900 0 0
PARTY CITY CORP COMMON 702145103 11 875 SH DEFINED 6 875 0 0
PATHMARK STORES INC COMMON 70322A101 1872 213700 SH DEFINED 15 125900 0 87800
PATHMARK STORES INC COMMON 70322A101 36 4100 SH DEFINED 15,14 4100 0 0
PATHMARK STORES INC COMMON 70322A101 487 55600 SH DEFINED 5,15 55600 0 0
PATTERSON COS INC COMMON 703395103 197 4370 SH DEFINED 24 190 0 4180
PATTERSON COS INC COMMON 703395103 14778 327890 SH DEFINED 6 327890 0 0
PATTERSON COS INC COMMON 703395103 36 802 SH DEFINED 8 802 0 0
PATTERSON - UTI ENERGY INC COMMON 703481101 42062 1511400 SH DEFINED 1 1511400 0 0
PATTERSON - UTI ENERGY INC COMMON 703481101 36179 1300000 SH DEFINED 1,2 1300000 0 0
PATTERSON - UTI ENERGY INC COMMON 703481101 2805 100800 SH DEFINED 15 87500 0 8200
PATTERSON - UTI ENERGY INC COMMON 703481101 1447 52000 SH DEFINED 15,14 52000 0 0
PATTERSON - UTI ENERGY INC COMMON 703481101 242 8700 SH DEFINED 15,8 8700 0 0
PATTERSON - UTI ENERGY INC COMMON 703481101 6511 233950 SH DEFINED 2 233950 0 0
PATTERSON - UTI ENERGY INC COMMON 703481101 22 800 SH DEFINED 5,15 800 0 0
PAULA FINL DEL COMMON 703588103 17 10000 SH DEFINED 24 0 0 10000
PAXAR CORP COMMON 704227107 26 1450 SH DEFINED 6 1450 0 0
PAYCHEX INC COMMON 704326107 32487 999000 SH DEFINED 1 999000 0 0
PAYCHEX INC COMMON 704326107 1123 34526 SH DEFINED 15 34526 0 0
PAYCHEX INC COMMON 704326107 1543 47450 SH DEFINED 2 47450 0 0
PAYCHEX INC COMMON 704326107 2335 71809 SH DEFINED 24 55025 0 16784
PAYCHEX INC COMMON 704326107 7581 233127 SH DEFINED 6 220427 0 12700
PAYCHEX INC COMMON 704326107 393 12070 SH DEFINED 8 12070 0 0
PAYLESS SHOESOURCE INC COMMON 704379106 7730 402600 SH DEFINED 15 245000 0 157600
PAYLESS SHOESOURCE INC COMMON 704379106 142 7400 SH DEFINED 15,14 7400 0 0
PAYLESS SHOESOURCE INC COMMON 704379106 19 990 SH DEFINED 24 0 0 990
PAYLESS SHOESOURCE INC COMMON 704379106 1770 92200 SH DEFINED 5,15 92200 0 0
PAYLESS SHOESOURCE INC COMMON 704379106 66 3450 SH DEFINED 6 750 950 1750
PEABODY ENERGY CORP COMMON 704549104 33982 653000 SH DEFINED 1 653000 0 0
PEABODY ENERGY CORP COMMON 704549104 2914 56000 SH DEFINED 15,14 56000 0 0
PEABODY ENERGY CORP COMMON 704549104 21 400 SH DEFINED 24 0 0 400
PEARSON PLC ADR COMMON 705015105 1 85 SH DEFINED 4 85 0 0
PEDIATRIX MED GROUP COMMON 705324101 14311 194600 SH DEFINED 1 194600 0 0
PEDIATRIX MED GROUP COMMON 705324101 4596 62500 SH DEFINED 2 62500 0 0
PEGASUS SOLUTIONS INC COMMON 705906105 49 4375 SH DEFINED 6 950 1225 2200
PENN NATIONAL GAMING INC COMMON 707569109 10731 294000 SH DEFINED 1 294000 0 0
PENN NATIONAL GAMING INC COMMON 707569109 117 3200 SH DEFINED 15 3200 0 0
PENN NATIONAL GAMING INC COMMON 707569109 2748 75300 SH DEFINED 2 75300 0 0
PENN VA CORP COMMON 707882106 8416 188400 SH DEFINED 1 188400 0 0
J. C. PENNEY CO COMMON 708160106 70670 1344050 SH DEFINED 1 1344050 0 0
J. C. PENNEY CO COMMON 708160106 49951 950000 SH DEFINED 1,2 950000 0 0
J. C. PENNEY CO COMMON 708160106 58 1100 SH DEFINED 9,7 1100 0 0
J. C. PENNEY CO COMMON 708160106 90 1720 SH DEFINED 9,15 1720 0 0
J. C. PENNEY CO COMMON 708160106 1728 32856 SH DEFINED 15 26356 0 6500
J. C. PENNEY CO COMMON 708160106 16135 306870 SH DEFINED 2 306870 0 0
J. C. PENNEY CO COMMON 708160106 517 9830 SH DEFINED 24 0 0 9830
J. C. PENNEY CO COMMON 708160106 51 964 SH DEFINED 4 964 0 0
J. C. PENNEY CO COMMON 708160106 157 2990 SH DEFINED 6 2990 0 0
J. C. PENNEY CO COMMON 708160106 508 9656 SH DEFINED 8 9656 0 0
PENNFED FINANCIAL SVCS INC COMMON 708167101 44 2600 SH DEFINED 15 1800 0 800
PENNFED FINANCIAL SVCS INC COMMON 708167101 54 3200 SH DEFINED 5,15 3200 0 0
PENNSYLVANIA RL ESTATE INVT TR COMMON 709102107 2356 49600 SH DEFINED 15 30700 0 18900
PENNSYLVANIA RL ESTATE INVT TR COMMON 709102107 20 427 SH DEFINED 24 0 0 427
PENTAIR INC COMMON 709631105 15399 359700 SH DEFINED 1 359700 0 0
PENTAIR INC COMMON 709631105 591 13800 SH DEFINED 2 13800 0 0
PENTAIR INC COMMON 709631105 2 48 SH DEFINED 4 48 0 0
PENTAIR INC COMMON 709631105 663 15480 SH DEFINED 6 14480 0 1000
PENTON MEDIA INC COMMON 709668107 1 3045 SH DEFINED 24 3045 0 0
PEOPLES BANCORP INC COMMON 709789101 21 800 SH DEFINED 15 800 0 0
PEOPLES BANCORP INC COMMON 709789101 184 6891 SH DEFINED 24 0 0 6891
PEOPLES BANCORP INC COMMON 709789101 54 2000 SH DEFINED 5,15 2000 0 0
PEOPLES BK BRIDGEPORT CONN COMMON 710198102 66 2176 SH DEFINED 24 0 0 2176
PEOPLES ENERGY CORP COMMON 711030106 4216 97000 SH DEFINED 1 97000 0 0
PEOPLES ENERGY CORP COMMON 711030106 160 3674 SH DEFINED 15 3674 0 0
PEOPLES ENERGY CORP COMMON 711030106 808 18600 SH DEFINED 24 0 0 18600
PEP BOYS-MANNY MOE & JACK COMMON 713278109 1 100 SH DEFINED 6 100 0 0
PEPCO HOLDINGS INC COMMON 713291102 31 1300 SH DEFINED 15 0 0 1300
PEPCO HOLDINGS INC COMMON 713291102 71 2976 SH DEFINED 15 2976 0 0
PEPCO HOLDINGS INC COMMON 713291102 12 500 SH DEFINED 24 0 0 500
PEPCO HOLDINGS INC COMMON 713291102 34 1410 SH DEFINED 6 1410 0 0
PEPCO HOLDINGS INC COMMON 713291102 202 8450 SH DEFINED 8 8450 0 0
PEPSI BOTTLING GROUP INC COMMON 713409100 172 6005 SH DEFINED 15 3240 0 2765
PEPSI BOTTLING GROUP INC COMMON 713409100 77 2700 SH DEFINED 9 2700 0 0
PEPSI BOTTLING GROUP INC COMMON 713409100 426 14900 SH DEFINED 9,15 14900 0 0
PEPSI BOTTLING GROUP INC COMMON 713409100 15648 546939 SH DEFINED 15 482739 0 64200
PEPSI BOTTLING GROUP INC COMMON 713409100 117 4100 SH DEFINED 15,14 4100 0 0
PEPSI BOTTLING GROUP INC COMMON 713409100 1230 43000 SH DEFINED 15,8 43000 0 0
PEPSI BOTTLING GROUP INC COMMON 713409100 21 734 SH DEFINED 23 734 0 0
PEPSI BOTTLING GROUP INC COMMON 713409100 655 22900 SH DEFINED 5,15 22900 0 0
PEPSIAMERICAS INC COMMON 71343P200 23 900 SH DEFINED 15 900 0 0
PEPSIAMERICAS INC COMMON 71343P200 457 17800 SH DEFINED 15 17300 0 500
PEPSIAMERICAS INC COMMON 71343P200 216 8400 SH DEFINED 15,8 8400 0 0
PEPSICO INC COMMON 713448108 71566 1327010 SH DEFINED 1 1327010 0 0
PEPSICO INC COMMON 713448108 32358 600000 SH DEFINED 1,2 600000 0 0
PEPSICO INC COMMON 713448108 1505 27900 SH DEFINED 1,3 27900 0 0
PEPSICO INC COMMON 713448108 286 5300 SH DEFINED 9 5300 0 0
PEPSICO INC COMMON 713448108 6119 113460 SH DEFINED 9,15 113460 0 0
PEPSICO INC COMMON 713448108 507 9400 SH DEFINED 9,2 9400 0 0
PEPSICO INC COMMON 713448108 95493 1770683 SH DEFINED 15 1275611 0 491502
PEPSICO INC COMMON 713448108 442 8200 SH DEFINED 15,14 8200 0 0
PEPSICO INC COMMON 713448108 1211 22450 SH DEFINED 15,22 22450 0 0
PEPSICO INC COMMON 713448108 4929 91400 SH DEFINED 15,8 91400 0 0
PEPSICO INC COMMON 713448108 17013 315470 SH DEFINED 2 315470 0 0
PEPSICO INC COMMON 713448108 1992 36931 SH DEFINED 23 36931 0 0
PEPSICO INC COMMON 713448108 47680 884103 SH DEFINED 24 200781 0 683322
PEPSICO INC COMMON 713448108 8127 150700 SH DEFINED 3 150700 0 0
PEPSICO INC COMMON 713448108 68 1269 SH DEFINED 4 1269 0 0
PEPSICO INC COMMON 713448108 1796 33300 SH DEFINED 5,15 33300 0 0
PEPSICO INC COMMON 713448108 34477 639284 SH DEFINED 6 639284 0 0
PEPSICO INC COMMON 713448108 3157 58544 SH DEFINED 8 58544 0 0
PEPSICO INC COMMON 713448108 20 373 SH DEFINED 8,10 373 0 0
PER-SE TECHNOLOGIES INC COMMON 713569309 3689 175486 SH DEFINED 1 175486 0 0
PER-SE TECHNOLOGIES INC COMMON 713569309 786 37400 SH DEFINED 15 20100 0 17300
PER-SE TECHNOLOGIES INC COMMON 713569309 17 800 SH DEFINED 15,14 800 0 0
PER-SE TECHNOLOGIES INC COMMON 713569309 53 2500 SH DEFINED 2 2500 0 0
PER-SE TECHNOLOGIES INC COMMON 713569309 15070 716960 SH DEFINED 24 716060 0 900
PER-SE TECHNOLOGIES INC COMMON 713569309 101 4800 SH DEFINED 5,15 4800 0 0
PER-SE TECHNOLOGIES INC COMMON 713569309 19 900 SH DEFINED 6 900 0 0
PEREGRINE PHARMACEUTICALS COMMON 713661106 0 10 SH DEFINED 24 0 0 10
PERFORMANCE FOOD GROUP CO COMMON 713755106 32566 1078000 SH DEFINED 9 1078000 0 0
PERFORMANCE FOOD GROUP CO COMMON 713755106 1208 40000 SH DEFINED 9,22 40000 0 0
PERINI CORP COMMON 713839108 4852 295500 SH DEFINED 1 295500 0 0
PERKINELMER INC COMMON 714046109 48941 2589460 SH DEFINED 1 2588160 0 1300
PERKINELMER INC COMMON 714046109 36 1900 SH DEFINED 9 1900 0 0
PERKINELMER INC COMMON 714046109 1427 75500 SH DEFINED 9,15 75500 0 0
PERKINELMER INC COMMON 714046109 16985 898670 SH DEFINED 15 761670 0 103300
PERKINELMER INC COMMON 714046109 57 3000 SH DEFINED 15,14 3000 0 0
PERKINELMER INC COMMON 714046109 1087 57500 SH DEFINED 15,8 57500 0 0
PERKINELMER INC COMMON 714046109 3279 173500 SH DEFINED 2 146900 0 26600
PERKINELMER INC COMMON 714046109 217 11500 SH DEFINED 5,15 11500 0 0
PERKINELMER INC COMMON 714046109 130 6900 SH DEFINED 6 5000 1900 0
PEROT SYS CORP COMMON 714265105 11948 840200 SH DEFINED 1 840200 0 0
PEROT SYS CORP COMMON 714265105 754 53000 SH DEFINED 15 53000 0 0
PEROT SYS CORP COMMON 714265105 437 30700 SH DEFINED 2 30700 0 0
TELEKOMUNIKASI ADR COMMON 715684106 1472 70620 SH DEFINED 15,22 70620 0 0
TELEKOMUNIKASI ADR COMMON 715684106 63 3000 SH DEFINED 24 0 0 3000
PETCO ANIMAL SUPPLIES INC COMMON 716016209 58945 2010400 SH DEFINED 1 2010400 0 0
PETCO ANIMAL SUPPLIES INC COMMON 716016209 396 13500 SH DEFINED 15 0 0 13500
PETCO ANIMAL SUPPLIES INC COMMON 716016209 3548 121000 SH DEFINED 2 104700 0 16300
PETRO-CANADA COMMON 71644E102 37691 578910 SH DEFINED 1,3 578910 0 0
PETRO-CANADA COMMON 71644E102 1394 21400 SH DEFINED 9,15 21400 0 0
PETRO-CANADA COMMON 71644E102 714 10966 SH DEFINED 11,8 10966 0 0
PETRO-CANADA COMMON 71644E102 599 9200 SH DEFINED 2 9200 0 0
PETRO-CANADA COMMON 71644E102 1132 17386 SH DEFINED 23 17386 0 0
PETRO-CANADA COMMON 71644E102 178954 2748600 SH DEFINED 3 2748600 0 0
PETRO-CANADA COMMON 71644E102 3501 53766 SH DEFINED 8 53766 0 0
PETRO-CANADA COMMON 71644E102 614 9434 SH DEFINED 8,13 9434 0 0
PETROCHINA CO LTD- ADR COMMON 71646E100 73 1000 SH DEFINED 24 0 0 1000
PETROCHINA CO LTD- ADR COMMON 71646E100 11 150 SH DEFINED 6 150 0 0
PETROKAZAKHSTAN INC CL A COMMON 71649P102 9379 256600 SH DEFINED 1 256600 0 0
PETROKAZAKHSTAN INC CL A COMMON 71649P102 22384 612414 SH DEFINED 1,3 612414 0 0
PETROKAZAKHSTAN INC CL A COMMON 71649P102 437 11950 SH DEFINED 2 11950 0 0
PETROLEUM & RES CORP COMMON 716549100 3 87 SH DEFINED 24 0 0 87
PETROLEO BRASILEIRO SA ADR COMMON 71654V101 6390 138800 SH DEFINED 1 138800 0 0
PETROLEO BRASILEIRO SA ADR COMMON 71654V101 6670 144871 SH DEFINED 9 144871 0 0
PETROLEO BRASILEIRO SA ADR COMMON 71654V101 1225 26600 SH DEFINED 9,15 26600 0 0
PETROLEO BRASILEIRO SA ADR COMMON 71654V101 2363 51321 SH DEFINED 9,22 51321 0 0
PETROLEO BRASILEIRO SA ADR COMMON 71654V408 9196 176400 SH DEFINED 1,3 176400 0 0
PETROLEO BRASILEIRO SA ADR COMMON 71654V408 1564 30000 SH DEFINED 15 30000 0 0
PETROLEO BRASILEIRO SA ADR COMMON 71654V408 177 3400 SH DEFINED 2 3400 0 0
PETROLEO BRASILEIRO SA ADR COMMON 71654V408 4645 89100 SH DEFINED 5,12 89100 0 0
PETROLEUM DEVELOPMENT CORP COMMON 716578109 382 12000 SH DEFINED 15 6600 0 5400
PETROLEUM DEVELOPMENT CORP COMMON 716578109 10 300 SH DEFINED 15,14 300 0 0
PETROLEUM DEVELOPMENT CORP COMMON 716578109 127 4000 SH DEFINED 5,15 4000 0 0
PETROQUEST ENERGY INC COMMON 716748108 377 57400 SH DEFINED 15 29400 0 28000
PETROQUEST ENERGY INC COMMON 716748108 9 1300 SH DEFINED 15,14 1300 0 0
PETROQUEST ENERGY INC COMMON 716748108 45 6800 SH DEFINED 5,15 6800 0 0
PETSMART INC COMMON 716768106 5299 174600 SH DEFINED 1 174600 0 0
PETSMART INC COMMON 716768106 11730 386481 SH DEFINED 15 313711 0 72770
PETSMART INC COMMON 716768106 677 22300 SH DEFINED 15,14 22300 0 0
PETSMART INC COMMON 716768106 14 460 SH DEFINED 2 460 0 0
PETSMART INC COMMON 716768106 37 1235 SH DEFINED 24 75 0 1160
PETSMART INC COMMON 716768106 4554 150055 SH DEFINED 6 150055 0 0
PETSMART INC COMMON 716768106 119 3935 SH DEFINED 8 3935 0 0
PFIZER INC COMMON 717081103 566770 20550030 SH DEFINED 1 19639030 0 911000
PFIZER INC COMMON 717081103 35666 1293200 SH DEFINED 1,2 1293200 0 0
PFIZER INC COMMON 717081103 66839 2423477 SH DEFINED 9 2423477 0 0
PFIZER INC COMMON 717081103 11824 428700 SH DEFINED 9,15 428700 0 0
PFIZER INC COMMON 717081103 1263 45800 SH DEFINED 11,2 45800 0 0
PFIZER INC COMMON 717081103 927 33614 SH DEFINED 11,8 33614 0 0
PFIZER INC COMMON 717081103 1031 37400 SH DEFINED 12 37400 0 0
PFIZER INC COMMON 717081103 367 13290 SH DEFINED 12,14 13290 0 0
PFIZER INC COMMON 717081103 208075 7544433 SH DEFINED 15 5567592 0 1957334
PFIZER INC COMMON 717081103 750 27200 SH DEFINED 15,14 27200 0 0
PFIZER INC COMMON 717081103 22085 800770 SH DEFINED 15,22 800770 0 0
PFIZER INC COMMON 717081103 11835 429100 SH DEFINED 15,8 429100 0 0
PFIZER INC COMMON 717081103 37997 1377686 SH DEFINED 2 1377686 0 0
PFIZER INC COMMON 717081103 359 13000 SH DEFINED 2,14 13000 0 0
PFIZER INC COMMON 717081103 3985 144500 SH DEFINED 20 144500 0 0
PFIZER INC COMMON 717081103 5830 211400 SH DEFINED 23 211400 0 0
PFIZER INC COMMON 717081103 33472 1213632 SH DEFINED 24 133686 0 1079946
PFIZER INC COMMON 717081103 17627 639115 SH DEFINED 4 639115 0 0
PFIZER INC COMMON 717081103 3404 123435 SH DEFINED 5,15 87300 0 36135
PFIZER INC COMMON 717081103 23783 862326 SH DEFINED 6 862326 0 0
PFIZER INC COMMON 717081103 1158 42000 SH DEFINED 7 42000 0 0
PFIZER INC COMMON 717081103 13043 472913 SH DEFINED 8 472913 0 0
PFIZER INC COMMON 717081103 274 9922 SH DEFINED 8,10 9922 0 0
PFIZER INC COMMON 717081103 837 30333 SH DEFINED 8,13 30333 0 0
PHARMACEUTICAL PROD DEV INC COMMON 717124101 44362 946700 SH DEFINED 1 946700 0 0
PHARMACEUTICAL PROD DEV INC COMMON 717124101 150 3200 SH DEFINED 11,2 3200 0 0
PHARMACEUTICAL PROD DEV INC COMMON 717124101 6298 134400 SH DEFINED 15,22 134400 0 0
PHARMACEUTICAL PROD DEV INC COMMON 717124101 2659 56750 SH DEFINED 2 56750 0 0
PHARMACEUTICAL PROD DEV INC COMMON 717124101 244 5200 SH DEFINED 20 5200 0 0
PHELPS DODGE CORP COMMON 717265102 33570 362920 SH DEFINED 1 362920 0 0
PHELPS DODGE CORP COMMON 717265102 28795 311300 SH DEFINED 1,2 311300 0 0
PHELPS DODGE CORP COMMON 717265102 814 8800 SH DEFINED 9 8800 0 0
PHELPS DODGE CORP COMMON 717265102 11711 126600 SH DEFINED 9,15 126600 0 0
PHELPS DODGE CORP COMMON 717265102 481 5200 SH DEFINED 11,8 5200 0 0
PHELPS DODGE CORP COMMON 717265102 82478 891656 SH DEFINED 15 811356 0 70500
PHELPS DODGE CORP COMMON 717265102 1258 13600 SH DEFINED 15,14 13600 0 0
PHELPS DODGE CORP COMMON 717265102 2895 31300 SH DEFINED 15,8 31300 0 0
PHELPS DODGE CORP COMMON 717265102 5125 55400 SH DEFINED 2 55400 0 0
PHELPS DODGE CORP COMMON 717265102 3205 34651 SH DEFINED 23 34651 0 0
PHELPS DODGE CORP COMMON 717265102 1510 16327 SH DEFINED 24 0 0 16327
PHELPS DODGE CORP COMMON 717265102 3145 34000 SH DEFINED 3 34000 0 0
PHELPS DODGE CORP COMMON 717265102 2914 31500 SH DEFINED 5,15 31500 0 0
PHELPS DODGE CORP COMMON 717265102 153 1652 SH DEFINED 6 1652 0 0
PHELPS DODGE CORP COMMON 717265102 324 3500 SH DEFINED 7 3500 0 0
PHELPS DODGE CORP COMMON 717265102 2492 26938 SH DEFINED 8 26938 0 0
PHELPS DODGE CORP COMMON 717265102 19 203 SH DEFINED 8,10 203 0 0
PHELPS DODGE CORP COMMON 717265102 416 4500 SH DEFINED 8,13 4500 0 0
PHELPS DODGE CO CVP 6.75 CONVERT 717265508 972 4955 SH DEFINED 24 300 0 4655
PHILADELPHIA CONSOLIDATED HOLD COMMON 717528103 5450 64300 SH DEFINED 1 64300 0 0
PHOENIX COMPANIES INC COMMON 71902E109 7 560 SH DEFINED 24 0 0 560
PHOENIX COMPANIES INC COMMON 71902E109 19 1572 SH DEFINED 6 1572 0 0
PHOENIX TECHNOLOGIES LTD COMMON 719153108 1200 154300 SH DEFINED 15 82500 0 71800
PHOENIX TECHNOLOGIES LTD COMMON 719153108 26 3400 SH DEFINED 15,14 3400 0 0
PHOENIX TECHNOLOGIES LTD COMMON 719153108 287 36900 SH DEFINED 5,15 36900 0 0
PHOTON DYNAMICS INC COMMON 719364101 3442 167000 SH DEFINED 1 167000 0 0
PHOTRONICS INC COMMON 719405102 6236 267200 SH DEFINED 1 267200 0 0
PHOTRONICS INC COMMON 719405102 7476 320300 SH DEFINED 15 172300 0 148000
PHOTRONICS INC COMMON 719405102 161 6900 SH DEFINED 15,14 6900 0 0
PHOTRONICS INC COMMON 719405102 766 32800 SH DEFINED 15,22 32800 0 0
PHOTRONICS INC COMMON 719405102 1466 62800 SH DEFINED 5,15 62800 0 0
PIEDMONT NATURAL GAS COMMON 720186105 235 9800 SH DEFINED 24 0 0 9800
PIEDMONT NATURAL GAS COMMON 720186105 180 7500 SH DEFINED 6 7500 0 0
PILGRIMS PRIDE CORP COMMON 721467108 8 240 SH DEFINED 15 240 0 0
PILGRIMS PRIDE CORP COMMON 721467108 898 26300 SH DEFINED 15 26100 0 200
PIMCO NEW YORK MUNI INC FD CF COMMON 72200T103 30 2000 SH DEFINED 24 0 0 2000
RCM STRATEGIC GLOBAL GOVT FD COMMON 72200X104 39 3161 SH DEFINED 24 0 0 3161
PIMCO HIGH INCOME FUND CF COMMON 722014107 52 3500 SH DEFINED 24 1400 0 2100
PIMCO CORPORATE OPPORTUNITY COMMON 72201B101 97 5689 SH DEFINED 24 0 0 5689
PIMCO CALIFORNIA MUNICIP III C COMMON 72201C109 100 6700 SH DEFINED 24 0 0 6700
PINNACLE AIRLINES CORP COMMON 723443107 1134 132000 SH DEFINED 15 74000 0 58000
PINNACLE AIRLINES CORP COMMON 723443107 22 2600 SH DEFINED 15,14 2600 0 0
PINNACLE AIRLINES CORP COMMON 723443107 332 38700 SH DEFINED 5,15 38700 0 0
PINNACLE ENTMT INC COMMON 723456109 4886 249800 SH DEFINED 1 249800 0 0
PINNACLE ENTMT INC COMMON 723456109 54 2775 SH DEFINED 6 600 775 1400
PINNACLE WEST CAPITAL CORP COMMON 723484101 124 2790 SH DEFINED 15 400 0 2390
PINNACLE WEST CAPITAL CORP COMMON 723484101 927 20846 SH DEFINED 15 18546 0 2300
PINNACLE WEST CAPITAL CORP COMMON 723484101 204 4600 SH DEFINED 15,8 4600 0 0
PINNACLE WEST CAPITAL CORP COMMON 723484101 89 2000 SH DEFINED 24 0 0 2000
PINNACLE WEST CAPITAL CORP COMMON 723484101 100 2250 SH DEFINED 6 2250 0 0
PINNACLE WEST CAPITAL CORP COMMON 723484101 151 3391 SH DEFINED 8 3391 0 0
PIONEER MUNI HI INCOME TRUST C COMMON 723763108 15 1000 SH DEFINED 24 0 0 1000
PIONEER NAT RES CO COMMON 723787107 109 2587 SH DEFINED 4 2587 0 0
PIONEER NAT RES CO COMMON 723787107 441 10482 SH DEFINED 6 10482 0 0
PIONEER NAT RES CO COMMON 723787107 26 621 SH DEFINED 8 621 0 0
PIPER JAFFRAY COS COMMON 724078100 76 2500 SH DEFINED 15 2500 0 0
PIPER JAFFRAY COS COMMON 724078100 15 505 SH DEFINED 24 216 0 289
PIPER JAFFRAY COS COMMON 724078100 189 6200 SH DEFINED 5,15 6200 0 0
PIPER JAFFRAY COS COMMON 724078100 1 24 SH DEFINED 6 24 0 0
PITNEY BOWES INC COMMON 724479100 43118 990070 SH DEFINED 1 989500 0 570
PITNEY BOWES INC COMMON 724479100 109 2500 SH DEFINED 1,3 2500 0 0
PITNEY BOWES INC COMMON 724479100 1798 41285 SH DEFINED 15 41285 0 0
PITNEY BOWES INC COMMON 724479100 4660 107000 SH DEFINED 2 107000 0 0
PITNEY BOWES INC COMMON 724479100 836 19202 SH DEFINED 24 0 0 19202
PITNEY BOWES INC COMMON 724479100 24493 562410 SH DEFINED 4 562410 0 0
PITNEY BOWES INC COMMON 724479100 240 5500 SH DEFINED 5,2 5500 0 0
PITNEY BOWES INC COMMON 724479100 1783 40950 SH DEFINED 6 40950 0 0
PITNEY BOWES INC COMMON 724479100 365 8375 SH DEFINED 8 8375 0 0
PIXAR COMMON 725811103 7205 143964 SH DEFINED 1 143964 0 0
PIXAR COMMON 725811103 7508 150000 SH DEFINED 1,2 150000 0 0
PIXAR COMMON 725811103 449 8980 SH DEFINED 15,14 8980 0 0
PIXAR COMMON 725811103 9 170 SH DEFINED 2 170 0 0
PLACER DOME INC COMMON 725906101 6888 448300 SH DEFINED 1 448300 0 0
PLACER DOME INC COMMON 725906101 15996 1045000 SH DEFINED 1,3 1045000 0 0
PLACER DOME INC COMMON 725906101 1591 103500 SH DEFINED 2 103500 0 0
PLACER DOME INC COMMON 725906101 5541 362000 SH DEFINED 3 362000 0 0
PLACER DOME INC COMMON 725906101 271 17734 SH DEFINED 8 17734 0 0
PLACER SIERRA BANCSHARES COMMON 726079106 35 1300 SH DEFINED 15 1300 0 0
PLACER SIERRA BANCSHARES COMMON 726079106 93 3400 SH DEFINED 5,15 3400 0 0
PLAINS ALL AMER PIPELINE LP COMMON 726503105 33 750 SH DEFINED 24 0 0 750
PLAINS ALL AMER PIPELINE LP COMMON 726503105 4563 104030 SH DEFINED 6 104030 0 0
PLAINS EXPLORATION & PRODUCT COMMON 726505100 73583 2071000 SH DEFINED 1 2071000 0 0
PLAINS EXPLORATION & PRODUCT COMMON 726505100 142 4000 SH DEFINED 1,3 4000 0 0
PLAINS EXPLORATION & PRODUCT COMMON 726505100 962 27084 SH DEFINED 15 27084 0 0
PLAINS EXPLORATION & PRODUCT COMMON 726505100 2096 59000 SH DEFINED 15,14 59000 0 0
PLAINS EXPLORATION & PRODUCT COMMON 726505100 5575 156900 SH DEFINED 2 156900 0 0
PLAINS EXPLORATION & PRODUCT COMMON 726505100 30596 861127 SH DEFINED 4 861127 0 0
PLAINS EXPLORATION & PRODUCT COMMON 726505100 274 7700 SH DEFINED 5,2 7700 0 0
PLANETOUT INC COMMON 727058109 105 12040 SH DEFINED 2 12040 0 0
PLANTRONICS INC COMMON 727493108 28284 777900 SH DEFINED 1 777900 0 0
PLANTRONICS INC COMMON 727493108 2862 78700 SH DEFINED 2 78700 0 0
PLANTRONICS INC COMMON 727493108 37047 1018900 SH DEFINED 3 1018900 0 0
PLANTRONICS INC COMMON 727493108 45 1250 SH DEFINED 6 1250 0 0
PLAYTEX PRODS INC COMMON 72813P100 1363 126700 SH DEFINED 15 69600 0 57100
PLAYTEX PRODS INC COMMON 72813P100 29 2700 SH DEFINED 15,14 2700 0 0
PLAYTEX PRODS INC COMMON 72813P100 364 33800 SH DEFINED 5,15 33800 0 0
PLAYTEX PRODS INC COMMON 72813P100 96 8950 SH DEFINED 6 1900 2450 4600
PLUM CREEK TIMBER CO INC COMMON 729251108 19 510 SH DEFINED 15 0 0 510
PLUM CREEK TIMBER CO INC COMMON 729251108 2682 73886 SH DEFINED 15 70674 0 3212
PLUM CREEK TIMBER CO INC COMMON 729251108 27156 748090 SH DEFINED 24 53150 0 694940
PLUM CREEK TIMBER CO INC COMMON 729251108 499 13739 SH DEFINED 6 13739 0 0
POGO PRODUCING CO COMMON 730448107 4268 82200 SH DEFINED 15 70700 0 7100
POGO PRODUCING CO COMMON 730448107 260 4999 SH DEFINED 24 4999 0 0
POGO PRODUCING CO COMMON 730448107 36 700 SH DEFINED 5,15 700 0 0
POLARIS INDUSTRIES INC COMMON 731068102 4563 84500 SH DEFINED 1 84500 0 0
POLARIS INDUSTRIES INC COMMON 731068102 163 3026 SH DEFINED 24 296 0 2730
POLARIS INDUSTRIES INC COMMON 731068102 121910 2257600 SH DEFINED 3 2257600 0 0
POLARIS INDUSTRIES INC COMMON 731068102 7559 139976 SH DEFINED 6 139976 0 0
POLO RALPH LAUREN CORP COMMON 731572103 63502 1473029 SH DEFINED 1 1473029 0 0
POLO RALPH LAUREN CORP COMMON 731572103 653 15151 SH DEFINED 15 251 0 14900
POLO RALPH LAUREN CORP COMMON 731572103 2513 58300 SH DEFINED 15,14 58300 0 0
POLO RALPH LAUREN CORP COMMON 731572103 3189 73980 SH DEFINED 2 55080 0 18900
POLO RALPH LAUREN CORP COMMON 731572103 216 5000 SH DEFINED 24 5000 0 0
POLYCOM INC COMMON 73172K104 9845 660300 SH DEFINED 1 660300 0 0
POLYCOM INC COMMON 73172K104 21 1400 SH DEFINED 15 1400 0 0
POLYCOM INC COMMON 73172K104 3103 208100 SH DEFINED 2 208100 0 0
POLYMEDICA CORP COMMON 731738100 61 1700 SH DEFINED 6 1700 0 0
POLYONE CORPORATION COMMON 73179P106 7 1000 SH DEFINED 15 1000 0 0
POLYONE CORPORATION COMMON 73179P106 18 2725 SH DEFINED 6 2725 0 0
POMEROY COMPUTER RESOURCES COMMON 731822102 430 42400 SH DEFINED 15 24000 0 18400
POMEROY COMPUTER RESOURCES COMMON 731822102 9 900 SH DEFINED 15,14 900 0 0
POMEROY COMPUTER RESOURCES COMMON 731822102 132 13000 SH DEFINED 5,15 13000 0 0
PORTUGAL TELECOM SGPS ADR COMMON 737273102 1106 115700 SH DEFINED 9,12 115700 0 0
PORTUGAL TELECOM SGPS ADR COMMON 737273102 222 23250 SH DEFINED 9,15 23250 0 0
PORTUGAL TELECOM SGPS ADR COMMON 737273102 49396 5166955 SH DEFINED 12 4690585 0 476370
PORTUGAL TELECOM SGPS ADR COMMON 737273102 0 0 SH DEFINED 12,14 0 0 0
PORTUGAL TELECOM SGPS ADR COMMON 737273102 18345 1918979 SH DEFINED 15 1840110 0 78869
PORTUGAL TELECOM SGPS ADR COMMON 737273102 7500 784500 SH DEFINED 5,12 784500 0 0
PORTUGAL TELECOM SGPS ADR COMMON 737273102 0 51 SH DEFINED 6 51 0 0
POST PROPERTIES INC REIT COMMON 737464107 141 3900 SH DEFINED 15 3900 0 0
POST PROPERTIES INC REIT COMMON 737464107 12505 346313 SH DEFINED 15 273913 0 65900
POST PROPERTIES INC REIT COMMON 737464107 881 24400 SH DEFINED 5,15 24400 0 0
POTASH CORP OF SASKATCHEWAN COMMON 73755L107 11429 119700 SH DEFINED 1,3 119700 0 0
POTASH CORP OF SASKATCHEWAN COMMON 73755L107 153 1600 SH DEFINED 2 1600 0 0
POTASH CORP OF SASKATCHEWAN COMMON 73755L107 9128 95600 SH DEFINED 3 95600 0 0
POTASH CORP OF SASKATCHEWAN COMMON 73755L107 599 6266 SH DEFINED 6 6266 0 0
POTASH CORP OF SASKATCHEWAN COMMON 73755L107 479 5012 SH DEFINED 8 5012 0 0
POTLATCH CORP COMMON 737628107 246 4700 SH DEFINED 11,8 4700 0 0
POTLATCH CORP COMMON 737628107 230 4400 SH DEFINED 23 4400 0 0
POTLATCH CORP COMMON 737628107 195 3725 SH DEFINED 24 0 0 3725
POTLATCH CORP COMMON 737628107 2103 40182 SH DEFINED 8 40182 0 0
POTLATCH CORP COMMON 737628107 119 2283 SH DEFINED 8,10 2283 0 0
POWER INTEGRATIONS INC COMMON 739276103 6253 289900 SH DEFINED 1 289900 0 0
POWER INTEGRATIONS INC COMMON 739276103 712 33000 SH DEFINED 15,22 33000 0 0
POWER INTEGRATIONS INC COMMON 739276103 259 12000 SH DEFINED 20 12000 0 0
POWER INTEGRATIONS INC COMMON 739276103 22 1000 SH DEFINED 24 0 0 1000
POWERWAVE TECHNOLOGIES INC COMMON 739363109 5632 551100 SH DEFINED 1 551100 0 0
POZEN INC COMMON 73941U102 557 67400 SH DEFINED 15 35800 0 31600
POZEN INC COMMON 73941U102 12 1500 SH DEFINED 15,14 1500 0 0
POZEN INC COMMON 73941U102 113 13700 SH DEFINED 5,15 13700 0 0
PRAECIS PHARMACEUTICALS INC COMMON 739421105 1 2000 SH DEFINED 6 2000 0 0
PRAXAIR INC COMMON 74005P104 47174 1012307 SH DEFINED 1 1012307 0 0
PRAXAIR INC COMMON 74005P104 26590 570600 SH DEFINED 1,2 570600 0 0
PRAXAIR INC COMMON 74005P104 297 6370 SH DEFINED 9,15 6370 0 0
PRAXAIR INC COMMON 74005P104 46464 997087 SH DEFINED 15 519402 0 473635
PRAXAIR INC COMMON 74005P104 1188 25500 SH DEFINED 15,22 25500 0 0
PRAXAIR INC COMMON 74005P104 5058 108550 SH DEFINED 2 101250 0 7300
PRAXAIR INC COMMON 74005P104 825 17696 SH DEFINED 24 692 0 17004
PRAXAIR INC COMMON 74005P104 8453 181400 SH DEFINED 3 181400 0 0
PRAXAIR INC COMMON 74005P104 0 0 SH DEFINED 4 0 0 0
PRAXAIR INC COMMON 74005P104 11900 255364 SH DEFINED 6 246664 700 8000
PRAXAIR INC COMMON 74005P104 528 11326 SH DEFINED 8 11326 0 0
PREPAID LEGAL SERVICES INC COMMON 740065107 353 7900 SH DEFINED 15 4100 0 3800
PREPAID LEGAL SERVICES INC COMMON 740065107 9 200 SH DEFINED 15,14 200 0 0
PREPAID LEGAL SERVICES INC COMMON 740065107 45 1000 SH DEFINED 5,15 1000 0 0
PRECISION CASTPARTS CORP COMMON 740189105 16039 205890 SH DEFINED 1 205890 0 0
PRECISION CASTPARTS CORP COMMON 740189105 108 1390 SH DEFINED 9,15 1390 0 0
PRECISION CASTPARTS CORP COMMON 740189105 3346 42950 SH DEFINED 2 42950 0 0
PRECISION CASTPARTS CORP COMMON 740189105 35 453 SH DEFINED 4 453 0 0
PRECISION CASTPARTS CORP COMMON 740189105 208 2675 SH DEFINED 6 2675 0 0
PRECISION DRILLING CORP COMMON 74022D100 5728 145300 SH DEFINED 1 145300 0 0
PRECISION DRILLING CORP COMMON 74022D100 23133 586780 SH DEFINED 1,3 586780 0 0
PRECISION DRILLING CORP COMMON 74022D100 465 11800 SH DEFINED 2 11800 0 0
PREFERRED INCOME STRAT FUND CE COMMON 74038E100 11 500 SH DEFINED 24 0 0 500
PREMCOR INC COMMON 74045Q104 28 380 SH DEFINED 15 380 0 0
PREMCOR INC COMMON 74045Q104 727 9800 SH DEFINED 15 9600 0 200
PREMCOR INC COMMON 74045Q104 148 2000 SH DEFINED 15,8 2000 0 0
PRENTISS PROPERTIES TRUST REIT COMMON 740706106 33857 929111 SH DEFINED 15 692211 0 224400
PRENTISS PROPERTIES TRUST REIT COMMON 740706106 1698 46600 SH DEFINED 5,15 46600 0 0
PRESIDENTIAL LIFE CORP COMMON 740884101 21 1200 SH DEFINED 15 1200 0 0
PRESIDENTIAL LIFE CORP COMMON 740884101 20 1195 SH DEFINED 24 0 0 1195
PRESIDENTIAL LIFE CORP COMMON 740884101 51 3000 SH DEFINED 5,15 3000 0 0
T ROWE PRICE GROUP INC COMMON 74144T108 15663 250200 SH DEFINED 1 250200 0 0
T ROWE PRICE GROUP INC COMMON 74144T108 900 14380 SH DEFINED 15 11980 0 2400
T ROWE PRICE GROUP INC COMMON 74144T108 175 2800 SH DEFINED 2 0 0 2800
T ROWE PRICE GROUP INC COMMON 74144T108 25 400 SH DEFINED 24 0 0 400
T ROWE PRICE GROUP INC COMMON 74144T108 1327 21200 SH DEFINED 3 21200 0 0
T ROWE PRICE GROUP INC COMMON 74144T108 79 1260 SH DEFINED 6 1260 0 0
T ROWE PRICE GROUP INC COMMON 74144T108 408 6517 SH DEFINED 8 6517 0 0
PRICELINE COM INC COMMON 741503403 1649 70700 SH DEFINED 15 41200 0 29500
PRICELINE COM INC COMMON 741503403 33 1400 SH DEFINED 15,14 1400 0 0
PRICELINE COM INC COMMON 741503403 175 7500 SH DEFINED 5,15 7500 0 0
PRICESMART INC COMMON 741511109 6 700 SH DEFINED 24 0 0 700
PRICESMART INC-RIGHTS COMMON 741511117 1 833 SH DEFINED 24 0 0 833
PRIDE INTERNATIONAL INC COMMON 74153Q102 17693 688460 SH DEFINED 1 688460 0 0
PRIDE INTERNATIONAL INC COMMON 74153Q102 437 17000 SH DEFINED 2 17000 0 0
PRIME GROUP REALTY TRUST COMMON 74158J103 14 2000 SH DEFINED 24 0 0 2000
PRINCETON REVIEW INC COMMON 742352107 11 1900 SH DEFINED 6 1900 0 0
PRINCIPAL FINANCIAL GROUP COMMON 74251V102 25 600 SH DEFINED 15 0 0 600
PRINCIPAL FINANCIAL GROUP COMMON 74251V102 1251 29865 SH DEFINED 15 29865 0 0
PRINCIPAL FINANCIAL GROUP COMMON 74251V102 21 502 SH DEFINED 4 502 0 0
PRINCIPAL FINANCIAL GROUP COMMON 74251V102 2 41 SH DEFINED 6 41 0 0
PROASSURANCE CORP COMMON 74267C106 10265 245800 SH DEFINED 1 245800 0 0
PROASSURANCE CORP COMMON 74267C106 3253 77900 SH DEFINED 2 77900 0 0
PROASSURANCE CORP COMMON 74267C106 92 2200 SH DEFINED 6 875 475 850
PROCTER & GAMBLE CO COMMON 742718109 120406 2282587 SH DEFINED 1 2282292 0 295
PROCTER & GAMBLE CO COMMON 742718109 31650 600000 SH DEFINED 1,2 600000 0 0
PROCTER & GAMBLE CO COMMON 742718109 2353 44600 SH DEFINED 9 44600 0 0
PROCTER & GAMBLE CO COMMON 742718109 15745 298480 SH DEFINED 9,15 298480 0 0
PROCTER & GAMBLE CO COMMON 742718109 1470 27871 SH DEFINED 11,8 27871 0 0
PROCTER & GAMBLE CO COMMON 742718109 168287 3190278 SH DEFINED 15 2451669 0 733817
PROCTER & GAMBLE CO COMMON 742718109 1904 36100 SH DEFINED 15,14 36100 0 0
PROCTER & GAMBLE CO COMMON 742718109 1587 30080 SH DEFINED 15,22 30080 0 0
PROCTER & GAMBLE CO COMMON 742718109 7211 136700 SH DEFINED 15,8 136700 0 0
PROCTER & GAMBLE CO COMMON 742718109 30224 572962 SH DEFINED 2 572962 0 0
PROCTER & GAMBLE CO COMMON 742718109 4599 87177 SH DEFINED 23 87177 0 0
PROCTER & GAMBLE CO COMMON 742718109 68914 1306424 SH DEFINED 24 202714 0 1103710
PROCTER & GAMBLE CO COMMON 742718109 0 0 SH DEFINED 4 0 0 0
PROCTER & GAMBLE CO COMMON 742718109 5787 109700 SH DEFINED 5,15 109700 0 0
PROCTER & GAMBLE CO COMMON 742718109 33278 630868 SH DEFINED 6 630868 0 0
PROCTER & GAMBLE CO COMMON 742718109 475 9000 SH DEFINED 7 9000 0 0
PROCTER & GAMBLE CO COMMON 742718109 9657 183071 SH DEFINED 8 183071 0 0
PROCTER & GAMBLE CO COMMON 742718109 104 1970 SH DEFINED 8,10 1970 0 0
PROCTER & GAMBLE CO COMMON 742718109 1269 24057 SH DEFINED 8,13 24057 0 0
PRIVATEBANCORP INC COMMON 742962103 9425 266400 SH DEFINED 1 266400 0 0
PRIVATEBANCORP INC COMMON 742962103 566 16000 SH DEFINED 15 9400 0 6600
PRIVATEBANCORP INC COMMON 742962103 11 300 SH DEFINED 15,14 300 0 0
PRIVATEBANCORP INC COMMON 742962103 2763 78100 SH DEFINED 2 78100 0 0
PRIVATEBANCORP INC COMMON 742962103 230 6500 SH DEFINED 5,15 6500 0 0
PROGENICS PHARMACEUTICALS COMMON 743187106 5 250 SH DEFINED 24 0 0 250
PROGRESS ENERGY INC COMMON 743263105 115 2535 SH DEFINED 15 0 0 2535
PROGRESS ENERGY INC COMMON 743263105 1345 29737 SH DEFINED 15 29737 0 0
PROGRESS ENERGY INC COMMON 743263105 382 8452 SH DEFINED 24 1800 0 6652
PROGRESS ENERGY INC COMMON 743263105 549 12125 SH DEFINED 6 12125 0 0
PROGRESS ENERGY INC COMMON 743263105 340 7521 SH DEFINED 8 7521 0 0
PROGRESS SOFTWARE CORP COMMON 743312100 5650 187400 SH DEFINED 1 187400 0 0
PROGRESS SOFTWARE CORP COMMON 743312100 1185 39297 SH DEFINED 15 30997 0 8300
PROGRESS SOFTWARE CORP COMMON 743312100 12 400 SH DEFINED 15,14 400 0 0
PROGRESS SOFTWARE CORP COMMON 743312100 555 18400 SH DEFINED 5,15 18400 0 0
PROGRESSIVE CORP COMMON 743315103 14 140 SH DEFINED 15 140 0 0
PROGRESSIVE CORP COMMON 743315103 2121 21462 SH DEFINED 15 21362 0 100
PROGRESSIVE CORP COMMON 743315103 682 6900 SH DEFINED 15,8 6900 0 0
PROGRESSIVE CORP COMMON 743315103 1964 19880 SH DEFINED 24 1050 0 18830
PROGRESSIVE CORP COMMON 743315103 197 1990 SH DEFINED 6 1990 0 0
PROGRESSIVE CORP COMMON 743315103 746 7551 SH DEFINED 8 7551 0 0
PROLOGIS COMMON 743410102 4558 113280 SH DEFINED 15 113280 0 0
PROLOGIS COMMON 743410102 447 11100 SH DEFINED 9,15 11100 0 0
PROLOGIS COMMON 743410102 263859 6557130 SH DEFINED 15 5089805 0 1340725
PROLOGIS COMMON 743410102 8674 215562 SH DEFINED 24 6300 0 209262
PROLOGIS COMMON 743410102 18982 471721 SH DEFINED 5,15 471721 0 0
PROLOGIS COMMON 743410102 98 2440 SH DEFINED 6 2440 0 0
PROSPERITY BANCSHARES INC COMMON 743606105 712 24900 SH DEFINED 1 24900 0 0
PROTECTIVE LIFE CORP COMMON 743674103 4847 114800 SH DEFINED 1 114600 0 200
PROTECTIVE LIFE CORP COMMON 743674103 19 450 SH DEFINED 15 450 0 0
PROTECTIVE LIFE CORP COMMON 743674103 4322 102360 SH DEFINED 6 102360 0 0
PROTEIN DESIGN LABS INC COMMON 74369L103 83922 4152500 SH DEFINED 1 4152500 0 0
PROTEIN DESIGN LABS INC COMMON 74369L103 23096 1142800 SH DEFINED 1,2 1142800 0 0
PROTEIN DESIGN LABS INC COMMON 74369L103 1888 93400 SH DEFINED 11,2 93400 0 0
PROTEIN DESIGN LABS INC COMMON 74369L103 30 1500 SH DEFINED 15 1500 0 0
PROTEIN DESIGN LABS INC COMMON 74369L103 10257 507500 SH DEFINED 15,22 507500 0 0
PROTEIN DESIGN LABS INC COMMON 74369L103 11379 563050 SH DEFINED 2 563050 0 0
PROTEIN DESIGN LABS INC COMMON 74369L103 315 15600 SH DEFINED 20 15600 0 0
PROTEIN DESIGN LABS INC COMMON 74369L103 6 310 SH DEFINED 4 310 0 0
PROVIDENT BANKSHARES CORP COMMON 743859100 150 4700 SH DEFINED 15 4700 0 0
PROVIDENT BANKSHARES CORP COMMON 743859100 354 11100 SH DEFINED 5,15 11100 0 0
PROVIDENT FINANCIAL HOLDINGS COMMON 743868101 38 1350 SH DEFINED 15 1150 0 200
PROVIDENT FINANCIAL HOLDINGS COMMON 743868101 76 2700 SH DEFINED 5,15 2700 0 0
PROVIDIAN FINANCIAL CORP COMMON 74406A102 30 1720 SH DEFINED 15 1720 0 0
PROVIDIAN FINANCIAL CORP COMMON 74406A102 307 17400 SH DEFINED 9,15 17400 0 0
PROVIDIAN FINANCIAL CORP COMMON 74406A102 398 22600 SH DEFINED 11,8 22600 0 0
PROVIDIAN FINANCIAL CORP COMMON 74406A102 1871 106120 SH DEFINED 15 97520 0 8600
PROVIDIAN FINANCIAL CORP COMMON 74406A102 307 17400 SH DEFINED 15,8 17400 0 0
PROVIDIAN FINANCIAL CORP COMMON 74406A102 655 37155 SH DEFINED 23 37155 0 0
PROVIDIAN FINANCIAL CORP COMMON 74406A102 1155 65496 SH DEFINED 6 62546 1050 1900
PROVIDIAN FINANCIAL CORP COMMON 74406A102 1566 88845 SH DEFINED 8 88845 0 0
PROVIDIAN FINANCIAL CORP COMMON 74406A102 346 19600 SH DEFINED 8,13 19600 0 0
PRUDENTIAL FINANCIAL INC COMMON 744320102 57014 868320 SH DEFINED 1 868320 0 0
PRUDENTIAL FINANCIAL INC COMMON 744320102 5903 89900 SH DEFINED 1,3 89900 0 0
PRUDENTIAL FINANCIAL INC COMMON 744320102 394 6000 SH DEFINED 9,7 6000 0 0
PRUDENTIAL FINANCIAL INC COMMON 744320102 1996 30400 SH DEFINED 9,2 30400 0 0
PRUDENTIAL FINANCIAL INC COMMON 744320102 501 7627 SH DEFINED 11,8 7627 0 0
PRUDENTIAL FINANCIAL INC COMMON 744320102 7205 109725 SH DEFINED 15 98025 0 11700
PRUDENTIAL FINANCIAL INC COMMON 744320102 1858 28300 SH DEFINED 15,8 28300 0 0
PRUDENTIAL FINANCIAL INC COMMON 744320102 5719 87100 SH DEFINED 2 87100 0 0
PRUDENTIAL FINANCIAL INC COMMON 744320102 2542 38711 SH DEFINED 23 38711 0 0
PRUDENTIAL FINANCIAL INC COMMON 744320102 146 2221 SH DEFINED 24 235 0 1986
PRUDENTIAL FINANCIAL INC COMMON 744320102 6350 96711 SH DEFINED 6 96711 0 0
PRUDENTIAL FINANCIAL INC COMMON 744320102 4070 61987 SH DEFINED 8 61987 0 0
PRUDENTIAL FINANCIAL INC COMMON 744320102 138 2097 SH DEFINED 8,10 2097 0 0
PRUDENTIAL FINANCIAL INC COMMON 744320102 443 6742 SH DEFINED 8,13 6742 0 0
PUBLIC SERVICE ENTERPRISE GROU COMMON 744573106 2665 43820 SH DEFINED 1 43820 0 0
PUBLIC SERVICE ENTERPRISE GROU COMMON 744573106 864 14200 SH DEFINED 9,15 14200 0 0
PUBLIC SERVICE ENTERPRISE GROU COMMON 744573106 5077 83474 SH DEFINED 15 77774 0 5700
PUBLIC SERVICE ENTERPRISE GROU COMMON 744573106 803 13200 SH DEFINED 15,8 13200 0 0
PUBLIC SERVICE ENTERPRISE GROU COMMON 744573106 122 2000 SH DEFINED 23 2000 0 0
PUBLIC SERVICE ENTERPRISE GROU COMMON 744573106 99 1628 SH DEFINED 24 0 0 1628
PUBLIC SERVICE ENTERPRISE GROU COMMON 744573106 279 4595 SH DEFINED 6 4595 0 0
PUBLIC SERVICE ENTERPRISE GROU COMMON 744573106 482 7933 SH DEFINED 8 7933 0 0
PUBLIC STORAGE INC REIT COMMON 74460D109 1886 29820 SH DEFINED 15 29820 0 0
PUBLIC STORAGE INC REIT COMMON 74460D109 123015 1944907 SH DEFINED 15 1521267 0 381040
PUBLIC STORAGE INC REIT COMMON 74460D109 71 1122 SH DEFINED 24 0 0 1122
PUBLIC STORAGE INC REIT COMMON 74460D109 8874 140300 SH DEFINED 5,15 140300 0 0
PUBLIC STORAGE DEP CL A COMMON 74460D729 4698 165700 SH DEFINED 15 165700 0 0
PUGET ENERGY INC COMMON 745310102 2 100 SH DEFINED 24 0 0 100
PULTE HOMES INC COMMON 745867101 27946 331700 SH DEFINED 1 331700 0 0
PULTE HOMES INC COMMON 745867101 1500 17808 SH DEFINED 15 11608 0 6200
PULTE HOMES INC COMMON 745867101 3260 38700 SH DEFINED 2 31000 0 7700
PULTE HOMES INC COMMON 745867101 421 5000 SH DEFINED 23 5000 0 0
PULTE HOMES INC COMMON 745867101 548 6500 SH DEFINED 6 6500 0 0
PULTE HOMES INC COMMON 745867101 257 3049 SH DEFINED 8 3049 0 0
PUTNAM INV GRADE MUNI TR III C COMMON 746807106 0 1000 SH DEFINED 24 0 0 1000
PUTNAM PREMIER INCOME TRUST CF COMMON 746853100 16 2500 SH DEFINED 24 0 0 2500
QLT PHOTOTHERAPEUTICS INC COMMON 746927102 58264 5591600 SH DEFINED 1 5591600 0 0
QLT PHOTOTHERAPEUTICS INC COMMON 746927102 954 91600 SH DEFINED 11,2 91600 0 0
QLT PHOTOTHERAPEUTICS INC COMMON 746927102 6061 581700 SH DEFINED 15,22 581700 0 0
QLT PHOTOTHERAPEUTICS INC COMMON 746927102 3133 300700 SH DEFINED 2 300700 0 0
QLT PHOTOTHERAPEUTICS INC COMMON 746927102 184 17700 SH DEFINED 20 17700 0 0
QLOGIC CORP COMMON 747277101 37301 1208320 SH DEFINED 1 1208320 0 0
QLOGIC CORP COMMON 747277101 56 1800 SH DEFINED 9 1800 0 0
QLOGIC CORP COMMON 747277101 633 20500 SH DEFINED 9,15 20500 0 0
QLOGIC CORP COMMON 747277101 18676 604995 SH DEFINED 15 518395 0 66700
QLOGIC CORP COMMON 747277101 90 2900 SH DEFINED 15,14 2900 0 0
QLOGIC CORP COMMON 747277101 766 24800 SH DEFINED 15,8 24800 0 0
QLOGIC CORP COMMON 747277101 2991 96900 SH DEFINED 2 82000 0 14900
QLOGIC CORP COMMON 747277101 361 11700 SH DEFINED 5,15 11700 0 0
QLOGIC CORP COMMON 747277101 189 6123 SH DEFINED 8 6123 0 0
QUALCOMM INC COMMON 747525103 136661 4139980 SH DEFINED 1 4139980 0 0
QUALCOMM INC COMMON 747525103 84176 2550000 SH DEFINED 1,2 2550000 0 0
QUALCOMM INC COMMON 747525103 1244 37700 SH DEFINED 1,3 37700 0 0
QUALCOMM INC COMMON 747525103 201 6090 SH DEFINED 9,15 6090 0 0
QUALCOMM INC COMMON 747525103 423 12800 SH DEFINED 9,2 12800 0 0
QUALCOMM INC COMMON 747525103 31987 968997 SH DEFINED 15 555537 0 409580
QUALCOMM INC COMMON 747525103 2186 66210 SH DEFINED 15,22 66210 0 0
QUALCOMM INC COMMON 747525103 1264 38300 SH DEFINED 15,8 38300 0 0
QUALCOMM INC COMMON 747525103 23538 713050 SH DEFINED 2 713050 0 0
QUALCOMM INC COMMON 747525103 792 24000 SH DEFINED 20 24000 0 0
QUALCOMM INC COMMON 747525103 236 7153 SH DEFINED 23 7153 0 0
QUALCOMM INC COMMON 747525103 1008 30548 SH DEFINED 24 6907 0 23641
QUALCOMM INC COMMON 747525103 1660 50293 SH DEFINED 6 33293 0 17000
QUALCOMM INC COMMON 747525103 1714 51936 SH DEFINED 8 51936 0 0
QUALITY SYSTEMS INC COMMON 747582104 355 7500 SH DEFINED 15 3900 0 3600
QUALITY SYSTEMS INC COMMON 747582104 5 100 SH DEFINED 15,14 100 0 0
QUALITY SYSTEMS INC COMMON 747582104 33 700 SH DEFINED 5,15 700 0 0
QUANEX CORP COMMON 747620102 80 1500 SH DEFINED 24 0 0 1500
QUANEX CORP COMMON 747620102 60 1125 SH DEFINED 6 1125 0 0
QUANTA SVCS INC COMMON 74762E102 26 3000 SH DEFINED 6 650 800 1550
QUEBECOR WORLD CAP SUB VTG NPV COMMON 748203106 282089 14397100 SH DEFINED 3 14397100 0 0
QUEST DIAGNOSTICS INC COMMON 74834L100 56516 1060930 SH DEFINED 1 1060930 0 0
QUEST DIAGNOSTICS INC COMMON 74834L100 288 5400 SH DEFINED 9 5400 0 0
QUEST DIAGNOSTICS INC COMMON 74834L100 561 10540 SH DEFINED 9,15 10540 0 0
QUEST DIAGNOSTICS INC COMMON 74834L100 536 10062 SH DEFINED 11,8 10062 0 0
QUEST DIAGNOSTICS INC COMMON 74834L100 1932 36272 SH DEFINED 15 33872 0 2400
QUEST DIAGNOSTICS INC COMMON 74834L100 437 8200 SH DEFINED 15,8 8200 0 0
QUEST DIAGNOSTICS INC COMMON 74834L100 4144 77800 SH DEFINED 2 77800 0 0
QUEST DIAGNOSTICS INC COMMON 74834L100 2594 48698 SH DEFINED 23 48698 0 0
QUEST DIAGNOSTICS INC COMMON 74834L100 173 3240 SH DEFINED 24 130 0 3110
QUEST DIAGNOSTICS INC COMMON 74834L100 52 978 SH DEFINED 4 978 0 0
QUEST DIAGNOSTICS INC COMMON 74834L100 12357 231962 SH DEFINED 6 231962 0 0
QUEST DIAGNOSTICS INC COMMON 74834L100 2543 47735 SH DEFINED 8 47735 0 0
QUEST DIAGNOSTICS INC COMMON 74834L100 474 8906 SH DEFINED 8,13 8906 0 0
QUEST SOFTWARE INC COMMON 74834T103 7378 541300 SH DEFINED 1 541300 0 0
QUEST SOFTWARE INC COMMON 74834T103 906 66500 SH DEFINED 15,22 66500 0 0
QUEST SOFTWARE INC COMMON 74834T103 491 36000 SH DEFINED 20 36000 0 0
QUESTAR CORP COMMON 748356102 39006 591900 SH DEFINED 1 591900 0 0
QUESTAR CORP COMMON 748356102 99 1500 SH DEFINED 9,7 1500 0 0
QUESTAR CORP COMMON 748356102 830 12600 SH DEFINED 2 12600 0 0
QUESTAR CORP COMMON 748356102 112 1705 SH DEFINED 24 75 0 1630
QUESTAR CORP COMMON 748356102 0 0 SH DEFINED 4 0 0 0
QUESTAR CORP COMMON 748356102 9241 140230 SH DEFINED 6 139030 1200 0
QUIKSILVER INC COMMON 74838C106 5746 359600 SH DEFINED 1 359600 0 0
QUIXOTE CORP COMMON 749056107 2814 143500 SH DEFINED 1 143500 0 0
QWEST COMMUNICATIONS INTL INC COMMON 749121109 38 10290 SH DEFINED 15 8420 0 1870
QWEST COMMUNICATIONS INTL INC COMMON 749121109 11629 3134592 SH DEFINED 15 2704892 0 300500
QWEST COMMUNICATIONS INTL INC COMMON 749121109 1010 272200 SH DEFINED 15,8 272200 0 0
QWEST COMMUNICATIONS INTL INC COMMON 749121109 96 26000 SH DEFINED 23 26000 0 0
QWEST COMMUNICATIONS INTL INC COMMON 749121109 0 3 SH DEFINED 24 0 0 3
QWEST COMMUNICATIONS INTL INC COMMON 749121109 79 21200 SH DEFINED 5,15 21200 0 0
QWEST COMMUNICATIONS INTL INC COMMON 749121109 1 300 SH DEFINED 6 300 0 0
QWEST COMMUNICATIONS INTL INC COMMON 749121109 214 57712 SH DEFINED 8 57712 0 0
R&G FINANCIAL CORP CL B COMMON 749136107 1803 101900 SH DEFINED 1 101900 0 0
R&G FINANCIAL CORP CL B COMMON 749136107 0 0 SH DEFINED 15 0 0 0
RCN CORP COMMON 749361200 231 10000 SH DEFINED 15 10000 0 0
RC2 CORP COMMON 749388104 10831 288300 SH DEFINED 1 288300 0 0
RC2 CORP COMMON 749388104 3419 91000 SH DEFINED 2 91000 0 0
RH DONNELLEY CORP COMMON 74955W307 20365 328570 SH DEFINED 1 328570 0 0
RH DONNELLEY CORP COMMON 74955W307 23653 381621 SH DEFINED 15 278821 0 97200
RH DONNELLEY CORP COMMON 74955W307 236 3800 SH DEFINED 15,14 3800 0 0
RH DONNELLEY CORP COMMON 74955W307 874 14100 SH DEFINED 15,8 14100 0 0
RH DONNELLEY CORP COMMON 74955W307 35 560 SH DEFINED 24 560 0 0
RH DONNELLEY CORP COMMON 74955W307 2560 41300 SH DEFINED 5,15 41300 0 0
RH DONNELLEY CORP COMMON 74955W307 33 540 SH DEFINED 6 540 0 0
RH DONNELLEY CORP COMMON 74955W307 163 2626 SH DEFINED 8 2626 0 0
RPM INTERNATIONAL INC COMMON 749685103 47 2575 SH DEFINED 15 0 0 2575
RPM INTERNATIONAL INC COMMON 749685103 104 5700 SH DEFINED 15 5700 0 0
RPM INTERNATIONAL INC COMMON 749685103 18 966 SH DEFINED 24 0 0 966
RPM INTERNATIONAL INC COMMON 749685103 136 7475 SH DEFINED 6 5150 825 1500
RF MICRO DEVICES INC COMMON 749941100 41 7600 SH DEFINED 6 7600 0 0
RADIAN GROUP INC COMMON 750236101 98174 2079086 SH DEFINED 1 2079086 0 0
RADIAN GROUP INC COMMON 750236101 2048 43372 SH DEFINED 15 5750 0 37622
RADIAN GROUP INC COMMON 750236101 326 6900 SH DEFINED 15,8 6900 0 0
RADIAN GROUP INC COMMON 750236101 1816 38450 SH DEFINED 2 38450 0 0
RADIAN GROUP INC COMMON 750236101 158 3350 SH DEFINED 2,14 3350 0 0
RADIAN GROUP INC COMMON 750236101 157 3322 SH DEFINED 23 3322 0 0
RADIAN GROUP INC COMMON 750236101 347 7358 SH DEFINED 8 7358 0 0
RADIANT SYSTEMS INC COMMON 75025N102 629 55200 SH DEFINED 1 55200 0 0
RADIANT SYSTEMS INC COMMON 75025N102 401 35200 SH DEFINED 15 18100 0 17100
RADIANT SYSTEMS INC COMMON 75025N102 9 800 SH DEFINED 15,14 800 0 0
RADIANT SYSTEMS INC COMMON 75025N102 47 4100 SH DEFINED 5,15 4100 0 0
RADIO ONE INC COMMON 75040P108 3485 273800 SH DEFINED 1 273800 0 0
RADIO ONE INC COMMON 75040P108 87 6800 SH DEFINED 2 6800 0 0
RADIO ONE INC CL D WI COMMON 75040P405 22175 1736500 SH DEFINED 1 1736500 0 0
RADIO ONE INC CL D WI COMMON 75040P405 4106 321500 SH DEFINED 15 281000 0 25200
RADIO ONE INC CL D WI COMMON 75040P405 149 11700 SH DEFINED 15,8 11700 0 0
RADIO ONE INC CL D WI COMMON 75040P405 2376 186100 SH DEFINED 2 186100 0 0
RADIO ONE INC CL D WI COMMON 75040P405 1649 129100 SH DEFINED 24 128800 0 300
RADIO ONE INC CL D WI COMMON 75040P405 208 16300 SH DEFINED 5,15 16300 0 0
RADIO ONE INC CL D WI COMMON 75040P405 4 300 SH DEFINED 6 300 0 0
RADIOSHACK CORPORATION COMMON 750438103 354 15293 SH DEFINED 15 15131 0 162
RADIOSHACK CORPORATION COMMON 750438103 282649 12198900 SH DEFINED 3 12198900 0 0
RADIOSHACK CORPORATION COMMON 750438103 2528 109100 SH DEFINED 3,22 109100 0 0
RADIOSHACK CORPORATION COMMON 750438103 116 5000 SH DEFINED 7 5000 0 0
RADIOSHACK CORPORATION COMMON 750438103 148 6396 SH DEFINED 8 6396 0 0
RALCORP HLDGS INC COMMON 751028101 365 8867 SH DEFINED 24 0 0 8867
RAMCO-GERSHENSON PPTYS TR COMMON 751452202 10365 354000 SH DEFINED 15 271800 0 82200
RAMCO-GERSHENSON PPTYS TR COMMON 751452202 9 300 SH DEFINED 15,14 300 0 0
RAMCO-GERSHENSON PPTYS TR COMMON 751452202 179 6100 SH DEFINED 5,15 6100 0 0
RANCHO BERNARDO COMMUNITY BK COMMON 752098103 44 1575 SH DEFINED 24 0 0 1575
RANGOLD RESOURCES LTD COMMON 752344309 6608 470000 SH DEFINED 1 470000 0 0
RANGOLD RESOURCES LTD COMMON 752344309 1476 105000 SH DEFINED 2 105000 0 0
RANGE RESOURCES CORP COMMON 75281A109 15570 578800 SH DEFINED 1 578800 0 0
RANGE RESOURCES CORP COMMON 75281A109 4925 183100 SH DEFINED 2 183100 0 0
RARE HOSPITALITY INTL INC COMMON 753820109 14333 470400 SH DEFINED 1 470400 0 0
RARE HOSPITALITY INTL INC COMMON 753820109 4504 147830 SH DEFINED 2 147830 0 0
RAYONIER INC COMMON 754907103 1206 22735 SH DEFINED 1 21160 0 1575
RAYONIER INC COMMON 754907103 184 3475 SH DEFINED 15 3475 0 0
RAYONIER INC COMMON 754907103 127 2400 SH DEFINED 24 0 0 2400
RAYONIER INC COMMON 754907103 6 113 SH DEFINED 6 113 0 0
RAYTHEON COMPANY COMMON 755111507 21308 544680 SH DEFINED 1 544680 0 0
RAYTHEON COMPANY COMMON 755111507 2926 74785 SH DEFINED 15 69285 0 5500
RAYTHEON COMPANY COMMON 755111507 638 16300 SH DEFINED 15,8 16300 0 0
RAYTHEON COMPANY COMMON 755111507 122 3124 SH DEFINED 24 175 0 2949
RAYTHEON COMPANY COMMON 755111507 691 17652 SH DEFINED 6 17652 0 0
RAYTHEON COMPANY COMMON 755111507 526 13445 SH DEFINED 8 13445 0 0
READERS DIGEST ASSN INC COMMON 755267101 916 55500 SH DEFINED 1 55500 0 0
READERS DIGEST ASSN INC COMMON 755267101 5140 311500 SH DEFINED 15 272600 0 24500
READERS DIGEST ASSN INC COMMON 755267101 302 18300 SH DEFINED 15,8 18300 0 0
READERS DIGEST ASSN INC COMMON 755267101 334 20246 SH DEFINED 23 20246 0 0
READERS DIGEST ASSN INC COMMON 755267101 38 2300 SH DEFINED 5,15 2300 0 0
READERS DIGEST ASSN INC COMMON 755267101 72 4344 SH DEFINED 8 4344 0 0
REAL ESTATE INCOME FUND INC CF COMMON 755881109 2889 157000 SH DEFINED 15 157000 0 0
REALNETWORKS INC COMMON 75605L104 25 5000 SH DEFINED 24 0 0 5000
REALNETWORKS INC COMMON 75605L104 1342 270540 SH DEFINED 6 270540 0 0
REALTY INCOME CORP COMMON 756109104 3999 159700 SH DEFINED 15 79600 0 80100
REALTY INCOME CORP COMMON 756109104 45 1800 SH DEFINED 15,14 1800 0 0
REALTY INCOME CORP COMMON 756109104 118 4713 SH DEFINED 24 0 0 4713
REALTY INCOME CORP COMMON 756109104 571 22800 SH DEFINED 5,15 22800 0 0
RECKSON ASSOCIATES REALTY REIT COMMON 75621K106 560 16700 SH DEFINED 15 16700 0 0
RECKSON ASSOCIATES REALTY REIT COMMON 75621K106 46929 1398786 SH DEFINED 15 1010211 0 361175
RECKSON ASSOCIATES REALTY REIT COMMON 75621K106 3348 99800 SH DEFINED 5,15 99800 0 0
RECKSON ASSOCIATES REALTY REIT COMMON 75621K106 81 2425 SH DEFINED 6 525 675 1225
RED HAT INC COMMON 756577102 17114 1306400 SH DEFINED 9 1306400 0 0
RED HAT INC COMMON 756577102 866 66100 SH DEFINED 9,22 66100 0 0
RED ROBIN GOURMET COMMON 75689M101 31 500 SH DEFINED 6 500 0 0
REDENVELOPE INC COMMON 75733R601 3 315 SH DEFINED 24 0 0 315
REEBOK INTERNATIONAL LTD COMMON 758110100 226 5402 SH DEFINED 15 5402 0 0
REEBOK INTERNATIONAL LTD COMMON 758110100 2481 59300 SH DEFINED 3 59300 0 0
REEBOK INTERNATIONAL LTD COMMON 758110100 84 2000 SH DEFINED 6 600 500 900
REED ELSEVIER PLC-SPONS ADR COMMON 758205108 16286 420600 SH DEFINED 12 398250 0 22350
REED ELSEVIER PLC-SPONS ADR COMMON 758205108 61556 1589764 SH DEFINED 15 1551870 0 37894
REGAL ENTERTAINMENT GROUP COMMON 758766109 49142 2602837 SH DEFINED 1 2602837 0 0
REGAL ENTERTAINMENT GROUP COMMON 758766109 442 23400 SH DEFINED 15,14 23400 0 0
REGAL ENTERTAINMENT GROUP COMMON 758766109 1841 97500 SH DEFINED 2 97500 0 0
REGAL ENTERTAINMENT GROUP COMMON 758766109 1554 82302 SH DEFINED 24 2200 0 80102
REGAL ENTERTAINMENT GROUP COMMON 758766109 8512 450872 SH DEFINED 6 450872 0 0
REGENCY CENTERS CORP COMMON 758849103 2432 42520 SH DEFINED 15 42520 0 0
REGENCY CENTERS CORP COMMON 758849103 163449 2857502 SH DEFINED 15 2184863 0 603639
REGENCY CENTERS CORP COMMON 758849103 12378 216400 SH DEFINED 5,15 216400 0 0
REGENERON PHARMACEUTICALS COMMON 75886F107 843 100500 SH DEFINED 15 53000 0 47500
REGENERON PHARMACEUTICALS COMMON 75886F107 18 2200 SH DEFINED 15,14 2200 0 0
REGENERON PHARMACEUTICALS COMMON 75886F107 13 1500 SH DEFINED 24 1500 0 0
REGENERON PHARMACEUTICALS COMMON 75886F107 154 18400 SH DEFINED 5,15 18400 0 0
REGENERATION TECH COMMON 75886N100 60 9600 SH DEFINED 24 9600 0 0
REG TECHNOLOGIES INC COMMON 758916100 8 27000 SH DEFINED 24 0 0 27000
REGIS CORP MINN COMMON 758932107 11865 303600 SH DEFINED 1 303600 0 0
REGIS CORP MINN COMMON 758932107 3763 96300 SH DEFINED 2 96300 0 0
REGIS CORP MINN COMMON 758932107 20 500 SH DEFINED 24 0 0 500
REHABCARE GROUP INC COMMON 759148109 3133 117200 SH DEFINED 15 68100 0 49100
REHABCARE GROUP INC COMMON 759148109 61 2300 SH DEFINED 15,14 2300 0 0
REHABCARE GROUP INC COMMON 759148109 13 500 SH DEFINED 24 0 0 500
REHABCARE GROUP INC COMMON 759148109 668 25000 SH DEFINED 5,15 25000 0 0
REGIONS FINANCIAL CORP COMMON 7591EP100 1524 44974 SH DEFINED 15 44974 0 0
REGIONS FINANCIAL CORP COMMON 7591EP100 139 4100 SH DEFINED 24 2600 0 1500
REGIONS FINANCIAL CORP COMMON 7591EP100 877 25889 SH DEFINED 6 25889 0 0
REGIONS FINANCIAL CORP COMMON 7591EP100 223 6572 SH DEFINED 8 6572 0 0
RELIANCE STEEL & ALUMINUM CO COMMON 759509102 27 725 SH DEFINED 6 150 200 375
RELIANT ENERGY INC COMMON 75952B105 117 9477 SH DEFINED 6 4077 1900 3500
REMINGTON OIL & GAS CORP COMMON 759594302 14434 404300 SH DEFINED 1 404300 0 0
REMINGTON OIL & GAS CORP COMMON 759594302 6887 192900 SH DEFINED 1,3 192900 0 0
REMINGTON OIL & GAS CORP COMMON 759594302 253 7100 SH DEFINED 9,7 7100 0 0
REMINGTON OIL & GAS CORP COMMON 759594302 2335 65400 SH DEFINED 9,2 65400 0 0
REMINGTON OIL & GAS CORP COMMON 759594302 2206 61800 SH DEFINED 2 61800 0 0
RENAISSANCE LEARNING INC COMMON 75968L105 347 17100 SH DEFINED 15 9600 0 7500
RENAISSANCE LEARNING INC COMMON 75968L105 6 300 SH DEFINED 15,14 300 0 0
RENAISSANCE LEARNING INC COMMON 75968L105 43 2100 SH DEFINED 5,15 2100 0 0
RENASANT CORP COMMON 75970E107 560 18200 SH DEFINED 15 10500 0 7700
RENASANT CORP COMMON 75970E107 12 400 SH DEFINED 15,14 400 0 0
RENASANT CORP COMMON 75970E107 194 6300 SH DEFINED 5,15 6300 0 0
RENASANT CORP COMMON 75970E107 4 120 SH DEFINED 6 120 0 0
RENAL CARE GROUP INC COMMON 759930100 148 3200 SH DEFINED 15 3200 0 0
RENT A CTR INC COMMON 76009N100 971 41671 SH DEFINED 15 38200 0 2171
RENT A CTR INC COMMON 76009N100 144 6200 SH DEFINED 15,8 6200 0 0
RENT A CTR INC COMMON 76009N100 170 7300 SH DEFINED 5,15 7300 0 0
RENT WAY INC COMMON 76009U104 992 100800 SH DEFINED 15 60400 0 40400
RENT WAY INC COMMON 76009U104 19 1900 SH DEFINED 15,14 1900 0 0
RENT WAY INC COMMON 76009U104 527 53600 SH DEFINED 5,15 53600 0 0
REPSOL YPF SA ADR COMMON 76026T205 102964 4097269 SH DEFINED 12 3648624 0 448645
REPSOL YPF SA ADR COMMON 76026T205 23625 940093 SH DEFINED 15 906429 0 33664
REPSOL YPF SA ADR COMMON 76026T205 15 600 SH DEFINED 6 600 0 0
REPUBLIC AIRWAYS HOLDINGS INC COMMON 760276105 1065 73700 SH DEFINED 15 39600 0 34100
REPUBLIC AIRWAYS HOLDINGS INC COMMON 760276105 23 1600 SH DEFINED 15,14 1600 0 0
REPUBLIC AIRWAYS HOLDINGS INC COMMON 760276105 225 15600 SH DEFINED 5,15 15600 0 0
REPUBLIC BANCORP INC-CL A COMMON 760281204 10 441 SH DEFINED 15 441 0 0
REPUBLIC BANCORP COMMON 760282103 306 20460 SH DEFINED 15 20460 0 0
REPUBLIC BANCORP COMMON 760282103 728 48600 SH DEFINED 5,15 48600 0 0
REPUBLIC SVCS INC COMMON 760759100 45745 1270355 SH DEFINED 1 1269280 0 1075
REPUBLIC SVCS INC COMMON 760759100 119 3300 SH DEFINED 1,3 3300 0 0
REPUBLIC SVCS INC COMMON 760759100 2099 58300 SH DEFINED 9,15 58300 0 0
REPUBLIC SVCS INC COMMON 760759100 5137 142666 SH DEFINED 15 124266 0 18400
REPUBLIC SVCS INC COMMON 760759100 1235 34300 SH DEFINED 15,8 34300 0 0
REPUBLIC SVCS INC COMMON 760759100 4710 130800 SH DEFINED 2 130800 0 0
REPUBLIC SVCS INC COMMON 760759100 148 4100 SH DEFINED 23 4100 0 0
REPUBLIC SVCS INC COMMON 760759100 35907 997128 SH DEFINED 4 997128 0 0
REPUBLIC SVCS INC COMMON 760759100 36 1000 SH DEFINED 5,15 1000 0 0
REPUBLIC SVCS INC COMMON 760759100 230 6400 SH DEFINED 5,2 6400 0 0
REPUBLIC SVCS INC COMMON 760759100 259 7194 SH DEFINED 8 7194 0 0
RES-CARE INC COMMON 760943100 339 25000 SH DEFINED 15 12900 0 12100
RES-CARE INC COMMON 760943100 8 600 SH DEFINED 15,14 600 0 0
RES-CARE INC COMMON 760943100 42 3100 SH DEFINED 5,15 3100 0 0
RESEARCH IN MOTION LTD COMMON 760975102 21650 293400 SH DEFINED 1 293400 0 0
RESEARCH IN MOTION LTD COMMON 760975102 22137 300000 SH DEFINED 1,2 300000 0 0
RESEARCH IN MOTION COMMON 760975102 4954 67300 SH DEFINED 1,3 67300 0 0
RESEARCH IN MOTION COMMON 760975102 1678 22800 SH DEFINED 9,2 22800 0 0
RESEARCH IN MOTION LTD COMMON 760975102 2383 32300 SH DEFINED 15,22 32300 0 0
RESMED INC COMMON 761152107 13284 201300 SH DEFINED 1 201300 0 0
RESMED INC COMMON 761152107 3992 60500 SH DEFINED 2 60500 0 0
RESMED INC COMMON 761152107 81 1235 SH DEFINED 24 75 0 1160
RESMED INC COMMON 761152107 8505 128880 SH DEFINED 6 128880 0 0
RESOURCE AMERICA INC-CL A COMMON 761195205 2951 76600 SH DEFINED 15 42400 0 34200
RESOURCE AMERICA INC-CL A COMMON 761195205 62 1600 SH DEFINED 15,14 1600 0 0
RESOURCE AMERICA INC-CL A COMMON 761195205 751 19500 SH DEFINED 5,15 19500 0 0
RESPIRONICS INC COMMON 761230101 33 925 SH DEFINED 6 925 0 0
REUTERS GROUP PLC ADR COMMON 76132M102 191 4492 SH DEFINED 24 0 0 4492
REUTERS GROUP PLC ADR COMMON 76132M102 88 2079 SH DEFINED 6 2079 0 0
REYNOLDS & REYNOLDS CO COMMON 761695105 45370 1678500 SH DEFINED 1 1678500 0 0
REYNOLDS & REYNOLDS CO COMMON 761695105 122 4500 SH DEFINED 1,3 4500 0 0
REYNOLDS & REYNOLDS CO COMMON 761695105 892 32989 SH DEFINED 15 32989 0 0
REYNOLDS & REYNOLDS CO COMMON 761695105 5165 191100 SH DEFINED 2 191100 0 0
REYNOLDS & REYNOLDS CO COMMON 761695105 27188 1005840 SH DEFINED 4 1005840 0 0
REYNOLDS & REYNOLDS CO COMMON 761695105 238 8800 SH DEFINED 5,2 8800 0 0
REYNOLDS & REYNOLDS CO COMMON 761695105 10 369 SH DEFINED 6 369 0 0
REYNOLDS AMERICAN INC COMMON 761713106 16540 209904 SH DEFINED 1 209904 0 0
REYNOLDS AMERICAN INC COMMON 761713106 12931 164100 SH DEFINED 1,3 164100 0 0
REYNOLDS AMERICAN INC COMMON 761713106 791233 10041027 SH DEFINED 9 10041027 0 0
REYNOLDS AMERICAN INC COMMON 761713106 355 4500 SH DEFINED 9,7 4500 0 0
REYNOLDS AMERICAN INC COMMON 761713106 4381 55600 SH DEFINED 9,2 55600 0 0
REYNOLDS AMERICAN INC COMMON 761713106 888 11271 SH DEFINED 15 11271 0 0
REYNOLDS AMERICAN INC COMMON 761713106 3113 39500 SH DEFINED 2 39500 0 0
RIGEL PHARMACEUTICALS INC COMMON 766559603 2217 111300 SH DEFINED 1 111300 0 0
RIGEL PHARMACEUTICALS INC COMMON 766559603 171 8600 SH DEFINED 11,2 8600 0 0
RIO NARCEA GOLD MINES LTD COMMON 766909105 830 515900 SH DEFINED 1 515900 0 0
RIO TINTO PLC ADR COMMON 767204100 5121 42000 SH DEFINED 3 42000 0 0
RIO TINTO PLC ADR COMMON 767204100 37 300 SH DEFINED 6 300 0 0
RITE AID CORP COMMON 767754104 10 2400 SH DEFINED 24 0 0 2400
RITE AID CORP COMMON 767754104 8 2000 SH DEFINED 6 2000 0 0
ROBERT HALF INTERNATIONAL INC COMMON 770323103 17143 686560 SH DEFINED 1 686560 0 0
ROBERT HALF INTERNATIONAL INC COMMON 770323103 56183 2250000 SH DEFINED 1,2 2250000 0 0
ROBERT HALF INTERNATIONAL INC COMMON 770323103 335 13400 SH DEFINED 9,15 13400 0 0
ROBERT HALF INTERNATIONAL INC COMMON 770323103 18819 753682 SH DEFINED 15 648882 0 75400
ROBERT HALF INTERNATIONAL INC COMMON 770323103 1089 43600 SH DEFINED 15,8 43600 0 0
ROBERT HALF INTERNATIONAL INC COMMON 770323103 10138 406000 SH DEFINED 2 406000 0 0
ROBERT HALF INTERNATIONAL INC COMMON 770323103 499 20000 SH DEFINED 24 20000 0 0
ROBERT HALF INTERNATIONAL INC COMMON 770323103 252 10100 SH DEFINED 5,15 10100 0 0
ROBERT HALF INTERNATIONAL INC COMMON 770323103 13 519 SH DEFINED 8 519 0 0
ROCK-TENN COMPANY COMMON 772739207 20 1600 SH DEFINED 15 1600 0 0
ROCK-TENN COMPANY COMMON 772739207 51 4000 SH DEFINED 5,15 4000 0 0
ROCKWELL AUTOMATION INC COMMON 773903109 48806 1001980 SH DEFINED 1 1001980 0 0
ROCKWELL AUTOMATION INC COMMON 773903109 34097 700000 SH DEFINED 1,2 700000 0 0
ROCKWELL AUTOMATION INC COMMON 773903109 1049 21540 SH DEFINED 9,15 21540 0 0
ROCKWELL AUTOMATION INC COMMON 773903109 3577 73437 SH DEFINED 15 59937 0 13500
ROCKWELL AUTOMATION INC COMMON 773903109 950 19500 SH DEFINED 15,8 19500 0 0
ROCKWELL AUTOMATION INC COMMON 773903109 8868 182060 SH DEFINED 2 182060 0 0
ROCKWELL AUTOMATION INC COMMON 773903109 1263 25939 SH DEFINED 23 25939 0 0
ROCKWELL AUTOMATION INC COMMON 773903109 372 7644 SH DEFINED 24 400 0 7244
ROCKWELL AUTOMATION INC COMMON 773903109 45 931 SH DEFINED 4 931 0 0
ROCKWELL AUTOMATION INC COMMON 773903109 93 1900 SH DEFINED 5,15 1900 0 0
ROCKWELL AUTOMATION INC COMMON 773903109 100 2055 SH DEFINED 6 2055 0 0
ROCKWELL AUTOMATION INC COMMON 773903109 370 7589 SH DEFINED 8 7589 0 0
ROCKWELL COLLINS COMMON 774341101 15609 327370 SH DEFINED 1 327370 0 0
ROCKWELL COLLINS COMMON 774341101 110 2310 SH DEFINED 9,15 2310 0 0
ROCKWELL COLLINS COMMON 774341101 824 17284 SH DEFINED 15 17284 0 0
ROCKWELL COLLINS COMMON 774341101 3298 69160 SH DEFINED 2 69160 0 0
ROCKWELL COLLINS COMMON 774341101 231 4844 SH DEFINED 24 400 0 4444
ROCKWELL COLLINS COMMON 774341101 739 15500 SH DEFINED 3 15500 0 0
ROCKWELL COLLINS COMMON 774341101 39 810 SH DEFINED 4 810 0 0
ROCKWELL COLLINS COMMON 774341101 333 6990 SH DEFINED 8 6990 0 0
ROGERS COMMUNICATIONS CL B COMMON 775109200 29157 888430 SH DEFINED 1,3 888430 0 0
ROGERS COMMUNICATIONS CL B COMMON 775109200 362 11000 SH DEFINED 9,15 11000 0 0
ROGERS COMMUNICATIONS CL B COMMON 775109200 581 17700 SH DEFINED 2 17700 0 0
ROGERS COMMUNICATIONS CL B COMMON 775109200 4923 150000 SH DEFINED 3 150000 0 0
ROGERS COMMUNICATIONS CL B COMMON 775109200 304 9251 SH DEFINED 8 9251 0 0
ROHM & HAAS CO COMMON 775371107 81506 1758860 SH DEFINED 1 1758860 0 0
ROHM & HAAS CO COMMON 775371107 23606 509400 SH DEFINED 1,2 509400 0 0
ROHM & HAAS CO COMMON 775371107 125 2700 SH DEFINED 1,3 2700 0 0
ROHM & HAAS CO COMMON 775371107 2125 45849 SH DEFINED 15 36949 0 8900
ROHM & HAAS CO COMMON 775371107 10480 226150 SH DEFINED 2 215650 0 10500
ROHM & HAAS CO COMMON 775371107 1693 36541 SH DEFINED 24 36541 0 0
ROHM & HAAS CO COMMON 775371107 26089 562984 SH DEFINED 4 562984 0 0
ROHM & HAAS CO COMMON 775371107 236 5100 SH DEFINED 5,2 5100 0 0
ROHM & HAAS CO COMMON 775371107 70 1511 SH DEFINED 6 1511 0 0
ROHM & HAAS CO COMMON 775371107 258 5562 SH DEFINED 8 5562 0 0
ROPER INDUSTRIES INC COMMON 776696106 4639 65000 SH DEFINED 3 65000 0 0
ROPER INDUSTRIES INC COMMON 776696106 21 300 SH DEFINED 6 300 0 0
ROSS STORES INC COMMON 778296103 47334 1637300 SH DEFINED 1 1637300 0 0
ROSS STORES INC COMMON 778296103 30957 1070800 SH DEFINED 1,2 1070800 0 0
ROSS STORES INC COMMON 778296103 532 18394 SH DEFINED 15 294 0 18100
ROSS STORES INC COMMON 778296103 6224 215300 SH DEFINED 2 192800 0 22500
ROSS STORES INC COMMON 778296103 146287 5060100 SH DEFINED 3 5060100 0 0
ROSS STORES INC COMMON 778296103 46 1600 SH DEFINED 6 0 0 1600
ROSS STORES INC COMMON 778296103 26 889 SH DEFINED 8 889 0 0
ROWAN COS INC COMMON 779382100 28314 953000 SH DEFINED 1 953000 0 0
ROWAN COS INC COMMON 779382100 14448 486300 SH DEFINED 9 486300 0 0
ROWAN COS INC COMMON 779382100 1046 35200 SH DEFINED 9,22 35200 0 0
ROWAN COS INC COMMON 779382100 311 10481 SH DEFINED 15 10481 0 0
ROWAN COS INC COMMON 779382100 1061 35700 SH DEFINED 2 35700 0 0
ROYAL BANK OF CANADA COMMON 780087102 14078 227200 SH DEFINED 1,3 227200 0 0
ROYAL BK CDA MONTREAL QUE COMMON 780087102 3024 48800 SH DEFINED 9,15 48800 0 0
ROYAL BANK OF CANADA COMMON 780087102 273 4400 SH DEFINED 2 4400 0 0
ROYAL BANK OF CANADA COMMON 780087102 787 12699 SH DEFINED 23 12699 0 0
ROYAL BANK OF CANADA COMMON 780087102 366283 5911200 SH DEFINED 3 5911200 0 0
ROYAL BK CDA MONTREAL QUE COMMON 780087102 87 1402 SH DEFINED 6 1402 0 0
ROYAL BANK OF CANADA COMMON 780087102 2134 34444 SH DEFINED 8 34444 0 0
ROYAL CARIBBEAN CRUISES(RCL)CV CONVERT 780153AK8 3 5000 SH DEFINED 24 0 0 5000
ROYAL DUTCH PETROLEUM CO. ADR COMMON 780257804 2482 38250 SH DEFINED 12 35150 0 3100
ROYAL DUTCH PETROLEUM CO. ADR COMMON 780257804 41 635 SH DEFINED 15 435 0 200
ROYAL DUTCH PETROLEUM CO. ADR COMMON 780257804 5587 86085 SH DEFINED 24 6811 0 79274
ROYAL DUTCH PETROLEUM CO. ADR COMMON 780257804 2378 36642 SH DEFINED 6 36642 0 0
RUBIOS RESTAURANTS INC COMMON 78116B102 7 650 SH DEFINED 24 650 0 0
RUBY TUESDAY INC COMMON 781182100 16364 631800 SH DEFINED 1 631800 0 0
RUBY TUESDAY INC COMMON 781182100 578 22300 SH DEFINED 2 22300 0 0
RUDOLPH TECHNOLOGIES INC COMMON 781270103 2393 167000 SH DEFINED 1 167000 0 0
RUDOLPH TECHNOLOGIES INC COMMON 781270103 325 22700 SH DEFINED 15 13100 0 9600
RUDOLPH TECHNOLOGIES INC COMMON 781270103 7 500 SH DEFINED 15,14 500 0 0
RUDOLPH TECHNOLOGIES INC COMMON 781270103 136 9500 SH DEFINED 5,15 9500 0 0
RYANAIR HLDGS PLC ADR COMMON 783513104 149106 3325300 SH DEFINED 3 3325300 0 0
RYANAIR HLDGS PLC ADR COMMON 783513104 2655 59200 SH DEFINED 3,22 59200 0 0
RYDER SYSTEM INC COMMON 783549108 58 1595 SH DEFINED 15 0 0 1595
RYDER SYSTEM INC COMMON 783549108 356 9739 SH DEFINED 15 9739 0 0
RYDER SYSTEM INC COMMON 783549108 29 800 SH DEFINED 6 800 0 0
RYDEX S&P EQUAL WEIGHT ETF MF COMMON 78355W106 39 250 SH DEFINED 24 0 0 250
RYLAND GROUP INC COMMON 783764103 33292 438800 SH DEFINED 1 438800 0 0
RYLAND GROUP INC COMMON 783764103 167 2200 SH DEFINED 15 2200 0 0
RYLAND GROUP INC COMMON 783764103 129 1700 SH DEFINED 6 1700 0 0
S & T BANCORP INC COMMON 783859101 448 12400 SH DEFINED 1 12400 0 0
S & T BANCORP INC COMMON 783859101 332 9200 SH DEFINED 15 5600 0 3600
S & T BANCORP INC COMMON 783859101 7 200 SH DEFINED 15,14 200 0 0
S & T BANCORP INC COMMON 783859101 209 5800 SH DEFINED 5,15 5800 0 0
SBC COMMUNICATIONS INC COMMON 78387G103 127154 5353848 SH DEFINED 1 4683000 0 670848
SBC COMMUNICATIONS INC COMMON 78387G103 48493 2041800 SH DEFINED 1,2 2041800 0 0
SBC COMMUNICATIONS INC COMMON 78387G103 4026 169500 SH DEFINED 9,15 169500 0 0
SBC COMMUNICATIONS INC COMMON 78387G103 838 35300 SH DEFINED 11,8 35300 0 0
SBC COMMUNICATIONS INC COMMON 78387G103 38401 1616869 SH DEFINED 15 1508343 0 104931
SBC COMMUNICATIONS INC COMMON 78387G103 5201 218969 SH DEFINED 15,22 218969 0 0
SBC COMMUNICATIONS INC COMMON 78387G103 4080 171800 SH DEFINED 15,8 171800 0 0
SBC COMMUNICATIONS INC COMMON 78387G103 8282 348700 SH DEFINED 2 348700 0 0
SBC COMMUNICATIONS INC COMMON 78387G103 2937 123659 SH DEFINED 23 123659 0 0
SBC COMMUNICATIONS INC COMMON 78387G103 5230 220224 SH DEFINED 24 44678 0 175546
SBC COMMUNICATIONS INC COMMON 78387G103 6 246 SH DEFINED 4 246 0 0
SBC COMMUNICATIONS INC COMMON 78387G103 543 22870 SH DEFINED 5,15 0 0 22870
SBC COMMUNICATIONS INC COMMON 78387G103 1419 59731 SH DEFINED 6 59731 0 0
SBC COMMUNICATIONS INC COMMON 78387G103 6218 261830 SH DEFINED 8 261830 0 0
SBC COMMUNICATIONS INC COMMON 78387G103 63 2662 SH DEFINED 8,10 2662 0 0
SBC COMMUNICATIONS INC COMMON 78387G103 750 31575 SH DEFINED 8,13 31575 0 0
SCBT FINANCIAL CORP COMMON 78401V102 386 12190 SH DEFINED 15 6865 0 5325
SCBT FINANCIAL CORP COMMON 78401V102 9 300 SH DEFINED 15,14 300 0 0
SCBT FINANCIAL CORP COMMON 78401V102 114 3605 SH DEFINED 5,15 3605 0 0
SCP POOL CORP COMMON 784028102 28 800 SH DEFINED 6 800 0 0
SEI INVESTMENTS CO COMMON 784117103 32 850 SH DEFINED 24 0 0 850
SEI INVESTMENTS CO COMMON 784117103 2290 61300 SH DEFINED 6 61300 0 0
SFBC INTERNATIONAL INC COMMON 784121105 958 24800 SH DEFINED 1 24800 0 0
SEMCO ENERGY INC COMMON 78412D109 34 5600 SH DEFINED 6 1200 1550 2850
SK TELECOM ADR COMMON 78440P108 408 20000 SH DEFINED 9 20000 0 0
SK TELECOM ADR COMMON 78440P108 143 7000 SH DEFINED 9,15 7000 0 0
SK TELECOM ADR COMMON 78440P108 11220 550000 SH DEFINED 9,22 550000 0 0
SK TELECOM ADR COMMON 78440P108 9486 465000 SH DEFINED 9,7 465000 0 0
SK TELECOM ADR COMMON 78440P108 1122 55000 SH DEFINED 7 55000 0 0
SL GREEN REALTY CORP REIT COMMON 78440X101 2522 39100 SH DEFINED 15 39100 0 0
SL GREEN REALTY CORP REIT COMMON 78440X101 132435 2053251 SH DEFINED 15 1624532 0 390219
SL GREEN REALTY CORP REIT COMMON 78440X101 172 2659 SH DEFINED 24 0 0 2659
SL GREEN REALTY CORP REIT COMMON 78440X101 9103 141128 SH DEFINED 5,15 141128 0 0
SL GREEN REALTY CORP REIT COMMON 78440X101 31 475 SH DEFINED 6 475 0 0
SLM CORP COMMON 78442P106 93148 1833620 SH DEFINED 1 1833620 0 0
SLM CORP COMMON 78442P106 58420 1150000 SH DEFINED 1,2 1150000 0 0
SLM CORP COMMON 78442P106 1402 27600 SH DEFINED 9 27600 0 0
SLM CORP COMMON 78442P106 151 2980 SH DEFINED 9,15 2980 0 0
SLM CORP COMMON 78442P106 2069 40723 SH DEFINED 15 40723 0 0
SLM CORP COMMON 78442P106 26584 523300 SH DEFINED 2 523300 0 0
SLM CORP COMMON 78442P106 1602 31529 SH DEFINED 23 31529 0 0
SLM CORP COMMON 78442P106 20262 398860 SH DEFINED 24 110624 0 288236
SLM CORP COMMON 78442P106 77 1516 SH DEFINED 4 1516 0 0
SLM CORP COMMON 78442P106 37163 731554 SH DEFINED 6 731554 0 0
SLM CORP COMMON 78442P106 806 15857 SH DEFINED 8 15857 0 0
S & P 500 DEPOSITORY RECEIPTS COMMON 78462F103 12385 103920 SH DEFINED 1 103920 0 0
S & P 500 DEPOSITORY RECEIPTS COMMON 78462F103 112816 946600 SH DEFINED 9,15 946600 0 0
S & P 500 DEPOSITORY RECEIPTS COMMON 78462F103 918 7700 SH DEFINED 15,14 7700 0 0
S & P 500 DEPOSITORY RECEIPTS COMMON 78462F103 5725 48035 SH DEFINED 24 2955 0 45080
S & P 500 DEPOSITORY RECEIPTS COMMON 78462F103 11284 94677 SH DEFINED 6 94677 0 0
SPSS INC COMMON 78462K102 327 17000 SH DEFINED 15 9300 0 7700
SPSS INC COMMON 78462K102 8 400 SH DEFINED 15,14 400 0 0
SPSS INC COMMON 78462K102 88 4600 SH DEFINED 5,15 4600 0 0
SPX CORP COMMON 784635104 17 360 SH DEFINED 15 360 0 0
SPX CORP COMMON 784635104 28 600 SH DEFINED 15 400 0 200
SPX CORP COMMON 784635104 12096 263062 SH DEFINED 3 263062 0 0
SPX CORP COMMON 784635104 1 25 SH DEFINED 4 25 0 0
SPX CORP COMMON 784635104 966 21000 SH DEFINED 6 21000 0 0
S1 CORPORATION COMMON 78463B101 1111 235848 SH DEFINED 6 235848 0 0
S.Y. BANCORP INC COMMON 785060104 37 1600 SH DEFINED 15 1600 0 0
S.Y. BANCORP INC COMMON 785060104 69 3000 SH DEFINED 5,15 3000 0 0
SABRE HOLDINGS CORP COMMON 785905100 34736 1741145 SH DEFINED 1 1740100 0 1045
SABRE HOLDINGS CORP COMMON 785905100 3583 179600 SH DEFINED 1,2 179600 0 0
SABRE HOLDINGS CORP COMMON 785905100 58 2900 SH DEFINED 1,3 2900 0 0
SABRE HOLDINGS CORP COMMON 785905100 244 12225 SH DEFINED 11,8 12225 0 0
SABRE HOLDINGS CORP COMMON 785905100 445 22305 SH DEFINED 15 21905 0 400
SABRE HOLDINGS CORP COMMON 785905100 2611 130900 SH DEFINED 2 130900 0 0
SABRE HOLDINGS CORP COMMON 785905100 785 39367 SH DEFINED 23 39367 0 0
SABRE HOLDINGS CORP COMMON 785905100 43920 2201500 SH DEFINED 3 2201500 0 0
SABRE HOLDINGS CORP COMMON 785905100 902 45200 SH DEFINED 3,22 45200 0 0
SABRE HOLDINGS CORP COMMON 785905100 112 5600 SH DEFINED 5,2 5600 0 0
SABRE HOLDINGS CORP COMMON 785905100 985 49366 SH DEFINED 8 49366 0 0
SABRE HOLDINGS CORP COMMON 785905100 205 10254 SH DEFINED 8,13 10254 0 0
SAFECO CORP COMMON 786429100 19736 363200 SH DEFINED 1 363200 0 0
SAFECO CORP COMMON 786429100 408 7500 SH DEFINED 9,15 7500 0 0
SAFECO CORP COMMON 786429100 2163 39810 SH DEFINED 15 36610 0 3200
SAFECO CORP COMMON 786429100 435 8000 SH DEFINED 15,8 8000 0 0
SAFECO CORP COMMON 786429100 1761 32400 SH DEFINED 2 32400 0 0
SAFECO CORP COMMON 786429100 125 2297 SH DEFINED 23 2297 0 0
SAFECO CORP COMMON 786429100 614 11300 SH DEFINED 6 11300 0 0
SAFECO CORP COMMON 786429100 315 5796 SH DEFINED 8 5796 0 0
SAFEGUARD SCIENTIFICS INC COMMON 786449108 0 57 SH DEFINED 24 0 0 57
SAFEGUARD SCIENTIFICS INC COMMON 786449108 1 900 SH DEFINED 6 900 0 0
SAFENET INC COMMON 78645R107 15909 467100 SH DEFINED 1 467100 0 0
SAFENET INC COMMON 78645R107 743 21800 SH DEFINED 15,22 21800 0 0
SAFENET INC COMMON 78645R107 2902 85200 SH DEFINED 2 85200 0 0
SAFENET INC COMMON 78645R107 341 10000 SH DEFINED 20 10000 0 0
SAFETY INSURANCE GROUP COMMON 78648T100 1043 30900 SH DEFINED 1 30900 0 0
SAFETY INSURANCE GROUP COMMON 78648T100 652 19300 SH DEFINED 15 9900 0 9400
SAFETY INSURANCE GROUP COMMON 78648T100 14 400 SH DEFINED 15,14 400 0 0
SAFETY INSURANCE GROUP COMMON 78648T100 3 100 SH DEFINED 24 0 0 100
SAFETY INSURANCE GROUP COMMON 78648T100 78 2300 SH DEFINED 5,15 2300 0 0
SAFEWAY INC COMMON 786514208 159463 7058990 SH DEFINED 1 7058990 0 0
SAFEWAY INC COMMON 786514208 7792 344936 SH DEFINED 15 301536 0 33000
SAFEWAY INC COMMON 786514208 472 20900 SH DEFINED 15,8 20900 0 0
SAFEWAY INC COMMON 786514208 2126 94100 SH DEFINED 2 94100 0 0
SAFEWAY INC COMMON 786514208 172 7600 SH DEFINED 2,14 7600 0 0
SAFEWAY INC COMMON 786514208 5 200 SH DEFINED 24 0 0 200
SAFEWAY INC COMMON 786514208 10027 443871 SH DEFINED 4 443871 0 0
SAFEWAY INC COMMON 786514208 38 1700 SH DEFINED 5,15 1700 0 0
SAFEWAY INC COMMON 786514208 348 15426 SH DEFINED 8 15426 0 0
SAFLINK CORP COMMON 786578302 2 1000 SH DEFINED 24 1000 0 0
SAGA COMMUNICATIONS INC - CL A COMMON 786598102 22 1600 SH DEFINED 15 1600 0 0
SAGA COMMUNICATIONS INC - CL A COMMON 786598102 56 4000 SH DEFINED 5,15 4000 0 0
ST JOE COMPANY (THE) COMMON 790148100 1076 13200 SH DEFINED 23 13200 0 0
ST JOE COMPANY (THE) COMMON 790148100 163 2000 SH DEFINED 24 0 0 2000
ST JUDE MEDICAL INC COMMON 790849103 98873 2267200 SH DEFINED 1 2267200 0 0
ST JUDE MEDICAL INC COMMON 790849103 54709 1254500 SH DEFINED 1,2 1254500 0 0
ST JUDE MEDICAL INC COMMON 790849103 1810 41500 SH DEFINED 1,3 41500 0 0
ST JUDE MEDICAL INC COMMON 790849103 606 13900 SH DEFINED 9,2 13900 0 0
ST JUDE MEDICAL INC COMMON 790849103 1534 35168 SH DEFINED 15 35168 0 0
ST JUDE MEDICAL INC COMMON 790849103 11099 254500 SH DEFINED 15,22 254500 0 0
ST JUDE MEDICAL INC COMMON 790849103 14546 333550 SH DEFINED 2 333550 0 0
ST JUDE MEDICAL INC COMMON 790849103 384 8800 SH DEFINED 20 8800 0 0
ST JUDE MEDICAL INC COMMON 790849103 65883 1510733 SH DEFINED 24 259753 0 1250980
ST JUDE MEDICAL INC COMMON 790849103 11718 268700 SH DEFINED 3 268700 0 0
ST JUDE MEDICAL INC COMMON 790849103 19519 447592 SH DEFINED 6 447592 0 0
ST JUDE MEDICAL INC COMMON 790849103 524 12010 SH DEFINED 8 12010 0 0
ST MARY LAND & EXPLORATION COMMON 792228108 3191 110100 SH DEFINED 1 110100 0 0
ST MARY LAND & EXPLORATION COMMON 792228108 1781 61458 SH DEFINED 6 61458 0 0
ST PAUL TRAVELERS COS INC COMMON 792860108 105052 2657521 SH DEFINED 1 2657521 0 0
ST PAUL TRAVELERS COS INC COMMON 792860108 32736 828122 SH DEFINED 1,2 828122 0 0
ST PAUL TRAVELERS COS INC COMMON 792860108 52813 1336011 SH DEFINED 9 1336011 0 0
ST PAUL TRAVELERS COS INC COMMON 792860108 4273 108101 SH DEFINED 15 100601 0 7500
ST PAUL TRAVELERS COS INC COMMON 792860108 743 18800 SH DEFINED 15,8 18800 0 0
ST PAUL TRAVELERS COS INC COMMON 792860108 1694 42860 SH DEFINED 2 42860 0 0
ST PAUL TRAVELERS COS INC COMMON 792860108 717 18147 SH DEFINED 24 2600 0 15547
ST PAUL TRAVELERS COS INC COMMON 792860108 1 37 SH DEFINED 4 37 0 0
ST PAUL TRAVELERS COS INC COMMON 792860108 98 2470 SH DEFINED 6 2470 0 0
ST PAUL TRAVELERS COS INC COMMON 792860108 780 19728 SH DEFINED 8 19728 0 0
SAKS INC COMMON 79377W108 106 5600 SH DEFINED 15 5600 0 0
SALEM COMMUNICATIONS CORP DEL COMMON 794093104 24 1200 SH DEFINED 6 1200 0 0
SALESFORCE.COM INC COMMON 79466L302 471 23000 SH DEFINED 1 23000 0 0
SALOMON BROTHERS EM MK IN II C COMMON 794910109 3 200 SH DEFINED 24 0 0 200
SALOMON BROS MUNI PARTNRS II C COMMON 794918102 20 1500 SH DEFINED 24 0 0 1500
SALIVA DIAGNOSTIC SYSTEMS COMMON 795427301 0 184 SH DEFINED 6 184 0 0
SALIX PHARMACEUTICALS LTD COMMON 795435106 2359 133600 SH DEFINED 1 133600 0 0
SALIX PHARMACEUTICALS LTD COMMON 795435106 874 49500 SH DEFINED 11,2 49500 0 0
SALOMON BROS 2008 WW$ GVT TR C COMMON 79548R103 11 1000 SH DEFINED 24 0 0 1000
SAN JUAN BASIN ROYALTY TRUST COMMON 798241105 42 1000 SH DEFINED 24 0 0 1000
SANDERSON FARMS INC COMMON 800013104 5821 128100 SH DEFINED 1 128100 0 0
SANDERSON FARMS INC COMMON 800013104 0 0 SH DEFINED 15 0 0 0
SANDISK CORP COMMON 80004C101 14245 600300 SH DEFINED 1 600300 0 0
SANDISK CORP COMMON 80004C101 268 11300 SH DEFINED 15 11300 0 0
SANDISK CORP COMMON 80004C101 102 4300 SH DEFINED 15,8 4300 0 0
SANDISK CORP COMMON 80004C101 4 150 SH DEFINED 4 150 0 0
SANDISK CORP COMMON 80004C101 720 30335 SH DEFINED 6 17935 0 12400
SANDISK CORP COMMON 80004C101 106 4469 SH DEFINED 8 4469 0 0
SANDY SPRING BANCORP INC COMMON 800363103 462 13200 SH DEFINED 15 7500 0 5700
SANDY SPRING BANCORP INC COMMON 800363103 11 300 SH DEFINED 15,14 300 0 0
SANDY SPRING BANCORP INC COMMON 800363103 119 3400 SH DEFINED 5,15 3400 0 0
SANMINA- SCI CORP COMMON 800907107 24761 4526750 SH DEFINED 9 4526750 0 0
SANMINA- SCI CORP COMMON 800907107 1312 239877 SH DEFINED 9,22 239877 0 0
SANMINA- SCI CORP COMMON 800907107 279 51040 SH DEFINED 15 51040 0 0
SANMINA- SCI CORP COMMON 800907107 2188 400000 SH DEFINED 3 400000 0 0
SANMINA- SCI CORP COMMON 800907107 104 19082 SH DEFINED 8 19082 0 0
SANOFI-AVENTIS ADR COMMON 80105N105 54048 1318560 SH DEFINED 1 1318560 0 0
SANOFI-AVENTIS ADR COMMON 80105N105 635 15500 SH DEFINED 11,2 15500 0 0
SANOFI-AVENTIS ADR COMMON 80105N105 4723 115221 SH DEFINED 15 115221 0 0
SANOFI-AVENTIS ADR COMMON 80105N105 11104 270900 SH DEFINED 15,22 270900 0 0
SANOFI-AVENTIS ADR COMMON 80105N105 3246 79200 SH DEFINED 2 79200 0 0
SANOFI-AVENTIS ADR COMMON 80105N105 28 672 SH DEFINED 24 522 0 150
SANOFI-AVENTIS ADR COMMON 80105N105 15943 388950 SH DEFINED 3 388950 0 0
SANOFI-AVENTIS ADR COMMON 80105N105 33970 828729 SH DEFINED 4 828729 0 0
BANCO SANTANDER P R SAN JUAN COMMON 802809103 1174 46840 SH DEFINED 15 25940 0 20900
BANCO SANTANDER P R SAN JUAN COMMON 802809103 25 1000 SH DEFINED 15,14 1000 0 0
BANCO SANTANDER P R SAN JUAN COMMON 802809103 343 13700 SH DEFINED 5,15 13700 0 0
SANTARUS INC COMMON 802817304 8 2000 SH DEFINED 24 0 0 2000
SAP AG ADR COMMON 803054204 7188 166000 SH DEFINED 1 166000 0 0
SAP AG ADR COMMON 803054204 2226 51400 SH DEFINED 15,22 51400 0 0
SAP AG ADR COMMON 803054204 3377 78000 SH DEFINED 20 78000 0 0
SAP AG ADR COMMON 803054204 17 400 SH DEFINED 6 400 0 0
SAPIENT CORP COMMON 803062108 13512 1703900 SH DEFINED 1 1703900 0 0
SAPIENT CORP COMMON 803062108 122 15400 SH DEFINED 15,22 15400 0 0
SAPIENT CORP COMMON 803062108 3980 501900 SH DEFINED 2 501900 0 0
SARA LEE CORP COMMON 803111103 12339 622885 SH DEFINED 1 69000 0 553885
SARA LEE CORP COMMON 803111103 2263 114260 SH DEFINED 15 108760 0 5500
SARA LEE CORP COMMON 803111103 349 17600 SH DEFINED 15,8 17600 0 0
SARA LEE CORP COMMON 803111103 1768 89240 SH DEFINED 24 61050 0 28190
SARA LEE CORP COMMON 803111103 403 20364 SH DEFINED 6 20364 0 0
SARA LEE CORP COMMON 803111103 482 24325 SH DEFINED 8 24325 0 0
SATYAM COMPUTER SERVICE ADR COMMON 804098101 95 3645 SH DEFINED 24 215 0 3430
SATYAM COMPUTER SERVICE ADR COMMON 804098101 9875 379793 SH DEFINED 6 379793 0 0
SAUL CTRS INC COMMON 804395101 3003 82600 SH DEFINED 15 49700 0 32900
SAUL CTRS INC COMMON 804395101 55 1500 SH DEFINED 15,14 1500 0 0
SAUL CTRS INC COMMON 804395101 760 20900 SH DEFINED 5,15 20900 0 0
SAVIENT PHARMACEUTICALS INC COMMON 80517Q100 44 10000 SH DEFINED 1 10000 0 0
SAVIENT PHARMACEUTICALS INC COMMON 80517Q100 221 50000 SH DEFINED 11,2 50000 0 0
SAVIENT PHARMACEUTICALS INC COMMON 80517Q100 11 2500 SH DEFINED 24 0 0 2500
SCANA CORP COMMON 80589M102 5847 136900 SH DEFINED 1 136900 0 0
SCANA CORP COMMON 80589M102 43 1000 SH DEFINED 24 1000 0 0
SCANA CORP COMMON 80589M102 255 5963 SH DEFINED 6 5963 0 0
SCHEIN HENRY INC COMMON 806407102 32764 789115 SH DEFINED 1 789115 0 0
SCHEIN HENRY INC COMMON 806407102 288 6935 SH DEFINED 15 235 0 6700
SCHEIN HENRY INC COMMON 806407102 1773 42700 SH DEFINED 2 34500 0 8200
SCHERING AG ADR COMMON 806585204 2 28 SH DEFINED 4 28 0 0
SCHERING-PLOUGH CORPORATION COMMON 806605101 21176 1111000 SH DEFINED 1 24700 0 1086300
SCHERING-PLOUGH CORPORATION COMMON 806605101 3995 209600 SH DEFINED 9,15 209600 0 0
SCHERING-PLOUGH CORPORATION COMMON 806605101 1172 61500 SH DEFINED 12 61500 0 0
SCHERING-PLOUGH CORPORATION COMMON 806605101 416 21800 SH DEFINED 12,14 21800 0 0
SCHERING-PLOUGH CORPORATION COMMON 806605101 27118 1422789 SH DEFINED 15 1404438 0 13391
SCHERING-PLOUGH CORPORATION COMMON 806605101 396 20800 SH DEFINED 15,8 20800 0 0
SCHERING-PLOUGH CORPORATION COMMON 806605101 24381 1279190 SH DEFINED 24 282978 0 996212
SCHERING-PLOUGH CORPORATION COMMON 806605101 661 34700 SH DEFINED 5,15 0 0 34700
SCHERING-PLOUGH CORPORATION COMMON 806605101 1262 66235 SH DEFINED 6 66235 0 0
SCHERING-PLOUGH CORP CONVERT 806605606 2325 45610 SH DEFINED 24 1500 0 44110
SCHLUMBERGER LTD COMMON 806857108 167714 2208510 SH DEFINED 1 2208510 0 0
SCHLUMBERGER LTD COMMON 806857108 301 3970 SH DEFINED 9,15 3970 0 0
SCHLUMBERGER LTD COMMON 806857108 43818 577008 SH DEFINED 15 313258 0 261220
SCHLUMBERGER LTD COMMON 806857108 3645 48000 SH DEFINED 15,14 48000 0 0
SCHLUMBERGER LTD COMMON 806857108 1208 15910 SH DEFINED 15,22 15910 0 0
SCHLUMBERGER LTD COMMON 806857108 12834 169000 SH DEFINED 2 169000 0 0
SCHLUMBERGER LTD COMMON 806857108 608 8000 SH DEFINED 23 8000 0 0
SCHLUMBERGER LTD COMMON 806857108 36979 486955 SH DEFINED 24 109560 0 377395
SCHLUMBERGER LTD COMMON 806857108 487 6416 SH DEFINED 4 6416 0 0
SCHLUMBERGER LTD COMMON 806857108 15055 198252 SH DEFINED 6 198252 0 0
SCHLUMBERGER LTD COMMON 806857108 1388 18274 SH DEFINED 8 18274 0 0
SCHLUMBERGER LTD CVT(SLB) 1.5 CONVERT 806857AC2 22950 20000000 SH DEFINED 15 2975000 0 17025000
SCHOLASTIC CORP COMMON 807066105 138 3568 SH DEFINED 23 3568 0 0
SCHOLASTIC CORP COMMON 807066105 6 150 SH DEFINED 24 0 0 150
SCHOLASTIC CORP COMMON 807066105 113 2925 SH DEFINED 6 950 700 1275
SCHOLASTIC CORP COMMON 807066105 29 759 SH DEFINED 8 759 0 0
SCHWAB (CHARLES) CORP COMMON 808513105 1248 110607 SH DEFINED 15 110607 0 0
SCHWAB (CHARLES) CORP COMMON 808513105 1437 127374 SH DEFINED 24 5325 0 122049
SCHWAB (CHARLES) CORP COMMON 808513105 774 68600 SH DEFINED 6 68600 0 0
SCHWAB (CHARLES) CORP COMMON 808513105 433 38349 SH DEFINED 8 38349 0 0
SCHWEITZER-MAUDUIT INTL INC COMMON 808541106 8 252 SH DEFINED 6 252 0 0
SCICLONE PHARMACEUTICALS INC COMMON 80862K104 4 1000 SH DEFINED 24 1000 0 0
SCIENTIFIC-ATLANTA INC COMMON 808655104 54550 1639620 SH DEFINED 1 1639620 0 0
SCIENTIFIC-ATLANTA INC COMMON 808655104 1337 40200 SH DEFINED 9,15 40200 0 0
SCIENTIFIC-ATLANTA INC COMMON 808655104 21567 648234 SH DEFINED 15 568934 0 63000
SCIENTIFIC-ATLANTA INC COMMON 808655104 3011 90500 SH DEFINED 15,22 90500 0 0
SCIENTIFIC-ATLANTA INC COMMON 808655104 1041 31300 SH DEFINED 15,8 31300 0 0
SCIENTIFIC-ATLANTA INC COMMON 808655104 2229 67000 SH DEFINED 2 54000 0 13000
SCIENTIFIC-ATLANTA INC COMMON 808655104 301 9045 SH DEFINED 24 0 0 9045
SCIENTIFIC-ATLANTA INC COMMON 808655104 233 7000 SH DEFINED 5,15 7000 0 0
SCIENTIFIC-ATLANTA INC COMMON 808655104 100 3000 SH DEFINED 6 3000 0 0
SCIENTIFIC-ATLANTA INC COMMON 808655104 196 5890 SH DEFINED 8 5890 0 0
SCIENTIFIC GAMES CORP-A COMMON 80874P109 19013 706000 SH DEFINED 1 706000 0 0
SCIENTIFIC GAMES CORP-A COMMON 80874P109 108 4000 SH DEFINED 6 4000 0 0
SCOR ADR COMMON 80917Q106 10 5000 SH DEFINED 24 0 0 5000
SCOTTISH POWER PLC ADR COMMON 81013T705 0 0 SH DEFINED 12 0 0 0
SCOTTISH POWER PLC ADR COMMON 81013T705 1720 48327 SH DEFINED 15 18146 0 30181
SCOTTISH POWER PLC ADR COMMON 81013T705 123 3447 SH DEFINED 24 0 0 3447
SCOTTS MIRACLE-GRO CO/THE COMMON 810186106 58394 820020 SH DEFINED 1 819600 0 420
SCOTTS MIRACLE-GRO CO/THE COMMON 810186106 121 1700 SH DEFINED 1,3 1700 0 0
SCOTTS MIRACLE-GRO CO/THE COMMON 810186106 1246 17500 SH DEFINED 15 17500 0 0
SCOTTS MIRACLE-GRO CO/THE COMMON 810186106 9222 129500 SH DEFINED 2 129500 0 0
SCOTTS MIRACLE-GRO CO/THE COMMON 810186106 36853 517532 SH DEFINED 4 517532 0 0
SCOTTS MIRACLE-GRO CO/THE COMMON 810186106 228 3200 SH DEFINED 5,2 3200 0 0
SCOTTS MIRACLE-GRO CO/THE COMMON 810186106 43 600 SH DEFINED 6 0 0 600
SCRIPPS E W CO OHIO COMMON 811054204 8054 165050 SH DEFINED 1 165050 0 0
SCRIPPS E W CO OHIO COMMON 811054204 991 20300 SH DEFINED 15,14 20300 0 0
SCRIPPS E W CO OHIO COMMON 811054204 20 400 SH DEFINED 2 400 0 0
SCRIPPS E W CO OHIO COMMON 811054204 49 1000 SH DEFINED 24 0 0 1000
SCRIPPS E W CO OHIO COMMON 811054204 190 3900 SH DEFINED 6 2800 1100 0
SCUDDER MUNICIPAL INCOME TRS C COMMON 81118R604 8 600 SH DEFINED 24 0 0 600
SCUDDER RREEF REAL ESTATE CF COMMON 81119Q100 2647 120700 SH DEFINED 15 120700 0 0
SEABOARD CORP COMMON 811543107 4826 2900 SH DEFINED 1 2900 0 0
SEACOAST BANKING CORP FL COMMON 811707306 65 3300 SH DEFINED 24 0 0 3300
SEACOR SMIT INC COMMON 811904101 39 600 SH DEFINED 6 125 175 300
SEALED AIR CORP COMMON 81211K100 403 8096 SH DEFINED 15 8096 0 0
SEALED AIR CORP COMMON 81211K100 298 5983 SH DEFINED 24 0 0 5983
SEALED AIR CORP COMMON 81211K100 32 645 SH DEFINED 8 645 0 0
SEALED AIR CORP(SEE)144A CVT 3 CONVERT 81211KAG5 21851 22100000 SH DEFINED 15 3250000 0 18850000
SEARS HOLDING CORP COMMON 812350106 10314 68818 SH DEFINED 1 68818 0 0
SEARS HOLDING CORP COMMON 812350106 23585 157372 SH DEFINED 1,2 157372 0 0
SEARS HOLDING CORP COMMON 812350106 1409 9400 SH DEFINED 9 9400 0 0
SEARS HOLDING CORP COMMON 812350106 1081 7210 SH DEFINED 9,15 7210 0 0
SEARS HOLDING CORP COMMON 812350106 5309 35425 SH DEFINED 15 32825 0 2600
SEARS HOLDING CORP COMMON 812350106 901 6014 SH DEFINED 15,8 6014 0 0
SEARS HOLDING CORP COMMON 812350106 6626 44212 SH DEFINED 2 44212 0 0
SEARS HOLDING CORP COMMON 812350106 341 2272 SH DEFINED 23 2272 0 0
SEARS HOLDING CORP COMMON 812350106 28 188 SH DEFINED 24 69 0 119
SEARS HOLDING CORP COMMON 812350106 375 2500 SH DEFINED 8 2500 0 0
SEATTLE GENETICS INC /WA COMMON 812578102 5 1000 SH DEFINED 24 0 0 1000
MATERIALS SELECT SECTOR SPDR E COMMON 81369Y100 68 2490 SH DEFINED 24 0 0 2490
HEALTH CARE SELECT SECTOR ETF COMMON 81369Y209 127 4080 SH DEFINED 24 0 0 4080
AMEX CONSUMER STAPLES SPDR ETF COMMON 81369Y308 98 4310 SH DEFINED 24 0 0 4310
CONSUMER DISCRETIONARY SELT ET COMMON 81369Y407 22 670 SH DEFINED 2 670 0 0
CONSUMER DISCRETIONARY SELT ET COMMON 81369Y407 113 3450 SH DEFINED 24 0 0 3450
AMEX ENEGRY SELECT SPDR ETF COMMON 81369Y506 257 5780 SH DEFINED 24 0 0 5780
FINANCIAL SELECT SECTOR SPDR E COMMON 81369Y605 153 5200 SH DEFINED 24 0 0 5200
INDUSTRIAL SELECT SECT SPDR ET COMMON 81369Y704 62 2110 SH DEFINED 24 0 0 2110
TECHNOLOGY SELECT SECT SPDR ET COMMON 81369Y803 3934 197501 SH DEFINED 24 13700 0 183801
UTILITIES SELECT SECTOR SPDR E COMMON 81369Y886 565 17890 SH DEFINED 24 0 0 17890
SELECT COMFORT CORP COMMON 81616X103 1363 63600 SH DEFINED 1,3 63600 0 0
SELECT COMFORT CORP COMMON 81616X103 463 21600 SH DEFINED 9,2 21600 0 0
SELECTIVE INSURANCE GROUP COMMON 816300107 620 12505 SH DEFINED 6 11630 300 575
SEMTECH CORP COMMON 816850101 12949 777700 SH DEFINED 1 777700 0 0
SEMTECH CORP COMMON 816850101 889 53400 SH DEFINED 2 53400 0 0
SEMPRA ENERGY COMMON 816851109 12393 300000 SH DEFINED 1 300000 0 0
SEMPRA ENERGY COMMON 816851109 959 23223 SH DEFINED 15 23223 0 0
SEMPRA ENERGY COMMON 816851109 188 4542 SH DEFINED 24 3650 0 892
SEMPRA ENERGY COMMON 816851109 155 3750 SH DEFINED 6 3750 0 0
SEMPRA ENERGY COMMON 816851109 273 6613 SH DEFINED 8 6613 0 0
SENIOR HSG PPTYS TR COMMON 81721M109 32879 1738700 SH DEFINED 15 1611900 0 126800
SEPRACOR INC COMMON 817315104 58990 983000 SH DEFINED 1 983000 0 0
SEPRACOR INC COMMON 817315104 28505 475000 SH DEFINED 1,2 475000 0 0
SEPRACOR INC COMMON 817315104 594 9900 SH DEFINED 11,2 9900 0 0
SEPRACOR INC COMMON 817315104 4939 82300 SH DEFINED 15,22 82300 0 0
SEPRACOR INC COMMON 817315104 2748 45800 SH DEFINED 2 45800 0 0
SEPRACOR INC COMMON 817315104 300 5000 SH DEFINED 20 5000 0 0
SEPRACOR INC COMMON 817315104 5 89 SH DEFINED 4 89 0 0
SERACARE LIFE SCIENCES INC COMMON 81747Q100 4375 312749 SH DEFINED 18 0 0 312749
SERENA SOFTWARE INC COMMON 817492101 4298 222700 SH DEFINED 1 222700 0 0
SERENA SOFTWARE INC COMMON 817492101 446 23100 SH DEFINED 15 12400 0 10700
SERENA SOFTWARE INC COMMON 817492101 10 500 SH DEFINED 15,14 500 0 0
SERENA SOFTWARE INC COMMON 817492101 52 2700 SH DEFINED 5,15 2700 0 0
SEROLOGICALS CORP COMMON 817523103 10881 512043 SH DEFINED 1 512043 0 0
SEROLOGICALS CORP COMMON 817523103 210 9900 SH DEFINED 11,2 9900 0 0
SEROLOGICALS CORP COMMON 817523103 5038 237100 SH DEFINED 15 124300 0 112800
SEROLOGICALS CORP COMMON 817523103 113 5300 SH DEFINED 15,14 5300 0 0
SEROLOGICALS CORP COMMON 817523103 1638 77100 SH DEFINED 15,22 77100 0 0
SEROLOGICALS CORP COMMON 817523103 691 32500 SH DEFINED 2 32500 0 0
SEROLOGICALS CORP COMMON 817523103 635 29900 SH DEFINED 5,15 29900 0 0
SERVICE CORP INTERNATIONAL COMMON 817565104 62919 7845200 SH DEFINED 1 7845200 0 0
SERVICE CORP INTERNATIONAL COMMON 817565104 171 21300 SH DEFINED 1,3 21300 0 0
SERVICE CORP INTERNATIONAL COMMON 817565104 7130 889000 SH DEFINED 2 889000 0 0
SERVICE CORP INTERNATIONAL COMMON 817565104 14273 1779700 SH DEFINED 3 1779700 0 0
SERVICE CORP INTERNATIONAL COMMON 817565104 3 432 SH DEFINED 4 432 0 0
SERVICE CORP INTERNATIONAL COMMON 817565104 332 41400 SH DEFINED 5,2 41400 0 0
SERVICEMASTER COMPANY COMMON 81760N109 31 2280 SH DEFINED 15 2280 0 0
SERVICEMASTER COMPANY COMMON 81760N109 544 40600 SH DEFINED 15 39200 0 1400
SERVICEMASTER COMPANY COMMON 81760N109 268 19996 SH DEFINED 15,8 19996 0 0
SERVICEMASTER COMPANY COMMON 81760N109 547 40836 SH DEFINED 24 25969 0 14867
SERVICEMASTER COMPANY COMMON 81760N109 45 3384 SH DEFINED 6 3384 0 0
SERVICEMASTER COMPANY COMMON 81760N109 201 14982 SH DEFINED 8 14982 0 0
7-ELEVEN INC COMMON 817826209 106 3500 SH DEFINED 15 3500 0 0
SHANDA INTERACTIVE ENTER-ADR COMMON 81941Q203 6812 185150 SH DEFINED 1 185150 0 0
SHAW GROUP INC COMMON 820280105 27 1275 SH DEFINED 6 275 350 650
SHAW COMMUNICATIONS INC CL B C COMMON 82028K200 199301 9573500 SH DEFINED 3 9573500 0 0
SHAW COMMUNICATIONS INC CL B C COMMON 82028K200 232 11159 SH DEFINED 8 11159 0 0
SHELL TRANSPORT & TRADING CO A COMMON 822703609 64695 1114275 SH DEFINED 12 1014535 0 99740
SHELL TRANSPORT & TRADING CO A COMMON 822703609 25780 444032 SH DEFINED 15 390747 0 53285
SHELL TRANSPORT & TRADING CO A COMMON 822703609 472 8131 SH DEFINED 24 4498 0 3633
SHELL TRANSPORT & TRADING CO A COMMON 822703609 9861 169850 SH DEFINED 5,12 169850 0 0
SHELL TRANSPORT & TRADING CO A COMMON 822703609 383 6600 SH DEFINED 6 6600 0 0
SHERWIN-WILLIAMS CO COMMON 824348106 45597 968305 SH DEFINED 1 967420 0 885
SHERWIN-WILLIAMS CO COMMON 824348106 122 2600 SH DEFINED 1,3 2600 0 0
SHERWIN-WILLIAMS CO COMMON 824348106 207 4400 SH DEFINED 9 4400 0 0
SHERWIN-WILLIAMS CO COMMON 824348106 2077 44100 SH DEFINED 9,15 44100 0 0
SHERWIN-WILLIAMS CO COMMON 824348106 20371 432602 SH DEFINED 15 389902 0 42700
SHERWIN-WILLIAMS CO COMMON 824348106 320 6800 SH DEFINED 15,14 6800 0 0
SHERWIN-WILLIAMS CO COMMON 824348106 1818 38600 SH DEFINED 15,8 38600 0 0
SHERWIN-WILLIAMS CO COMMON 824348106 5236 111200 SH DEFINED 2 111200 0 0
SHERWIN-WILLIAMS CO COMMON 824348106 749 15896 SH DEFINED 23 15896 0 0
SHERWIN-WILLIAMS CO COMMON 824348106 127 2700 SH DEFINED 24 1300 0 1400
SHERWIN-WILLIAMS CO COMMON 824348106 117871 2503100 SH DEFINED 3 2503100 0 0
SHERWIN-WILLIAMS CO COMMON 824348106 3494 74200 SH DEFINED 3,22 74200 0 0
SHERWIN-WILLIAMS CO COMMON 824348106 796 16900 SH DEFINED 5,15 16900 0 0
SHERWIN-WILLIAMS CO COMMON 824348106 240 5100 SH DEFINED 5,2 5100 0 0
SHERWIN-WILLIAMS CO COMMON 824348106 496 10526 SH DEFINED 6 9126 1400 0
SHERWIN-WILLIAMS CO COMMON 824348106 170 3600 SH DEFINED 7 3600 0 0
SHERWIN-WILLIAMS CO COMMON 824348106 1388 29485 SH DEFINED 8 29485 0 0
SHERWIN-WILLIAMS CO COMMON 824348106 90 1902 SH DEFINED 8,10 1902 0 0
SHINHAN FINANCIAL GRP ADR COMMON 824596100 440 8400 SH DEFINED 9,15 8400 0 0
SHINHAN FINANCIAL GRP ADR COMMON 824596100 447 8530 SH DEFINED 7 8530 0 0
SHIRE PHARMACEUTICALS GRP PLC COMMON 82481R106 74435 2269360 SH DEFINED 1 2269360 0 0
SHIRE PHARMACEUTICALS GRP PLC COMMON 82481R106 22960 700000 SH DEFINED 1,2 700000 0 0
SHIRE PHARMACEUTICALS GRP PLC COMMON 82481R106 253 7700 SH DEFINED 11,2 7700 0 0
SHIRE PHARMACEUTICALS GRP PLC COMMON 82481R106 6678 203600 SH DEFINED 15,22 203600 0 0
SHIRE PHARMACEUTICALS GRP PLC COMMON 82481R106 5371 163750 SH DEFINED 2 163750 0 0
SHIRE PHARMACEUTICALS GRP PLC COMMON 82481R106 190 5800 SH DEFINED 20 5800 0 0
SHIRE PHARMACEUTICALS GRP PLC COMMON 82481R106 1361 41492 SH DEFINED 4 41492 0 0
SHIRE PHARMACEUTICALS GRP PLC COMMON 82481R106 358 10900 SH DEFINED 6 10900 0 0
SHUFFLE MASTER INC COMMON 825549108 5042 179875 SH DEFINED 15 97200 0 82675
SHUFFLE MASTER INC COMMON 825549108 121 4300 SH DEFINED 15,14 4300 0 0
SHUFFLE MASTER INC COMMON 825549108 956 34100 SH DEFINED 5,15 34100 0 0
SHURGARD STORAGE CENTERS INC R COMMON 82567D104 5334 116055 SH DEFINED 15 54300 0 61755
SIEBEL SYSTEMS INC COMMON 826170102 447 50184 SH DEFINED 15 50184 0 0
SIEBEL SYSTEMS INC COMMON 826170102 53 5965 SH DEFINED 24 0 0 5965
SIEBEL SYSTEMS INC COMMON 826170102 5 600 SH DEFINED 6 600 0 0
SIEBEL SYSTEMS INC COMMON 826170102 153 17168 SH DEFINED 8 17168 0 0
SIEMENS AG ADR COMMON 826197501 198 2730 SH DEFINED 6 2730 0 0
SIERRA HEALTH SERVICES COMMON 826322109 13849 193800 SH DEFINED 1 193800 0 0
SIERRA HEALTH SERVICES COMMON 826322109 522 7300 SH DEFINED 9 7300 0 0
SIERRA HEALTH SERVICES COMMON 826322109 9161 128200 SH DEFINED 15 66600 0 61600
SIERRA HEALTH SERVICES COMMON 826322109 207 2900 SH DEFINED 15,14 2900 0 0
SIERRA HEALTH SERVICES COMMON 826322109 50 700 SH DEFINED 24 40 0 660
SIERRA HEALTH SERVICES COMMON 826322109 1079 15100 SH DEFINED 5,15 15100 0 0
SIERRA HEALTH SERVICES COMMON 826322109 5013 70157 SH DEFINED 6 70157 0 0
SIERRA PAC RES COMMON 826428104 6432 516600 SH DEFINED 15 294400 0 222200
SIERRA PAC RES COMMON 826428104 131 10500 SH DEFINED 15,14 10500 0 0
SIERRA PAC RES COMMON 826428104 2272 182500 SH DEFINED 5,15 182500 0 0
SIERRA PAC RES COMMON 826428104 41 3275 SH DEFINED 6 650 1125 1500
SIGMA-ALDRICH COMMON 826552101 72567 1294920 SH DEFINED 1 1294920 0 0
SIGMA-ALDRICH COMMON 826552101 196 3500 SH DEFINED 1,3 3500 0 0
SIGMA-ALDRICH COMMON 826552101 2673 47705 SH DEFINED 15 41305 0 6400
SIGMA-ALDRICH COMMON 826552101 656 11700 SH DEFINED 15,8 11700 0 0
SIGMA-ALDRICH COMMON 826552101 7924 141400 SH DEFINED 2 141400 0 0
SIGMA-ALDRICH COMMON 826552101 118 2100 SH DEFINED 23 2100 0 0
SIGMA-ALDRICH COMMON 826552101 115 2048 SH DEFINED 24 0 0 2048
SIGMA-ALDRICH COMMON 826552101 203885 3638200 SH DEFINED 3 3638200 0 0
SIGMA-ALDRICH COMMON 826552101 2791 49800 SH DEFINED 3,22 49800 0 0
SIGMA-ALDRICH COMMON 826552101 34255 611253 SH DEFINED 4 611253 0 0
SIGMA-ALDRICH COMMON 826552101 381 6800 SH DEFINED 5,2 6800 0 0
SIGMA-ALDRICH COMMON 826552101 101 1800 SH DEFINED 6 1800 0 0
SIGMA-ALDRICH COMMON 826552101 181 3230 SH DEFINED 8 3230 0 0
SIGMATEL INC COMMON 82661W107 9534 555600 SH DEFINED 1 555600 0 0
SIGMATEL INC COMMON 82661W107 2801 163200 SH DEFINED 15 85600 0 77600
SIGMATEL INC COMMON 82661W107 62 3600 SH DEFINED 15,14 3600 0 0
SIGMATEL INC COMMON 82661W107 199 11600 SH DEFINED 15,22 11600 0 0
SIGMATEL INC COMMON 82661W107 1874 109200 SH DEFINED 2 109200 0 0
SIGMATEL INC COMMON 82661W107 42 2450 SH DEFINED 24 140 0 2310
SIGMATEL INC COMMON 82661W107 386 22500 SH DEFINED 5,15 22500 0 0
SIGMATEL INC COMMON 82661W107 4159 242352 SH DEFINED 6 242352 0 0
SIGNATURE BANK COMMON COMMON 82669G104 21682 888600 SH DEFINED 1 888600 0 0
SIGNATURE BANK COMMON COMMON 82669G104 229 9400 SH DEFINED 15 0 0 9400
SIGNATURE BANK COMMON COMMON 82669G104 2467 101100 SH DEFINED 2 90000 0 11100
SIGNATURE BANK COMMON COMMON 82669G104 58 2388 SH DEFINED 24 0 0 2388
SILICON LABORATORIES COMMON 826919102 1822 69500 SH DEFINED 1 69500 0 0
SILICON LABORATORIES COMMON 826919102 4 150 SH DEFINED 6 150 0 0
SILGAN HOLDINGS INC COMMON 827048109 3239 57600 SH DEFINED 15 32500 0 25100
SILGAN HOLDINGS INC COMMON 827048109 67 1200 SH DEFINED 15,14 1200 0 0
SILGAN HOLDINGS INC COMMON 827048109 984 17500 SH DEFINED 5,15 17500 0 0
SILICONWARE PRECISION ADR COMMON 827084864 475 96690 SH DEFINED 7 96690 0 0
SILVER STANDARD RESOURCES COMMON 82823L106 6 500 SH DEFINED 6 500 0 0
SIMMONS FIRST NATIONAL CORP CL COMMON 828730200 661 24400 SH DEFINED 15 13900 0 10500
SIMMONS FIRST NATIONAL CORP CL COMMON 828730200 14 500 SH DEFINED 15,14 500 0 0
SIMMONS FIRST NATIONAL CORP CL COMMON 828730200 184 6800 SH DEFINED 5,15 6800 0 0
SIMON PROPERTY GROUP INC REIT COMMON 828806109 5893 81300 SH DEFINED 15 81260 0 40
SIMON PROPERTY GROUP INC REIT COMMON 828806109 217 3000 SH DEFINED 9 3000 0 0
SIMON PROPERTY GROUP INC REIT COMMON 828806109 4480 61800 SH DEFINED 9,15 61800 0 0
SIMON PROPERTY GROUP INC REIT COMMON 828806109 363218 5010594 SH DEFINED 15 3829378 0 1090314
SIMON PROPERTY GROUP INC REIT COMMON 828806109 341 4700 SH DEFINED 15,14 4700 0 0
SIMON PROPERTY GROUP INC REIT COMMON 828806109 29 400 SH DEFINED 24 0 0 400
SIMON PROPERTY GROUP INC REIT COMMON 828806109 24387 336414 SH DEFINED 5,15 336414 0 0
SIMON PROPERTY GROUP INC REIT COMMON 828806109 326 4500 SH DEFINED 6 4500 0 0
SIMON PROPERTY GROUP LP CVP(SP CONVERT 828806802 25 408 SH DEFINED 15 12 0 396
SINCLAIR BROADCAST GROUP INC COMMON 829226109 5183 570838 SH DEFINED 1 570838 0 0
SINCLAIR BROADCAST GROUP INC COMMON 829226109 2585 284700 SH DEFINED 15 159400 0 125300
SINCLAIR BROADCAST GROUP INC COMMON 829226109 695 76520 SH DEFINED 15,14 76520 0 0
SINCLAIR BROADCAST GROUP INC COMMON 829226109 13 1450 SH DEFINED 2 1450 0 0
SINCLAIR BROADCAST GROUP INC COMMON 829226109 765 84200 SH DEFINED 5,15 84200 0 0
SIRIUS SATELLITE RADIO INC COMMON 82966U103 19 3000 SH DEFINED 24 0 0 3000
SIRIUS SATELLITE RADIO INC COMMON 82966U103 4 544 SH DEFINED 6 544 0 0
SIRF TECHNOLOGY HOLDINGS INC COMMON 82967H101 2077 117500 SH DEFINED 15 63800 0 53700
SIRF TECHNOLOGY HOLDINGS INC COMMON 82967H101 44 2500 SH DEFINED 15,14 2500 0 0
SIRF TECHNOLOGY HOLDINGS INC COMMON 82967H101 550 31100 SH DEFINED 5,15 31100 0 0
SIRVA INC COMMON 82967Y104 12197 1433300 SH DEFINED 1 1433300 0 0
SIRVA INC COMMON 82967Y104 448 52700 SH DEFINED 2 52700 0 0
SKECHERS USA INC CL A COMMON 830566105 734 51500 SH DEFINED 15 28500 0 23000
SKECHERS USA INC CL A COMMON 830566105 16 1100 SH DEFINED 15,14 1100 0 0
SKECHERS USA INC CL A COMMON 830566105 91 6400 SH DEFINED 5,15 6400 0 0
SKY FINL GROUP INC COMMON 83080P103 37 1300 SH DEFINED 6 0 0 1300
SKYWORKS SOLUTIONS INC COMMON 83088M102 29 4000 SH DEFINED 4 4000 0 0
SKYWORKS SOLUTIONS INC COMMON 83088M102 21 2800 SH DEFINED 6 2800 0 0
SMART & FINAL INC COMMON 831683107 682 55700 SH DEFINED 15 28700 0 27000
SMART & FINAL INC COMMON 831683107 15 1200 SH DEFINED 15,14 1200 0 0
SMART & FINAL INC COMMON 831683107 85 6900 SH DEFINED 5,15 6900 0 0
SMART & FINAL INC COMMON 831683107 29 2350 SH DEFINED 6 2350 0 0
SMITH & NEPHEW PLC ADR COMMON 83175M205 20 400 SH DEFINED 24 0 0 400
SMITH & NEPHEW PLC ADR COMMON 83175M205 477 9645 SH DEFINED 4 9645 0 0
SMITH INTERNATIONAL INC COMMON 832110100 140752 2209600 SH DEFINED 1 2209600 0 0
SMITH INTERNATIONAL INC COMMON 832110100 37526 589100 SH DEFINED 1,2 589100 0 0
SMITH INTERNATIONAL INC COMMON 832110100 166 2600 SH DEFINED 1,3 2600 0 0
SMITH INTERNATIONAL INC COMMON 832110100 862 13533 SH DEFINED 15 13533 0 0
SMITH INTERNATIONAL INC COMMON 832110100 1338 21000 SH DEFINED 15,14 21000 0 0
SMITH INTERNATIONAL INC COMMON 832110100 7329 115050 SH DEFINED 2 115050 0 0
SMITH INTERNATIONAL INC COMMON 832110100 27357 429468 SH DEFINED 4 429468 0 0
SMITH INTERNATIONAL INC COMMON 832110100 319 5000 SH DEFINED 5,2 5000 0 0
SMITH INTERNATIONAL INC COMMON 832110100 280 4390 SH DEFINED 6 4390 0 0
SMITH INTERNATIONAL INC COMMON 832110100 240 3765 SH DEFINED 8 3765 0 0
SMITHFIELD FOODS INC COMMON 832248108 43 1595 SH DEFINED 6 195 0 1400
JM SMUCKER CO COMMON 832696405 49 1034 SH DEFINED 24 180 0 854
JM SMUCKER CO COMMON 832696405 2 39 SH DEFINED 6 39 0 0
SNAP-ON INC COMMON 833034101 3228 94100 SH DEFINED 1 94100 0 0
SNAP-ON INC COMMON 833034101 192 5587 SH DEFINED 15 5587 0 0
SOLECTRON CORP COMMON 834182107 363 95893 SH DEFINED 15 95893 0 0
SOLECTRON CORP COMMON 834182107 4 1144 SH DEFINED 24 0 0 1144
SOLECTRON CORP COMMON 834182107 13 3560 SH DEFINED 4 3560 0 0
SOLECTRON CORP COMMON 834182107 27 7132 SH DEFINED 8 7132 0 0
SOLUTIA INC COMMON 834376105 0 200 SH DEFINED 24 0 0 200
SOLUTIA INC COMMON 834376105 0 142 SH DEFINED 6 142 0 0
SOMANETICS CORP COMMON 834445405 317 14100 SH DEFINED 15 7300 0 6800
SOMANETICS CORP COMMON 834445405 7 300 SH DEFINED 15,14 300 0 0
SOMANETICS CORP COMMON 834445405 38 1700 SH DEFINED 5,15 1700 0 0
SONESTA INTL HOTELS -CL A COMMON 835438409 169 5639 SH DEFINED 6 5639 0 0
SONIC CORP COMMON 835451105 15869 519800 SH DEFINED 1 519800 0 0
SONIC CORP COMMON 835451105 5064 165875 SH DEFINED 2 165875 0 0
SONIC CORP COMMON 835451105 24 800 SH DEFINED 24 800 0 0
SONIC AUTOMOTIVE INC COMMON 83545G102 529 24900 SH DEFINED 15 13000 0 11900
SONIC AUTOMOTIVE INC COMMON 83545G102 11 500 SH DEFINED 15,14 500 0 0
SONIC AUTOMOTIVE INC COMMON 83545G102 57 2700 SH DEFINED 5,15 2700 0 0
SONIC AUTOMOTIVE INC COMMON 83545G102 298 14000 SH DEFINED 6 14000 0 0
SONIC SOLUTIONS COMMON 835460106 2582 138800 SH DEFINED 1 138800 0 0
SONICWALL INC COMMON 835470105 2164 401400 SH DEFINED 15 205700 0 195700
SONICWALL INC COMMON 835470105 47 8700 SH DEFINED 15,14 8700 0 0
SONICWALL INC COMMON 835470105 92 17000 SH DEFINED 24 0 0 17000
SONICWALL INC COMMON 835470105 269 49900 SH DEFINED 5,15 49900 0 0
SONOCO PRODUCTS CO COMMON 835495102 3 100 SH DEFINED 24 0 0 100
SONOSITE INC COMMON 83568G104 29457 949000 SH DEFINED 1 949000 0 0
SONOSITE INC COMMON 83568G104 4414 142200 SH DEFINED 15,22 142200 0 0
SONOSITE INC COMMON 83568G104 1856 59800 SH DEFINED 2 59800 0 0
SONOSITE INC COMMON 83568G104 84 2700 SH DEFINED 20 2700 0 0
SONY CORPORATION ADR COMMON 835699307 73627 2137841 SH DEFINED 1 2137841 0 0
SONY CORPORATION ADR COMMON 835699307 14085 408980 SH DEFINED 12 392445 0 16535
SONY CORPORATION ADR COMMON 835699307 0 0 SH DEFINED 12,14 0 0 0
SONY CORPORATION ADR COMMON 835699307 26922 781706 SH DEFINED 15 747445 0 34261
SONY CORPORATION ADR COMMON 835699307 334 9690 SH DEFINED 15,14 9690 0 0
SONY CORPORATION ADR COMMON 835699307 6 160 SH DEFINED 2 160 0 0
SONY CORPORATION ADR COMMON 835699307 856 24860 SH DEFINED 24 16240 0 8620
SOTHEBYS HLDGS INC COMMON 835898107 843 61500 SH DEFINED 1 61500 0 0
SOTHEBYS HLDGS INC COMMON 835898107 854 62300 SH DEFINED 15 35500 0 26800
SOTHEBYS HLDGS INC COMMON 835898107 18 1300 SH DEFINED 15,14 1300 0 0
SOTHEBYS HLDGS INC COMMON 835898107 333 24300 SH DEFINED 5,15 24300 0 0
SONUS NETWORKS INC COMMON 835916107 49494 10376000 SH DEFINED 9 10376000 0 0
SONUS NETWORKS INC COMMON 835916107 1790 375200 SH DEFINED 9,22 375200 0 0
SONUS NETWORKS INC COMMON 835916107 19 4000 SH DEFINED 24 0 0 4000
SOURCE INTERLINK COS INC COMMON 836151209 4130 333900 SH DEFINED 1 333900 0 0
SOURCECORP INC COMMON 836167106 414 20900 SH DEFINED 15 10700 0 10200
SOURCECORP INC COMMON 836167106 10 500 SH DEFINED 15,14 500 0 0
SOURCECORP INC COMMON 836167106 52 2600 SH DEFINED 5,15 2600 0 0
SOUTH FINANCIAL GROUP COMMON 837841105 14733 518400 SH DEFINED 1 518400 0 0
SOUTH FINANCIAL GROUP COMMON 837841105 531 18700 SH DEFINED 2 18700 0 0
SOUTH FINANCIAL GROUP COMMON 837841105 34 1200 SH DEFINED 6 0 0 1200
SOUTH JERSEY INDUSTRIES COMMON 838518108 5525 90400 SH DEFINED 1 90400 0 0
SOUTHERN CO COMMON 842587107 8 240 SH DEFINED 15 240 0 0
SOUTHERN CO COMMON 842587107 2520 72678 SH DEFINED 15 72478 0 200
SOUTHERN CO COMMON 842587107 292 8415 SH DEFINED 24 5565 0 2850
SOUTHERN CO COMMON 842587107 396 11415 SH DEFINED 6 11415 0 0
SOUTHERN CO COMMON 842587107 785 22646 SH DEFINED 8 22646 0 0
SOUTHERN COMMUNITY FINANCIAL COMMON 842632101 10 1000 SH DEFINED 6 1000 0 0
SOUTHERN MIN CORP WTS COMMON 843367111 0 2358 SH DEFINED 24 0 0 2358
SOUTHERN UNION COMPANY COMMON 844030106 89 3625 SH DEFINED 6 625 1500 1500
SOUTHSIDE BANCSHARES INC COMMON 84470P109 375 18302 SH DEFINED 15 10786 0 7516
SOUTHSIDE BANCSHARES INC COMMON 84470P109 6 315 SH DEFINED 15,14 315 0 0
SOUTHSIDE BANCSHARES INC COMMON 84470P109 145 7056 SH DEFINED 5,15 7056 0 0
SOUTHWEST AIRLINES COMMON 844741108 7440 534100 SH DEFINED 1 534100 0 0
SOUTHWEST AIRLINES COMMON 844741108 17389 1248318 SH DEFINED 15 1042078 0 172140
SOUTHWEST AIRLINES COMMON 844741108 1159 83200 SH DEFINED 15,8 83200 0 0
SOUTHWEST AIRLINES COMMON 844741108 352 25300 SH DEFINED 2 25300 0 0
SOUTHWEST AIRLINES COMMON 844741108 92 6607 SH DEFINED 24 0 0 6607
SOUTHWEST AIRLINES COMMON 844741108 2 140 SH DEFINED 4 140 0 0
SOUTHWEST AIRLINES COMMON 844741108 298 21400 SH DEFINED 5,15 21400 0 0
SOUTHWEST AIRLINES COMMON 844741108 309 22164 SH DEFINED 6 22164 0 0
SOUTHWEST WATER CO COMMON 845331107 124 10500 SH DEFINED 24 10500 0 0
SOUTHWESTERN ENERGY COMPANY COMMON 845467109 78588 1672800 SH DEFINED 1 1672800 0 0
SOUTHWESTERN ENERGY COMPANY COMMON 845467109 226 4800 SH DEFINED 1,3 4800 0 0
SOUTHWESTERN ENERGY COMPANY COMMON 845467109 1476 31413 SH DEFINED 15 26913 0 4500
SOUTHWESTERN ENERGY COMPANY COMMON 845467109 10885 231700 SH DEFINED 2 226200 0 5500
SOUTHWESTERN ENERGY COMPANY COMMON 845467109 40641 865062 SH DEFINED 4 865062 0 0
SOUTHWESTERN ENERGY COMPANY COMMON 845467109 423 9000 SH DEFINED 5,2 9000 0 0
SOVEREIGN BANCORP INC COMMON 845905108 791 35397 SH DEFINED 15 35397 0 0
SOVEREIGN BANCORP INC COMMON 845905108 177045 7925000 SH DEFINED 3 7925000 0 0
SOVEREIGN BANCORP INC COMMON 845905108 214 9557 SH DEFINED 8 9557 0 0
SOVRAN SELF STORAGE INC REIT COMMON 84610H108 4396 96700 SH DEFINED 15 40600 0 56100
SOVRAN SELF STORAGE INC REIT COMMON 84610H108 41 900 SH DEFINED 15,14 900 0 0
SOVRAN SELF STORAGE INC REIT COMMON 84610H108 777 17100 SH DEFINED 5,15 17100 0 0
SPANISH BROADCASTING SYS INC COMMON 846425882 2611 261333 SH DEFINED 1 261333 0 0
SPANISH BROADCASTING SYS INC COMMON 846425882 2084 208600 SH DEFINED 15 109900 0 98700
SPANISH BROADCASTING SYS INC COMMON 846425882 405 40520 SH DEFINED 15,14 40520 0 0
SPANISH BROADCASTING SYS INC COMMON 846425882 6 630 SH DEFINED 2 630 0 0
SPANISH BROADCASTING SYS INC COMMON 846425882 290 29000 SH DEFINED 5,15 29000 0 0
SPARTAN STORES INC COMMON 846822104 711 48500 SH DEFINED 1 48500 0 0
SPARTAN STORES INC COMMON 846822104 817 55700 SH DEFINED 15 29000 0 26700
SPARTAN STORES INC COMMON 846822104 18 1200 SH DEFINED 15,14 1200 0 0
SPARTAN STORES INC COMMON 846822104 148 10100 SH DEFINED 5,15 10100 0 0
SPARTECH CORP COMMON 847220209 32 1825 SH DEFINED 6 1825 0 0
SPECTRALINK CORP COMMON 847580107 471 44800 SH DEFINED 3 44800 0 0
SPECTRALINK CORP COMMON 847580107 15303 1454662 SH DEFINED 3 1454662 0 0
SPECTRASITE INC COMMON 84761M104 42023 564600 SH DEFINED 1 564600 0 0
SPECTRASITE INC COMMON 84761M104 598 8040 SH DEFINED 15 2040 0 6000
SPECTRASITE INC COMMON 84761M104 3089 41500 SH DEFINED 2 35000 0 6500
SPECTRUM BRANDS INC COMMON 84762L105 111 3375 SH DEFINED 6 425 550 2400
SPECTRUM PHARMACEUTICALS INC COMMON 84763A108 1 200 SH DEFINED 24 0 0 200
SPEEDWAY MOTORSPORTS INC COMMON 847788106 9721 265900 SH DEFINED 1 265900 0 0
SPINNAKER EXPL CO COMMON 84855W109 2768 78000 SH DEFINED 1 78000 0 0
SPINNAKER EXPL CO COMMON 84855W109 31 875 SH DEFINED 6 875 0 0
SPIRIT FINANCE CORP COMMON 848568309 133 11300 SH DEFINED 15 11300 0 0
SPIRIT FINANCE CORP COMMON 848568309 11671 993300 SH DEFINED 15 946000 0 47300
SPORTS AUTHORITY INC COMMON 84917U109 432 13600 SH DEFINED 1 13600 0 0
SPRINT CORP (FON GROUP) COMMON 852061100 33673 1342105 SH DEFINED 15 1336635 0 5470
SPRINT CORP (FON GROUP) COMMON 852061100 2055 81900 SH DEFINED 9,15 81900 0 0
SPRINT CORP (FON GROUP) COMMON 852061100 21935 874241 SH DEFINED 15 826819 0 45297
SPRINT CORP (FON GROUP) COMMON 852061100 8846 352560 SH DEFINED 15,22 352560 0 0
SPRINT CORP (FON GROUP) COMMON 852061100 2118 84400 SH DEFINED 15,8 84400 0 0
SPRINT CORP (FON GROUP) COMMON 852061100 1390 55400 SH DEFINED 20 55400 0 0
SPRINT CORP (FON GROUP) COMMON 852061100 902 35965 SH DEFINED 24 500 0 35465
SPRINT CORP (FON GROUP) COMMON 852061100 409 16295 SH DEFINED 5,15 0 0 16295
SPRINT CORP (FON GROUP) COMMON 852061100 517 20600 SH DEFINED 6 20600 0 0
SPRINT CORP (FON GROUP) COMMON 852061100 591 23546 SH DEFINED 8 23546 0 0
SS&C TECHNOLOGIES COMMON 85227Q100 2623 82800 SH DEFINED 15 43500 0 39300
SS&C TECHNOLOGIES COMMON 85227Q100 57 1800 SH DEFINED 15,14 1800 0 0
SS&C TECHNOLOGIES COMMON 85227Q100 428 13500 SH DEFINED 5,15 13500 0 0
STAGE STORES INC COMMON 85254C305 5326 122150 SH DEFINED 1 122150 0 0
STAGE STORES INC COMMON 85254C305 9208 211200 SH DEFINED 15 117900 0 93300
STAGE STORES INC COMMON 85254C305 192 4400 SH DEFINED 15,14 4400 0 0
STAGE STORES INC COMMON 85254C305 2145 49200 SH DEFINED 5,15 49200 0 0
STAKTEK HOLDINGS INC COMMON 85256P106 2691 896900 SH DEFINED 1 896900 0 0
STAMPS.COM INC COMMON 852857200 467 24900 SH DEFINED 15 12800 0 12100
STAMPS.COM INC COMMON 852857200 11 600 SH DEFINED 15,14 600 0 0
STAMPS.COM INC COMMON 852857200 58 3100 SH DEFINED 5,15 3100 0 0
STANCORP FINL GROUP INC COMMON 852891100 35 460 SH DEFINED 15 220 0 240
STANCORP FINL GROUP INC COMMON 852891100 953 12440 SH DEFINED 15 12240 0 200
STANCORP FINL GROUP INC COMMON 852891100 276 3600 SH DEFINED 15,8 3600 0 0
STANDARD-PACIFIC CORP COMMON 85375C101 88 1000 SH DEFINED 6 1000 0 0
STANDARD PARKING CORP COMMON 853790103 4027 247300 SH DEFINED 1 247300 0 0
STANDEX INTERNATIONAL CORP COMMON 854231107 17 600 SH DEFINED 6 600 0 0
STANLEY FURNITURE CO INC COMMON 854305208 25 1000 SH DEFINED 15 1000 0 0
STANLEY FURNITURE CO INC COMMON 854305208 59 2400 SH DEFINED 5,15 2400 0 0
STANLEY WORKS COMMON 854616109 158 3460 SH DEFINED 15 2980 0 480
STANLEY WORKS COMMON 854616109 77 1700 SH DEFINED 9 1700 0 0
STANLEY WORKS COMMON 854616109 2591 56900 SH DEFINED 9,15 56900 0 0
STANLEY WORKS COMMON 854616109 20213 443852 SH DEFINED 15 403352 0 34800
STANLEY WORKS COMMON 854616109 118 2600 SH DEFINED 15,14 2600 0 0
STANLEY WORKS COMMON 854616109 2077 45600 SH DEFINED 15,8 45600 0 0
STANLEY WORKS COMMON 854616109 303 6664 SH DEFINED 23 6664 0 0
STANLEY WORKS COMMON 854616109 273 6000 SH DEFINED 5,15 6000 0 0
STANLEY WORKS COMMON 854616109 8580 188416 SH DEFINED 6 187716 700 0
STANLEY WORKS COMMON 854616109 155 3400 SH DEFINED 7 3400 0 0
STANLEY WORKS COMMON 854616109 186 4085 SH DEFINED 8 4085 0 0
STAPLES INC COMMON 855030102 113643 5337865 SH DEFINED 1 5337865 0 0
STAPLES INC COMMON 855030102 61635 2895000 SH DEFINED 1,2 2895000 0 0
STAPLES INC COMMON 855030102 209 9830 SH DEFINED 9,15 9830 0 0
STAPLES INC COMMON 855030102 5802 272534 SH DEFINED 15 212334 0 60200
STAPLES INC COMMON 855030102 1507 70800 SH DEFINED 15,8 70800 0 0
STAPLES INC COMMON 855030102 25329 1189705 SH DEFINED 2 1163355 0 26350
STAPLES INC COMMON 855030102 240 11250 SH DEFINED 23 11250 0 0
STAPLES INC COMMON 855030102 295 13847 SH DEFINED 24 9272 0 4575
STAPLES INC COMMON 855030102 75 3542 SH DEFINED 4 3542 0 0
STAPLES INC COMMON 855030102 92 4300 SH DEFINED 5,15 4300 0 0
STAPLES INC COMMON 855030102 8849 415656 SH DEFINED 6 395656 0 20000
STAPLES INC COMMON 855030102 602 28279 SH DEFINED 8 28279 0 0
STARBUCKS CORP COMMON 855244109 22312 431900 SH DEFINED 1 431900 0 0
STARBUCKS CORP COMMON 855244109 36162 700000 SH DEFINED 1,2 700000 0 0
STARBUCKS CORP COMMON 855244109 2058 39835 SH DEFINED 15 39835 0 0
STARBUCKS CORP COMMON 855244109 165 3200 SH DEFINED 15,8 3200 0 0
STARBUCKS CORP COMMON 855244109 13357 258550 SH DEFINED 2 258550 0 0
STARBUCKS CORP COMMON 855244109 2276 44060 SH DEFINED 23 44060 0 0
STARBUCKS CORP COMMON 855244109 8379 162198 SH DEFINED 24 8000 0 154198
STARBUCKS CORP COMMON 855244109 18 340 SH DEFINED 6 340 0 0
STARBUCKS CORP COMMON 855244109 698 13521 SH DEFINED 8 13521 0 0
STATE BANCORP INC COMMON 855716106 273 12080 SH DEFINED 15 6725 0 5355
STATE BANCORP INC COMMON 855716106 5 200 SH DEFINED 15,14 200 0 0
STATE BANCORP INC COMMON 855716106 74 3290 SH DEFINED 5,15 3290 0 0
STARWOOD HOTELS & RESORTS WORL COMMON 85590A203 70824 1209227 SH DEFINED 1 1209227 0 0
STARWOOD HOTELS & RESORTS WORL COMMON 85590A203 43928 750000 SH DEFINED 1,2 750000 0 0
STARWOOD HOTELS & RESORTS WORL COMMON 85590A203 132429 2261032 SH DEFINED 15 1657267 0 552365
STARWOOD HOTELS & RESORTS WORL COMMON 85590A203 3109 53077 SH DEFINED 15,14 53077 0 0
STARWOOD HOTELS & RESORTS WORL COMMON 85590A203 10892 185970 SH DEFINED 2 172070 0 13900
STARWOOD HOTELS & RESORTS WORL COMMON 85590A203 7764 132554 SH DEFINED 4 132554 0 0
STARWOOD HOTELS & RESORTS WORL COMMON 85590A203 10033 171300 SH DEFINED 5,15 171300 0 0
STARWOOD HOTELS & RESORTS WORL COMMON 85590A203 30 515 SH DEFINED 6 515 0 0
STATE STREET CORP COMMON 857477103 29061 602300 SH DEFINED 1 602300 0 0
STATE STREET CORP COMMON 857477103 1550 32127 SH DEFINED 15 32127 0 0
STATE STREET CORP COMMON 857477103 767 15900 SH DEFINED 2 15900 0 0
STATE STREET CORP COMMON 857477103 169 3500 SH DEFINED 24 0 0 3500
STATE STREET CORP COMMON 857477103 311314 6452100 SH DEFINED 3 6452100 0 0
STATE STREET CORP COMMON 857477103 3850 79800 SH DEFINED 3,22 79800 0 0
STATE STREET CORP COMMON 857477103 3 65 SH DEFINED 4 65 0 0
STATE STREET CORP COMMON 857477103 986 20430 SH DEFINED 6 19030 1400 0
STATE STREET CORP COMMON 857477103 523 10831 SH DEFINED 8 10831 0 0
STATE STREET CORP-UNIT COMMON 857477202 1 5 SH DEFINED 15 5 0 0
STATION CASINOS INC COMMON 857689103 33937 511100 SH DEFINED 1 511100 0 0
STATION CASINOS INC COMMON 857689103 624 9400 SH DEFINED 15 0 0 9400
STATION CASINOS INC COMMON 857689103 3134 47200 SH DEFINED 2 36000 0 11200
STATION CASINOS INC COMMON 857689103 7 105 SH DEFINED 4 105 0 0
STATION CASINOS INC COMMON 857689103 20 305 SH DEFINED 6 305 0 0
STATOIL ASA ADR COMMON 85771P102 8031 395640 SH DEFINED 12 375425 0 20215
STATOIL ASA ADR COMMON 85771P102 27985 1378549 SH DEFINED 15 1315729 0 62820
THE STEAK N SHAKE COMPANY COMMON 857873103 5770 309900 SH DEFINED 1 309900 0 0
STEEL DYNAMICS INC COMMON 858119100 6463 246200 SH DEFINED 15 212000 0 21100
STEEL DYNAMICS INC COMMON 858119100 55 2100 SH DEFINED 5,15 2100 0 0
STEELCASE INC COMMON 858155203 190 13700 SH DEFINED 15 13700 0 0
STEIN MART INC COMMON 858375108 4943 224800 SH DEFINED 15 134700 0 90100
STEIN MART INC COMMON 858375108 92 4200 SH DEFINED 15,14 4200 0 0
STEIN MART INC COMMON 858375108 1034 47000 SH DEFINED 5,15 47000 0 0
STEIN MART INC COMMON 858375108 32 1450 SH DEFINED 6 1450 0 0
STEINWAY MUSICAL INSTRS INC COMMON 858495104 1060 36100 SH DEFINED 15 19900 0 16200
STEINWAY MUSICAL INSTRS INC COMMON 858495104 21 700 SH DEFINED 15,14 700 0 0
STEINWAY MUSICAL INSTRS INC COMMON 858495104 329 11200 SH DEFINED 5,15 11200 0 0
STEINWAY MUSICAL INSTRS INC COMMON 858495104 42 1425 SH DEFINED 6 1425 0 0
STERLING BANCSHARES INC-TX COMMON 858907108 2549 163800 SH DEFINED 1 163800 0 0
STERICYCLE INC COMMON 858912108 14673 291600 SH DEFINED 1 291600 0 0
STERICYCLE INC COMMON 858912108 4735 94100 SH DEFINED 2 94100 0 0
STERICYCLE INC COMMON 858912108 94 1870 SH DEFINED 24 110 0 1760
STERICYCLE INC COMMON 858912108 5 100 SH DEFINED 4 100 0 0
STERICYCLE INC COMMON 858912108 10440 207465 SH DEFINED 6 207465 0 0
STERIS CORP COMMON 859152100 10 401 SH DEFINED 24 0 0 401
STERIS CORP COMMON 859152100 1 22 SH DEFINED 6 22 0 0
STERLING BANCORP NY COMMON 859158107 644 30160 SH DEFINED 15 17480 0 12680
STERLING BANCORP NY COMMON 859158107 13 600 SH DEFINED 15,14 600 0 0
STERLING BANCORP NY COMMON 859158107 225 10520 SH DEFINED 5,15 10520 0 0
STEREOTAXIS INC COMMON 85916J102 24 3000 SH DEFINED 24 0 0 3000
STEREOTAXIS INC COMMON 85916J102 401 50000 SH DEFINED 3 50000 0 0
STEREOTAXIS INC COMMON 85916J102 4 450 SH DEFINED 6 450 0 0
STERLING FINANCIAL CORP (PA) COMMON 859317109 476 22325 SH DEFINED 15 11800 0 10525
STERLING FINANCIAL CORP (PA) COMMON 859317109 11 500 SH DEFINED 15,14 500 0 0
STERLING FINANCIAL CORP (PA) COMMON 859317109 109 5125 SH DEFINED 5,15 5125 0 0
STERLING FINL CORP/SPOKANE COMMON 859319105 2622 70100 SH DEFINED 1 70100 0 0
STERLING FINL CORP/SPOKANE COMMON 859319105 51 1355 SH DEFINED 6 300 365 690
STEWART & STEVENSON SERVICES COMMON 860342104 74 3250 SH DEFINED 6 700 900 1650
STEWART INFORMATION SVCS CORP COMMON 860372101 3305 78700 SH DEFINED 15 43900 0 34800
STEWART INFORMATION SVCS CORP COMMON 860372101 67 1600 SH DEFINED 15,14 1600 0 0
STEWART INFORMATION SVCS CORP COMMON 860372101 924 22000 SH DEFINED 5,15 22000 0 0
STMICROELECTRONICS NV COMMON 861012102 0 1 SH DEFINED 4 1 0 0
STONE ENERGY CORP COMMON 861642106 4606 94200 SH DEFINED 15 81100 0 8100
STONE ENERGY CORP COMMON 861642106 39 800 SH DEFINED 5,15 800 0 0
STONERIDGE INC COMMON 86183P102 331 50100 SH DEFINED 15 27200 0 22900
STONERIDGE INC COMMON 86183P102 7 1100 SH DEFINED 15,14 1100 0 0
STONERIDGE INC COMMON 86183P102 41 6200 SH DEFINED 5,15 6200 0 0
STORA ENSO OYJ ADR COMMON 86210M106 9821 772682 SH DEFINED 12 731057 0 41625
STORA ENSO OYJ ADR COMMON 86210M106 38435 3023985 SH DEFINED 15 2931850 0 92135
STORAGE TECHNOLOGY CORP COMMON 862111200 17366 478540 SH DEFINED 1 478540 0 0
STORAGE TECHNOLOGY CORP COMMON 862111200 214 5900 SH DEFINED 15 5600 0 300
STORAGE TECHNOLOGY CORP COMMON 862111200 31 843 SH DEFINED 23 843 0 0
STORAGE TECHNOLOGY CORP COMMON 862111200 333 9180 SH DEFINED 6 9180 0 0
STORAGE TECHNOLOGY CORP COMMON 862111200 7 180 SH DEFINED 8 180 0 0
STRATASYS INC COMMON 862685104 5951 182100 SH DEFINED 1 182100 0 0
STRATEGIC GLOBAL INCOME $ FD C COMMON 862719101 34 2635 SH DEFINED 24 0 0 2635
STRATEGIC HOTEL CAPITAL INC COMMON 86272T106 2201 122300 SH DEFINED 15 27500 0 94800
STRATEGIC HOTEL CAPITAL INC COMMON 86272T106 92 5100 SH DEFINED 6 1125 1400 2575
STRATEX NETWORKS INC COMMON 86279T109 2 1000 SH DEFINED 24 0 0 1000
STRATEX NETWORKS INC COMMON 86279T109 1 450 SH DEFINED 6 450 0 0
STRATTEC SECURITY CORPORATION COMMON 863111100 54 1000 SH DEFINED 6 1000 0 0
STREETTRACK GOLD TRUST ETF COMMON 863307104 17 400 SH DEFINED 24 0 0 400
STREETTRACKS WILSHIRE REIT I E COMMON 86330E604 18068 91811 SH DEFINED 24 4908 0 86903
STRIDE RITE CORP COMMON 863314100 57 4100 SH DEFINED 15 4100 0 0
STRIDE RITE CORP COMMON 863314100 105 7600 SH DEFINED 5,15 7600 0 0
STRIDE RITE CORP COMMON 863314100 19 1350 SH DEFINED 6 1350 0 0
STRYKER CORP COMMON 863667101 498 10464 SH DEFINED 11,8 10464 0 0
STRYKER CORP COMMON 863667101 1732 36417 SH DEFINED 15 36398 0 19
STRYKER CORP COMMON 863667101 636 13376 SH DEFINED 23 13376 0 0
STRYKER CORP COMMON 863667101 330 6940 SH DEFINED 24 2000 0 4940
STRYKER CORP COMMON 863667101 0 0 SH DEFINED 4 0 0 0
STRYKER CORP COMMON 863667101 338 7100 SH DEFINED 6 7100 0 0
STRYKER CORP COMMON 863667101 1815 38168 SH DEFINED 8 38168 0 0
STRYKER CORP COMMON 863667101 477 10033 SH DEFINED 8,13 10033 0 0
SUBURBAN PROPANE PARTNERS LP COMMON 864482104 3046 85125 SH DEFINED 24 300 0 84825
SUBURBAN PROPANE PARTNERS LP COMMON 864482104 7799 217982 SH DEFINED 6 217982 0 0
SUFFOLK BANCORP COMMON 864739107 626 19400 SH DEFINED 15 10400 0 9000
SUFFOLK BANCORP COMMON 864739107 13 400 SH DEFINED 15,14 400 0 0
SUFFOLK BANCORP COMMON 864739107 129 4000 SH DEFINED 5,15 4000 0 0
SUMTOTAL SYSTEMS INC COMMON 866615107 2072 449381 SH DEFINED 18 0 0 449381
SUN BANCORP INC-NJ COMMON 86663B102 14 654 SH DEFINED 6 654 0 0
SUN COMMUNITIES INC REIT COMMON 866674104 3983 107100 SH DEFINED 15 86100 0 21000
SUN LIFE FINANCIAL SVSC CAN COMMON 866796105 14845 440600 SH DEFINED 1,3 440600 0 0
SUN LIFE FINANCIAL INC COMMON 866796105 1550 46000 SH DEFINED 9,15 46000 0 0
SUN LIFE FINANCIAL SVSC CAN COMMON 866796105 322 9571 SH DEFINED 11,8 9571 0 0
SUN LIFE FINANCIAL SVSC CAN COMMON 866796105 290 8600 SH DEFINED 2 8600 0 0
SUN LIFE FINANCIAL SVSC CAN COMMON 866796105 68 2008 SH DEFINED 23 2008 0 0
SUN LIFE FINANCIAL INC COMMON 866796105 32 949 SH DEFINED 24 949 0 0
SUN LIFE FINANCIAL SVSC CAN COMMON 866796105 140704 4176113 SH DEFINED 3 4176113 0 0
SUN LIFE FINANCIAL INC COMMON 866796105 204 6050 SH DEFINED 6 6050 0 0
SUN LIFE FINANCIAL SVSC CAN COMMON 866796105 2624 77870 SH DEFINED 8 77870 0 0
SUN LIFE FINANCIAL SVSC CAN COMMON 866796105 274 8139 SH DEFINED 8,13 8139 0 0
SUN MICROSYSTEMS INC COMMON 866810104 15 4100 SH DEFINED 15 0 0 4100
SUN MICROSYSTEMS INC COMMON 866810104 7944 2129642 SH DEFINED 15 2108311 0 21331
SUN MICROSYSTEMS INC COMMON 866810104 108 29000 SH DEFINED 15,8 29000 0 0
SUN MICROSYSTEMS INC COMMON 866810104 108 29027 SH DEFINED 23 29027 0 0
SUN MICROSYSTEMS INC COMMON 866810104 1931 517737 SH DEFINED 24 353616 0 164121
SUN MICROSYSTEMS INC COMMON 866810104 0 92 SH DEFINED 4 92 0 0
SUN MICROSYSTEMS INC COMMON 866810104 365 97915 SH DEFINED 5,15 0 0 97915
SUN MICROSYSTEMS INC COMMON 866810104 18 4928 SH DEFINED 6 4928 0 0
SUN MICROSYSTEMS INC COMMON 866810104 426 114288 SH DEFINED 8 114288 0 0
SUNCOR ENERGY INC COMMON 867229106 33544 709400 SH DEFINED 1 709400 0 0
SUNCOR ENERGY INC COMMON 867229106 38680 818010 SH DEFINED 1,3 818010 0 0
SUNCOR ENERGY INC COMMON 867229106 2432 51440 SH DEFINED 2 51440 0 0
SUNCOR ENERGY INC COMMON 867229106 1500 31715 SH DEFINED 23 31715 0 0
SUNCOR ENERGY INC COMMON 867229106 8965 189445 SH DEFINED 24 11300 0 178145
SUNCOR ENERGY INC COMMON 867229106 69529 1470400 SH DEFINED 3 1470400 0 0
SUNCOR ENERGY INC COMMON 867229106 0 0 SH DEFINED 4 0 0 0
SUNCOR ENERGY INC COMMON 867229106 104 2200 SH DEFINED 6 2200 0 0
SUNCOR ENERGY INC COMMON 867229106 955 20202 SH DEFINED 8 20202 0 0
SUNGARD DATA SYSTEMS INC COMMON 867363103 2121 60300 SH DEFINED 1 60300 0 0
SUNGARD DATA SYSTEMS INC COMMON 867363103 594 16900 SH DEFINED 9,15 16900 0 0
SUNGARD DATA SYSTEMS INC COMMON 867363103 9136 259758 SH DEFINED 15 251584 0 8174
SUNGARD DATA SYSTEMS INC COMMON 867363103 566 16100 SH DEFINED 15,8 16100 0 0
SUNGARD DATA SYSTEMS INC COMMON 867363103 79 2240 SH DEFINED 24 0 0 2240
SUNGARD DATA SYSTEMS INC COMMON 867363103 29 824 SH DEFINED 4 824 0 0
SUNGARD DATA SYSTEMS INC COMMON 867363103 271 7710 SH DEFINED 5,15 0 0 7710
SUNGARD DATA SYSTEMS INC COMMON 867363103 369 10506 SH DEFINED 8 10506 0 0
SUNOCO LOGISTICS PARTNERS LP COMMON 86764L108 2286 60355 SH DEFINED 6 60355 0 0
SUNOCO INC COMMON 86764P109 21727 191120 SH DEFINED 1 191120 0 0
SUNOCO INC COMMON 86764P109 148 1300 SH DEFINED 9 1300 0 0
SUNOCO INC COMMON 86764P109 796 7000 SH DEFINED 9,15 7000 0 0
SUNOCO INC COMMON 86764P109 193 1700 SH DEFINED 11,8 1700 0 0
SUNOCO INC COMMON 86764P109 22840 200913 SH DEFINED 15 187613 0 10600
SUNOCO INC COMMON 86764P109 216 1900 SH DEFINED 15,14 1900 0 0
SUNOCO INC COMMON 86764P109 693 6100 SH DEFINED 15,8 6100 0 0
SUNOCO INC COMMON 86764P109 307 2702 SH DEFINED 23 2702 0 0
SUNOCO INC COMMON 86764P109 60 525 SH DEFINED 24 0 0 525
SUNOCO INC COMMON 86764P109 489 4300 SH DEFINED 5,15 4300 0 0
SUNOCO INC COMMON 86764P109 141 1243 SH DEFINED 6 1243 0 0
SUNOCO INC COMMON 86764P109 1004 8828 SH DEFINED 8 8828 0 0
SUNOCO INC COMMON 86764P109 171 1500 SH DEFINED 8,13 1500 0 0
SUNSHINE MINING & REFINING COMMON 867833501 0 45 SH DEFINED 15 45 0 0
SUNTERRA CORP COMMON 86787D208 3224 198900 SH DEFINED 15 103900 0 95000
SUNTERRA CORP COMMON 86787D208 71 4400 SH DEFINED 15,14 4400 0 0
SUNTERRA CORP COMMON 86787D208 545 33600 SH DEFINED 5,15 33600 0 0
SUNSTONE HOTEL INVESTORS INC COMMON 867892101 573 23600 SH DEFINED 15 0 0 23600
SUNTRUST BANKS INC COMMON 867914103 181 2500 SH DEFINED 15 1320 0 1180
SUNTRUST BANKS INC COMMON 867914103 6048 83715 SH DEFINED 15 73857 0 9858
SUNTRUST BANKS INC COMMON 867914103 1409 19500 SH DEFINED 15,8 19500 0 0
SUNTRUST BANKS INC COMMON 867914103 202 2800 SH DEFINED 23 2800 0 0
SUNTRUST BANKS INC COMMON 867914103 6169 85402 SH DEFINED 24 0 0 85402
SUNTRUST BANKS INC COMMON 867914103 1353 18734 SH DEFINED 6 18734 0 0
SUNTRUST BANKS INC COMMON 867914103 914 12646 SH DEFINED 8 12646 0 0
SUPERGEN INC COMMON 868059106 247 50000 SH DEFINED 1 50000 0 0
SUPERGEN INC COMMON 868059106 198 40000 SH DEFINED 11,2 40000 0 0
SUPERIOR ESSEX INC COMMON 86815V105 4 200 SH DEFINED 15 0 0 200
SUPERVALU INC COMMON 868536103 417 12800 SH DEFINED 1 12800 0 0
SUPERVALU INC COMMON 868536103 1663 51011 SH DEFINED 15 47911 0 3100
SUPERVALU INC COMMON 868536103 205 6300 SH DEFINED 15,8 6300 0 0
SURMODICS INC COMMON 868873100 6579 151700 SH DEFINED 15 83800 0 67900
SURMODICS INC COMMON 868873100 139 3200 SH DEFINED 15,14 3200 0 0
SURMODICS INC COMMON 868873100 854 19700 SH DEFINED 5,15 19700 0 0
SUSQUEHANNA BANCSHARES INC PA COMMON 869099101 2380 96800 SH DEFINED 15 50300 0 46500
SUSQUEHANNA BANCSHARES INC PA COMMON 869099101 54 2200 SH DEFINED 15,14 2200 0 0
SUSQUEHANNA BANCSHARES INC PA COMMON 869099101 56 2265 SH DEFINED 24 0 0 2265
SUSQUEHANNA BANCSHARES INC PA COMMON 869099101 298 12100 SH DEFINED 5,15 12100 0 0
SWIFT ENERGY CO COMMON 870738101 2074 57900 SH DEFINED 1 57900 0 0
SWIFT ENERGY CO COMMON 870738101 5943 165900 SH DEFINED 15 88400 0 77500
SWIFT ENERGY CO COMMON 870738101 129 3600 SH DEFINED 15,14 3600 0 0
SWIFT ENERGY CO COMMON 870738101 7 200 SH DEFINED 24 0 0 200
SWIFT ENERGY CO COMMON 870738101 1264 35300 SH DEFINED 5,15 35300 0 0
SWIFT TRANSN CO COMMON 870756103 34248 1470500 SH DEFINED 1 1470500 0 0
SWIFT TRANSN CO COMMON 870756103 4404 189076 SH DEFINED 15 99676 0 89400
SWIFT TRANSN CO COMMON 870756103 79 3400 SH DEFINED 15,14 3400 0 0
SWIFT TRANSN CO COMMON 870756103 6048 259700 SH DEFINED 2 246800 0 12900
SWIFT TRANSN CO COMMON 870756103 1167 50100 SH DEFINED 5,15 50100 0 0
SWISS HELVETIA FUND CF COMMON 870875101 14 1000 SH DEFINED 24 0 0 1000
SYBASE INC COMMON 871130100 7966 434100 SH DEFINED 15 308900 0 114800
SYBASE INC COMMON 871130100 83 4500 SH DEFINED 15,14 4500 0 0
SYBASE INC COMMON 871130100 117 6400 SH DEFINED 15,8 6400 0 0
SYBASE INC COMMON 871130100 1077 58700 SH DEFINED 5,15 58700 0 0
SYBASE INC COMMON 871130100 8 417 SH DEFINED 6 417 0 0
SYBRON DENTAL SPECIALTIES COMMON 871142105 9270 246400 SH DEFINED 1 246400 0 0
SYBRON DENTAL SPECIALTIES COMMON 871142105 3604 95800 SH DEFINED 3 95800 0 0
SYMANTEC CORP COMMON 871503108 55500 2552900 SH DEFINED 1 2552900 0 0
SYMANTEC CORP COMMON 871503108 1047 48140 SH DEFINED 9,15 48140 0 0
SYMANTEC CORP COMMON 871503108 36322 1670752 SH DEFINED 15 897024 0 767008
SYMANTEC CORP COMMON 871503108 1406 64690 SH DEFINED 15,22 64690 0 0
SYMANTEC CORP COMMON 871503108 878 40400 SH DEFINED 15,8 40400 0 0
SYMANTEC CORP COMMON 871503108 8533 392500 SH DEFINED 2 392500 0 0
SYMANTEC CORP COMMON 871503108 22132 1018045 SH DEFINED 24 192205 0 825840
SYMANTEC CORP COMMON 871503108 11887 546800 SH DEFINED 6 546800 0 0
SYMBOL TECHNOLOGIES INC COMMON 871508107 233 23588 SH DEFINED 15 23588 0 0
SYMBOL TECHNOLOGIES INC COMMON 871508107 13 1350 SH DEFINED 8 1350 0 0
SYMMETRICOM INC COMMON 871543104 2169 209600 SH DEFINED 1 209600 0 0
SYMMETRICOM INC COMMON 871543104 83 8000 SH DEFINED 24 0 0 8000
SYMMETRY MEDICAL INC COMMON 871546206 13837 587800 SH DEFINED 1 587800 0 0
SYMMETRY MEDICAL INC COMMON 871546206 2067 87800 SH DEFINED 15,22 87800 0 0
SYMMETRY MEDICAL INC COMMON 871546206 883 37500 SH DEFINED 2 37500 0 0
SYNAPTICS INC COMMON 87157D109 2042 95600 SH DEFINED 1 95600 0 0
SYNOPSYS INC COMMON 871607107 8396 503660 SH DEFINED 1 503660 0 0
SYNOPSYS INC COMMON 871607107 3046 182700 SH DEFINED 1,3 182700 0 0
SYNOPSYS INC COMMON 871607107 100 6000 SH DEFINED 9,7 6000 0 0
SYNOPSYS INC COMMON 871607107 1022 61300 SH DEFINED 9,2 61300 0 0
SYNOPSYS INC COMMON 871607107 5389 323300 SH DEFINED 15 278400 0 29900
SYNOPSYS INC COMMON 871607107 230 13800 SH DEFINED 15,8 13800 0 0
SYNOPSYS INC COMMON 871607107 882 52900 SH DEFINED 2 52900 0 0
SYNOPSYS INC COMMON 871607107 449 26941 SH DEFINED 23 26941 0 0
SYNOPSYS INC COMMON 871607107 40 2400 SH DEFINED 5,15 2400 0 0
SYNOPSYS INC COMMON 871607107 1 87 SH DEFINED 6 87 0 0
SYNOPSYS INC COMMON 871607107 344 20613 SH DEFINED 8 20613 0 0
SYNGENTA AG- ADR COMMON 87160A100 0 0 SH DEFINED 12 0 0 0
SYNGENTA AG- ADR COMMON 87160A100 897 43977 SH DEFINED 15 39240 0 4737
SYNGENTA AG- ADR COMMON 87160A100 1681 82443 SH DEFINED 4 82443 0 0
SYNOVUS FINANCIAL CORP COMMON 87161C105 866 30191 SH DEFINED 15 30191 0 0
SYNOVUS FINANCIAL CORP COMMON 87161C105 57 2000 SH DEFINED 24 2000 0 0
SYNOVUS FINANCIAL CORP COMMON 87161C105 3282 114487 SH DEFINED 6 114487 0 0
SYNOVUS FINANCIAL CORP COMMON 87161C105 233 8122 SH DEFINED 8 8122 0 0
SYNIVERSE TECH COMMON 87163F106 6885 491800 SH DEFINED 1 491800 0 0
SYNIVERSE TECH COMMON 87163F106 749 53500 SH DEFINED 15,22 53500 0 0
SYSCO CORP COMMON 871829107 3471 95900 SH DEFINED 1 95900 0 0
SYSCO CORP COMMON 871829107 19905 550000 SH DEFINED 1,2 550000 0 0
SYSCO CORP COMMON 871829107 2227 61538 SH DEFINED 15 61448 0 90
SYSCO CORP COMMON 871829107 3532 97600 SH DEFINED 2 97600 0 0
SYSCO CORP COMMON 871829107 25714 710527 SH DEFINED 24 142941 0 567586
SYSCO CORP COMMON 871829107 0 1 SH DEFINED 4 1 0 0
SYSCO CORP COMMON 871829107 12786 353313 SH DEFINED 6 353313 0 0
SYSCO CORP COMMON 871829107 752 20777 SH DEFINED 8 20777 0 0
TBC CORP COMMON 872183108 30 1100 SH DEFINED 6 1100 0 0
TCF FINANCIAL CORP COMMON 872275102 34798 1344600 SH DEFINED 1 1344600 0 0
TCF FINANCIAL CORP COMMON 872275102 96 3700 SH DEFINED 1,3 3700 0 0
TCF FINANCIAL CORP COMMON 872275102 645 24911 SH DEFINED 15 24911 0 0
TCF FINANCIAL CORP COMMON 872275102 4325 167100 SH DEFINED 2 167100 0 0
TCF FINANCIAL CORP COMMON 872275102 303 11698 SH DEFINED 24 250 0 11448
TCF FINANCIAL CORP COMMON 872275102 20515 792682 SH DEFINED 4 792682 0 0
TCF FINANCIAL CORP COMMON 872275102 186 7200 SH DEFINED 5,2 7200 0 0
TCF FINANCIAL CORP COMMON 872275102 11225 433722 SH DEFINED 6 433722 0 0
TCF FINANCIAL CORP COMMON 872275102 117 4525 SH DEFINED 8 4525 0 0
TC PIPELINES LP COMMON 87233Q108 414 12500 SH DEFINED 1 12500 0 0
TC PIPELINES LP COMMON 87233Q108 13 400 SH DEFINED 24 0 0 400
TCW CONVERTIBLE SECURITIES CEF COMMON 872340104 3 600 SH DEFINED 24 0 0 600
TDK CORP ADR COMMON 872351408 0 0 SH DEFINED 12 0 0 0
TDK CORP ADR COMMON 872351408 387 5575 SH DEFINED 15 5575 0 0
TDK CORP ADR COMMON 872351408 601 8657 SH DEFINED 4 8657 0 0
TD BANKNORTH INC COMMON 87235A101 60 2016 SH DEFINED 6 2016 0 0
TD BANKNORTH INC COMMON 87235A101 88 2964 SH DEFINED 8 2964 0 0
TECO ENERGY INC COMMON 872375100 392 20752 SH DEFINED 15 20752 0 0
TECO ENERGY INC COMMON 872375100 236 12500 SH DEFINED 15,8 12500 0 0
TECO ENERGY INC COMMON 872375100 110 5800 SH DEFINED 23 5800 0 0
TECO ENERGY INC COMMON 872375100 33 1765 SH DEFINED 24 0 0 1765
TECO ENERGY INC COMMON 872375100 3 178 SH DEFINED 4 178 0 0
TECO ENERGY INC COMMON 872375100 65 3433 SH DEFINED 6 3433 0 0
TECO ENERGY INC COMMON 872375100 24 1244 SH DEFINED 8 1244 0 0
TEPPCO PARTNERS LP COMMON 872384102 205 4950 SH DEFINED 24 0 0 4950
TEPPCO PARTNERS LP COMMON 872384102 1061 25600 SH DEFINED 6 25600 0 0
THQ INC COMMON 872443403 69 2350 SH DEFINED 6 500 650 1200
TJX COMPANIES INC COMMON 872540109 25210 1035300 SH DEFINED 1 1035300 0 0
TJX COMPANIES INC COMMON 872540109 1112 45662 SH DEFINED 15 45662 0 0
TJX COMPANIES INC COMMON 872540109 63 2600 SH DEFINED 23 2600 0 0
TJX COMPANIES INC COMMON 872540109 250 10273 SH DEFINED 24 380 0 9893
TJX COMPANIES INC COMMON 872540109 15951 655082 SH DEFINED 6 655082 0 0
TJX COMPANIES INC COMMON 872540109 653 26818 SH DEFINED 8 26818 0 0
TJX COMPANIES INC CVT (TJX) 0. CONVERT 872540AL3 16541 20050000 SH DEFINED 15 2975000 0 17075000
TNS INC COMMON 872960109 3907 167200 SH DEFINED 1 167200 0 0
TWX EXHANGEABLE TR CVT 144A 0. CONVERT 87311QAA1 33163 35000000 SH DEFINED 15 5150000 0 29850000
TXU CORPORATION COMMON 873168108 31488 378960 SH DEFINED 1 378960 0 0
TXU CORPORATION COMMON 873168108 3124 37600 SH DEFINED 9 37600 0 0
TXU CORPORATION COMMON 873168108 42 500 SH DEFINED 9,7 500 0 0
TXU CORPORATION COMMON 873168108 7777 93600 SH DEFINED 9,15 93600 0 0
TXU CORPORATION COMMON 873168108 906 10900 SH DEFINED 11,8 10900 0 0
TXU CORPORATION COMMON 873168108 45322 545462 SH DEFINED 15 502262 0 43200
TXU CORPORATION COMMON 873168108 823 9900 SH DEFINED 15,14 9900 0 0
TXU CORPORATION COMMON 873168108 2659 32000 SH DEFINED 15,8 32000 0 0
TXU CORPORATION COMMON 873168108 332 4000 SH DEFINED 2 4000 0 0
TXU CORPORATION COMMON 873168108 1655 19920 SH DEFINED 23 19920 0 0
TXU CORPORATION COMMON 873168108 46 552 SH DEFINED 24 0 0 552
TXU CORPORATION COMMON 873168108 1861 22400 SH DEFINED 5,15 22400 0 0
TXU CORPORATION COMMON 873168108 208 2500 SH DEFINED 6 2200 300 0
TXU CORPORATION COMMON 873168108 3776 45439 SH DEFINED 8 45439 0 0
TXU CORPORATION COMMON 873168108 771 9275 SH DEFINED 8,13 9275 0 0
TAIWAN SEMICONDUCTOR ADR COMMON 874039100 15880 1741260 SH DEFINED 1 1741260 0 0
TAIWAN SEMICONDUCTOR ADR COMMON 874039100 89 9786 SH DEFINED 1,3 9786 0 0
TAIWAN SEMICONDUCTOR ADR COMMON 874039100 5563 609964 SH DEFINED 9 609964 0 0
TAIWAN SEMICONDUCTOR ADR COMMON 874039100 956 104790 SH DEFINED 9,12 104790 0 0
TAIWAN SEMICONDUCTOR ADR COMMON 874039100 654 71743 SH DEFINED 9,15 71743 0 0
TAIWAN SEMICONDUCTOR ADR COMMON 874039100 28401 3114170 SH DEFINED 12 3077396 0 20184
TAIWAN SEMICONDUCTOR ADR COMMON 874039100 1618 177449 SH DEFINED 12,14 177449 0 0
TAIWAN SEMICONDUCTOR ADR COMMON 874039100 25538 2800245 SH DEFINED 15 2700399 0 99845
TAIWAN SEMICONDUCTOR ADR COMMON 874039100 1461 160209 SH DEFINED 15,22 160209 0 0
TAIWAN SEMICONDUCTOR ADR COMMON 874039100 847 92875 SH DEFINED 2 92875 0 0
TAIWAN SEMICONDUCTOR ADR COMMON 874039100 51 5606 SH DEFINED 24 0 0 5606
TAIWAN SEMICONDUCTOR ADR COMMON 874039100 847 92854 SH DEFINED 4 92854 0 0
TAIWAN SEMICONDUCTOR ADR COMMON 874039100 5417 593919 SH DEFINED 5,12 593919 0 0
TAIWAN SEMICONDUCTOR ADR COMMON 874039100 1503 164809 SH DEFINED 7 164809 0 0
TALBOTS INC COMMON 874161102 1812 55800 SH DEFINED 1 55800 0 0
TALBOTS INC COMMON 874161102 6095 187700 SH DEFINED 3 187700 0 0
TALISMAN ENERGY INC COMMON 87425E103 53627 1427400 SH DEFINED 1 1427400 0 0
TALISMAN ENERGY INC COMMON 87425E103 70829 1890150 SH DEFINED 1,3 1890150 0 0
TALISMAN ENERGY INC COMMON 87425E103 323 8600 SH DEFINED 9,15 8600 0 0
TALISMAN ENERGY INC COMMON 87425E103 503 13400 SH DEFINED 15 0 0 13400
TALISMAN ENERGY INC COMMON 87425E103 3757 100000 SH DEFINED 15,14 100000 0 0
TALISMAN ENERGY INC COMMON 87425E103 1896 50550 SH DEFINED 2 34750 0 15800
TALISMAN ENERGY INC COMMON 87425E103 69384 1851600 SH DEFINED 3 1851600 0 0
TALISMAN ENERGY INC COMMON 87425E103 704 18735 SH DEFINED 4 18735 0 0
TALISMAN ENERGY INC COMMON 87425E103 593 15828 SH DEFINED 8 15828 0 0
TALK AMERICA HOLDINGS INC COMMON 87426R202 2934 293100 SH DEFINED 15 178100 0 115000
TALK AMERICA HOLDINGS INC COMMON 87426R202 52 5200 SH DEFINED 15,14 5200 0 0
TALK AMERICA HOLDINGS INC COMMON 87426R202 852 85100 SH DEFINED 5,15 85100 0 0
TALX CORP COMMON 874918105 512 17700 SH DEFINED 15 9000 0 8700
TALX CORP COMMON 874918105 12 400 SH DEFINED 15,14 400 0 0
TALX CORP COMMON 874918105 64 2200 SH DEFINED 5,15 2200 0 0
TANGER FACTORY OUTLET CTRS INC COMMON 875465106 3428 127300 SH DEFINED 15 28700 0 98600
TANGER FACTORY OUTLET CTRS INC COMMON 875465106 242 9000 SH DEFINED 5,15 9000 0 0
TAPESTRY PHARMACEUTICALS INC COMMON 876031105 5 10000 SH DEFINED 24 0 0 10000
TARGET CORPORATION COMMON 87612E106 324292 5960150 SH DEFINED 1 5960150 0 0
TARGET CORPORATION COMMON 87612E106 32646 600000 SH DEFINED 1,2 600000 0 0
TARGET CORPORATION COMMON 87612E106 38 700 SH DEFINED 9 700 0 0
TARGET CORPORATION COMMON 87612E106 1072 19700 SH DEFINED 9,15 19700 0 0
TARGET CORPORATION COMMON 87612E106 54056 993489 SH DEFINED 15 601322 0 388977
TARGET CORPORATION COMMON 87612E106 1170 21500 SH DEFINED 15,14 21500 0 0
TARGET CORPORATION COMMON 87612E106 1091 20050 SH DEFINED 15,22 20050 0 0
TARGET CORPORATION COMMON 87612E106 1736 31900 SH DEFINED 15,8 31900 0 0
TARGET CORPORATION COMMON 87612E106 3401 62510 SH DEFINED 2 62510 0 0
TARGET CORPORATION COMMON 87612E106 277 5100 SH DEFINED 2,14 5100 0 0
TARGET CORPORATION COMMON 87612E106 190 3501 SH DEFINED 23 3501 0 0
TARGET CORPORATION COMMON 87612E106 13919 255820 SH DEFINED 24 58099 0 197721
TARGET CORPORATION COMMON 87612E106 8814 162000 SH DEFINED 3 162000 0 0
TARGET CORPORATION COMMON 87612E106 21492 395009 SH DEFINED 4 395009 0 0
TARGET CORPORATION COMMON 87612E106 979 18000 SH DEFINED 5,15 18000 0 0
TARGET CORPORATION COMMON 87612E106 28279 519748 SH DEFINED 6 519748 0 0
TARGET CORPORATION COMMON 87612E106 1560 28667 SH DEFINED 8 28667 0 0
TARPON INDUSTRIES INC COMMON 876223108 47 13000 SH DEFINED 24 0 0 13000
TASER INTERNATIONAL INC COMMON 87651B104 506 50407 SH DEFINED 24 0 0 50407
TAUBMAN CENTERS INC REIT COMMON 876664103 12 360 SH DEFINED 15 360 0 0
TAUBMAN CENTERS INC REIT COMMON 876664103 15395 451600 SH DEFINED 15 323300 0 119800
TAUBMAN CENTERS INC REIT COMMON 876664103 170 5000 SH DEFINED 15,14 5000 0 0
TAUBMAN CENTERS INC REIT COMMON 876664103 2676 78500 SH DEFINED 5,15 78500 0 0
TAYLOR CAPITAL GROUP INC COMMON 876851106 389 9900 SH DEFINED 15 5500 0 4400
TAYLOR CAPITAL GROUP INC COMMON 876851106 8 200 SH DEFINED 15,14 200 0 0
TAYLOR CAPITAL GROUP INC COMMON 876851106 130 3300 SH DEFINED 5,15 3300 0 0
TECH DATA CORP COMMON 878237106 88 2400 SH DEFINED 15 0 0 2400
TECH DATA CORP COMMON 878237106 194 5300 SH DEFINED 15 5300 0 0
TECH DATA CORP COMMON 878237106 102 2774 SH DEFINED 8 2774 0 0
TECHNE CORP COMMON 878377100 46980 1023317 SH DEFINED 1 1023317 0 0
TECHNE CORP COMMON 878377100 135 2950 SH DEFINED 1,3 2950 0 0
TECHNE CORP COMMON 878377100 12056 262600 SH DEFINED 15 154700 0 107900
TECHNE CORP COMMON 878377100 234 5100 SH DEFINED 15,14 5100 0 0
TECHNE CORP COMMON 878377100 413 9000 SH DEFINED 15,8 9000 0 0
TECHNE CORP COMMON 878377100 5339 116300 SH DEFINED 2 116300 0 0
TECHNE CORP COMMON 878377100 5 106 SH DEFINED 4 106 0 0
TECHNE CORP COMMON 878377100 2282 49700 SH DEFINED 5,15 49700 0 0
TECHNE CORP COMMON 878377100 262 5700 SH DEFINED 5,2 5700 0 0
TECHNIP-COFLEXIP ADR COMMON 878546209 1034 22195 SH DEFINED 4 22195 0 0
TECHNITROL INC COMMON 878555101 14 1000 SH DEFINED 6 1000 0 0
TECHNOLOGY SOLUTIONS CO COMMON 87872T108 0 225 SH DEFINED 24 0 0 225
TEJON RANCH CO COMMON 879080109 643 12500 SH DEFINED 1 12500 0 0
TEJON RANCH CO COMMON 879080109 154 3000 SH DEFINED 24 0 0 3000
TEKTRONIX INC COMMON 879131100 199 8551 SH DEFINED 15 8551 0 0
TELE CENTRO OESTE CELULAR SA A COMMON 87923P105 504 50000 SH DEFINED 9 50000 0 0
TELE NORTE LESTE PART SA ADR COMMON 879246106 2401 144234 SH DEFINED 1 144234 0 0
TELE NORTE LESTE PART SA ADR COMMON 879246106 503 30200 SH DEFINED 9 30200 0 0
TELE NORTE LESTE PART SA ADR COMMON 879246106 510 30629 SH DEFINED 9,15 30629 0 0
TELECOMM ARGENTINA SA SP ADR COMMON 879273209 979 82000 SH DEFINED 9 82000 0 0
TELECOMM ARGENTINA SA SP ADR COMMON 879273209 201 16800 SH DEFINED 9,15 16800 0 0
TELECOMM ARGENTINA SA SP ADR COMMON 879273209 466 39000 SH DEFINED 9,22 39000 0 0
TELECOM CORP NEW ZEALAND LTD A COMMON 879278208 1192 35500 SH DEFINED 15,22 35500 0 0
TELECOM CORP NEW ZEALAND LTD A COMMON 879278208 67 2000 SH DEFINED 24 0 0 2000
TELECOM HOLDERS TRUST COMMON 87927P200 1 40 SH DEFINED 15 40 0 0
TELEDYNE TECHNOLOGIES INC COMMON 879360105 4183 128400 SH DEFINED 15 80900 0 47500
TELEDYNE TECHNOLOGIES INC COMMON 879360105 81 2500 SH DEFINED 15,14 2500 0 0
TELEDYNE TECHNOLOGIES INC COMMON 879360105 1059 32500 SH DEFINED 5,15 32500 0 0
TELEDYNE TECHNOLOGIES INC COMMON 879360105 7 200 SH DEFINED 6 200 0 0
TELEFLEX INC COMMON 879369106 2327 39200 SH DEFINED 15 39200 0 0
TELEFLEX INC COMMON 879369106 387 6524 SH DEFINED 6 5749 275 500
TELEFONICA SA ADR COMMON 879382208 1 18 SH DEFINED 15 18 0 0
TELEFONICA SA ADR COMMON 879382208 3 66 SH DEFINED 24 0 0 66
TELEFONICA SA ADR COMMON 879382208 624 12770 SH DEFINED 4 12770 0 0
TELEFONOS DE MEXICO SA ADR COMMON 879403780 3971 210200 SH DEFINED 9 210200 0 0
TELEFONOS DE MEXICO SA ADR COMMON 879403780 1681 89000 SH DEFINED 9,12 89000 0 0
TELEFONOS DE MEXICO SA ADR COMMON 879403780 272 14400 SH DEFINED 9,15 14400 0 0
TELEFONOS DE MEXICO SA ADR COMMON 879403780 971 51400 SH DEFINED 9,22 51400 0 0
TELEFONOS DE MEXICO SA ADR COMMON 879403780 73864 3910207 SH DEFINED 12 3859077 0 30680
TELEFONOS DE MEXICO SA ADR COMMON 879403780 0 0 SH DEFINED 12,14 0 0 0
TELEFONOS DE MEXICO SA ADR COMMON 879403780 43273 2290788 SH DEFINED 15 2211206 0 79582
TELEFONOS DE MEXICO SA ADR COMMON 879403780 1511 80000 SH DEFINED 15,22 80000 0 0
TELEFONOS DE MEXICO SA ADR COMMON 879403780 38 2000 SH DEFINED 24 0 0 2000
TELEFONOS DE MEXICO SA ADR COMMON 879403780 626 33124 SH DEFINED 4 33124 0 0
TELEFONOS DE MEXICO SA ADR COMMON 879403780 3422 181138 SH DEFINED 5,12 181138 0 0
TELEPHONE & DATA - SPECIAL SHS COMMON 879433860 2 41 SH DEFINED 4 41 0 0
TELENOR ASA- ADR COMMON 87944W105 432 18010 SH DEFINED 4 18010 0 0
TELEWEST GLOBAL INC COMMON 87956T107 16697 732985 SH DEFINED 1 732985 0 0
TELEWEST GLOBAL INC COMMON 87956T107 119 5216 SH DEFINED 2,22 5216 0 0
TELIK INC COMMON 87959M109 81 5000 SH DEFINED 2 5000 0 0
TELIK INC COMMON 87959M109 1991 122500 SH DEFINED 3 122500 0 0
TELLABS INC COMMON 879664100 382 43863 SH DEFINED 15 43863 0 0
TELLABS INC COMMON 879664100 0 36 SH DEFINED 4 36 0 0
TELVUE CORP COMMON 87970K108 0 600 SH DEFINED 24 0 0 600
TELUS CORP- NON VTG COMMON 87971M202 290784 8523129 SH DEFINED 3 8523129 0 0
TEMPLE-INLAND INC COMMON 879868107 448 12049 SH DEFINED 15 12049 0 0
TEMPLE-INLAND INC COMMON 879868107 27 720 SH DEFINED 24 0 0 720
TEMPLE-INLAND INC COMMON 879868107 48 1300 SH DEFINED 6 1300 0 0
TELETECH HOLDINGS INC COMMON 879939106 3056 375000 SH DEFINED 15 209700 0 165300
TELETECH HOLDINGS INC COMMON 879939106 62 7600 SH DEFINED 15,14 7600 0 0
TELETECH HOLDINGS INC COMMON 879939106 339 41600 SH DEFINED 5,15 41600 0 0
TELESYSTEM INTL WIRELESS INC COMMON 879946606 5656 362700 SH DEFINED 1,3 362700 0 0
TELESYSTEM INTL WIRELESS INC COMMON 879946606 115 7400 SH DEFINED 2 7400 0 0
TEMPLETON DRAGON FUND INC CF COMMON 88018T101 165 9135 SH DEFINED 24 0 0 9135
TEMPLETON EMERGING MKTS CF COMMON 880191101 297 17000 SH DEFINED 24 0 0 17000
TEMPLETON EMERG MKTS INC FD CF COMMON 880192109 7 500 SH DEFINED 24 0 0 500
TEMPLETON GLOBAL INCOME FUND C COMMON 880198106 41 4643 SH DEFINED 24 0 0 4643
TEMPUR-PEDIC INTERNATIONAL COMMON 88023U101 29446 1327600 SH DEFINED 1 1327600 0 0
TEMPUR-PEDIC INTERNATIONAL COMMON 88023U101 13740 619457 SH DEFINED 15 494037 0 116820
TEMPUR-PEDIC INTERNATIONAL COMMON 88023U101 115 5200 SH DEFINED 15,8 5200 0 0
TEMPUR-PEDIC INTERNATIONAL COMMON 88023U101 5858 264090 SH DEFINED 2 264090 0 0
TEMPUR-PEDIC INTERNATIONAL COMMON 88023U101 31 1400 SH DEFINED 5,15 1400 0 0
TENARIS SA-ADR COMMON 88031M109 2901 37068 SH DEFINED 1 37068 0 0
TENARIS SA-ADR COMMON 88031M109 2221 28379 SH DEFINED 9 28379 0 0
TENARIS SA-ADR COMMON 88031M109 265 3392 SH DEFINED 9,15 3392 0 0
TENARIS SA-ADR COMMON 88031M109 818 10450 SH DEFINED 9,22 10450 0 0
TENET HEALTHCARE CORPORATION COMMON 88033G100 16485 1346800 SH DEFINED 9 1346800 0 0
TENET HEALTHCARE CORPORATION COMMON 88033G100 671 54800 SH DEFINED 9,22 54800 0 0
TENET HEALTHCARE CORPORATION COMMON 88033G100 556 45449 SH DEFINED 15 45449 0 0
TENET HEALTHCARE CORPORATION COMMON 88033G100 23 1865 SH DEFINED 6 1865 0 0
TENET HEALTHCARE CORPORATION COMMON 88033G100 219 17898 SH DEFINED 8 17898 0 0
TENNECO AUTOMOTIVE INC COMMON 880349105 1534 92200 SH DEFINED 1 92200 0 0
TENNECO AUTOMOTIVE INC COMMON 880349105 63 3800 SH DEFINED 9,7 3800 0 0
TENNECO AUTOMOTIVE INC COMMON 880349105 4010 241000 SH DEFINED 15 133700 0 107300
TENNECO AUTOMOTIVE INC COMMON 880349105 83 5000 SH DEFINED 15,14 5000 0 0
TENNECO AUTOMOTIVE INC COMMON 880349105 574 34500 SH DEFINED 2 34500 0 0
TENNECO AUTOMOTIVE INC COMMON 880349105 1 41 SH DEFINED 24 21 0 20
TENNECO AUTOMOTIVE INC COMMON 880349105 1125 67600 SH DEFINED 5,15 67600 0 0
TENNECO AUTOMOTIVE INC COMMON 880349105 0 21 SH DEFINED 6 21 0 0
TERADYNE INC COMMON 880770102 227 18998 SH DEFINED 15 18998 0 0
TERADYNE INC COMMON 880770102 36 3020 SH DEFINED 8 3020 0 0
TERAYON CORPORATION COMMON 880775101 29 9511 SH DEFINED 24 0 0 9511
TEREX CORP COMMON 880779103 14491 367800 SH DEFINED 1 367800 0 0
TEREX CORP COMMON 880779103 4255 108000 SH DEFINED 15 60000 0 48000
TEREX CORP COMMON 880779103 91 2300 SH DEFINED 15,14 2300 0 0
TEREX CORP COMMON 880779103 544 13800 SH DEFINED 2 13800 0 0
TEREX CORP COMMON 880779103 99 2500 SH DEFINED 23 2500 0 0
TEREX CORP COMMON 880779103 985 25000 SH DEFINED 5,15 25000 0 0
TEREX CORP COMMON 880779103 48 1225 SH DEFINED 6 250 350 625
TEREX CORP COMMON 880779103 21 536 SH DEFINED 8 536 0 0
TERCICA INC COMMON 88078L105 1561 179600 SH DEFINED 1 179600 0 0
TERCICA INC COMMON 88078L105 219 25200 SH DEFINED 11,2 25200 0 0
TERCICA INC COMMON 88078L105 198 22800 SH DEFINED 15,22 22800 0 0
TERCICA INC COMMON 88078L105 84 9700 SH DEFINED 2 9700 0 0
TERRA INDS INC COMMON 880915103 5613 824300 SH DEFINED 15 489900 0 334400
TERRA INDS INC COMMON 880915103 108 15800 SH DEFINED 15,14 15800 0 0
TERRA INDS INC COMMON 880915103 2257 331400 SH DEFINED 5,15 331400 0 0
TERREMARK WORDWIDE COMMON 881448203 4550 650005 SH DEFINED 9 650005 0 0
TERREMARK WORDWIDE COMMON 881448203 839 119852 SH DEFINED 9,22 119852 0 0
TESCO CORP COMMON 88157K101 2 200 SH DEFINED 24 0 0 200
TESORO CORP COMMON 881609101 58 1240 SH DEFINED 15 1240 0 0
TESORO CORP COMMON 881609101 30178 648700 SH DEFINED 15 600000 0 30300
TESORO CORP COMMON 881609101 763 16400 SH DEFINED 15,8 16400 0 0
TESORO CORP COMMON 881609101 140 3000 SH DEFINED 5,15 3000 0 0
TESORO CORP COMMON 881609101 56 1195 SH DEFINED 6 295 325 575
TEVA PHARMACEUTICAL INDS LTD A COMMON 881624209 173417 5568960 SH DEFINED 1 5568960 0 0
TEVA PHARMACEUTICAL INDS LTD A COMMON 881624209 91200 2928700 SH DEFINED 1,2 2928700 0 0
TEVA PHARMACEUTICAL INDS LTD A COMMON 881624209 182 5860 SH DEFINED 1,3 5860 0 0
TEVA PHARMACEUTICAL INDS LTD A COMMON 881624209 545 17500 SH DEFINED 9 0 0 17500
TEVA PHARMACEUTICAL INDS LTD A COMMON 881624209 1495 48000 SH DEFINED 9,22 48000 0 0
TEVA PHARMACEUTICAL INDS LTD A COMMON 881624209 202 6500 SH DEFINED 11,2 6500 0 0
TEVA PHARMACEUTICAL INDS LTD A COMMON 881624209 1363 43784 SH DEFINED 15 43784 0 0
TEVA PHARMACEUTICAL INDS LTD A COMMON 881624209 735 23600 SH DEFINED 15,22 23600 0 0
TEVA PHARMACEUTICAL INDS LTD A COMMON 881624209 14246 457470 SH DEFINED 2 457470 0 0
TEVA PHARMACEUTICAL INDS LTD A COMMON 881624209 311 10000 SH DEFINED 20 10000 0 0
TEVA PHARMACEUTICAL INDS LTD A COMMON 881624209 64320 2065504 SH DEFINED 24 309376 0 1756128
TEVA PHARMACEUTICAL INDS LTD A COMMON 881624209 24937 800815 SH DEFINED 4 800815 0 0
TEVA PHARMACEUTICAL INDS LTD A COMMON 881624209 218 7000 SH DEFINED 5,2 7000 0 0
TEVA PHARMACEUTICAL INDS LTD A COMMON 881624209 20211 649025 SH DEFINED 6 649025 0 0
TESSERA TECHNOLOGIES INC COMMON 88164L100 27403 820200 SH DEFINED 1 820200 0 0
TESSERA TECHNOLOGIES INC COMMON 88164L100 241 7200 SH DEFINED 15 0 0 7200
TESSERA TECHNOLOGIES INC COMMON 88164L100 6020 180200 SH DEFINED 2 170700 0 9500
TESSERA TECHNOLOGIES INC COMMON 88164L100 67 2000 SH DEFINED 24 0 0 2000
TEVA PHARMACEUT CVT(TEVA) 0.5 CONVERT 88164RAA5 29400 30000000 SH DEFINED 15 4325000 0 25675000
TEXAS CAPITAL BANCSHARES INC COMMON 88224Q107 7175 363500 SH DEFINED 1 363500 0 0
TEXAS CAPITAL BANCSHARES INC COMMON 88224Q107 2312 117100 SH DEFINED 2 117100 0 0
TEXAS CAPITAL BANCSHARES INC COMMON 88224Q107 197 10000 SH DEFINED 6 10000 0 0
TEXAS GENCO HOLDINGS INC COMMON 882443104 0 5 SH DEFINED 4 5 0 0
TEXAS INDUSTRIES INC COMMON 882491103 6 100 SH DEFINED 15 100 0 0
TEXAS INSTRUMENTS INC COMMON 882508104 80499 2867780 SH DEFINED 1 2867780 0 0
TEXAS INSTRUMENTS INC COMMON 882508104 593 21130 SH DEFINED 9,15 21130 0 0
TEXAS INSTRUMENTS INC COMMON 882508104 78514 2797095 SH DEFINED 15 1521906 0 1264239
TEXAS INSTRUMENTS INC COMMON 882508104 5670 201980 SH DEFINED 15,22 201980 0 0
TEXAS INSTRUMENTS INC COMMON 882508104 2439 86900 SH DEFINED 15,8 86900 0 0
TEXAS INSTRUMENTS INC COMMON 882508104 2991 106550 SH DEFINED 2 106550 0 0
TEXAS INSTRUMENTS INC COMMON 882508104 2105 75000 SH DEFINED 20 75000 0 0
TEXAS INSTRUMENTS INC COMMON 882508104 547 19500 SH DEFINED 23 19500 0 0
TEXAS INSTRUMENTS INC COMMON 882508104 13988 498328 SH DEFINED 24 98155 0 400173
TEXAS INSTRUMENTS INC COMMON 882508104 28 1000 SH DEFINED 5,15 1000 0 0
TEXAS INSTRUMENTS INC COMMON 882508104 1031 36737 SH DEFINED 6 36737 0 0
TEXAS INSTRUMENTS INC COMMON 882508104 1660 59135 SH DEFINED 8 59135 0 0
TEXAS REGIONAL BANCSHARES CL A COMMON 882673106 8419 276200 SH DEFINED 1 276200 0 0
TEXAS REGIONAL BANCSHARES CL A COMMON 882673106 2679 87900 SH DEFINED 2 87900 0 0
TEXAS REGIONAL BANCSHARES CL A COMMON 882673106 282 9249 SH DEFINED 6 9249 0 0
TEXAS ROADHOUSE INC-CLASS A COMMON 882681109 1779 51200 SH DEFINED 1 51200 0 0
TEXAS ROADHOUSE INC-CLASS A COMMON 882681109 42 1200 SH DEFINED 9,7 1200 0 0
TEXAS ROADHOUSE INC-CLASS A COMMON 882681109 361 10400 SH DEFINED 2 10400 0 0
TEXTRON INC COMMON 883203101 36534 481660 SH DEFINED 1 481660 0 0
TEXTRON INC COMMON 883203101 15170 200000 SH DEFINED 1,2 200000 0 0
TEXTRON INC COMMON 883203101 2503 33000 SH DEFINED 9,15 33000 0 0
TEXTRON INC COMMON 883203101 8273 109066 SH DEFINED 15 95566 0 13400
TEXTRON INC COMMON 883203101 2018 26600 SH DEFINED 15,8 26600 0 0
TEXTRON INC COMMON 883203101 637 8400 SH DEFINED 2 8400 0 0
TEXTRON INC COMMON 883203101 245 3227 SH DEFINED 23 3227 0 0
TEXTRON INC COMMON 883203101 4 48 SH DEFINED 24 0 0 48
TEXTRON INC COMMON 883203101 137 1800 SH DEFINED 6 1800 0 0
TEXTRON INC COMMON 883203101 411 5412 SH DEFINED 8 5412 0 0
THERAVANCE INC COMMON 88338T104 326 19200 SH DEFINED 11,2 19200 0 0
THERMO ELECTRON CORP COMMON 883556102 21390 796045 SH DEFINED 1 794920 0 1125
THERMO ELECTRON CORP COMMON 883556102 1698 63200 SH DEFINED 9,15 63200 0 0
THERMO ELECTRON CORP COMMON 883556102 629 23400 SH DEFINED 11,2 23400 0 0
THERMO ELECTRON CORP COMMON 883556102 271 10100 SH DEFINED 11,8 10100 0 0
THERMO ELECTRON CORP COMMON 883556102 12245 455727 SH DEFINED 15 395127 0 48900
THERMO ELECTRON CORP COMMON 883556102 3198 119000 SH DEFINED 15,22 119000 0 0
THERMO ELECTRON CORP COMMON 883556102 1518 56500 SH DEFINED 15,8 56500 0 0
THERMO ELECTRON CORP COMMON 883556102 1316 48970 SH DEFINED 2 48970 0 0
THERMO ELECTRON CORP COMMON 883556102 459 17082 SH DEFINED 23 17082 0 0
THERMO ELECTRON CORP COMMON 883556102 35 1300 SH DEFINED 24 0 0 1300
THERMO ELECTRON CORP COMMON 883556102 78 2900 SH DEFINED 5,15 2900 0 0
THERMO ELECTRON CORP COMMON 883556102 71 2642 SH DEFINED 6 2642 0 0
THERMO ELECTRON CORP COMMON 883556102 1769 65837 SH DEFINED 8 65837 0 0
THERMO ELECTRON CORP COMMON 883556102 55 2041 SH DEFINED 8,10 2041 0 0
THERMO ELECTRON CORP COMMON 883556102 212 7900 SH DEFINED 8,13 7900 0 0
THIRD WAVE TECNOLOGIES COMMON 88428W108 11 2800 SH DEFINED 15 2800 0 0
THOMAS & BETTS CORP COMMON 884315102 11073 392100 SH DEFINED 1 392100 0 0
THOMAS & BETTS CORP COMMON 884315102 5925 209800 SH DEFINED 15 126800 0 83000
THOMAS & BETTS CORP COMMON 884315102 107 3800 SH DEFINED 15,14 3800 0 0
THOMAS & BETTS CORP COMMON 884315102 3564 126200 SH DEFINED 2 126200 0 0
THOMAS & BETTS CORP COMMON 884315102 1384 49000 SH DEFINED 5,15 49000 0 0
THOMSON CORP COMMON 884903105 548 16300 SH DEFINED 9,15 16300 0 0
THOMSON CORP COMMON 884903105 208680 6231400 SH DEFINED 3 6231400 0 0
THOMSON CORP COMMON 884903105 320 9541 SH DEFINED 8 9541 0 0
THOMSON MULTIMEDIA ADR COMMON 885118109 527 22000 SH DEFINED 6 18300 3700 0
THORATEC CORPORATION COMMON 885175307 2694 175600 SH DEFINED 1 175600 0 0
THORATEC CORPORATION COMMON 885175307 4404 287100 SH DEFINED 15 160500 0 126600
THORATEC CORPORATION COMMON 885175307 91 5900 SH DEFINED 15,14 5900 0 0
THORATEC CORPORATION COMMON 885175307 710 46300 SH DEFINED 5,15 46300 0 0
THORNBURG MTG ASSET CORP COMMON 885218107 23 800 SH DEFINED 24 400 0 400
THORNBURG MTG ASSET CORP COMMON 885218107 437 15000 SH DEFINED 6 15000 0 0
3COM CORP COMMON 885535104 1 380 SH DEFINED 24 0 0 380
3M CO COMMON 88579Y101 32376 447800 SH DEFINED 1 447800 0 0
3M CO COMMON 88579Y101 12450 172200 SH DEFINED 1,3 172200 0 0
3M CO COMMON 88579Y101 362 5000 SH DEFINED 9,7 5000 0 0
3M CO COMMON 88579Y101 4215 58300 SH DEFINED 9,2 58300 0 0
3M CO COMMON 88579Y101 10723 148306 SH DEFINED 15 134087 0 14219
3M CO COMMON 88579Y101 2371 32800 SH DEFINED 15,8 32800 0 0
3M CO COMMON 88579Y101 3160 43700 SH DEFINED 2 43700 0 0
3M CO COMMON 88579Y101 433 5994 SH DEFINED 23 5994 0 0
3M CO COMMON 88579Y101 14346 198420 SH DEFINED 24 40745 0 157675
3M CO COMMON 88579Y101 7830 108300 SH DEFINED 3 108300 0 0
3M CO COMMON 88579Y101 0 1 SH DEFINED 4 1 0 0
3M CO COMMON 88579Y101 24543 339463 SH DEFINED 6 339463 0 0
3M CO COMMON 88579Y101 145 2000 SH DEFINED 7 2000 0 0
3M CO COMMON 88579Y101 2752 38068 SH DEFINED 8 38068 0 0
3M CO COMMON 88579Y101 91 1253 SH DEFINED 8,10 1253 0 0
3M COMPANY CVT(MMM) 0.0 11-21- CONVERT 88579YAB7 12275 14150000 SH DEFINED 15 2175000 0 11975000
TIBCO SOFTWARE INC COMMON 88632Q103 8346 1276200 SH DEFINED 1 1276200 0 0
TIBCO SOFTWARE INC COMMON 88632Q103 314 48000 SH DEFINED 2 48000 0 0
TIBCO SOFTWARE INC COMMON 88632Q103 18 2738 SH DEFINED 24 2738 0 0
TIDEWATER INC COMMON 886423102 133 3500 SH DEFINED 24 0 0 3500
TIERONE CORPORATION COMMON 88650R108 1598 58900 SH DEFINED 15 32800 0 26100
TIERONE CORPORATION COMMON 88650R108 33 1200 SH DEFINED 15,14 1200 0 0
TIERONE CORPORATION COMMON 88650R108 524 19300 SH DEFINED 5,15 19300 0 0
TIFFANY & CO COMMON 886547108 1540 47000 SH DEFINED 2 47000 0 0
TIFFANY & CO COMMON 886547108 334 10210 SH DEFINED 9,15 10210 0 0
TIFFANY & CO COMMON 886547108 41656 1271555 SH DEFINED 15 599328 0 665717
TIFFANY & CO COMMON 886547108 1343 40980 SH DEFINED 15,22 40980 0 0
TIFFANY & CO COMMON 886547108 62 1900 SH DEFINED 24 0 0 1900
TIFFANY & CO COMMON 886547108 186 5663 SH DEFINED 8 5663 0 0
TIM PARTICIPACOES SA-ADR COMMON 88706P106 948 60000 SH DEFINED 9 60000 0 0
TIMBERLAND CO COMMON 887100105 2211 57100 SH DEFINED 15 49200 0 4900
TIMBERLAND CO COMMON 887100105 19 500 SH DEFINED 5,15 500 0 0
TIMBERLAND CO COMMON 887100105 55 1425 SH DEFINED 6 300 400 725
TIMCO AVIATION SERV WT COMMON 887151116 0 115 SH DEFINED 6 115 0 0
TIME WARNER INC COMMON 887317105 29271 1751727 SH DEFINED 15 1745947 0 5780
TIME WARNER INC COMMON 887317105 824 49300 SH DEFINED 9 49300 0 0
TIME WARNER INC COMMON 887317105 8405 503000 SH DEFINED 9,15 503000 0 0
TIME WARNER INC COMMON 887317105 179 10689 SH DEFINED 11,8 10689 0 0
TIME WARNER INC COMMON 887317105 69706 4171542 SH DEFINED 15 3781342 0 390200
TIME WARNER INC COMMON 887317105 3696 221180 SH DEFINED 15,14 221180 0 0
TIME WARNER INC COMMON 887317105 531 31800 SH DEFINED 15,22 31800 0 0
TIME WARNER INC COMMON 887317105 5843 349700 SH DEFINED 15,8 349700 0 0
TIME WARNER INC COMMON 887317105 47 2800 SH DEFINED 2 2800 0 0
TIME WARNER INC COMMON 887317105 1738 104000 SH DEFINED 20 104000 0 0
TIME WARNER INC COMMON 887317105 1463 87540 SH DEFINED 23 87540 0 0
TIME WARNER INC COMMON 887317105 657 39332 SH DEFINED 24 11077 0 28255
TIME WARNER INC COMMON 887317105 42 2500 SH DEFINED 4 2500 0 0
TIME WARNER INC COMMON 887317105 2849 170500 SH DEFINED 5,15 170500 0 0
TIME WARNER INC COMMON 887317105 455 27221 SH DEFINED 6 23221 0 4000
TIME WARNER INC COMMON 887317105 317 19000 SH DEFINED 7 19000 0 0
TIME WARNER INC COMMON 887317105 4058 242853 SH DEFINED 8 242853 0 0
TIME WARNER INC COMMON 887317105 84 5053 SH DEFINED 8,10 5053 0 0
TIME WARNER INC COMMON 887317105 151 9054 SH DEFINED 8,13 9054 0 0
TIME WARNER TELECOM INC CL A COMMON 887319101 1433 242000 SH DEFINED 15,22 242000 0 0
TITAN CORP COMMON 888266103 93 4100 SH DEFINED 15 4100 0 0
TITAN CORP COMMON 888266103 45 2000 SH DEFINED 24 0 0 2000
TITAN INTERNATIONAL INC COMMON 88830M102 4058 290300 SH DEFINED 15 157100 0 133200
TITAN INTERNATIONAL INC COMMON 88830M102 85 6100 SH DEFINED 15,14 6100 0 0
TITAN INTERNATIONAL INC COMMON 88830M102 1049 75000 SH DEFINED 5,15 75000 0 0
TITANIUM METALS CORP COMMON 888339207 1471 25900 SH DEFINED 15 13800 0 12100
TITANIUM METALS CORP COMMON 888339207 34 600 SH DEFINED 15,14 600 0 0
TITANIUM METALS CORP COMMON 888339207 165 2900 SH DEFINED 5,15 2900 0 0
TIVO INC COMMON 888706108 7 1100 SH DEFINED 24 0 0 1100
TODCO-A COMMON 88889T107 22030 858200 SH DEFINED 1 858200 0 0
TODCO-A COMMON 88889T107 5853 228000 SH DEFINED 15 144400 0 83600
TODCO-A COMMON 88889T107 100 3900 SH DEFINED 15,14 3900 0 0
TODCO-A COMMON 88889T107 570 22200 SH DEFINED 2 22200 0 0
TODCO-A COMMON 88889T107 10 400 SH DEFINED 24 0 0 400
TODCO-A COMMON 88889T107 752 29300 SH DEFINED 5,15 29300 0 0
TOLL BROTHERS INC COMMON 889478103 1290 12700 SH DEFINED 1 12700 0 0
TOLL BROTHERS INC COMMON 889478103 112 1100 SH DEFINED 15,8 1100 0 0
TOLL BROTHERS INC COMMON 889478103 18 180 SH DEFINED 6 180 0 0
TOO INC COMMON 890333107 4286 183400 SH DEFINED 1 183400 0 0
TOOTSIE ROLL INDS INC COMMON 890516107 397 13579 SH DEFINED 15 13579 0 0
TOOTSIE ROLL INDS INC COMMON 890516107 0 3 SH DEFINED 24 0 0 3
TOOTSIE ROLL INDS INC COMMON 890516107 0 1 SH DEFINED 4 1 0 0
TOOTSIE ROLL INDS INC COMMON 890516107 84 2864 SH DEFINED 6 2864 0 0
TORCHMARK CORP COMMON 891027104 569 10906 SH DEFINED 15 10606 0 300
TORCHMARK CORP COMMON 891027104 428 8200 SH DEFINED 15,8 8200 0 0
TORCHMARK CORP COMMON 891027104 573 10976 SH DEFINED 6 10976 0 0
TORCHMARK CORP COMMON 891027104 202 3862 SH DEFINED 8 3862 0 0
TORO CO COMMON 891092108 9614 249000 SH DEFINED 1 249000 0 0
TORO CO COMMON 891092108 564 14600 SH DEFINED 15 14600 0 0
TORO CO COMMON 891092108 3008 77900 SH DEFINED 2 77900 0 0
TORO CO COMMON 891092108 1046 27098 SH DEFINED 23 27098 0 0
TORO CO COMMON 891092108 46 1180 SH DEFINED 24 680 0 500
TORO CO COMMON 891092108 23 600 SH DEFINED 6 600 0 0
TORONTO-DOMINION BANK COMMON 891160509 97481 2185300 SH DEFINED 1,3 2185300 0 0
TORONTO-DOMINION BANK COMMON 891160509 1847 41400 SH DEFINED 9,15 41400 0 0
TORONTO-DOMINION BANK COMMON 891160509 1637 36700 SH DEFINED 2 36700 0 0
TORONTO-DOMINION BANK COMMON 891160509 685585 15369200 SH DEFINED 3 15369200 0 0
TORONTO-DOMINION BANK COMMON 891160509 0 0 SH DEFINED 4 0 0 0
TORONTO-DOMINION BANK COMMON 891160509 43 966 SH DEFINED 6 966 0 0
TORONTO-DOMINION BANK COMMON 891160509 63 1421 SH DEFINED 8 1421 0 0
TORTOISE ENERGY INFRASTR CF COMMON 89147L100 16 500 SH DEFINED 6 500 0 0
TOTAL SA-SPON ADR COMMON 89151E109 24539 210000 SH DEFINED 1 210000 0 0
TOTAL SA-SPON ADR COMMON 89151E109 736 6300 SH DEFINED 9,15 6300 0 0
TOTAL SA-SPON ADR COMMON 89151E109 115282 986577 SH DEFINED 12 968752 0 17825
TOTAL SA-SPON ADR COMMON 89151E109 0 0 SH DEFINED 12,14 0 0 0
TOTAL SA-SPON ADR COMMON 89151E109 53195 455245 SH DEFINED 15 411305 0 43435
TOTAL SA-SPON ADR COMMON 89151E109 2921 25000 SH DEFINED 15,14 25000 0 0
TOTAL SA-SPON ADR COMMON 89151E109 77 655 SH DEFINED 24 250 0 405
TOTAL SA-SPON ADR COMMON 89151E109 2565 21952 SH DEFINED 4 21952 0 0
TOTAL SA-SPON ADR COMMON 89151E109 388 3320 SH DEFINED 5,15 0 0 3320
TOWN & CTRY TR COMMON 892081100 8510 298500 SH DEFINED 15 282800 0 15700
TOYOTA MOTOR CORPORATION ADR COMMON 892331307 15030 210245 SH DEFINED 12 200970 0 9275
TOYOTA MOTOR CORPORATION ADR COMMON 892331307 30041 420210 SH DEFINED 15 406893 0 13317
TOYOTA MOTOR CORPORATION ADR COMMON 892331307 57 800 SH DEFINED 24 0 0 800
TOYOTA MOTOR CORPORATION ADR COMMON 892331307 975 13642 SH DEFINED 4 13642 0 0
TOYS 'R US INC COMMON 892335100 37 1400 SH DEFINED 15 1400 0 0
TOYS 'R US INC COMMON 892335100 339 12800 SH DEFINED 9,15 12800 0 0
TOYS 'R US INC COMMON 892335100 2100 79299 SH DEFINED 15 72999 0 6300
TOYS 'R US INC COMMON 892335100 339 12800 SH DEFINED 15,8 12800 0 0
TOYS 'R US INC COMMON 892335100 43 1608 SH DEFINED 24 0 0 1608
TOYS 'R US INC COMMON 892335100 32 1193 SH DEFINED 8 1193 0 0
TRACTOR SUPPLY COMPANY COMMON 892356106 13385 272600 SH DEFINED 1 272600 0 0
TRACTOR SUPPLY COMPANY COMMON 892356106 1915 39000 SH DEFINED 2 39000 0 0
TRAMMELL CROW CO COMMON 89288R106 2739 113000 SH DEFINED 15 65300 0 47700
TRAMMELL CROW CO COMMON 89288R106 53 2200 SH DEFINED 15,14 2200 0 0
TRAMMELL CROW CO COMMON 89288R106 293 12100 SH DEFINED 5,15 12100 0 0
TRAMMELL CROW CO COMMON 89288R106 38 1575 SH DEFINED 6 400 425 750
TRANS WORLD ENTERTAINMENT COMMON 89336Q100 2684 226900 SH DEFINED 15 148100 0 78800
TRANS WORLD ENTERTAINMENT COMMON 89336Q100 44 3700 SH DEFINED 15,14 3700 0 0
TRANS WORLD ENTERTAINMENT COMMON 89336Q100 589 49800 SH DEFINED 5,15 49800 0 0
TRANSACTION SYS ARCHITECTS COMMON 893416107 557 22600 SH DEFINED 1 22600 0 0
TRANSACTION SYS ARCHITECTS COMMON 893416107 3268 132700 SH DEFINED 15 69300 0 63400
TRANSACTION SYS ARCHITECTS COMMON 893416107 74 3000 SH DEFINED 15,14 3000 0 0
TRANSACTION SYS ARCHITECTS COMMON 893416107 507 20600 SH DEFINED 5,15 20600 0 0
TRANSAMERICA INCOME SHARES CF COMMON 893506105 2 100 SH DEFINED 6 100 0 0
TRANSCANADA CORP COMMON 89353D107 1250 47500 SH DEFINED 9 47500 0 0
TRANSCANADA CORP COMMON 89353D107 1207 45600 SH DEFINED 9,15 45600 0 0
TRANSCANADA CORP COMMON 89353D107 1034 39089 SH DEFINED 4 39089 0 0
TRANSCANADA CORP COMMON 89353D107 323 12255 SH DEFINED 8 12255 0 0
TRANSGENOMIC INC COMMON 89365K206 1559 2292426 SH DEFINED 18 0 0 2292426
TRANSITIONAL HOSPITALS CORP COMMON 893719104 0 35 SH DEFINED 6 35 0 0
TRANSKARYOTIC THERAPIES INC COMMON 893735100 3658 100000 SH DEFINED 1 100000 0 0
TRANSMONTAIGNE INC COMMON 893934109 2189 208500 SH DEFINED 15 131900 0 76600
TRANSMONTAIGNE INC COMMON 893934109 37 3500 SH DEFINED 15,14 3500 0 0
TRANSMONTAIGNE INC COMMON 893934109 575 54800 SH DEFINED 5,15 54800 0 0
TRAVELERS PPTY CVT 4.5 04-15- CONVERT 89420G307 26899 1201925 SH DEFINED 15 173925 0 1028000
TRAVELERS PPTY CVT 4.5 04-15- CONVERT 89420G307 944 42165 SH DEFINED 24 0 0 42165
TRAVELERS PPTY CVT 4.5 04-15- CONVERT 89420G307 119 5300 SH DEFINED 6 5300 0 0
TREDEGAR CORPORATION COMMON 894650100 31 1975 SH DEFINED 6 425 550 1000
TREND MICRO INC ADR COMMON 89486M206 749 20954 SH DEFINED 4 20954 0 0
TREX INC COMMON 89531P105 3346 130200 SH DEFINED 3 130200 0 0
TRI-VALLEY CORP COMMON 895735108 37 2650 SH DEFINED 24 0 0 2650
TRIAD HOSPITALS INC COMMON 89579K109 33101 605800 SH DEFINED 1 605800 0 0
TRIAD HOSPITALS INC COMMON 89579K109 2964 54246 SH DEFINED 15 50146 0 4100
TRIAD HOSPITALS INC COMMON 89579K109 1377 25200 SH DEFINED 15,22 25200 0 0
TRIAD HOSPITALS INC COMMON 89579K109 1423 26050 SH DEFINED 2 21150 0 4900
TRIAD HOSPITALS INC COMMON 89579K109 106 1945 SH DEFINED 24 115 0 1830
TRIAD HOSPITALS INC COMMON 89579K109 10598 193954 SH DEFINED 6 192629 475 850
TRIAD GUARANTY INC COMMON 895925105 579 11500 SH DEFINED 1 11500 0 0
TRIAD GUARANTY INC COMMON 895925105 48 950 SH DEFINED 6 225 250 475
TRIAD GUARANTY INC COMMON 895925105 82 1631 SH DEFINED 8 1631 0 0
TRIBUNE CO COMMON 896047107 69771 1983250 SH DEFINED 1 1983250 0 0
TRIBUNE CO COMMON 896047107 31662 900000 SH DEFINED 1,2 900000 0 0
TRIBUNE CO COMMON 896047107 1016 28873 SH DEFINED 15 28873 0 0
TRIBUNE CO COMMON 896047107 1397 39700 SH DEFINED 15,14 39700 0 0
TRIBUNE CO COMMON 896047107 435 12360 SH DEFINED 2 12360 0 0
TRIBUNE CO COMMON 896047107 1355 38524 SH DEFINED 24 500 0 38024
TRIBUNE CO COMMON 896047107 1 41 SH DEFINED 4 41 0 0
TRIBUNE CO COMMON 896047107 1777 50506 SH DEFINED 6 50506 0 0
TRIBUNE CO COMMON 896047107 255 7259 SH DEFINED 8 7259 0 0
TRICO BANCSHARES COMMON 896095106 16 700 SH DEFINED 6 700 0 0
TRIMBLE NAVIGATION LTD COMMON 896239100 25629 657650 SH DEFINED 1 657650 0 0
TRIMBLE NAVIGATION LTD COMMON 896239100 7167 183900 SH DEFINED 15 162300 0 13300
TRIMBLE NAVIGATION LTD COMMON 896239100 1325 34000 SH DEFINED 15,22 34000 0 0
TRIMBLE NAVIGATION LTD COMMON 896239100 277 7100 SH DEFINED 15,8 7100 0 0
TRIMBLE NAVIGATION LTD COMMON 896239100 4491 115250 SH DEFINED 2 115250 0 0
TRIMBLE NAVIGATION LTD COMMON 896239100 55 1400 SH DEFINED 5,15 1400 0 0
TRIQUINT SEMICONDUCTOR INC COMMON 89674K103 1 300 SH DEFINED 6 300 0 0
TRIUMPH GROUP INC COMMON 896818101 386 11100 SH DEFINED 1 11100 0 0
TRIUMPH GROUP INC COMMON 896818101 31 900 SH DEFINED 15 900 0 0
TRIUMPH GROUP INC COMMON 896818101 76 2200 SH DEFINED 5,15 2200 0 0
TRIZEC PROPERTIES INC COMMON 89687P107 1882 91500 SH DEFINED 15 91500 0 0
TRIZEC PROPERTIES INC COMMON 89687P107 106534 5179076 SH DEFINED 15 4031276 0 1042700
TRIZEC PROPERTIES INC COMMON 89687P107 7897 383900 SH DEFINED 5,15 383900 0 0
TRIZEC PROPERTIES INC COMMON 89687P107 48 2350 SH DEFINED 6 550 625 1175
TRIZETTO GROUP INC COMMON 896882107 3854 275100 SH DEFINED 15 160500 0 114600
TRIZETTO GROUP INC COMMON 896882107 76 5400 SH DEFINED 15,14 5400 0 0
TRIZETTO GROUP INC COMMON 896882107 565 40300 SH DEFINED 5,15 40300 0 0
TRUSTMARK CORP COMMON 898402102 1831 62600 SH DEFINED 15 37500 0 25100
TRUSTMARK CORP COMMON 898402102 35 1200 SH DEFINED 15,14 1200 0 0
TRUSTMARK CORP COMMON 898402102 734 25100 SH DEFINED 5,15 25100 0 0
TRUSTREET PROPERTIES INC COMMON 898404108 234 14100 SH DEFINED 15 0 0 14100
TRUSTREET PROPERTIES INC COMMON 898404108 70 4225 SH DEFINED 6 950 1175 2100
TUESDAY MORNING CORP COMMON 899035505 17733 562600 SH DEFINED 1 562600 0 0
TUESDAY MORNING CORP COMMON 899035505 668 21200 SH DEFINED 2 21200 0 0
TUMBLEWEED COMMUNICATIONS CORP COMMON 899690101 69 26500 SH DEFINED 24 0 0 26500
TUPPERWARE CORP COMMON 899896104 970 41500 SH DEFINED 1 41500 0 0
TUPPERWARE CORP COMMON 899896104 5807 248500 SH DEFINED 15 212000 0 24800
TUPPERWARE CORP COMMON 899896104 171 7300 SH DEFINED 15,8 7300 0 0
TUPPERWARE CORP COMMON 899896104 130 5570 SH DEFINED 24 0 0 5570
TUPPERWARE CORP COMMON 899896104 643 27500 SH DEFINED 5,15 27500 0 0
TUPPERWARE CORP COMMON 899896104 3 109 SH DEFINED 6 109 0 0
TURKCELL ILETISIM HI ADR COMMON 900111204 437 34544 SH DEFINED 9 34544 0 0
TURKCELL ILETISIM HI ADR COMMON 900111204 956 75597 SH DEFINED 15,22 75597 0 0
21ST CENTY INS GROUP COMMON 90130N103 8 570 SH DEFINED 6 570 0 0
24-7 REAL MEDIA INC COMMON 901314203 0 40 SH DEFINED 24 0 0 40
24-7 REAL MEDIA INC COMMON 901314203 2 410 SH DEFINED 6 410 0 0
II VI INC COMMON 902104108 7 400 SH DEFINED 24 0 0 400
TYCO INTL CVT(TYC) 144A 3.125 CONVERT 902118BE7 14862 10750000 SH DEFINED 15 0 0 10750000
TYCO INTL GROUP CVT(TYC) 2.75 CONVERT 902118BF4 3 2000 SH DEFINED 24 0 0 2000
TYCO INTL GROUP (TYC)CVT 3.125 CONVERT 902118BG2 23641 17100000 SH DEFINED 15 4025000 0 13075000
TYCO INTERNATIONAL LTD COMMON 902124106 696191 23842150 SH DEFINED 1 23842150 0 0
TYCO INTERNATIONAL LTD COMMON 902124106 166157 5690300 SH DEFINED 1,2 5690300 0 0
TYCO INTERNATIONAL LTD COMMON 902124106 1574 53900 SH DEFINED 9 53900 0 0
TYCO INTERNATIONAL LTD COMMON 902124106 20002 685000 SH DEFINED 9,15 685000 0 0
TYCO INTERNATIONAL LTD COMMON 902124106 165 5665 SH DEFINED 11,8 5665 0 0
TYCO INTERNATIONAL LTD COMMON 902124106 75607 2589270 SH DEFINED 15 2295970 0 293300
TYCO INTERNATIONAL LTD COMMON 902124106 2429 83200 SH DEFINED 15,14 83200 0 0
TYCO INTERNATIONAL LTD COMMON 902124106 2821 96600 SH DEFINED 15,8 96600 0 0
TYCO INTERNATIONAL LTD COMMON 902124106 30022 1028150 SH DEFINED 2 1028150 0 0
TYCO INTERNATIONAL LTD COMMON 902124106 587 20100 SH DEFINED 2,14 20100 0 0
TYCO INTERNATIONAL LTD COMMON 902124106 595 20385 SH DEFINED 23 20385 0 0
TYCO INTERNATIONAL LTD COMMON 902124106 7237 247840 SH DEFINED 24 5200 0 242640
TYCO INTERNATIONAL LTD COMMON 902124106 37339 1278718 SH DEFINED 4 1278718 0 0
TYCO INTERNATIONAL LTD COMMON 902124106 4856 166300 SH DEFINED 5,15 166300 0 0
TYCO INTERNATIONAL LTD COMMON 902124106 4798 164311 SH DEFINED 6 164311 0 0
TYCO INTERNATIONAL LTD COMMON 902124106 280 9600 SH DEFINED 7 9600 0 0
TYCO INTERNATIONAL LTD COMMON 902124106 3047 104357 SH DEFINED 8 104357 0 0
TYCO INTERNATIONAL LTD COMMON 902124106 43 1488 SH DEFINED 8,10 1488 0 0
TYCO INTERNATIONAL LTD COMMON 902124106 140 4795 SH DEFINED 8,13 4795 0 0
TYLER TECHNOLOGIES INC COMMON 902252105 953 126100 SH DEFINED 15 65900 0 60200
TYLER TECHNOLOGIES INC COMMON 902252105 21 2800 SH DEFINED 15,14 2800 0 0
TYLER TECHNOLOGIES INC COMMON 902252105 116 15300 SH DEFINED 5,15 15300 0 0
TYSON FOODS INC COMMON 902494103 30 1680 SH DEFINED 15 1680 0 0
TYSON FOODS INC COMMON 902494103 294 16500 SH DEFINED 9,15 16500 0 0
TYSON FOODS INC COMMON 902494103 249 14000 SH DEFINED 15 13000 0 1000
TYSON FOODS INC COMMON 902494103 174 9800 SH DEFINED 15,8 9800 0 0
TYSON FOODS INC COMMON 902494103 84 4704 SH DEFINED 8 4704 0 0
SYSCO CORP CVT(UBS) 144A 1.0 0 CONVERT 90261KDC1 23548 20300000 SH DEFINED 15 2925000 0 17375000
CENDANT CORP CVT(UBS) 144A 1.0 CONVERT 90261KDS6 34052 29675000 SH DEFINED 15 4275000 0 25400000
ECHOSTAR COMM CVT(UBS) 144A 1. CONVERT 90261KEL0 16438 19775000 SH DEFINED 15 2875000 0 16900000
EMC CORP (UBS) CVT 0.0 11-16-1 CONVERT 90261TAV3 16909 18775000 SH DEFINED 15 2500000 0 16275000
UCBH HOLDINGS INC COMMON 90262T308 3617 222700 SH DEFINED 1 222700 0 0
UCBH HOLDINGS INC COMMON 90262T308 15 950 SH DEFINED 6 950 0 0
UGI CORP COMMON 902681105 8498 304600 SH DEFINED 1 304600 0 0
UGI CORP COMMON 902681105 1228 44000 SH DEFINED 23 44000 0 0
UICI COMMON 902737105 9220 309700 SH DEFINED 15 176200 0 133500
UICI COMMON 902737105 188 6300 SH DEFINED 15,14 6300 0 0
UICI COMMON 902737105 3150 105800 SH DEFINED 5,15 105800 0 0
UIL HOLDINGS CORPORATION COMMON 902748102 19 350 SH DEFINED 24 350 0 0
USB HOLDING CO INC COMMON 902910108 837 35775 SH DEFINED 15 20100 0 15675
USB HOLDING CO INC COMMON 902910108 16 700 SH DEFINED 15,14 700 0 0
USB HOLDING CO INC COMMON 902910108 253 10815 SH DEFINED 5,15 10815 0 0
UST INC COMMON 902911106 10592 231980 SH DEFINED 1 231980 0 0
UST INC COMMON 902911106 7054 154500 SH DEFINED 1,3 154500 0 0
UST INC COMMON 902911106 183 4000 SH DEFINED 9,7 4000 0 0
UST INC COMMON 902911106 2393 52400 SH DEFINED 9,2 52400 0 0
UST INC COMMON 902911106 1032 22602 SH DEFINED 15 22102 0 500
UST INC COMMON 902911106 174 3800 SH DEFINED 15,8 3800 0 0
UST INC COMMON 902911106 1607 35200 SH DEFINED 2 35200 0 0
UST INC COMMON 902911106 457 10000 SH DEFINED 24 0 0 10000
UST INC COMMON 902911106 73074 1600400 SH DEFINED 3 1600400 0 0
UST INC COMMON 902911106 6 142 SH DEFINED 6 142 0 0
US BANCORP COMMON 902973304 25905 887160 SH DEFINED 1 887160 0 0
US BANCORP COMMON 902973304 1501 51400 SH DEFINED 9 51400 0 0
US BANCORP COMMON 902973304 19368 663300 SH DEFINED 9,15 663300 0 0
US BANCORP COMMON 902973304 131067 4488604 SH DEFINED 15 4108899 0 379705
US BANCORP COMMON 902973304 2321 79500 SH DEFINED 15,14 79500 0 0
US BANCORP COMMON 902973304 7265 248800 SH DEFINED 15,8 248800 0 0
US BANCORP COMMON 902973304 1545 52900 SH DEFINED 2 52900 0 0
US BANCORP COMMON 902973304 1388 47522 SH DEFINED 23 47522 0 0
US BANCORP COMMON 902973304 4380 150004 SH DEFINED 24 41008 0 108996
US BANCORP COMMON 902973304 0 1 SH DEFINED 4 1 0 0
US BANCORP COMMON 902973304 5539 189700 SH DEFINED 5,15 189700 0 0
US BANCORP COMMON 902973304 5435 186132 SH DEFINED 6 186132 0 0
US BANCORP COMMON 902973304 318 10900 SH DEFINED 7 10900 0 0
US BANCORP COMMON 902973304 2690 92140 SH DEFINED 8 92140 0 0
US BANCORP COMMON 902973304 61 2075 SH DEFINED 8,10 2075 0 0
URS CORP COMMON 903236107 3787 101400 SH DEFINED 1 101400 0 0
USG CORP COMMON 903293405 242 5700 SH DEFINED 1 5700 0 0
USG CORP COMMON 903293405 1250 29400 SH DEFINED 1,3 29400 0 0
USG CORP COMMON 903293405 421 9900 SH DEFINED 9,2 9900 0 0
USG CORP COMMON 903293405 7501 176500 SH DEFINED 15 99300 0 77200
USG CORP COMMON 903293405 153 3600 SH DEFINED 15,14 3600 0 0
USG CORP COMMON 903293405 2053 48300 SH DEFINED 5,15 48300 0 0
USEC INC COMMON 90333E108 586 40000 SH DEFINED 24 40000 0 0
US PHYSICAL THERAPY INC COMMON 90337L108 322 16800 SH DEFINED 15 8500 0 8300
US PHYSICAL THERAPY INC COMMON 90337L108 8 400 SH DEFINED 15,14 400 0 0
US PHYSICAL THERAPY INC COMMON 90337L108 36 1900 SH DEFINED 5,15 1900 0 0
US XPRESS ENTERPRISES INC COMMON 90338N103 31 2625 SH DEFINED 6 600 725 1300
US SHIPPING PARTNERS LP COMMON 903417103 141 5540 SH DEFINED 6 5540 0 0
USA MOBILITY INC COMMON 90341G103 1098 37400 SH DEFINED 15 21300 0 16100
USA MOBILITY INC COMMON 90341G103 23 800 SH DEFINED 15,14 800 0 0
USA MOBILITY INC COMMON 90341G103 393 13400 SH DEFINED 5,15 13400 0 0
UBIQUITEL INC COMMON 903474302 5055 619500 SH DEFINED 15 334500 0 285000
UBIQUITEL INC COMMON 903474302 105 12900 SH DEFINED 15,14 12900 0 0
UBIQUITEL INC COMMON 903474302 1100 134800 SH DEFINED 5,15 134800 0 0
ULTICOM INC COMMON 903844108 3839 361800 SH DEFINED 1 361800 0 0
ULTRALIFE BATTERIES INC COMMON 903899102 3915 242400 SH DEFINED 1 242400 0 0
ULTRA PETROLEUM CORP COMMON 903914109 1852 61000 SH DEFINED 1 61000 0 0
ULTRA PETROLEUM CORP COMMON 903914109 2459 81000 SH DEFINED 2 81000 0 0
ULTRA PETROLEUM CORP COMMON 903914109 6 200 SH DEFINED 24 0 0 200
UNIBANCO-UNIAO DE BANCOS BRASL COMMON 90458E107 1738 45000 SH DEFINED 9 45000 0 0
UNIBANCO-UNIAO DE BANCOS BRASL COMMON 90458E107 408 10569 SH DEFINED 9,15 10569 0 0
UNILEVER PLC ADR COMMON 904767704 2 40 SH DEFINED 4 40 0 0
UNILEVER NV - NY REG SHARES COMMON 904784709 1979 30524 SH DEFINED 15 30278 0 246
UNILEVER NV - NY REG SHARES COMMON 904784709 150 2316 SH DEFINED 24 1934 0 382
UNILEVER NV - NY REG SHARES COMMON 904784709 13342 205793 SH DEFINED 4 205793 0 0
UNILEVER NV - NY REG SHARES COMMON 904784709 195 3005 SH DEFINED 6 3005 0 0
UNION BANKSHARES CORP COMMON 905399101 332 8600 SH DEFINED 15 5200 0 3400
UNION BANKSHARES CORP COMMON 905399101 8 200 SH DEFINED 15,14 200 0 0
UNION BANKSHARES CORP COMMON 905399101 189 4900 SH DEFINED 5,15 4900 0 0
UNION BANKSHARES CORP COMMON 905399101 6 150 SH DEFINED 6 150 0 0
UNION PACIFIC CORP COMMON 907818108 48730 752000 SH DEFINED 1 752000 0 0
UNION PACIFIC CORP COMMON 907818108 25726 397000 SH DEFINED 1,2 397000 0 0
UNION PACIFIC CORP COMMON 907818108 5314 82000 SH DEFINED 1,3 82000 0 0
UNION PACIFIC CORP COMMON 907818108 1661 25625 SH DEFINED 15 25526 0 99
UNION PACIFIC CORP COMMON 907818108 392 6050 SH DEFINED 2 6050 0 0
UNION PACIFIC CORP COMMON 907818108 242 3738 SH DEFINED 24 0 0 3738
UNION PACIFIC CORP COMMON 907818108 1 20 SH DEFINED 4 20 0 0
UNION PACIFIC CORP COMMON 907818108 734 11327 SH DEFINED 6 11327 0 0
UNION PACIFIC CORP COMMON 907818108 465 7169 SH DEFINED 8 7169 0 0
UNIONBANCAL CORP COMMON 908906100 62 920 SH DEFINED 15 920 0 0
UNIONBANCAL CORP COMMON 908906100 1486 22200 SH DEFINED 15 21700 0 500
UNIONBANCAL CORP COMMON 908906100 529 7900 SH DEFINED 15,8 7900 0 0
UNIONBANCAL CORP COMMON 908906100 87 1300 SH DEFINED 23 1300 0 0
UNIONBANCAL CORP COMMON 908906100 4 64 SH DEFINED 6 64 0 0
UNIONBANCAL CORP COMMON 908906100 20 300 SH DEFINED 8 300 0 0
UNISOURCE ENERGY CORP COMMON 909205106 52 1675 SH DEFINED 6 325 575 775
UNISYS CORPORATION COMMON 909214108 349 55139 SH DEFINED 15 55139 0 0
UNISYS CORPORATION COMMON 909214108 80 12644 SH DEFINED 8 12644 0 0
UNIT CORP COMMON 909218109 19554 444300 SH DEFINED 1 444300 0 0
UNIT CORP COMMON 909218109 4781 108640 SH DEFINED 2 108640 0 0
UNITED AMERICA INDEMNITY-A COMMON 90933T109 58 3375 SH DEFINED 6 750 925 1700
UNITED COMMUNITY FINANCIAL COMMON 909839102 884 80800 SH DEFINED 15 44100 0 36700
UNITED COMMUNITY FINANCIAL COMMON 909839102 18 1600 SH DEFINED 15,14 1600 0 0
UNITED COMMUNITY FINANCIAL COMMON 909839102 243 22200 SH DEFINED 5,15 22200 0 0
UNITED BANKSHARES INC COMMON 909907107 3387 95100 SH DEFINED 15 54000 0 41100
UNITED BANKSHARES INC COMMON 909907107 68 1900 SH DEFINED 15,14 1900 0 0
UNITED BANKSHARES INC COMMON 909907107 5 150 SH DEFINED 24 0 0 150
UNITED BANKSHARES INC COMMON 909907107 1179 33100 SH DEFINED 5,15 33100 0 0
UNITED CAPITAL CORPORATION COMMON 909912107 128 4915 SH DEFINED 24 0 0 4915
UNITED DOMINION REALTY TR INC COMMON 910197102 370 15400 SH DEFINED 15 15400 0 0
UNITED DOMINION REALTY TR INC COMMON 910197102 27265 1133692 SH DEFINED 15 827798 0 286694
UNITED DOMINION REALTY TR INC COMMON 910197102 1708 71000 SH DEFINED 5,15 71000 0 0
UNITED DOMINION REALTY TR INC COMMON 910197102 161 6690 SH DEFINED 6 6690 0 0
UNITED FIRE & CASUALTY CO COMMON 910331107 1546 34800 SH DEFINED 1 34800 0 0
UNITED FIRE & CASUALTY CO COMMON 910331107 3163 71200 SH DEFINED 15 40600 0 30600
UNITED FIRE & CASUALTY CO COMMON 910331107 62 1400 SH DEFINED 15,14 1400 0 0
UNITED FIRE & CASUALTY CO COMMON 910331107 1022 23000 SH DEFINED 5,15 23000 0 0
UNITED INDUSTRIAL CORP COMMON 910671106 15232 426200 SH DEFINED 1 426200 0 0
UNITED INDUSTRIAL CORP COMMON 910671106 4868 136200 SH DEFINED 2 136200 0 0
UNITED MICROELECTRONICS ADR COMMON 910873207 118 28670 SH DEFINED 9 28670 0 0
UNITED MICROELECTRONICS ADR COMMON 910873207 383 93111 SH DEFINED 9,15 93111 0 0
UNITED MICROELECTRONICS ADR COMMON 910873207 914 222430 SH DEFINED 7 222430 0 0
UNITED NAT FOODS INC COMMON 911163103 15346 505300 SH DEFINED 1 505300 0 0
UNITED NAT FOODS INC COMMON 911163103 4899 161300 SH DEFINED 2 161300 0 0
UNITED ONLINE INC COMMON 911268100 6594 607700 SH DEFINED 1 607700 0 0
UNITED ONLINE INC COMMON 911268100 3417 314900 SH DEFINED 15 176400 0 138500
UNITED ONLINE INC COMMON 911268100 71 6500 SH DEFINED 15,14 6500 0 0
UNITED ONLINE INC COMMON 911268100 1182 108900 SH DEFINED 5,15 108900 0 0
UNITED PARCEL SERVICE INC COMMON 911312106 11174 161568 SH DEFINED 15 146628 0 14940
UNITED PARCEL SERVICE INC COMMON 911312106 2082 30100 SH DEFINED 15,8 30100 0 0
UNITED PARCEL SERVICE INC COMMON 911312106 89 1288 SH DEFINED 23 1288 0 0
UNITED PARCEL SERVICE INC COMMON 911312106 7251 104841 SH DEFINED 24 58585 0 46256
UNITED PARCEL SERVICE INC COMMON 911312106 1252 18100 SH DEFINED 3 18100 0 0
UNITED PARCEL SERVICE INC COMMON 911312106 13638 197193 SH DEFINED 6 191793 0 5400
UNITED PARCEL SERVICE INC COMMON 911312106 1091 15775 SH DEFINED 8 15775 0 0
UNITED RENTALS INC COMMON 911363109 78 3875 SH DEFINED 6 800 1075 2000
US AIRWAYS GROUP INC-CL A COMMON 911905503 6 8000 SH DEFINED 24 0 0 8000
U-STORE-IT TRUST COMMON 91274F104 320 16800 SH DEFINED 15 16800 0 0
U-STORE-IT TRUST COMMON 91274F104 8527 447600 SH DEFINED 15 370200 0 77400
UNITED STATES STEEL CORP COMMON 912909108 32632 949440 SH DEFINED 1 949440 0 0
UNITED STATES STEEL CORP COMMON 912909108 39003 1134800 SH DEFINED 1,2 1134800 0 0
UNITED STATES STEEL CORP COMMON 912909108 196 5700 SH DEFINED 9 5700 0 0
UNITED STATES STEEL CORP COMMON 912909108 2629 76500 SH DEFINED 9,15 76500 0 0
UNITED STATES STEEL CORP COMMON 912909108 20758 603950 SH DEFINED 15 524950 0 63500
UNITED STATES STEEL CORP COMMON 912909108 302 8800 SH DEFINED 15,14 8800 0 0
UNITED STATES STEEL CORP COMMON 912909108 921 26800 SH DEFINED 15,8 26800 0 0
UNITED STATES STEEL CORP COMMON 912909108 10505 305650 SH DEFINED 2 305650 0 0
UNITED STATES STEEL CORP COMMON 912909108 56 1642 SH DEFINED 23 1642 0 0
UNITED STATES STEEL CORP COMMON 912909108 17 500 SH DEFINED 24 0 0 500
UNITED STATES STEEL CORP COMMON 912909108 691 20100 SH DEFINED 5,15 20100 0 0
UNITED STATES STEEL CORP COMMON 912909108 69 2000 SH DEFINED 8 2000 0 0
UNITED SYSTEMS TECHNOLOGY COMMON 912913100 0 2000 SH DEFINED 24 0 0 2000
UNITED SURGICAL PARTNERS COMMON 913016309 9114 175000 SH DEFINED 1 175000 0 0
UNITED SURGICAL PARTNERS COMMON 913016309 115 2200 SH DEFINED 15,8 2200 0 0
UNITED TECHNOLOGIES CORP COMMON 913017109 91419 1780310 SH DEFINED 1 1780310 0 0
UNITED TECHNOLOGIES CORP COMMON 913017109 548 10680 SH DEFINED 9,15 10680 0 0
UNITED TECHNOLOGIES CORP COMMON 913017109 66674 1298423 SH DEFINED 15 681185 0 611698
UNITED TECHNOLOGIES CORP COMMON 913017109 1791 34880 SH DEFINED 15,22 34880 0 0
UNITED TECHNOLOGIES CORP COMMON 913017109 15318 298300 SH DEFINED 2 298300 0 0
UNITED TECHNOLOGIES CORP COMMON 913017109 192 3740 SH DEFINED 23 3740 0 0
UNITED TECHNOLOGIES CORP COMMON 913017109 26404 514195 SH DEFINED 24 135856 0 378339
UNITED TECHNOLOGIES CORP COMMON 913017109 36 693 SH DEFINED 4 693 0 0
UNITED TECHNOLOGIES CORP COMMON 913017109 25516 496910 SH DEFINED 6 496910 0 0
UNITED TECHNOLOGIES CORP COMMON 913017109 1611 31368 SH DEFINED 8 31368 0 0
UNITED THERAPEUTICS CORP COMMON 91307C102 9905 205500 SH DEFINED 1 205500 0 0
UNITED THERAPEUTICS CORP COMMON 91307C102 6353 131800 SH DEFINED 15 68100 0 63700
UNITED THERAPEUTICS CORP COMMON 91307C102 145 3000 SH DEFINED 15,14 3000 0 0
UNITED THERAPEUTICS CORP COMMON 91307C102 3244 67300 SH DEFINED 2 67300 0 0
UNITED THERAPEUTICS CORP COMMON 91307C102 762 15800 SH DEFINED 5,15 15800 0 0
UNITED THERAPEUTICS CORP COMMON 91307C102 69 1425 SH DEFINED 6 325 375 725
UNITEDHEALTH GROUP INCORPORATE COMMON 91324P102 491101 9418890 SH DEFINED 1 9418890 0 0
UNITEDHEALTH GROUP INCORPORATE COMMON 91324P102 90004 1726200 SH DEFINED 1,2 1726200 0 0
UNITEDHEALTH GROUP INCORPORATE COMMON 91324P102 16107 308920 SH DEFINED 1,3 308920 0 0
UNITEDHEALTH GROUP INCORPORATE COMMON 91324P102 292 5600 SH DEFINED 9 5600 0 0
UNITEDHEALTH GROUP INCORPORATE COMMON 91324P102 386 7400 SH DEFINED 9,7 7400 0 0
UNITEDHEALTH GROUP INCORPORATE COMMON 91324P102 2822 54120 SH DEFINED 9,15 54120 0 0
UNITEDHEALTH GROUP INCORPORATE COMMON 91324P102 5459 104700 SH DEFINED 9,2 104700 0 0
UNITEDHEALTH GROUP INCORPORATE COMMON 91324P102 875 16788 SH DEFINED 11,8 16788 0 0
UNITEDHEALTH GROUP INCORPORATE COMMON 91324P102 45493 872515 SH DEFINED 15 764931 0 107584
UNITEDHEALTH GROUP INCORPORATE COMMON 91324P102 417 8000 SH DEFINED 15,14 8000 0 0
UNITEDHEALTH GROUP INCORPORATE COMMON 91324P102 4036 77400 SH DEFINED 15,8 77400 0 0
UNITEDHEALTH GROUP INCORPORATE COMMON 91324P102 52160 1000380 SH DEFINED 2 1000380 0 0
UNITEDHEALTH GROUP INCORPORATE COMMON 91324P102 506 9700 SH DEFINED 2,14 9700 0 0
UNITEDHEALTH GROUP INCORPORATE COMMON 91324P102 3957 75891 SH DEFINED 23 75891 0 0
UNITEDHEALTH GROUP INCORPORATE COMMON 91324P102 4988 95670 SH DEFINED 24 46515 0 49155
UNITEDHEALTH GROUP INCORPORATE COMMON 91324P102 9215 176732 SH DEFINED 3 176732 0 0
UNITEDHEALTH GROUP INCORPORATE COMMON 91324P102 24512 470115 SH DEFINED 4 470115 0 0
UNITEDHEALTH GROUP INCORPORATE COMMON 91324P102 2315 44400 SH DEFINED 5,15 44400 0 0
UNITEDHEALTH GROUP INCORPORATE COMMON 91324P102 36041 691230 SH DEFINED 6 685830 0 5400
UNITEDHEALTH GROUP INCORPORATE COMMON 91324P102 417 8000 SH DEFINED 7 8000 0 0
UNITEDHEALTH GROUP INCORPORATE COMMON 91324P102 6023 115519 SH DEFINED 8 115519 0 0
UNITEDHEALTH GROUP INCORPORATE COMMON 91324P102 66 1264 SH DEFINED 8,10 1264 0 0
UNITEDHEALTH GROUP INCORPORATE COMMON 91324P102 753 14448 SH DEFINED 8,13 14448 0 0
UNITRIN INC COMMON 913275103 412 8400 SH DEFINED 6 8400 0 0
UNIVERSAL AMER FINANCIAL CRP COMMON 913377107 4574 202200 SH DEFINED 1 202200 0 0
UNIVERSAL CORP-VA COMMON 913456109 407 9300 SH DEFINED 24 0 0 9300
UNIVERSAL HEALTH RLTY INCM TR COMMON 91359E105 3609 94700 SH DEFINED 1 94700 0 0
UNIVERSAL HEALTH RLTY INCM TR COMMON 91359E105 3163 83000 SH DEFINED 15 83000 0 0
UNIVERSAL HEALTH RLTY INCM TR COMMON 91359E105 46 1200 SH DEFINED 5,15 1200 0 0
UNIVERSAL INSURANCE HOLDINGS COMMON 91359V107 200 2900000 SH DEFINED 6 2900000 0 0
UNIVERSAL HLTH SVCS INC COMMON 913903100 12576 202250 SH DEFINED 1 202250 0 0
UNIVERSAL HLTH SVCS INC COMMON 913903100 964 15500 SH DEFINED 15,22 15500 0 0
UNIVERSAL HLTH SVCS INC COMMON 913903100 386 6200 SH DEFINED 2 6200 0 0
UNIVERSAL HLTH SVCS INC COMMON 913903100 37 600 SH DEFINED 6 125 175 300
UNIVERSAL TECHNICAL INSTITUT COMMON 913915104 365 11000 SH DEFINED 1 11000 0 0
UNIVERSAL TECHNICAL INSTITUT COMMON 913915104 39 1180 SH DEFINED 24 70 0 1110
UNIVERSAL TECHNICAL INSTITUT COMMON 913915104 3884 116986 SH DEFINED 6 116986 0 0
UNIVISION COMMUNICATIONS INC COMMON 914906102 82148 2981769 SH DEFINED 1 2981769 0 0
UNIVISION COMMUNICATIONS INC COMMON 914906102 41325 1500000 SH DEFINED 1,2 1500000 0 0
UNIVISION COMMUNICATIONS INC COMMON 914906102 4642 168500 SH DEFINED 9 168500 0 0
UNIVISION COMMUNICATIONS INC COMMON 914906102 997 36200 SH DEFINED 9,22 36200 0 0
UNIVISION COMMUNICATIONS INC COMMON 914906102 1004 36454 SH DEFINED 15 28254 0 8200
UNIVISION COMMUNICATIONS INC COMMON 914906102 576 20900 SH DEFINED 15,14 20900 0 0
UNIVISION COMMUNICATIONS INC COMMON 914906102 10813 392470 SH DEFINED 2 383470 0 9000
UNIVISION COMMUNICATIONS INC COMMON 914906102 44471 1614207 SH DEFINED 24 321076 0 1293131
UNIVISION COMMUNICATIONS INC COMMON 914906102 7 259 SH DEFINED 4 259 0 0
UNIVISION COMMUNICATIONS INC COMMON 914906102 7154 259684 SH DEFINED 6 259684 0 0
UNIVISION COMMUNICATIONS INC COMMON 914906102 165 5993 SH DEFINED 8 5993 0 0
UNIVEST CORP OF PENNSYLVANIA COMMON 915271100 282 9400 SH DEFINED 15 5000 0 4400
UNIVEST CORP OF PENNSYLVANIA COMMON 915271100 4 150 SH DEFINED 15,14 150 0 0
UNIVEST CORP OF PENNSYLVANIA COMMON 915271100 36 1200 SH DEFINED 5,15 1200 0 0
UNOCAL CORP COMMON 915289102 18421 283175 SH DEFINED 15 281900 0 1275
UNOCAL CORP COMMON 915289102 1028 15800 SH DEFINED 9,15 15800 0 0
UNOCAL CORP COMMON 915289102 6481 99631 SH DEFINED 15 91931 0 7700
UNOCAL CORP COMMON 915289102 2407 37000 SH DEFINED 15,14 37000 0 0
UNOCAL CORP COMMON 915289102 1015 15600 SH DEFINED 15,8 15600 0 0
UNOCAL CORP COMMON 915289102 140 2150 SH DEFINED 23 2150 0 0
UNOCAL CORP COMMON 915289102 612 9411 SH DEFINED 24 0 0 9411
UNOCAL CORP COMMON 915289102 677 10401 SH DEFINED 4 10401 0 0
UNOCAL CORP COMMON 915289102 185 2851 SH DEFINED 6 2851 0 0
UNOCAL CORP COMMON 915289102 650 9985 SH DEFINED 8 9985 0 0
UNOVA INC COMMON 91529B106 852 32000 SH DEFINED 1 32000 0 0
UNOVA INC COMMON 91529B106 173 6500 SH DEFINED 6 4600 1900 0
UNUMPROVIDENT CORP COMMON 91529Y106 2 120 SH DEFINED 15 120 0 0
UNUMPROVIDENT CORP COMMON 91529Y106 530 28904 SH DEFINED 15 28904 0 0
UNUMPROVIDENT CORP COMMON 91529Y106 114 6200 SH DEFINED 15,8 6200 0 0
UNUMPROVIDENT CORP COMMON 91529Y106 187 10200 SH DEFINED 6 10200 0 0
UNUMPROVIDENT CORP COMMON 91529Y106 216 11812 SH DEFINED 8 11812 0 0
UPM KYMMENE CORP ADR COMMON 915436109 6885 359160 SH DEFINED 12 340020 0 19140
UPM KYMMENE CORP ADR COMMON 915436109 19972 1041842 SH DEFINED 15 1004369 0 37473
URBAN OUTFITTERS INC COMMON 917047102 2177 38400 SH DEFINED 1 38400 0 0
URBAN OUTFITTERS INC COMMON 917047102 244 4300 SH DEFINED 9 4300 0 0
URBAN OUTFITTERS INC COMMON 917047102 108 1900 SH DEFINED 15 1900 0 0
URBAN OUTFITTERS INC COMMON 917047102 1644 29000 SH DEFINED 2 29000 0 0
URBAN OUTFITTERS INC COMMON 917047102 57 1000 SH DEFINED 24 0 0 1000
URBAN OUTFITTERS INC COMMON 917047102 6 105 SH DEFINED 4 105 0 0
URBAN OUTFITTERS INC COMMON 917047102 6 100 SH DEFINED 6 100 0 0
UROLOGIX INC COMMON 917273104 756 174500 SH DEFINED 15 89700 0 84800
UROLOGIX INC COMMON 917273104 16 3800 SH DEFINED 15,14 3800 0 0
UROLOGIX INC COMMON 917273104 94 21600 SH DEFINED 5,15 21600 0 0
URSTADT BIDDLE CLASS A COMMON 917286205 421 24300 SH DEFINED 15 24300 0 0
URSTADT BIDDLE CLASS A COMMON 917286205 13388 773000 SH DEFINED 15 662000 0 111000
URSTADT BIDDLE CLASS A COMMON 917286205 139 8000 SH DEFINED 5,15 8000 0 0
US DATAWORKS INC COMMON 91729G301 3 6000 SH DEFINED 24 0 0 6000
V.I. TECHNOLOGIES INC COMMON 917920209 46 8457 SH DEFINED 6 8457 0 0
UTSTARCOM INC COMMON 918076100 88 11701 SH DEFINED 8 11701 0 0
VCA ANTECH INC COMMON 918194101 28244 1164700 SH DEFINED 1 1164700 0 0
VCA ANTECH INC COMMON 918194101 4210 173600 SH DEFINED 2 173600 0 0
VF CORPORATION COMMON 918204108 23981 419100 SH DEFINED 1 419100 0 0
VF CORPORATION COMMON 918204108 2243 39200 SH DEFINED 9,15 39200 0 0
VF CORPORATION COMMON 918204108 9337 163179 SH DEFINED 15 138579 0 22000
VF CORPORATION COMMON 918204108 1877 32800 SH DEFINED 15,8 32800 0 0
VF CORPORATION COMMON 918204108 217 3800 SH DEFINED 23 3800 0 0
VF CORPORATION COMMON 918204108 75 1314 SH DEFINED 4 1314 0 0
VF CORPORATION COMMON 918204108 103 1800 SH DEFINED 5,15 1800 0 0
VF CORPORATION COMMON 918204108 46 800 SH DEFINED 8 800 0 0
VAIL RESORTS INC COMMON 91879Q109 239 8500 SH DEFINED 1 8500 0 0
VAIL RESORTS INC COMMON 91879Q109 1141 40600 SH DEFINED 15 22200 0 18400
VAIL RESORTS INC COMMON 91879Q109 22 800 SH DEFINED 15,14 800 0 0
VAIL RESORTS INC COMMON 91879Q109 298 10600 SH DEFINED 5,15 10600 0 0
VALASSIS COMMUNICATIONS INC COMMON 918866104 57101 1541200 SH DEFINED 1 1541200 0 0
VALASSIS COMMUNICATIONS INC COMMON 918866104 156 4200 SH DEFINED 1,3 4200 0 0
VALASSIS COMMUNICATIONS INC COMMON 918866104 2058 55535 SH DEFINED 15 45335 0 10200
VALASSIS COMMUNICATIONS INC COMMON 918866104 19 500 SH DEFINED 15,14 500 0 0
VALASSIS COMMUNICATIONS INC COMMON 918866104 115 3100 SH DEFINED 15,8 3100 0 0
VALASSIS COMMUNICATIONS INC COMMON 918866104 6480 174900 SH DEFINED 2 174900 0 0
VALASSIS COMMUNICATIONS INC COMMON 918866104 39452 1064829 SH DEFINED 4 1064829 0 0
VALASSIS COMMUNICATIONS INC COMMON 918866104 100 2700 SH DEFINED 5,15 2700 0 0
VALASSIS COMMUNICATIONS INC COMMON 918866104 337 9100 SH DEFINED 5,2 9100 0 0
VALASSIS COMMUNICATIONS INC COMMON 918866104 38 1035 SH DEFINED 6 1035 0 0
VALEANT PHARMACEUTICALS COMMON 91911X104 18379 1042500 SH DEFINED 1 1042500 0 0
VALEANT PHARMACEUTICALS COMMON 91911X104 7141 405057 SH DEFINED 15 341857 0 44100
VALEANT PHARMACEUTICALS COMMON 91911X104 11 600 SH DEFINED 15,14 600 0 0
VALEANT PHARMACEUTICALS COMMON 91911X104 457 25900 SH DEFINED 15,22 25900 0 0
VALEANT PHARMACEUTICALS COMMON 91911X104 159 9000 SH DEFINED 15,8 9000 0 0
VALEANT PHARMACEUTICALS COMMON 91911X104 754 42750 SH DEFINED 2 42750 0 0
VALEANT PHARMACEUTICALS COMMON 91911X104 115 6500 SH DEFINED 5,15 6500 0 0
VALEANT PHARMACEUTICALS COMMON 91911X104 246 13950 SH DEFINED 6 13950 0 0
VALERO LP COMMON 91913W104 1104 18335 SH DEFINED 24 0 0 18335
VALERO LP COMMON 91913W104 6622 110010 SH DEFINED 6 110010 0 0
VALERO ENERGY CORP COMMON 91913Y100 156942 1983840 SH DEFINED 1 1983840 0 0
VALERO ENERGY CORP COMMON 91913Y100 98888 1250000 SH DEFINED 1,2 1250000 0 0
VALERO ENERGY CORP COMMON 91913Y100 2644 33420 SH DEFINED 9,15 33420 0 0
VALERO ENERGY CORP COMMON 91913Y100 214 2700 SH DEFINED 11,8 2700 0 0
VALERO ENERGY CORP COMMON 91913Y100 18880 238659 SH DEFINED 15 225459 0 13200
VALERO ENERGY CORP COMMON 91913Y100 3956 50000 SH DEFINED 15,14 50000 0 0
VALERO ENERGY CORP COMMON 91913Y100 1717 21700 SH DEFINED 15,8 21700 0 0
VALERO ENERGY CORP COMMON 91913Y100 27813 351580 SH DEFINED 2 351580 0 0
VALERO ENERGY CORP COMMON 91913Y100 160 2022 SH DEFINED 23 2022 0 0
VALERO ENERGY CORP COMMON 91913Y100 122 1548 SH DEFINED 24 0 0 1548
VALERO ENERGY CORP COMMON 91913Y100 1302 16464 SH DEFINED 4 16464 0 0
VALERO ENERGY CORP COMMON 91913Y100 206 2600 SH DEFINED 5,15 2600 0 0
VALERO ENERGY CORP COMMON 91913Y100 86 1086 SH DEFINED 6 1086 0 0
VALERO ENERGY CORP COMMON 91913Y100 1294 16354 SH DEFINED 8 16354 0 0
VALERO ENERGY CORP COMMON 91913Y100 182 2300 SH DEFINED 8,13 2300 0 0
VALLEY NATL BANCORP COMMON 919794107 3939 168458 SH DEFINED 6 123926 0 44532
VALMONT INDUSTRIES COMMON 920253101 155 6000 SH DEFINED 6 6000 0 0
VALOR COMMUNICATIONS GROUP COMMON 920255106 1581 114600 SH DEFINED 1 114600 0 0
VALOR COMMUNICATIONS GROUP COMMON 920255106 1246 90257 SH DEFINED 9 90257 0 0
VALOR COMMUNICATIONS GROUP COMMON 920255106 75 5400 SH DEFINED 2 5400 0 0
VALSPAR CORP COMMON 920355104 7201 149121 SH DEFINED 15 146146 0 1890
VALSPAR CORP COMMON 920355104 57 1180 SH DEFINED 24 70 0 1110
VALSPAR CORP COMMON 920355104 44 921 SH DEFINED 4 921 0 0
VALSPAR CORP COMMON 920355104 357 7400 SH DEFINED 5,15 0 0 7400
VALSPAR CORP COMMON 920355104 5581 115566 SH DEFINED 6 115566 0 0
VALUECLICK INC COMMON 92046N102 12662 1026900 SH DEFINED 1 1026900 0 0
VALUECLICK INC COMMON 92046N102 4022 326200 SH DEFINED 2 326200 0 0
VAN KAMPEN BOND FUND CEF COMMON 920955101 5 300 SH DEFINED 24 0 0 300
VAN KAMPEN SENIOR INCOME TRS C COMMON 920961109 0 15 SH DEFINED 24 0 0 15
VANGUARD EMERG MARKET VIPERS E COMMON 922042858 5 100 SH DEFINED 24 0 0 100
VANGUARD HEALTH CARE VIPERS ET COMMON 92204A504 5 100 SH DEFINED 24 0 0 100
VARIAN INC COMMON 922206107 33644 890300 SH DEFINED 1 890300 0 0
VARIAN INC COMMON 922206107 317 8400 SH DEFINED 11,2 8400 0 0
VARIAN INC COMMON 922206107 3310 87600 SH DEFINED 15,22 87600 0 0
VARIAN INC COMMON 922206107 5113 135300 SH DEFINED 2 135300 0 0
VARIAN INC COMMON 922206107 94 2500 SH DEFINED 20 2500 0 0
VARIAN SEMICONDUCTOR EQUIPMENT COMMON 922207105 16583 448200 SH DEFINED 1 448200 0 0
VARIAN SEMICONDUCTOR EQUIPMENT COMMON 922207105 3781 102200 SH DEFINED 2 102200 0 0
VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 96614 2588100 SH DEFINED 1 2588100 0 0
VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 50056 1340900 SH DEFINED 1,2 1340900 0 0
VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 437 11700 SH DEFINED 15 0 0 11700
VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 1743 46700 SH DEFINED 15,22 46700 0 0
VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 116 3100 SH DEFINED 15,8 3100 0 0
VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 16836 451000 SH DEFINED 2 437500 0 13500
VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 202 5418 SH DEFINED 23 5418 0 0
VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 683 18300 SH DEFINED 6 18300 0 0
VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 553 14824 SH DEFINED 8 14824 0 0
VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 28 751 SH DEFINED 8,10 751 0 0
VASCO DATA SECURITY INTL COMMON 92230Y104 291 30000 SH DEFINED 24 0 0 30000
VECTREN CORPORATION COMMON 92240G101 146 5077 SH DEFINED 24 0 0 5077
VECTREN CORPORATION COMMON 92240G101 5 175 SH DEFINED 6 175 0 0
VECTOR GROUP LTD COMMON 92240M108 297 16000 SH DEFINED 15 16000 0 0
VECTOR GROUP LTD COMMON 92240M108 214 11500 SH DEFINED 5,15 11500 0 0
VEECO INSTRS INC DEL COMMON 922417100 21 1300 SH DEFINED 15 1300 0 0
VEECO INSTRS INC DEL COMMON 922417100 52 3200 SH DEFINED 5,15 3200 0 0
VELOCITY EXPRESS CORP COMMON 92257T608 0 2 SH DEFINED 24 0 0 2
VENTAS INC COMMON 92276F100 794 26300 SH DEFINED 15 26300 0 0
VENTAS INC COMMON 92276F100 63160 2091377 SH DEFINED 15 1486959 0 552218
VENTAS INC COMMON 92276F100 1295 42884 SH DEFINED 24 372 0 42512
VENTAS INC COMMON 92276F100 5835 193200 SH DEFINED 5,15 193200 0 0
VENTAS INC COMMON 92276F100 6118 202585 SH DEFINED 6 202585 0 0
VENTANA MED SYS INC COMMON 92276H106 80 2000 SH DEFINED 24 0 0 2000
VENTIV HEALTH INC COMMON 922793104 5759 298700 SH DEFINED 15 167000 0 131700
VENTIV HEALTH INC COMMON 922793104 120 6200 SH DEFINED 15,14 6200 0 0
VENTIV HEALTH INC COMMON 922793104 1278 66300 SH DEFINED 5,15 66300 0 0
VANGUARD EXTD MARKET VIPERS ET COMMON 922908652 34 400 SH DEFINED 6 400 0 0
VEOLIA ENVIRONNEMENT-ADR COMMON 92334N103 551 14743 SH DEFINED 4 14743 0 0
VERILINK CORP COMMON 923432108 4 3516 SH DEFINED 6 3516 0 0
VERITAS SOFTWARE CORP COMMON 923436109 43685 1790360 SH DEFINED 1 1790360 0 0
VERITAS SOFTWARE CORP COMMON 923436109 42090 1725000 SH DEFINED 1,2 1725000 0 0
VERITAS SOFTWARE CORP COMMON 923436109 590 24200 SH DEFINED 9,15 24200 0 0
VERITAS SOFTWARE CORP COMMON 923436109 3579 146687 SH DEFINED 15 137387 0 9300
VERITAS SOFTWARE CORP COMMON 923436109 2957 121200 SH DEFINED 15,22 121200 0 0
VERITAS SOFTWARE CORP COMMON 923436109 578 23700 SH DEFINED 15,8 23700 0 0
VERITAS SOFTWARE CORP COMMON 923436109 1635 67000 SH DEFINED 20 67000 0 0
VERITAS SOFTWARE CORP COMMON 923436109 88 3600 SH DEFINED 23 3600 0 0
VERITAS SOFTWARE CORP COMMON 923436109 8060 330324 SH DEFINED 24 77041 0 253283
VERITAS SOFTWARE CORP COMMON 923436109 227 9298 SH DEFINED 6 9298 0 0
VERITAS SOFTWARE CORP COMMON 923436109 357 14620 SH DEFINED 8 14620 0 0
VERITY INC COMMON 92343C106 34 3900 SH DEFINED 15 3900 0 0
VERITY INC COMMON 92343C106 52 5900 SH DEFINED 5,15 5900 0 0
VERISIGN INC COMMON 92343E102 166694 5796030 SH DEFINED 1 5795560 0 470
VERISIGN INC COMMON 92343E102 69024 2400000 SH DEFINED 1,2 2400000 0 0
VERISIGN INC COMMON 92343E102 538 18700 SH DEFINED 9 18700 0 0
VERISIGN INC COMMON 92343E102 10293 357900 SH DEFINED 9,15 357900 0 0
VERISIGN INC COMMON 92343E102 55317 1923395 SH DEFINED 15 1696795 0 203300
VERISIGN INC COMMON 92343E102 834 29000 SH DEFINED 15,14 29000 0 0
VERISIGN INC COMMON 92343E102 4550 158200 SH DEFINED 15,22 158200 0 0
VERISIGN INC COMMON 92343E102 1579 54900 SH DEFINED 15,8 54900 0 0
VERISIGN INC COMMON 92343E102 20836 724470 SH DEFINED 2 706570 0 17900
VERISIGN INC COMMON 92343E102 2099 73000 SH DEFINED 20 73000 0 0
VERISIGN INC COMMON 92343E102 292 10167 SH DEFINED 23 10167 0 0
VERISIGN INC COMMON 92343E102 7 255 SH DEFINED 24 0 0 255
VERISIGN INC COMMON 92343E102 9088 316000 SH DEFINED 3 316000 0 0
VERISIGN INC COMMON 92343E102 8 295 SH DEFINED 4 295 0 0
VERISIGN INC COMMON 92343E102 2565 89200 SH DEFINED 5,15 89200 0 0
VERISIGN INC COMMON 92343E102 76 2647 SH DEFINED 6 2000 0 647
VERISIGN INC COMMON 92343E102 636 22131 SH DEFINED 8 22131 0 0
VERISIGN INC COMMON 92343E102 46 1607 SH DEFINED 8,10 1607 0 0
VERIZON COMMUNICATIONS COMMON 92343V104 1010 29221 SH DEFINED 15 23090 0 6131
VERIZON COMMUNICATIONS COMMON 92343V104 1589 46000 SH DEFINED 9 46000 0 0
VERIZON COMMUNICATIONS COMMON 92343V104 18018 521500 SH DEFINED 9,15 521500 0 0
VERIZON COMMUNICATIONS COMMON 92343V104 130303 3771443 SH DEFINED 15 3500943 0 270500
VERIZON COMMUNICATIONS COMMON 92343V104 2453 71000 SH DEFINED 15,14 71000 0 0
VERIZON COMMUNICATIONS COMMON 92343V104 4227 122340 SH DEFINED 15,22 122340 0 0
VERIZON COMMUNICATIONS COMMON 92343V104 7000 202600 SH DEFINED 15,8 202600 0 0
VERIZON COMMUNICATIONS COMMON 92343V104 1454 42080 SH DEFINED 23 42080 0 0
VERIZON COMMUNICATIONS COMMON 92343V104 5208 150724 SH DEFINED 24 29194 0 121530
VERIZON COMMUNICATIONS COMMON 92343V104 4885 141400 SH DEFINED 5,15 141400 0 0
VERIZON COMMUNICATIONS COMMON 92343V104 2741 79322 SH DEFINED 6 79322 0 0
VERIZON COMMUNICATIONS COMMON 92343V104 269 7800 SH DEFINED 7 7800 0 0
VERIZON COMMUNICATIONS COMMON 92343V104 4131 119577 SH DEFINED 8 119577 0 0
VERIZON COMMUNICATIONS COMMON 92343V104 85 2450 SH DEFINED 8,10 2450 0 0
VERMONT PURE HOLDINGS LTD COMMON 924237100 2 1000 SH DEFINED 24 0 0 1000
VERTEX PHARMACEUTICALS INC COMMON 92532F100 2501 148400 SH DEFINED 15 75700 0 72700
VERTEX PHARMACEUTICALS INC COMMON 92532F100 57 3400 SH DEFINED 15,14 3400 0 0
VERTEX PHARMACEUTICALS INC COMMON 92532F100 312 18500 SH DEFINED 5,15 18500 0 0
VERTRUE INC COMMON 92534N101 3086 79200 SH DEFINED 15 48100 0 31100
VERTRUE INC COMMON 92534N101 58 1500 SH DEFINED 15,14 1500 0 0
VERTRUE INC COMMON 92534N101 619 15900 SH DEFINED 5,15 15900 0 0
VIACOM INC CL A COMMON 925524100 4771 148063 SH DEFINED 1 148063 0 0
VIACOM INC CL A COMMON 925524100 11 340 SH DEFINED 2 340 0 0
VIACOM INC CL A COMMON 925524100 1097 34040 SH DEFINED 24 33800 0 240
VIACOM INC CL A COMMON 925524100 34 1050 SH DEFINED 6 1050 0 0
VIACOM INC CL B COMMON 925524308 11061 345442 SH DEFINED 1 345442 0 0
VIACOM INC CL B COMMON 925524308 45845 1431754 SH DEFINED 9 1431754 0 0
VIACOM INC CL B COMMON 925524308 10694 333980 SH DEFINED 9,15 333980 0 0
VIACOM INC CL B COMMON 925524308 88926 2777187 SH DEFINED 15 2008407 0 750980
VIACOM INC CL B COMMON 925524308 1530 47790 SH DEFINED 15,14 47790 0 0
VIACOM INC CL B COMMON 925524308 1089 34010 SH DEFINED 15,22 34010 0 0
VIACOM INC CL B COMMON 925524308 5290 165200 SH DEFINED 15,8 165200 0 0
VIACOM INC CL B COMMON 925524308 12 368 SH DEFINED 2 368 0 0
VIACOM INC CL B COMMON 925524308 683 21346 SH DEFINED 23 21346 0 0
VIACOM INC CL B COMMON 925524308 12383 386719 SH DEFINED 24 72723 0 313996
VIACOM INC CL B COMMON 925524308 110837 3461500 SH DEFINED 3 3461500 0 0
VIACOM INC CL B COMMON 925524308 42 1300 SH DEFINED 4 1300 0 0
VIACOM INC CL B COMMON 925524308 1370 42800 SH DEFINED 5,15 42800 0 0
VIACOM INC CL B COMMON 925524308 679 21190 SH DEFINED 6 21190 0 0
VIACOM INC CL B COMMON 925524308 1512 47229 SH DEFINED 8 47229 0 0
VIAD CORP COMMON 92552R406 2 66 SH DEFINED 4 66 0 0
VIASYS HEALTHCARE INC COMMON 92553Q209 508 22500 SH DEFINED 15 22500 0 0
VIASYS HEALTHCARE INC COMMON 92553Q209 158 7008 SH DEFINED 6 4533 875 1600
VIGNETTE CORPORATION COMMON 926734104 13 1120 SH DEFINED 24 0 0 1120
VIGNETTE CORPORATION COMMON 926734401 13 1120 SH DEFINED 24 0 0 1120
VINEYARD NATL BANCORP CO COMMON 927426106 47 1504 SH DEFINED 24 0 0 1504
VINTAGE PETE INC COMMON 927460105 13203 433300 SH DEFINED 15 261000 0 170100
VINTAGE PETE INC COMMON 927460105 238 7800 SH DEFINED 15,14 7800 0 0
VINTAGE PETE INC COMMON 927460105 116 3800 SH DEFINED 15,8 3800 0 0
VINTAGE PETE INC COMMON 927460105 3242 106400 SH DEFINED 5,15 106400 0 0
VINTAGE PETE INC COMMON 927460105 37 1200 SH DEFINED 6 0 0 1200
VIRGINIA FINANCIAL GROUP INC COMMON 927810101 40 1151 SH DEFINED 6 1151 0 0
VIROLOGIC INC-RIGHT COMMON 92823R169 7 29960 SH DEFINED 6 29960 0 0
VIROLOGIC INC COMMON 92823R201 74 29960 SH DEFINED 6 29960 0 0
VISHAY INTERTECHNOLOGY INC COMMON 928298108 12490 1052200 SH DEFINED 9 1052200 0 0
VISHAY INTERTECHNOLOGY INC COMMON 928298108 1034 87100 SH DEFINED 9,22 87100 0 0
VISHAY INTERTECHNOLOGY INC COMMON 928298108 0 1 SH DEFINED 15 1 0 0
VISHAY INTERTECHNOLOGY INC COMMON 928298108 21 1800 SH DEFINED 6 1800 0 0
VISTEON CORP COMMON 92839U107 93 15398 SH DEFINED 15 15398 0 0
VISTEON CORP COMMON 92839U107 1 209 SH DEFINED 24 0 0 209
VISTEON CORP COMMON 92839U107 43 7100 SH DEFINED 5,15 7100 0 0
VISTACARE INC COMMON 92839Y109 894 48400 SH DEFINED 15 26300 0 22100
VISTACARE INC COMMON 92839Y109 18 1000 SH DEFINED 15,14 1000 0 0
VISTACARE INC COMMON 92839Y109 235 12700 SH DEFINED 5,15 12700 0 0
VITAL SIGNS INC COMMON 928469105 1066 24600 SH DEFINED 15 16500 0 8100
VITAL SIGNS INC COMMON 928469105 17 400 SH DEFINED 15,14 400 0 0
VITAL SIGNS INC COMMON 928469105 247 5700 SH DEFINED 5,15 5700 0 0
VITESSE SEMICONDUCTOR CORP COMMON 928497106 2 1000 SH DEFINED 24 0 0 1000
VITESSE SEMICONDUCTOR CORP COMMON 928497106 2080 1000000 SH DEFINED 3 1000000 0 0
VIVENDI UNIVERSAL SP ADR COMMON 92851S204 48 1542 SH DEFINED 24 0 0 1542
VIVENDI UNIVERSAL SP ADR COMMON 92851S204 517 16505 SH DEFINED 4 16505 0 0
VNUS MEDICAL TECHNOLOGIES COMMON 928566108 7706 642710 SH DEFINED 1 642710 0 0
VNUS MEDICAL TECHNOLOGIES COMMON 928566108 751 62600 SH DEFINED 15,22 62600 0 0
VNUS MEDICAL TECHNOLOGIES COMMON 928566108 281 23400 SH DEFINED 2 23400 0 0
VODAFONE GROUP PLC ADR COMMON 92857W100 20108 826800 SH DEFINED 1 826800 0 0
VODAFONE GROUP PLC ADR COMMON 92857W100 6524 268245 SH DEFINED 12 262915 0 5330
VODAFONE GROUP PLC ADR COMMON 92857W100 24197 994939 SH DEFINED 15 994939 0 0
VODAFONE GROUP PLC ADR COMMON 92857W100 7654 314700 SH DEFINED 2 314700 0 0
VODAFONE GROUP PLC ADR COMMON 92857W100 365 15000 SH DEFINED 23 15000 0 0
VODAFONE GROUP PLC ADR COMMON 92857W100 5378 221128 SH DEFINED 24 33284 0 187844
VODAFONE GROUP PLC ADR COMMON 92857W100 1170 48092 SH DEFINED 4 48092 0 0
VODAFONE GROUP PLC ADR COMMON 92857W100 30272 1244738 SH DEFINED 6 1244738 0 0
VODAFONE GROUP PLC ADR COMMON 92857W100 417 17146 SH DEFINED 8 17146 0 0
VOLTERRA SEMICONDUCTOR CORP COMMON 928708106 9 623 SH DEFINED 15 0 0 623
VOLTERRA SEMICONDUCTOR CORP COMMON 928708106 20683 1389064 SH DEFINED 18 0 0 1389064
VOLVO AB ADR COMMON 928856400 0 0 SH DEFINED 12 0 0 0
VOLVO AB ADR COMMON 928856400 2101 51871 SH DEFINED 15 16099 0 35772
VOLVO AB ADR COMMON 928856400 818 20198 SH DEFINED 4 20198 0 0
VORNADO REALTY TRUST REIT COMMON 929042109 3599 44760 SH DEFINED 15 44760 0 0
VORNADO REALTY TRUST REIT COMMON 929042109 338 4200 SH DEFINED 9 4200 0 0
VORNADO REALTY TRUST REIT COMMON 929042109 5998 74600 SH DEFINED 9,15 74600 0 0
VORNADO REALTY TRUST REIT COMMON 929042109 268558 3340269 SH DEFINED 15 2601272 0 671545
VORNADO REALTY TRUST REIT COMMON 929042109 523 6500 SH DEFINED 15,14 6500 0 0
VORNADO REALTY TRUST REIT COMMON 929042109 93 1160 SH DEFINED 24 260 0 900
VORNADO REALTY TRUST REIT COMMON 929042109 17798 221368 SH DEFINED 5,15 221368 0 0
VORNADO REALTY TRUST REIT COMMON 929042109 37 460 SH DEFINED 6 460 0 0
VOTORANTIM CELULOSE E PAPEL SA COMMON 92906P106 484 40000 SH DEFINED 9 40000 0 0
VULCAN MATERIALS CO COMMON 929160109 764 11762 SH DEFINED 15 11762 0 0
VULCAN MATERIALS CO COMMON 929160109 162 2500 SH DEFINED 15,8 2500 0 0
VULCAN MATERIALS CO COMMON 929160109 478 7360 SH DEFINED 24 2000 0 5360
VULCAN MATERIALS CO COMMON 929160109 265361 4083100 SH DEFINED 3 4083100 0 0
VULCAN MATERIALS CO COMMON 929160109 3581 55100 SH DEFINED 3,22 55100 0 0
VULCAN MATERIALS CO COMMON 929160109 296 4557 SH DEFINED 8 4557 0 0
WCI COMMUNITIES INC COMMON 92923C104 29 900 SH DEFINED 6 200 250 450
WGL HOLDINGS INC COMMON 92924F106 9591 285100 SH DEFINED 15 189700 0 95400
WGL HOLDINGS INC COMMON 92924F106 151 4500 SH DEFINED 15,14 4500 0 0
WGL HOLDINGS INC COMMON 92924F106 2614 77700 SH DEFINED 5,15 77700 0 0
WGL HOLDINGS INC COMMON 92924F106 32 950 SH DEFINED 6 950 0 0
W HOLDING COMPANY INC COMMON 929251106 672 65800 SH DEFINED 15 38000 0 27800
W HOLDING COMPANY INC COMMON 929251106 13 1300 SH DEFINED 15,14 1300 0 0
W HOLDING COMPANY INC COMMON 929251106 287 28100 SH DEFINED 5,15 28100 0 0
W HOLDING COMPANY INC COMMON 929251106 20 1993 SH DEFINED 6 1993 0 0
WPP GROUP PLC ADR COMMON 929309300 77 1500 SH DEFINED 24 1500 0 0
W.P. CAREY & CO. LLC COMMON 92930Y107 10 330 SH DEFINED 24 0 0 330
WPS RESOURCES CORP COMMON 92931B106 1406 24998 SH DEFINED 24 750 0 24248
WSFS FINL CORP COMMON 929328102 728 13300 SH DEFINED 1 13300 0 0
WSFS FINL CORP COMMON 929328102 1767 32300 SH DEFINED 15 17900 0 14400
WSFS FINL CORP COMMON 929328102 38 700 SH DEFINED 15,14 700 0 0
WSFS FINL CORP COMMON 929328102 525 9600 SH DEFINED 5,15 9600 0 0
WABASH NATL CORP COMMON 929566107 4725 195000 SH DEFINED 1 195000 0 0
WABASH NATL CORP COMMON 929566107 78 3200 SH DEFINED 15 3200 0 0
WABASH NATL CORP COMMON 929566107 189 7800 SH DEFINED 5,15 7800 0 0
WABTEC COMMON 929740108 5901 274700 SH DEFINED 1 274700 0 0
WABTEC COMMON 929740108 38 1775 SH DEFINED 6 1775 0 0
WACHOVIA CORP COMMON 929903102 53420 1077020 SH DEFINED 1 1073640 0 3380
WACHOVIA CORP COMMON 929903102 124 2500 SH DEFINED 9 2500 0 0
WACHOVIA CORP COMMON 929903102 198 4000 SH DEFINED 9,7 4000 0 0
WACHOVIA CORP COMMON 929903102 675 13600 SH DEFINED 9,15 13600 0 0
WACHOVIA CORP COMMON 929903102 24744 498876 SH DEFINED 15 456176 0 42700
WACHOVIA CORP COMMON 929903102 193 3900 SH DEFINED 15,14 3900 0 0
WACHOVIA CORP COMMON 929903102 3487 70300 SH DEFINED 15,8 70300 0 0
WACHOVIA CORP COMMON 929903102 4315 87000 SH DEFINED 2 87000 0 0
WACHOVIA CORP COMMON 929903102 408 8231 SH DEFINED 23 8231 0 0
WACHOVIA CORP COMMON 929903102 4475 90223 SH DEFINED 24 36449 0 53774
WACHOVIA CORP COMMON 929903102 7430 149800 SH DEFINED 3 149800 0 0
WACHOVIA CORP COMMON 929903102 367 7400 SH DEFINED 5,15 7400 0 0
WACHOVIA CORP COMMON 929903102 35036 706379 SH DEFINED 6 706379 0 0
WACHOVIA CORP COMMON 929903102 461 9300 SH DEFINED 7 9300 0 0
WACHOVIA CORP COMMON 929903102 2661 53658 SH DEFINED 8 53658 0 0
WADDELL & REED FINANCIAL INC COMMON 930059100 5256 284090 SH DEFINED 1 284090 0 0
WAL-MART STORES INC COMMON 931142103 89040 1847300 SH DEFINED 1 1847300 0 0
WAL-MART STORES INC COMMON 931142103 29566 613400 SH DEFINED 1,2 613400 0 0
WAL-MART STORES INC COMMON 931142103 169 3500 SH DEFINED 9 3500 0 0
WAL-MART STORES INC COMMON 931142103 8077 167580 SH DEFINED 9,15 167580 0 0
WAL-MART STORES INC COMMON 931142103 220 4568 SH DEFINED 11,8 4568 0 0
WAL-MART STORES INC COMMON 931142103 123759 2567609 SH DEFINED 15 1768247 0 792572
WAL-MART STORES INC COMMON 931142103 260 5400 SH DEFINED 15,14 5400 0 0
WAL-MART STORES INC COMMON 931142103 2060 42730 SH DEFINED 15,22 42730 0 0
WAL-MART STORES INC COMMON 931142103 8208 170300 SH DEFINED 15,8 170300 0 0
WAL-MART STORES INC COMMON 931142103 25811 535505 SH DEFINED 2 535505 0 0
WAL-MART STORES INC COMMON 931142103 1620 33614 SH DEFINED 23 33614 0 0
WAL-MART STORES INC COMMON 931142103 69684 1445718 SH DEFINED 24 186644 0 1259073
WAL-MART STORES INC COMMON 931142103 0 1 SH DEFINED 4 1 0 0
WAL-MART STORES INC COMMON 931142103 516 10700 SH DEFINED 5,15 10700 0 0
WAL-MART STORES INC COMMON 931142103 18458 382954 SH DEFINED 6 376154 0 6800
WAL-MART STORES INC COMMON 931142103 318 6600 SH DEFINED 7 6600 0 0
WAL-MART STORES INC COMMON 931142103 4809 99775 SH DEFINED 8 99775 0 0
WAL-MART STORES INC COMMON 931142103 187 3883 SH DEFINED 8,13 3883 0 0
WALGREEN CO COMMON 931422109 26233 570400 SH DEFINED 1 570400 0 0
WALGREEN CO COMMON 931422109 45990 1000000 SH DEFINED 1,2 1000000 0 0
WALGREEN CO COMMON 931422109 367 7990 SH DEFINED 9,15 7990 0 0
WALGREEN CO COMMON 931422109 62599 1361139 SH DEFINED 15 779750 0 576539
WALGREEN CO COMMON 931422109 1404 30520 SH DEFINED 15,22 30520 0 0
WALGREEN CO COMMON 931422109 1637 35600 SH DEFINED 15,8 35600 0 0
WALGREEN CO COMMON 931422109 8283 180110 SH DEFINED 2 180110 0 0
WALGREEN CO COMMON 931422109 1111 24166 SH DEFINED 23 24166 0 0
WALGREEN CO COMMON 931422109 72608 1578770 SH DEFINED 24 251264 0 1327506
WALGREEN CO COMMON 931422109 19678 427876 SH DEFINED 6 418276 0 9600
WALGREEN CO COMMON 931422109 1523 33125 SH DEFINED 8 33125 0 0
WALTER INDS INC COMMON 93317Q105 10689 265900 SH DEFINED 15 152500 0 113400
WALTER INDS INC COMMON 93317Q105 213 5300 SH DEFINED 15,14 5300 0 0
WALTER INDS INC COMMON 93317Q105 2709 67400 SH DEFINED 5,15 67400 0 0
WARNACO GROUP INC-THE COMMON 934390402 13943 599700 SH DEFINED 1 599700 0 0
WARNACO GROUP INC-THE COMMON 934390402 4485 192900 SH DEFINED 2 192900 0 0
WARREN RESOURCES INC COMMON 93564A100 5381 513000 SH DEFINED 1 513000 0 0
WASHINGTON FEDERAL INC COMMON 938824109 19 800 SH DEFINED 15 800 0 0
WASHINGTON GROUP INTL INC COMMON 938862208 41 800 SH DEFINED 6 175 225 400
WASHINGTON MUTUAL INC COMMON 939322103 3355 82460 SH DEFINED 1 79260 0 3200
WASHINGTON MUTUAL INC COMMON 939322103 19572 481000 SH DEFINED 1,3 481000 0 0
WASHINGTON MUTUAL INC COMMON 939322103 395 9700 SH DEFINED 9 9700 0 0
WASHINGTON MUTUAL INC COMMON 939322103 4496 110500 SH DEFINED 9,15 110500 0 0
WASHINGTON MUTUAL INC COMMON 939322103 175 4295 SH DEFINED 11,8 4295 0 0
WASHINGTON MUTUAL INC COMMON 939322103 39468 969970 SH DEFINED 15 900761 0 67259
WASHINGTON MUTUAL INC COMMON 939322103 285 7000 SH DEFINED 15,14 7000 0 0
WASHINGTON MUTUAL INC COMMON 939322103 2812 69100 SH DEFINED 15,8 69100 0 0
WASHINGTON MUTUAL INC COMMON 939322103 228 5600 SH DEFINED 2 5600 0 0
WASHINGTON MUTUAL INC COMMON 939322103 572 14068 SH DEFINED 23 14068 0 0
WASHINGTON MUTUAL INC COMMON 939322103 511 12567 SH DEFINED 24 260 0 12307
WASHINGTON MUTUAL INC COMMON 939322103 1359 33395 SH DEFINED 5,15 19800 0 13595
WASHINGTON MUTUAL INC COMMON 939322103 1182 29040 SH DEFINED 6 29040 0 0
WASHINGTON MUTUAL INC COMMON 939322103 2063 50691 SH DEFINED 8 50691 0 0
WASHINGTON MUTUAL INC COMMON 939322103 29 717 SH DEFINED 8,10 717 0 0
WASHINGTON MUTUAL INC COMMON 939322103 186 4576 SH DEFINED 8,13 4576 0 0
WASHINGTON MUTUAL (WM) CVT PFD CONVERT 939322848 2 35 SH DEFINED 24 0 0 35
WASHINGTON POST CO COMMON 939640108 3702 4433 SH DEFINED 24 0 0 4433
WASHINGTON REAL ESTATE INV COMMON 939653101 2225 71300 SH DEFINED 15 71300 0 0
WASHINGTON REAL ESTATE INV COMMON 939653101 31 1000 SH DEFINED 24 1000 0 0
WASHINGTON REAL ESTATE INV COMMON 939653101 11 359 SH DEFINED 6 359 0 0
WASHINGTON TRUST BANCORP COMMON 940610108 19 700 SH DEFINED 15 700 0 0
WASHINGTON TRUST BANCORP COMMON 940610108 47 1700 SH DEFINED 5,15 1700 0 0
WASTE CONNECTIONS INC COMMON 941053100 6052 162300 SH DEFINED 1 162300 0 0
WASTE CONNECTIONS INC COMMON 941053100 0 0 SH DEFINED 15 0 0 0
WASTE MANAGEMENT INC COMMON 94106L109 445699 15726867 SH DEFINED 1 15726867 0 0
WASTE MANAGEMENT INC COMMON 94106L109 56864 2006500 SH DEFINED 1,2 2006500 0 0
WASTE MANAGEMENT INC COMMON 94106L109 6242 220271 SH DEFINED 15 213471 0 6800
WASTE MANAGEMENT INC COMMON 94106L109 360 12700 SH DEFINED 15,8 12700 0 0
WASTE MANAGEMENT INC COMMON 94106L109 5518 194700 SH DEFINED 2 194700 0 0
WASTE MANAGEMENT INC COMMON 94106L109 419 14800 SH DEFINED 2,14 14800 0 0
WASTE MANAGEMENT INC COMMON 94106L109 6874 242565 SH DEFINED 24 46050 0 196515
WASTE MANAGEMENT INC COMMON 94106L109 6481 228700 SH DEFINED 3 228700 0 0
WASTE MANAGEMENT INC COMMON 94106L109 26914 949696 SH DEFINED 4 949696 0 0
WASTE MANAGEMENT INC COMMON 94106L109 27 943 SH DEFINED 6 943 0 0
WASTE MANAGEMENT INC COMMON 94106L109 570 20097 SH DEFINED 8 20097 0 0
WATER PIK TECHNOLOGIES INC COMMON 94113U100 1 70 SH DEFINED 6 70 0 0
WATERS CORP COMMON 941848103 309329 8322010 SH DEFINED 1 8322010 0 0
WATERS CORP COMMON 941848103 11151 300000 SH DEFINED 1,2 300000 0 0
WATERS CORP COMMON 941848103 152 4100 SH DEFINED 1,3 4100 0 0
WATERS CORP COMMON 941848103 297 8000 SH DEFINED 11,2 8000 0 0
WATERS CORP COMMON 941848103 4475 120392 SH DEFINED 15 107492 0 12900
WATERS CORP COMMON 941848103 2230 60000 SH DEFINED 15,22 60000 0 0
WATERS CORP COMMON 941848103 487 13100 SH DEFINED 15,8 13100 0 0
WATERS CORP COMMON 941848103 20180 542900 SH DEFINED 2 530500 0 12400
WATERS CORP COMMON 941848103 275 7400 SH DEFINED 2,14 7400 0 0
WATERS CORP COMMON 941848103 416 11200 SH DEFINED 24 11200 0 0
WATERS CORP COMMON 941848103 19460 523549 SH DEFINED 4 523549 0 0
WATERS CORP COMMON 941848103 301 8100 SH DEFINED 5,2 8100 0 0
WATERS CORP COMMON 941848103 193 5201 SH DEFINED 8 5201 0 0
WATSCO INC COMMON 942622200 7451 174900 SH DEFINED 1 174900 0 0
WATSCO INC COMMON 942622200 5789 135900 SH DEFINED 15 75700 0 60200
WATSCO INC COMMON 942622200 119 2800 SH DEFINED 15,14 2800 0 0
WATSCO INC COMMON 942622200 1542 36200 SH DEFINED 5,15 36200 0 0
WATSON PHARMACEUTICALS INC COMMON 942683103 50 1700 SH DEFINED 15 1700 0 0
WATSON PHARMACEUTICALS INC COMMON 942683103 9404 318119 SH DEFINED 15 277019 0 27500
WATSON PHARMACEUTICALS INC COMMON 942683103 576 19500 SH DEFINED 15,8 19500 0 0
WATSON PHARMACEUTICALS INC COMMON 942683103 6 200 SH DEFINED 24 200 0 0
WATSON PHARMACEUTICALS INC COMMON 942683103 65 2200 SH DEFINED 5,15 2200 0 0
WATSON PHARMACEU CVT(WPI) 1.75 CONVERT 942683AC7 2 2000 SH DEFINED 24 0 0 2000
WATSON WYATT & CO HOLDINGS COMMON 942712100 387 15106 SH DEFINED 24 0 0 15106
WATTS WATER TECHNOLOGIES INC COMMON 942749102 23 700 SH DEFINED 6 700 0 0
WAUSAU PAPER CORP COMMON 943315101 3662 305700 SH DEFINED 1 305700 0 0
WEBEX COMMUNICATIONS INC COMMON 94767L109 8140 308200 SH DEFINED 1 308200 0 0
WEBEX COMMUNICATIONS INC COMMON 94767L109 916 34700 SH DEFINED 15,22 34700 0 0
WEBEX COMMUNICATIONS INC COMMON 94767L109 502 19000 SH DEFINED 20 19000 0 0
WEBEX COMMUNICATIONS INC COMMON 94767L109 80 3015 SH DEFINED 24 175 0 2840
WEBEX COMMUNICATIONS INC COMMON 94767L109 7888 298675 SH DEFINED 6 298675 0 0
WEBSENSE INC COMMON 947684106 8760 182300 SH DEFINED 1 182300 0 0
WEBSENSE INC COMMON 947684106 4978 103600 SH DEFINED 15 53900 0 49700
WEBSENSE INC COMMON 947684106 111 2300 SH DEFINED 15,14 2300 0 0
WEBSENSE INC COMMON 947684106 2806 58400 SH DEFINED 2 58400 0 0
WEBSENSE INC COMMON 947684106 577 12000 SH DEFINED 5,15 12000 0 0
WEBMD CORPORATION COMMON 94769M105 7317 712500 SH DEFINED 1 712500 0 0
WEBMD CORPORATION COMMON 94769M105 834 81200 SH DEFINED 15,22 81200 0 0
WEBMD CORPORATION COMMON 94769M105 452 44000 SH DEFINED 20 44000 0 0
WEBMD CORPORATION COMMON 94769M105 3 300 SH DEFINED 24 0 0 300
WEBMD CORPORATION COMMON 94769M105 5112 497800 SH DEFINED 3 497800 0 0
WEBSTER FINANCIAL CORP COMMON 947890109 45 960 SH DEFINED 15 0 0 960
WEBSTER FINANCIAL CORP COMMON 947890109 100 2150 SH DEFINED 15 2150 0 0
WEBSTER FINANCIAL CORP COMMON 947890109 3 71 SH DEFINED 4 71 0 0
WEBSTER FINANCIAL CORP COMMON 947890109 37 800 SH DEFINED 6 0 0 800
WEIGHT WATCHERS INTERNATIONAL COMMON 948626106 37 720 SH DEFINED 15 720 0 0
WEIGHT WATCHERS INTERNATIONAL COMMON 948626106 392 7600 SH DEFINED 9,15 7600 0 0
WEIGHT WATCHERS INTERNATIONAL COMMON 948626106 8836 171200 SH DEFINED 15 151300 0 15900
WEIGHT WATCHERS INTERNATIONAL COMMON 948626106 624 12100 SH DEFINED 15,8 12100 0 0
WEIGHT WATCHERS INTERNATIONAL COMMON 948626106 996 19300 SH DEFINED 3 19300 0 0
WEIGHT WATCHERS INTERNATIONAL COMMON 948626106 181 3500 SH DEFINED 5,15 3500 0 0
WEIGHT WATCHERS INTERNATIONAL COMMON 948626106 509 9860 SH DEFINED 6 3360 0 6500
WEINGARTEN REALTY INVESTORS RE COMMON 948741103 14 360 SH DEFINED 15 360 0 0
WEINGARTEN REALTY INVESTORS RE COMMON 948741103 4339 110625 SH DEFINED 15 110425 0 200
WEINGARTEN REALTY INVESTORS RE COMMON 948741103 131 3335 SH DEFINED 6 3335 0 0
WEIS MKTS INC COMMON 948849104 310 8000 SH DEFINED 15 8000 0 0
WEIS MKTS INC COMMON 948849104 310 8000 SH DEFINED 24 8000 0 0
WELLCARE HEALTH PLANS INC COMMON 94946T106 320 9000 SH DEFINED 1 9000 0 0
WELLCARE HEALTH PLANS INC COMMON 94946T106 7 200 SH DEFINED 24 0 0 200
WELLCHOICE INC COMMON 949475107 6252 90000 SH DEFINED 1 90000 0 0
WELLCHOICE INC COMMON 949475107 12 170 SH DEFINED 6 170 0 0
WELLMAN INC COMMON 949702104 2748 269700 SH DEFINED 15 147700 0 122000
WELLMAN INC COMMON 949702104 58 5700 SH DEFINED 15,14 5700 0 0
WELLMAN INC COMMON 949702104 713 70000 SH DEFINED 5,15 70000 0 0
WELLPOINT INC COMMON COMMON 94973V107 253630 3642020 SH DEFINED 1 3642020 0 0
WELLPOINT INC COMMON COMMON 94973V107 42007 603200 SH DEFINED 1,2 603200 0 0
WELLPOINT INC COMMON COMMON 94973V107 149 2140 SH DEFINED 9,15 2140 0 0
WELLPOINT INC COMMON COMMON 94973V107 4142 59477 SH DEFINED 15 59477 0 0
WELLPOINT INC COMMON COMMON 94973V107 5167 74200 SH DEFINED 15,22 74200 0 0
WELLPOINT INC COMMON COMMON 94973V107 22084 317120 SH DEFINED 2 317120 0 0
WELLPOINT INC COMMON COMMON 94973V107 139 2000 SH DEFINED 20 2000 0 0
WELLPOINT INC COMMON COMMON 94973V107 1926 27652 SH DEFINED 23 27652 0 0
WELLPOINT INC COMMON COMMON 94973V107 623 8947 SH DEFINED 24 6114 0 2833
WELLPOINT INC COMMON COMMON 94973V107 478893 6876700 SH DEFINED 3 6876700 0 0
WELLPOINT INC COMMON COMMON 94973V107 4283 61500 SH DEFINED 3,22 61500 0 0
WELLPOINT INC COMMON COMMON 94973V107 51 726 SH DEFINED 4 726 0 0
WELLPOINT INC COMMON COMMON 94973V107 21098 302965 SH DEFINED 6 297565 600 4800
WELLPOINT INC COMMON COMMON 94973V107 348 5000 SH DEFINED 7 5000 0 0
WELLPOINT INC COMMON COMMON 94973V107 1576 22636 SH DEFINED 8 22636 0 0
WELLS FARGO & COMPANY COMMON 949746101 47641 773650 SH DEFINED 1 770510 0 3140
WELLS FARGO & COMPANY COMMON 949746101 690 11200 SH DEFINED 9 11200 0 0
WELLS FARGO & COMPANY COMMON 949746101 10838 176000 SH DEFINED 9,15 176000 0 0
WELLS FARGO & COMPANY COMMON 949746101 646 10493 SH DEFINED 11,8 10493 0 0
WELLS FARGO & COMPANY COMMON 949746101 82653 1342211 SH DEFINED 15 1238163 0 104048
WELLS FARGO & COMPANY COMMON 949746101 1065 17300 SH DEFINED 15,14 17300 0 0
WELLS FARGO & COMPANY COMMON 949746101 7463 121200 SH DEFINED 15,8 121200 0 0
WELLS FARGO & COMPANY COMMON 949746101 10918 177300 SH DEFINED 2 177300 0 0
WELLS FARGO & COMPANY COMMON 949746101 2130 34587 SH DEFINED 23 34587 0 0
WELLS FARGO & COMPANY COMMON 949746101 19539 317290 SH DEFINED 24 55604 0 261686
WELLS FARGO & COMPANY COMMON 949746101 10998 178600 SH DEFINED 3 178600 0 0
WELLS FARGO & COMPANY COMMON 949746101 0 1 SH DEFINED 4 1 0 0
WELLS FARGO & COMPANY COMMON 949746101 2131 34600 SH DEFINED 5,15 34600 0 0
WELLS FARGO & COMPANY COMMON 949746101 28790 467529 SH DEFINED 6 467529 0 0
WELLS FARGO & COMPANY COMMON 949746101 6875 111646 SH DEFINED 8 111646 0 0
WELLS FARGO & COMPANY COMMON 949746101 94 1522 SH DEFINED 8,10 1522 0 0
WELLS FARGO & COMPANY COMMON 949746101 556 9030 SH DEFINED 8,13 9030 0 0
WENDY'S INTERNATIONAL INC COMMON 950590109 532 11159 SH DEFINED 15 11159 0 0
WENDY'S INTERNATIONAL INC COMMON 950590109 53287 1118300 SH DEFINED 3 1118300 0 0
WENDY'S INTERNATIONAL INC COMMON 950590109 313 6574 SH DEFINED 8 6574 0 0
WESBANCO INC COMMON 950810101 420 14000 SH DEFINED 1 14000 0 0
WESBANCO INC COMMON 950810101 1576 52500 SH DEFINED 15 29400 0 23100
WESBANCO INC COMMON 950810101 33 1100 SH DEFINED 15,14 1100 0 0
WESBANCO INC COMMON 950810101 462 15400 SH DEFINED 5,15 15400 0 0
WESCAST INDUSTRIES INC CL A COMMON 950813105 5312 241000 SH DEFINED 1,3 241000 0 0
WESCAST INDUSTRIES INC CL A COMMON 950813105 55 2500 SH DEFINED 2 2500 0 0
WESCAST INDUSTRIES INC CL A COMMON 950813105 7552 342600 SH DEFINED 3 342600 0 0
WESCO INTL INC COMMON 95082P105 18326 584000 SH DEFINED 1 584000 0 0
WESCO INTL INC COMMON 95082P105 5598 178400 SH DEFINED 15 95800 0 82600
WESCO INTL INC COMMON 95082P105 116 3700 SH DEFINED 15,14 3700 0 0
WESCO INTL INC COMMON 95082P105 700 22300 SH DEFINED 2 22300 0 0
WESCO INTL INC COMMON 95082P105 1208 38500 SH DEFINED 5,15 38500 0 0
WEST COAST BANCORP/OREGON COMMON 952145100 654 26800 SH DEFINED 15 16100 0 10700
WEST COAST BANCORP/OREGON COMMON 952145100 12 500 SH DEFINED 15,14 500 0 0
WEST COAST BANCORP/OREGON COMMON 952145100 293 12000 SH DEFINED 5,15 12000 0 0
WEST COAST BANCORP/OREGON COMMON 952145100 40 1625 SH DEFINED 6 100 750 775
WEST CORPORATION COMMON 952355105 305 7940 SH DEFINED 1 7700 0 240
WEST CORPORATION COMMON 952355105 376 9800 SH DEFINED 15 9800 0 0
WEST CORPORATION COMMON 952355105 29 750 SH DEFINED 6 175 200 375
WESTAIM CORPORATION COMMON 956909105 851 275700 SH DEFINED 1 275700 0 0
WESTAIM CORPORATION COMMON 956909105 24032 7787500 SH DEFINED 1,3 7787500 0 0
WESTAIM CORPORATION COMMON 956909105 242 78300 SH DEFINED 2 78300 0 0
WESTAMERICA BANCORPORATION COMMON 957090103 4410 83500 SH DEFINED 15 45700 0 37800
WESTAMERICA BANCORPORATION COMMON 957090103 95 1800 SH DEFINED 15,14 1800 0 0
WESTAMERICA BANCORPORATION COMMON 957090103 1167 22100 SH DEFINED 5,15 22100 0 0
WESTAR ENERGY INC COMMON 95709T100 5407 225000 SH DEFINED 1 225000 0 0
WESTELL TECHNOLOGIES INC COMMON 957541105 2161 361410 SH DEFINED 1 361410 0 0
WESTELL TECHNOLOGIES INC COMMON 957541105 1 140 SH DEFINED 24 0 0 140
WA/CLAY US TREAS INFL PROTEC C COMMON 95766Q106 5 400 SH DEFINED 24 0 0 400
WESTCORP COMMON 957907108 1636 31200 SH DEFINED 1 31200 0 0
WESTERN DIGITAL CORP COMMON 958102105 10195 759700 SH DEFINED 1 759700 0 0
WESTERN DIGITAL CORP COMMON 958102105 4069 303200 SH DEFINED 1,3 303200 0 0
WESTERN DIGITAL CORP COMMON 958102105 468 34900 SH DEFINED 9 34900 0 0
WESTERN DIGITAL CORP COMMON 958102105 44 3300 SH DEFINED 9,7 3300 0 0
WESTERN DIGITAL CORP COMMON 958102105 1390 103600 SH DEFINED 9,2 103600 0 0
WESTERN DIGITAL CORP COMMON 958102105 564 42000 SH DEFINED 11,8 42000 0 0
WESTERN DIGITAL CORP COMMON 958102105 3198 238300 SH DEFINED 15 205300 0 20300
WESTERN DIGITAL CORP COMMON 958102105 118 8800 SH DEFINED 15,8 8800 0 0
WESTERN DIGITAL CORP COMMON 958102105 381 28400 SH DEFINED 2 28400 0 0
WESTERN DIGITAL CORP COMMON 958102105 452 33678 SH DEFINED 23 33678 0 0
WESTERN DIGITAL CORP COMMON 958102105 16 1228 SH DEFINED 24 0 0 1228
WESTERN DIGITAL CORP COMMON 958102105 28 2100 SH DEFINED 5,15 2100 0 0
WESTERN DIGITAL CORP COMMON 958102105 11 800 SH DEFINED 6 800 0 0
WESTERN DIGITAL CORP COMMON 958102105 2165 161311 SH DEFINED 8 161311 0 0
WESTERN DIGITAL CORP COMMON 958102105 43 3212 SH DEFINED 8,10 3212 0 0
WESTERN DIGITAL CORP COMMON 958102105 490 36500 SH DEFINED 8,13 36500 0 0
WESTERN SIERRA BANCORP COMMON 959522103 533 15750 SH DEFINED 15 8150 0 7600
WESTERN SIERRA BANCORP COMMON 959522103 14 400 SH DEFINED 15,14 400 0 0
WESTERN SIERRA BANCORP COMMON 959522103 71 2100 SH DEFINED 5,15 2100 0 0
WESTERN SIERRA BANCORP COMMON 959522103 16 475 SH DEFINED 6 475 0 0
WESTERN WIRELESS COMMON 95988E204 165 3900 SH DEFINED 15 3900 0 0
WESTERN WIRELESS COMMON 95988E204 2377 56200 SH DEFINED 15,22 56200 0 0
WESTLAKE CHEMICAL CORP COMMON 960413102 3638 148500 SH DEFINED 1 148500 0 0
WESTLAKE CHEMICAL CORP COMMON 960413102 436 17800 SH DEFINED 15 9100 0 8700
WESTLAKE CHEMICAL CORP COMMON 960413102 10 400 SH DEFINED 15,14 400 0 0
WESTLAKE CHEMICAL CORP COMMON 960413102 51 2100 SH DEFINED 5,15 2100 0 0
WESTPAC BANKING ADR COMMON 961214301 152 2000 SH DEFINED 24 0 0 2000
WESTWOOD ONE INC COMMON 961815107 11 540 SH DEFINED 15 540 0 0
WESTWOOD ONE INC COMMON 961815107 7073 346200 SH DEFINED 15 301500 0 28700
WESTWOOD ONE INC COMMON 961815107 355 17400 SH DEFINED 15,8 17400 0 0
WESTWOOD ONE INC COMMON 961815107 53 2600 SH DEFINED 5,15 2600 0 0
WESTWOOD ONE INC COMMON 961815107 9 450 SH DEFINED 6 450 0 0
WEYERHAEUSER CO COMMON 962166104 26610 418065 SH DEFINED 15 417880 0 185
WEYERHAEUSER CO COMMON 962166104 235 3690 SH DEFINED 9,15 3690 0 0
WEYERHAEUSER CO COMMON 962166104 27917 438603 SH DEFINED 15 195834 0 240409
WEYERHAEUSER CO COMMON 962166104 943 14820 SH DEFINED 15,22 14820 0 0
WEYERHAEUSER CO COMMON 962166104 261 4100 SH DEFINED 15,8 4100 0 0
WEYERHAEUSER CO COMMON 962166104 237 3720 SH DEFINED 23 3720 0 0
WEYERHAEUSER CO COMMON 962166104 134 2100 SH DEFINED 24 0 0 2100
WEYERHAEUSER CO COMMON 962166104 369 5800 SH DEFINED 6 5800 0 0
WEYERHAEUSER CO COMMON 962166104 382 6000 SH DEFINED 7 6000 0 0
WEYERHAEUSER CO COMMON 962166104 950 14922 SH DEFINED 8 14922 0 0
WEYERHAEUSER CO COMMON 962166104 37 577 SH DEFINED 8,10 577 0 0
WHIRLPOOL CORP COMMON 963320106 8617 122902 SH DEFINED 15 120944 0 1408
WHIRLPOOL CORP COMMON 963320106 362 5170 SH DEFINED 5,15 0 0 5170
WHIRLPOOL CORP COMMON 963320106 203 2901 SH DEFINED 8 2901 0 0
WHITING PETROLEUM CORP COMMON 966387102 2516 69300 SH DEFINED 15 35900 0 33400
WHITING PETROLEUM CORP COMMON 966387102 58 1600 SH DEFINED 15,14 1600 0 0
WHITING PETROLEUM CORP COMMON 966387102 396 10900 SH DEFINED 5,15 10900 0 0
WHITING PETROLEUM CORP COMMON 966387102 264 7275 SH DEFINED 6 6200 375 700
WHITNEY HLDG CORP COMMON 966612103 50 1518 SH DEFINED 6 1518 0 0
WHOLE FOODS MKT INC COMMON 966837106 4575 38700 SH DEFINED 1 38700 0 0
WHOLE FOODS MKT INC COMMON 966837106 25380 214700 SH DEFINED 1,2 214700 0 0
WHOLE FOODS MKT INC COMMON 966837106 4512 38170 SH DEFINED 2 38170 0 0
WHOLE FOODS MKT INC COMMON 966837106 381 3223 SH DEFINED 24 1105 0 2118
WHOLE FOODS MKT INC COMMON 966837106 21985 185979 SH DEFINED 6 185979 0 0
WHOLE FOODS MKT INC COMMON 966837106 159 1343 SH DEFINED 8 1343 0 0
WILLIAMS COMMUNICATIONS-CL A COMMON 969455104 0 100 SH DEFINED 4 100 0 0
WILLIAMS COS INC COMMON 969457100 186890 9836340 SH DEFINED 1 9836340 0 0
WILLIAMS COS INC COMMON 969457100 280 14750 SH DEFINED 1,3 14750 0 0
WILLIAMS COS INC COMMON 969457100 74 3900 SH DEFINED 9 3900 0 0
WILLIAMS COS INC COMMON 969457100 1632 85900 SH DEFINED 9,15 85900 0 0
WILLIAMS COS INC COMMON 969457100 25108 1321487 SH DEFINED 15 1142287 0 138600
WILLIAMS COS INC COMMON 969457100 2586 136100 SH DEFINED 15,14 136100 0 0
WILLIAMS COS INC COMMON 969457100 1129 59400 SH DEFINED 15,8 59400 0 0
WILLIAMS COS INC COMMON 969457100 14674 772300 SH DEFINED 2 740000 0 32300
WILLIAMS COS INC COMMON 969457100 560 29487 SH DEFINED 24 1795 0 27692
WILLIAMS COS INC COMMON 969457100 61868 3256232 SH DEFINED 4 3256232 0 0
WILLIAMS COS INC COMMON 969457100 355 18700 SH DEFINED 5,15 18700 0 0
WILLIAMS COS INC COMMON 969457100 550 28950 SH DEFINED 5,2 28950 0 0
WILLIAMS COS INC COMMON 969457100 6 300 SH DEFINED 6 300 0 0
WILLIAMS COS INC COMMON 969457100 368 19380 SH DEFINED 8 19380 0 0
CLAYTON WILLIAMS ENERGY INC COMMON 969490101 498 16600 SH DEFINED 15 9100 0 7500
CLAYTON WILLIAMS ENERGY INC COMMON 969490101 12 400 SH DEFINED 15,14 400 0 0
CLAYTON WILLIAMS ENERGY INC COMMON 969490101 138 4600 SH DEFINED 5,15 4600 0 0
WILLIAMS SONOMA INC COMMON 969904101 23592 596200 SH DEFINED 1 596200 0 0
WILLIAMS SONOMA INC COMMON 969904101 2212 55900 SH DEFINED 2 55900 0 0
WILLIAMS SONOMA INC COMMON 969904101 8 195 SH DEFINED 4 195 0 0
WILLIAMS SONOMA INC COMMON 969904101 372 9400 SH DEFINED 6 9400 0 0
WILMINGTON TRUST CORP COMMON 971807102 417 11575 SH DEFINED 24 0 0 11575
WIND RIVER SYSTEMS INC COMMON 973149107 5601 357200 SH DEFINED 15 185600 0 171600
WIND RIVER SYSTEMS INC COMMON 973149107 127 8100 SH DEFINED 15,14 8100 0 0
WIND RIVER SYSTEMS INC COMMON 973149107 8 505 SH DEFINED 24 505 0 0
WIND RIVER SYSTEMS INC COMMON 973149107 674 43000 SH DEFINED 5,15 43000 0 0
WINNEBAGO INDUSTRIES COMMON 974637100 66 2000 SH DEFINED 24 0 0 2000
WINNEBAGO INDUSTRIES COMMON 974637100 157 4800 SH DEFINED 6 3400 1400 0
WINSTON HOTELS INC COMMON 97563A102 1773 157500 SH DEFINED 15 38100 0 119400
WINSTON HOTELS INC COMMON 97563A102 7 600 SH DEFINED 15,14 600 0 0
WINSTON HOTELS INC COMMON 97563A102 79 7000 SH DEFINED 5,15 7000 0 0
WINTRUST FINANCIAL CORP COMMON 97650W108 4685 89500 SH DEFINED 1 89500 0 0
WINTRUST FINANCIAL CORP COMMON 97650W108 105 2000 SH DEFINED 24 0 0 2000
WIPRO LTD-ADR COMMON 97651M109 12049 577600 SH DEFINED 1 577600 0 0
WIPRO LTD-ADR COMMON 97651M109 213 10200 SH DEFINED 9,15 10200 0 0
WIPRO LTD-ADR COMMON 97651M109 1339 64200 SH DEFINED 15,22 64200 0 0
WIPRO LTD-ADR COMMON 97651M109 782 37500 SH DEFINED 20 37500 0 0
WIRELESS HOLDRS TRUST COMMON 97653L208 1 25 SH DEFINED 24 0 0 25
WISCONSIN ENERGY CORP COMMON 976657106 59799 1533300 SH DEFINED 1 1533300 0 0
WISCONSIN ENERGY CORP COMMON 976657106 125 3200 SH DEFINED 1,3 3200 0 0
WISCONSIN ENERGY CORP COMMON 976657106 1150 29489 SH DEFINED 15 29489 0 0
WISCONSIN ENERGY CORP COMMON 976657106 4313 110600 SH DEFINED 2 110600 0 0
WISCONSIN ENERGY CORP COMMON 976657106 127 3250 SH DEFINED 24 2250 0 1000
WISCONSIN ENERGY CORP COMMON 976657106 36641 939501 SH DEFINED 4 939501 0 0
WISCONSIN ENERGY CORP COMMON 976657106 246 6300 SH DEFINED 5,2 6300 0 0
WISCONSIN ENERGY CORP COMMON 976657106 257 6600 SH DEFINED 6 6600 0 0
WISCONSIN ENERGY CORP COMMON 976657106 192 4914 SH DEFINED 8 4914 0 0
WOLVERINE TUBE INC COMMON 978093102 20 3475 SH DEFINED 6 750 975 1750
WOLVERINE WORLD WIDE INC COMMON 978097103 10459 435600 SH DEFINED 1 435600 0 0
WOLVERINE WORLD WIDE INC COMMON 978097103 12681 528150 SH DEFINED 15 305050 0 219200
WOLVERINE WORLD WIDE INC COMMON 978097103 243 10100 SH DEFINED 15,14 10100 0 0
WOLVERINE WORLD WIDE INC COMMON 978097103 3343 139250 SH DEFINED 2 139250 0 0
WOLVERINE WORLD WIDE INC COMMON 978097103 12 480 SH DEFINED 24 0 0 480
WOLVERINE WORLD WIDE INC COMMON 978097103 2019 84100 SH DEFINED 5,15 84100 0 0
WOODWARD GOVERNOR CO COMMON 980745103 4042 48100 SH DEFINED 15 29700 0 18400
WOODWARD GOVERNOR CO COMMON 980745103 84 1000 SH DEFINED 15,14 1000 0 0
WOODWARD GOVERNOR CO COMMON 980745103 1025 12200 SH DEFINED 5,15 12200 0 0
WORLD ACCEPTANCE CORP COMMON 981419104 2542 84600 SH DEFINED 1 84600 0 0
WORLD ACCEPTANCE CORP COMMON 981419104 12 400 SH DEFINED 15 400 0 0
WPT ENTERPIRSES INC COMMON 98211W108 844 43300 SH DEFINED 15 24000 0 19300
WPT ENTERPIRSES INC COMMON 98211W108 16 800 SH DEFINED 15,14 800 0 0
WPT ENTERPIRSES INC COMMON 98211W108 285 14600 SH DEFINED 5,15 14600 0 0
WRIGHT EXPRESS CORP COMMON 98233Q105 4614 249800 SH DEFINED 1 249800 0 0
WRIGHT MEDICAL GROUP INC COMMON 98235T107 16576 620600 SH DEFINED 1 620600 0 0
WRIGHT MEDICAL GROUP INC COMMON 98235T107 4527 169500 SH DEFINED 2 169500 0 0
WRIGLEY (WM) JR CO COMMON 982526105 1310 19033 SH DEFINED 15 19033 0 0
WRIGLEY (WM) JR CO COMMON 982526105 2944 42763 SH DEFINED 24 421 0 42342
WRIGLEY (WM) JR CO COMMON 982526105 1039 15100 SH DEFINED 3 15100 0 0
WRIGLEY (WM) JR CO COMMON 982526105 232 3375 SH DEFINED 6 3375 0 0
WRIGLEY (WM) JR CO COMMON 982526105 344 5000 SH DEFINED 7 5000 0 0
WRIGLEY (WM) JR CO COMMON 982526105 316 4591 SH DEFINED 8 4591 0 0
WYETH COMMON 983024100 479841 10782940 SH DEFINED 1 10782940 0 0
WYETH COMMON 983024100 36268 815000 SH DEFINED 1,2 815000 0 0
WYETH COMMON 983024100 8629 193900 SH DEFINED 1,3 193900 0 0
WYETH COMMON 983024100 38782 871500 SH DEFINED 9 871500 0 0
WYETH COMMON 983024100 147 3300 SH DEFINED 9,7 3300 0 0
WYETH COMMON 983024100 10630 238870 SH DEFINED 9,15 238870 0 0
WYETH COMMON 983024100 2897 65100 SH DEFINED 9,2 65100 0 0
WYETH COMMON 983024100 1202 27000 SH DEFINED 11,2 27000 0 0
WYETH COMMON 983024100 91134 2047950 SH DEFINED 15 1623832 0 418813
WYETH COMMON 983024100 503 11300 SH DEFINED 15,14 11300 0 0
WYETH COMMON 983024100 16089 361540 SH DEFINED 15,22 361540 0 0
WYETH COMMON 983024100 3769 84700 SH DEFINED 15,8 84700 0 0
WYETH COMMON 983024100 22119 497050 SH DEFINED 2 497050 0 0
WYETH COMMON 983024100 325 7300 SH DEFINED 2,14 7300 0 0
WYETH COMMON 983024100 1206 27100 SH DEFINED 20 27100 0 0
WYETH COMMON 983024100 641 14409 SH DEFINED 23 14409 0 0
WYETH COMMON 983024100 5071 113962 SH DEFINED 24 28796 0 85166
WYETH COMMON 983024100 15759 354128 SH DEFINED 4 354128 0 0
WYETH COMMON 983024100 1741 39115 SH DEFINED 5,15 23900 0 15215
WYETH COMMON 983024100 3597 80828 SH DEFINED 6 80828 0 0
WYETH COMMON 983024100 1978 44445 SH DEFINED 8 44445 0 0
WYNN RESORTS LTD COMMON 983134107 4307 91123 SH DEFINED 1 91123 0 0
WYNN RESORTS LTD COMMON 983134107 340 7200 SH DEFINED 15,14 7200 0 0
WYNN RESORTS LTD COMMON 983134107 6 130 SH DEFINED 2 130 0 0
XM SATELLITE RADIO COMMON 983759101 29301 870500 SH DEFINED 1 870500 0 0
XM SATELLITE RADIO COMMON 983759101 72460 2152700 SH DEFINED 1,2 2152700 0 0
XM SATELLITE RADIO COMMON 983759101 942 28000 SH DEFINED 15,22 28000 0 0
XM SATELLITE RADIO COMMON 983759101 9430 280150 SH DEFINED 2 280150 0 0
XM SATELLITE RADIO COMMON 983759101 370 11000 SH DEFINED 20 11000 0 0
XM SATELLITE RADIO COMMON 983759101 100 2985 SH DEFINED 24 155 0 2830
XM SATELLITE RADIO COMMON 983759101 9314 276709 SH DEFINED 6 264709 0 12000
XM SATELLITE RADIO COMMON 983759101 143 4246 SH DEFINED 8 4246 0 0
XM SATELLITE RADIO WT COMMON 98375Y130 222 3700 SH DEFINED 1 3700 0 0
XTO ENERGY INC COMMON 98385X106 6537 192333 SH DEFINED 1 192333 0 0
XTO ENERGY INC COMMON 98385X106 36256 1066666 SH DEFINED 1,2 1066666 0 0
XTO ENERGY INC COMMON 98385X106 1191 35035 SH DEFINED 15 35035 0 0
XTO ENERGY INC COMMON 98385X106 6532 192180 SH DEFINED 2 192180 0 0
XTO ENERGY INC COMMON 98385X106 469 13785 SH DEFINED 24 1201 0 12584
XTO ENERGY INC COMMON 98385X106 16 467 SH DEFINED 4 467 0 0
XTO ENERGY INC COMMON 98385X106 37553 1104823 SH DEFINED 6 1104823 0 0
XTO ENERGY INC COMMON 98385X106 288 8476 SH DEFINED 8 8476 0 0
XCEL ENERGY INC COMMON 98389B100 197 10080 SH DEFINED 15 10080 0 0
XCEL ENERGY INC COMMON 98389B100 1472 75400 SH DEFINED 9,15 75400 0 0
XCEL ENERGY INC COMMON 98389B100 12433 636911 SH DEFINED 15 573095 0 53916
XCEL ENERGY INC COMMON 98389B100 1958 100300 SH DEFINED 15,8 100300 0 0
XCEL ENERGY INC COMMON 98389B100 98 5000 SH DEFINED 23 5000 0 0
XCEL ENERGY INC COMMON 98389B100 66 3356 SH DEFINED 24 0 0 3356
XCEL ENERGY INC COMMON 98389B100 31 1600 SH DEFINED 5,15 1600 0 0
XCEL ENERGY INC COMMON 98389B100 299 15336 SH DEFINED 8 15336 0 0
XILINX INC COMMON 983919101 98287 3854400 SH DEFINED 1 3854400 0 0
XILINX INC COMMON 983919101 23333 915000 SH DEFINED 1,2 915000 0 0
XILINX INC COMMON 983919101 102 4000 SH DEFINED 1,3 4000 0 0
XILINX INC COMMON 983919101 1557 61050 SH DEFINED 15 61050 0 0
XILINX INC COMMON 983919101 12674 497000 SH DEFINED 2 497000 0 0
XILINX INC COMMON 983919101 7969 312525 SH DEFINED 24 80500 0 232025
XILINX INC COMMON 983919101 21793 854635 SH DEFINED 4 854635 0 0
XILINX INC COMMON 983919101 196 7700 SH DEFINED 5,2 7700 0 0
XILINX INC COMMON 983919101 137 5365 SH DEFINED 6 5365 0 0
XILINX INC COMMON 983919101 301 11802 SH DEFINED 8 11802 0 0
XEROX CORP COMMON 984121103 166341 12062440 SH DEFINED 1 12062440 0 0
XEROX CORP COMMON 984121103 48228 3497300 SH DEFINED 1,2 3497300 0 0
XEROX CORP COMMON 984121103 215 15600 SH DEFINED 1,3 15600 0 0
XEROX CORP COMMON 984121103 1382 100200 SH DEFINED 9,15 100200 0 0
XEROX CORP COMMON 984121103 6180 448120 SH DEFINED 15 409320 0 38800
XEROX CORP COMMON 984121103 1124 81500 SH DEFINED 15,8 81500 0 0
XEROX CORP COMMON 984121103 9454 685600 SH DEFINED 2 685600 0 0
XEROX CORP COMMON 984121103 589 42706 SH DEFINED 23 42706 0 0
XEROX CORP COMMON 984121103 43 3091 SH DEFINED 24 1531 0 1560
XEROX CORP COMMON 984121103 44053 3194557 SH DEFINED 4 3194557 0 0
XEROX CORP COMMON 984121103 422 30600 SH DEFINED 5,2 30600 0 0
XEROX CORP COMMON 984121103 103 7471 SH DEFINED 6 7471 0 0
XEROX CORP COMMON 984121103 653 47329 SH DEFINED 8 47329 0 0
XEROX CORP COMMON 984121103 13 931 SH DEFINED 8,10 931 0 0
YAK COMMUNICATIONS INC COMMON 984208207 17 3425 SH DEFINED 6 750 950 1725
YAHOO INC COMMON 984332106 162197 4681000 SH DEFINED 1 4681000 0 0
YAHOO INC COMMON 984332106 136303 3933700 SH DEFINED 1,2 3933700 0 0
YAHOO INC COMMON 984332106 327 9440 SH DEFINED 9,15 9440 0 0
YAHOO INC COMMON 984332106 43290 1249355 SH DEFINED 15 654375 0 589130
YAHOO INC COMMON 984332106 1639 47300 SH DEFINED 15,14 47300 0 0
YAHOO INC COMMON 984332106 7448 214940 SH DEFINED 15,22 214940 0 0
YAHOO INC COMMON 984332106 911 26300 SH DEFINED 15,8 26300 0 0
YAHOO INC COMMON 984332106 25953 749010 SH DEFINED 2 749010 0 0
YAHOO INC COMMON 984332106 3898 112500 SH DEFINED 20 112500 0 0
YAHOO INC COMMON 984332106 752 21716 SH DEFINED 23 21716 0 0
YAHOO INC COMMON 984332106 90 2610 SH DEFINED 24 0 0 2610
YAHOO INC COMMON 984332106 172 4964 SH DEFINED 6 4964 0 0
YAHOO INC COMMON 984332106 1287 37131 SH DEFINED 8 37131 0 0
YAMANA GOLD INC COMMON 98462Y100 2180 600000 SH DEFINED 3 600000 0 0
YANKEE CANDLE INC COMMON 984757104 7595 236600 SH DEFINED 1 236600 0 0
YANKEE CANDLE INC COMMON 984757104 2106 65600 SH DEFINED 15 34600 0 31000
YANKEE CANDLE INC COMMON 984757104 48 1500 SH DEFINED 15,14 1500 0 0
YANKEE CANDLE INC COMMON 984757104 250 7800 SH DEFINED 5,15 7800 0 0
YELLOW ROADWAY CORP COMMON 985577105 11 220 SH DEFINED 15 220 0 0
YELLOW ROADWAY CORP COMMON 985577105 127 2500 SH DEFINED 15 2300 0 200
YELLOW ROADWAY CORP COMMON 985577105 144 2834 SH DEFINED 6 1109 300 1425
YORK INTERNATIONAL CORP COMMON 986670107 7296 192000 SH DEFINED 1 192000 0 0
YORK INTERNATIONAL CORP COMMON 986670107 4469 117600 SH DEFINED 9 117600 0 0
YORK INTERNATIONAL CORP COMMON 986670107 771 20300 SH DEFINED 9,22 20300 0 0
YORK INTERNATIONAL CORP COMMON 986670107 281 7400 SH DEFINED 2 7400 0 0
YOUBET.COM COMMON 987413101 354 71200 SH DEFINED 1 71200 0 0
YOUNG BROADCASTING INC CL A COMMON 987434107 9 2100 SH DEFINED 15 2100 0 0
YUM! BRANDS INC COMMON 988498101 83777 1608629 SH DEFINED 1 1608629 0 0
YUM! BRANDS INC COMMON 988498101 18228 350000 SH DEFINED 1,2 350000 0 0
YUM! BRANDS INC COMMON 988498101 219 4200 SH DEFINED 9 4200 0 0
YUM! BRANDS INC COMMON 988498101 1431 27480 SH DEFINED 9,15 27480 0 0
YUM! BRANDS INC COMMON 988498101 13754 264089 SH DEFINED 15 215789 0 48300
YUM! BRANDS INC COMMON 988498101 958 18400 SH DEFINED 15,14 18400 0 0
YUM! BRANDS INC COMMON 988498101 193 3700 SH DEFINED 15,8 3700 0 0
YUM! BRANDS INC COMMON 988498101 7195 138150 SH DEFINED 2 138150 0 0
YUM! BRANDS INC COMMON 988498101 52 1007 SH DEFINED 23 1007 0 0
YUM! BRANDS INC COMMON 988498101 238 4573 SH DEFINED 24 0 0 4573
YUM! BRANDS INC COMMON 988498101 47 905 SH DEFINED 4 905 0 0
YUM! BRANDS INC COMMON 988498101 1489 28600 SH DEFINED 5,15 28600 0 0
YUM! BRANDS INC COMMON 988498101 1834 35214 SH DEFINED 6 35214 0 0
YUM! BRANDS INC COMMON 988498101 543 10421 SH DEFINED 8 10421 0 0
ZALE CORP COMMON 988858106 12 380 SH DEFINED 15 380 0 0
ZALE CORP COMMON 988858106 20957 661300 SH DEFINED 15 463600 0 185400
ZALE CORP COMMON 988858106 244 7700 SH DEFINED 15,14 7700 0 0
ZALE CORP COMMON 988858106 558 17600 SH DEFINED 15,8 17600 0 0
ZALE CORP COMMON 988858106 2890 91200 SH DEFINED 5,15 91200 0 0
ZEBRA TECHNOLOGIES CORP CL A COMMON 989207105 525 12000 SH DEFINED 20 12000 0 0
ZEBRA TECHNOLOGIES CORP CL A COMMON 989207105 33 750 SH DEFINED 24 0 0 750
ZEBRA TECHNOLOGIES CORP CL A COMMON 989207105 941 21500 SH DEFINED 3 21500 0 0
ZEBRA TECHNOLOGIES CORP CL A COMMON 989207105 2 50 SH DEFINED 4 50 0 0
ZEBRA TECHNOLOGIES CORP CL A COMMON 989207105 20 450 SH DEFINED 6 450 0 0
ZENITH NATIONAL INSURANCE CP COMMON 989390109 271 4000 SH DEFINED 15 4000 0 0
ZENITH NATIONAL INSURANCE CP COMMON 989390109 482 7100 SH DEFINED 5,15 7100 0 0
ZENITH NATIONAL INSURANCE CP COMMON 989390109 258 3805 SH DEFINED 6 3805 0 0
ZIMMER HOLDINGS INC COMMON 98956P102 32776 430300 SH DEFINED 1 430300 0 0
ZIMMER HOLDINGS INC COMMON 98956P102 21632 284000 SH DEFINED 1,2 284000 0 0
ZIMMER HOLDINGS INC COMMON 98956P102 1829 24009 SH DEFINED 15 24009 0 0
ZIMMER HOLDINGS INC COMMON 98956P102 10626 139500 SH DEFINED 2 139500 0 0
ZIMMER HOLDINGS INC COMMON 98956P102 1765 23175 SH DEFINED 23 23175 0 0
ZIMMER HOLDINGS INC COMMON 98956P102 73583 966034 SH DEFINED 24 209274 0 756760
ZIMMER HOLDINGS INC COMMON 98956P102 6036 79244 SH DEFINED 3 79244 0 0
ZIMMER HOLDINGS INC COMMON 98956P102 20569 270042 SH DEFINED 6 265242 0 4800
ZIMMER HOLDINGS INC COMMON 98956P102 1012 13291 SH DEFINED 8 13291 0 0
ZIONS BANCORPORATION COMMON 989701107 16323 221990 SH DEFINED 1 221990 0 0
ZIONS BANCORPORATION COMMON 989701107 1176 16000 SH DEFINED 9,15 16000 0 0
ZIONS BANCORPORATION COMMON 989701107 5235 71198 SH DEFINED 15 66898 0 4300
ZIONS BANCORPORATION COMMON 989701107 1294 17600 SH DEFINED 15,8 17600 0 0
ZIONS BANCORPORATION COMMON 989701107 713 9700 SH DEFINED 2 9700 0 0
ZIONS BANCORPORATION COMMON 989701107 118 1600 SH DEFINED 23 1600 0 0
ZIONS BANCORPORATION COMMON 989701107 59 800 SH DEFINED 24 0 0 800
ZIONS BANCORPORATION COMMON 989701107 8735 118800 SH DEFINED 3 118800 0 0
ZIONS BANCORPORATION COMMON 989701107 340 4630 SH DEFINED 6 4630 0 0
ZIONS BANCORPORATION COMMON 989701107 242 3289 SH DEFINED 8 3289 0 0
ZORAN CORP COMMON 98975F101 38 2875 SH DEFINED 6 625 800 1450
ZOLL MEDICAL CORP COMMON 989922109 14 567 SH DEFINED 6 567 0 0
SHIP FINANCE INTL LTD COMMON B01G7F0 16 847 SH DEFINED 15,8 847 0 0
SHIP FINANCE INTL LTD COMMON B01G7F0 20 1065 SH DEFINED 23 1065 0 0
SHIP FINANCE INTL LTD COMMON B01G7F0 7 367 SH DEFINED 8 367 0 0
TATA MOTORS LTD-SPON GDR COMMON B02ZP96 2246 232000 SH DEFINED 1 232000 0 0
KINROSS GOLD CORP COMMON B03Z841 4592 750000 SH DEFINED 1 750000 0 0
KINROSS GOLD CORP COMMON B03Z841 15178 2478900 SH DEFINED 1,3 2478900 0 0
KINROSS GOLD CORP COMMON B03Z841 1670 272700 SH DEFINED 2 272700 0 0
KINROSS GOLD CORP COMMON B03Z841 192539 31445464 SH DEFINED 3 31445464 0 0
MOLSON COORS BREWING CO -B COMMON B05G4N3 145 2345 SH DEFINED 8 2345 0 0
NOVELIS INC COMMON B05J982 4 145 SH DEFINED 9 145 0 0
NOVELIS INC COMMON B05J982 61 2410 SH DEFINED 8 2410 0 0
DEUTSCHE-CW05 ALTRIA GROUP I W COMMON B064RR1 0 3750000 SH DEFINED 9 3750000 0 0
DEUTSCHE BANK AG COMMON D18190898 11156 143206 SH DEFINED 12 136701 0 6505
DEUTSCHE BANK AG COMMON D18190898 26024 334069 SH DEFINED 15 325125 0 8944
DRIV JULY5 30 PUT OPTION DQISF 71 219700 PUT DEFINED 1 219700 0 0
DRIV JULY5 30 PUT OPTION DQISF 14 43000 PUT DEFINED 2 43000 0 0
ACE LTD COMMON G0070K103 442167 9858800 SH DEFINED 1 9858800 0 0
ACE LTD COMMON G0070K103 26879 599300 SH DEFINED 1,2 599300 0 0
ACE LTD COMMON G0070K103 121 2700 SH DEFINED 1,3 2700 0 0
ACE LTD COMMON G0070K103 99 2200 SH DEFINED 9,7 2200 0 0
ACE LTD COMMON G0070K103 20322 453121 SH DEFINED 15 441536 0 9255
ACE LTD COMMON G0070K103 233 5200 SH DEFINED 15,8 5200 0 0
ACE LTD COMMON G0070K103 12959 288950 SH DEFINED 2 288950 0 0
ACE LTD COMMON G0070K103 354 7900 SH DEFINED 2,14 7900 0 0
ACE LTD COMMON G0070K103 99 2200 SH DEFINED 23 2200 0 0
ACE LTD COMMON G0070K103 62687 1397710 SH DEFINED 4 1397710 0 0
ACE LTD COMMON G0070K103 703 15680 SH DEFINED 5,15 0 0 15680
ACE LTD COMMON G0070K103 238 5300 SH DEFINED 5,2 5300 0 0
ACE LTD COMMON G0070K103 414 9221 SH DEFINED 8 9221 0 0
AMDOCS LTD COMMON G02602103 177043 6698550 SH DEFINED 1 6698550 0 0
AMDOCS LTD COMMON G02602103 58146 2200000 SH DEFINED 1,2 2200000 0 0
AMDOCS LTD COMMON G02602103 426 16110 SH DEFINED 15 310 0 15800
AMDOCS LTD COMMON G02602103 3255 123170 SH DEFINED 15,22 123170 0 0
AMDOCS LTD COMMON G02602103 18250 690500 SH DEFINED 2 671050 0 19450
AMDOCS LTD COMMON G02602103 2273 86000 SH DEFINED 20 86000 0 0
AMDOCS LTD COMMON G02602103 53 2000 SH DEFINED 24 0 0 2000
AMDOCS LTD COMMON G02602103 204 7700 SH DEFINED 6 5500 2200 0
APEX SILVER MINES LTD COMMON G04074103 69 5000 SH DEFINED 24 0 0 5000
ARCH CAPITAL GROUP LTD COMMON G0450A105 1257 27900 SH DEFINED 1 27900 0 0
ARCH CAPITAL GROUP LTD COMMON G0450A105 28 625 SH DEFINED 6 125 175 325
ASPEN INSURANCE HOLDINGS LTD COMMON G05384105 12 450 SH DEFINED 6 100 125 225
ASSURED GUARANTY LTD COMMON G0585R106 13871 593800 SH DEFINED 1 593800 0 0
AXIS CAPITAL HOLDINGS LTD COMMON G0692U109 45005 1590300 SH DEFINED 1 1590300 0 0
AXIS CAPITAL HOLDINGS LTD COMMON G0692U109 122 4300 SH DEFINED 1,3 4300 0 0
AXIS CAPITAL HOLDINGS LTD COMMON G0692U109 853 30133 SH DEFINED 15 30133 0 0
AXIS CAPITAL HOLDINGS LTD COMMON G0692U109 5697 201300 SH DEFINED 2 201300 0 0
AXIS CAPITAL HOLDINGS LTD COMMON G0692U109 26824 947838 SH DEFINED 4 947838 0 0
AXIS CAPITAL HOLDINGS LTD COMMON G0692U109 233 8250 SH DEFINED 5,2 8250 0 0
ACCENTURE LTD CL A COMMON G1150G111 128288 5658920 SH DEFINED 1 5658920 0 0
ACCENTURE LTD CL A COMMON G1150G111 59470 2623300 SH DEFINED 1,2 2623300 0 0
ACCENTURE LTD CL A COMMON G1150G111 84 3700 SH DEFINED 9,15 3700 0 0
ACCENTURE LTD CL A COMMON G1150G111 10498 463100 SH DEFINED 2 463100 0 0
ACCENTURE LTD CL A COMMON G1150G111 1326 58474 SH DEFINED 24 38434 0 20040
ACCENTURE LTD CL A COMMON G1150G111 22421 989000 SH DEFINED 3 989000 0 0
ACCENTURE LTD CL A COMMON G1150G111 35 1539 SH DEFINED 4 1539 0 0
ACCENTURE LTD CL A COMMON G1150G111 7528 332060 SH DEFINED 6 332060 0 0
ACCENTURE LTD CL A COMMON G1150G111 212 9357 SH DEFINED 8 9357 0 0
BUNGE LIMITED COMMON G16962105 25 400 SH DEFINED 24 0 0 400
CENTRAL EUROPEAN MEDIA COMMON G20045202 484 10000 SH DEFINED 21 10000 0 0
CENTRAL EUROPEAN MEDIA COMMON G20045202 484 10000 SH DEFINED 9,10 10000 0 0
CDC CORP-CL A COMMON G2022L106 5 1729 SH DEFINED 24 0 0 1729
COOPER INDUSTRIES INC COMMON G24182100 47273 739800 SH DEFINED 1 739800 0 0
COOPER INDUSTRIES INC COMMON G24182100 969 15169 SH DEFINED 15 8969 0 6200
COOPER INDUSTRIES INC COMMON G24182100 7144 111800 SH DEFINED 2 104400 0 7400
COOPER INDUSTRIES INC COMMON G24182100 1337 20928 SH DEFINED 24 0 0 20928
COOPER INDUSTRIES INC COMMON G24182100 184 2877 SH DEFINED 6 2877 0 0
COOPER INDUSTRIES INC COMMON G24182100 248 3885 SH DEFINED 8 3885 0 0
ENDURANCE SPECIALTY HOLDINGS COMMON G30397106 12314 325600 SH DEFINED 1 325600 0 0
EVEREST RE GROUP LTD COMMON G3223R108 158 1700 SH DEFINED 6 1200 500 0
EVEREST RE GROUP LTD COMMON G3223R108 29 307 SH DEFINED 8 307 0 0
GARMIN LTD COMMON G37260109 13595 318000 SH DEFINED 1 318000 0 0
GARMIN LTD COMMON G37260109 17100 400000 SH DEFINED 1,2 400000 0 0
GARMIN LTD COMMON G37260109 2997 70100 SH DEFINED 2 70100 0 0
GARMIN LTD COMMON G37260109 86 2020 SH DEFINED 24 120 0 1900
GARMIN LTD COMMON G37260109 8525 199420 SH DEFINED 6 199420 0 0
GLOBALSANTAFE CORP COMMON G3930E101 46312 1135100 SH DEFINED 1 1135100 0 0
GLOBALSANTAFE CORP COMMON G3930E101 34680 850000 SH DEFINED 1,2 850000 0 0
GLOBALSANTAFE CORP COMMON G3930E101 2448 60000 SH DEFINED 15,14 60000 0 0
GLOBALSANTAFE CORP COMMON G3930E101 13482 330450 SH DEFINED 2 330450 0 0
GLOBALSANTAFE CORP COMMON G3930E101 28 688 SH DEFINED 24 250 0 438
GLOBALSANTAFE CORP COMMON G3930E101 27 650 SH DEFINED 6 650 0 0
GLOBALSANTAFE CORP COMMON G3930E101 300 7364 SH DEFINED 8 7364 0 0
INGERSOLL-RAND CO LTD-CL A COMMON G4776G101 66334 929700 SH DEFINED 1 929700 0 0
INGERSOLL-RAND CO LTD-CL A COMMON G4776G101 78485 1100000 SH DEFINED 1,2 1100000 0 0
INGERSOLL-RAND CO LTD-CL A COMMON G4776G101 205 2880 SH DEFINED 9,15 2880 0 0
INGERSOLL-RAND CO LTD-CL A COMMON G4776G101 34136 478437 SH DEFINED 15 252848 0 223749
INGERSOLL-RAND CO LTD-CL A COMMON G4776G101 824 11550 SH DEFINED 15,22 11550 0 0
INGERSOLL-RAND CO LTD-CL A COMMON G4776G101 15397 215790 SH DEFINED 2 212390 0 3400
INGERSOLL-RAND CO LTD-CL A COMMON G4776G101 5 75 SH DEFINED 24 0 0 75
INGERSOLL-RAND CO LTD-CL A COMMON G4776G101 633 8870 SH DEFINED 6 8870 0 0
INGERSOLL-RAND CO LTD-CL A COMMON G4776G101 417 5849 SH DEFINED 8 5849 0 0
KNIGHTSBRIDGE TANKERS LTD COMMON G5299G106 1928 50800 SH DEFINED 1 50800 0 0
LORAL SPACE & COMM WT COMMON G56462180 1 74000 SH DEFINED 1 74000 0 0
MARVELL TECHNOLOGY COMMON G5876H105 63061 1660800 SH DEFINED 1 1660800 0 0
MARVELL TECHNOLOGY COMMON G5876H105 42716 1125000 SH DEFINED 1,2 1125000 0 0
MARVELL TECHNOLOGY COMMON G5876H105 3824 100700 SH DEFINED 15,22 100700 0 0
MARVELL TECHNOLOGY COMMON G5876H105 7029 185110 SH DEFINED 2 185110 0 0
MARVELL TECHNOLOGY COMMON G5876H105 2377 62600 SH DEFINED 20 62600 0 0
MARVELL TECHNOLOGY COMMON G5876H105 222 5850 SH DEFINED 23 5850 0 0
MARVELL TECHNOLOGY COMMON G5876H105 19 500 SH DEFINED 24 0 0 500
MARVELL TECHNOLOGY COMMON G5876H105 13 345 SH DEFINED 6 345 0 0
MARVELL TECHNOLOGY COMMON G5876H105 90 2370 SH DEFINED 8 2370 0 0
MAX RE CAPITAL (COMPLIANCE) COMMON G6052F103 1058 46200 SH DEFINED 1 46200 0 0
MONTPELIER RE HOLDING COMMON G62185106 42876 1239900 SH DEFINED 1 1239900 0 0
MONTPELIER RE HOLDING COMMON G62185106 121 3500 SH DEFINED 1,3 3500 0 0
MONTPELIER RE HOLDING COMMON G62185106 869 25135 SH DEFINED 15 25135 0 0
MONTPELIER RE HOLDING COMMON G62185106 5420 156750 SH DEFINED 2 156750 0 0
MONTPELIER RE HOLDING COMMON G62185106 27994 809539 SH DEFINED 4 809539 0 0
MONTPELIER RE HOLDING COMMON G62185106 232 6700 SH DEFINED 5,2 6700 0 0
NABORS INDS LTD COMMON G6359F103 178902 2951210 SH DEFINED 1 2951210 0 0
NABORS INDS LTD COMMON G6359F103 30389 501300 SH DEFINED 1,2 501300 0 0
NABORS INDS LTD COMMON G6359F103 139 2300 SH DEFINED 1,3 2300 0 0
NABORS INDS LTD COMMON G6359F103 2261 37298 SH DEFINED 15 30398 0 6900
NABORS INDS LTD COMMON G6359F103 3273 54000 SH DEFINED 15,14 54000 0 0
NABORS INDS LTD COMMON G6359F103 9381 154750 SH DEFINED 2 146450 0 8300
NABORS INDS LTD COMMON G6359F103 41000 676336 SH DEFINED 24 104400 0 571936
NABORS INDS LTD COMMON G6359F103 31191 514540 SH DEFINED 4 514540 0 0
NABORS INDS LTD COMMON G6359F103 273 4500 SH DEFINED 5,2 4500 0 0
NABORS INDS LTD COMMON G6359F103 276 4560 SH DEFINED 6 4560 0 0
NABORS INDS LTD COMMON G6359F103 316 5212 SH DEFINED 8 5212 0 0
NOBLE CORP COMMON G65422100 115122 1871600 SH DEFINED 1 1871600 0 0
NOBLE CORP COMMON G65422100 132 2150 SH DEFINED 1,3 2150 0 0
NOBLE CORP COMMON G65422100 2175 35362 SH DEFINED 15 27862 0 7500
NOBLE CORP COMMON G65422100 3322 54000 SH DEFINED 15,14 54000 0 0
NOBLE CORP COMMON G65422100 8498 138150 SH DEFINED 2 129350 0 8800
NOBLE CORP COMMON G65422100 5209 84685 SH DEFINED 24 8475 0 76210
NOBLE CORP COMMON G65422100 29295 476264 SH DEFINED 4 476264 0 0
NOBLE CORP COMMON G65422100 258 4200 SH DEFINED 5,2 4200 0 0
NOBLE CORP COMMON G65422100 92 1500 SH DEFINED 6 1500 0 0
NOBLE CORP COMMON G65422100 324 5261 SH DEFINED 8 5261 0 0
OPENTV CORP COMMON G67543101 1 219 SH DEFINED 24 0 0 219
ORIENT EXPRESS HOTEL LTD A COMMON G67743107 6575 207600 SH DEFINED 1 207600 0 0
ORIENT EXPRESS HOTEL LTD A COMMON G67743107 3949 124700 SH DEFINED 15 124700 0 0
PARTNERRE LTD COMMON G6852T105 560 8700 SH DEFINED 24 0 0 8700
PLATINUM UNDERWRITERS HLDGS COMMON G7127P100 3201 100600 SH DEFINED 1 100600 0 0
PLATINUM UNDERWRITERS HLDGS COMMON G7127P100 12 375 SH DEFINED 6 375 0 0
PRIMUS GUARANTY LTD COMMON G72457107 3759 259600 SH DEFINED 1 259600 0 0
PXRE GROUP LTD COMMON G73018106 1924 76300 SH DEFINED 1 76300 0 0
PXRE GROUP LTD COMMON G73018106 63 2500 SH DEFINED 24 0 0 2500
QUANTA CAPITAL HOLDINGS LTD COMMON G7313F106 5086 816300 SH DEFINED 9 816300 0 0
QUANTA CAPITAL HOLDINGS LTD COMMON G7313F106 1035 166200 SH DEFINED 9,22 166200 0 0
RADICA GAMES LTD COMMON G7342H107 29 3300 SH DEFINED 24 0 0 3300
RENAISSANCERE HOLDINGS LTD COMMON G7496G103 42061 854200 SH DEFINED 1 854200 0 0
RENAISSANCERE HOLDINGS LTD COMMON G7496G103 113 2300 SH DEFINED 1,3 2300 0 0
RENAISSANCERE HOLDINGS LTD COMMON G7496G103 769 15611 SH DEFINED 15 15611 0 0
RENAISSANCERE HOLDINGS LTD COMMON G7496G103 4867 98850 SH DEFINED 2 98850 0 0
RENAISSANCERE HOLDINGS LTD COMMON G7496G103 37330 758122 SH DEFINED 24 120710 0 637412
RENAISSANCERE HOLDINGS LTD COMMON G7496G103 24331 494124 SH DEFINED 4 494124 0 0
RENAISSANCERE HOLDINGS LTD COMMON G7496G103 231 4700 SH DEFINED 5,2 4700 0 0
RENAISSANCERE HOLDINGS LTD COMMON G7496G103 138 2795 SH DEFINED 6 2095 0 700
RENAISSANCERE HOLDINGS LTD COMMON G7496G103 62 1259 SH DEFINED 8 1259 0 0
SCOTTISH ANNUITY & LIFE HLDGS COMMON G7885T104 2257 93100 SH DEFINED 1 93100 0 0
SCOTTISH ANNUITY & LIFE HLDGS COMMON G7885T104 116 4800 SH DEFINED 6 1675 1125 2000
SEAGATE TECHNOLOGY COMMON G7945J104 12998 740600 SH DEFINED 1 740600 0 0
SEAGATE TECHNOLOGY COMMON G7945J104 7176 408900 SH DEFINED 1,3 408900 0 0
SEAGATE TECHNOLOGY COMMON G7945J104 204 11600 SH DEFINED 9,7 11600 0 0
SEAGATE TECHNOLOGY COMMON G7945J104 2411 137400 SH DEFINED 9,2 137400 0 0
SEAGATE TECHNOLOGY COMMON G7945J104 7 412 SH DEFINED 15 145 0 267
SEAGATE TECHNOLOGY COMMON G7945J104 4842 275900 SH DEFINED 2 275900 0 0
SEAGATE TECHNOLOGY COMMON G7945J104 14 825 SH DEFINED 6 825 0 0
UTI WORLDWIDE INC COMMON G87210103 17022 244500 SH DEFINED 1 244500 0 0
UTI WORLDWIDE INC COMMON G87210103 3753 53900 SH DEFINED 2 53900 0 0
HILFIGER TOMMY CORP COMMON G8915Z102 3 195 SH DEFINED 6 195 0 0
TRANSOCEAN INC COMMON G90078109 312758 5795041 SH DEFINED 1 5795041 0 0
TRANSOCEAN INC COMMON G90078109 939 17400 SH DEFINED 9 17400 0 0
TRANSOCEAN INC COMMON G90078109 14457 267870 SH DEFINED 9,15 267870 0 0
TRANSOCEAN INC COMMON G90078109 81600 1511942 SH DEFINED 15 1072682 0 435900
TRANSOCEAN INC COMMON G90078109 3978 73700 SH DEFINED 15,14 73700 0 0
TRANSOCEAN INC COMMON G90078109 1141 21140 SH DEFINED 15,22 21140 0 0
TRANSOCEAN INC COMMON G90078109 1867 34600 SH DEFINED 15,8 34600 0 0
TRANSOCEAN INC COMMON G90078109 3902 72300 SH DEFINED 2 72300 0 0
TRANSOCEAN INC COMMON G90078109 335 6200 SH DEFINED 2,14 6200 0 0
TRANSOCEAN INC COMMON G90078109 416 7700 SH DEFINED 23 7700 0 0
TRANSOCEAN INC COMMON G90078109 265 4919 SH DEFINED 24 0 0 4919
TRANSOCEAN INC COMMON G90078109 23578 436877 SH DEFINED 4 436877 0 0
TRANSOCEAN INC COMMON G90078109 2871 53200 SH DEFINED 5,15 53200 0 0
TRANSOCEAN INC COMMON G90078109 42 769 SH DEFINED 6 769 0 0
TRANSOCEAN INC COMMON G90078109 718 13308 SH DEFINED 8 13308 0 0
WEATHERFORD INTL LTD COMMON G95089101 195358 3369400 SH DEFINED 1 3369400 0 0
WEATHERFORD INTL LTD COMMON G95089101 2827 48757 SH DEFINED 15 40257 0 8500
WEATHERFORD INTL LTD COMMON G95089101 3305 57000 SH DEFINED 15,14 57000 0 0
WEATHERFORD INTL LTD COMMON G95089101 5752 99200 SH DEFINED 2 89200 0 10000
WEATHERFORD INTL LTD COMMON G95089101 215 3700 SH DEFINED 2,14 3700 0 0
WEATHERFORD INTL LTD COMMON G95089101 2835 48890 SH DEFINED 24 4720 0 44170
WEATHERFORD INTL LTD COMMON G95089101 16223 279799 SH DEFINED 4 279799 0 0
WEATHERFORD INTL LTD COMMON G95089101 11714 202038 SH DEFINED 6 202038 0 0
WEATHERFORD INTL LTD COMMON G95089101 275 4739 SH DEFINED 8 4739 0 0
WHITE MOUNTAINS INSURANCE GP COMMON G9618E107 189 300 SH DEFINED 24 0 0 300
WHITE MOUNTAINS INSURANCE GP COMMON G9618E107 40 64 SH DEFINED 6 64 0 0
WILLIS GROUP HLDGS LTD COMMON G96655108 118620 3625300 SH DEFINED 3 3625300 0 0
WILLIS GROUP HLDGS LTD COMMON G96655108 2938 89800 SH DEFINED 3,22 89800 0 0
WILLIS GROUP HLDGS LTD COMMON G96655108 1037 31700 SH DEFINED 6 31700 0 0
XL CAPITAL LIMITED CL A COMMON G98255105 1444 19399 SH DEFINED 15 17099 0 2300
XL CAPITAL LIMITED CL A COMMON G98255105 156 2100 SH DEFINED 15,8 2100 0 0
XL CAPITAL LIMITED CL A COMMON G98255105 378 5082 SH DEFINED 24 300 0 4782
XL CAPITAL LIMITED CL A COMMON G98255105 15 200 SH DEFINED 6 200 0 0
XL CAPITAL LIMITED CL A COMMON G98255105 332 4463 SH DEFINED 8 4463 0 0
XOMA LTD COMMON G9825R107 4 2500 SH DEFINED 24 0 0 2500
ALCON INC COMMON H01301102 145795 1333290 SH DEFINED 1 1333290 0 0
ALCON INC COMMON H01301102 109612 1002400 SH DEFINED 1,2 1002400 0 0
ALCON INC COMMON H01301102 4658 42600 SH DEFINED 1,3 42600 0 0
ALCON INC COMMON H01301102 1586 14500 SH DEFINED 9,2 14500 0 0
ALCON INC COMMON H01301102 30790 281570 SH DEFINED 2 281570 0 0
ALCON INC COMMON H01301102 110 1007 SH DEFINED 4 1007 0 0
ALCON INC COMMON H01301102 17 155 SH DEFINED 6 155 0 0
UBS AG COMMON H8920M855 11343 145700 SH DEFINED 1 145700 0 0
UBS AG COMMON H8920M855 919 11800 SH DEFINED 2 11800 0 0
UBS AG COMMON H8920M855 1519 19513 SH DEFINED 4 19513 0 0
MILLICOM INTL CELLULAR S.A. COMMON L6388F110 1320 71900 SH DEFINED 1 71900 0 0
MILLICOM INTL CELLULAR S.A. COMMON L6388F110 1 80 SH DEFINED 6 80 0 0
SBS BROADCASTING COMMON L8137F102 23062 489320 SH DEFINED 1 489320 0 0
SBS BROADCASTING COMMON L8137F102 1098 23300 SH DEFINED 1,3 23300 0 0
SBS BROADCASTING COMMON L8137F102 226 4800 SH DEFINED 2,14 4800 0 0
CHECK POINT SOFTWARE TECH LTD COMMON M22465104 2062 104000 SH DEFINED 1,3 104000 0 0
CHECK POINT SOFTWARE TECH LTD COMMON M22465104 14471 729746 SH DEFINED 9 729746 0 0
CHECK POINT SOFTWARE TECH LTD COMMON M22465104 698 35200 SH DEFINED 9,2 35200 0 0
CHECK POINT SOFTWARE TECH LTD COMMON M22465104 1116 56254 SH DEFINED 9,22 56254 0 0
CHECK POINT SOFTWARE TECH LTD COMMON M22465104 13 650 SH DEFINED 24 0 0 650
COMMTOUCH SOFTWARE LTD COMMON M25596103 44 75000 SH DEFINED 24 0 0 75000
LIPMAN COMMON M6772H101 4111 133600 SH DEFINED 1 133600 0 0
RADWARE LTD COMMON M81873107 3732 206400 SH DEFINED 1 206400 0 0
RETALIX LIMITED COMMON M8215W109 126 5880 SH DEFINED 2 5880 0 0
SYNERON MEDICAL LTD COMMON M87245102 3004 82100 SH DEFINED 3 82100 0 0
ASML HOLDING NV ADR COMMON N07059111 257 16400 SH DEFINED 24 0 0 16400
ASML HOLDING NV ADR COMMON N07059111 4385 280000 SH DEFINED 3 280000 0 0
ASML HOLDING NV ADR COMMON N07059111 4 250 SH DEFINED 6 250 0 0
CORE LABORATORIES N V COMMON N22717107 13804 514700 SH DEFINED 1 514700 0 0
CORE LABORATORIES N V COMMON N22717107 3213 119800 SH DEFINED 2 119800 0 0
BANCO LATINOAMERICANO DE CL E COMMON P16994132 144 8000 SH DEFINED 24 0 0 8000
KERZNER INTERNATIONAL LTD COMMON P6065Y107 10217 179400 SH DEFINED 1 179400 0 0
KERZNER INTERNATIONAL LTD COMMON P6065Y107 2882 50600 SH DEFINED 2 50600 0 0
STEINER LEISURE LTD COMMON P8744Y102 11240 303200 SH DEFINED 1 303200 0 0
STEINER LEISURE LTD COMMON P8744Y102 3132 84500 SH DEFINED 2 84500 0 0
STEINER LEISURE LTD COMMON P8744Y102 78 2100 SH DEFINED 6 475 575 1050
RIMM JUL5 70 PUT OPTION RUPSN 153 122000 PUT DEFINED 1 122000 0 0
RIMM JUL5 70 PUT OPTION RUPSN 375 300000 PUT DEFINED 1,2 300000 0 0
ROYAL CARIBBEAN CRUISES LTD COMMON V7780T103 13334 275726 SH DEFINED 1 275726 0 0
ROYAL CARIBBEAN CRUISES LTD COMMON V7780T103 1533 31700 SH DEFINED 15,14 31700 0 0
ROYAL CARIBBEAN CRUISES LTD COMMON V7780T103 29 590 SH DEFINED 2 590 0 0
ROYAL CARIBBEAN CRUISES LTD COMMON V7780T103 242 5000 SH DEFINED 6 3600 1400 0
FLEXTRONICS INTL LTD COMMON Y2573F102 12927 978600 SH DEFINED 1 978600 0 0
FLEXTRONICS INTL LTD COMMON Y2573F102 1406 106400 SH DEFINED 15,22 106400 0 0
FLEXTRONICS INTL LTD COMMON Y2573F102 145 11000 SH DEFINED 20 11000 0 0
FLEXTRONICS INTL LTD COMMON Y2573F102 194 14650 SH DEFINED 24 0 0 14650
FLEXTRONICS INTL LTD COMMON Y2573F102 29 2158 SH DEFINED 6 2158 0 0
FLEXTRONICS INTL LTD COMMON Y2573F102 258 19522 SH DEFINED 8 19522 0 0
GENERAL MARITIME CORP COMMON Y2692M103 7102 167500 SH DEFINED 1 167500 0 0
GENERAL MARITIME CORP COMMON Y2692M103 8853 208800 SH DEFINED 15 115500 0 93300
GENERAL MARITIME CORP COMMON Y2692M103 187 4400 SH DEFINED 15,14 4400 0 0
GENERAL MARITIME CORP COMMON Y2692M103 1781 42000 SH DEFINED 5,15 42000 0 0
OMI CORP COMMON Y6476W104 19 1000 SH DEFINED 24 0 0 1000
TEEKAY SHIPPING CORP COMMON Y8564W103 781 17800 SH DEFINED 6 17800 0 0
GRAND TOTAL 118618505 0 3418586467 222331 1089871526