UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
FORM 13F/A
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: December 31, 2004
Check here if Amendment [ X ]: Amendment Number: _1_
This Amendment (Check only one.): [ X ] 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: Hal Liebes
Title: Group Compliance Officer
Phone: 212-278-9131
Signature, Place, and Date of Signing:
/s/ HAL LIEBES New York, New York 2/14/2005
---------------- ------------------- ---------
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: 44
Form 13F Information Table Entry Total: 11,730
Form 13F Information Table Value Total: 136,657,444
(thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
[If there are no entries in this list, state "NONE" and omit the column
headings and list entries.]
No. Form 13F File Number Name
1 028-11246 AMVESCAP PLC
2 028-1983 AIM Advisors, Inc. - US
3 028-1983 AIM Capital Management, Inc. - US
4 028-6137 AIM Funds Management, Inc. - US
5 AIM Private Asset Management, Inc. - US
6 AMVESCAP National Trust Company- US
7 028-10222 Atlantic Trust Co., N.A. - US
8 028-01417 Atlantic Trust Company, N.A. - US
9 INVESCO Asia Limited Hong Kong, R.O.C.
10 INVESCO Asset Management GmbH Germany
11 028-05683 INVESCO Asset Management Limited - England
12 INVESCO Asset Management, S.A. - France
13 INVESCO Asset Management sterreich GmbH - Germany
14 028-05685 INVESCO Global Asset Management (N.A.), Inc.- US
15 INVESCO GT Management Company S.A.- Luxembourg
16 INVESCO GT Management S.A. - Luxembourg
17 028-00255 INVESCO Institutional (N.A.), Inc.- US
18 INVESCO Italia SGR SpA - Italy
19 INVESCO Maximum Income Management S.A. - Luxembourg
20 INVESCO Private Capital, Inc. - US
21 INVESCO Senior Secured Management, Inc.- US
22 INVESCO Taiwan Limited- Taiwan, R.O.C.
23 INVESCOAsset Management (Japan) Limited- Japan
24 INVESCOAsset Management Ireland Limited- Ireland
25 INVESCOKapitalanlagegesellschaft GmbH - Germany
26 028-06467 Stein Roe Investment Counsel, Inc. - US
27 AIM Management Group, Inc.
28 AVZ, Inc.
29 AIM Canada Holdings, Inc.
30 AMVESCAP Holdings, Inc
31 AVZ Callco, Inc.
32 INVESCO International Holdings Limited
33 AMVESCAP Retirement, Inc.
34 INVESCO North Amercia Holdings, Inc.
35 AMVESCAP Group Services, Inc.
36 028-10949 Atlantic Trust Group, Inc.
37 INVESCO Asset Management Pacific Limited
38 INVESCO Pacific Group Limited
39 INVESCO Bank OHG
40 INVESCO Verwaltungs Gmbh
41 INVESCO UK Limited
42 INVESCO Contintental Europe Holdings S.A.
43 INVESCO UK Holdings PLC
44 INVESCO Private Capital Holdings, Inc.
45 INVESCO Asset Management Ireland Holdings Limited
For purposes of this report and with respect to response to item 7, all
references to:
Number 1 shall include Number 26 and Number 27 and Number A.
Number 2 shall include Number 1, Number 26, Number 27 and Number A.
Number 3 shall includeNumber 28, Number 29, Number 30, Number 31, and Number A
Number 4 shall include Number 2, Number 1, Number 26, Number 27, and Number A
Number 5 shall include Number 32, Number 33, Number 34, Number 27 and Number A
Number 6 shall include Number 35, Number 33, Number 34, Number 27 and Number A
Number 7 shall include Number 35, Number 33, Number 34, Number 27 and Number A
Number 8 shall include Number 36, Number 37 and Number A
Number 9 shall include Number 38, Number 39, Number 31 and Number A
Number 10 shall include Number 40 and Number A
Number 11shall include Number 41, Number 31 and Number A
Number 12 shall include Number 41, Number 31 and Number A
Number 13 shall include Number 33, Number 34, Number 27 and Number A
Number 14 shall include Number 42 and Number A
Number 15 shall include Number 42 and Number A
Number 16 shall include Number 33, Number 34, Number 27 and Number A
Number 17 shall include Number 40 and Number A
Number 18 shall include Number 40 and Number A
Number 19 shall include Number 43, Number 16, Number 33, Number 34, Number 27
and Number A
Number 20 shall include Number 43, Number 16, Number 33, Number 34, Number 27
and Number A
Number 21 shall include Number 10, Number 40 and Number A
Number 22 shall include Number 10, Number 40 and Number A
Number 23 shall include Number 44 and Number A
Number 24 shall include Number 9, Number 38, Number 39, Number 31 and Number A
Number 25 shall include Number 35, Number 33, Number 34, Number 27 and Number A
Each such included entity or entities is/are the "corporate owner(s)" of the
respective company listed.
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
------------------------- -------- --------- -------- --------- --- ---- ---------- -------- --------- ------ ----
ABB LTD-SPON ADR COMMON 000375204 6 1000 SH DEFINED 25 0 0 1000
ABC BANCORP COMMON 000400101 493 23600 SH DEFINED 16 13900 0 9700
ABC BANCORP COMMON 000400101 10 500 SH DEFINED 16,15 500 0 0
ABC BANCORP COMMON 000400101 161 7700 SH DEFINED 5,16 7700 0 0
ADC TELECOMMUNICATIONS INC COMMON 000886101 206 76915 SH DEFINED 16 76915 0 0
ADC TELECOMMUNICATIONS INC COMMON 000886101 1154 430700 SH DEFINED 16,23 430700 0 0
ADC TELECOMMUNICATIONS INC COMMON 000886101 12 4300 SH DEFINED 25 0 0 4300
ACM INCOME FUND INC CF COMMON 000912105 13 1605 SH DEFINED 25 0 0 1605
ACM INCOME FUND INC CF COMMON 000912105 0 3 SH DEFINED 7 3 0 0
ACM MANAGED INCOME FUND CF COMMON 000919100 1 204 SH DEFINED 25 0 0 204
ABN AMRO HOLDING NV ADR COMMON 000937102 18991 713949 SH DEFINED 13 690744 0 23205
ABN AMRO HOLDING NV ADR COMMON 000937102 21223 797858 SH DEFINED 16 769571 0 28287
ABN AMRO HOLDING NV ADR COMMON 000937102 3 130 SH DEFINED 25 0 0 130
ABN AMRO HOLDING NV ADR COMMON 000937102 0 7 SH DEFINED 7 7 0 0
AES TRUST VII CVT PFD 6.0 CONVERT 00103V305 8955 182750 SH DEFINED 1 182750 0 0
AES TRUST VII CVT PFD 6.0 CONVERT 00103V305 110 2250 SH DEFINED 2,23 2250 0 0
AEW REAL ESTATE INCOME FUND CF COMMON 00104H107 1915 100000 SH DEFINED 16 100000 0 0
AFLAC INC COMMON 001055102 6725 168795 SH DEFINED 1 168000 0 795
AFLAC INC COMMON 001055102 28902 725450 SH DEFINED 1,2 725450 0 0
AFLAC INC COMMON 001055102 1991 49974 SH DEFINED 16 49929 0 45
AFLAC INC COMMON 001055102 22 544 SH DEFINED 17,9 544 0 0
AFLAC INC COMMON 001055102 4402 110500 SH DEFINED 2 110500 0 0
AFLAC INC COMMON 001055102 901 22607 SH DEFINED 24 22607 0 0
AFLAC INC COMMON 001055102 673 16886 SH DEFINED 25 4500 0 12386
AFLAC INC COMMON 001055102 582 14602 SH DEFINED 7 14602 0 0
AFLAC INC COMMON 001055102 702 17608 SH DEFINED 9 17608 0 0
AGCO CORP COMMON 001084102 8 370 SH DEFINED 1 0 0 370
AGCO CORP COMMON 001084102 45382 2073175 SH DEFINED 10 2073175 0 0
AGCO CORP COMMON 001084102 1445 66000 SH DEFINED 10,23 66000 0 0
AGCO CORP COMMON 001084102 18 800 SH DEFINED 16 800 0 0
AGCO CORP COMMON 001084102 139 6350 SH DEFINED 7 6350 0 0
AGL RESOURCES INC COMMON 001204106 253 7600 SH DEFINED 7 7600 0 0
AES CORPORATION COMMON 00130H105 1999 146245 SH DEFINED 16 131945 0 14300
AES CORPORATION COMMON 00130H105 496 36300 SH DEFINED 16,9 36300 0 0
AES CORPORATION COMMON 00130H105 62 4500 SH DEFINED 24 4500 0 0
AES CORPORATION COMMON 00130H105 250 18316 SH DEFINED 25 1500 0 16816
AES CORPORATION COMMON 00130H105 38 2752 SH DEFINED 7 2752 0 0
AES CORPORATION COMMON 00130H105 241 17611 SH DEFINED 9 17611 0 0
AES CORPORATION CVT(AES) 4.5 0 CONVERT 00130HAN5 101 100752 SH DEFINED 25 0 0 100752
AK STEEL HOLDING CORP COMMON 001547108 5609 387600 SH DEFINED 16 214000 0 173600
AK STEEL HOLDING CORP COMMON 001547108 139 9600 SH DEFINED 16,15 9600 0 0
AK STEEL HOLDING CORP COMMON 001547108 993 68600 SH DEFINED 5,16 68600 0 0
AK STEEL HOLDING CORP COMMON 001547108 140 9700 SH DEFINED 7 9700 0 0
AMB PROPERTY CORP COMMON 00163T109 6905 170961 SH DEFINED 16 112196 0 58765
AMLI RESIDENTIAL PROPERTIES COMMON 001735109 2432 76000 SH DEFINED 1 76000 0 0
AMLI RESIDENTIAL PROPERTIES COMMON 001735109 6800 212500 SH DEFINED 16 195300 0 17200
AMLI RESIDENTIAL PROPERTIES COMMON 001735109 106 3300 SH DEFINED 5,16 3300 0 0
AMN HEALTHCARE SERVICE COMMON 001744101 2032 127700 SH DEFINED 16 83300 0 44400
AMN HEALTHCARE SERVICE COMMON 001744101 38 2400 SH DEFINED 16,15 2400 0 0
AMN HEALTHCARE SERVICE COMMON 001744101 727 45700 SH DEFINED 5,16 45700 0 0
AMR CORP/DEL COMMON 001765106 10273 938200 SH DEFINED 10 938200 0 0
AMR CORP/DEL COMMON 001765106 537 49000 SH DEFINED 10,23 49000 0 0
AMR CORP/DEL COMMON 001765106 5003 456900 SH DEFINED 16 422200 0 34700
AMR CORP/DEL COMMON 001765106 395 36100 SH DEFINED 16,9 36100 0 0
AMR CORP/DEL COMMON 001765106 36 3300 SH DEFINED 5,16 3300 0 0
ATI TECHNOLOGIES INC COMMON 001941103 37812 1950100 SH DEFINED 1 1950100 0 0
ATI TECHNOLOGIES INC COMMON 001941103 9803 507200 SH DEFINED 1,3 507200 0 0
ATI TECHNOLOGIES INC COMMON 001941103 518 26700 SH DEFINED 16 26700 0 0
ATI TECHNOLOGIES INC COMMON 001941103 1293 66700 SH DEFINED 16,23 66700 0 0
ATI TECHNOLOGIES INC COMMON 001941103 3701 190900 SH DEFINED 2 190900 0 0
ATI TECHNOLOGIES INC COMMON 001941103 1163 60000 SH DEFINED 21 60000 0 0
ATI TECHNOLOGIES INC COMMON 001941103 8 400 SH DEFINED 7 400 0 0
ATI TECHNOLOGIES INC COMMON 001941103 159 8236 SH DEFINED 9 8236 0 0
AT&T CORP COMMON 001957505 3133 164400 SH DEFINED 1 164400 0 0
AT&T CORP COMMON 001957505 5743 301300 SH DEFINED 1,3 301300 0 0
AT&T CORP COMMON 001957505 53 2800 SH DEFINED 10 2800 0 0
AT&T CORP COMMON 001957505 4804 252020 SH DEFINED 10,16 252020 0 0
AT&T CORP COMMON 001957505 2118 111100 SH DEFINED 10,2 111100 0 0
AT&T CORP COMMON 001957505 636 33368 SH DEFINED 12,9 33368 0 0
AT&T CORP COMMON 001957505 2006 105272 SH DEFINED 13 105272 0 0
AT&T CORP COMMON 001957505 37525 1968783 SH DEFINED 16 1893715 0 75068
AT&T CORP COMMON 001957505 1557 81700 SH DEFINED 16,23 81700 0 0
AT&T CORP COMMON 001957505 583 30600 SH DEFINED 16,9 30600 0 0
AT&T CORP COMMON 001957505 1624 85200 SH DEFINED 2 85200 0 0
AT&T CORP COMMON 001957505 1455 76362 SH DEFINED 24 76362 0 0
AT&T CORP COMMON 001957505 95 5004 SH DEFINED 25 322 0 4682
AT&T CORP COMMON 001957505 945 49595 SH DEFINED 5,16 1200 0 48395
AT&T CORP COMMON 001957505 6 315 SH DEFINED 6 315 0 0
AT&T CORP COMMON 001957505 22 1150 SH DEFINED 7 1150 0 0
AT&T CORP COMMON 001957505 3564 186990 SH DEFINED 9 186990 0 0
AT&T CORP COMMON 001957505 486 25491 SH DEFINED 9,14 25491 0 0
ATMI INC COMMON 00207R101 4150 184200 SH DEFINED 1 184200 0 0
ATS MEDICAL INC COMMON 002083103 6990 1500000 SH DEFINED 1 1500000 0 0
ATS MEDICAL INC COMMON 002083103 439 94200 SH DEFINED 2 94200 0 0
AU OPTRONICS CORP ADR COMMON 002255107 0 2 SH DEFINED 4 2 0 0
AU OPTRONICS CORP ADR COMMON 002255107 1718 120000 SH DEFINED 5,13 120000 0 0
AVX CORP COMMON 002444107 25 2000 SH DEFINED 7 2000 0 0
AARON RENTS INC COMMON 002535201 284 11352 SH DEFINED 7 11352 0 0
AARON RENTS INC-CL A COMMON 002535300 116 5230 SH DEFINED 7 5230 0 0
AAMES INVESTMENT CORP COMMON 00253G108 43097 4027800 SH DEFINED 1 4027800 0 0
AAMES INVESTMENT CORP COMMON 00253G108 403 37700 SH DEFINED 16 0 0 37700
AAMES INVESTMENT CORP COMMON 00253G108 2692 251600 SH DEFINED 2 202400 0 49200
ABBOTT LABORATORIES COMMON 002824100 2895 62050 SH DEFINED 1 61000 0 1050
ABBOTT LABORATORIES COMMON 002824100 66466 1424771 SH DEFINED 16 1239499 0 185272
ABBOTT LABORATORIES COMMON 002824100 3653 78300 SH DEFINED 16,9 78300 0 0
ABBOTT LABORATORIES COMMON 002824100 35 754 SH DEFINED 17,9 754 0 0
ABBOTT LABORATORIES COMMON 002824100 415 8900 SH DEFINED 24 8900 0 0
ABBOTT LABORATORIES COMMON 002824100 43738 937570 SH DEFINED 25 57302 0 880268
ABBOTT LABORATORIES COMMON 002824100 39729 851640 SH DEFINED 3 851640 0 0
ABBOTT LABORATORIES COMMON 002824100 2020 43300 SH DEFINED 5,16 29390 0 13910
ABBOTT LABORATORIES COMMON 002824100 8896 190702 SH DEFINED 7 190702 0 0
ABBOTT LABORATORIES COMMON 002824100 2579 55285 SH DEFINED 9 55285 0 0
ABBOTT LABORATORIES COMMON 002824100 25 543 SH DEFINED 9,11 543 0 0
ABER DIAMOND CORP COMMON 002893105 4939 140000 SH DEFINED 1 140000 0 0
ABER DIAMOND CORP COMMON 002893105 6173 175000 SH DEFINED 1,3 175000 0 0
ABER DIAMOND CORP COMMON 002893105 3386 96000 SH DEFINED 3 96000 0 0
ABERCROMBIE & FITCH CO CL A COMMON 002896207 46044 980700 SH DEFINED 1 980700 0 0
ABERCROMBIE & FITCH CO CL A COMMON 002896207 1549 32984 SH DEFINED 16 22784 0 10200
ABERCROMBIE & FITCH CO CL A COMMON 002896207 155 3300 SH DEFINED 16,9 3300 0 0
ABERCROMBIE & FITCH CO CL A COMMON 002896207 610 13000 SH DEFINED 2 0 0 13000
ABIGAIL ADAMS NATL BANCORP COMMON 003390101 20 1025 SH DEFINED 7 1025 0 0
ABIOMED INC COMMON 003654100 2 130 SH DEFINED 7 130 0 0
ABITIBI-CONSOLIDATED INC COMMON 003924107 2 360 SH DEFINED 7 360 0 0
ABITIBI-CONSOLIDATED INC COMMON 003924107 157 22933 SH DEFINED 9 22933 0 0
ACADIA REALTY TRUST COMMON 004239109 1630 100000 SH DEFINED 1 100000 0 0
ACADIA REALTY TRUST COMMON 004239109 2752 168826 SH DEFINED 16 109626 0 59200
ACADIA REALTY TRUST COMMON 004239109 54 3300 SH DEFINED 16,15 3300 0 0
ACADIA REALTY TRUST COMMON 004239109 668 41000 SH DEFINED 5,16 41000 0 0
ACCREDITED HOME LENDERS COMMON 00437P107 2067 41600 SH DEFINED 16 25400 0 16200
ACCREDITED HOME LENDERS COMMON 00437P107 45 900 SH DEFINED 16,15 900 0 0
ACCREDITED HOME LENDERS COMMON 00437P107 229 4600 SH DEFINED 5,16 4600 0 0
ACCREDO HEALTH INC COMMON 00437V104 22445 809700 SH DEFINED 1 809700 0 0
ACCREDO HEALTH INC COMMON 00437V104 5592 201749 SH DEFINED 2 201749 0 0
ACE CASH EXPRESS INC COMMON 004403101 4882 164600 SH DEFINED 1 164600 0 0
ACE CASH EXPRESS INC COMMON 004403101 68 2300 SH DEFINED 16 2300 0 0
ACE CASH EXPRESS INC COMMON 004403101 169 5700 SH DEFINED 5,16 5700 0 0
ACTIVISION INC COMMON 004930202 14213 704300 SH DEFINED 1 704300 0 0
ACTIVISION INC COMMON 004930202 16 800 SH DEFINED 16 800 0 0
ACTIVISION INC COMMON 004930202 5304 262850 SH DEFINED 2 262850 0 0
ACTIVISION INC COMMON 004930202 50 2466 SH DEFINED 25 0 0 2466
ACTIVISION INC COMMON 004930202 70 3465 SH DEFINED 7 3465 0 0
ACTIVE POWER INC COMMON 00504W100 6 1275 SH DEFINED 7 1275 0 0
ACTUANT CORP CL A COMMON 00508X203 11426 219100 SH DEFINED 1 219100 0 0
ACTUANT CORP CL A COMMON 00508X203 4151 79600 SH DEFINED 2 79600 0 0
ACUITY BRANDS INC COMMON 00508Y102 7 209 SH DEFINED 7 209 0 0
ACXIOM CORP COMMON 005125109 20718 787750 SH DEFINED 1 787750 0 0
ACXIOM CORP COMMON 005125109 126 4800 SH DEFINED 10 4800 0 0
ACXIOM CORP COMMON 005125109 8882 337700 SH DEFINED 16 312100 0 25600
ACXIOM CORP COMMON 005125109 302 11500 SH DEFINED 16,9 11500 0 0
ACXIOM CORP COMMON 005125109 2299 87400 SH DEFINED 2 87400 0 0
ACXIOM CORP COMMON 005125109 55 2100 SH DEFINED 5,16 2100 0 0
ACXIOM CORP COMMON 005125109 185 7025 SH DEFINED 7 7025 0 0
ADA-ES INC COMMON 005208103 48 2000 SH DEFINED 25 0 0 2000
ADAMS EXPRESS COMPANY CF COMMON 006212104 11 826 SH DEFINED 25 0 0 826
ADAMS EXPRESS COMPANY CF COMMON 006212104 8 628 SH DEFINED 7 628 0 0
ADAPTEC INC COMMON 00651F108 2928 385800 SH DEFINED 16 218500 0 167300
ADAPTEC INC COMMON 00651F108 71 9300 SH DEFINED 16,15 9300 0 0
ADAPTEC INC COMMON 00651F108 8 1000 SH DEFINED 25 0 0 1000
ADAPTEC INC COMMON 00651F108 787 103700 SH DEFINED 5,16 103700 0 0
ADEZA BIOMEDICAL CORP COMMON 006864102 4935 281850 SH DEFINED 1 281850 0 0
ADEZA BIOMEDICAL CORP COMMON 006864102 2222 126900 SH DEFINED 10 126900 0 0
ADEZA BIOMEDICAL CORP COMMON 006864102 749 42800 SH DEFINED 10,23 42800 0 0
ADESA INC COMMON 00686U104 64 3003 SH DEFINED 25 0 0 3003
ADEZA BIOMEDICAL SER 2 CVT PFD CONVERT 006990949 4936 312500 SH DEFINED 1 312500 0 0
ADEZA BIOMEDICAL SER 5 CVT PFD CONVERT 006994925 1151 72894 SH DEFINED 1 72894 0 0
ADMINISTAFF INC COMMON 007094105 1968 156100 SH DEFINED 16 84300 0 71800
ADMINISTAFF INC COMMON 007094105 50 4000 SH DEFINED 16,15 4000 0 0
ADMINISTAFF INC COMMON 007094105 243 19300 SH DEFINED 5,16 19300 0 0
ADOBE SYSTEMS INC COMMON 00724F101 65625 1045980 SH DEFINED 1 1045980 0 0
ADOBE SYSTEMS INC COMMON 00724F101 37644 600000 SH DEFINED 1,2 600000 0 0
ADOBE SYSTEMS INC COMMON 00724F101 9731 155100 SH DEFINED 1,3 155100 0 0
ADOBE SYSTEMS INC COMMON 00724F101 185 2950 SH DEFINED 10,16 2950 0 0
ADOBE SYSTEMS INC COMMON 00724F101 1192 19000 SH DEFINED 10,2 19000 0 0
ADOBE SYSTEMS INC COMMON 00724F101 2928 46674 SH DEFINED 16 43774 0 2900
ADOBE SYSTEMS INC COMMON 00724F101 458 7300 SH DEFINED 16,9 7300 0 0
ADOBE SYSTEMS INC COMMON 00724F101 15 241 SH DEFINED 17,9 241 0 0
ADOBE SYSTEMS INC COMMON 00724F101 9442 150500 SH DEFINED 2 150500 0 0
ADOBE SYSTEMS INC COMMON 00724F101 892 14218 SH DEFINED 24 14218 0 0
ADOBE SYSTEMS INC COMMON 00724F101 2980 47502 SH DEFINED 25 3438 0 44064
ADOBE SYSTEMS INC COMMON 00724F101 73 1169 SH DEFINED 4 1169 0 0
ADOBE SYSTEMS INC COMMON 00724F101 267 4250 SH DEFINED 7 4250 0 0
ADOBE SYSTEMS INC COMMON 00724F101 557 8880 SH DEFINED 9 8880 0 0
ADOLOR CORPORATION COMMON 00724X102 129 13000 SH DEFINED 16 13000 0 0
ADTRAN INC COMMON 00738A106 22509 1176000 SH DEFINED 1 1176000 0 0
ADTRAN INC COMMON 00738A106 2647 138300 SH DEFINED 2 138300 0 0
ADVANCE AMERICA CASH ADVANCE COMMON 00739W107 769 33600 SH DEFINED 1 33600 0 0
ADVANCE AMERICA CASH ADVANCE COMMON 00739W107 5024 219400 SH DEFINED 1,2 219400 0 0
ADVANCE AMERICA CASH ADVANCE COMMON 00739W107 758 33100 SH DEFINED 2 33100 0 0
ADVANCE AUTO PARTS COMMON 00751Y106 40662 930900 SH DEFINED 1 930900 0 0
ADVANCE AUTO PARTS COMMON 00751Y106 415 9500 SH DEFINED 16 0 0 9500
ADVANCE AUTO PARTS COMMON 00751Y106 2691 61600 SH DEFINED 2 51000 0 10600
ADVANCED SEMICONDUCTOR ADR COMMON 00756M404 348 92581 SH DEFINED 8 92581 0 0
ADVANCED NEUROMODULATION SYS COMMON 00757T101 2170 55000 SH DEFINED 1 55000 0 0
ADVO INC COMMON 007585102 8469 237550 SH DEFINED 3 237550 0 0
ADVO INC COMMON 007585102 36 1000 SH DEFINED 7 1000 0 0
ADVISORY BOARD CO/ THE COMMON 00762W107 9954 269900 SH DEFINED 1 269900 0 0
ADVISORY BOARD CO/ THE COMMON 00762W107 2755 74700 SH DEFINED 2 74700 0 0
ADVANCED MEDICAL OPTICS COMMON 00763M108 17439 423900 SH DEFINED 1 423900 0 0
ADVANCED MEDICAL OPTICS COMMON 00763M108 0 0 SH DEFINED 16 0 0 0
ADVANCED MEDICAL OPTICS COMMON 00763M108 741 18000 SH DEFINED 16,23 18000 0 0
ADVANCED MEDICAL OPTICS COMMON 00763M108 1946 47300 SH DEFINED 2 47300 0 0
ADVANCED MEDICAL OPTICS COMMON 00763M108 3 66 SH DEFINED 7 66 0 0
AEROFLEX INC COMMON 007768104 20814 1717320 SH DEFINED 1 1717320 0 0
AEROFLEX INC COMMON 007768104 15 1275 SH DEFINED 7 1275 0 0
AEROGEN INC COMMON 007779309 37 18979 SH DEFINED 1 18979 0 0
AEROPOSTALE INC COMMON 007865108 30778 1045800 SH DEFINED 1 1045800 0 0
AEROPOSTALE INC COMMON 007865108 4197 142600 SH DEFINED 1,3 142600 0 0
AEROPOSTALE INC COMMON 007865108 121 4100 SH DEFINED 10 4100 0 0
AEROPOSTALE INC COMMON 007865108 1012 34400 SH DEFINED 10,2 34400 0 0
AEROPOSTALE INC COMMON 007865108 9353 317800 SH DEFINED 16 257800 0 60000
AEROPOSTALE INC COMMON 007865108 68 2300 SH DEFINED 16,15 2300 0 0
AEROPOSTALE INC COMMON 007865108 6336 215300 SH DEFINED 2 215300 0 0
AEROPOSTALE INC COMMON 007865108 377 12800 SH DEFINED 5,16 12800 0 0
ADVANCED MICRO DEVICES COMMON 007903107 807 36669 SH DEFINED 16 36669 0 0
ADVANCED MICRO DEVICES COMMON 007903107 17 790 SH DEFINED 7 790 0 0
ADVANCED MICRO DEVICES COMMON 007903107 153 6949 SH DEFINED 9 6949 0 0
AEGON NV AMER REG SHR COMMON 007924103 14867 1084390 SH DEFINED 13 1029800 0 54590
AEGON NV AMER REG SHR COMMON 007924103 45834 3343097 SH DEFINED 16 3228067 0 115030
AEGON NV AMER REG SHR COMMON 007924103 509 37101 SH DEFINED 25 0 0 37101
AEGON NV AMER REG SHR COMMON 007924103 87 6381 SH DEFINED 4 6381 0 0
AEGON NV AMER REG SHR COMMON 007924103 758 55297 SH DEFINED 7 55297 0 0
ADVANTA CORP CL B COMMON 007942204 5538 228200 SH DEFINED 1 228200 0 0
ADVANTA CORP CL B COMMON 007942204 47 1950 SH DEFINED 7 1950 0 0
ADVENT SOFTWARE INC COMMON 007974108 13 625 SH DEFINED 7 625 0 0
AES TRUST III CVT PFD 6.75 CONVERT 00808N202 316 6400 SH DEFINED 25 0 0 6400
AETNA US HEALTHCARE INC -NEW COMMON 00817Y108 132602 1062940 SH DEFINED 1 1062940 0 0
AETNA US HEALTHCARE INC -NEW COMMON 00817Y108 93126 746500 SH DEFINED 1,2 746500 0 0
AETNA US HEALTHCARE INC -NEW COMMON 00817Y108 1148 9200 SH DEFINED 10,16 9200 0 0
AETNA US HEALTHCARE INC -NEW COMMON 00817Y108 200 1600 SH DEFINED 10,8 1600 0 0
AETNA US HEALTHCARE INC -NEW COMMON 00817Y108 12454 99829 SH DEFINED 16 87929 0 11900
AETNA US HEALTHCARE INC -NEW COMMON 00817Y108 424 3400 SH DEFINED 16,15 3400 0 0
AETNA US HEALTHCARE INC -NEW COMMON 00817Y108 1173 9400 SH DEFINED 16,23 9400 0 0
AETNA US HEALTHCARE INC -NEW COMMON 00817Y108 399 3200 SH DEFINED 16,9 3200 0 0
AETNA US HEALTHCARE INC -NEW COMMON 00817Y108 10791 86500 SH DEFINED 2 81800 0 4700
AETNA US HEALTHCARE INC -NEW COMMON 00817Y108 274 2200 SH DEFINED 21 2200 0 0
AETNA US HEALTHCARE INC -NEW COMMON 00817Y108 168 1349 SH DEFINED 24 1349 0 0
AETNA US HEALTHCARE INC -NEW COMMON 00817Y108 1168 9365 SH DEFINED 25 3450 0 5915
AETNA US HEALTHCARE INC -NEW COMMON 00817Y108 624 5000 SH DEFINED 5,16 5000 0 0
AETNA US HEALTHCARE INC -NEW COMMON 00817Y108 1657 13285 SH DEFINED 6 13285 0 0
AETNA US HEALTHCARE INC -NEW COMMON 00817Y108 17551 140689 SH DEFINED 7 140689 0 0
AETNA US HEALTHCARE INC -NEW COMMON 00817Y108 674 5405 SH DEFINED 9 5405 0 0
AFFILIATED COMPUTER SVCS CL A COMMON 008190100 16987 282220 SH DEFINED 1 282220 0 0
AFFILIATED COMPUTER SVCS CL A COMMON 008190100 21067 350000 SH DEFINED 1,2 350000 0 0
AFFILIATED COMPUTER SVCS CL A COMMON 008190100 3515 58400 SH DEFINED 10 58400 0 0
AFFILIATED COMPUTER SVCS CL A COMMON 008190100 108 1800 SH DEFINED 10,23 1800 0 0
AFFILIATED COMPUTER SVCS CL A COMMON 008190100 8097 134524 SH DEFINED 16 129774 0 4750
AFFILIATED COMPUTER SVCS CL A COMMON 008190100 4592 76300 SH DEFINED 2 76300 0 0
AFFILIATED COMPUTER SVCS CL A COMMON 008190100 50939 846303 SH DEFINED 25 128195 0 718108
AFFILIATED COMPUTER SVCS CL A COMMON 008190100 1 19 SH DEFINED 4 19 0 0
AFFILIATED COMPUTER SVCS CL A COMMON 008190100 371 6170 SH DEFINED 5,16 0 0 6170
AFFILIATED COMPUTER SVCS CL A COMMON 008190100 1695 28165 SH DEFINED 6 28165 0 0
AFFILIATED COMPUTER SVCS CL A COMMON 008190100 42046 698549 SH DEFINED 7 698549 0 0
AFFILIATED MANAGERS GROUP COMMON 008252108 47111 695475 SH DEFINED 1 695475 0 0
AFFILIATED MANAGERS GROUP COMMON 008252108 20 300 SH DEFINED 16 300 0 0
AFFILIATED MANAGERS GROUP COMMON 008252108 7424 109600 SH DEFINED 2 109600 0 0
AFFILIATED MANAGERS GROUP COMMON 008252108 10 153 SH DEFINED 4 153 0 0
AFFYMETRIX INC COMMON 00826T108 14064 384800 SH DEFINED 1 384800 0 0
AFFYMETRIX INC COMMON 00826T108 270 7400 SH DEFINED 10 7400 0 0
AFFYMETRIX INC COMMON 00826T108 15826 433000 SH DEFINED 16 394900 0 38100
AFFYMETRIX INC COMMON 00826T108 263 7200 SH DEFINED 16,9 7200 0 0
AFFYMETRIX INC COMMON 00826T108 4993 136600 SH DEFINED 2 136600 0 0
AFFYMETRIX INC COMMON 00826T108 4 100 SH DEFINED 25 0 0 100
AFFYMETRIX INC COMMON 00826T108 14657 401000 SH DEFINED 3 401000 0 0
AFFYMETRIX INC COMMON 00826T108 12 339 SH DEFINED 4 339 0 0
AFFYMETRIX INC COMMON 00826T108 117 3200 SH DEFINED 5,16 3200 0 0
AFFORDABLE RESIDENTIAL COMMU COMMON 008273104 1148 80000 SH DEFINED 16 27000 0 53000
AGERE SYSTEMS INC CL A COMMON 00845V100 2658 1940300 SH DEFINED 10 1940300 0 0
AGERE SYSTEMS INC CL A COMMON 00845V100 733 535000 SH DEFINED 10,23 535000 0 0
AGERE SYSTEMS INC CL A COMMON 00845V100 0 0 SH DEFINED 16 0 0 0
AGERE SYSTEMS INC CL A COMMON 00845V100 3 2243 SH DEFINED 19 0 0 2243
AGERE SYSTEMS INC CL A COMMON 00845V100 0 76 SH DEFINED 25 8 0 68
AGERE SYSTEMS INC CL A COMMON 00845V100 0 1 SH DEFINED 4 1 0 0
AGERE SYSTEMS INC CL A COMMON 00845V100 0 30 SH DEFINED 6 30 0 0
AGERE SYSTEMS INC CL B COMMON 00845V209 0 12 SH DEFINED 16 12 0 0
AGERE SYSTEMS INC CL B COMMON 00845V209 74 55046 SH DEFINED 19 0 0 55046
AGERE SYSTEMS INC CL B COMMON 00845V209 2 1172 SH DEFINED 25 107 0 1065
AGERE SYSTEMS INC CL B COMMON 00845V209 1 759 SH DEFINED 6 759 0 0
AGILENT TECHNOLOGIES INC COMMON 00846U101 95800 3975100 SH DEFINED 1 3975100 0 0
AGILENT TECHNOLOGIES INC COMMON 00846U101 68685 2850000 SH DEFINED 1,2 2850000 0 0
AGILENT TECHNOLOGIES INC COMMON 00846U101 593 24600 SH DEFINED 1,3 24600 0 0
AGILENT TECHNOLOGIES INC COMMON 00846U101 2444 101412 SH DEFINED 16 98112 0 3300
AGILENT TECHNOLOGIES INC COMMON 00846U101 325 13500 SH DEFINED 16,9 13500 0 0
AGILENT TECHNOLOGIES INC COMMON 00846U101 14212 589730 SH DEFINED 2 589730 0 0
AGILENT TECHNOLOGIES INC COMMON 00846U101 2651 110000 SH DEFINED 21 110000 0 0
AGILENT TECHNOLOGIES INC COMMON 00846U101 29 1200 SH DEFINED 24 1200 0 0
AGILENT TECHNOLOGIES INC COMMON 00846U101 768 31859 SH DEFINED 25 1000 0 30859
AGILENT TECHNOLOGIES INC COMMON 00846U101 23424 971942 SH DEFINED 4 971942 0 0
AGILENT TECHNOLOGIES INC COMMON 00846U101 246 10200 SH DEFINED 5,2 10200 0 0
AGILENT TECHNOLOGIES INC COMMON 00846U101 169 7016 SH DEFINED 7 7016 0 0
AGILENT TECHNOLOGIES INC COMMON 00846U101 372 15422 SH DEFINED 9 15422 0 0
AGILE SOFTWARE CORP DE COMMON 00846X105 71 8652 SH DEFINED 25 0 0 8652
AGILE SOFTWARE CORP DE COMMON 00846X105 6 698 SH DEFINED 4 698 0 0
AGNICO-EAGLE MINES LTD COMMON 008474108 2750 200000 SH DEFINED 1 200000 0 0
AGNICO-EAGLE MINES LTD COMMON 008474108 550 40000 SH DEFINED 16 40000 0 0
AGNICO-EAGLE MINES LTD COMMON 008474108 14 1000 SH DEFINED 25 0 0 1000
AGILYSYS INC COMMON 00847J105 4391 256200 SH DEFINED 16 146700 0 109500
AGILYSYS INC COMMON 00847J105 105 6100 SH DEFINED 16,15 6100 0 0
AGILYSYS INC COMMON 00847J105 151 8784 SH DEFINED 25 0 0 8784
AGILYSYS INC COMMON 00847J105 1198 69900 SH DEFINED 5,16 69900 0 0
AGREE REALTY CORP COMMON 008492100 44 1400 SH DEFINED 16 1400 0 0
AGREE REALTY CORP COMMON 008492100 17 532 SH DEFINED 25 0 0 532
AGREE REALTY CORP COMMON 008492100 114 3600 SH DEFINED 5,16 3600 0 0
AGRIUM INC COMMON 008916108 7091 421400 SH DEFINED 3 421400 0 0
AIR PRODUCTS & CHEMICALS INC COMMON 009158106 23402 403700 SH DEFINED 1 403700 0 0
AIR PRODUCTS & CHEMICALS INC COMMON 009158106 34782 600000 SH DEFINED 1,2 600000 0 0
AIR PRODUCTS & CHEMICALS INC COMMON 009158106 2077 35830 SH DEFINED 10,16 35830 0 0
AIR PRODUCTS & CHEMICALS INC COMMON 009158106 192900 3327582 SH DEFINED 16 2344774 210 982598
AIR PRODUCTS & CHEMICALS INC COMMON 009158106 1370 23640 SH DEFINED 16,23 23640 0 0
AIR PRODUCTS & CHEMICALS INC COMMON 009158106 18307 315800 SH DEFINED 2 315800 0 0
AIR PRODUCTS & CHEMICALS INC COMMON 009158106 964 16624 SH DEFINED 25 2645 0 13979
AIR PRODUCTS & CHEMICALS INC COMMON 009158106 2235 38560 SH DEFINED 5,16 38560 0 0
AIR PRODUCTS & CHEMICALS INC COMMON 009158106 825 14240 SH DEFINED 7 14240 0 0
AIR PRODUCTS & CHEMICALS INC COMMON 009158106 460 7933 SH DEFINED 9 7933 0 0
AIRGAS INC COMMON 009363102 16245 612800 SH DEFINED 1 612800 0 0
AIRTRAN HOLDINGS INC COMMON 00949P108 7029 656900 SH DEFINED 1 656900 0 0
AIRTRAN HOLDINGS INC COMMON 00949P108 2634 246200 SH DEFINED 2 246200 0 0
AIRSPAN NETWORKS INC. COMMON 00950H102 534 98300 SH DEFINED 16 53700 0 44600
AIRSPAN NETWORKS INC. COMMON 00950H102 12 2200 SH DEFINED 16,15 2200 0 0
AIRSPAN NETWORKS INC. COMMON 00950H102 70 12800 SH DEFINED 5,16 12800 0 0
AKAMAI TECHNOLOGIES COMMON 00971T101 19150 1469700 SH DEFINED 1 1469700 0 0
AKAMAI TECHNOLOGIES COMMON 00971T101 3173 243500 SH DEFINED 16 131800 0 111700
AKAMAI TECHNOLOGIES COMMON 00971T101 81 6200 SH DEFINED 16,15 6200 0 0
AKAMAI TECHNOLOGIES COMMON 00971T101 2237 171700 SH DEFINED 2 171700 0 0
AKAMAI TECHNOLOGIES COMMON 00971T101 26 2000 SH DEFINED 25 0 0 2000
AKAMAI TECHNOLOGIES COMMON 00971T101 390 29900 SH DEFINED 5,16 29900 0 0
AKZO NOBEL NV ADR COMMON 010199305 2677 63000 SH DEFINED 1 63000 0 0
AKZO NOBEL NV ADR COMMON 010199305 234 5500 SH DEFINED 16 5500 0 0
AKZO NOBEL NV ADR COMMON 010199305 680 16000 SH DEFINED 16,23 16000 0 0
AKZO NOBEL NV ADR COMMON 010199305 81 1900 SH DEFINED 2 1900 0 0
AKZO NOBEL NV ADR COMMON 010199305 187 4400 SH DEFINED 7 4400 0 0
ALABAMA NATIONAL BANCORPORATIO COMMON 010317105 5102 78800 SH DEFINED 1 78800 0 0
ALABAMA NATIONAL BANCORPORATIO COMMON 010317105 6105 94300 SH DEFINED 3 94300 0 0
ALAMOSA HOLDINGS INC COMMON 011589108 4722 378700 SH DEFINED 16 223700 0 155000
ALAMOSA HOLDINGS INC COMMON 011589108 105 8400 SH DEFINED 16,15 8400 0 0
ALAMOSA HOLDINGS INC COMMON 011589108 993 79600 SH DEFINED 5,16 79600 0 0
ALAMOSA HLDGS CVP 7.5 07-31-13 CONVERT 011589207 2542 6782 SH DEFINED 1 6782 0 0
ALAMOSA HLDGS CVP 7.5 07-31-13 CONVERT 011589207 19 51 SH DEFINED 2,23 51 0 0
ALASKA AIR GROUP INC COMMON 011659109 1906 56900 SH DEFINED 16 38400 0 18500
ALASKA AIR GROUP INC COMMON 011659109 33 1000 SH DEFINED 16,15 1000 0 0
ALASKA AIR GROUP INC COMMON 011659109 3 100 SH DEFINED 25 0 0 100
ALASKA AIR GROUP INC COMMON 011659109 703 21000 SH DEFINED 5,16 21000 0 0
ALBANY MOLECULAR RESEARCH COMMON 012423109 2053 184300 SH DEFINED 16 101700 0 82600
ALBANY MOLECULAR RESEARCH COMMON 012423109 50 4500 SH DEFINED 16,15 4500 0 0
ALBANY MOLECULAR RESEARCH COMMON 012423109 355 31900 SH DEFINED 5,16 31900 0 0
ALBEMARLE CORP COMMON 012653101 6948 179500 SH DEFINED 1 179500 0 0
ALBEMARLE CORP COMMON 012653101 4030 104100 SH DEFINED 16 62900 0 41200
ALBEMARLE CORP COMMON 012653101 89 2300 SH DEFINED 16,15 2300 0 0
ALBEMARLE CORP COMMON 012653101 108 2800 SH DEFINED 16,9 2800 0 0
ALBEMARLE CORP COMMON 012653101 1030 26600 SH DEFINED 5,16 26600 0 0
ALBEMARLE CORP COMMON 012653101 8 200 SH DEFINED 7 200 0 0
ALBERTO CULVER CO CL B COMMON 013068101 420 8646 SH DEFINED 16 8646 0 0
ALBERTO CULVER CO CL B COMMON 013068101 904 18616 SH DEFINED 24 18616 0 0
ALBERTO CULVER CO CL B COMMON 013068101 51 1050 SH DEFINED 25 0 0 1050
ALBERTO CULVER CO CL B COMMON 013068101 266 5475 SH DEFINED 7 5475 0 0
ALBERTSON'S INC COMMON 013104104 93 3900 SH DEFINED 10 3900 0 0
ALBERTSON'S INC COMMON 013104104 1638 68600 SH DEFINED 10,16 68600 0 0
ALBERTSON'S INC COMMON 013104104 289 12100 SH DEFINED 10,8 12100 0 0
ALBERTSON'S INC COMMON 013104104 37333 1563360 SH DEFINED 16 1445860 0 117500
ALBERTSON'S INC COMMON 013104104 604 25300 SH DEFINED 16,15 25300 0 0
ALBERTSON'S INC COMMON 013104104 3026 126700 SH DEFINED 16,9 126700 0 0
ALBERTSON'S INC COMMON 013104104 956 40052 SH DEFINED 24 40052 0 0
ALBERTSON'S INC COMMON 013104104 1038 43454 SH DEFINED 25 25000 0 18454
ALBERTSON'S INC COMMON 013104104 934 39100 SH DEFINED 5,16 39100 0 0
ALBERTSON'S INC COMMON 013104104 450 18851 SH DEFINED 9 18851 0 0
ALCAN INC COMMON 013716105 36006 736900 SH DEFINED 1,3 736900 0 0
ALCAN INC COMMON 013716105 2236 45600 SH DEFINED 16 45600 0 0
ALCAN INC COMMON 013716105 494 10100 SH DEFINED 2 10100 0 0
ALCAN INC COMMON 013716105 98 2000 SH DEFINED 24 2000 0 0
ALCAN INC COMMON 013716105 98 2000 SH DEFINED 25 0 0 2000
ALCAN INC COMMON 013716105 79918 1635600 SH DEFINED 3 1635600 0 0
ALCAN INC COMMON 013716105 58 1175 SH DEFINED 7 1175 0 0
ALCAN INC COMMON 013716105 589 12056 SH DEFINED 9 12056 0 0
ALCOA INC COMMON 013817101 67848 2159400 SH DEFINED 1 2159400 0 0
ALCOA INC COMMON 013817101 1656 52690 SH DEFINED 10,16 52690 0 0
ALCOA INC COMMON 013817101 129764 4129988 SH DEFINED 16 2865137 300 1264551
ALCOA INC COMMON 013817101 1095 34860 SH DEFINED 16,23 34860 0 0
ALCOA INC COMMON 013817101 97 3100 SH DEFINED 16,9 3100 0 0
ALCOA INC COMMON 013817101 10482 333600 SH DEFINED 2 333600 0 0
ALCOA INC COMMON 013817101 633 20151 SH DEFINED 25 13069 0 7082
ALCOA INC COMMON 013817101 771 24540 SH DEFINED 5,16 24540 0 0
ALCOA INC COMMON 013817101 19 600 SH DEFINED 6 600 0 0
ALCOA INC COMMON 013817101 612 19483 SH DEFINED 7 19483 0 0
ALCOA INC COMMON 013817101 157 5000 SH DEFINED 8 5000 0 0
ALCOA INC COMMON 013817101 889 28309 SH DEFINED 9 28309 0 0
ALDERWOODS GROUP INC COMMON 014383103 3328 293000 SH DEFINED 16 190600 0 102400
ALDERWOODS GROUP INC COMMON 014383103 65 5700 SH DEFINED 16,15 5700 0 0
ALDERWOODS GROUP INC COMMON 014383103 5419 477049 SH DEFINED 3 477049 0 0
ALDERWOODS GROUP INC COMMON 014383103 669 58900 SH DEFINED 5,16 58900 0 0
ALDERWOODS GROUP INC COMMON 014383103 61 5350 SH DEFINED 7 5350 0 0
ALERIS INTERNATIONAL INC COMMON 014477103 58 3430 SH DEFINED 7 3430 0 0
ALEXANDER & BALDWIN INC COMMON 014482103 27 636 SH DEFINED 17,9 636 0 0
ALEXANDER'S INC COMMON 014752109 65 300 SH DEFINED 16 300 0 0
ALEXANDER'S INC COMMON 014752109 172 800 SH DEFINED 5,16 800 0 0
ALEXANDRIA REAL EST EQUITIES COMMON 015271109 2776 37300 SH DEFINED 1 37300 0 0
ALEXANDRIA REAL EST EQUITIES COMMON 015271109 67625 908688 SH DEFINED 16 660347 0 248341
ALEXANDRIA REAL EST EQUITIES COMMON 015271109 4718 63400 SH DEFINED 5,16 63400 0 0
ALIGN TECHNOLOGY INC COMMON 016255101 4845 450700 SH DEFINED 16 258600 0 192100
ALIGN TECHNOLOGY INC COMMON 016255101 115 10700 SH DEFINED 16,15 10700 0 0
ALIGN TECHNOLOGY INC COMMON 016255101 554 51500 SH DEFINED 5,16 51500 0 0
ALLEGHENY ENERGY INC COMMON 017361106 259 13124 SH DEFINED 16 13124 0 0
ALLEGHENY TECHNOLOGIES INC COMMON 01741R102 197 9075 SH DEFINED 16 9075 0 0
ALLEGHENY TECHNOLOGIES INC COMMON 01741R102 15 702 SH DEFINED 7 702 0 0
ALLEN ORGAN CO-CL B COMMON 017753104 87 1287 SH DEFINED 25 0 0 1287
ALLERGAN INC COMMON 018490102 26461 326400 SH DEFINED 1 326400 0 0
ALLERGAN INC COMMON 018490102 1230 15174 SH DEFINED 16 15174 0 0
ALLERGAN INC COMMON 018490102 13944 172000 SH DEFINED 2 172000 0 0
ALLERGAN INC COMMON 018490102 5630 69449 SH DEFINED 25 58704 0 10745
ALLERGAN INC COMMON 018490102 130 1600 SH DEFINED 7 1600 0 0
ALLETE INC COMMON 018522300 37 1001 SH DEFINED 25 0 0 1001
ALLIANCE ATLANTIS COMM CL B COMMON 01853E204 64099 2358200 SH DEFINED 3 2358200 0 0
ALLIANCE CAPITAL MGMT HOLD COMMON 01855A101 609 14500 SH DEFINED 25 12000 0 2500
ALLIANCE CAPITAL MGMT HOLD COMMON 01855A101 101 2400 SH DEFINED 7 2400 0 0
ALLIANCE DATA SYSTEMS CORP COMMON 018581108 111440 2347100 SH DEFINED 1 2347100 0 0
ALLIANCE DATA SYSTEMS CORP COMMON 018581108 14244 300000 SH DEFINED 1,2 300000 0 0
ALLIANCE DATA SYSTEMS CORP COMMON 018581108 499 10500 SH DEFINED 16 0 0 10500
ALLIANCE DATA SYSTEMS CORP COMMON 018581108 9515 200400 SH DEFINED 2 188300 0 12100
ALLIANCE DATA SYSTEMS CORP COMMON 018581108 33 698 SH DEFINED 4 698 0 0
ALLIANCE DATA SYSTEMS CORP COMMON 018581108 264 5550 SH DEFINED 7 5550 0 0
ALLIANCE GAMING CORP COMMON 01859P609 22 1600 SH DEFINED 7 1600 0 0
ALLIANCE NEW YORK MUNI INC CF COMMON 018714105 11 800 SH DEFINED 25 0 0 800
ALLIANT ENERGY CORP COMMON 018802108 16 550 SH DEFINED 25 0 0 550
ALLIANT ENERGY CORP COMMON 018802108 54 1871 SH DEFINED 7 1871 0 0
ALLIANT TECHSYSTEMS INC COMMON 018804104 22278 340750 SH DEFINED 1 340750 0 0
ALLIANT TECHSYSTEMS INC COMMON 018804104 28 422 SH DEFINED 7 422 0 0
ALLIED CAPITAL CORP COMMON 01903Q108 3641 140900 SH DEFINED 10 140900 0 0
ALLIED CAPITAL CORP COMMON 01903Q108 956 37000 SH DEFINED 10,23 37000 0 0
ALLIED CAPITAL CORP COMMON 01903Q108 58 2244 SH DEFINED 25 0 0 2244
ALLIED DOMECQ PLC ADR COMMON 019121201 172 4300 SH DEFINED 7 4300 0 0
ALLIED IRISH BANKS ADR COMMON 019228402 215 5217 SH DEFINED 4 5217 0 0
ALLIED WASTE INDUSTRIES INC COMMON 019589308 16585 1787150 SH DEFINED 10 1787150 0 0
ALLIED WASTE INDUSTRIES INC COMMON 019589308 1186 127750 SH DEFINED 10,23 127750 0 0
ALLIED WASTE INDUSTRIES INC COMMON 019589308 281 30259 SH DEFINED 16 30259 0 0
ALLSTATE CORP COMMON 020002101 79232 1531950 SH DEFINED 1 1531950 0 0
ALLSTATE CORP COMMON 020002101 15516 300000 SH DEFINED 1,2 300000 0 0
ALLSTATE CORP COMMON 020002101 8844 171000 SH DEFINED 10,16 171000 0 0
ALLSTATE CORP COMMON 020002101 1552 30000 SH DEFINED 10,8 30000 0 0
ALLSTATE CORP COMMON 020002101 125928 2434806 SH DEFINED 16 2277406 0 157400
ALLSTATE CORP COMMON 020002101 3233 62500 SH DEFINED 16,15 62500 0 0
ALLSTATE CORP COMMON 020002101 5446 105300 SH DEFINED 16,9 105300 0 0
ALLSTATE CORP COMMON 020002101 18 350 SH DEFINED 17,9 350 0 0
ALLSTATE CORP COMMON 020002101 23176 448100 SH DEFINED 2 448100 0 0
ALLSTATE CORP COMMON 020002101 1842 35618 SH DEFINED 24 35618 0 0
ALLSTATE CORP COMMON 020002101 5054 97718 SH DEFINED 25 15276 0 82442
ALLSTATE CORP COMMON 020002101 4774 92300 SH DEFINED 5,16 92300 0 0
ALLSTATE CORP COMMON 020002101 198 3827 SH DEFINED 7 3827 0 0
ALLSTATE CORP COMMON 020002101 559 10800 SH DEFINED 8 10800 0 0
ALLSTATE CORP COMMON 020002101 3440 66508 SH DEFINED 9 66508 0 0
ALLSTATE CORP COMMON 020002101 109 2099 SH DEFINED 9,11 2099 0 0
ALLTEL CORP COMMON 020039103 58073 988300 SH DEFINED 1 988300 0 0
ALLTEL CORP COMMON 020039103 30026 511000 SH DEFINED 1,2 511000 0 0
ALLTEL CORP COMMON 020039103 7856 133700 SH DEFINED 1,3 133700 0 0
ALLTEL CORP COMMON 020039103 53 900 SH DEFINED 10 900 0 0
ALLTEL CORP COMMON 020039103 1017 17300 SH DEFINED 10,16 17300 0 0
ALLTEL CORP COMMON 020039103 182 3100 SH DEFINED 10,8 3100 0 0
ALLTEL CORP COMMON 020039103 36002 612697 SH DEFINED 16 570997 0 41700
ALLTEL CORP COMMON 020039103 376 6400 SH DEFINED 16,15 6400 0 0
ALLTEL CORP COMMON 020039103 3484 59300 SH DEFINED 16,9 59300 0 0
ALLTEL CORP COMMON 020039103 405 6900 SH DEFINED 2 6900 0 0
ALLTEL CORP COMMON 020039103 271 4615 SH DEFINED 24 4615 0 0
ALLTEL CORP COMMON 020039103 466 7927 SH DEFINED 25 300 0 7627
ALLTEL CORP COMMON 020039103 2 27 SH DEFINED 4 27 0 0
ALLTEL CORP COMMON 020039103 582 9900 SH DEFINED 5,16 9900 0 0
ALLTEL CORP COMMON 020039103 221 3754 SH DEFINED 7 3754 0 0
ALLTEL CORP COMMON 020039103 497 8450 SH DEFINED 9 8450 0 0
ALLTEL CORP COMMON 020039103 42 713 SH DEFINED 9,11 713 0 0
ALLTEL CORP-UTS COMMON 020039822 21 400 SH DEFINED 7 400 0 0
ALPHARMA INC CL A COMMON 020813101 210 12400 SH DEFINED 16 12400 0 0
ALTERA CORPORATION COMMON 021441100 63911 3087480 SH DEFINED 1 3087480 0 0
ALTERA CORPORATION COMMON 021441100 412 19900 SH DEFINED 10 19900 0 0
ALTERA CORPORATION COMMON 021441100 1448 69960 SH DEFINED 10,16 69960 0 0
ALTERA CORPORATION COMMON 021441100 170532 8238264 SH DEFINED 16 6166925 400 2070939
ALTERA CORPORATION COMMON 021441100 4393 212220 SH DEFINED 16,23 212220 0 0
ALTERA CORPORATION COMMON 021441100 903 43600 SH DEFINED 16,9 43600 0 0
ALTERA CORPORATION COMMON 021441100 2169 104790 SH DEFINED 2 85900 0 18890
ALTERA CORPORATION COMMON 021441100 2070 100000 SH DEFINED 21 100000 0 0
ALTERA CORPORATION COMMON 021441100 98 4757 SH DEFINED 24 4757 0 0
ALTERA CORPORATION COMMON 021441100 418 20175 SH DEFINED 25 19675 0 500
ALTERA CORPORATION COMMON 021441100 11 515 SH DEFINED 4 515 0 0
ALTERA CORPORATION COMMON 021441100 1621 78320 SH DEFINED 5,16 78320 0 0
ALTERA CORPORATION COMMON 021441100 12239 591263 SH DEFINED 7 591263 0 0
ALTERA CORPORATION COMMON 021441100 321 15489 SH DEFINED 9 15489 0 0
ALTIRIS INC COMMON 02148M100 7146 201700 SH DEFINED 1 201700 0 0
ALTRIA GROUP INC COMMON 02209S103 2582 42265 SH DEFINED 1 41800 0 465
ALTRIA GROUP INC COMMON 02209S103 311791 5102966 SH DEFINED 10 5102966 0 0
ALTRIA GROUP INC COMMON 02209S103 2743 44900 SH DEFINED 10,16 44900 0 0
ALTRIA GROUP INC COMMON 02209S103 483 7900 SH DEFINED 10,8 7900 0 0
ALTRIA GROUP INC COMMON 02209S103 1785 29211 SH DEFINED 12,9 29211 0 0
ALTRIA GROUP INC COMMON 02209S103 84038 1375414 SH DEFINED 16 1285524 0 89890
ALTRIA GROUP INC COMMON 02209S103 1008 16500 SH DEFINED 16,15 16500 0 0
ALTRIA GROUP INC COMMON 02209S103 7515 123000 SH DEFINED 16,9 123000 0 0
ALTRIA GROUP INC COMMON 02209S103 56 920 SH DEFINED 17,9 920 0 0
ALTRIA GROUP INC COMMON 02209S103 1913 31310 SH DEFINED 24 31310 0 0
ALTRIA GROUP INC COMMON 02209S103 8689 142207 SH DEFINED 25 9600 0 132607
ALTRIA GROUP INC COMMON 02209S103 29 482 SH DEFINED 4 482 0 0
ALTRIA GROUP INC COMMON 02209S103 2216 36275 SH DEFINED 5,16 24400 0 11875
ALTRIA GROUP INC COMMON 02209S103 10769 176253 SH DEFINED 7 176253 0 0
ALTRIA GROUP INC COMMON 02209S103 8156 133490 SH DEFINED 9 133490 0 0
ALTRIA GROUP INC COMMON 02209S103 53 871 SH DEFINED 9,11 871 0 0
ALTRIA GROUP INC COMMON 02209S103 950 15542 SH DEFINED 9,14 15542 0 0
ALZA CORP (JNJ) CVT 0.0 07-28- CONVERT 02261WAB5 34197 39250000 SH DEFINED 16 5825000 0 33425000
AMAZON.COM INC COMMON 023135106 997 22500 SH DEFINED 1 22500 0 0
AMAZON.COM INC COMMON 023135106 6644 150000 SH DEFINED 1,2 150000 0 0
AMAZON.COM INC COMMON 023135106 27 600 SH DEFINED 24 600 0 0
AMAZON.COM INC COMMON 023135106 340 7675 SH DEFINED 25 6000 0 1675
AMAZON.COM INC COMMON 023135106 29 663 SH DEFINED 4 663 0 0
AMAZON.COM INC COMMON 023135106 563 12706 SH DEFINED 7 12706 0 0
AMAZON.COM INC COMMON 023135106 417 9422 SH DEFINED 9 9422 0 0
AMAZON.COM INC(AMZN) CVT 4.75 CONVERT 023135AF3 3 3000 SH DEFINED 16 3000 0 0
AMBAC FINANCIAL GROUP INC COMMON 023139108 19208 233875 SH DEFINED 16 226204 0 7671
AMBAC FINANCIAL GROUP INC COMMON 023139108 153 1866 SH DEFINED 25 0 0 1866
AMBAC FINANCIAL GROUP INC COMMON 023139108 25 310 SH DEFINED 4 310 0 0
AMBAC FINANCIAL GROUP INC COMMON 023139108 824 10030 SH DEFINED 5,16 0 0 10030
AMBAC FINANCIAL GROUP INC COMMON 023139108 9254 112673 SH DEFINED 7 112673 0 0
AMBAC FINANCIAL GROUP INC COMMON 023139108 294 3582 SH DEFINED 9 3582 0 0
AMBASSADORS GROUP INC COMMON 023177108 833 23400 SH DEFINED 16 13000 0 10400
AMBASSADORS GROUP INC COMMON 023177108 21 600 SH DEFINED 16,15 600 0 0
AMBASSADORS GROUP INC COMMON 023177108 160 4500 SH DEFINED 5,16 4500 0 0
AMEDISYS INC COMMON 023436108 1684 52000 SH DEFINED 1 52000 0 0
AMERADA HESS CORP COMMON 023551104 140416 1704490 SH DEFINED 1 1703345 0 1145
AMERADA HESS CORP COMMON 023551104 42302 513500 SH DEFINED 1,2 513500 0 0
AMERADA HESS CORP COMMON 023551104 746 9050 SH DEFINED 1,3 9050 0 0
AMERADA HESS CORP COMMON 023551104 115 1400 SH DEFINED 10 1400 0 0
AMERADA HESS CORP COMMON 023551104 667 8100 SH DEFINED 10,16 8100 0 0
AMERADA HESS CORP COMMON 023551104 115 1400 SH DEFINED 10,8 1400 0 0
AMERADA HESS CORP COMMON 023551104 20669 250893 SH DEFINED 16 230293 0 20600
AMERADA HESS CORP COMMON 023551104 247 3000 SH DEFINED 16,15 3000 0 0
AMERADA HESS CORP COMMON 023551104 1681 20400 SH DEFINED 16,9 20400 0 0
AMERADA HESS CORP COMMON 023551104 5810 70530 SH DEFINED 2 70530 0 0
AMERADA HESS CORP COMMON 023551104 214 2600 SH DEFINED 24 2600 0 0
AMERADA HESS CORP COMMON 023551104 407 4937 SH DEFINED 25 4100 0 837
AMERADA HESS CORP COMMON 023551104 31370 380802 SH DEFINED 4 380802 0 0
AMERADA HESS CORP COMMON 023551104 412 5000 SH DEFINED 5,16 5000 0 0
AMERADA HESS CORP COMMON 023551104 325 3945 SH DEFINED 5,2 3945 0 0
AMERADA HESS CORP COMMON 023551104 12 140 SH DEFINED 7 140 0 0
AMERADA HESS CORP COMMON 023551104 49 600 SH DEFINED 9 600 0 0
AMEREN CORPORATION COMMON 023608102 10028 200000 SH DEFINED 1 200000 0 0
AMEREN CORPORATION COMMON 023608102 1043 20811 SH DEFINED 16 20811 0 0
AMEREN CORPORATION COMMON 023608102 136 2705 SH DEFINED 25 2705 0 0
AMEREN CORPORATION COMMON 023608102 13 250 SH DEFINED 6 250 0 0
AMEREN CORPORATION COMMON 023608102 30 600 SH DEFINED 7 600 0 0
AMEREN CORPORATION COMMON 023608102 381 7605 SH DEFINED 9 7605 0 0
AMERICA MOVIL- SERIES L ADR COMMON 02364W105 63813 1218966 SH DEFINED 1 1218966 0 0
AMERICA MOVIL- SERIES L ADR COMMON 02364W105 7748 148000 SH DEFINED 1,3 148000 0 0
AMERICA MOVIL- SERIES L ADR COMMON 02364W105 3455 66000 SH DEFINED 10 66000 0 0
AMERICA MOVIL- SERIES L ADR COMMON 02364W105 534 10200 SH DEFINED 10,16 10200 0 0
AMERICA MOVIL- SERIES L ADR COMMON 02364W105 1769 33800 SH DEFINED 10,23 33800 0 0
AMERICA MOVIL- SERIES L ADR COMMON 02364W105 654 12500 SH DEFINED 13,15 12500 0 0
AMERICA MOVIL- SERIES L ADR COMMON 02364W105 571 10900 SH DEFINED 16 10900 0 0
AMERICA MOVIL- SERIES L ADR COMMON 02364W105 6934 132450 SH DEFINED 16,23 132450 0 0
AMERICA MOVIL- SERIES L ADR COMMON 02364W105 927 17700 SH DEFINED 2 17700 0 0
AMERICA MOVIL- SERIES L ADR COMMON 02364W105 42 800 SH DEFINED 25 0 0 800
AMERICA MOVIL- SERIES L ADR COMMON 02364W105 2274 43445 SH DEFINED 7 43445 0 0
AMERICA WEST HOLDINGS CORP CL COMMON 023657208 1561 237200 SH DEFINED 16 137700 0 99500
AMERICA WEST HOLDINGS CORP CL COMMON 023657208 36 5400 SH DEFINED 16,15 5400 0 0
AMERICA WEST HOLDINGS CORP CL COMMON 023657208 533 81000 SH DEFINED 5,16 81000 0 0
AMCORE FINANCIAL INC COMMON 023912108 898 27900 SH DEFINED 16 17000 0 10900
AMCORE FINANCIAL INC COMMON 023912108 19 600 SH DEFINED 16,15 600 0 0
AMCORE FINANCIAL INC COMMON 023912108 28 864 SH DEFINED 25 0 0 864
AMCORE FINANCIAL INC COMMON 023912108 479 14900 SH DEFINED 5,16 14900 0 0
AMERICAN AXLE & MFG HOLDINGS COMMON 024061103 1380 45000 SH DEFINED 1 45000 0 0
AMERICAN AXLE CVT(AXL) 144A 2. CONVERT 024061AA1 7735 8500000 SH DEFINED 16 1275000 0 7225000
AMERICAN CAMPUS COMMUNITIES COMMON 024835100 15671 696800 SH DEFINED 16 639600 0 57200
AMERICAN CAPITAL STRATEGIES COMMON 024937104 8 235 SH DEFINED 16 235 0 0
AMERICAN CAPITAL STRATEGIES COMMON 024937104 88 2640 SH DEFINED 7 2640 0 0
AMERICAN ECOLOGY CORP COMMON 025533407 1 45 SH DEFINED 7 45 0 0
AMERICAN ELECTRIC POWER COMMON 025537101 7727 225000 SH DEFINED 1 225000 0 0
AMERICAN ELECTRIC POWER COMMON 025537101 2727 79415 SH DEFINED 16 72390 0 7025
AMERICAN ELECTRIC POWER COMMON 025537101 245 7144 SH DEFINED 25 219 0 6925
AMERICAN ELECTRIC POWER COMMON 025537101 143 4178 SH DEFINED 7 4178 0 0
AMERICAN ELECTRIC POWER COMMON 025537101 453 13191 SH DEFINED 9 13191 0 0
AMERICAN EAGLE OUTFITTERS COMMON 02553E106 6189 131400 SH DEFINED 1 131400 0 0
AMERICAN EAGLE OUTFITTERS COMMON 02553E106 3292 69900 SH DEFINED 1,3 69900 0 0
AMERICAN EAGLE OUTFITTERS COMMON 02553E106 104 2200 SH DEFINED 10 2200 0 0
AMERICAN EAGLE OUTFITTERS COMMON 02553E106 542 11500 SH DEFINED 10,2 11500 0 0
AMERICAN EAGLE OUTFITTERS COMMON 02553E106 39 819 SH DEFINED 12,9 819 0 0
AMERICAN EAGLE OUTFITTERS COMMON 02553E106 7056 149800 SH DEFINED 16 135400 0 14400
AMERICAN EAGLE OUTFITTERS COMMON 02553E106 349 7400 SH DEFINED 16,9 7400 0 0
AMERICAN EAGLE OUTFITTERS COMMON 02553E106 203 4300 SH DEFINED 2 4300 0 0
AMERICAN EAGLE OUTFITTERS COMMON 02553E106 276 5867 SH DEFINED 24 5867 0 0
AMERICAN EAGLE OUTFITTERS COMMON 02553E106 47 1000 SH DEFINED 5,16 1000 0 0
AMERICAN EAGLE OUTFITTERS COMMON 02553E106 803 17042 SH DEFINED 9 17042 0 0
AMERICAN EXPRESS COMPANY COMMON 025816109 137747 2443630 SH DEFINED 1 2443630 0 0
AMERICAN EXPRESS COMPANY COMMON 025816109 101466 1800000 SH DEFINED 1,2 1800000 0 0
AMERICAN EXPRESS COMPANY COMMON 025816109 72 1270 SH DEFINED 10,16 1270 0 0
AMERICAN EXPRESS COMPANY COMMON 025816109 5090 90300 SH DEFINED 10,23 90300 0 0
AMERICAN EXPRESS COMPANY COMMON 025816109 25957 460473 SH DEFINED 16 425173 0 35300
AMERICAN EXPRESS COMPANY COMMON 025816109 4070 72200 SH DEFINED 16,9 72200 0 0
AMERICAN EXPRESS COMPANY COMMON 025816109 29 522 SH DEFINED 17,9 522 0 0
AMERICAN EXPRESS COMPANY COMMON 025816109 41876 742885 SH DEFINED 2 742885 0 0
AMERICAN EXPRESS COMPANY COMMON 025816109 568 10071 SH DEFINED 24 10071 0 0
AMERICAN EXPRESS COMPANY COMMON 025816109 27386 485830 SH DEFINED 25 142525 0 343305
AMERICAN EXPRESS COMPANY COMMON 025816109 450813 7997400 SH DEFINED 3 7997400 0 0
AMERICAN EXPRESS COMPANY COMMON 025816109 50 884 SH DEFINED 4 884 0 0
AMERICAN EXPRESS COMPANY COMMON 025816109 1179 20910 SH DEFINED 6 20910 0 0
AMERICAN EXPRESS COMPANY COMMON 025816109 14063 249480 SH DEFINED 7 249480 0 0
AMERICAN EXPRESS COMPANY COMMON 025816109 552 9800 SH DEFINED 8 9800 0 0
AMERICAN EXPRESS COMPANY COMMON 025816109 2341 41528 SH DEFINED 9 41528 0 0
AMERICAN EXPRESS 1.85 12-01-33 CONVERT 025816AS8 9505 8750000 SH DEFINED 16 1300000 0 7450000
AMERICAN FINANCIAL GROUP INC COMMON 025932104 3589 114630 SH DEFINED 1 114630 0 0
AMERICAN FINANCIAL GROUP INC COMMON 025932104 85 2700 SH DEFINED 16 2700 0 0
AMERICAN FINANCIAL GROUP INC COMMON 025932104 25 800 SH DEFINED 6 800 0 0
AMERICAN FINCVT(AFG) 144A 1.48 CONVERT 025932AC8 5949 13875000 SH DEFINED 16 2150000 0 11725000
AMERICAN FIN CVT(AFG) 1.486 6- CONVERT 025932AD6 1501 3500000 SH DEFINED 16 350000 0 3150000
AMERICAN FINANCIAL REALTY TR COMMON 02607P305 64008 3955972 SH DEFINED 16 2813303 0 1142669
AMERICAN FINANCIAL REALTY TR COMMON 02607P305 3349 207000 SH DEFINED 5,16 207000 0 0
AMERICAN FINANCIAL REALTY TR COMMON 02607P305 224 13875 SH DEFINED 7 13875 0 0
AMERICAN GREETINGS CORP CL A COMMON 026375105 799 31500 SH DEFINED 1 31500 0 0
AMERICAN GREETINGS CORP CL A COMMON 026375105 10 400 SH DEFINED 16 400 0 0
AMERICAN GREETINGS CORP CL A COMMON 026375105 15 579 SH DEFINED 25 0 0 579
AMERICAN GREETINGS CORP CL A COMMON 026375105 4 155 SH DEFINED 7 155 0 0
AMERICAN HEALTHWAYS INC COMMON 02649V104 8230 249100 SH DEFINED 1 249100 0 0
AMERICAN HEALTHWAYS INC COMMON 02649V104 3083 93300 SH DEFINED 2 93300 0 0
AMERICAN HEALTHWAYS INC COMMON 02649V104 10 300 SH DEFINED 25 0 0 300
AMERICAN HOME MORTGAGE INVESTM COMMON 02660R107 24 700 SH DEFINED 16 700 0 0
AMERICAN HOME MORTGAGE INVESTM COMMON 02660R107 65 1900 SH DEFINED 5,16 1900 0 0
AMERICAN INTERNATIONAL GROUP COMMON 026874107 83786 1275868 SH DEFINED 1 1275082 0 786
AMERICAN INTERNATIONAL GROUP COMMON 026874107 32835 500000 SH DEFINED 1,2 500000 0 0
AMERICAN INTERNATIONAL GROUP COMMON 026874107 30051 457609 SH DEFINED 10 457609 0 0
AMERICAN INTERNATIONAL GROUP COMMON 026874107 7279 110843 SH DEFINED 10,16 110843 0 0
AMERICAN INTERNATIONAL GROUP COMMON 026874107 1608 24491 SH DEFINED 13 24491 0 0
AMERICAN INTERNATIONAL GROUP COMMON 026874107 364901 5556579 SH DEFINED 16 4211180 340 1345059
AMERICAN INTERNATIONAL GROUP COMMON 026874107 2298 35000 SH DEFINED 16,23 35000 0 0
AMERICAN INTERNATIONAL GROUP COMMON 026874107 9108 138700 SH DEFINED 16,9 138700 0 0
AMERICAN INTERNATIONAL GROUP COMMON 026874107 49 751 SH DEFINED 17,9 751 0 0
AMERICAN INTERNATIONAL GROUP COMMON 026874107 35480 540280 SH DEFINED 2 540280 0 0
AMERICAN INTERNATIONAL GROUP COMMON 026874107 2282 34752 SH DEFINED 24 34752 0 0
AMERICAN INTERNATIONAL GROUP COMMON 026874107 106407 1620331 SH DEFINED 25 452332 0 1167999
AMERICAN INTERNATIONAL GROUP COMMON 026874107 3326 50650 SH DEFINED 5,16 44470 0 6180
AMERICAN INTERNATIONAL GROUP COMMON 026874107 2602 39616 SH DEFINED 6 39616 0 0
AMERICAN INTERNATIONAL GROUP COMMON 026874107 47567 724340 SH DEFINED 7 724340 0 0
AMERICAN INTERNATIONAL GROUP COMMON 026874107 4809 73233 SH DEFINED 9 73233 0 0
AMERICAN INTL GRP(AIG) CVT 0.5 CONVERT 026874AN7 7253 7675000 SH DEFINED 16 1250000 0 6425000
AMERICAN MEDICAL SYS HLDGS COMMON 02744M108 15148 362300 SH DEFINED 1 362300 0 0
AMERICAN MEDICAL SYS HLDGS COMMON 02744M108 2923 69900 SH DEFINED 16 37400 0 32500
AMERICAN MEDICAL SYS HLDGS COMMON 02744M108 75 1800 SH DEFINED 16,15 1800 0 0
AMERICAN MEDICAL SYS HLDGS COMMON 02744M108 5678 135800 SH DEFINED 2 135800 0 0
AMERICAN MEDICAL SYS HLDGS COMMON 02744M108 8 200 SH DEFINED 25 200 0 0
AMERICAN MEDICAL SYS HLDGS COMMON 02744M108 364 8700 SH DEFINED 5,16 8700 0 0
AMERICAN PHYSICIANS CAP INC COMMON 028884104 216 6000 SH DEFINED 16 6000 0 0
AMERICAN POWER CONVERSION COMMON 029066107 389 18173 SH DEFINED 16 18173 0 0
AMERICAN POWER CONVERSION COMMON 029066107 41 1900 SH DEFINED 25 0 0 1900
AMERICAN RIVER BANKSHRS (CA) COMMON 029326105 1317 56071 SH DEFINED 25 0 0 56071
AMERICAN SOFTWARE INC COMMON 029683109 3 455 SH DEFINED 7 455 0 0
AMERICAN SPECTRUM REALTY INC COMMON 02970Q203 0 45 SH DEFINED 25 0 0 45
AMERICAN STANDARD COMPANIES COMMON 029712106 276185 6684050 SH DEFINED 1 6684050 0 0
AMERICAN STANDARD COMPANIES COMMON 029712106 4667 112936 SH DEFINED 16 112936 0 0
AMERICAN STANDARD COMPANIES COMMON 029712106 11055 267550 SH DEFINED 2 267550 0 0
AMERICAN STANDARD COMPANIES COMMON 029712106 186 4500 SH DEFINED 2,23 4500 0 0
AMERICAN STANDARD COMPANIES COMMON 029712106 50 1200 SH DEFINED 25 0 0 1200
AMERICAN STANDARD COMPANIES COMMON 029712106 25057 606419 SH DEFINED 4 606419 0 0
AMERICAN STANDARD COMPANIES COMMON 029712106 531 12845 SH DEFINED 7 12845 0 0
AMERICAN STANDARD COMPANIES COMMON 029712106 282 6825 SH DEFINED 9 6825 0 0
AMERICAN STATES WATER CO COMMON 029899101 37 1425 SH DEFINED 7 1425 0 0
AMERICAN TOWER CORP CL A COMMON 029912201 61520 3343500 SH DEFINED 1 3343500 0 0
AMERICAN TOWER CORP CL A COMMON 029912201 201 10900 SH DEFINED 10 10900 0 0
AMERICAN TOWER CORP CL A COMMON 029912201 12229 664600 SH DEFINED 16 584000 0 80600
AMERICAN TOWER CORP CL A COMMON 029912201 1065 57860 SH DEFINED 16,23 57860 0 0
AMERICAN TOWER CORP CL A COMMON 029912201 208 11300 SH DEFINED 16,9 11300 0 0
AMERICAN TOWER CORP CL A COMMON 029912201 686 37300 SH DEFINED 2 0 0 37300
AMERICAN TOWER CORP CL A COMMON 029912201 69 3750 SH DEFINED 25 0 0 3750
AMERICAN TOWER CORP CL A COMMON 029912201 86 4700 SH DEFINED 5,16 4700 0 0
AMERICAN TOWER CORP WT 144A COMMON 03027R111 1830 7955 SH DEFINED 1 7955 0 0
AMERICAN TOWER CORP WT 144A COMMON 03027R111 10 45 SH DEFINED 2,23 45 0 0
AMERICANWEST BANCORPORATION COMMON 03058P109 322 15900 SH DEFINED 16 9740 0 6160
AMERICANWEST BANCORPORATION COMMON 03058P109 6 300 SH DEFINED 16,15 300 0 0
AMERICANWEST BANCORPORATION COMMON 03058P109 114 5610 SH DEFINED 5,16 5610 0 0
AMERICREDIT CORP COMMON 03060R101 7237 296000 SH DEFINED 1 296000 0 0
AMERICREDIT CORP COMMON 03060R101 7 300 SH DEFINED 16 300 0 0
AMERICREDIT CORP COMMON 03060R101 78 3175 SH DEFINED 7 3175 0 0
AMERICA'S CAR MART INC COMMON 03062T105 1900 50000 SH DEFINED 1 50000 0 0
AMERUS GROUP CO COMMON 03072M108 729 16100 SH DEFINED 16 12700 0 3400
AMERUS GROUP CO COMMON 03072M108 9 200 SH DEFINED 16,15 200 0 0
AMERUS GROUP CO COMMON 03072M108 45 1000 SH DEFINED 25 0 0 1000
AMERUS GROUP CO COMMON 03072M108 897 19800 SH DEFINED 5,16 19800 0 0
AMERUS GROUP CO COMMON 03072M108 24 519 SH DEFINED 7 519 0 0
AMERISOURCEBERGEN CORP COMMON 03073E105 589 10029 SH DEFINED 16 10029 0 0
AMERISOURCEBERGEN CORP COMMON 03073E105 47 793 SH DEFINED 25 793 0 0
AMERISOURCEBERGEN CORP COMMON 03073E105 11 184 SH DEFINED 4 184 0 0
AMERISOURCEBERGEN CORP COMMON 03073E105 53 900 SH DEFINED 7 900 0 0
AMERISOURCEBERGEN CORP COMMON 03073E105 223 3796 SH DEFINED 9 3796 0 0
AMERIGROUP CORP COMMON 03073T102 4804 63500 SH DEFINED 1 63500 0 0
AMERIGAS PARTNERS LP COMMON 030975106 148 5000 SH DEFINED 25 0 0 5000
AMETEK INC COMMON 031100100 96 2700 SH DEFINED 7 2700 0 0
AMGEN INC COMMON 031162100 201840 3146380 SH DEFINED 1 3146380 0 0
AMGEN INC COMMON 031162100 47773 744700 SH DEFINED 1,2 744700 0 0
AMGEN INC COMMON 031162100 1529 23840 SH DEFINED 10,16 23840 0 0
AMGEN INC COMMON 031162100 2245 35000 SH DEFINED 12,2 35000 0 0
AMGEN INC COMMON 031162100 189315 2951127 SH DEFINED 16 2205773 140 745214
AMGEN INC COMMON 031162100 19499 303960 SH DEFINED 16,23 303960 0 0
AMGEN INC COMMON 031162100 5260 82000 SH DEFINED 16,9 82000 0 0
AMGEN INC COMMON 031162100 43 674 SH DEFINED 17,9 674 0 0
AMGEN INC COMMON 031162100 41452 646175 SH DEFINED 2 646175 0 0
AMGEN INC COMMON 031162100 5504 85800 SH DEFINED 21 85800 0 0
AMGEN INC COMMON 031162100 2263 35269 SH DEFINED 24 35269 0 0
AMGEN INC COMMON 031162100 92085 1435458 SH DEFINED 25 395075 0 1040383
AMGEN INC COMMON 031162100 23614 368100 SH DEFINED 3 368100 0 0
AMGEN INC COMMON 031162100 6 100 SH DEFINED 4 100 0 0
AMGEN INC COMMON 031162100 1969 30700 SH DEFINED 5,16 30700 0 0
AMGEN INC COMMON 031162100 2492 38843 SH DEFINED 6 38843 0 0
AMGEN INC COMMON 031162100 28551 445067 SH DEFINED 7 445067 0 0
AMGEN INC COMMON 031162100 4011 62526 SH DEFINED 9 62526 0 0
AMGEN INC COMMON 031162100 121 1883 SH DEFINED 9,11 1883 0 0
AMIS HOLDINGS INC COMMON 031538101 21033 1273200 SH DEFINED 1 1273200 0 0
AMIS HOLDINGS INC COMMON 031538101 2493 150900 SH DEFINED 2 150900 0 0
AMPHENOL CORP CL A COMMON 032095101 105525 2872200 SH DEFINED 1 2872200 0 0
AMPHENOL CORP CL A COMMON 032095101 573 15600 SH DEFINED 1,3 15600 0 0
AMPHENOL CORP CL A COMMON 032095101 919 25018 SH DEFINED 16 10918 0 14100
AMPHENOL CORP CL A COMMON 032095101 944 25700 SH DEFINED 16,23 25700 0 0
AMPHENOL CORP CL A COMMON 032095101 4545 123700 SH DEFINED 2 106300 0 17400
AMPHENOL CORP CL A COMMON 032095101 257 7000 SH DEFINED 5,2 7000 0 0
AMSOUTH BANCORPORATION COMMON 032165102 78 3000 SH DEFINED 10 3000 0 0
AMSOUTH BANCORPORATION COMMON 032165102 531 20500 SH DEFINED 10,16 20500 0 0
AMSOUTH BANCORPORATION COMMON 032165102 93 3600 SH DEFINED 10,8 3600 0 0
AMSOUTH BANCORPORATION COMMON 032165102 14324 553041 SH DEFINED 16 510041 0 43000
AMSOUTH BANCORPORATION COMMON 032165102 197 7600 SH DEFINED 16,15 7600 0 0
AMSOUTH BANCORPORATION COMMON 032165102 1191 46000 SH DEFINED 16,9 46000 0 0
AMSOUTH BANCORPORATION COMMON 032165102 140 5400 SH DEFINED 24 5400 0 0
AMSOUTH BANCORPORATION COMMON 032165102 28 1100 SH DEFINED 25 0 0 1100
AMSOUTH BANCORPORATION COMMON 032165102 123 4754 SH DEFINED 4 4754 0 0
AMSOUTH BANCORPORATION COMMON 032165102 324 12500 SH DEFINED 5,16 12500 0 0
AMSOUTH BANCORPORATION COMMON 032165102 4716 182089 SH DEFINED 6 182089 0 0
AMSOUTH BANCORPORATION COMMON 032165102 785 30325 SH DEFINED 7 30325 0 0
AMSOUTH BANCORPORATION COMMON 032165102 243 9385 SH DEFINED 9 9385 0 0
AMSURG CORP COMMON 03232P405 10500 355450 SH DEFINED 1 355450 0 0
AMSURG CORP COMMON 03232P405 3926 132900 SH DEFINED 2 132900 0 0
AMYLIN PHARMACEUTICALS INC COMMON 032346108 33919 1452000 SH DEFINED 1 1452000 0 0
AMYLIN PHARMACEUTICALS INC COMMON 032346108 6405 274200 SH DEFINED 2 274200 0 0
AMYLIN PHARMACEUTICALS INC COMMON 032346108 5798 248200 SH DEFINED 3 248200 0 0
ANADARKO PETROLEUM CORP COMMON 032511107 3488 53820 SH DEFINED 1 53820 0 0
ANADARKO PETROLEUM CORP COMMON 032511107 1646 25400 SH DEFINED 1,3 25400 0 0
ANADARKO PETROLEUM CORP COMMON 032511107 467 7200 SH DEFINED 10,2 7200 0 0
ANADARKO PETROLEUM CORP COMMON 032511107 12214 188460 SH DEFINED 16 177676 0 10784
ANADARKO PETROLEUM CORP COMMON 032511107 408 6300 SH DEFINED 16,9 6300 0 0
ANADARKO PETROLEUM CORP COMMON 032511107 1128 17400 SH DEFINED 2 17400 0 0
ANADARKO PETROLEUM CORP COMMON 032511107 686 10590 SH DEFINED 24 10590 0 0
ANADARKO PETROLEUM CORP COMMON 032511107 1134 17505 SH DEFINED 25 5000 0 12505
ANADARKO PETROLEUM CORP COMMON 032511107 416 6413 SH DEFINED 5,16 0 0 6413
ANADARKO PETROLEUM CORP COMMON 032511107 343 5290 SH DEFINED 7 5290 0 0
ANADARKO PETROLEUM CORP COMMON 032511107 901 13901 SH DEFINED 9 13901 0 0
ANADARKO PETROLEUM CORP COMMON 032511107 29 452 SH DEFINED 9,11 452 0 0
ANALOG DEVICES COMMON 032654105 164133 4445650 SH DEFINED 1 4445650 0 0
ANALOG DEVICES COMMON 032654105 123719 3351000 SH DEFINED 1,2 3351000 0 0
ANALOG DEVICES COMMON 032654105 8167 221200 SH DEFINED 1,3 221200 0 0
ANALOG DEVICES COMMON 032654105 1421 38500 SH DEFINED 10,2 38500 0 0
ANALOG DEVICES COMMON 032654105 2237 60587 SH DEFINED 16 60587 0 0
ANALOG DEVICES COMMON 032654105 2237 60600 SH DEFINED 16,23 60600 0 0
ANALOG DEVICES COMMON 032654105 100 2700 SH DEFINED 16,9 2700 0 0
ANALOG DEVICES COMMON 032654105 22828 618320 SH DEFINED 2 618320 0 0
ANALOG DEVICES COMMON 032654105 3046 82500 SH DEFINED 21 82500 0 0
ANALOG DEVICES COMMON 032654105 7848 212564 SH DEFINED 25 26346 0 186218
ANALOG DEVICES COMMON 032654105 18434 499300 SH DEFINED 3 499300 0 0
ANALOG DEVICES COMMON 032654105 1 34 SH DEFINED 4 34 0 0
ANALOG DEVICES COMMON 032654105 2091 56646 SH DEFINED 6 56646 0 0
ANALOG DEVICES COMMON 032654105 21047 570083 SH DEFINED 7 570083 0 0
ANALOG DEVICES COMMON 032654105 464 12565 SH DEFINED 9 12565 0 0
ANAREN INC COMMON 032744104 1045 80600 SH DEFINED 16 43800 0 36800
ANAREN INC COMMON 032744104 27 2100 SH DEFINED 16,15 2100 0 0
ANAREN INC COMMON 032744104 133 10300 SH DEFINED 5,16 10300 0 0
ANCHOR GLASS CONTAINER CORP COMMON 03304B300 22 3300 SH DEFINED 16 3300 0 0
ANCHOR GLASS CONTAINER CORP COMMON 03304B300 42 6200 SH DEFINED 5,16 6200 0 0
ANDREW CORP COMMON 034425108 208 15289 SH DEFINED 16 15289 0 0
ANDREW CORP COMMON 034425108 4089 300000 SH DEFINED 3 300000 0 0
ANDRX GROUP COMMON 034553107 21782 997798 SH DEFINED 10 997798 0 0
ANDRX GROUP COMMON 034553107 1825 83602 SH DEFINED 10,23 83602 0 0
ANDRX GROUP COMMON 034553107 55 2500 SH DEFINED 16 2500 0 0
ANDRX GROUP COMMON 034553107 593 27180 SH DEFINED 25 0 0 27180
ANDRX GROUP COMMON 034553107 219 10025 SH DEFINED 7 10025 0 0
ANGELICA CORP COMMON 034663104 1461 54000 SH DEFINED 16 30100 0 23900
ANGELICA CORP COMMON 034663104 35 1300 SH DEFINED 16,15 1300 0 0
ANGELICA CORP COMMON 034663104 325 12000 SH DEFINED 5,16 12000 0 0
ANGLO AMERICAN PLC ADR COMMON 03485P102 5580 234570 SH DEFINED 13 222415 0 12155
ANGLO AMERICAN PLC ADR COMMON 03485P102 21240 892823 SH DEFINED 16 889197 0 3626
ANGLO AMERICAN PLC ADR COMMON 03485P102 36 1500 SH DEFINED 25 0 0 1500
ANGIOTECH PHARMACEUTICALS INC COMMON 034918102 3473 188649 SH DEFINED 7 188649 0 0
ANGLOGOLD ASHANTI LTD ADR COMMON 035128206 1963 54000 SH DEFINED 1 54000 0 0
ANGLOGOLD ASHANTI LTD ADR COMMON 035128206 480 13200 SH DEFINED 16 13200 0 0
ANGLOGOLD ASHANTI LTD ADR COMMON 035128206 74 2025 SH DEFINED 25 0 0 2025
ANHEUSER-BUSCH COS INC COMMON 035229103 23976 472620 SH DEFINED 1 472620 0 0
ANHEUSER-BUSCH COS INC COMMON 035229103 85 1670 SH DEFINED 12 1670 0 0
ANHEUSER-BUSCH COS INC COMMON 035229103 750 14788 SH DEFINED 12,9 14788 0 0
ANHEUSER-BUSCH COS INC COMMON 035229103 3866 76200 SH DEFINED 16 76145 0 55
ANHEUSER-BUSCH COS INC COMMON 035229103 2787 54930 SH DEFINED 16,15 54930 0 0
ANHEUSER-BUSCH COS INC COMMON 035229103 32 622 SH DEFINED 17,9 622 0 0
ANHEUSER-BUSCH COS INC COMMON 035229103 128 2518 SH DEFINED 24 2518 0 0
ANHEUSER-BUSCH COS INC COMMON 035229103 3099 61092 SH DEFINED 25 2700 0 58392
ANHEUSER-BUSCH COS INC COMMON 035229103 5543 109270 SH DEFINED 7 109270 0 0
ANHEUSER-BUSCH COS INC COMMON 035229103 3955 77963 SH DEFINED 9 77963 0 0
ANHEUSER-BUSCH COS INC COMMON 035229103 561 11050 SH DEFINED 9,14 11050 0 0
ANIMAS CORP COMMON 03525Y105 153 9800 SH DEFINED 16 9800 0 0
ANIXTER INTERNATIONAL INC COMMON 035290105 8450 234800 SH DEFINED 1 234800 0 0
ANIXTER INTERNATIONAL INC COMMON 035290105 1026 28500 SH DEFINED 16 16100 0 12400
ANIXTER INTERNATIONAL INC COMMON 035290105 25 700 SH DEFINED 16,15 700 0 0
ANIXTER INTERNATIONAL INC COMMON 035290105 36 1000 SH DEFINED 25 1000 0 0
ANIXTER INTERNATIONAL INC COMMON 035290105 130 3600 SH DEFINED 5,16 3600 0 0
ANNTAYLOR STORES CORP COMMON 036115103 16 733 SH DEFINED 12,9 733 0 0
ANNTAYLOR STORES CORP COMMON 036115103 17 800 SH DEFINED 7 800 0 0
ANNTAYLOR STORES CORP COMMON 036115103 60 2793 SH DEFINED 9 2793 0 0
ANSOFT CORP COMMON 036384105 503 24900 SH DEFINED 16 13500 0 11400
ANSOFT CORP COMMON 036384105 12 600 SH DEFINED 16,15 600 0 0
ANSOFT CORP COMMON 036384105 67 3300 SH DEFINED 5,16 3300 0 0
ANSYS INC COMMON 03662Q105 5046 157400 SH DEFINED 1 157400 0 0
ANSYS INC COMMON 03662Q105 3822 119200 SH DEFINED 16 65200 0 54000
ANSYS INC COMMON 03662Q105 96 3000 SH DEFINED 16,15 3000 0 0
ANSYS INC COMMON 03662Q105 539 16800 SH DEFINED 5,16 16800 0 0
ANTHEM INC COMMON 03674B104 12 102 SH DEFINED 25 0 0 102
ANTEON INTERNATIONAL CORP COMMON 03674E108 14509 346600 SH DEFINED 1 346600 0 0
ANTEON INTERNATIONAL CORP COMMON 03674E108 5438 129900 SH DEFINED 2 129900 0 0
ANTEON INTERNATIONAL CORP COMMON 03674E108 6614 158000 SH DEFINED 3 158000 0 0
ANTIGENICS INC/DEL COMMON 037032109 4 350 SH DEFINED 25 0 0 350
ANTIGENICS INC/DEL COMMON 037032109 0 8 SH DEFINED 4 8 0 0
ANTIGENICS INC/DEL COMMON 037032109 30 3000 SH DEFINED 7 3000 0 0
AON CORP COMMON 037389103 53456 2240420 SH DEFINED 1 2239100 0 1320
AON CORP COMMON 037389103 3168 132777 SH DEFINED 16 132777 0 0
AON CORP COMMON 037389103 7 280 SH DEFINED 25 0 0 280
AON CORP COMMON 037389103 247 10364 SH DEFINED 9 10364 0 0
APACHE CORP COMMON 037411105 82429 1629992 SH DEFINED 1 1629992 0 0
APACHE CORP COMMON 037411105 25285 500000 SH DEFINED 1,2 500000 0 0
APACHE CORP COMMON 037411105 531 10500 SH DEFINED 1,3 10500 0 0
APACHE CORP COMMON 037411105 207 4100 SH DEFINED 10 4100 0 0
APACHE CORP COMMON 037411105 647 12800 SH DEFINED 10,2 12800 0 0
APACHE CORP COMMON 037411105 15444 305392 SH DEFINED 16 284490 0 20902
APACHE CORP COMMON 037411105 1123 22200 SH DEFINED 16,15 22200 0 0
APACHE CORP COMMON 037411105 875 17300 SH DEFINED 16,9 17300 0 0
APACHE CORP COMMON 037411105 8359 165300 SH DEFINED 2 165300 0 0
APACHE CORP COMMON 037411105 71 1400 SH DEFINED 24 1400 0 0
APACHE CORP COMMON 037411105 30492 602973 SH DEFINED 25 103673 0 499300
APACHE CORP COMMON 037411105 3490 69016 SH DEFINED 3 69016 0 0
APACHE CORP COMMON 037411105 22028 435604 SH DEFINED 4 435604 0 0
APACHE CORP COMMON 037411105 91 1800 SH DEFINED 5,16 1800 0 0
APACHE CORP COMMON 037411105 233 4600 SH DEFINED 5,2 4600 0 0
APACHE CORP COMMON 037411105 1890 37375 SH DEFINED 6 37375 0 0
APACHE CORP COMMON 037411105 20021 395900 SH DEFINED 7 395900 0 0
APACHE CORP COMMON 037411105 565 11167 SH DEFINED 9 11167 0 0
APARTMENT INVT & MGMT CO CL A COMMON 03748R101 5667 147051 SH DEFINED 16 95261 0 51790
APOGEE ENTERPRISES INC COMMON 037598109 52 3875 SH DEFINED 7 3875 0 0
APOLLO GROUP INC CL A COMMON 037604105 47923 593769 SH DEFINED 1 593769 0 0
APOLLO GROUP INC CL A COMMON 037604105 0 0 SH DEFINED 10 0 0 0
APOLLO GROUP INC CL A COMMON 037604105 26118 323600 SH DEFINED 16 261800 0 61800
APOLLO GROUP INC CL A COMMON 037604105 1356 16800 SH DEFINED 16,9 16800 0 0
APOLLO GROUP INC CL A COMMON 037604105 14 171 SH DEFINED 17,9 171 0 0
APOLLO GROUP INC CL A COMMON 037604105 12725 157660 SH DEFINED 2 154600 0 3060
APOLLO GROUP INC CL A COMMON 037604105 153 1900 SH DEFINED 24 1900 0 0
APOLLO GROUP INC CL A COMMON 037604105 643 7970 SH DEFINED 5,16 7970 0 0
APOLLO GROUP INC CL A COMMON 037604105 20874 258630 SH DEFINED 7 258630 0 0
APOLLO GROUP INC CL A COMMON 037604105 975 12082 SH DEFINED 9 12082 0 0
APOLLO GROUP INC CL A COMMON 037604105 29 358 SH DEFINED 9,11 358 0 0
APOLLO GOLD CORP COMMON 03761E102 1027 1200000 SH DEFINED 1 1200000 0 0
APOLLO GOLD CORP COMMON 03761E102 257 300000 SH DEFINED 16 300000 0 0
APOLLO INVESTMENT CORP CF COMMON 03761U106 3292 218000 SH DEFINED 1 218000 0 0
APOLLO INVESTMENT CORP CF COMMON 03761U106 13209 874800 SH DEFINED 10 874800 0 0
APOLLO INVESTMENT CORP CF COMMON 03761U106 649 43000 SH DEFINED 10,23 43000 0 0
APPLE COMPUTER INC COMMON 037833100 84132 1306400 SH DEFINED 1 1306400 0 0
APPLE COMPUTER INC COMMON 037833100 77280 1200000 SH DEFINED 1,2 1200000 0 0
APPLE COMPUTER INC COMMON 037833100 10858 168600 SH DEFINED 1,3 168600 0 0
APPLE COMPUTER INC COMMON 037833100 290 4500 SH DEFINED 10 4500 0 0
APPLE COMPUTER INC COMMON 037833100 3890 60400 SH DEFINED 10,16 60400 0 0
APPLE COMPUTER INC COMMON 037833100 2190 34000 SH DEFINED 10,2 34000 0 0
APPLE COMPUTER INC COMMON 037833100 689 10700 SH DEFINED 10,8 10700 0 0
APPLE COMPUTER INC COMMON 037833100 77 1200 SH DEFINED 12 1200 0 0
APPLE COMPUTER INC COMMON 037833100 560 8700 SH DEFINED 12,9 8700 0 0
APPLE COMPUTER INC COMMON 037833100 61000 947200 SH DEFINED 16 866144 0 81056
APPLE COMPUTER INC COMMON 037833100 1436 22300 SH DEFINED 16,15 22300 0 0
APPLE COMPUTER INC COMMON 037833100 6331 98300 SH DEFINED 16,23 98300 0 0
APPLE COMPUTER INC COMMON 037833100 1191 18500 SH DEFINED 16,9 18500 0 0
APPLE COMPUTER INC COMMON 037833100 16 253 SH DEFINED 17,9 253 0 0
APPLE COMPUTER INC COMMON 037833100 9766 151650 SH DEFINED 2 151650 0 0
APPLE COMPUTER INC COMMON 037833100 2827 43893 SH DEFINED 24 43893 0 0
APPLE COMPUTER INC COMMON 037833100 489 7600 SH DEFINED 25 2600 0 5000
APPLE COMPUTER INC COMMON 037833100 2625 40760 SH DEFINED 5,16 34800 0 5960
APPLE COMPUTER INC COMMON 037833100 788 12240 SH DEFINED 7 12240 0 0
APPLE COMPUTER INC COMMON 037833100 2978 46238 SH DEFINED 9 46238 0 0
APPLE COMPUTER INC COMMON 037833100 25 393 SH DEFINED 9,11 393 0 0
APPLE COMPUTER INC COMMON 037833100 644 10000 SH DEFINED 9,14 10000 0 0
APPLEBEE'S INTL INC COMMON 037899101 8466 320082 SH DEFINED 7 320082 0 0
APRIA HEALTHCARE GROUP INC COMMON 037933108 4010 121700 SH DEFINED 1 121700 0 0
APRIA HEALTHCARE GROUP INC COMMON 037933108 6 180 SH DEFINED 7 180 0 0
APPLERA CORP-APPLIED BIOSYSTEM COMMON 038020103 4367 208826 SH DEFINED 16 195826 0 13000
APPLERA CORP-APPLIED BIOSYSTEM COMMON 038020103 590 28200 SH DEFINED 16,9 28200 0 0
APPLERA CORP-APPLIED BIOSYSTEM COMMON 038020103 102 4900 SH DEFINED 24 4900 0 0
APPLERA CORP-APPLIED BIOSYSTEM COMMON 038020103 214 10250 SH DEFINED 7 10250 0 0
APPLERA CORP-APPLIED BIOSYSTEM COMMON 038020103 178 8526 SH DEFINED 9 8526 0 0
APPLERA CORP-CELERA GENOMICS COMMON 038020202 135 9838 SH DEFINED 7 9838 0 0
APPLIED DIGITAL SOLUTIONS COMMON 038188306 0 50 SH DEFINED 25 0 0 50
APPLIED FILMS CORP COMMON 038197109 5713 265000 SH DEFINED 1 265000 0 0
APPLIED FILMS CORP COMMON 038197109 8 375 SH DEFINED 7 375 0 0
APPLIED INDUSTRIAL TECH INC COMMON 03820C105 5117 186750 SH DEFINED 16 105600 0 81150
APPLIED INDUSTRIAL TECH INC COMMON 03820C105 123 4500 SH DEFINED 16,15 4500 0 0
APPLIED INDUSTRIAL TECH INC COMMON 03820C105 1336 48750 SH DEFINED 5,16 48750 0 0
APPLIED MATERIALS INC COMMON 038222105 78518 4591700 SH DEFINED 1 4591700 0 0
APPLIED MATERIALS INC COMMON 038222105 27080 1583600 SH DEFINED 1,2 1583600 0 0
APPLIED MATERIALS INC COMMON 038222105 1504 87970 SH DEFINED 10,16 87970 0 0
APPLIED MATERIALS INC COMMON 038222105 134934 7890882 SH DEFINED 16 6038688 510 1851684
APPLIED MATERIALS INC COMMON 038222105 3351 195960 SH DEFINED 16,23 195960 0 0
APPLIED MATERIALS INC COMMON 038222105 1305 76300 SH DEFINED 16,9 76300 0 0
APPLIED MATERIALS INC COMMON 038222105 19 1118 SH DEFINED 17,9 1118 0 0
APPLIED MATERIALS INC COMMON 038222105 14202 830510 SH DEFINED 2 830510 0 0
APPLIED MATERIALS INC COMMON 038222105 1761 103000 SH DEFINED 21 103000 0 0
APPLIED MATERIALS INC COMMON 038222105 185 10800 SH DEFINED 24 10800 0 0
APPLIED MATERIALS INC COMMON 038222105 6233 364493 SH DEFINED 25 103609 0 260884
APPLIED MATERIALS INC COMMON 038222105 8754 511916 SH DEFINED 4 511916 0 0
APPLIED MATERIALS INC COMMON 038222105 1451 84840 SH DEFINED 5,16 84840 0 0
APPLIED MATERIALS INC COMMON 038222105 435 25420 SH DEFINED 7 25420 0 0
APPLIED MATERIALS INC COMMON 038222105 1095 64009 SH DEFINED 9 64009 0 0
APPLIED MATERIALS INC COMMON 038222105 14 831 SH DEFINED 9,11 831 0 0
APPLIED MICRO CIRCUITS CORP COMMON 03822W109 1364 323879 SH DEFINED 16 31079 0 292800
APPLIED MICRO CIRCUITS CORP COMMON 03822W109 3 800 SH DEFINED 25 0 0 800
APPLIED SIGNAL TECHNOLOGY COMMON 038237103 2570 72900 SH DEFINED 1 72900 0 0
APPLIED SIGNAL TECHNOLOGY COMMON 038237103 603 17100 SH DEFINED 16 9400 0 7700
APPLIED SIGNAL TECHNOLOGY COMMON 038237103 14 400 SH DEFINED 16,15 400 0 0
APPLIED SIGNAL TECHNOLOGY COMMON 038237103 966 27400 SH DEFINED 2 27400 0 0
APPLIED SIGNAL TECHNOLOGY COMMON 038237103 78 2200 SH DEFINED 5,16 2200 0 0
APTARGROUP INC COMMON 038336103 7500 142100 SH DEFINED 1 142100 0 0
APTARGROUP INC COMMON 038336103 109 2060 SH DEFINED 25 2060 0 0
APTARGROUP INC COMMON 038336103 70 1325 SH DEFINED 7 1325 0 0
AQUA AMERICA INC COMMON 03836W103 6178 251250 SH DEFINED 1 251250 0 0
AQUA AMERICA INC COMMON 03836W103 645 26250 SH DEFINED 25 26250 0 0
AQUA AMERICA INC COMMON 03836W103 67 2733 SH DEFINED 7 2733 0 0
AQUANTIVE INC COMMON 03839G105 417 46670 SH DEFINED 19 0 0 46670
ARAMARK CORP-CL B COMMON 038521100 13670 515665 SH DEFINED 1 515200 0 465
ARAMARK CORP-CL B COMMON 038521100 29 1100 SH DEFINED 16 1100 0 0
ARAMARK CORP-CL B COMMON 038521100 2062 77800 SH DEFINED 2 77800 0 0
ARAMARK CORP-CL B COMMON 038521100 15121 570400 SH DEFINED 3 570400 0 0
ARAMARK CORP-CL B COMMON 038521100 690 26020 SH DEFINED 7 26020 0 0
ARBINET-THEXCHANGE INC COMMON 03875P100 981 39500 SH DEFINED 10 39500 0 0
ARBINET-THEXCHANGE INC COMMON 03875P100 360 14500 SH DEFINED 10,23 14500 0 0
ARBITRON INC COMMON 03875Q108 0 0 SH DEFINED 16 0 0 0
ARBITRON INC COMMON 03875Q108 98 2500 SH DEFINED 25 0 0 2500
ARBOR REALTY TRUST INC COMMON 038923108 29 1200 SH DEFINED 16 1200 0 0
ARBOR REALTY TRUST INC COMMON 038923108 76 3100 SH DEFINED 5,16 3100 0 0
ARCH CHEMICALS INC COMMON 03937R102 20 700 SH DEFINED 16 700 0 0
ARCH CHEMICALS INC COMMON 03937R102 49 1700 SH DEFINED 5,16 1700 0 0
ARCH CHEMICALS INC COMMON 03937R102 45 1575 SH DEFINED 7 1575 0 0
ARCHER-DANIELS-MIDLAND CO COMMON 039483102 779 34900 SH DEFINED 1 34900 0 0
ARCHER-DANIELS-MIDLAND CO COMMON 039483102 2055 92100 SH DEFINED 10,16 92100 0 0
ARCHER-DANIELS-MIDLAND CO COMMON 039483102 364 16300 SH DEFINED 10,8 16300 0 0
ARCHER-DANIELS-MIDLAND CO COMMON 039483102 17899 802264 SH DEFINED 16 726364 0 75900
ARCHER-DANIELS-MIDLAND CO COMMON 039483102 759 34000 SH DEFINED 16,15 34000 0 0
ARCHER-DANIELS-MIDLAND CO COMMON 039483102 754 33800 SH DEFINED 16,9 33800 0 0
ARCHER-DANIELS-MIDLAND CO COMMON 039483102 182 8180 SH DEFINED 24 8180 0 0
ARCHER-DANIELS-MIDLAND CO COMMON 039483102 1133 50800 SH DEFINED 5,16 50800 0 0
ARCHER-DANIELS-MIDLAND CO COMMON 039483102 223 10000 SH DEFINED 8 10000 0 0
ARCHER-DANIELS-MIDLAND CO COMMON 039483102 432 19377 SH DEFINED 9 19377 0 0
ARCHSTONE-SMITH TRUST COMMON 039583109 92 2400 SH DEFINED 10 2400 0 0
ARCHSTONE-SMITH TRUST COMMON 039583109 2187 57100 SH DEFINED 10,16 57100 0 0
ARCHSTONE-SMITH TRUST COMMON 039583109 387 10100 SH DEFINED 10,8 10100 0 0
ARCHSTONE-SMITH TRUST COMMON 039583109 180375 4709519 SH DEFINED 16 3535881 0 1173638
ARCHSTONE-SMITH TRUST COMMON 039583109 808 21100 SH DEFINED 16,15 21100 0 0
ARCHSTONE-SMITH TRUST COMMON 039583109 2025 52881 SH DEFINED 25 1077 0 51804
ARCHSTONE-SMITH TRUST COMMON 039583109 10946 285808 SH DEFINED 5,16 285808 0 0
ARCHSTONE-SMITH TRUST COMMON 039583109 19 500 SH DEFINED 7 500 0 0
ARCTIC CAT INC COMMON 039670104 363 13700 SH DEFINED 16 8300 0 5400
ARCTIC CAT INC COMMON 039670104 8 300 SH DEFINED 16,15 300 0 0
ARCTIC CAT INC COMMON 039670104 143 5400 SH DEFINED 5,16 5400 0 0
ARDEN REALTY INC COMMON 039793104 47151 1250038 SH DEFINED 16 1145438 0 104600
ARDEN REALTY INC COMMON 039793104 7 180 SH DEFINED 25 180 0 0
ARES CAPITAL CORP COMMON 04010L103 5956 306519 SH DEFINED 10 306519 0 0
ARES CAPITAL CORP COMMON 04010L103 1360 70000 SH DEFINED 10,23 70000 0 0
ARGONAUT GROUP INC COMMON 040157109 13 622 SH DEFINED 7 622 0 0
ARGOSY GAMING COMPANY COMMON 040228108 1877 40200 SH DEFINED 3 40200 0 0
ARIBA INC COMMON 04033V203 1 83 SH DEFINED 25 0 0 83
ARKANSAS BEST CORP COMMON 040790107 16 350 SH DEFINED 7 350 0 0
ARM HOLDINGS PLC ADR COMMON 042068106 13891 2247726 SH DEFINED 1 2247726 0 0
ARM HOLDINGS PLC ADR COMMON 042068106 5148 833066 SH DEFINED 2 833066 0 0
ARQULE INC COMMON 04269E107 1855 320429 SH DEFINED 7 320429 0 0
ARRAY BIOPHARMA INC COMMON 04269X105 962 101100 SH DEFINED 16 65600 0 35500
ARRAY BIOPHARMA INC COMMON 04269X105 19 2000 SH DEFINED 16,15 2000 0 0
ARRAY BIOPHARMA INC COMMON 04269X105 94 9900 SH DEFINED 5,16 9900 0 0
ARRAY BIOPHARMA INC COMMON 04269X105 48 5000 SH DEFINED 7 5000 0 0
ARROW ELECTRONICS INC COMMON 042735100 66 2700 SH DEFINED 16 2700 0 0
ARROW ELECTRONICS INC COMMON 042735100 27 1100 SH DEFINED 7 1100 0 0
ART TECHNOLOGY GROUP INC COMMON 04289L107 139 92860 SH DEFINED 7 92860 0 0
ARTHROCARE CORP COMMON 043136100 6 200 SH DEFINED 25 0 0 200
ARVINMERITOR INC. COMMON 043353101 885 39552 SH DEFINED 25 0 0 39552
ASHLAND INC COMMON 044204105 13451 230400 SH DEFINED 1 230400 0 0
ASHLAND INC COMMON 044204105 394 6757 SH DEFINED 16 6757 0 0
ASHLAND INC COMMON 044204105 55 936 SH DEFINED 25 936 0 0
ASHLAND INC COMMON 044204105 398 6820 SH DEFINED 7 6820 0 0
ASK JEEVES INC COMMON 045174109 19494 728751 SH DEFINED 1 728751 0 0
ASK JEEVES INC COMMON 045174109 211 7900 SH DEFINED 16 0 0 7900
ASK JEEVES INC COMMON 045174109 2343 87600 SH DEFINED 2 77000 0 10600
ASK JEEVES INC COMMON 045174109 2675 100000 SH DEFINED 3 100000 0 0
ASK JEEVES INC COMMON 045174109 7 270 SH DEFINED 7 270 0 0
ASSET ACCEPTANCE CAPITAL CORP COMMON 04543P100 230 10800 SH DEFINED 16 10800 0 0
ASSOCIATED BANC CORP COMMON 045487105 198 5950 SH DEFINED 16 5950 0 0
ASSOCIATED BANC CORP COMMON 045487105 62 1860 SH DEFINED 25 825 0 1035
ASSOCIATED ESTATES REALTY CORP COMMON 045604105 1485 145300 SH DEFINED 16 90000 0 55300
ASSOCIATED ESTATES REALTY CORP COMMON 045604105 33 3200 SH DEFINED 16,15 3200 0 0
ASSOCIATED ESTATES REALTY CORP COMMON 045604105 370 36200 SH DEFINED 5,16 36200 0 0
ASSURANT INC COMMON 04621X108 153 5000 SH DEFINED 7 5000 0 0
ASTEC INDUSTRIES INC COMMON 046224101 1709 99300 SH DEFINED 16 66000 0 33300
ASTEC INDUSTRIES INC COMMON 046224101 31 1800 SH DEFINED 16,15 1800 0 0
ASTEC INDUSTRIES INC COMMON 046224101 368 21400 SH DEFINED 5,16 21400 0 0
ASTORIA FINANCIAL CORP COMMON 046265104 6507 162800 SH DEFINED 16 155300 0 7500
ASTORIA FINANCIAL CORP COMMON 046265104 1327 33200 SH DEFINED 16,9 33200 0 0
ASTORIA FINANCIAL CORP COMMON 046265104 92 2314 SH DEFINED 24 2314 0 0
ASTORIA FINANCIAL CORP COMMON 046265104 89 2236 SH DEFINED 25 500 0 1736
ASTORIA FINANCIAL CORP COMMON 046265104 85 2125 SH DEFINED 7 2125 0 0
ASTORIA FINANCIAL CORP COMMON 046265104 20 500 SH DEFINED 9 500 0 0
ASTRAZENECA PLC ADR COMMON 046353108 1648 45281 SH DEFINED 25 7725 0 37556
ASTRAZENECA PLC ADR COMMON 046353108 0 0 SH DEFINED 3 0 0 0
ASTRAZENECA PLC ADR COMMON 046353108 259 7127 SH DEFINED 7 7127 0 0
@ROAD INC COMMON 04648K105 1 200 SH DEFINED 25 0 0 200
ATHEROGENICS INC COMMON 047439104 1774 75300 SH DEFINED 1 75300 0 0
ATHEROGENICS INC COMMON 047439104 709 30100 SH DEFINED 16 19900 0 10200
ATHEROGENICS INC COMMON 047439104 12 500 SH DEFINED 16,15 500 0 0
ATHEROGENICS INC COMMON 047439104 394 16721 SH DEFINED 25 0 0 16721
ATHEROGENICS INC COMMON 047439104 64 2700 SH DEFINED 5,16 2700 0 0
ATHERSYS INC CLASS F CVT PFD P CONVERT 047992995 10000 833333 SH DEFINED 1 833333 0 0
ATLANTIC AMERICAN CORP COMMON 048209100 16 5025 SH DEFINED 25 5025 0 0
ATMEL CORP COMMON 049513104 9 2315 SH DEFINED 1 0 0 2315
ATMEL CORP COMMON 049513104 41 10500 SH DEFINED 10 10500 0 0
ATMEL CORP COMMON 049513104 2118 540300 SH DEFINED 16 493200 0 47100
ATMEL CORP COMMON 049513104 31 8000 SH DEFINED 25 0 0 8000
ATMEL CORP COMMON 049513104 17 4300 SH DEFINED 5,16 4300 0 0
ATMEL CORP COMMON 049513104 25 6400 SH DEFINED 7 6400 0 0
ATMEL CORP COMMON 049513104 123 31500 SH DEFINED 9 31500 0 0
ATWOOD OCEANICS INC COMMON 050095108 47 900 SH DEFINED 16 700 0 200
AUDIBLE INC COMMON 05069A302 3 100 SH DEFINED 25 0 0 100
AUGUST TECHNOLOGY CORP COMMON 05106U105 6253 593793 SH DEFINED 1 593793 0 0
AUTODESK INC COMMON 052769106 51714 1362700 SH DEFINED 1 1362700 0 0
AUTODESK INC COMMON 052769106 68310 1800000 SH DEFINED 1,2 1800000 0 0
AUTODESK INC COMMON 052769106 3233 85200 SH DEFINED 1,3 85200 0 0
AUTODESK INC COMMON 052769106 152 4000 SH DEFINED 10,16 4000 0 0
AUTODESK INC COMMON 052769106 828 21806 SH DEFINED 16 21806 0 0
AUTODESK INC COMMON 052769106 13301 350500 SH DEFINED 2 350500 0 0
AUTODESK INC COMMON 052769106 421 11103 SH DEFINED 25 0 0 11103
AUTODESK INC COMMON 052769106 143 3760 SH DEFINED 7 3760 0 0
AUTOLIV INC COMMON 052800109 6134 127000 SH DEFINED 1 127000 0 0
AUTOLIV INC COMMON 052800109 159 3300 SH DEFINED 10 3300 0 0
AUTOLIV INC COMMON 052800109 42 874 SH DEFINED 12 874 0 0
AUTOLIV INC COMMON 052800109 351 7269 SH DEFINED 12,9 7269 0 0
AUTOLIV INC COMMON 052800109 18475 382500 SH DEFINED 16 364700 0 17800
AUTOLIV INC COMMON 052800109 1179 24400 SH DEFINED 16,9 24400 0 0
AUTOLIV INC COMMON 052800109 1449 30000 SH DEFINED 2 30000 0 0
AUTOLIV INC COMMON 052800109 60 1238 SH DEFINED 24 1238 0 0
AUTOLIV INC COMMON 052800109 68 1400 SH DEFINED 5,16 1400 0 0
AUTOLIV INC COMMON 052800109 483 10003 SH DEFINED 7 10003 0 0
AUTOLIV INC COMMON 052800109 963 19942 SH DEFINED 9 19942 0 0
AUTOLIV INC COMMON 052800109 313 6489 SH DEFINED 9,14 6489 0 0
AUTOMATIC DATA PROCESSING COMMON 053015103 62666 1412990 SH DEFINED 1 1412990 0 0
AUTOMATIC DATA PROCESSING COMMON 053015103 63199 1425000 SH DEFINED 1,2 1425000 0 0
AUTOMATIC DATA PROCESSING COMMON 053015103 13533 305134 SH DEFINED 16 281734 0 23400
AUTOMATIC DATA PROCESSING COMMON 053015103 2821 63600 SH DEFINED 16,23 63600 0 0
AUTOMATIC DATA PROCESSING COMMON 053015103 2036 45900 SH DEFINED 16,9 45900 0 0
AUTOMATIC DATA PROCESSING COMMON 053015103 26621 600250 SH DEFINED 2 600250 0 0
AUTOMATIC DATA PROCESSING COMMON 053015103 319 7200 SH DEFINED 24 7200 0 0
AUTOMATIC DATA PROCESSING COMMON 053015103 17136 386384 SH DEFINED 25 314992 0 71392
AUTOMATIC DATA PROCESSING COMMON 053015103 2496 56270 SH DEFINED 7 56270 0 0
AUTOMATIC DATA PROCESSING COMMON 053015103 959 21615 SH DEFINED 9 21615 0 0
AUTOMATIC DATA PROC(AUD)CVT 0. CONVERT 053015AC7 22025 19111000 SH DEFINED 16 2825000 0 16286000
AUTONATION INC COMMON 05329W102 482 25096 SH DEFINED 16 25096 0 0
AUTONATION INC COMMON 05329W102 127 6600 SH DEFINED 7 6600 0 0
AUTOZONE INC COMMON 053332102 201 2200 SH DEFINED 10 2200 0 0
AUTOZONE INC COMMON 053332102 2109 23100 SH DEFINED 10,16 23100 0 0
AUTOZONE INC COMMON 053332102 374 4100 SH DEFINED 10,8 4100 0 0
AUTOZONE INC COMMON 053332102 33445 366280 SH DEFINED 16 327780 0 38500
AUTOZONE INC COMMON 053332102 785 8600 SH DEFINED 16,15 8600 0 0
AUTOZONE INC COMMON 053332102 1443 15800 SH DEFINED 16,9 15800 0 0
AUTOZONE INC COMMON 053332102 384 4204 SH DEFINED 24 4204 0 0
AUTOZONE INC COMMON 053332102 913 10000 SH DEFINED 3 10000 0 0
AUTOZONE INC COMMON 053332102 1242 13600 SH DEFINED 5,16 13600 0 0
AUTOZONE INC COMMON 053332102 13852 151702 SH DEFINED 7 151702 0 0
AUTOZONE INC COMMON 053332102 1001 10965 SH DEFINED 9 10965 0 0
AUTOZONE INC COMMON 053332102 63 695 SH DEFINED 9,11 695 0 0
AVALONBAY COMMUNITIES INC COMMON 053484101 407 5400 SH DEFINED 10,16 5400 0 0
AVALONBAY COMMUNITIES INC COMMON 053484101 75 1000 SH DEFINED 10,8 1000 0 0
AVALONBAY COMMUNITIES INC COMMON 053484101 93585 1242825 SH DEFINED 16 891242 0 351583
AVALONBAY COMMUNITIES INC COMMON 053484101 151 2000 SH DEFINED 16,15 2000 0 0
AVALONBAY COMMUNITIES INC COMMON 053484101 6493 86223 SH DEFINED 5,16 86223 0 0
AVANT IMMUNOTHERAPEUTICS INC COMMON 053491106 0 54 SH DEFINED 6 54 0 0
AVANT IMMUNOTHERAPEUTICS INC COMMON 053491106 0 21 SH DEFINED 7 21 0 0
AVAYA INC COMMON 053499109 132409 7698170 SH DEFINED 1 7698170 0 0
AVAYA INC COMMON 053499109 25800 1500000 SH DEFINED 1,2 1500000 0 0
AVAYA INC COMMON 053499109 4799 279000 SH DEFINED 1,3 279000 0 0
AVAYA INC COMMON 053499109 10205 593300 SH DEFINED 10 593300 0 0
AVAYA INC COMMON 053499109 442 25700 SH DEFINED 10,23 25700 0 0
AVAYA INC COMMON 053499109 3198 185911 SH DEFINED 16 147411 0 38500
AVAYA INC COMMON 053499109 7397 430060 SH DEFINED 16,23 430060 0 0
AVAYA INC COMMON 053499109 10369 602850 SH DEFINED 2 556550 0 46300
AVAYA INC COMMON 053499109 3165 184000 SH DEFINED 21 184000 0 0
AVAYA INC COMMON 053499109 34 1951 SH DEFINED 25 333 0 1618
AVAYA INC COMMON 053499109 0 18 SH DEFINED 4 18 0 0
AVAYA INC COMMON 053499109 0 8 SH DEFINED 6 8 0 0
AVAYA INC COMMON 053499109 15 899 SH DEFINED 7 899 0 0
AVAYA INC COMMON 053499109 194 11270 SH DEFINED 9 11270 0 0
AVERY DENNISON CORP COMMON 053611109 630 10502 SH DEFINED 16 10502 0 0
AVERY DENNISON CORP COMMON 053611109 3856 64297 SH DEFINED 25 6504 0 57793
AVERY DENNISON CORP COMMON 053611109 64 1070 SH DEFINED 7 1070 0 0
AVERY DENNISON CORP COMMON 053611109 227 3790 SH DEFINED 9 3790 0 0
AVIALL INC COMMON 05366B102 5 200 SH DEFINED 7 200 0 0
AVICI SYSTEMS INC COMMON 05367L802 64 7052 SH DEFINED 19 0 0 7052
AVID TECHNOLOGY INC COMMON 05367P100 43287 701000 SH DEFINED 1 701000 0 0
AVID TECHNOLOGY INC COMMON 05367P100 494 8000 SH DEFINED 16 8000 0 0
AVID TECHNOLOGY INC COMMON 05367P100 1155 18700 SH DEFINED 16,23 18700 0 0
AVID TECHNOLOGY INC COMMON 05367P100 4934 79900 SH DEFINED 2 79900 0 0
AVIGEN INC COMMON 053690103 2 500 SH DEFINED 25 0 0 500
AVISTA CORP COMMON 05379B107 2329 131800 SH DEFINED 1 131800 0 0
AVISTA CORP COMMON 05379B107 5704 322800 SH DEFINED 16 185400 0 137400
AVISTA CORP COMMON 05379B107 136 7700 SH DEFINED 16,15 7700 0 0
AVISTA CORP COMMON 05379B107 1666 94300 SH DEFINED 5,16 94300 0 0
AVISTA CORP COMMON 05379B107 76 4300 SH DEFINED 7 4300 0 0
AVNET INC COMMON 053807103 84 4600 SH DEFINED 16 4600 0 0
AVNET INC COMMON 053807103 57 3125 SH DEFINED 9 3125 0 0
AVON PRODUCTS INC COMMON 054303102 11625 300400 SH DEFINED 1 300400 0 0
AVON PRODUCTS INC COMMON 054303102 2220 57370 SH DEFINED 16 55470 0 1900
AVON PRODUCTS INC COMMON 054303102 317 8200 SH DEFINED 16,9 8200 0 0
AVON PRODUCTS INC COMMON 054303102 13 344 SH DEFINED 17,9 344 0 0
AVON PRODUCTS INC COMMON 054303102 655 16932 SH DEFINED 24 16932 0 0
AVON PRODUCTS INC COMMON 054303102 2578 66616 SH DEFINED 25 60705 0 5911
AVON PRODUCTS INC COMMON 054303102 1 31 SH DEFINED 4 31 0 0
AVON PRODUCTS INC COMMON 054303102 2384 61605 SH DEFINED 6 61605 0 0
AVON PRODUCTS INC COMMON 054303102 23267 601214 SH DEFINED 7 601214 0 0
AVON PRODUCTS INC COMMON 054303102 722 18657 SH DEFINED 9 18657 0 0
AXA ADR COMMON 054536107 52 2110 SH DEFINED 25 0 0 2110
AXA ADR COMMON 054536107 26 1066 SH DEFINED 7 1066 0 0
AXCELIS TECHNOLOGIES COMMON 054540109 3932 483600 SH DEFINED 16 262000 0 221600
AXCELIS TECHNOLOGIES COMMON 054540109 98 12100 SH DEFINED 16,15 12100 0 0
AXCELIS TECHNOLOGIES COMMON 054540109 497 61100 SH DEFINED 5,16 61100 0 0
AXCELIS TECHNOLOGIES COMMON 054540109 2 294 SH DEFINED 7 294 0 0
AXSYS TECHNOLOGIES INC COMMON 054615109 53 3000 SH DEFINED 25 3000 0 0
AZTAR CORP COMMON 054802103 2888 82700 SH DEFINED 1 82700 0 0
AZTAR CORP COMMON 054802103 7 210 SH DEFINED 16 210 0 0
AZTAR CORP COMMON 054802103 388 11100 SH DEFINED 16,15 11100 0 0
AZTAR CORP COMMON 054802103 17 500 SH DEFINED 25 0 0 500
BB&T CORPORATION COMMON 054937107 57743 1373200 SH DEFINED 1 1373200 0 0
BB&T CORPORATION COMMON 054937107 29826 709300 SH DEFINED 1,2 709300 0 0
BB&T CORPORATION COMMON 054937107 2206 52462 SH DEFINED 16 52462 0 0
BB&T CORPORATION COMMON 054937107 317 7550 SH DEFINED 2 7550 0 0
BB&T CORPORATION COMMON 054937107 29 700 SH DEFINED 25 700 0 0
BB&T CORPORATION COMMON 054937107 17 400 SH DEFINED 6 400 0 0
BB&T CORPORATION COMMON 054937107 1456 34634 SH DEFINED 7 34634 0 0
BB&T CORPORATION COMMON 054937107 590 14020 SH DEFINED 9 14020 0 0
BASF AG ADR COMMON 055262505 32311 448643 SH DEFINED 13 428158 0 20485
BASF AG ADR COMMON 055262505 60437 839173 SH DEFINED 16 811424 0 27749
BCE INC COMMON 05534B109 17082 710800 SH DEFINED 1,3 710800 0 0
BCE INC COMMON 05534B109 117287 4878965 SH DEFINED 13 4414925 0 464040
BCE INC COMMON 05534B109 25725 1066115 SH DEFINED 16 1030669 0 35446
BCE INC COMMON 05534B109 805 33500 SH DEFINED 16,23 33500 0 0
BCE INC COMMON 05534B109 175 7300 SH DEFINED 2 7300 0 0
BCE INC COMMON 05534B109 573455 23862240 SH DEFINED 3 23862240 0 0
BCE INC COMMON 05534B109 13489 561300 SH DEFINED 5,13 561300 0 0
BCE INC COMMON 05534B109 320 13297 SH DEFINED 9 13297 0 0
THE BISYS GROUP INC COMMON 055472104 4218 256400 SH DEFINED 1 256400 0 0
THE BISYS GROUP INC COMMON 055472104 80 4850 SH DEFINED 7 4850 0 0
BJ SERVICES CO COMMON 055482103 187813 4035520 SH DEFINED 1 4035520 0 0
BJ SERVICES CO COMMON 055482103 88547 1902600 SH DEFINED 1,2 1902600 0 0
BJ SERVICES CO COMMON 055482103 535 11500 SH DEFINED 1,3 11500 0 0
BJ SERVICES CO COMMON 055482103 200 4300 SH DEFINED 10 4300 0 0
BJ SERVICES CO COMMON 055482103 18250 392137 SH DEFINED 16 350437 0 41700
BJ SERVICES CO COMMON 055482103 1173 25200 SH DEFINED 16,15 25200 0 0
BJ SERVICES CO COMMON 055482103 1103 23700 SH DEFINED 16,9 23700 0 0
BJ SERVICES CO COMMON 055482103 23856 512600 SH DEFINED 2 512600 0 0
BJ SERVICES CO COMMON 055482103 373 8013 SH DEFINED 24 8013 0 0
BJ SERVICES CO COMMON 055482103 105 2250 SH DEFINED 25 2000 0 250
BJ SERVICES CO COMMON 055482103 21460 461098 SH DEFINED 4 461098 0 0
BJ SERVICES CO COMMON 055482103 88 1900 SH DEFINED 5,16 1900 0 0
BJ SERVICES CO COMMON 055482103 223 4800 SH DEFINED 5,2 4800 0 0
BJ SERVICES CO COMMON 055482103 56 1200 SH DEFINED 7 1200 0 0
BJ SERVICES CO COMMON 055482103 296 6352 SH DEFINED 9 6352 0 0
BJS WHOLESALE CLUB INC COMMON 05548J106 39864 1368500 SH DEFINED 1 1368500 0 0
BJS WHOLESALE CLUB INC COMMON 05548J106 90 3100 SH DEFINED 10 3100 0 0
BJS WHOLESALE CLUB INC COMMON 05548J106 7105 243905 SH DEFINED 16 210405 0 33500
BJS WHOLESALE CLUB INC COMMON 05548J106 9 300 SH DEFINED 16,15 300 0 0
BJS WHOLESALE CLUB INC COMMON 05548J106 516 17700 SH DEFINED 16,9 17700 0 0
BJS WHOLESALE CLUB INC COMMON 05548J106 492 16900 SH DEFINED 2 0 0 16900
BJS WHOLESALE CLUB INC COMMON 05548J106 19 650 SH DEFINED 25 0 0 650
BJS WHOLESALE CLUB INC COMMON 05548J106 87 3000 SH DEFINED 5,16 3000 0 0
BJS WHOLESALE CLUB INC COMMON 05548J106 352 12089 SH DEFINED 7 12089 0 0
BOC GROUP PLC ADR COMMON 055617609 18 473 SH DEFINED 25 0 0 473
BP PLC ADR COMMON 055622104 168744 2889460 SH DEFINED 1 2889460 0 0
BP PLC ADR COMMON 055622104 84271 1443000 SH DEFINED 1,2 1443000 0 0
BP PLC ADR COMMON 055622104 21052 360482 SH DEFINED 13 344482 0 16000
BP PLC ADR COMMON 055622104 43264 740823 SH DEFINED 16 716410 0 24413
BP PLC ADR COMMON 055622104 2359 40400 SH DEFINED 16,15 40400 0 0
BP PLC ADR COMMON 055622104 2799 47925 SH DEFINED 2 47925 0 0
BP PLC ADR COMMON 055622104 40452 692667 SH DEFINED 25 170671 0 521996
BP PLC ADR COMMON 055622104 3 58 SH DEFINED 4 58 0 0
BP PLC ADR COMMON 055622104 2138 36611 SH DEFINED 6 36611 0 0
BP PLC ADR COMMON 055622104 31872 545746 SH DEFINED 7 545746 0 0
BP PRUDHOE BAY ROYALTY TRUST COMMON 055630107 531 11000 SH DEFINED 1 11000 0 0
BRT REALTY TRUST COMMON 055645303 341 14000 SH DEFINED 16 8200 0 5800
BRT REALTY TRUST COMMON 055645303 7 300 SH DEFINED 16,15 300 0 0
BRT REALTY TRUST COMMON 055645303 97 4000 SH DEFINED 5,16 4000 0 0
BRE PROPERTIES CL A COMMON 05564E106 47869 1187514 SH DEFINED 16 863874 0 323640
BRE PROPERTIES CL A COMMON 05564E106 157 3897 SH DEFINED 25 0 0 3897
BRE PROPERTIES CL A COMMON 05564E106 3144 78000 SH DEFINED 5,16 78000 0 0
BRE PROPERTIES SERIES D 6.75 P PREFERRED 05564E601 5020 200000 SH DEFINED 16 200000 0 0
BMC SOFTWARE INC COMMON 055921100 249 13400 SH DEFINED 10 13400 0 0
BMC SOFTWARE INC COMMON 055921100 210 11300 SH DEFINED 10,16 11300 0 0
BMC SOFTWARE INC COMMON 055921100 41 2200 SH DEFINED 10,8 2200 0 0
BMC SOFTWARE INC COMMON 055921100 25573 1374913 SH DEFINED 16 1278845 0 96068
BMC SOFTWARE INC COMMON 055921100 84 4500 SH DEFINED 16,15 4500 0 0
BMC SOFTWARE INC COMMON 055921100 863 46400 SH DEFINED 16,9 46400 0 0
BMC SOFTWARE INC COMMON 055921100 305 16380 SH DEFINED 24 16380 0 0
BMC SOFTWARE INC COMMON 055921100 443 23830 SH DEFINED 5,16 11900 0 11930
BMC SOFTWARE INC COMMON 055921100 1218 65500 SH DEFINED 7 65500 0 0
BMC SOFTWARE INC COMMON 055921100 367 19706 SH DEFINED 9 19706 0 0
BAKER HUGHES INC COMMON 057224107 92031 2156800 SH DEFINED 1 2156800 0 0
BAKER HUGHES INC COMMON 057224107 76849 1801000 SH DEFINED 1,2 1801000 0 0
BAKER HUGHES INC COMMON 057224107 119 2800 SH DEFINED 10 2800 0 0
BAKER HUGHES INC COMMON 057224107 25980 608863 SH DEFINED 16 520163 0 88700
BAKER HUGHES INC COMMON 057224107 2607 61100 SH DEFINED 16,9 61100 0 0
BAKER HUGHES INC COMMON 057224107 14 333 SH DEFINED 17,9 333 0 0
BAKER HUGHES INC COMMON 057224107 5903 138350 SH DEFINED 2 138350 0 0
BAKER HUGHES INC COMMON 057224107 662 15509 SH DEFINED 24 15509 0 0
BAKER HUGHES INC COMMON 057224107 940 22030 SH DEFINED 25 600 0 21430
BAKER HUGHES INC COMMON 057224107 2 43 SH DEFINED 4 43 0 0
BAKER HUGHES INC COMMON 057224107 51 1200 SH DEFINED 5,16 1200 0 0
BAKER HUGHES INC COMMON 057224107 246 5774 SH DEFINED 7 5774 0 0
BAKER HUGHES INC COMMON 057224107 631 14799 SH DEFINED 9 14799 0 0
BALDOR ELECTRIC COMMON 057741100 86 3125 SH DEFINED 7 3125 0 0
BALL CORP COMMON 058498106 51434 1169480 SH DEFINED 1 1169480 0 0
BALL CORP COMMON 058498106 677 15400 SH DEFINED 1,3 15400 0 0
BALL CORP COMMON 058498106 97 2200 SH DEFINED 10 2200 0 0
BALL CORP COMMON 058498106 5582 126916 SH DEFINED 16 117016 0 9900
BALL CORP COMMON 058498106 4424 100600 SH DEFINED 2 100600 0 0
BALL CORP COMMON 058498106 194 4400 SH DEFINED 25 0 0 4400
BALL CORP COMMON 058498106 40 900 SH DEFINED 5,16 900 0 0
BALL CORP COMMON 058498106 308 7000 SH DEFINED 5,2 7000 0 0
BALL CORP COMMON 058498106 465 10580 SH DEFINED 7 10580 0 0
BALL CORP COMMON 058498106 26 582 SH DEFINED 9 582 0 0
BALLARD POWER SYSTEMS INC COMMON 05858H104 1 100 SH DEFINED 25 0 0 100
BALLARD POWER SYSTEMS INC COMMON 05858H104 5 725 SH DEFINED 7 725 0 0
BANCFIRST CORP COMMON 05945F103 371 4700 SH DEFINED 16 3000 0 1700
BANCFIRST CORP COMMON 05945F103 8 100 SH DEFINED 16,15 100 0 0
BANCFIRST CORP COMMON 05945F103 142 1800 SH DEFINED 5,16 1800 0 0
BANCO BRADESCO SA ADR REP1 PRF COMMON 059460303 1861 74250 SH DEFINED 10 74250 0 0
BANCO BRADESCO SA ADR REP1 PRF COMMON 059460303 902 36000 SH DEFINED 5,13 36000 0 0
BANCO ITAU HOLDING FIN-ADR COMMON 059602201 274 3650 SH DEFINED 10 3650 0 0
BANCO ITAU HOLDING FIN-ADR COMMON 059602201 530 7050 SH DEFINED 10,16 7050 0 0
BANCO ITAU HOLDING FIN-ADR COMMON 059602201 1158 15400 SH DEFINED 10,23 15400 0 0
BANCO ITAU HOLDING FIN-ADR COMMON 059602201 586 7800 SH DEFINED 13,15 7800 0 0
BANCO ITAU HOLDING FIN-ADR COMMON 059602201 1496 19900 SH DEFINED 2 19900 0 0
BANCO SANTANDER CEN ADR COMMON 05964H105 0 20 SH DEFINED 13 20 0 0
BANCO SANTANDER CEN ADR COMMON 05964H105 1713 138518 SH DEFINED 16 62300 0 76218
BANCO SANTANDER CEN ADR COMMON 05964H105 25 2000 SH DEFINED 25 0 0 2000
BANCO SANTANDER CHILE ADR COMMON 05965X109 406 12000 SH DEFINED 10 12000 0 0
BANCORPSOUTH INC COMMON 059692103 1509 61900 SH DEFINED 16 32800 0 29100
BANCORPSOUTH INC COMMON 059692103 39 1600 SH DEFINED 16,15 1600 0 0
BANCORPSOUTH INC COMMON 059692103 5 200 SH DEFINED 25 0 0 200
BANCORPSOUTH INC COMMON 059692103 185 7600 SH DEFINED 5,16 7600 0 0
BANDAG INC COMMON 059815100 2565 51500 SH DEFINED 1 51500 0 0
BANDAG INC COMMON 059815100 518 10400 SH DEFINED 16 7500 0 2900
BANDAG INC COMMON 059815100 10 200 SH DEFINED 16,15 200 0 0
BANDAG INC COMMON 059815100 418 8400 SH DEFINED 5,16 8400 0 0
BANDAG INC COMMON 059815100 42 840 SH DEFINED 7 840 0 0
BANDAG INC-CL A COMMON 059815308 5 117 SH DEFINED 7 117 0 0
BANK OF AMERICA CORP COMMON 060505104 201884 4296318 SH DEFINED 1 4290958 0 5360
BANK OF AMERICA CORP COMMON 060505104 94497 2011000 SH DEFINED 1,2 2011000 0 0
BANK OF AMERICA CORP COMMON 060505104 9765 207800 SH DEFINED 10,16 207800 0 0
BANK OF AMERICA CORP COMMON 060505104 1729 36800 SH DEFINED 10,8 36800 0 0
BANK OF AMERICA CORP COMMON 060505104 94 2004 SH DEFINED 12 2004 0 0
BANK OF AMERICA CORP COMMON 060505104 834 17745 SH DEFINED 12,9 17745 0 0
BANK OF AMERICA CORP COMMON 060505104 181737 3867573 SH DEFINED 16 3609623 0 257950
BANK OF AMERICA CORP COMMON 060505104 3609 76800 SH DEFINED 16,15 76800 0 0
BANK OF AMERICA CORP COMMON 060505104 11621 247300 SH DEFINED 16,9 247300 0 0
BANK OF AMERICA CORP COMMON 060505104 78 1658 SH DEFINED 17,9 1658 0 0
BANK OF AMERICA CORP COMMON 060505104 37519 798450 SH DEFINED 2 798450 0 0
BANK OF AMERICA CORP COMMON 060505104 4449 94676 SH DEFINED 24 94676 0 0
BANK OF AMERICA CORP COMMON 060505104 84657 1801601 SH DEFINED 25 230856 0 1570745
BANK OF AMERICA CORP COMMON 060505104 6 124 SH DEFINED 4 124 0 0
BANK OF AMERICA CORP COMMON 060505104 5324 113300 SH DEFINED 5,16 113300 0 0
BANK OF AMERICA CORP COMMON 060505104 157 3350 SH DEFINED 6 3350 0 0
BANK OF AMERICA CORP COMMON 060505104 21222 451621 SH DEFINED 7 451621 0 0
BANK OF AMERICA CORP COMMON 060505104 329 7000 SH DEFINED 8 7000 0 0
BANK OF AMERICA CORP COMMON 060505104 10758 228933 SH DEFINED 9 228933 0 0
BANK OF AMERICA CORP COMMON 060505104 187 3984 SH DEFINED 9,11 3984 0 0
BANK OF AMERICA CORP COMMON 060505104 623 13260 SH DEFINED 9,14 13260 0 0
BANK OF GRANITE CORP COMMON 062401104 21 1000 SH DEFINED 16 1000 0 0
BANK OF GRANITE CORP COMMON 062401104 52 2500 SH DEFINED 5,16 2500 0 0
BANK OF GRANITE CORP COMMON 062401104 5 233 SH DEFINED 7 233 0 0
BANK OF HAWAII CORP COMMON 062540109 11701 230600 SH DEFINED 1 230600 0 0
BANK OF HAWAII CORP COMMON 062540109 7088 139700 SH DEFINED 16 139700 0 0
BANK OF HAWAII CORP COMMON 062540109 969 19100 SH DEFINED 16,9 19100 0 0
BANK OF HAWAII CORP COMMON 062540109 523 10300 SH DEFINED 2 10300 0 0
BANK OF HAWAII CORP COMMON 062540109 581 11452 SH DEFINED 25 0 0 11452
BANK OF MARIN-CA COMMON 063431100 56 1428 SH DEFINED 25 0 0 1428
BANK OF MONTREAL COMMON 063671101 51823 1079700 SH DEFINED 1,3 1079700 0 0
BANK OF MONTREAL COMMON 063671101 109 2261 SH DEFINED 12 2261 0 0
BANK OF MONTREAL COMMON 063671101 972 20261 SH DEFINED 12,9 20261 0 0
BANK OF MONTREAL COMMON 063671101 1632 33900 SH DEFINED 16 33900 0 0
BANK OF MONTREAL COMMON 063671101 701 14600 SH DEFINED 2 14600 0 0
BANK OF MONTREAL COMMON 063671101 251 5227 SH DEFINED 24 5227 0 0
BANK OF MONTREAL COMMON 063671101 106703 2223100 SH DEFINED 3 2223100 0 0
BANK OF MONTREAL COMMON 063671101 3447 71812 SH DEFINED 9 71812 0 0
BANK OF MONTREAL COMMON 063671101 700 14583 SH DEFINED 9,14 14583 0 0
BANK OF THE OZARKS COMMON 063904106 2518 74000 SH DEFINED 1 74000 0 0
BANK OF THE OZARKS COMMON 063904106 27 800 SH DEFINED 25 0 0 800
BANK OF THE OZARKS COMMON 063904106 9 275 SH DEFINED 7 275 0 0
BANK OF NEW YORK CO INC COMMON 064057102 342292 10242125 SH DEFINED 1 10242125 0 0
BANK OF NEW YORK CO INC COMMON 064057102 1916 57330 SH DEFINED 10,16 57330 0 0
BANK OF NEW YORK CO INC COMMON 064057102 175442 5249599 SH DEFINED 16 3707341 330 1541928
BANK OF NEW YORK CO INC COMMON 064057102 1269 37970 SH DEFINED 16,23 37970 0 0
BANK OF NEW YORK CO INC COMMON 064057102 4191 125400 SH DEFINED 2 125400 0 0
BANK OF NEW YORK CO INC COMMON 064057102 204 6100 SH DEFINED 2,23 6100 0 0
BANK OF NEW YORK CO INC COMMON 064057102 10590 316879 SH DEFINED 25 309274 0 7605
BANK OF NEW YORK CO INC COMMON 064057102 22508 673484 SH DEFINED 4 673484 0 0
BANK OF NEW YORK CO INC COMMON 064057102 1370 40980 SH DEFINED 5,16 26720 0 14260
BANK OF NEW YORK CO INC COMMON 064057102 5156 154272 SH DEFINED 7 154272 0 0
BANK OF NEW YORK CO INC COMMON 064057102 831 24877 SH DEFINED 9 24877 0 0
BANK OF NOVA SCOTIA COMMON 064149107 94202 2785324 SH DEFINED 1,3 2785324 0 0
BANK OF NOVA SCOTIA COMMON 064149107 24 700 SH DEFINED 12 700 0 0
BANK OF NOVA SCOTIA COMMON 064149107 202 5961 SH DEFINED 12,9 5961 0 0
BANK OF NOVA SCOTIA COMMON 064149107 2129 62900 SH DEFINED 16 62900 0 0
BANK OF NOVA SCOTIA COMMON 064149107 1174 34700 SH DEFINED 2 34700 0 0
BANK OF NOVA SCOTIA COMMON 064149107 37 1100 SH DEFINED 24 1100 0 0
BANK OF NOVA SCOTIA COMMON 064149107 616588 18231000 SH DEFINED 3 18231000 0 0
BANK OF NOVA SCOTIA COMMON 064149107 2061 60930 SH DEFINED 9 60930 0 0
BANK OF NOVA SCOTIA COMMON 064149107 193 5700 SH DEFINED 9,14 5700 0 0
BANKATLANTIC BANCORP INC CL A COMMON 065908501 118 5950 SH DEFINED 7 5950 0 0
BANKNORTH GROUP INC COMMON 06646R107 1187 32428 SH DEFINED 16 32428 0 0
BANKNORTH GROUP INC COMMON 06646R107 183 5000 SH DEFINED 16,9 5000 0 0
BANKNORTH GROUP INC COMMON 06646R107 55 1500 SH DEFINED 24 1500 0 0
BANKNORTH GROUP INC COMMON 06646R107 3 83 SH DEFINED 4 83 0 0
BANKNORTH GROUP INC COMMON 06646R107 202 5515 SH DEFINED 7 5515 0 0
BANKNORTH GROUP INC COMMON 06646R107 221 6051 SH DEFINED 9 6051 0 0
BANKUNITED FINANCIAL CORP CL A COMMON 06652B103 107 3350 SH DEFINED 7 3350 0 0
BANNER CORPORATION COMMON 06652V109 41 1300 SH DEFINED 16 1300 0 0
BANNER CORPORATION COMMON 06652V109 97 3100 SH DEFINED 5,16 3100 0 0
BANNER CORPORATION COMMON 06652V109 9 275 SH DEFINED 7 275 0 0
BANTA CORP COMMON 066821109 2735 61100 SH DEFINED 1 61100 0 0
BANTA CORP COMMON 066821109 40 900 SH DEFINED 7 900 0 0
BARD (C.R.) INC COMMON 067383109 57610 900440 SH DEFINED 1 900440 0 0
BARD (C.R.) INC COMMON 067383109 60915 952100 SH DEFINED 1,2 952100 0 0
BARD (C.R.) INC COMMON 067383109 84 1310 SH DEFINED 10,16 1310 0 0
BARD (C.R.) INC COMMON 067383109 2793 43654 SH DEFINED 16 42354 0 1300
BARD (C.R.) INC COMMON 067383109 4095 64000 SH DEFINED 16,23 64000 0 0
BARD (C.R.) INC COMMON 067383109 314 4900 SH DEFINED 16,9 4900 0 0
BARD (C.R.) INC COMMON 067383109 9763 152600 SH DEFINED 2 152600 0 0
BARD (C.R.) INC COMMON 067383109 128 2000 SH DEFINED 21 2000 0 0
BARD (C.R.) INC COMMON 067383109 1060 16569 SH DEFINED 24 16569 0 0
BARD (C.R.) INC COMMON 067383109 1753 27400 SH DEFINED 25 0 0 27400
BARD (C.R.) INC COMMON 067383109 164 2560 SH DEFINED 7 2560 0 0
BARD (C.R.) INC COMMON 067383109 260 4062 SH DEFINED 9 4062 0 0
BARCLAYS PLC ADR COMMON 06738E204 5 100 SH DEFINED 25 0 0 100
BARNES & NOBLE INC COMMON 067774109 48 1500 SH DEFINED 10 1500 0 0
BARNES & NOBLE INC COMMON 067774109 2762 85600 SH DEFINED 16 78500 0 7100
BARNES & NOBLE INC COMMON 067774109 129 4000 SH DEFINED 16,9 4000 0 0
BARNES & NOBLE INC COMMON 067774109 97 3000 SH DEFINED 25 0 0 3000
BARNES & NOBLE INC COMMON 067774109 23 700 SH DEFINED 5,16 700 0 0
BARNES GROUP INC COMMON 067806109 29 1100 SH DEFINED 7 1100 0 0
BARRICK GOLD CORP COMMON 067901108 8404 347000 SH DEFINED 1 347000 0 0
BARRICK GOLD CORP COMMON 067901108 30027 1246000 SH DEFINED 1,3 1246000 0 0
BARRICK GOLD CORP COMMON 067901108 2500 103200 SH DEFINED 16 103200 0 0
BARRICK GOLD CORP COMMON 067901108 381 15800 SH DEFINED 2 15800 0 0
BARRICK GOLD CORP COMMON 067901108 346951 14397250 SH DEFINED 3 14397250 0 0
BARRICK GOLD CORP COMMON 067901108 499 20716 SH DEFINED 9 20716 0 0
BARR PHARMACEUTICALS INC COMMON 068306109 16390 359900 SH DEFINED 1 359900 0 0
BARR PHARMACEUTICALS INC COMMON 068306109 13107 287820 SH DEFINED 16 277962 0 9858
BARR PHARMACEUTICALS INC COMMON 068306109 182 4000 SH DEFINED 16,23 4000 0 0
BARR PHARMACEUTICALS INC COMMON 068306109 2172 47700 SH DEFINED 2 47700 0 0
BARR PHARMACEUTICALS INC COMMON 068306109 68 1500 SH DEFINED 21 1500 0 0
BARR PHARMACEUTICALS INC COMMON 068306109 691 15170 SH DEFINED 5,16 0 0 15170
BARR PHARMACEUTICALS INC COMMON 068306109 72 1590 SH DEFINED 7 1590 0 0
BILL BARRETT CORP COMMON 06846N104 1094 34200 SH DEFINED 1 34200 0 0
BILL BARRETT CORP COMMON 06846N104 5048 157800 SH DEFINED 1,2 157800 0 0
BILL BARRETT CORP COMMON 06846N104 749 23400 SH DEFINED 2 23400 0 0
BARRY (R.G.) COMMON 068798107 78 22221 SH DEFINED 25 22221 0 0
BAUSCH & LOMB INC COMMON 071707103 32 500 SH DEFINED 1 0 0 500
BAUSCH & LOMB INC COMMON 071707103 322 5000 SH DEFINED 10 5000 0 0
BAUSCH & LOMB INC COMMON 071707103 2005 31100 SH DEFINED 10,16 31100 0 0
BAUSCH & LOMB INC COMMON 071707103 355 5500 SH DEFINED 10,8 5500 0 0
BAUSCH & LOMB INC COMMON 071707103 58538 908124 SH DEFINED 16 832724 0 75400
BAUSCH & LOMB INC COMMON 071707103 741 11500 SH DEFINED 16,15 11500 0 0
BAUSCH & LOMB INC COMMON 071707103 2217 34400 SH DEFINED 16,9 34400 0 0
BAUSCH & LOMB INC COMMON 071707103 282 4370 SH DEFINED 24 4370 0 0
BAUSCH & LOMB INC COMMON 071707103 34 525 SH DEFINED 25 0 0 525
BAUSCH & LOMB INC COMMON 071707103 1231 19100 SH DEFINED 5,16 19100 0 0
BAUSCH & LOMB INC COMMON 071707103 308 4772 SH DEFINED 9 4772 0 0
BAUSCH & LOMB INC COMMON 071707103 24 372 SH DEFINED 9,11 372 0 0
BAXTER INTERNATIONAL INC COMMON 071813109 95766 2772600 SH DEFINED 1 2772600 0 0
BAXTER INTERNATIONAL INC COMMON 071813109 4113 119066 SH DEFINED 16 119066 0 0
BAXTER INTERNATIONAL INC COMMON 071813109 5633 163100 SH DEFINED 16,23 163100 0 0
BAXTER INTERNATIONAL INC COMMON 071813109 629 18224 SH DEFINED 19 0 0 18224
BAXTER INTERNATIONAL INC COMMON 071813109 311 9000 SH DEFINED 2 9000 0 0
BAXTER INTERNATIONAL INC COMMON 071813109 667 19300 SH DEFINED 21 19300 0 0
BAXTER INTERNATIONAL INC COMMON 071813109 1248 36129 SH DEFINED 25 343 0 35786
BAXTER INTERNATIONAL INC COMMON 071813109 13861 401300 SH DEFINED 3 401300 0 0
BAXTER INTERNATIONAL INC COMMON 071813109 169 4896 SH DEFINED 7 4896 0 0
BAXTER INTERNATIONAL INC COMMON 071813109 695 20121 SH DEFINED 9 20121 0 0
BE AEROSPACE INC COMMON 073302101 1577 135500 SH DEFINED 16 73300 0 62200
BE AEROSPACE INC COMMON 073302101 43 3700 SH DEFINED 16,15 3700 0 0
BE AEROSPACE INC COMMON 073302101 210 18000 SH DEFINED 5,16 18000 0 0
BEA SYSTEMS INC COMMON 073325102 150 16900 SH DEFINED 10 16900 0 0
BEA SYSTEMS INC COMMON 073325102 8641 975300 SH DEFINED 16 897400 0 77900
BEA SYSTEMS INC COMMON 073325102 207 23400 SH DEFINED 16,9 23400 0 0
BEA SYSTEMS INC COMMON 073325102 35 3900 SH DEFINED 24 3900 0 0
BEA SYSTEMS INC COMMON 073325102 7 800 SH DEFINED 25 0 0 800
BEA SYSTEMS INC COMMON 073325102 64 7200 SH DEFINED 5,16 7200 0 0
BEA SYSTEMS INC COMMON 073325102 88 9898 SH DEFINED 7 9898 0 0
BEA SYSTEMS INC COMMON 073325102 135 15263 SH DEFINED 9 15263 0 0
BEAR STEARNS COMPANIES INC COMMON 073902108 9933 97090 SH DEFINED 1 97090 0 0
BEAR STEARNS COMPANIES INC COMMON 073902108 174 1700 SH DEFINED 10 1700 0 0
BEAR STEARNS COMPANIES INC COMMON 073902108 9288 90780 SH DEFINED 10,16 90780 0 0
BEAR STEARNS COMPANIES INC COMMON 073902108 1115 10900 SH DEFINED 10,8 10900 0 0
BEAR STEARNS COMPANIES INC COMMON 073902108 1195 11685 SH DEFINED 13 11685 0 0
BEAR STEARNS COMPANIES INC COMMON 073902108 92978 908791 SH DEFINED 16 845023 0 63768
BEAR STEARNS COMPANIES INC COMMON 073902108 2322 22700 SH DEFINED 16,15 22700 0 0
BEAR STEARNS COMPANIES INC COMMON 073902108 1811 17700 SH DEFINED 16,9 17700 0 0
BEAR STEARNS COMPANIES INC COMMON 073902108 1524 14900 SH DEFINED 2 14900 0 0
BEAR STEARNS COMPANIES INC COMMON 073902108 904 8837 SH DEFINED 24 8837 0 0
BEAR STEARNS COMPANIES INC COMMON 073902108 72 701 SH DEFINED 25 0 0 701
BEAR STEARNS COMPANIES INC COMMON 073902108 43 424 SH DEFINED 4 424 0 0
BEAR STEARNS COMPANIES INC COMMON 073902108 4148 40545 SH DEFINED 5,16 34400 0 6145
BEAR STEARNS COMPANIES INC COMMON 073902108 311 3037 SH DEFINED 7 3037 0 0
BEAR STEARNS COMPANIES INC COMMON 073902108 348 3400 SH DEFINED 8 3400 0 0
BEAR STEARNS COMPANIES INC COMMON 073902108 1196 11687 SH DEFINED 9 11687 0 0
BEAR STEARNS COMPANIES INC COMMON 073902108 109 1068 SH DEFINED 9,11 1068 0 0
BEAZER HOMES USA INC COMMON 07556Q105 18481 126400 SH DEFINED 1 126400 0 0
BEAZER HOMES USA INC COMMON 07556Q105 6886 47100 SH DEFINED 2 47100 0 0
BEBE STORES INC COMMON 075571109 14830 549675 SH DEFINED 1 549675 0 0
BEBE STORES INC COMMON 075571109 5558 206023 SH DEFINED 2 206023 0 0
BECKMAN COULTER INC COMMON 075811109 3852 57500 SH DEFINED 1 57500 0 0
BECKMAN COULTER INC COMMON 075811109 295 4400 SH DEFINED 2 4400 0 0
BECKMAN COULTER INC COMMON 075811109 20 300 SH DEFINED 25 0 0 300
BECKMAN COULTER INC COMMON 075811109 50 750 SH DEFINED 7 750 0 0
BECTON DICKINSON & CO COMMON 075887109 116587 2052580 SH DEFINED 1 2052580 0 0
BECTON DICKINSON & CO COMMON 075887109 58743 1034200 SH DEFINED 1,2 1034200 0 0
BECTON DICKINSON & CO COMMON 075887109 62 1100 SH DEFINED 10 1100 0 0
BECTON DICKINSON & CO COMMON 075887109 5441 95800 SH DEFINED 10,16 95800 0 0
BECTON DICKINSON & CO COMMON 075887109 932 16400 SH DEFINED 10,8 16400 0 0
BECTON DICKINSON & CO COMMON 075887109 95269 1677267 SH DEFINED 16 1551367 0 125900
BECTON DICKINSON & CO COMMON 075887109 1937 34100 SH DEFINED 16,15 34100 0 0
BECTON DICKINSON & CO COMMON 075887109 3862 68000 SH DEFINED 16,23 68000 0 0
BECTON DICKINSON & CO COMMON 075887109 3715 65400 SH DEFINED 16,9 65400 0 0
BECTON DICKINSON & CO COMMON 075887109 13751 242100 SH DEFINED 2 242100 0 0
BECTON DICKINSON & CO COMMON 075887109 125 2200 SH DEFINED 21 2200 0 0
BECTON DICKINSON & CO COMMON 075887109 626 11016 SH DEFINED 24 11016 0 0
BECTON DICKINSON & CO COMMON 075887109 7987 140620 SH DEFINED 25 130600 0 10020
BECTON DICKINSON & CO COMMON 075887109 77 1356 SH DEFINED 4 1356 0 0
BECTON DICKINSON & CO COMMON 075887109 2902 51100 SH DEFINED 5,16 51100 0 0
BECTON DICKINSON & CO COMMON 075887109 308 5425 SH DEFINED 7 5425 0 0
BECTON DICKINSON & CO COMMON 075887109 346 6100 SH DEFINED 8 6100 0 0
BECTON DICKINSON & CO COMMON 075887109 1922 33840 SH DEFINED 9 33840 0 0
BECTON DICKINSON & CO COMMON 075887109 116 2039 SH DEFINED 9,11 2039 0 0
BED BATH & BEYOND INC COMMON 075896100 50533 1268715 SH DEFINED 1 1268715 0 0
BED BATH & BEYOND INC COMMON 075896100 68834 1728200 SH DEFINED 1,2 1728200 0 0
BED BATH & BEYOND INC COMMON 075896100 1395 35030 SH DEFINED 10,16 35030 0 0
BED BATH & BEYOND INC COMMON 075896100 135766 3408637 SH DEFINED 16 2382708 200 1025729
BED BATH & BEYOND INC COMMON 075896100 922 23160 SH DEFINED 16,23 23160 0 0
BED BATH & BEYOND INC COMMON 075896100 291 7300 SH DEFINED 16,9 7300 0 0
BED BATH & BEYOND INC COMMON 075896100 24 606 SH DEFINED 17,9 606 0 0
BED BATH & BEYOND INC COMMON 075896100 23447 588665 SH DEFINED 2 588665 0 0
BED BATH & BEYOND INC COMMON 075896100 39 990 SH DEFINED 24 990 0 0
BED BATH & BEYOND INC COMMON 075896100 2413 60575 SH DEFINED 25 57350 0 3225
BED BATH & BEYOND INC COMMON 075896100 39 980 SH DEFINED 4 980 0 0
BED BATH & BEYOND INC COMMON 075896100 1611 40440 SH DEFINED 5,16 40440 0 0
BED BATH & BEYOND INC COMMON 075896100 14718 369533 SH DEFINED 7 369533 0 0
BED BATH & BEYOND INC COMMON 075896100 611 15344 SH DEFINED 9 15344 0 0
BEDFORD PROPERTY INVESTORS COMMON 076446301 1466 51600 SH DEFINED 16 18500 0 33100
BEDFORD PROPERTY INVESTORS COMMON 076446301 355 12500 SH DEFINED 5,16 12500 0 0
BELLSOUTH CORP COMMON 079860102 70 2515 SH DEFINED 1 0 0 2515
BELLSOUTH CORP COMMON 079860102 5586 201000 SH DEFINED 10,16 201000 0 0
BELLSOUTH CORP COMMON 079860102 995 35800 SH DEFINED 10,8 35800 0 0
BELLSOUTH CORP COMMON 079860102 64861 2333963 SH DEFINED 16 2138588 0 195375
BELLSOUTH CORP COMMON 079860102 2076 74700 SH DEFINED 16,15 74700 0 0
BELLSOUTH CORP COMMON 079860102 7187 258620 SH DEFINED 16,23 258620 0 0
BELLSOUTH CORP COMMON 079860102 4007 144200 SH DEFINED 16,9 144200 0 0
BELLSOUTH CORP COMMON 079860102 29 1031 SH DEFINED 17,9 1031 0 0
BELLSOUTH CORP COMMON 079860102 1067 38392 SH DEFINED 24 38392 0 0
BELLSOUTH CORP COMMON 079860102 2749 98912 SH DEFINED 25 20100 0 78812
BELLSOUTH CORP COMMON 079860102 3060 110100 SH DEFINED 5,16 110100 0 0
BELLSOUTH CORP COMMON 079860102 58 2100 SH DEFINED 6 2100 0 0
BELLSOUTH CORP COMMON 079860102 1491 53666 SH DEFINED 7 53666 0 0
BELLSOUTH CORP COMMON 079860102 325 11700 SH DEFINED 8 11700 0 0
BELLSOUTH CORP COMMON 079860102 2638 94941 SH DEFINED 9 94941 0 0
BELLSOUTH CORP COMMON 079860102 79 2826 SH DEFINED 9,11 2826 0 0
BELO CORPORATION COMMON 080555105 54782 2087716 SH DEFINED 1 2087716 0 0
BELO CORPORATION COMMON 080555105 544 20750 SH DEFINED 1,3 20750 0 0
BELO CORPORATION COMMON 080555105 886 33771 SH DEFINED 16 33771 0 0
BELO CORPORATION COMMON 080555105 1375 52410 SH DEFINED 16,15 52410 0 0
BELO CORPORATION COMMON 080555105 4050 154350 SH DEFINED 2 154350 0 0
BELO CORPORATION COMMON 080555105 495 18846 SH DEFINED 25 0 0 18846
BELO CORPORATION COMMON 080555105 23822 907841 SH DEFINED 4 907841 0 0
BELO CORPORATION COMMON 080555105 244 9300 SH DEFINED 5,2 9300 0 0
BELO CORPORATION COMMON 080555105 55 2100 SH DEFINED 7 2100 0 0
BEMA GOLD CORPORATION COMMON 08135F107 261 85700 SH DEFINED 1 85700 0 0
BEMA GOLD CORPORATION COMMON 08135F107 4132 1354900 SH DEFINED 1,3 1354900 0 0
BEMA GOLD CORPORATION COMMON 08135F107 45 14700 SH DEFINED 2 14700 0 0
BEMIS COMPANY COMMON 081437105 812 27900 SH DEFINED 1 27900 0 0
BEMIS COMPANY COMMON 081437105 296 10167 SH DEFINED 16 10167 0 0
BEMIS COMPANY COMMON 081437105 72 2475 SH DEFINED 7 2475 0 0
BENCHMARK ELECTRONICS INC COMMON 08160H101 16068 471200 SH DEFINED 1 471200 0 0
BENCHMARK ELECTRONICS INC COMMON 08160H101 3 81 SH DEFINED 16 81 0 0
BENCHMARK ELECTRONICS INC COMMON 08160H101 2404 70500 SH DEFINED 2 70500 0 0
BENCHMARK ELECTRONICS INC COMMON 08160H101 16 475 SH DEFINED 7 475 0 0
BERKLEY (WR) CORP COMMON 084423102 81 1707 SH DEFINED 1 0 0 1707
BERKLEY (WR) CORP COMMON 084423102 185 3912 SH DEFINED 16 3912 0 0
BERKLEY (WR) CORP COMMON 084423102 175 3700 SH DEFINED 16,9 3700 0 0
BERKLEY (WR) CORP COMMON 084423102 382 8098 SH DEFINED 25 0 0 8098
BERKSHIRE HATHAWAY INC CL A COMMON 084670108 17228 196 SH DEFINED 25 36 0 160
BERKSHIRE HATHAWAY INC CL A COMMON 084670108 440 5 SH DEFINED 7 5 0 0
BERKSHIRE HATHAWAY INC CLASS B COMMON 084670207 12 4 SH DEFINED 1 4 0 0
BERKSHIRE HATHAWAY INC CLASS B COMMON 084670207 4991 1700 SH DEFINED 16 1700 0 0
BERKSHIRE HATHAWAY INC CLASS B COMMON 084670207 7863 2678 SH DEFINED 25 1341 0 1337
BERKSHIRE HATHAWAY INC CLASS B COMMON 084670207 1110 378 SH DEFINED 6 378 0 0
BERKSHIRE HATHAWAY INC CLASS B COMMON 084670207 3174 1081 SH DEFINED 7 1081 0 0
BERKSHIRE HILLS BANCORP INC COMMON 084680107 52 1400 SH DEFINED 16 1200 0 200
BERKSHIRE HILLS BANCORP INC COMMON 084680107 104 2800 SH DEFINED 5,16 2800 0 0
BEST BUY COMPANY INC COMMON 086516101 69865 1175780 SH DEFINED 1 1175780 0 0
BEST BUY COMPANY INC COMMON 086516101 53478 900000 SH DEFINED 1,2 900000 0 0
BEST BUY COMPANY INC COMMON 086516101 4214 70923 SH DEFINED 16 65023 0 5900
BEST BUY COMPANY INC COMMON 086516101 814 13700 SH DEFINED 16,9 13700 0 0
BEST BUY COMPANY INC COMMON 086516101 23101 388780 SH DEFINED 2 388780 0 0
BEST BUY COMPANY INC COMMON 086516101 207 3484 SH DEFINED 24 3484 0 0
BEST BUY COMPANY INC COMMON 086516101 113 1900 SH DEFINED 25 1800 0 100
BEST BUY COMPANY INC COMMON 086516101 4 75 SH DEFINED 4 75 0 0
BEST BUY COMPANY INC COMMON 086516101 24 400 SH DEFINED 6 400 0 0
BEST BUY COMPANY INC COMMON 086516101 13443 226244 SH DEFINED 7 226244 0 0
BEST BUY COMPANY INC COMMON 086516101 583 9806 SH DEFINED 9 9806 0 0
BEVERLY ENTERPRISES INC COMMON 087851309 3593 392700 SH DEFINED 1 392700 0 0
BHP LTD-ADR COMMON 088606108 2469 102800 SH DEFINED 1 102800 0 0
BHP LTD-ADR COMMON 088606108 251 10432 SH DEFINED 4 10432 0 0
BIG LOTS INC COMMON 089302103 129 10676 SH DEFINED 16 10676 0 0
BIG LOTS INC COMMON 089302103 17 1400 SH DEFINED 25 0 0 1400
BINDVIEW DEVELOPMENT CORP COMMON 090327107 1 237 SH DEFINED 6 237 0 0
BIO RAD LABORATORIES CL A COMMON 090572207 10252 178700 SH DEFINED 1 178700 0 0
BIO RAD LABORATORIES CL A COMMON 090572207 4 70 SH DEFINED 16 70 0 0
BIO RAD LABORATORIES CL A COMMON 090572207 4303 75000 SH DEFINED 3 75000 0 0
BIO RAD LABORATORIES CL A COMMON 090572207 23 400 SH DEFINED 7 400 0 0
BIOCRYST PHARMACEUTICALS INC COMMON 09058V103 91 15796 SH DEFINED 6 15796 0 0
BIOMET INC COMMON 090613100 36193 834125 SH DEFINED 1 834125 0 0
BIOMET INC COMMON 090613100 137554 3170175 SH DEFINED 1,2 3170175 0 0
BIOMET INC COMMON 090613100 17067 393351 SH DEFINED 16 310561 0 82790
BIOMET INC COMMON 090613100 256 5900 SH DEFINED 16,9 5900 0 0
BIOMET INC COMMON 090613100 20915 482025 SH DEFINED 2 482025 0 0
BIOMET INC COMMON 090613100 699 16111 SH DEFINED 24 16111 0 0
BIOMET INC COMMON 090613100 81 1875 SH DEFINED 25 0 0 1875
BIOMET INC COMMON 090613100 1024 23600 SH DEFINED 3 23600 0 0
BIOMET INC COMMON 090613100 589 13580 SH DEFINED 5,16 13580 0 0
BIOMET INC COMMON 090613100 8070 185998 SH DEFINED 7 185998 0 0
BIOMET INC COMMON 090613100 390 8993 SH DEFINED 9 8993 0 0
BIOGEN IDEC INC COMMON 09062X103 31134 467400 SH DEFINED 1 467400 0 0
BIOGEN IDEC INC COMMON 09062X103 66610 1000000 SH DEFINED 1,2 1000000 0 0
BIOGEN IDEC INC COMMON 09062X103 167 2500 SH DEFINED 12,2 2500 0 0
BIOGEN IDEC INC COMMON 09062X103 4362 65493 SH DEFINED 16 61393 0 4100
BIOGEN IDEC INC COMMON 09062X103 400 6000 SH DEFINED 16,23 6000 0 0
BIOGEN IDEC INC COMMON 09062X103 806 12100 SH DEFINED 16,9 12100 0 0
BIOGEN IDEC INC COMMON 09062X103 6714 100800 SH DEFINED 2 100800 0 0
BIOGEN IDEC INC COMMON 09062X103 40 600 SH DEFINED 21 600 0 0
BIOGEN IDEC INC COMMON 09062X103 93 1400 SH DEFINED 24 1400 0 0
BIOGEN IDEC INC COMMON 09062X103 401 6015 SH DEFINED 25 1240 0 4775
BIOGEN IDEC INC COMMON 09062X103 77 1150 SH DEFINED 7 1150 0 0
BIOGEN IDEC INC COMMON 09062X103 733 11005 SH DEFINED 9 11005 0 0
BIOMED REALTY TRUST INC COMMON 09063H107 11087 499200 SH DEFINED 16 462100 0 37100
BIOPURE CORP COMMON 09065H105 0 300 SH DEFINED 25 0 0 300
BIOVAIL CORPORATION COMMON 09067J109 3777 229700 SH DEFINED 1,3 229700 0 0
BIOVAIL CORPORATION COMMON 09067J109 39 2400 SH DEFINED 2 2400 0 0
BIOLASE TECHNOLOGY INC COMMON 090911108 33 3000 SH DEFINED 25 0 0 3000
BIOSITE INC COMMON 090945106 3 50 SH DEFINED 25 50 0 0
BIOSITE INC COMMON 090945106 52 850 SH DEFINED 7 850 0 0
BIOMIRA INC COMMON 09161R106 2 650 SH DEFINED 25 0 0 650
BLACK & DECKER CORP COMMON 091797100 29435 333240 SH DEFINED 1 333240 0 0
BLACK & DECKER CORP COMMON 091797100 159 1800 SH DEFINED 10 1800 0 0
BLACK & DECKER CORP COMMON 091797100 2260 25590 SH DEFINED 10,16 25590 0 0
BLACK & DECKER CORP COMMON 091797100 380 4300 SH DEFINED 10,8 4300 0 0
BLACK & DECKER CORP COMMON 091797100 52907 598965 SH DEFINED 16 541565 0 57400
BLACK & DECKER CORP COMMON 091797100 786 8900 SH DEFINED 16,15 8900 0 0
BLACK & DECKER CORP COMMON 091797100 2270 25700 SH DEFINED 16,9 25700 0 0
BLACK & DECKER CORP COMMON 091797100 1996 22600 SH DEFINED 2 22600 0 0
BLACK & DECKER CORP COMMON 091797100 388 4389 SH DEFINED 24 4389 0 0
BLACK & DECKER CORP COMMON 091797100 54 607 SH DEFINED 4 607 0 0
BLACK & DECKER CORP COMMON 091797100 1237 14000 SH DEFINED 5,16 14000 0 0
BLACK & DECKER CORP COMMON 091797100 277 3140 SH DEFINED 7 3140 0 0
BLACK & DECKER CORP COMMON 091797100 398 4508 SH DEFINED 9 4508 0 0
BLACK BOX CORPORATION COMMON 091826107 4178 87000 SH DEFINED 16 52200 0 34800
BLACK BOX CORPORATION COMMON 091826107 91 1900 SH DEFINED 16,15 1900 0 0
BLACK BOX CORPORATION COMMON 091826107 1138 23700 SH DEFINED 5,16 23700 0 0
BLACKBAUD INC COMMON 09227Q100 3985 272230 SH DEFINED 7 272230 0 0
BLACKROCK INVT QUALITY MUNI CF COMMON 09247D105 1 56 SH DEFINED 25 0 0 56
BLACKROCK INSD MUNI 2008 TR CF COMMON 09247K109 3 200 SH DEFINED 25 0 0 200
BLACKROCK MUNI TARGET TR-06 CF COMMON 09247M105 35 3300 SH DEFINED 25 0 0 3300
BLACKROCK LTD DURATION INC CF COMMON 09249W101 52 2550 SH DEFINED 25 0 0 2550
BLACKROCK MUNI 2020 TERM TRS C COMMON 09249X109 26 1700 SH DEFINED 25 0 0 1700
BLOCK H & R INC COMMON 093671105 147265 3005400 SH DEFINED 1 3005400 0 0
BLOCK H & R INC COMMON 093671105 20025 408668 SH DEFINED 16 397141 0 11527
BLOCK H & R INC COMMON 093671105 152 3100 SH DEFINED 16,9 3100 0 0
BLOCK H & R INC COMMON 093671105 24 491 SH DEFINED 17,9 491 0 0
BLOCK H & R INC COMMON 093671105 2791 56950 SH DEFINED 2 56950 0 0
BLOCK H & R INC COMMON 093671105 132 2700 SH DEFINED 2,23 2700 0 0
BLOCK H & R INC COMMON 093671105 161 3288 SH DEFINED 24 3288 0 0
BLOCK H & R INC COMMON 093671105 20 400 SH DEFINED 25 0 0 400
BLOCK H & R INC COMMON 093671105 14325 292349 SH DEFINED 4 292349 0 0
BLOCK H & R INC COMMON 093671105 745 15205 SH DEFINED 5,16 0 0 15205
BLOCK H & R INC COMMON 093671105 312 6375 SH DEFINED 9 6375 0 0
BLOCKBUSTER INC CL A COMMON 093679108 8341 874312 SH DEFINED 10 874312 0 0
BLOCKBUSTER INC CL A COMMON 093679108 1519 159217 SH DEFINED 10,23 159217 0 0
BLOCKBUSTER INC CL A COMMON 093679108 23 2448 SH DEFINED 25 0 0 2448
BLOCKBUSTER INC CL A COMMON 093679108 1 121 SH DEFINED 6 121 0 0
BLOCKBUSTER INC CL A COMMON 093679108 6 639 SH DEFINED 7 639 0 0
BLOCKBUSTER INC-CL B COMMON 093679207 2514 285334 SH DEFINED 10 285334 0 0
BLOCKBUSTER INC-CL B COMMON 093679207 22 2448 SH DEFINED 25 0 0 2448
BLOCKBUSTER INC-CL B COMMON 093679207 1 121 SH DEFINED 6 121 0 0
BLOCKBUSTER INC-CL B COMMON 093679207 6 639 SH DEFINED 7 639 0 0
BLOUNT INTERNATIONAL INC COMMON 095180105 34459 1978100 SH DEFINED 1 1978100 0 0
BLOUNT INTERNATIONAL INC COMMON 095180105 1131 64900 SH DEFINED 16 38100 0 26800
BLOUNT INTERNATIONAL INC COMMON 095180105 28 1600 SH DEFINED 16,15 1600 0 0
BLOUNT INTERNATIONAL INC COMMON 095180105 3785 217300 SH DEFINED 2 217300 0 0
BLOUNT INTERNATIONAL INC COMMON 095180105 319 18300 SH DEFINED 5,16 18300 0 0
BLUE COAT SYSTEMS INC COMMON 09534T508 12 650 SH DEFINED 25 0 0 650
BLUE NILE INC COMMON 09578R103 40 1450 SH DEFINED 7 1450 0 0
BLUEGREEN CORP COMMON 096231105 46 2300 SH DEFINED 16 2300 0 0
BLUEGREEN CORP COMMON 096231105 119 6000 SH DEFINED 5,16 6000 0 0
BLYTH INDUSTRIES INC COMMON 09643P108 148 5000 SH DEFINED 25 5000 0 0
BLYTH INDUSTRIES INC COMMON 09643P108 7947 268831 SH DEFINED 7 268831 0 0
BOEING CO COMMON 097023105 40213 776760 SH DEFINED 1 776760 0 0
BOEING CO COMMON 097023105 18120 350000 SH DEFINED 1,2 350000 0 0
BOEING CO COMMON 097023105 16038 309800 SH DEFINED 1,3 309800 0 0
BOEING CO COMMON 097023105 83 1600 SH DEFINED 10 1600 0 0
BOEING CO COMMON 097023105 9382 181220 SH DEFINED 10,16 181220 0 0
BOEING CO COMMON 097023105 3676 71000 SH DEFINED 10,2 71000 0 0
BOEING CO COMMON 097023105 1646 31800 SH DEFINED 10,8 31800 0 0
BOEING CO COMMON 097023105 141046 2724482 SH DEFINED 16 2501482 0 223000
BOEING CO COMMON 097023105 3427 66200 SH DEFINED 16,15 66200 0 0
BOEING CO COMMON 097023105 5860 113200 SH DEFINED 16,9 113200 0 0
BOEING CO COMMON 097023105 18 353 SH DEFINED 17,9 353 0 0
BOEING CO COMMON 097023105 4732 91400 SH DEFINED 2 91400 0 0
BOEING CO COMMON 097023105 1013 19566 SH DEFINED 24 19566 0 0
BOEING CO COMMON 097023105 2161 41733 SH DEFINED 25 1100 0 40633
BOEING CO COMMON 097023105 39 755 SH DEFINED 4 755 0 0
BOEING CO COMMON 097023105 5094 98400 SH DEFINED 5,16 98400 0 0
BOEING CO COMMON 097023105 723 13962 SH DEFINED 7 13962 0 0
BOEING CO COMMON 097023105 316 6100 SH DEFINED 8 6100 0 0
BOEING CO COMMON 097023105 2699 52130 SH DEFINED 9 52130 0 0
BOEING CO COMMON 097023105 108 2083 SH DEFINED 9,11 2083 0 0
BOLT TECHNOLOGY CORP COMMON 097698104 30 6000 SH DEFINED 6 6000 0 0
BON-TON STORES COMMON 09776J101 531 33700 SH DEFINED 16 24300 0 9400
BON-TON STORES COMMON 09776J101 8 500 SH DEFINED 16,15 500 0 0
BON-TON STORES COMMON 09776J101 43 2700 SH DEFINED 5,16 2700 0 0
THE BOMBAY COMPANY INC COMMON 097924104 4800 868000 SH DEFINED 1 868000 0 0
BONE CARE INTERNATIONAL INC COMMON 098072101 6344 227802 SH DEFINED 1 227802 0 0
BOOKHAM INC COMMON 09856E105 15994 3304624 SH DEFINED 10 3304624 0 0
BOOKHAM INC COMMON 09856E105 2077 429042 SH DEFINED 10,23 429042 0 0
BORDERS GROUP INC COMMON 099709107 48 1895 SH DEFINED 1 0 0 1895
BORDERS GROUP INC COMMON 099709107 124 4900 SH DEFINED 10 4900 0 0
BORDERS GROUP INC COMMON 099709107 9496 373850 SH DEFINED 16 346150 0 27700
BORDERS GROUP INC COMMON 099709107 767 30200 SH DEFINED 16,9 30200 0 0
BORDERS GROUP INC COMMON 099709107 334 13138 SH DEFINED 25 0 0 13138
BORDERS GROUP INC COMMON 099709107 53 2100 SH DEFINED 5,16 2100 0 0
BORG WARNER INC COMMON 099724106 108 2000 SH DEFINED 25 0 0 2000
BOSTON BEER COMPANY INC CL A COMMON 100557107 2827 132900 SH DEFINED 16 84600 0 48300
BOSTON BEER COMPANY INC CL A COMMON 100557107 62 2900 SH DEFINED 16,15 2900 0 0
BOSTON BEER COMPANY INC CL A COMMON 100557107 644 30300 SH DEFINED 5,16 30300 0 0
BOSTON COMMUNICATIONS GROUP COMMON 100582105 902 97600 SH DEFINED 16 53200 0 44400
BOSTON COMMUNICATIONS GROUP COMMON 100582105 24 2600 SH DEFINED 16,15 2600 0 0
BOSTON COMMUNICATIONS GROUP COMMON 100582105 119 12900 SH DEFINED 5,16 12900 0 0
BOSTON PRIVATE FINANCIAL HOLDI COMMON 101119105 2609 92600 SH DEFINED 1 92600 0 0
BOSTON PRIVATE FINANCIAL HOLDI COMMON 101119105 11 395 SH DEFINED 25 0 0 395
BOSTON PRIVATE FINANCIAL HOLDI COMMON 101119105 13 475 SH DEFINED 7 475 0 0
BOSTON PROPERTIES INC COMMON 101121101 222092 3434239 SH DEFINED 16 2431280 0 1002959
BOSTON PROPERTIES INC COMMON 101121101 160 2470 SH DEFINED 25 170 0 2300
BOSTON PROPERTIES INC COMMON 101121101 16003 247453 SH DEFINED 5,16 247453 0 0
BOSTON PROPERTIES INC COMMON 101121101 85408 1320681 SH DEFINED 7 1320681 0 0
BOSTON SCIENTIFIC CORP COMMON 101137107 32279 908000 SH DEFINED 1 908000 0 0
BOSTON SCIENTIFIC CORP COMMON 101137107 1090 30650 SH DEFINED 10,16 30650 0 0
BOSTON SCIENTIFIC CORP COMMON 101137107 109805 3088748 SH DEFINED 16 2192436 180 896132
BOSTON SCIENTIFIC CORP COMMON 101137107 5628 158300 SH DEFINED 16,23 158300 0 0
BOSTON SCIENTIFIC CORP COMMON 101137107 1664 46800 SH DEFINED 2 46800 0 0
BOSTON SCIENTIFIC CORP COMMON 101137107 174 4900 SH DEFINED 21 4900 0 0
BOSTON SCIENTIFIC CORP COMMON 101137107 178 5000 SH DEFINED 25 0 0 5000
BOSTON SCIENTIFIC CORP COMMON 101137107 1411 39690 SH DEFINED 5,16 39690 0 0
BOSTON SCIENTIFIC CORP COMMON 101137107 222 6239 SH DEFINED 7 6239 0 0
BOSTON SCIENTIFIC CORP COMMON 101137107 710 19984 SH DEFINED 9 19984 0 0
BOWATER INC COMMON 102183100 33593 764000 SH DEFINED 1 764000 0 0
BOWATER INC COMMON 102183100 3997 90900 SH DEFINED 2 90900 0 0
BOYKIN LODGING COMPANY COMMON 103430104 145 15800 SH DEFINED 16 15800 0 0
BRADLEY PHARMACEUTICALS INC COMMON 104576103 0 20 SH DEFINED 25 20 0 0
BRADY CORP- CL A COMMON 104674106 4611 73700 SH DEFINED 1 73700 0 0
BRANDYWINE REALTY TRUST COMMON 105368203 53156 1808654 SH DEFINED 16 1365500 0 443154
BRANDYWINE REALTY TRUST COMMON 105368203 2483 84500 SH DEFINED 5,16 84500 0 0
BRASCAN CORPORATION COMMON 10549P606 5386 150200 SH DEFINED 1 150200 0 0
BRASCAN CORPORATION COMMON 10549P606 46196 1288349 SH DEFINED 1,3 1288349 0 0
BRASCAN CORPORATION COMMON 10549P606 1066 29600 SH DEFINED 16 29600 0 0
BRASCAN CORPORATION COMMON 10549P606 579 16150 SH DEFINED 2 16150 0 0
BRASCAN CORPORATION COMMON 10549P606 4482 125000 SH DEFINED 3 125000 0 0
BRASCAN CORPORATION COMMON 10549P606 133 3700 SH DEFINED 7 3700 0 0
BRASCAN CORPORATION COMMON 10549P606 358 9996 SH DEFINED 9 9996 0 0
BRASIL TELECOM PART SA ADR COMMON 105530109 290 7600 SH DEFINED 10,16 7600 0 0
BRIGGS & STRATTON COMMON 109043109 3002 72200 SH DEFINED 16 45500 0 26700
BRIGGS & STRATTON COMMON 109043109 62 1500 SH DEFINED 16,15 1500 0 0
BRIGGS & STRATTON COMMON 109043109 1701 40900 SH DEFINED 5,16 40900 0 0
BRIGHT HORIZONS FAMILY SOLUTIO COMMON 109195107 4857 75000 SH DEFINED 1 75000 0 0
BRIGHT HORIZONS FAMILY SOLUTIO COMMON 109195107 91 1400 SH DEFINED 7 1400 0 0
BRIGHTPOINT INC COMMON 109473405 2337 119600 SH DEFINED 16 77600 0 42000
BRIGHTPOINT INC COMMON 109473405 45 2300 SH DEFINED 16,15 2300 0 0
BRIGHTPOINT INC COMMON 109473405 920 47100 SH DEFINED 5,16 47100 0 0
BRINKER INTERNATIONAL INC COMMON 109641100 41316 1178100 SH DEFINED 1 1178100 0 0
BRINKER INTERNATIONAL INC COMMON 109641100 6169 175900 SH DEFINED 2 175900 0 0
BRINKER INTERNATIONAL INC COMMON 109641100 4 100 SH DEFINED 25 100 0 0
BRINKER INTERNATIONAL INC COMMON 109641100 120 3430 SH DEFINED 9 3430 0 0
THE BRINK'S CO COMMON 109696104 79 2000 SH DEFINED 10 2000 0 0
THE BRINK'S CO COMMON 109696104 19543 494500 SH DEFINED 16 398300 0 96200
THE BRINK'S CO COMMON 109696104 170 4300 SH DEFINED 16,15 4300 0 0
THE BRINK'S CO COMMON 109696104 952 24100 SH DEFINED 16,9 24100 0 0
THE BRINK'S CO COMMON 109696104 877 22200 SH DEFINED 5,16 22200 0 0
BRISTOL-MYERS SQUIBB CO COMMON 110122108 124427 4856625 SH DEFINED 1 4855370 0 1255
BRISTOL-MYERS SQUIBB CO COMMON 110122108 41889 1635000 SH DEFINED 1,2 1635000 0 0
BRISTOL-MYERS SQUIBB CO COMMON 110122108 3117 121655 SH DEFINED 10,16 121655 0 0
BRISTOL-MYERS SQUIBB CO COMMON 110122108 1290 50333 SH DEFINED 13 50333 0 0
BRISTOL-MYERS SQUIBB CO COMMON 110122108 59747 2332033 SH DEFINED 16 2198729 0 133304
BRISTOL-MYERS SQUIBB CO COMMON 110122108 6917 270000 SH DEFINED 16,23 270000 0 0
BRISTOL-MYERS SQUIBB CO COMMON 110122108 4273 166800 SH DEFINED 16,9 166800 0 0
BRISTOL-MYERS SQUIBB CO COMMON 110122108 28 1083 SH DEFINED 17,9 1083 0 0
BRISTOL-MYERS SQUIBB CO COMMON 110122108 2034 79400 SH DEFINED 2 79400 0 0
BRISTOL-MYERS SQUIBB CO COMMON 110122108 259 10100 SH DEFINED 21 10100 0 0
BRISTOL-MYERS SQUIBB CO COMMON 110122108 582 22700 SH DEFINED 24 22700 0 0
BRISTOL-MYERS SQUIBB CO COMMON 110122108 8450 329814 SH DEFINED 25 168014 0 161800
BRISTOL-MYERS SQUIBB CO COMMON 110122108 14975 584500 SH DEFINED 3 584500 0 0
BRISTOL-MYERS SQUIBB CO COMMON 110122108 2 74 SH DEFINED 4 74 0 0
BRISTOL-MYERS SQUIBB CO COMMON 110122108 571 22285 SH DEFINED 5,16 0 0 22285
BRISTOL-MYERS SQUIBB CO COMMON 110122108 2 92 SH DEFINED 6 92 0 0
BRISTOL-MYERS SQUIBB CO COMMON 110122108 2817 109969 SH DEFINED 7 109969 0 0
BRISTOL-MYERS SQUIBB CO COMMON 110122108 1686 65823 SH DEFINED 9 65823 0 0
BRITISH AIRWAYS PLC ADR COMMON 110419306 271 6000 SH DEFINED 25 0 0 6000
BROADCOM CORP CL A COMMON 111320107 42836 1327000 SH DEFINED 1 1327000 0 0
BROADCOM CORP CL A COMMON 111320107 7113 220359 SH DEFINED 16 154609 0 65750
BROADCOM CORP CL A COMMON 111320107 3376 104600 SH DEFINED 16,23 104600 0 0
BROADCOM CORP CL A COMMON 111320107 1840 57000 SH DEFINED 2 57000 0 0
BROADCOM CORP CL A COMMON 111320107 54 1687 SH DEFINED 25 0 0 1687
BROADCOM CORP CL A COMMON 111320107 252 7816 SH DEFINED 9 7816 0 0
BROADWING CORP COMMON 11161E101 4 400 SH DEFINED 25 0 0 400
BROCADE COMMUNICATIONS SYS COMMON 111621108 75 9792 SH DEFINED 25 0 0 9792
BROOKFIELD HOMES CORP COMMON 112723101 5577 164500 SH DEFINED 16 90000 0 74500
BROOKFIELD HOMES CORP COMMON 112723101 139 4100 SH DEFINED 16,15 4100 0 0
BROOKFIELD HOMES CORP COMMON 112723101 1003 29600 SH DEFINED 5,16 29600 0 0
BROOKFIELD PROPERTIES CORP COMMON 112900105 18313 489681 SH DEFINED 16 301066 0 188615
BROOKFIELD PROPERTIES CORP COMMON 112900105 3778 101200 SH DEFINED 3 101200 0 0
BROOKFIELD PROPERTIES CORP COMMON 112900105 426 11411 SH DEFINED 9 11411 0 0
BROOKLINE BANCORP INC COMMON 11373M107 219 13400 SH DEFINED 1 13400 0 0
BROOKLINE BANCORP INC COMMON 11373M107 9 568 SH DEFINED 7 568 0 0
BROOKS AUTOMATION INC COMMON 114340102 7 378 SH DEFINED 4 378 0 0
BROOKSTONE INC COMMON 114537103 585 29900 SH DEFINED 16 16200 0 13700
BROOKSTONE INC COMMON 114537103 16 800 SH DEFINED 16,15 800 0 0
BROOKSTONE INC COMMON 114537103 76 3900 SH DEFINED 5,16 3900 0 0
BROWN & BROWN INC COMMON 115236101 873 20040 SH DEFINED 24 20040 0 0
BROWN & BROWN INC COMMON 115236101 52 1200 SH DEFINED 25 0 0 1200
BROWN FORMAN CORP CL B COMMON 115637209 563 11572 SH DEFINED 16 11572 0 0
BROWN SHOE COMPANY INC COMMON 115736100 22 750 SH DEFINED 25 0 0 750
BRUNSWICK CORP COMMON 117043109 40846 825170 SH DEFINED 1 825170 0 0
BRUNSWICK CORP COMMON 117043109 452 9133 SH DEFINED 16 9133 0 0
BRUNSWICK CORP COMMON 117043109 4505 91000 SH DEFINED 2 91000 0 0
BRUNSWICK CORP COMMON 117043109 27 540 SH DEFINED 25 0 0 540
BRUNSWICK CORP COMMON 117043109 4 83 SH DEFINED 4 83 0 0
BUCKEYE TECHNOLOGIES INC COMMON 118255108 85 6500 SH DEFINED 7 6500 0 0
BUILDING MATERIAL HOLDING CP COMMON 120113105 777 20300 SH DEFINED 1 20300 0 0
BUILDING MATERIAL HOLDING CP COMMON 120113105 1202 31400 SH DEFINED 16 19300 0 12100
BUILDING MATERIAL HOLDING CP COMMON 120113105 27 700 SH DEFINED 16,15 700 0 0
BUILDING MATERIAL HOLDING CP COMMON 120113105 548 14300 SH DEFINED 5,16 14300 0 0
BUNGE FINCORPCVT(BG) 144A 3.75 CONVERT 120568AD2 22619 12575000 SH DEFINED 16 1875000 0 10700000
BURLINGTON NORTHERN SANTA FE COMMON 12189T104 95 2005 SH DEFINED 1 210 0 1795
BURLINGTON NORTHERN SANTA FE COMMON 12189T104 355 7500 SH DEFINED 10 7500 0 0
BURLINGTON NORTHERN SANTA FE COMMON 12189T104 5630 119000 SH DEFINED 10,16 119000 0 0
BURLINGTON NORTHERN SANTA FE COMMON 12189T104 994 21000 SH DEFINED 10,8 21000 0 0
BURLINGTON NORTHERN SANTA FE COMMON 12189T104 109616 2316970 SH DEFINED 16 2164170 0 152800
BURLINGTON NORTHERN SANTA FE COMMON 12189T104 2077 43900 SH DEFINED 16,15 43900 0 0
BURLINGTON NORTHERN SANTA FE COMMON 12189T104 4972 105100 SH DEFINED 16,9 105100 0 0
BURLINGTON NORTHERN SANTA FE COMMON 12189T104 829 17531 SH DEFINED 24 17531 0 0
BURLINGTON NORTHERN SANTA FE COMMON 12189T104 167 3538 SH DEFINED 25 2520 0 1018
BURLINGTON NORTHERN SANTA FE COMMON 12189T104 3217 68000 SH DEFINED 5,16 68000 0 0
BURLINGTON NORTHERN SANTA FE COMMON 12189T104 905 19125 SH DEFINED 7 19125 0 0
BURLINGTON NORTHERN SANTA FE COMMON 12189T104 180 3800 SH DEFINED 8 3800 0 0
BURLINGTON NORTHERN SANTA FE COMMON 12189T104 1455 30752 SH DEFINED 9 30752 0 0
BURLINGTON NORTHERN SANTA FE COMMON 12189T104 64 1359 SH DEFINED 9,11 1359 0 0
BURLINGTON RESOURCES INC COMMON 122014103 23677 544300 SH DEFINED 1 544300 0 0
BURLINGTON RESOURCES INC COMMON 122014103 24599 565500 SH DEFINED 1,2 565500 0 0
BURLINGTON RESOURCES INC COMMON 122014103 426 9800 SH DEFINED 10 9800 0 0
BURLINGTON RESOURCES INC COMMON 122014103 3154 72500 SH DEFINED 10,16 72500 0 0
BURLINGTON RESOURCES INC COMMON 122014103 557 12800 SH DEFINED 10,8 12800 0 0
BURLINGTON RESOURCES INC COMMON 122014103 73206 1682890 SH DEFINED 16 1567990 0 114900
BURLINGTON RESOURCES INC COMMON 122014103 1161 26700 SH DEFINED 16,15 26700 0 0
BURLINGTON RESOURCES INC COMMON 122014103 2658 61100 SH DEFINED 16,9 61100 0 0
BURLINGTON RESOURCES INC COMMON 122014103 15 354 SH DEFINED 17,9 354 0 0
BURLINGTON RESOURCES INC COMMON 122014103 3741 86000 SH DEFINED 2 86000 0 0
BURLINGTON RESOURCES INC COMMON 122014103 493 11340 SH DEFINED 24 11340 0 0
BURLINGTON RESOURCES INC COMMON 122014103 5850 134486 SH DEFINED 25 38002 0 96484
BURLINGTON RESOURCES INC COMMON 122014103 1910 43900 SH DEFINED 5,16 43900 0 0
BURLINGTON RESOURCES INC COMMON 122014103 500 11485 SH DEFINED 6 11485 0 0
BURLINGTON RESOURCES INC COMMON 122014103 8424 193656 SH DEFINED 7 193656 0 0
BURLINGTON RESOURCES INC COMMON 122014103 352 8100 SH DEFINED 8 8100 0 0
BURLINGTON RESOURCES INC COMMON 122014103 1180 27128 SH DEFINED 9 27128 0 0
BURLINGTON RESOURCES INC COMMON 122014103 44 1020 SH DEFINED 9,11 1020 0 0
BUTLER INTL INC COMMON 123649105 28 5200 SH DEFINED 25 5200 0 0
C&D TECHNOLOGIES INC COMMON 124661109 2210 129700 SH DEFINED 16 79800 0 49900
C&D TECHNOLOGIES INC COMMON 124661109 48 2800 SH DEFINED 16,15 2800 0 0
C&D TECHNOLOGIES INC COMMON 124661109 670 39300 SH DEFINED 5,16 39300 0 0
C&D TECHNOLOGIES INC COMMON 124661109 10 600 SH DEFINED 7 600 0 0
CBL & ASSOCIATES PROPERTIES COMMON 124830100 6208 81305 SH DEFINED 16 42200 0 39105
CBL & ASSOC PPTYS SER D 7.375 PREFERRED 124830605 7952 320000 SH DEFINED 16 320000 0 0
CBRL GROUP INC COMMON 12489V106 18797 449148 SH DEFINED 1 449148 0 0
CBRL GROUP INC COMMON 12489V106 39 940 SH DEFINED 16 940 0 0
CBRL GROUP INC COMMON 12489V106 1929 46100 SH DEFINED 16,15 46100 0 0
CB RICHARD ELLIS GROUP, INC. COMMON 12497T101 82644 2463300 SH DEFINED 1 2463300 0 0
CB RICHARD ELLIS GROUP, INC. COMMON 12497T101 482 14370 SH DEFINED 16 170 0 14200
CB RICHARD ELLIS GROUP, INC. COMMON 12497T101 6858 204400 SH DEFINED 2 187300 0 17100
CDW CORP COMMON 12512N105 76853 1158300 SH DEFINED 1 1158300 0 0
CDW CORP COMMON 12512N105 71028 1070500 SH DEFINED 1,2 1070500 0 0
CDW CORP COMMON 12512N105 1042 15711 SH DEFINED 16 12461 0 3250
CDW CORP COMMON 12512N105 2070 31200 SH DEFINED 16,23 31200 0 0
CDW CORP COMMON 12512N105 15897 239600 SH DEFINED 2 235200 0 4400
CDW CORP COMMON 12512N105 183 2757 SH DEFINED 24 2757 0 0
CDW CORP COMMON 12512N105 136 2050 SH DEFINED 7 2050 0 0
CDW CORP COMMON 12512N105 254 3834 SH DEFINED 9 3834 0 0
CEC ENTERTAINMENT INC COMMON 125137109 3955 98950 SH DEFINED 1 98950 0 0
CEC ENTERTAINMENT INC COMMON 125137109 148 3700 SH DEFINED 10 3700 0 0
CEC ENTERTAINMENT INC COMMON 125137109 13122 328300 SH DEFINED 16 303700 0 24600
CEC ENTERTAINMENT INC COMMON 125137109 420 10500 SH DEFINED 16,9 10500 0 0
CEC ENTERTAINMENT INC COMMON 125137109 64 1600 SH DEFINED 5,16 1600 0 0
CHC HELICOPTER CORP CL A COMMON 12541C203 5111 120500 SH DEFINED 1,3 120500 0 0
CHC HELICOPTER CORP CL A COMMON 12541C203 98 2300 SH DEFINED 2 2300 0 0
C.H. ROBINSON WORLDWIDE INC COMMON 12541W100 41268 743301 SH DEFINED 1 743301 0 0
C.H. ROBINSON WORLDWIDE INC COMMON 12541W100 361 6500 SH DEFINED 16 0 0 6500
C.H. ROBINSON WORLDWIDE INC COMMON 12541W100 1888 34000 SH DEFINED 2 25000 0 9000
C.H. ROBINSON WORLDWIDE INC COMMON 12541W100 11655 209927 SH DEFINED 7 209927 0 0
CIGNA CORP COMMON 125509109 838 10275 SH DEFINED 1 9500 0 775
CIGNA CORP COMMON 125509109 73 900 SH DEFINED 10 900 0 0
CIGNA CORP COMMON 125509109 4992 61200 SH DEFINED 10,16 61200 0 0
CIGNA CORP COMMON 125509109 881 10800 SH DEFINED 10,8 10800 0 0
CIGNA CORP COMMON 125509109 80530 987255 SH DEFINED 16 923155 0 64100
CIGNA CORP COMMON 125509109 1843 22600 SH DEFINED 16,15 22600 0 0
CIGNA CORP COMMON 125509109 2439 29900 SH DEFINED 16,9 29900 0 0
CIGNA CORP COMMON 125509109 559 6849 SH DEFINED 24 6849 0 0
CIGNA CORP COMMON 125509109 680 8333 SH DEFINED 25 1348 0 6985
CIGNA CORP COMMON 125509109 2 19 SH DEFINED 4 19 0 0
CIGNA CORP COMMON 125509109 2757 33800 SH DEFINED 5,16 33800 0 0
CIGNA CORP COMMON 125509109 369 4525 SH DEFINED 7 4525 0 0
CIGNA CORP COMMON 125509109 592 7254 SH DEFINED 9 7254 0 0
CIT GROUP INC COMMON 125581108 6080 132700 SH DEFINED 1 132700 0 0
CIT GROUP INC COMMON 125581108 15047 328400 SH DEFINED 1,3 328400 0 0
CIT GROUP INC COMMON 125581108 1814 39600 SH DEFINED 10 39600 0 0
CIT GROUP INC COMMON 125581108 4371 95400 SH DEFINED 10,2 95400 0 0
CIT GROUP INC COMMON 125581108 504 11000 SH DEFINED 10,23 11000 0 0
CIT GROUP INC COMMON 125581108 9402 205197 SH DEFINED 16 191197 0 14000
CIT GROUP INC COMMON 125581108 1384 30200 SH DEFINED 16,9 30200 0 0
CIT GROUP INC COMMON 125581108 2066 45100 SH DEFINED 2 45100 0 0
CIT GROUP INC COMMON 125581108 229 5000 SH DEFINED 24 5000 0 0
CIT GROUP INC COMMON 125581108 241 5255 SH DEFINED 7 5255 0 0
CIT GROUP INC COMMON 125581108 402 8769 SH DEFINED 9 8769 0 0
CKE RESTAURANTS INC COMMON 12561E105 840 57900 SH DEFINED 16 34700 0 23200
CKE RESTAURANTS INC COMMON 12561E105 17 1200 SH DEFINED 16,15 1200 0 0
CKE RESTAURANTS INC COMMON 12561E105 250 17200 SH DEFINED 5,16 17200 0 0
CLECO CORPORATION COMMON 12561W105 6279 309900 SH DEFINED 16 179100 0 130800
CLECO CORPORATION COMMON 12561W105 148 7300 SH DEFINED 16,15 7300 0 0
CLECO CORPORATION COMMON 12561W105 61 3000 SH DEFINED 25 0 0 3000
CLECO CORPORATION COMMON 12561W105 2002 98800 SH DEFINED 5,16 98800 0 0
CMGI INC COMMON 125750109 0 160 SH DEFINED 25 0 0 160
CMS ENERGY CORP COMMON 125896100 234 22415 SH DEFINED 16 22415 0 0
CMS ENERGY CORP COMMON 125896100 5 500 SH DEFINED 25 0 0 500
CMS ENERGY CORP COMMON 125896100 191 18300 SH DEFINED 7 18300 0 0
CSS INDUSTRIES INC COMMON 125906107 678 21350 SH DEFINED 16 12900 0 8450
CSS INDUSTRIES INC COMMON 125906107 16 500 SH DEFINED 16,15 500 0 0
CSS INDUSTRIES INC COMMON 125906107 218 6850 SH DEFINED 5,16 6850 0 0
CNA FINANCIAL CORP COMMON 126117100 128 4800 SH DEFINED 16,9 4800 0 0
CNF INC COMMON 12612W104 249 4975 SH DEFINED 7 4975 0 0
CNOOC LTD- ADR COMMON 126132109 11201 206700 SH DEFINED 1 206700 0 0
CNOOC LTD- ADR COMMON 126132109 249 4600 SH DEFINED 2 4600 0 0
CNOOC LTD- ADR COMMON 126132109 192 3550 SH DEFINED 4 3550 0 0
CNET NETWORKS INC COMMON 12613R104 6767 602600 SH DEFINED 1 602600 0 0
CNET NETWORKS INC COMMON 12613R104 548 48800 SH DEFINED 16 34800 0 14000
CNET NETWORKS INC COMMON 12613R104 8 700 SH DEFINED 16,15 700 0 0
CNET NETWORKS INC COMMON 12613R104 60 5300 SH DEFINED 25 1000 0 4300
CNET NETWORKS INC COMMON 12613R104 47 4200 SH DEFINED 5,16 4200 0 0
CPFL ENERGIA SA-ADR COMMON 126153105 596 30000 SH DEFINED 10 30000 0 0
CP HOLDRS COMMON 12616K106 324 4000 SH DEFINED 7 4000 0 0
CRH PLC ADR COMMON 12626K203 178 6652 SH DEFINED 4 6652 0 0
CSG SYSTEMS INTL INC COMMON 126349109 12047 644200 SH DEFINED 1 644200 0 0
CSG SYSTEMS INTL INC COMMON 126349109 11 600 SH DEFINED 16 600 0 0
CSX CORP COMMON 126408103 819 20426 SH DEFINED 16 20426 0 0
CSX CORP COMMON 126408103 206 5148 SH DEFINED 25 3448 0 1700
CSX CORP COMMON 126408103 216 5400 SH DEFINED 7 5400 0 0
CSX CORP COMMON 126408103 327 8157 SH DEFINED 9 8157 0 0
CT COMMUNICATIONS INC COMMON 126426402 760 61800 SH DEFINED 16 35600 0 26200
CT COMMUNICATIONS INC COMMON 126426402 18 1500 SH DEFINED 16,15 1500 0 0
CT COMMUNICATIONS INC COMMON 126426402 232 18900 SH DEFINED 5,16 18900 0 0
CUNO INC COMMON 126583103 28 475 SH DEFINED 7 475 0 0
CVB FINANCIAL CORP COMMON 126600105 2884 108600 SH DEFINED 1 108600 0 0
CVS CORP COMMON 126650100 17102 379462 SH DEFINED 16 338422 0 41040
CVS CORP COMMON 126650100 127 2808 SH DEFINED 25 157 0 2651
CVS CORP COMMON 126650100 9352 207500 SH DEFINED 3 207500 0 0
CVS CORP COMMON 126650100 920 20420 SH DEFINED 5,16 20420 0 0
CVS CORP COMMON 126650100 213 4730 SH DEFINED 7 4730 0 0
CVS CORP COMMON 126650100 599 13288 SH DEFINED 9 13288 0 0
CV THERAPEUTICS INC COMMON 126667104 2841 123500 SH DEFINED 1 123500 0 0
CV THERAPEUTICS INC COMMON 126667104 3450 150000 SH DEFINED 3 150000 0 0
CABELAS INC- CL A COMMON 126804301 4744 208600 SH DEFINED 1 208600 0 0
CABELAS INC- CL A COMMON 126804301 382 16800 SH DEFINED 2 16800 0 0
CABELAS INC- CL A COMMON 126804301 23 1000 SH DEFINED 25 1000 0 0
CABLEVISION SYSTEMS CL A COMMON 12686C109 34356 1379753 SH DEFINED 1 1379753 0 0
CABLEVISION SYSTEMS CL A COMMON 12686C109 782 31410 SH DEFINED 16 24910 0 6500
CABLEVISION SYSTEMS CL A COMMON 12686C109 4364 175250 SH DEFINED 16,15 175250 0 0
CABLEVISION SYSTEMS CL A COMMON 12686C109 314 12600 SH DEFINED 16,9 12600 0 0
CABLEVISION SYSTEMS CL A COMMON 12686C109 132 5300 SH DEFINED 24 5300 0 0
CABLEVISION SYSTEMS CL A COMMON 12686C109 11 461 SH DEFINED 4 461 0 0
CABLEVISION SYSTEMS CL A COMMON 12686C109 311 12475 SH DEFINED 7 12475 0 0
CABLEVISION SYSTEMS CL A COMMON 12686C109 153 6139 SH DEFINED 9 6139 0 0
CABOT CORP COMMON 127055101 35 905 SH DEFINED 1 0 0 905
CABOT CORP COMMON 127055101 81 2100 SH DEFINED 16 2100 0 0
CABOT CORP COMMON 127055101 608 15706 SH DEFINED 7 15706 0 0
CABOT OIL & GAS CORP CL A COMMON 127097103 850 19200 SH DEFINED 10,2 19200 0 0
CABOT OIL & GAS CORP CL A COMMON 127097103 10855 245300 SH DEFINED 16 141000 0 104300
CABOT OIL & GAS CORP CL A COMMON 127097103 248 5600 SH DEFINED 16,15 5600 0 0
CABOT OIL & GAS CORP CL A COMMON 127097103 18 400 SH DEFINED 25 0 0 400
CABOT OIL & GAS CORP CL A COMMON 127097103 3235 73100 SH DEFINED 5,16 73100 0 0
CABOT OIL & GAS CORP CL A COMMON 127097103 188 4250 SH DEFINED 7 4250 0 0
CABOT MICROELECTRONICS CORP COMMON 12709P103 7373 184000 SH DEFINED 1 184000 0 0
CABOT MICROELECTRONICS CORP COMMON 12709P103 141 3517 SH DEFINED 7 3517 0 0
CACHE INC COMMON 127150308 6603 366450 SH DEFINED 1 366450 0 0
CACI INTERNATIONAL INC CL A COMMON 127190304 12311 180700 SH DEFINED 1 180700 0 0
CACI INTERNATIONAL INC CL A COMMON 127190304 3413 50100 SH DEFINED 2 50100 0 0
CACI INTERNATIONAL INC CL A COMMON 127190304 2069 30365 SH DEFINED 7 30365 0 0
CADBURY SCHWEPPES PLC ADR COMMON 127209302 4550 120700 SH DEFINED 1 120700 0 0
CADBURY SCHWEPPES PLC ADR COMMON 127209302 16601 440344 SH DEFINED 13 417564 0 22780
CADBURY SCHWEPPES PLC ADR COMMON 127209302 56577 1500723 SH DEFINED 16 1453711 0 47012
CADENCE DESIGN SYS INC COMMON 127387108 45968 3328603 SH DEFINED 10 3328603 0 0
CADENCE DESIGN SYS INC COMMON 127387108 1428 103400 SH DEFINED 10,23 103400 0 0
CADENCE DESIGN SYS INC COMMON 127387108 160 11570 SH DEFINED 9 11570 0 0
CADMUS COMMUNICATIONS CORP COMMON 127587103 26 2000 SH DEFINED 7 2000 0 0
CAESARS ENTERTAINMENT INC COMMON 127687101 1162 57700 SH DEFINED 16 57700 0 0
CAESARS ENTERTAINMENT INC COMMON 127687101 193 9600 SH DEFINED 16,9 9600 0 0
CAESARS ENTERTAINMENT INC COMMON 127687101 46 2300 SH DEFINED 24 2300 0 0
CAESARS ENTERTAINMENT INC COMMON 127687101 229 11360 SH DEFINED 25 0 0 11360
CAESARS ENTERTAINMENT INC COMMON 127687101 2 110 SH DEFINED 7 110 0 0
CAL DIVE INTERNATIONAL INC COMMON 127914109 13888 340800 SH DEFINED 1 340800 0 0
CAL DIVE INTERNATIONAL INC COMMON 127914109 432 10600 SH DEFINED 16 5800 0 4800
CAL DIVE INTERNATIONAL INC COMMON 127914109 12 300 SH DEFINED 16,15 300 0 0
CAL DIVE INTERNATIONAL INC COMMON 127914109 5273 129400 SH DEFINED 2 129400 0 0
CAL DIVE INTERNATIONAL INC COMMON 127914109 53 1300 SH DEFINED 5,16 1300 0 0
CALAMOS CVT AND HIGH INCOME CF COMMON 12811P108 36 2073 SH DEFINED 25 0 0 2073
CALIFORNIA PIZZA KITCHEN INC COMMON 13054D109 207 9000 SH DEFINED 25 9000 0 0
CALLAWAY GOLF COMPANY COMMON 131193104 1 100 SH DEFINED 25 0 0 100
CALLIDUS SOFTWARE INC COMMON 13123E500 16747 2843229 SH DEFINED 19 1031239 0 1811990
CALLIDUS SOFTWARE INC COMMON 13123E500 118 20000 SH DEFINED 25 20000 0 0
CALPINE CORPORATION COMMON 131347106 8924 2265000 SH DEFINED 1 2265000 0 0
CALPINE CORPORATION COMMON 131347106 200 50775 SH DEFINED 16 50775 0 0
CALPINE CORPORATION COMMON 131347106 54 13800 SH DEFINED 7 13800 0 0
CAMBREX CORP COMMON 132011107 2100 77500 SH DEFINED 16 49000 0 28500
CAMBREX CORP COMMON 132011107 43 1600 SH DEFINED 16,15 1600 0 0
CAMBREX CORP COMMON 132011107 480 17700 SH DEFINED 5,16 17700 0 0
CAMBREX CORP COMMON 132011107 4 145 SH DEFINED 7 145 0 0
CAMBIOR INC COMMON 13201L103 4539 1700000 SH DEFINED 1 1700000 0 0
CAMBIOR INC COMMON 13201L103 1335 500000 SH DEFINED 16 500000 0 0
CAMBIOR INC COMMON 13201L103 9 3500 SH DEFINED 25 0 0 3500
CAMDEN NATIONAL CORP COMMON 133034108 749 19000 SH DEFINED 16 11300 0 7700
CAMDEN NATIONAL CORP COMMON 133034108 16 400 SH DEFINED 16,15 400 0 0
CAMDEN NATIONAL CORP COMMON 133034108 240 6100 SH DEFINED 5,16 6100 0 0
CAMDEN PROPERTY TRUST COMMON 133131102 4064 79680 SH DEFINED 16 39135 0 40545
CAMDEN PROPERTY TRUST COMMON 133131102 16 320 SH DEFINED 25 0 0 320
CAMECO CORP COMMON 13321L108 4790 137400 SH DEFINED 1 137400 0 0
CAMECO CORP COMMON 13321L108 52232 1498350 SH DEFINED 1,3 1498350 0 0
CAMECO CORP COMMON 13321L108 622 17850 SH DEFINED 2 17850 0 0
CAMPBELL SOUP CO COMMON 134429109 141783 4743500 SH DEFINED 1 4743500 0 0
CAMPBELL SOUP CO COMMON 134429109 45044 1507000 SH DEFINED 1,2 1507000 0 0
CAMPBELL SOUP CO COMMON 134429109 741 24800 SH DEFINED 1,3 24800 0 0
CAMPBELL SOUP CO COMMON 134429109 2549 85292 SH DEFINED 16 85292 0 0
CAMPBELL SOUP CO COMMON 134429109 5658 189300 SH DEFINED 2 189300 0 0
CAMPBELL SOUP CO COMMON 134429109 1181 39508 SH DEFINED 25 0 0 39508
CAMPBELL SOUP CO COMMON 134429109 38698 1294668 SH DEFINED 4 1294668 0 0
CAMPBELL SOUP CO COMMON 134429109 332 11100 SH DEFINED 5,2 11100 0 0
CAMPBELL SOUP CO COMMON 134429109 229 7658 SH DEFINED 9 7658 0 0
CAN IMPERIAL BK OF COMMERCE COMMON 136069101 28438 473800 SH DEFINED 1,3 473800 0 0
CAN IMPERIAL BK OF COMMERCE COMMON 136069101 1494 24800 SH DEFINED 16 24800 0 0
CAN IMPERIAL BK OF COMMERCE COMMON 136069101 324 5400 SH DEFINED 2 5400 0 0
CAN IMPERIAL BK OF COMMERCE COMMON 136069101 85387 1422600 SH DEFINED 3 1422600 0 0
CAN IMPERIAL BK OF COMMERCE COMMON 136069101 1145 19076 SH DEFINED 9 19076 0 0
CANADIAN NATL RAILWAY CO COMMON 136375102 46864 767950 SH DEFINED 1 767950 0 0
CANADIAN NATL RAILWAY CO COMMON 136375102 63023 1037929 SH DEFINED 1,3 1037929 0 0
CANADIAN NATL RAILWAY CO COMMON 136375102 943 15400 SH DEFINED 16 15400 0 0
CANADIAN NATL RAILWAY CO COMMON 136375102 18243 298025 SH DEFINED 2 298025 0 0
CANADIAN NATL RAILWAY CO COMMON 136375102 3 48 SH DEFINED 25 48 0 0
CANADIAN NATL RAILWAY CO COMMON 136375102 199 3244 SH DEFINED 4 3244 0 0
CANADIAN NATL RAILWAY CO COMMON 136375102 368 6000 SH DEFINED 7 6000 0 0
CANADIAN NATL RAILWAY CO COMMON 136375102 565 9312 SH DEFINED 9 9312 0 0
CANADIAN NATURAL RESOURCES COMMON 136385101 25049 586900 SH DEFINED 1 586900 0 0
CANADIAN NATURAL RESOURCES COMMON 136385101 67810 1592240 SH DEFINED 1,3 1592240 0 0
CANADIAN NATURAL RESOURCES COMMON 136385101 1617 37800 SH DEFINED 16,15 37800 0 0
CANADIAN NATURAL RESOURCES COMMON 136385101 28 663 SH DEFINED 17,9 663 0 0
CANADIAN NATURAL RESOURCES COMMON 136385101 1184 27800 SH DEFINED 2 27800 0 0
CANADIAN NATURAL RESOURCES COMMON 136385101 273 6403 SH DEFINED 24 6403 0 0
CANADIAN NATURAL RESOURCES COMMON 136385101 513 12000 SH DEFINED 25 12000 0 0
CANADIAN NATURAL RESOURCES COMMON 136385101 1072 25165 SH DEFINED 9 25165 0 0
CP RAILWAY LIMITED COMMON 13645T100 54246 1588300 SH DEFINED 3 1588300 0 0
CANADIAN PACIFIC RAILWAY LTD COMMON 13645T100 131 3795 SH DEFINED 4 3795 0 0
CANADIAN PACIFIC RAILWAY LTD COMMON 13645T100 6 180 SH DEFINED 7 180 0 0
CP RAILWAY LIMITED COMMON 13645T100 249 7301 SH DEFINED 9 7301 0 0
CANDELA CORP COMMON 136907102 2378 209300 SH DEFINED 16 112000 0 97300
CANDELA CORP COMMON 136907102 60 5300 SH DEFINED 16,15 5300 0 0
CANDELA CORP COMMON 136907102 296 26100 SH DEFINED 5,16 26100 0 0
CANON INC- SP ADR COMMON 138006309 33016 608469 SH DEFINED 13 589929 0 18540
CANON INC- SP ADR COMMON 138006309 40954 754781 SH DEFINED 16 730597 0 24184
CANON INC- SP ADR COMMON 138006309 22 400 SH DEFINED 25 0 0 400
CANON INC- SP ADR COMMON 138006309 325 5988 SH DEFINED 4 5988 0 0
CAPITAL AUTOMOTIVE REIT COMMON 139733109 2387 67200 SH DEFINED 16 21200 0 46000
CAPITAL AUTOMOTIVE REIT COMMON 139733109 45 1275 SH DEFINED 25 1275 0 0
CAPITAL CORP OF THE WEST COMMON 140065103 28 600 SH DEFINED 16 600 0 0
CAPITAL CORP OF THE WEST COMMON 140065103 66 1400 SH DEFINED 5,16 1400 0 0
CAPITAL CROSSING BANK COMMON 140071101 379 12300 SH DEFINED 16 7400 0 4900
CAPITAL CROSSING BANK COMMON 140071101 9 300 SH DEFINED 16,15 300 0 0
CAPITAL CROSSING BANK COMMON 140071101 169 5500 SH DEFINED 5,16 5500 0 0
CAPITAL CROSSING BANK COMMON 140071101 6 200 SH DEFINED 7 200 0 0
CAPITAL ONE FINANCIAL CORP COMMON 14040H105 72351 859170 SH DEFINED 1 858080 0 1090
CAPITAL ONE FINANCIAL CORP COMMON 14040H105 42105 500000 SH DEFINED 1,2 500000 0 0
CAPITAL ONE FINANCIAL CORP COMMON 14040H105 83 980 SH DEFINED 10,16 980 0 0
CAPITAL ONE FINANCIAL CORP COMMON 14040H105 2198 26100 SH DEFINED 10,2 26100 0 0
CAPITAL ONE FINANCIAL CORP COMMON 14040H105 110 1304 SH DEFINED 12 1304 0 0
CAPITAL ONE FINANCIAL CORP COMMON 14040H105 982 11662 SH DEFINED 12,9 11662 0 0
CAPITAL ONE FINANCIAL CORP COMMON 14040H105 12984 154187 SH DEFINED 16 145987 0 8200
CAPITAL ONE FINANCIAL CORP COMMON 14040H105 1423 16900 SH DEFINED 16,9 16900 0 0
CAPITAL ONE FINANCIAL CORP COMMON 14040H105 8623 102400 SH DEFINED 2 102400 0 0
CAPITAL ONE FINANCIAL CORP COMMON 14040H105 2203 26155 SH DEFINED 24 26155 0 0
CAPITAL ONE FINANCIAL CORP COMMON 14040H105 329 3910 SH DEFINED 25 0 0 3910
CAPITAL ONE FINANCIAL CORP COMMON 14040H105 37 441 SH DEFINED 4 441 0 0
CAPITAL ONE FINANCIAL CORP COMMON 14040H105 17252 204869 SH DEFINED 7 204869 0 0
CAPITAL ONE FINANCIAL CORP COMMON 14040H105 3140 37293 SH DEFINED 9 37293 0 0
CAPITAL ONE FINANCIAL CORP COMMON 14040H105 743 8829 SH DEFINED 9,14 8829 0 0
CAPITAL ONE FINANCIAL CVP(COF) CONVERT 14040H204 6 100 SH DEFINED 6 100 0 0
CAPITAL ONE FINANCIAL CVP(COF) CONVERT 14040H204 3575 63345 SH DEFINED 7 63345 0 0
CAPITAL TRUST CL A COMMON 14052H506 1407 45800 SH DEFINED 16 27100 0 18700
CAPITAL TRUST CL A COMMON 14052H506 31 1000 SH DEFINED 16,15 1000 0 0
CAPITAL TRUST CL A COMMON 14052H506 596 19400 SH DEFINED 5,16 19400 0 0
CAPITALSOURCE INC COMMON 14055X102 46365 1806200 SH DEFINED 1 1806200 0 0
CAPITALSOURCE INC COMMON 14055X102 421 16400 SH DEFINED 16 0 0 16400
CAPITALSOURCE INC COMMON 14055X102 136 5300 SH DEFINED 16,9 5300 0 0
CAPITALSOURCE INC COMMON 14055X102 3206 124900 SH DEFINED 2 104700 0 20200
CAPITALSOURCE INC COMMON 14055X102 4980 194005 SH DEFINED 7 194005 0 0
CAPTARIS INC COMMON 14071N104 28 5500 SH DEFINED 16 5500 0 0
CAPTARIS INC COMMON 14071N104 74 14300 SH DEFINED 5,16 14300 0 0
CARBO CERAMICS INC COMMON 140781105 14 200 SH DEFINED 16 200 0 0
CARAUSTAR INDUSTRIES INC COMMON 140909102 80 4750 SH DEFINED 7 4750 0 0
CARDIMA INC COMMON 14147M106 15 30000 SH DEFINED 25 0 0 30000
CARDINAL HEALTH INC COMMON 14149Y108 529794 9110815 SH DEFINED 1 9110815 0 0
CARDINAL HEALTH INC COMMON 14149Y108 17119 294400 SH DEFINED 10 294400 0 0
CARDINAL HEALTH INC COMMON 14149Y108 39 668 SH DEFINED 12 668 0 0
CARDINAL HEALTH INC COMMON 14149Y108 319 5482 SH DEFINED 12,9 5482 0 0
CARDINAL HEALTH INC COMMON 14149Y108 12733 218970 SH DEFINED 16 209470 0 9500
CARDINAL HEALTH INC COMMON 14149Y108 1448 24900 SH DEFINED 16,9 24900 0 0
CARDINAL HEALTH INC COMMON 14149Y108 19 325 SH DEFINED 17,9 325 0 0
CARDINAL HEALTH INC COMMON 14149Y108 6899 118650 SH DEFINED 2 118650 0 0
CARDINAL HEALTH INC COMMON 14149Y108 331 5700 SH DEFINED 2,23 5700 0 0
CARDINAL HEALTH INC COMMON 14149Y108 889 15286 SH DEFINED 24 15286 0 0
CARDINAL HEALTH INC COMMON 14149Y108 369 6338 SH DEFINED 25 37 0 6301
CARDINAL HEALTH INC COMMON 14149Y108 16608 285600 SH DEFINED 3 285600 0 0
CARDINAL HEALTH INC COMMON 14149Y108 36916 634834 SH DEFINED 4 634834 0 0
CARDINAL HEALTH INC COMMON 14149Y108 456 7850 SH DEFINED 7 7850 0 0
CARDINAL HEALTH INC COMMON 14149Y108 1865 32069 SH DEFINED 9 32069 0 0
CARDINAL HEALTH INC COMMON 14149Y108 308 5301 SH DEFINED 9,14 5301 0 0
CARDIODYNAMICS INTERNATIONAL COMMON 141597104 1 200 SH DEFINED 25 200 0 0
CAREER EDUCATION CORP COMMON 141665109 57066 1426650 SH DEFINED 1 1426650 0 0
CAREER EDUCATION CORP COMMON 141665109 492 12300 SH DEFINED 16 0 0 12300
CAREER EDUCATION CORP COMMON 141665109 3208 80200 SH DEFINED 2 64900 0 15300
CAREER EDUCATION CORP COMMON 141665109 6125 153131 SH DEFINED 7 153131 0 0
CAREER EDUCATION CORP COMMON 141665109 100 2496 SH DEFINED 9 2496 0 0
CAREMARK RX INC COMMON 141705103 156087 3958585 SH DEFINED 1 3958585 0 0
CAREMARK RX INC COMMON 141705103 117418 2977881 SH DEFINED 1,2 2977881 0 0
CAREMARK RX INC COMMON 141705103 237 6000 SH DEFINED 10 6000 0 0
CAREMARK RX INC COMMON 141705103 22591 572947 SH DEFINED 16 515218 0 57729
CAREMARK RX INC COMMON 141705103 3470 88000 SH DEFINED 16,23 88000 0 0
CAREMARK RX INC COMMON 141705103 1136 28800 SH DEFINED 16,9 28800 0 0
CAREMARK RX INC COMMON 141705103 17 441 SH DEFINED 17,9 441 0 0
CAREMARK RX INC COMMON 141705103 26430 670305 SH DEFINED 2 649393 0 20912
CAREMARK RX INC COMMON 141705103 146 3707 SH DEFINED 21 3707 0 0
CAREMARK RX INC COMMON 141705103 263 6676 SH DEFINED 24 6676 0 0
CAREMARK RX INC COMMON 141705103 37120 941405 SH DEFINED 25 197500 0 743905
CAREMARK RX INC COMMON 141705103 32 816 SH DEFINED 4 816 0 0
CAREMARK RX INC COMMON 141705103 103 2600 SH DEFINED 5,16 2600 0 0
CAREMARK RX INC COMMON 141705103 2336 59250 SH DEFINED 6 59250 0 0
CAREMARK RX INC COMMON 141705103 42898 1087953 SH DEFINED 7 1087953 0 0
CAREMARK RX INC COMMON 141705103 664 16847 SH DEFINED 9 16847 0 0
CAREMARK RX INC COMMON 141705103 20 505 SH DEFINED 9,11 505 0 0
CARLISLE COS INC COMMON 142339100 156 2400 SH DEFINED 7 2400 0 0
CARMAX INC COMMON 143130102 29 945 SH DEFINED 25 0 0 945
CARMAX INC COMMON 143130102 24 783 SH DEFINED 7 783 0 0
CARNIVAL CORP COMMON 143658300 63175 1096213 SH DEFINED 1 1096213 0 0
CARNIVAL CORP COMMON 143658300 43223 750000 SH DEFINED 1,2 750000 0 0
CARNIVAL CORP COMMON 143658300 31354 544057 SH DEFINED 16 442367 0 101690
CARNIVAL CORP COMMON 143658300 2709 47000 SH DEFINED 16,15 47000 0 0
CARNIVAL CORP COMMON 143658300 25604 444280 SH DEFINED 2 444280 0 0
CARNIVAL CORP COMMON 143658300 179 3100 SH DEFINED 25 2000 0 1100
CARNIVAL CORP COMMON 143658300 1234 21420 SH DEFINED 5,16 21420 0 0
CARNIVAL CORP COMMON 143658300 8137 141190 SH DEFINED 7 141190 0 0
CARNIVAL CORP COMMON 143658300 797 13828 SH DEFINED 9 13828 0 0
CARPENTER TECHNOLOGY COMMON 144285103 2373 40600 SH DEFINED 16 23500 0 17100
CARPENTER TECHNOLOGY COMMON 144285103 53 900 SH DEFINED 16,15 900 0 0
CARPENTER TECHNOLOGY COMMON 144285103 35 600 SH DEFINED 25 0 0 600
CARPENTER TECHNOLOGY COMMON 144285103 748 12800 SH DEFINED 5,16 12800 0 0
CARRAMERICA REALTY CORP COMMON 144418100 51943 1574019 SH DEFINED 16 1227434 0 346585
CARRAMERICA REALTY CORP COMMON 144418100 2200 66666 SH DEFINED 5,16 66666 0 0
CARREKER CORPORATION COMMON 144433109 48 5600 SH DEFINED 7 5600 0 0
CARTERS INC COMMON 146229109 2243 66000 SH DEFINED 1 66000 0 0
CARTERS INC COMMON 146229109 7 200 SH DEFINED 16 200 0 0
CARTERS INC COMMON 146229109 316 9300 SH DEFINED 16,15 9300 0 0
CARTERS INC COMMON 146229109 610 17950 SH DEFINED 19 0 0 17950
CARVER BANCORP INC COMMON 146875109 21 1050 SH DEFINED 7 1050 0 0
CASCADE MICROTECH COMMON 147322101 4418 329000 SH DEFINED 1 329000 0 0
CASCADE NATURAL GAS CORP COMMON 147339105 1181 55700 SH DEFINED 16 32800 0 22900
CASCADE NATURAL GAS CORP COMMON 147339105 28 1300 SH DEFINED 16,15 1300 0 0
CASCADE NATURAL GAS CORP COMMON 147339105 403 19000 SH DEFINED 5,16 19000 0 0
CASEY'S GENERAL STORES INC COMMON 147528103 73 4000 SH DEFINED 25 0 0 4000
CASH AMERICA INTL INC COMMON 14754D100 41 1375 SH DEFINED 7 1375 0 0
CASUAL MALE RETAIL GROUP INC COMMON 148711104 11 1975 SH DEFINED 7 1975 0 0
CATALINA MARKETING CORP COMMON 148867104 7345 247900 SH DEFINED 16 149400 0 98500
CATALINA MARKETING CORP COMMON 148867104 157 5300 SH DEFINED 16,15 5300 0 0
CATALINA MARKETING CORP COMMON 148867104 1244 42000 SH DEFINED 5,16 42000 0 0
CATALYTICA ENERGY SYSTEMS COMMON 148884109 1 375 SH DEFINED 7 375 0 0
CATAPULT COMMUNICATIONS CORP COMMON 149016107 11722 485200 SH DEFINED 1 485200 0 0
CATAPULT COMMUNICATIONS CORP COMMON 149016107 3317 137300 SH DEFINED 2 137300 0 0
CATELLUS DEVELOPMENT CORP COMMON 149113102 55359 1809132 SH DEFINED 16 1274699 0 534433
CATELLUS DEVELOPMENT CORP COMMON 149113102 4123 134735 SH DEFINED 5,16 134735 0 0
CATELLUS DEVELOPMENT CORP COMMON 149113102 56 1823 SH DEFINED 7 1823 0 0
CATERPILLAR INC COMMON 149123101 22077 226410 SH DEFINED 1 225800 0 610
CATERPILLAR INC COMMON 149123101 73133 750000 SH DEFINED 1,2 750000 0 0
CATERPILLAR INC COMMON 149123101 3303 33874 SH DEFINED 16 33824 0 50
CATERPILLAR INC COMMON 149123101 11119 114030 SH DEFINED 2 114030 0 0
CATERPILLAR INC COMMON 149123101 780 8000 SH DEFINED 24 8000 0 0
CATERPILLAR INC COMMON 149123101 5558 56999 SH DEFINED 25 500 0 56499
CATERPILLAR INC COMMON 149123101 9298 95355 SH DEFINED 7 95355 0 0
CATERPILLAR INC COMMON 149123101 1086 11137 SH DEFINED 9 11137 0 0
CATHAY GENERAL BANCORP COMMON 149150104 5040 134400 SH DEFINED 1 134400 0 0
CATO CORP CL A COMMON 149205106 415 14400 SH DEFINED 16 9600 0 4800
CATO CORP CL A COMMON 149205106 9 300 SH DEFINED 16,15 300 0 0
CATO CORP CL A COMMON 149205106 337 11700 SH DEFINED 5,16 11700 0 0
CAVCO INDUSTRIES INC COMMON 149568107 0 0 SH DEFINED 16 0 0 0
CAVCO INDUSTRIES INC COMMON 149568107 3 65 SH DEFINED 25 65 0 0
CEDAR FAIR LP COMMON 150185106 3391 103077 SH DEFINED 1 103077 0 0
CEDAR FAIR LP COMMON 150185106 293 8900 SH DEFINED 16,15 8900 0 0
CEDAR FAIR LP COMMON 150185106 109 3300 SH DEFINED 25 0 0 3300
CEDAR SHOPPING CENTERS INC COMMON 150602209 2025 141600 SH DEFINED 16 100000 0 41600
CELADON GROUP INC COMMON 150838100 85 3800 SH DEFINED 7 3800 0 0
CELL THERAPEUTICS INC COMMON 150934107 638 78319 SH DEFINED 19 0 0 78319
CELESTICA INC COMMON 15101Q108 8294 587800 SH DEFINED 1 587800 0 0
CELESTICA INC COMMON 15101Q108 373 26400 SH DEFINED 16 26400 0 0
CELESTICA INC COMMON 15101Q108 910 64500 SH DEFINED 16,23 64500 0 0
CELESTICA INC COMMON 15101Q108 322 22792 SH DEFINED 25 0 0 22792
CELESTICA INC COMMON 15101Q108 138 9839 SH DEFINED 9 9839 0 0
CELGENE CORP COMMON 151020104 149 5600 SH DEFINED 10 5600 0 0
CELGENE CORP COMMON 151020104 477 18000 SH DEFINED 10,16 18000 0 0
CELGENE CORP COMMON 151020104 85 3200 SH DEFINED 10,8 3200 0 0
CELGENE CORP COMMON 151020104 14188 535000 SH DEFINED 16 488100 0 46900
CELGENE CORP COMMON 151020104 178 6700 SH DEFINED 16,15 6700 0 0
CELGENE CORP COMMON 151020104 180 6800 SH DEFINED 16,9 6800 0 0
CELGENE CORP COMMON 151020104 10608 400000 SH DEFINED 19 0 0 400000
CELGENE CORP COMMON 151020104 36 1362 SH DEFINED 24 1362 0 0
CELGENE CORP COMMON 151020104 326 12300 SH DEFINED 5,16 12300 0 0
CELGENE CORP COMMON 151020104 106 4000 SH DEFINED 7 4000 0 0
CEMEX SA ADR COMMON 151290889 282 7736 SH DEFINED 10 7736 0 0
CEMEX SA ADR COMMON 151290889 299 8200 SH DEFINED 10,16 8200 0 0
CEMEX SA ADR COMMON 151290889 5953 163466 SH DEFINED 10,23 163466 0 0
CEMEX SA ADR COMMON 151290889 379 10393 SH DEFINED 13,15 10393 0 0
CEMEX SA ADR COMMON 151290889 437676 12017461 SH DEFINED 3 12017461 0 0
CEMEX SA ADR COMMON 151290889 4 120 SH DEFINED 7 120 0 0
CENDANT CORP COMMON 151313103 448738 19193256 SH DEFINED 1 19188561 0 4695
CENDANT CORP COMMON 151313103 45007 1925000 SH DEFINED 1,2 1925000 0 0
CENDANT CORP COMMON 151313103 603 25800 SH DEFINED 10,2 25800 0 0
CENDANT CORP COMMON 151313103 49 2104 SH DEFINED 12 2104 0 0
CENDANT CORP COMMON 151313103 439 18773 SH DEFINED 12,9 18773 0 0
CENDANT CORP COMMON 151313103 6048 258687 SH DEFINED 16 258687 0 0
CENDANT CORP COMMON 151313103 2039 87220 SH DEFINED 16,15 87220 0 0
CENDANT CORP COMMON 151313103 22 944 SH DEFINED 17,9 944 0 0
CENDANT CORP COMMON 151313103 22432 959450 SH DEFINED 2 959450 0 0
CENDANT CORP COMMON 151313103 206 8800 SH DEFINED 2,23 8800 0 0
CENDANT CORP COMMON 151313103 1244 53219 SH DEFINED 24 53219 0 0
CENDANT CORP COMMON 151313103 150 6405 SH DEFINED 25 0 0 6405
CENDANT CORP COMMON 151313103 10685 457000 SH DEFINED 3 457000 0 0
CENDANT CORP COMMON 151313103 22179 948642 SH DEFINED 4 948642 0 0
CENDANT CORP COMMON 151313103 234 10000 SH DEFINED 7 10000 0 0
CENDANT CORP COMMON 151313103 2578 110264 SH DEFINED 9 110264 0 0
CENDANT CORP COMMON 151313103 377 16142 SH DEFINED 9,14 16142 0 0
CENTENE CORP COMMON 15135B101 11 375 SH DEFINED 25 0 0 375
CENTENE CORP COMMON 15135B101 1 51 SH DEFINED 4 51 0 0
CENTER FINANCIAL CORP COMMON 15146E102 26 1300 SH DEFINED 16 1300 0 0
CENTER FINANCIAL CORP COMMON 15146E102 68 3400 SH DEFINED 5,16 3400 0 0
CENTERPOINT PROPERTIES CORP COMMON 151895109 141399 2952580 SH DEFINED 16 2176042 0 776538
CENTERPOINT PROPERTIES CORP COMMON 151895109 9349 195222 SH DEFINED 5,16 195222 0 0
CENTERPOINT ENERGY INC COMMON 15189T107 4256 376665 SH DEFINED 1 370000 0 6665
CENTERPOINT ENERGY INC COMMON 15189T107 9986 883711 SH DEFINED 16 851634 0 32077
CENTERPOINT ENERGY INC COMMON 15189T107 435 38520 SH DEFINED 5,16 0 0 38520
CENTERPOINT ENERGY INC COMMON 15189T107 209 18500 SH DEFINED 7 18500 0 0
CENTERPOINT ENERGY INC COMMON 15189T107 52 4595 SH DEFINED 9 4595 0 0
CENTERPLATE INC-IDS COMMON 15200E204 2646 200000 SH DEFINED 1 200000 0 0
CENTEX CORP COMMON 152312104 11338 190300 SH DEFINED 1 190300 0 0
CENTEX CORP COMMON 152312104 95 1600 SH DEFINED 10 1600 0 0
CENTEX CORP COMMON 152312104 214 3600 SH DEFINED 10,16 3600 0 0
CENTEX CORP COMMON 152312104 36 600 SH DEFINED 10,8 600 0 0
CENTEX CORP COMMON 152312104 50 845 SH DEFINED 12 845 0 0
CENTEX CORP COMMON 152312104 439 7368 SH DEFINED 12,9 7368 0 0
CENTEX CORP COMMON 152312104 10153 170403 SH DEFINED 16 145403 0 25000
CENTEX CORP COMMON 152312104 77 1300 SH DEFINED 16,15 1300 0 0
CENTEX CORP COMMON 152312104 232 3900 SH DEFINED 16,9 3900 0 0
CENTEX CORP COMMON 152312104 1287 21605 SH DEFINED 24 21605 0 0
CENTEX CORP COMMON 152312104 155 2600 SH DEFINED 25 2600 0 0
CENTEX CORP COMMON 152312104 161 2700 SH DEFINED 5,16 2700 0 0
CENTEX CORP COMMON 152312104 21 360 SH DEFINED 7 360 0 0
CENTEX CORP COMMON 152312104 1780 29877 SH DEFINED 9 29877 0 0
CENTEX CORP COMMON 152312104 357 5984 SH DEFINED 9,14 5984 0 0
CENTRAL COAST BANCORP COMMON 153145107 32 1400 SH DEFINED 16 1400 0 0
CENTRAL COAST BANCORP COMMON 153145107 83 3600 SH DEFINED 5,16 3600 0 0
CENTRAL FUND CANADA CL A CF COMMON 153501101 7387 1351000 SH DEFINED 3 1351000 0 0
CENTRAL VERMONT PUB SERV COMMON 155771108 12 500 SH DEFINED 7 500 0 0
CENTURY ALUMINUM COMPANY COMMON 156431108 2495 95000 SH DEFINED 1 95000 0 0
CENTURYTEL INC COMMON 156700106 49067 1383330 SH DEFINED 1 1380900 0 2430
CENTURYTEL INC COMMON 156700106 585 16500 SH DEFINED 1,3 16500 0 0
CENTURYTEL INC COMMON 156700106 837 23600 SH DEFINED 10,2 23600 0 0
CENTURYTEL INC COMMON 156700106 12589 354923 SH DEFINED 16 342725 0 12198
CENTURYTEL INC COMMON 156700106 411 11600 SH DEFINED 16,9 11600 0 0
CENTURYTEL INC COMMON 156700106 5019 141500 SH DEFINED 2 141500 0 0
CENTURYTEL INC COMMON 156700106 90 2547 SH DEFINED 25 0 0 2547
CENTURYTEL INC COMMON 156700106 26542 748289 SH DEFINED 4 748289 0 0
CENTURYTEL INC COMMON 156700106 467 13175 SH DEFINED 5,16 0 0 13175
CENTURYTEL INC COMMON 156700106 255 7200 SH DEFINED 5,2 7200 0 0
CENTURYTEL INC COMMON 156700106 221 6240 SH DEFINED 7 6240 0 0
CEPHALON INC COMMON 156708109 41 800 SH DEFINED 10 800 0 0
CEPHALON INC COMMON 156708109 3266 64200 SH DEFINED 16 56500 0 7700
CEPHALON INC COMMON 156708109 295 5800 SH DEFINED 16,9 5800 0 0
CEPHALON INC COMMON 156708109 20 400 SH DEFINED 5,16 400 0 0
CEPHALON INC COMMON 156708109 147 2880 SH DEFINED 7 2880 0 0
CEPHALON INC CVT(CEPH) 0.0 06 CONVERT 156708AG4 1 1000 SH DEFINED 16 1000 0 0
CERIDIAN CORP-NEW COMMON 156779100 264918 14492230 SH DEFINED 1 14492230 0 0
CERIDIAN CORP-NEW COMMON 156779100 1048 57350 SH DEFINED 1,3 57350 0 0
CERIDIAN CORP-NEW COMMON 156779100 3672 200859 SH DEFINED 16 200859 0 0
CERIDIAN CORP-NEW COMMON 156779100 10051 549850 SH DEFINED 2 549850 0 0
CERIDIAN CORP-NEW COMMON 156779100 122 6700 SH DEFINED 2,23 6700 0 0
CERIDIAN CORP-NEW COMMON 156779100 55125 3015596 SH DEFINED 4 3015596 0 0
CERIDIAN CORP-NEW COMMON 156779100 457 25000 SH DEFINED 5,2 25000 0 0
CERNER CORP COMMON 156782104 16249 305600 SH DEFINED 1 305600 0 0
CERNER CORP COMMON 156782104 6088 114500 SH DEFINED 2 114500 0 0
CERNER CORP COMMON 156782104 46 858 SH DEFINED 25 0 0 858
CERNER CORP COMMON 156782104 64 1200 SH DEFINED 7 1200 0 0
CERTEGY INC COMMON 156880106 6585 185350 SH DEFINED 1 185350 0 0
CERTEGY INC COMMON 156880106 4 113 SH DEFINED 16 113 0 0
CERTEGY INC COMMON 156880106 206 5800 SH DEFINED 16,9 5800 0 0
CERTEGY INC COMMON 156880106 4916 138364 SH DEFINED 4 138364 0 0
CHALONE WINE GROUP LTD COMMON 157639105 26 1847 SH DEFINED 25 100 0 1747
CHARLES RIVER ASSOCIATES INC COMMON 159852102 10495 224400 SH DEFINED 1 224400 0 0
CHARLES RIVER ASSOCIATES INC COMMON 159852102 3938 84200 SH DEFINED 2 84200 0 0
CHARLES RIVER LABORATORIES COMMON 159864107 12519 272100 SH DEFINED 1 272100 0 0
CHARLES RIVER LABORATORIES COMMON 159864107 133 2900 SH DEFINED 16 2900 0 0
CHARLES RIVER LABORATORIES COMMON 159864107 1840 40000 SH DEFINED 2 40000 0 0
CHARLES RIVER LABORATORIES COMMON 159864107 11771 255837 SH DEFINED 7 255837 0 0
CHARTERMAC COMMON 160908109 2109 86300 SH DEFINED 10,2 86300 0 0
CHARTERMAC COMMON 160908109 9 365 SH DEFINED 7 365 0 0
CHARMING SHOPPES COMMON 161133103 760 81100 SH DEFINED 1 81100 0 0
CHARMING SHOPPES COMMON 161133103 237 25300 SH DEFINED 16 25300 0 0
CHARMING SHOPPES COMMON 161133103 123 13100 SH DEFINED 7 13100 0 0
CHATTEM INC COMMON 162456107 4459 134700 SH DEFINED 16 79900 0 54800
CHATTEM INC COMMON 162456107 99 3000 SH DEFINED 16,15 3000 0 0
CHATTEM INC COMMON 162456107 1172 35400 SH DEFINED 5,16 35400 0 0
CHECKFREE CORP COMMON 162813109 278 7300 SH DEFINED 10 7300 0 0
CHECKFREE CORP COMMON 162813109 20784 545800 SH DEFINED 16 501400 0 44400
CHECKFREE CORP COMMON 162813109 404 10600 SH DEFINED 16,9 10600 0 0
CHECKFREE CORP COMMON 162813109 106 2788 SH DEFINED 24 2788 0 0
CHECKFREE CORP COMMON 162813109 10 258 SH DEFINED 4 258 0 0
CHECKFREE CORP COMMON 162813109 122 3200 SH DEFINED 5,16 3200 0 0
CHECKFREE CORP COMMON 162813109 12818 336610 SH DEFINED 7 336610 0 0
CHECKPOINT SYSTEMS INC COMMON 162825103 801 44400 SH DEFINED 16 24400 0 20000
CHECKPOINT SYSTEMS INC COMMON 162825103 22 1200 SH DEFINED 16,15 1200 0 0
CHECKPOINT SYSTEMS INC COMMON 162825103 106 5900 SH DEFINED 5,16 5900 0 0
CHECKPOINT SYSTEMS INC COMMON 162825103 60 3300 SH DEFINED 7 3300 0 0
CHEESECAKE FACTORY (THE) COMMON 163072101 0 0 SH DEFINED 16 0 0 0
CHEESECAKE FACTORY (THE) COMMON 163072101 0 0 SH DEFINED 5,16 0 0 0
CHENIERE ENERGY INC COMMON 16411R208 12237 192100 SH DEFINED 1 192100 0 0
CHENIERE ENERGY INC COMMON 16411R208 1593 25000 SH DEFINED 16,15 25000 0 0
CHESAPEAKE CORP COMMON 165159104 62 2275 SH DEFINED 7 2275 0 0
CHESAPEAKE ENERGY CORP COMMON 165167107 25 1500 SH DEFINED 25 0 0 1500
CHESAPEAKE ENERGY CORP COMMON 165167107 8 500 SH DEFINED 6 500 0 0
CHESAPEAKE ENERGY CORP COMMON 165167107 14060 852144 SH DEFINED 7 852144 0 0
CHESTER VALLEY BANCORP COMMON 166335109 17 771 SH DEFINED 25 0 0 771
CHEVRONTEXACO CORP COMMON 166764100 86038 1638500 SH DEFINED 1 1635160 0 3340
CHEVRONTEXACO CORP COMMON 166764100 57393 1093000 SH DEFINED 1,2 1093000 0 0
CHEVRONTEXACO CORP COMMON 166764100 1749 33310 SH DEFINED 10,16 33310 0 0
CHEVRONTEXACO CORP COMMON 166764100 664 12650 SH DEFINED 13 12650 0 0
CHEVRONTEXACO CORP COMMON 166764100 57891 1102481 SH DEFINED 16 1031378 0 71103
CHEVRONTEXACO CORP COMMON 166764100 1155 22000 SH DEFINED 16,15 22000 0 0
CHEVRONTEXACO CORP COMMON 166764100 6931 132000 SH DEFINED 16,9 132000 0 0
CHEVRONTEXACO CORP COMMON 166764100 52 988 SH DEFINED 17,9 988 0 0
CHEVRONTEXACO CORP COMMON 166764100 4727 90020 SH DEFINED 2 90020 0 0
CHEVRONTEXACO CORP COMMON 166764100 1995 37994 SH DEFINED 24 37994 0 0
CHEVRONTEXACO CORP COMMON 166764100 19768 376471 SH DEFINED 25 120394 0 256077
CHEVRONTEXACO CORP COMMON 166764100 65 1246 SH DEFINED 4 1246 0 0
CHEVRONTEXACO CORP COMMON 166764100 607 11560 SH DEFINED 5,16 0 0 11560
CHEVRONTEXACO CORP COMMON 166764100 372 7090 SH DEFINED 6 7090 0 0
CHEVRONTEXACO CORP COMMON 166764100 15289 291171 SH DEFINED 7 291171 0 0
CHEVRONTEXACO CORP COMMON 166764100 147 2800 SH DEFINED 8 2800 0 0
CHEVRONTEXACO CORP COMMON 166764100 3664 69784 SH DEFINED 9 69784 0 0
CHICAGO BRIDGE & IRON-NY SHR COMMON 167250109 27348 683700 SH DEFINED 1 683700 0 0
CHICAGO BRIDGE & IRON-NY SHR COMMON 167250109 284 7100 SH DEFINED 16 0 0 7100
CHICAGO BRIDGE & IRON-NY SHR COMMON 167250109 380 9500 SH DEFINED 2 0 0 9500
CHICAGO MERCANTILE EXCHANGE COMMON 167760107 9777 42750 SH DEFINED 1 42750 0 0
CHICAGO MERCANTILE EXCHANGE COMMON 167760107 412 1800 SH DEFINED 2 1800 0 0
CHICAGO MERCANTILE EXCHANGE COMMON 167760107 63 275 SH DEFINED 7 275 0 0
CHICO'S FAS INC COMMON 168615102 9743 214000 SH DEFINED 1 214000 0 0
CHICO'S FAS INC COMMON 168615102 18212 400000 SH DEFINED 1,2 400000 0 0
CHICO'S FAS INC COMMON 168615102 2759 60600 SH DEFINED 2 60600 0 0
CHICO'S FAS INC COMMON 168615102 118 2600 SH DEFINED 25 100 0 2500
CHICO'S FAS INC COMMON 168615102 37 813 SH DEFINED 4 813 0 0
CHICO'S FAS INC COMMON 168615102 5 100 SH DEFINED 7 100 0 0
CHICO'S FAS INC COMMON 168615102 31 670 SH DEFINED 9 670 0 0
CHINA LIFE INSURANCE CO- ADR COMMON 16939P106 1433 54200 SH DEFINED 13 54200 0 0
CHINA SOUTHN AIRLS LTD ADR COMMON 169409109 4 200 SH DEFINED 25 0 0 200
CHINA MOBILE HK LTD SP ADR COMMON 16941M109 171 9964 SH DEFINED 4 9964 0 0
CHOICE HOTELS INTL INC COMMON 169905106 13827 238400 SH DEFINED 1 238400 0 0
CHOICE HOTELS INTL INC COMMON 169905106 10289 177400 SH DEFINED 16 108300 0 69100
CHOICE HOTELS INTL INC COMMON 169905106 220 3800 SH DEFINED 16,15 3800 0 0
CHOICE HOTELS INTL INC COMMON 169905106 5348 92200 SH DEFINED 2 92200 0 0
CHOICE HOTELS INTL INC COMMON 169905106 6 100 SH DEFINED 25 0 0 100
CHOICE HOTELS INTL INC COMMON 169905106 2436 42000 SH DEFINED 5,16 42000 0 0
CHIQUITA BRANDS INTL COMMON 170032809 4582 207700 SH DEFINED 16 134900 0 72800
CHIQUITA BRANDS INTL COMMON 170032809 90 4100 SH DEFINED 16,15 4100 0 0
CHIQUITA BRANDS INTL COMMON 170032809 1037 47000 SH DEFINED 5,16 47000 0 0
CHIQUITA BRANDS INTL COMMON 170032809 104 4700 SH DEFINED 7 4700 0 0
CHIRON CORP COMMON 170040109 1536 46083 SH DEFINED 16 39783 0 6300
CHIRON CORP COMMON 170040109 243 7300 SH DEFINED 16,9 7300 0 0
CHIRON CORP COMMON 170040109 67 2000 SH DEFINED 24 2000 0 0
CHIRON CORP COMMON 170040109 667 20004 SH DEFINED 25 0 0 20004
CHIRON CORP COMMON 170040109 154 4616 SH DEFINED 9 4616 0 0
CHIRON CORPCVT(CHIR) 144A 1.62 CONVERT 170040AF6 17999 19250000 SH DEFINED 16 2775000 0 16475000
CHIRON CORP CVT(CHIR) 1.625 08 CONVERT 170040AG4 4208 4500000 SH DEFINED 16 725000 0 3775000
CHITTENDEN CORP COMMON 170228100 60 2093 SH DEFINED 7 2093 0 0
CHOICEPOINT INC COMMON 170388102 241 5249 SH DEFINED 25 5249 0 0
CHOICEPOINT INC COMMON 170388102 708 15400 SH DEFINED 3 15400 0 0
CHOICEPOINT INC COMMON 170388102 198 4301 SH DEFINED 9 4301 0 0
CHOLESTECH CORP COMMON 170393102 6 725 SH DEFINED 7 725 0 0
CHUBB CORP COMMON 171232101 66196 860800 SH DEFINED 1 860800 0 0
CHUBB CORP COMMON 171232101 30606 398000 SH DEFINED 1,2 398000 0 0
CHUBB CORP COMMON 171232101 2012 26168 SH DEFINED 16 26037 0 131
CHUBB CORP COMMON 171232101 331 4300 SH DEFINED 2 4300 0 0
CHUBB CORP COMMON 171232101 36627 476294 SH DEFINED 25 103876 0 372418
CHUBB CORP COMMON 171232101 15 200 SH DEFINED 6 200 0 0
CHUBB CORP COMMON 171232101 3246 42210 SH DEFINED 7 42210 0 0
CHUBB CORP COMMON 171232101 458 5960 SH DEFINED 9 5960 0 0
CHUBB CORPORATION CVP(CB) 7.0 CONVERT 171232309 2557 86400 SH DEFINED 25 1000 0 85400
CHUBB CORPORATION CVP(CB) 7.0 CONVERT 171232309 148 5000 SH DEFINED 7 5000 0 0
CHUBB CORPORATION CVP 7.0 CONVERT 171232507 1240 41325 SH DEFINED 25 4500 0 36825
CHUNGHWA TELECOM CO LTD ADR COMMON 17133Q205 2109 100200 SH DEFINED 16,23 100200 0 0
CHUNGHWA TELECOM CO LTD ADR COMMON 17133Q205 1038 49300 SH DEFINED 8 49300 0 0
CHURCH & DWIGHT CO INC COMMON 171340102 212 6300 SH DEFINED 16 6300 0 0
CHURCH & DWIGHT CO INC COMMON 171340102 269 8000 SH DEFINED 16,9 8000 0 0
CHURCH & DWIGHT CO INC COMMON 171340102 1001 29784 SH DEFINED 24 29784 0 0
CHURCH & DWIGHT CO INC COMMON 171340102 137 4087 SH DEFINED 7 4087 0 0
CHURCHILL DOWNS INC COMMON 171484108 8571 191750 SH DEFINED 16 191750 0 0
CHURCHILL DOWNS INC COMMON 171484108 9 200 SH DEFINED 25 0 0 200
CIBER INC COMMON 17163B102 23 2400 SH DEFINED 16 2400 0 0
CIBER INC COMMON 17163B102 87 9025 SH DEFINED 7 9025 0 0
CIENA CORP COMMON 171779101 298 89185 SH DEFINED 16 89185 0 0
CIENA CORP COMMON 171779101 314 93995 SH DEFINED 19 0 0 93995
CIENA CORP COMMON 171779101 1 200 SH DEFINED 6 200 0 0
CIENA CORP COMMON 171779101 13 3885 SH DEFINED 9 3885 0 0
CIMAREX ENERGY CO COMMON 171798101 557 14700 SH DEFINED 2 14700 0 0
CINCINNATI BELL INC COMMON 171871106 22 5200 SH DEFINED 16 5200 0 0
CINCINNATI FINANCIAL CORP COMMON 172062101 795 17968 SH DEFINED 16 16681 0 1287
CINCINNATI FINANCIAL CORP COMMON 172062101 465 10500 SH DEFINED 16,9 10500 0 0
CINCINNATI FINANCIAL CORP COMMON 172062101 70 1590 SH DEFINED 7 1590 0 0
CINCINNATI FINANCIAL CORP COMMON 172062101 221 5003 SH DEFINED 9 5003 0 0
CINERGY CORP COMMON 172474108 7369 177000 SH DEFINED 1 177000 0 0
CINERGY CORP COMMON 172474108 1923 46204 SH DEFINED 16 41954 0 4250
CINERGY CORP COMMON 172474108 439 10545 SH DEFINED 25 0 0 10545
CINERGY CORP COMMON 172474108 161 3864 SH DEFINED 7 3864 0 0
CINERGY CORP COMMON 172474108 256 6146 SH DEFINED 9 6146 0 0
CIPHERGEN BIOSYSTEMS INC COMMON 17252Y104 6 1500 SH DEFINED 2 1500 0 0
CIRCUIT CITY STORES-CIRCUIT COMMON 172737108 17 1110 SH DEFINED 1 0 0 1110
CIRCUIT CITY STORES-CIRCUIT COMMON 172737108 95 6100 SH DEFINED 12 6100 0 0
CIRCUIT CITY STORES-CIRCUIT COMMON 172737108 790 50542 SH DEFINED 12,9 50542 0 0
CIRCUIT CITY STORES-CIRCUIT COMMON 172737108 686 43847 SH DEFINED 16 43847 0 0
CIRCUIT CITY STORES-CIRCUIT COMMON 172737108 128 8200 SH DEFINED 16,9 8200 0 0
CIRCUIT CITY STORES-CIRCUIT COMMON 172737108 1458 93197 SH DEFINED 24 93197 0 0
CIRCUIT CITY STORES-CIRCUIT COMMON 172737108 47 3013 SH DEFINED 25 0 0 3013
CIRCUIT CITY STORES-CIRCUIT COMMON 172737108 188 12000 SH DEFINED 7 12000 0 0
CIRCUIT CITY STORES-CIRCUIT COMMON 172737108 4136 264432 SH DEFINED 9 264432 0 0
CIRCUIT CITY STORES-CIRCUIT COMMON 172737108 777 49649 SH DEFINED 9,14 49649 0 0
CIRCOR INTERNATIONAL INC COMMON 17273K109 618 26700 SH DEFINED 16 14800 0 11900
CIRCOR INTERNATIONAL INC COMMON 17273K109 14 600 SH DEFINED 16,15 600 0 0
CIRCOR INTERNATIONAL INC COMMON 17273K109 127 5500 SH DEFINED 5,16 5500 0 0
CIRRUS LOGIC INC COMMON 172755100 3272 593900 SH DEFINED 16 319600 0 274300
CIRRUS LOGIC INC COMMON 172755100 85 15500 SH DEFINED 16,15 15500 0 0
CIRRUS LOGIC INC COMMON 172755100 419 76000 SH DEFINED 5,16 76000 0 0
CISCO SYSTEMS INC COMMON 17275R102 235597 12194465 SH DEFINED 1 12194465 0 0
CISCO SYSTEMS INC COMMON 17275R102 186921 9675000 SH DEFINED 1,2 9675000 0 0
CISCO SYSTEMS INC COMMON 17275R102 13381 692611 SH DEFINED 10 692611 0 0
CISCO SYSTEMS INC COMMON 17275R102 15474 800941 SH DEFINED 10,16 800941 0 0
CISCO SYSTEMS INC COMMON 17275R102 2262 117100 SH DEFINED 10,8 117100 0 0
CISCO SYSTEMS INC COMMON 17275R102 110 5678 SH DEFINED 12 5678 0 0
CISCO SYSTEMS INC COMMON 17275R102 1013 52453 SH DEFINED 12,9 52453 0 0
CISCO SYSTEMS INC COMMON 17275R102 458119 23712164 SH DEFINED 16 18753321 740 4958103
CISCO SYSTEMS INC COMMON 17275R102 4720 244300 SH DEFINED 16,15 244300 0 0
CISCO SYSTEMS INC COMMON 17275R102 7832 405388 SH DEFINED 16,23 405388 0 0
CISCO SYSTEMS INC COMMON 17275R102 9446 488900 SH DEFINED 16,9 488900 0 0
CISCO SYSTEMS INC COMMON 17275R102 63 3245 SH DEFINED 17,9 3245 0 0
CISCO SYSTEMS INC COMMON 17275R102 69222 3582905 SH DEFINED 2 3582905 0 0
CISCO SYSTEMS INC COMMON 17275R102 4376 226500 SH DEFINED 21 226500 0 0
CISCO SYSTEMS INC COMMON 17275R102 2732 141431 SH DEFINED 24 141431 0 0
CISCO SYSTEMS INC COMMON 17275R102 94788 4906206 SH DEFINED 25 697518 0 4208688
CISCO SYSTEMS INC COMMON 17275R102 4830 250000 SH DEFINED 3 250000 0 0
CISCO SYSTEMS INC COMMON 17275R102 69 3589 SH DEFINED 4 3589 0 0
CISCO SYSTEMS INC COMMON 17275R102 10157 525740 SH DEFINED 5,16 507360 0 18380
CISCO SYSTEMS INC COMMON 17275R102 2161 111847 SH DEFINED 6 111847 0 0
CISCO SYSTEMS INC COMMON 17275R102 26178 1354972 SH DEFINED 7 1354972 0 0
CISCO SYSTEMS INC COMMON 17275R102 479 24800 SH DEFINED 8 24800 0 0
CISCO SYSTEMS INC COMMON 17275R102 10184 527102 SH DEFINED 9 527102 0 0
CISCO SYSTEMS INC COMMON 17275R102 145 7494 SH DEFINED 9,11 7494 0 0
CISCO SYSTEMS INC COMMON 17275R102 769 39780 SH DEFINED 9,14 39780 0 0
CITADEL BROADCASTING CORP COMMON 17285T106 49 3000 SH DEFINED 25 0 0 3000
CINTAS CORP COMMON 172908105 78276 1784680 SH DEFINED 1 1784680 0 0
CINTAS CORP COMMON 172908105 32895 750000 SH DEFINED 1,2 750000 0 0
CINTAS CORP COMMON 172908105 1110 25300 SH DEFINED 16 16400 0 8900
CINTAS CORP COMMON 172908105 13083 298300 SH DEFINED 2 287100 0 11200
CINTAS CORP COMMON 172908105 221 5049 SH DEFINED 25 899 0 4150
CINTAS CORP COMMON 172908105 439 10000 SH DEFINED 7 10000 0 0
CINTAS CORP COMMON 172908105 222 5064 SH DEFINED 9 5064 0 0
CITIGROUP INC COMMON 172967101 621747 12904661 SH DEFINED 1 12898946 0 5715
CITIGROUP INC COMMON 172967101 126232 2620000 SH DEFINED 1,2 2620000 0 0
CITIGROUP INC COMMON 172967101 7270 150900 SH DEFINED 1,3 150900 0 0
CITIGROUP INC COMMON 172967101 24785 514424 SH DEFINED 10 514424 0 0
CITIGROUP INC COMMON 172967101 27045 561328 SH DEFINED 10,16 561328 0 0
CITIGROUP INC COMMON 172967101 3103 64400 SH DEFINED 10,8 64400 0 0
CITIGROUP INC COMMON 172967101 218 4516 SH DEFINED 12 4516 0 0
CITIGROUP INC COMMON 172967101 1896 39362 SH DEFINED 12,9 39362 0 0
CITIGROUP INC COMMON 172967101 2467 51214 SH DEFINED 13 51214 0 0
CITIGROUP INC COMMON 172967101 643863 13363689 SH DEFINED 16 10993662 474 2369553
CITIGROUP INC COMMON 172967101 6475 134400 SH DEFINED 16,15 134400 0 0
CITIGROUP INC COMMON 172967101 2347 48710 SH DEFINED 16,23 48710 0 0
CITIGROUP INC COMMON 172967101 19026 394900 SH DEFINED 16,9 394900 0 0
CITIGROUP INC COMMON 172967101 112 2330 SH DEFINED 17,9 2330 0 0
CITIGROUP INC COMMON 172967101 73590 1527401 SH DEFINED 2 1527401 0 0
CITIGROUP INC COMMON 172967101 222 4600 SH DEFINED 2,23 4600 0 0
CITIGROUP INC COMMON 172967101 11944 247911 SH DEFINED 24 247911 0 0
CITIGROUP INC COMMON 172967101 91323 1895464 SH DEFINED 25 288001 0 1607463
CITIGROUP INC COMMON 172967101 23358 484798 SH DEFINED 4 484798 0 0
CITIGROUP INC COMMON 172967101 13074 271365 SH DEFINED 5,16 253510 0 17855
CITIGROUP INC COMMON 172967101 2206 45778 SH DEFINED 6 45778 0 0
CITIGROUP INC COMMON 172967101 45001 934010 SH DEFINED 7 934010 0 0
CITIGROUP INC COMMON 172967101 795 16500 SH DEFINED 8 16500 0 0
CITIGROUP INC COMMON 172967101 20989 435634 SH DEFINED 9 435634 0 0
CITIGROUP INC COMMON 172967101 279 5786 SH DEFINED 9,11 5786 0 0
CITIGROUP INC COMMON 172967101 1483 30783 SH DEFINED 9,14 30783 0 0
CITIGROUP CVT(CEXCH) 144A 1.0 CONVERT 173068AA5 32231 32250000 SH DEFINED 16 4800000 0 27450000
CALIF FED BK GOODWILL CERTIF ( COMMON 17306J202 0 20 SH DEFINED 25 0 0 20
CITIZENS BANKING CORP MICH COMMON 174420109 32 937 SH DEFINED 7 937 0 0
CITIZENS COMMUNICATIONS CO COMMON 17453B101 9584 695000 SH DEFINED 1 695000 0 0
CITIZENS COMMUNICATIONS CO COMMON 17453B101 459 33317 SH DEFINED 16 33317 0 0
CITIZENS COMMUNICATIONS CO COMMON 17453B101 1070 77580 SH DEFINED 16,23 77580 0 0
CITIZENS COMMUNICATIONS CO COMMON 17453B101 0 16 SH DEFINED 25 0 0 16
CITRIX SYSTEMS INC COMMON 177376100 4767 194900 SH DEFINED 1 194900 0 0
CITRIX SYSTEMS INC COMMON 177376100 71 2900 SH DEFINED 10 2900 0 0
CITRIX SYSTEMS INC COMMON 177376100 5731 234301 SH DEFINED 16 214301 0 20000
CITRIX SYSTEMS INC COMMON 177376100 413 16900 SH DEFINED 16,9 16900 0 0
CITRIX SYSTEMS INC COMMON 177376100 78 3200 SH DEFINED 24 3200 0 0
CITRIX SYSTEMS INC COMMON 177376100 2 80 SH DEFINED 25 0 0 80
CITRIX SYSTEMS INC COMMON 177376100 32 1300 SH DEFINED 5,16 1300 0 0
CITRIX SYSTEMS INC COMMON 177376100 143 5864 SH DEFINED 9 5864 0 0
CITY HOLDING CO COMMON 177835105 2229 61500 SH DEFINED 16 34900 0 26600
CITY HOLDING CO COMMON 177835105 51 1400 SH DEFINED 16,15 1400 0 0
CITY HOLDING CO COMMON 177835105 641 17700 SH DEFINED 5,16 17700 0 0
CITY NATIONAL CORP COMMON 178566105 34297 485450 SH DEFINED 1 485450 0 0
CITY NATIONAL CORP COMMON 178566105 396 5600 SH DEFINED 1,3 5600 0 0
CITY NATIONAL CORP COMMON 178566105 3769 53350 SH DEFINED 2 53350 0 0
CITY NATIONAL CORP COMMON 178566105 170 2400 SH DEFINED 5,2 2400 0 0
CITY NATIONAL CORP COMMON 178566105 141 2000 SH DEFINED 7 2000 0 0
CLAIRE'S STORES INC COMMON 179584107 2 100 SH DEFINED 1 100 0 0
CLAIRE'S STORES INC COMMON 179584107 174 8200 SH DEFINED 10 8200 0 0
CLAIRE'S STORES INC COMMON 179584107 22106 1040300 SH DEFINED 16 839600 0 200700
CLAIRE'S STORES INC COMMON 179584107 174 8200 SH DEFINED 16,15 8200 0 0
CLAIRE'S STORES INC COMMON 179584107 661 31100 SH DEFINED 16,9 31100 0 0
CLAIRE'S STORES INC COMMON 179584107 2172 102200 SH DEFINED 5,16 102200 0 0
CLARCOR INC COMMON 179895107 82 1500 SH DEFINED 16 1500 0 0
CLARCOR INC COMMON 179895107 214 3900 SH DEFINED 5,16 3900 0 0
CLARCOR INC COMMON 179895107 170 3100 SH DEFINED 7 3100 0 0
CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 17896 534364 SH DEFINED 1 534364 0 0
CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 34043 1016500 SH DEFINED 1,2 1016500 0 0
CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 42348 1264500 SH DEFINED 10 1264500 0 0
CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 1353 40400 SH DEFINED 10,16 40400 0 0
CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 3376 100800 SH DEFINED 10,23 100800 0 0
CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 238 7100 SH DEFINED 10,8 7100 0 0
CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 49930 1490898 SH DEFINED 16 1379898 0 111000
CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 2033 60700 SH DEFINED 16,15 60700 0 0
CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 3292 98300 SH DEFINED 16,9 98300 0 0
CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 15 453 SH DEFINED 17,9 453 0 0
CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 5186 154840 SH DEFINED 2 154840 0 0
CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 566 16914 SH DEFINED 24 16914 0 0
CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 1119 33402 SH DEFINED 25 400 0 33002
CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 112523 3359900 SH DEFINED 3 3359900 0 0
CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 32 953 SH DEFINED 4 953 0 0
CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 824 24600 SH DEFINED 5,16 24600 0 0
CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 539 16096 SH DEFINED 7 16096 0 0
CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 1354 40436 SH DEFINED 9 40436 0 0
CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 61 1834 SH DEFINED 9,11 1834 0 0
CLEVELAND-CLIFFS INC COMMON 185896107 15112 145500 SH DEFINED 1 145500 0 0
CLEVELAND-CLIFFS INC COMMON 185896107 5671 54600 SH DEFINED 2 54600 0 0
CLOROX COMPANY COMMON 189054109 8014 136000 SH DEFINED 1 136000 0 0
CLOROX COMPANY COMMON 189054109 3577 60705 SH DEFINED 16 54005 0 6700
CLOROX COMPANY COMMON 189054109 666 11300 SH DEFINED 16,9 11300 0 0
CLOROX COMPANY COMMON 189054109 124 2100 SH DEFINED 24 2100 0 0
CLOROX COMPANY COMMON 189054109 933 15840 SH DEFINED 25 0 0 15840
CLOROX COMPANY COMMON 189054109 16 270 SH DEFINED 4 270 0 0
CLOROX COMPANY COMMON 189054109 247 4195 SH DEFINED 7 4195 0 0
CLOROX COMPANY COMMON 189054109 356 6034 SH DEFINED 9 6034 0 0
CLOSURE MEDICAL CORPORATION COMMON 189093107 6406 328500 SH DEFINED 1 328500 0 0
CLOSURE MEDICAL CORPORATION COMMON 189093107 1098 56300 SH DEFINED 16 37800 0 18500
CLOSURE MEDICAL CORPORATION COMMON 189093107 21 1100 SH DEFINED 16,15 1100 0 0
CLOSURE MEDICAL CORPORATION COMMON 189093107 2404 123300 SH DEFINED 2 123300 0 0
CLOSURE MEDICAL CORPORATION COMMON 189093107 96 4900 SH DEFINED 5,16 4900 0 0
COACH INC COMMON 189754104 57553 1020450 SH DEFINED 1 1020450 0 0
COACH INC COMMON 189754104 56400 1000000 SH DEFINED 1,2 1000000 0 0
COACH INC COMMON 189754104 96 1700 SH DEFINED 10 1700 0 0
COACH INC COMMON 189754104 77 1370 SH DEFINED 10,16 1370 0 0
COACH INC COMMON 189754104 39074 692803 SH DEFINED 16 548233 0 144570
COACH INC COMMON 189754104 902 16000 SH DEFINED 16,9 16000 0 0
COACH INC COMMON 189754104 13301 235840 SH DEFINED 2 223640 0 12200
COACH INC COMMON 189754104 124 2200 SH DEFINED 24 2200 0 0
COACH INC COMMON 189754104 4276 75824 SH DEFINED 25 0 0 75824
COACH INC COMMON 189754104 34 596 SH DEFINED 4 596 0 0
COACH INC COMMON 189754104 1219 21620 SH DEFINED 5,16 21620 0 0
COACH INC COMMON 189754104 1121 19880 SH DEFINED 7 19880 0 0
COACH INC COMMON 189754104 409 7248 SH DEFINED 9 7248 0 0
COCA-COLA COMPANY COMMON 191216100 57188 1373380 SH DEFINED 1 1373380 0 0
COCA-COLA COMPANY COMMON 191216100 29148 700000 SH DEFINED 1,2 700000 0 0
COCA-COLA COMPANY COMMON 191216100 100594 2415814 SH DEFINED 16 783172 0 1632642
COCA-COLA COMPANY COMMON 191216100 4635 111300 SH DEFINED 16,9 111300 0 0
COCA-COLA COMPANY COMMON 191216100 51 1217 SH DEFINED 17,9 1217 0 0
COCA-COLA COMPANY COMMON 191216100 312 7500 SH DEFINED 2 7500 0 0
COCA-COLA COMPANY COMMON 191216100 1639 39370 SH DEFINED 24 39370 0 0
COCA-COLA COMPANY COMMON 191216100 30623 735426 SH DEFINED 25 94443 0 640983
COCA-COLA COMPANY COMMON 191216100 0 1 SH DEFINED 4 1 0 0
COCA-COLA COMPANY COMMON 191216100 499 11980 SH DEFINED 5,16 0 0 11980
COCA-COLA COMPANY COMMON 191216100 165 3971 SH DEFINED 6 3971 0 0
COCA-COLA COMPANY COMMON 191216100 8789 211074 SH DEFINED 7 211074 0 0
COCA-COLA COMPANY COMMON 191216100 3005 72171 SH DEFINED 9 72171 0 0
COCA-COLA ENTERPRISES COMMON 191219104 17581 843200 SH DEFINED 1 843200 0 0
COCA-COLA ENTERPRISES COMMON 191219104 943 45213 SH DEFINED 16 45013 0 200
COCA-COLA ENTERPRISES COMMON 191219104 85 4100 SH DEFINED 16,9 4100 0 0
COCA-COLA ENTERPRISES COMMON 191219104 2706 129800 SH DEFINED 2 129800 0 0
COCA-COLA ENTERPRISES COMMON 191219104 10 500 SH DEFINED 7 500 0 0
COCA-COLA FEMSA SA DE CV ADR COMMON 191241108 309 13000 SH DEFINED 10 13000 0 0
COCA COLA HELLENIC BTLNG-ADS COMMON 1912EP104 133 5616 SH DEFINED 4 5616 0 0
COGNEX CORP COMMON 192422103 6322 226600 SH DEFINED 1 226600 0 0
COGNEX CORP COMMON 192422103 1733 62100 SH DEFINED 2 62100 0 0
COGNEX CORP COMMON 192422103 84 3000 SH DEFINED 25 0 0 3000
COGNEX CORP COMMON 192422103 6 227 SH DEFINED 4 227 0 0
COGNIZANT TECH SOLUTIONS CRP COMMON 192446102 40324 952600 SH DEFINED 1 952600 0 0
COGNIZANT TECH SOLUTIONS CRP COMMON 192446102 1816 42900 SH DEFINED 16 42900 0 0
COGNIZANT TECH SOLUTIONS CRP COMMON 192446102 4178 98700 SH DEFINED 16,23 98700 0 0
COGNIZANT TECH SOLUTIONS CRP COMMON 192446102 2667 63000 SH DEFINED 2 63000 0 0
COGNIZANT TECH SOLUTIONS CRP COMMON 192446102 184 4356 SH DEFINED 25 0 0 4356
COGNIZANT TECH SOLUTIONS CRP COMMON 192446102 7619 180000 SH DEFINED 3 180000 0 0
COGNIZANT TECH SOLUTIONS CRP COMMON 192446102 26694 630627 SH DEFINED 7 630627 0 0
COGNOS INC COMMON 19244C109 25114 570000 SH DEFINED 1 570000 0 0
COGNOS INC COMMON 19244C109 718 16300 SH DEFINED 16 16300 0 0
COGNOS INC COMMON 19244C109 1793 40700 SH DEFINED 16,23 40700 0 0
COGNOS INC COMMON 19244C109 1723 39100 SH DEFINED 2 39100 0 0
COGNOS INC COMMON 19244C109 12463 282866 SH DEFINED 7 282866 0 0
COHERENT INC COMMON 192479103 4931 162000 SH DEFINED 16 89700 0 72300
COHERENT INC COMMON 192479103 122 4000 SH DEFINED 16,15 4000 0 0
COHERENT INC COMMON 192479103 6 200 SH DEFINED 25 0 0 200
COHERENT INC COMMON 192479103 938 30800 SH DEFINED 5,16 30800 0 0
COHERENT INC COMMON 192479103 119 3925 SH DEFINED 7 3925 0 0
COHEN & STEERS QUAL INC RLTY C COMMON 19247L106 124 6000 SH DEFINED 25 0 0 6000
COHEN & STEERS QUAL INC RLTY C COMMON 19247L106 41 2000 SH DEFINED 7 2000 0 0
COHEN & STEERS ADV INC CF COMMON 19247W102 12 550 SH DEFINED 25 0 0 550
COHEN & STEERS REIT & PR CF COMMON 19247X100 0 0 SH DEFINED 16 0 0 0
COHEN & STEERS REIT & PR CF COMMON 19247X100 23 858 SH DEFINED 25 0 0 858
COHU INC COMMON 192576106 74 4000 SH DEFINED 25 0 0 4000
COLDWATER CREEK INC COMMON 193068103 9360 303200 SH DEFINED 1 303200 0 0
COLDWATER CREEK INC COMMON 193068103 22 700 SH DEFINED 16 700 0 0
COLDWATER CREEK INC COMMON 193068103 3505 113550 SH DEFINED 2 113550 0 0
COLGATE-PALMOLIVE CO COMMON 194162103 26905 525900 SH DEFINED 1 525900 0 0
COLGATE-PALMOLIVE CO COMMON 194162103 3387 66200 SH DEFINED 10,16 66200 0 0
COLGATE-PALMOLIVE CO COMMON 194162103 1389 27150 SH DEFINED 13 27150 0 0
COLGATE-PALMOLIVE CO COMMON 194162103 23526 459844 SH DEFINED 16 450513 0 9331
COLGATE-PALMOLIVE CO COMMON 194162103 16259 317800 SH DEFINED 2 317800 0 0
COLGATE-PALMOLIVE CO COMMON 194162103 89886 1756965 SH DEFINED 25 173188 0 1583777
COLGATE-PALMOLIVE CO COMMON 194162103 558 10900 SH DEFINED 5,16 0 0 10900
COLGATE-PALMOLIVE CO COMMON 194162103 37 725 SH DEFINED 6 725 0 0
COLGATE-PALMOLIVE CO COMMON 194162103 9170 179250 SH DEFINED 7 179250 0 0
COLLEGE PARTNERSHIP INC COMMON 194375101 3 29500 SH DEFINED 7 29500 0 0
COLONIAL BANCGROUP INC COMMON 195493309 97 4550 SH DEFINED 7 4550 0 0
COLONIAL PROPERTIES TRUST COMMON 195872106 37054 943578 SH DEFINED 16 820378 0 123200
COLUMBIA BANKING SYSTEM INC COMMON 197236102 1561 62465 SH DEFINED 16 36110 0 26355
COLUMBIA BANKING SYSTEM INC COMMON 197236102 35 1400 SH DEFINED 16,15 1400 0 0
COLUMBIA BANKING SYSTEM INC COMMON 197236102 465 18600 SH DEFINED 5,16 18600 0 0
COLUMBIA SPORTSWEAR CO COMMON 198516106 7141 119800 SH DEFINED 1 119800 0 0
COLUMBIA SPORTSWEAR CO COMMON 198516106 18 300 SH DEFINED 16 300 0 0
COLUMBIA SPORTSWEAR CO COMMON 198516106 775 13000 SH DEFINED 16,15 13000 0 0
COLUMBIA SPORTSWEAR CO COMMON 198516106 10 160 SH DEFINED 4 160 0 0
COLUMBUS MCKINNON CORP/NY COMMON 199333105 3523 406300 SH DEFINED 1 406300 0 0
COMCAST CORP CL A COMMON 20030N101 39145 1176242 SH DEFINED 1 1175715 0 527
COMCAST CORP CL A COMMON 20030N101 4812 144600 SH DEFINED 10,16 144600 0 0
COMCAST CORP CL A COMMON 20030N101 2004 60230 SH DEFINED 13 60230 0 0
COMCAST CORP CL A COMMON 20030N101 19812 595298 SH DEFINED 16 593100 0 2198
COMCAST CORP CL A COMMON 20030N101 2226 66900 SH DEFINED 16,15 66900 0 0
COMCAST CORP CL A COMMON 20030N101 2619 78700 SH DEFINED 16,23 78700 0 0
COMCAST CORP CL A COMMON 20030N101 383 11500 SH DEFINED 16,9 11500 0 0
COMCAST CORP CL A COMMON 20030N101 9178 275781 SH DEFINED 25 125507 0 150274
COMCAST CORP CL A COMMON 20030N101 7 197 SH DEFINED 4 197 0 0
COMCAST CORP CL A COMMON 20030N101 18 536 SH DEFINED 6 536 0 0
COMCAST CORP CL A COMMON 20030N101 527 15829 SH DEFINED 7 15829 0 0
COMCAST CORP CL A COMMON 20030N101 1345 40403 SH DEFINED 9 40403 0 0
COMCAST CORP SPECIAL CL A COMMON 20030N200 30 920 SH DEFINED 17,9 920 0 0
COMCAST CORP SPECIAL CL A COMMON 20030N200 14278 434760 SH DEFINED 25 169218 0 265542
COMCAST CORP SPECIAL CL A COMMON 20030N200 2477 75425 SH DEFINED 6 75425 0 0
COMCAST CORP SPECIAL CL A COMMON 20030N200 30665 933764 SH DEFINED 7 933764 0 0
COMCAST CORP SPECIAL CL A COMMON 20030N200 909 27674 SH DEFINED 9 27674 0 0
COMERICA INC COMMON 200340107 33283 545450 SH DEFINED 1 545450 0 0
COMERICA INC COMMON 200340107 375 6150 SH DEFINED 1,3 6150 0 0
COMERICA INC COMMON 200340107 1702 27900 SH DEFINED 10,16 27900 0 0
COMERICA INC COMMON 200340107 299 4900 SH DEFINED 10,8 4900 0 0
COMERICA INC COMMON 200340107 29912 490205 SH DEFINED 16 459205 0 31000
COMERICA INC COMMON 200340107 629 10300 SH DEFINED 16,15 10300 0 0
COMERICA INC COMMON 200340107 1849 30300 SH DEFINED 16,9 30300 0 0
COMERICA INC COMMON 200340107 2748 45030 SH DEFINED 2 45030 0 0
COMERICA INC COMMON 200340107 316 5181 SH DEFINED 24 5181 0 0
COMERICA INC COMMON 200340107 18 300 SH DEFINED 25 300 0 0
COMERICA INC COMMON 200340107 10 158 SH DEFINED 4 158 0 0
COMERICA INC COMMON 200340107 934 15300 SH DEFINED 5,16 15300 0 0
COMERICA INC COMMON 200340107 159 2600 SH DEFINED 5,2 2600 0 0
COMERICA INC COMMON 200340107 1211 19850 SH DEFINED 7 19850 0 0
COMERICA INC COMMON 200340107 405 6633 SH DEFINED 9 6633 0 0
COMMERCE BANCORP INC/NJ COMMON 200519106 4740 73600 SH DEFINED 1 73600 0 0
COMMERCE BANCORP INC/NJ COMMON 200519106 32200 500000 SH DEFINED 1,2 500000 0 0
COMMERCE BANCORP INC/NJ COMMON 200519106 4901 76100 SH DEFINED 2 76100 0 0
COMMERCE BANCORP INC/NJ COMMON 200519106 26 400 SH DEFINED 7 400 0 0
COMMERCE BANCORP INC/NJ COMMON 200519106 168 2603 SH DEFINED 9 2603 0 0
COMMERCE BANCSHARES INC COMMON 200525103 227 4515 SH DEFINED 1 4515 0 0
COMMERCE BANCSHARES INC COMMON 200525103 96 1916 SH DEFINED 25 0 0 1916
COMMERCE BANCSHARES INC COMMON 200525103 376 7496 SH DEFINED 7 7496 0 0
COMMERCE GROUP INC COMMON 200641108 2368 38800 SH DEFINED 16 22100 0 16700
COMMERCE GROUP INC COMMON 200641108 55 900 SH DEFINED 16,15 900 0 0
COMMERCE GROUP INC COMMON 200641108 769 12600 SH DEFINED 5,16 12600 0 0
COMMERCIAL CAPITAL BANCORP COMMON 20162L105 14 625 SH DEFINED 7 625 0 0
COMMERCIAL FEDERAL CORP COMMON 201647104 3574 120300 SH DEFINED 16 75000 0 45300
COMMERCIAL FEDERAL CORP COMMON 201647104 74 2500 SH DEFINED 16,15 2500 0 0
COMMERCIAL FEDERAL CORP COMMON 201647104 1881 63300 SH DEFINED 5,16 63300 0 0
COMMERCIAL FEDERAL CORP COMMON 201647104 25 825 SH DEFINED 7 825 0 0
COMMERCIAL METALS CO COMMON 201723103 6927 137000 SH DEFINED 1 137000 0 0
COMMERCIAL METALS CO COMMON 201723103 95 1875 SH DEFINED 7 1875 0 0
COMMERCIAL NET LEASE REALTY COMMON 202218103 36357 1764900 SH DEFINED 16 1563800 0 201100
COMMERCIAL NET LEASE REALTY COMMON 202218103 8 400 SH DEFINED 7 400 0 0
COMMONWEALTH TELEPHONE ENTRP COMMON 203349105 12261 246900 SH DEFINED 16 147100 0 99800
COMMONWEALTH TELEPHONE ENTRP COMMON 203349105 268 5400 SH DEFINED 16,15 5400 0 0
COMMONWEALTH TELEPHONE ENTRP COMMON 203349105 3134 63100 SH DEFINED 5,16 63100 0 0
COMMSCOPE INC COMMON 203372107 4517 239000 SH DEFINED 1 239000 0 0
COMMSCOPE INC COMMON 203372107 134 7100 SH DEFINED 10 7100 0 0
COMMSCOPE INC COMMON 203372107 12393 655700 SH DEFINED 16 514700 0 141000
COMMSCOPE INC COMMON 203372107 113 6000 SH DEFINED 16,15 6000 0 0
COMMSCOPE INC COMMON 203372107 197 10400 SH DEFINED 16,9 10400 0 0
COMMSCOPE INC COMMON 203372107 2 100 SH DEFINED 25 0 0 100
COMMSCOPE INC COMMON 203372107 735 38900 SH DEFINED 5,16 38900 0 0
COMMUNITY HEALTH SYSTEMS COMMON 203668108 70743 2537400 SH DEFINED 1 2537400 0 0
COMMUNITY HEALTH SYSTEMS COMMON 203668108 4271 153201 SH DEFINED 10 153201 0 0
COMMUNITY HEALTH SYSTEMS COMMON 203668108 1255 45000 SH DEFINED 10,23 45000 0 0
COMMUNITY HEALTH SYSTEMS COMMON 203668108 2869 102900 SH DEFINED 16 102900 0 0
COMMUNITY HEALTH SYSTEMS COMMON 203668108 7249 260000 SH DEFINED 16,23 260000 0 0
COMMUNITY HEALTH SYSTEMS COMMON 203668108 4971 178300 SH DEFINED 2 178300 0 0
COMMUNITY HEALTH SYSTEMS COMMON 203668108 237 8500 SH DEFINED 21 8500 0 0
COMMUNITY HEALTH SYSTEMS COMMON 203668108 10 374 SH DEFINED 4 374 0 0
COMMUNITY HEALTH SYSTEMS COMMON 203668108 258 9250 SH DEFINED 7 9250 0 0
COMMUNITY TRUST BANCORP INC COMMON 204149108 1002 30949 SH DEFINED 16 17879 0 13070
COMMUNITY TRUST BANCORP INC COMMON 204149108 23 700 SH DEFINED 16,15 700 0 0
COMMUNITY TRUST BANCORP INC COMMON 204149108 338 10450 SH DEFINED 5,16 10450 0 0
COMPANHIA ENERGETICA DE MINAS COMMON 204409601 1644 67000 SH DEFINED 10 67000 0 0
COMPANHIA ENERGETICA DE MINAS COMMON 204409601 351 14300 SH DEFINED 10,16 14300 0 0
COMPANHIA ENERGETICA DE MINAS COMMON 204409601 1261 51400 SH DEFINED 10,23 51400 0 0
COMPANHIA ENERGETICA DE MINAS COMMON 204409601 442 18000 SH DEFINED 13,15 18000 0 0
COMPANHIA ENERGETICA DE MINAS COMMON 204409601 1656 67500 SH DEFINED 5,13 67500 0 0
COMPANHIA BRASILEIRA DE DISTRB COMMON 20440T201 7700 300800 SH DEFINED 1 300800 0 0
COMPANHIA BRASILEIRA DE DISTRB COMMON 20440T201 474 18500 SH DEFINED 10 18500 0 0
CIA VALE DO RIO DOCE-ADR COMMON 204412209 3670 126500 SH DEFINED 10 126500 0 0
CIA VALE DO RIO DOCE-ADR COMMON 204412209 255 8800 SH DEFINED 10,16 8800 0 0
CIA VALE DO RIO DOCE-ADR COMMON 204412209 635 21900 SH DEFINED 10,23 21900 0 0
CIA VALE DO RIO DOCE-ADR COMMON 204412209 331 11400 SH DEFINED 13,15 11400 0 0
CIA VALE DO RIO DOCE-ADR COMMON 204412209 986 34000 SH DEFINED 5,13 34000 0 0
CIA VALE DO RIO DOCE-ADR COMMON 204412209 2124 73200 SH DEFINED 7 73200 0 0
COMPANHIA DE BEBIDAS ADR COMMON 20441W203 28710 1013430 SH DEFINED 1 1013430 0 0
COMPANHIA DE BEBIDAS ADR COMMON 20441W203 150 5300 SH DEFINED 1,3 5300 0 0
COMPANHIA DE BEBIDAS ADR COMMON 20441W203 1756 62000 SH DEFINED 10 62000 0 0
COMPANHIA DE BEBIDAS ADR COMMON 20441W203 300 10600 SH DEFINED 10,16 10600 0 0
COMPANHIA DE BEBIDAS ADR COMMON 20441W203 666 23500 SH DEFINED 10,23 23500 0 0
COMPANHIA DE BEBIDAS ADR COMMON 20441W203 295 10400 SH DEFINED 13,15 10400 0 0
COMPANHIA DE BEBIDAS ADR COMMON 20441W203 16 550 SH DEFINED 16 550 0 0
COMPANHIA DE BEBIDAS ADR COMMON 20441W203 871 30730 SH DEFINED 16,15 30730 0 0
COMPANHIA DE BEBIDAS ADR COMMON 20441W203 397 14000 SH DEFINED 2 14000 0 0
COMPANIA DE MINAS BUENAVENTURA COMMON 204448104 5565 243000 SH DEFINED 1 243000 0 0
COMPANIA DE MINAS BUENAVENTURA COMMON 204448104 550 24000 SH DEFINED 10 24000 0 0
COMPANIA DE MINAS BUENAVENTURA COMMON 204448104 998 43600 SH DEFINED 16 43600 0 0
COMPANIA DE TELECOMUNICS CHILE COMMON 204449300 781 69500 SH DEFINED 10 69500 0 0
COMPANIA DE TELECOMUNICS CHILE COMMON 204449300 162 14400 SH DEFINED 10,16 14400 0 0
COMPANIA DE TELECOMUNICS CHILE COMMON 204449300 450 40000 SH DEFINED 10,23 40000 0 0
COMPANIA DE TELECOMUNICS CHILE COMMON 204449300 266 23700 SH DEFINED 13,15 23700 0 0
COMPASS BANCSHARES INC COMMON 20449H109 35242 724100 SH DEFINED 1 724100 0 0
COMPASS BANCSHARES INC COMMON 20449H109 408 8375 SH DEFINED 1,3 8375 0 0
COMPASS BANCSHARES INC COMMON 20449H109 292 6000 SH DEFINED 10,16 6000 0 0
COMPASS BANCSHARES INC COMMON 20449H109 54 1100 SH DEFINED 10,8 1100 0 0
COMPASS BANCSHARES INC COMMON 20449H109 3628 74553 SH DEFINED 16 68553 0 6000
COMPASS BANCSHARES INC COMMON 20449H109 107 2200 SH DEFINED 16,15 2200 0 0
COMPASS BANCSHARES INC COMMON 20449H109 759 15600 SH DEFINED 16,9 15600 0 0
COMPASS BANCSHARES INC COMMON 20449H109 2935 60300 SH DEFINED 2 60300 0 0
COMPASS BANCSHARES INC COMMON 20449H109 8308 170700 SH DEFINED 3 170700 0 0
COMPASS BANCSHARES INC COMMON 20449H109 9 194 SH DEFINED 4 194 0 0
COMPASS BANCSHARES INC COMMON 20449H109 161 3300 SH DEFINED 5,16 3300 0 0
COMPASS BANCSHARES INC COMMON 20449H109 175 3600 SH DEFINED 5,2 3600 0 0
COMPASS BANCSHARES INC COMMON 20449H109 10 200 SH DEFINED 6 200 0 0
COMPASS BANCSHARES INC COMMON 20449H109 231 4741 SH DEFINED 9 4741 0 0
COMPETITIVE TECHNOLOGIES INC COMMON 204512107 111 10000 SH DEFINED 25 10000 0 0
COMPASS MINERALS INTERNATIONAL COMMON 20451N101 7584 313000 SH DEFINED 1 313000 0 0
COMPASS MINERALS INTERNATIONAL COMMON 20451N101 5323 219700 SH DEFINED 16 131600 0 88100
COMPASS MINERALS INTERNATIONAL COMMON 20451N101 116 4800 SH DEFINED 16,15 4800 0 0
COMPASS MINERALS INTERNATIONAL COMMON 20451N101 1323 54600 SH DEFINED 5,16 54600 0 0
COMPASS MINERALS INTERNATIONAL COMMON 20451N101 16 675 SH DEFINED 6 675 0 0
COMPASS MINERALS INTERNATIONAL COMMON 20451N101 3460 142815 SH DEFINED 7 142815 0 0
COMPUCREDIT CORP COMMON 20478N100 4024 147200 SH DEFINED 16 96900 0 50300
COMPUCREDIT CORP COMMON 20478N100 77 2800 SH DEFINED 16,15 2800 0 0
COMPUCREDIT CORP COMMON 20478N100 968 35400 SH DEFINED 5,16 35400 0 0
COMPUTER ASSOCIATES INTL INC COMMON 204912109 680812 21919255 SH DEFINED 1 21918400 0 855
COMPUTER ASSOCIATES INTL INC COMMON 204912109 43360 1396000 SH DEFINED 1,2 1396000 0 0
COMPUTER ASSOCIATES INTL INC COMMON 204912109 730 23500 SH DEFINED 1,3 23500 0 0
COMPUTER ASSOCIATES INTL INC COMMON 204912109 12514 402898 SH DEFINED 16 395598 0 7300
COMPUTER ASSOCIATES INTL INC COMMON 204912109 3084 99300 SH DEFINED 16,23 99300 0 0
COMPUTER ASSOCIATES INTL INC COMMON 204912109 453 14600 SH DEFINED 16,9 14600 0 0
COMPUTER ASSOCIATES INTL INC COMMON 204912109 14817 477050 SH DEFINED 2 477050 0 0
COMPUTER ASSOCIATES INTL INC COMMON 204912109 311 10000 SH DEFINED 2,23 10000 0 0
COMPUTER ASSOCIATES INTL INC COMMON 204912109 25 808 SH DEFINED 24 808 0 0
COMPUTER ASSOCIATES INTL INC COMMON 204912109 143 4605 SH DEFINED 25 0 0 4605
COMPUTER ASSOCIATES INTL INC COMMON 204912109 89554 2883262 SH DEFINED 4 2883262 0 0
COMPUTER ASSOCIATES INTL INC COMMON 204912109 332 10700 SH DEFINED 5,2 10700 0 0
COMPUTER ASSOCIATES INTL INC COMMON 204912109 165 5300 SH DEFINED 7 5300 0 0
COMPUTER ASSOCIATES INTL INC COMMON 204912109 647 20830 SH DEFINED 9 20830 0 0
COMPUTER SCIENCES CORP COMMON 205363104 10019 177740 SH DEFINED 1 177270 0 470
COMPUTER SCIENCES CORP COMMON 205363104 148 2620 SH DEFINED 10,16 2620 0 0
COMPUTER SCIENCES CORP COMMON 205363104 4112 72954 SH DEFINED 16 64954 0 8000
COMPUTER SCIENCES CORP COMMON 205363104 1009 17900 SH DEFINED 16,9 17900 0 0
COMPUTER SCIENCES CORP COMMON 205363104 2487 44120 SH DEFINED 2 44120 0 0
COMPUTER SCIENCES CORP COMMON 205363104 192 3400 SH DEFINED 24 3400 0 0
COMPUTER SCIENCES CORP COMMON 205363104 60 1070 SH DEFINED 25 0 0 1070
COMPUTER SCIENCES CORP COMMON 205363104 50 879 SH DEFINED 4 879 0 0
COMPUTER SCIENCES CORP COMMON 205363104 269 4780 SH DEFINED 7 4780 0 0
COMPUTER SCIENCES CORP COMMON 205363104 428 7587 SH DEFINED 9 7587 0 0
COMPUWARE CORP COMMON 205638109 47 7300 SH DEFINED 10 7300 0 0
COMPUWARE CORP COMMON 205638109 2856 445494 SH DEFINED 16 412294 0 33200
COMPUWARE CORP COMMON 205638109 1 140 SH DEFINED 25 0 0 140
COMPUWARE CORP COMMON 205638109 20 3100 SH DEFINED 5,16 3100 0 0
COMPUWARE CORP COMMON 205638109 73 11412 SH DEFINED 9 11412 0 0
COMSTOCK HOMEBUILDING COS-A COMMON 205684103 10 475 SH DEFINED 7 475 0 0
COMSTOCK RESOURCES INC COMMON 205768203 4756 215700 SH DEFINED 1 215700 0 0
COMVERSE TECHNOLOGY INC COMMON 205862402 112572 4604160 SH DEFINED 1 4604160 0 0
COMVERSE TECHNOLOGY INC COMMON 205862402 61125 2500000 SH DEFINED 1,2 2500000 0 0
COMVERSE TECHNOLOGY INC COMMON 205862402 359 14700 SH DEFINED 10 14700 0 0
COMVERSE TECHNOLOGY INC COMMON 205862402 26992 1103986 SH DEFINED 16 996686 0 107300
COMVERSE TECHNOLOGY INC COMMON 205862402 5716 233770 SH DEFINED 16,23 233770 0 0
COMVERSE TECHNOLOGY INC COMMON 205862402 1156 47300 SH DEFINED 16,9 47300 0 0
COMVERSE TECHNOLOGY INC COMMON 205862402 15237 623170 SH DEFINED 2 597870 0 25300
COMVERSE TECHNOLOGY INC COMMON 205862402 1443 59000 SH DEFINED 21 59000 0 0
COMVERSE TECHNOLOGY INC COMMON 205862402 175 7169 SH DEFINED 24 7169 0 0
COMVERSE TECHNOLOGY INC COMMON 205862402 21 845 SH DEFINED 4 845 0 0
COMVERSE TECHNOLOGY INC COMMON 205862402 154 6300 SH DEFINED 5,16 6300 0 0
COMVERSE TECHNOLOGY INC COMMON 205862402 81 3310 SH DEFINED 9 3310 0 0
CONAGRA FOODS INC COMMON 205887102 1439 48869 SH DEFINED 16 48869 0 0
CONAGRA FOODS INC COMMON 205887102 207 7045 SH DEFINED 25 0 0 7045
CONAGRA FOODS INC COMMON 205887102 93 3150 SH DEFINED 7 3150 0 0
CONAGRA FOODS INC COMMON 205887102 516 17534 SH DEFINED 9 17534 0 0
CONCEPTUS INC COMMON 206016107 2029 250000 SH DEFINED 1 250000 0 0
CONCEPTUS INC COMMON 206016107 4 500 SH DEFINED 25 0 0 500
CONEXANT SYSTEMS INC COMMON 207142100 169 84696 SH DEFINED 25 0 0 84696
CONNECTICS CORP COMMON 208192104 911 37500 SH DEFINED 16 20400 0 17100
CONNECTICS CORP COMMON 208192104 22 900 SH DEFINED 16,15 900 0 0
CONNECTICS CORP COMMON 208192104 4409 181500 SH DEFINED 3 181500 0 0
CONNECTICS CORP COMMON 208192104 121 5000 SH DEFINED 5,16 5000 0 0
CONOCOPHILLIPS COMMON 20825C104 39998 460650 SH DEFINED 1 460650 0 0
CONOCOPHILLIPS COMMON 20825C104 34732 400000 SH DEFINED 1,2 400000 0 0
CONOCOPHILLIPS COMMON 20825C104 127 1460 SH DEFINED 10,16 1460 0 0
CONOCOPHILLIPS COMMON 20825C104 6174 71102 SH DEFINED 16 71102 0 0
CONOCOPHILLIPS COMMON 20825C104 1954 22500 SH DEFINED 16,15 22500 0 0
CONOCOPHILLIPS COMMON 20825C104 339 3900 SH DEFINED 16,9 3900 0 0
CONOCOPHILLIPS COMMON 20825C104 5223 60150 SH DEFINED 2 60150 0 0
CONOCOPHILLIPS COMMON 20825C104 10792 124285 SH DEFINED 25 20891 0 103394
CONOCOPHILLIPS COMMON 20825C104 3165 36450 SH DEFINED 7 36450 0 0
CONOCOPHILLIPS COMMON 20825C104 125 1435 SH DEFINED 9 1435 0 0
CONSOL ENERGY INC COMMON 20854P109 11617 283000 SH DEFINED 1 283000 0 0
CONSOL ENERGY INC COMMON 20854P109 1437 35000 SH DEFINED 16,15 35000 0 0
CONSOL ENERGY INC COMMON 20854P109 460 11200 SH DEFINED 25 11200 0 0
CONSOLIDATED EDISON INC COMMON 209115104 1006 23000 SH DEFINED 16 23000 0 0
CONSOLIDATED EDISON INC COMMON 209115104 261 5968 SH DEFINED 25 937 0 5031
CONSOLIDATED EDISON INC COMMON 209115104 13 300 SH DEFINED 6 300 0 0
CONSOLIDATED EDISON INC COMMON 209115104 37 850 SH DEFINED 7 850 0 0
CONSOLIDATED EDISON INC COMMON 209115104 339 7738 SH DEFINED 9 7738 0 0
CONSOLIDATED GRAPHICS INC COMMON 209341106 2167 47213 SH DEFINED 16 27100 0 20113
CONSOLIDATED GRAPHICS INC COMMON 209341106 50 1100 SH DEFINED 16,15 1100 0 0
CONSOLIDATED GRAPHICS INC COMMON 209341106 647 14100 SH DEFINED 5,16 14100 0 0
CONSTELLATION BRANDS INC CL A COMMON 21036P108 18018 387400 SH DEFINED 1 387400 0 0
CONSTELLATION BRANDS INC CL A COMMON 21036P108 153 3300 SH DEFINED 2 3300 0 0
CONSTELLATION BRANDS INC CL A COMMON 21036P108 140 3000 SH DEFINED 25 0 0 3000
CONSTELLATION ENERGY GROUP COMMON 210371100 184 4200 SH DEFINED 10 4200 0 0
CONSTELLATION ENERGY GROUP COMMON 210371100 5372 122900 SH DEFINED 10,16 122900 0 0
CONSTELLATION ENERGY GROUP COMMON 210371100 446 10200 SH DEFINED 10,8 10200 0 0
CONSTELLATION ENERGY GROUP COMMON 210371100 1185 27120 SH DEFINED 13 27120 0 0
CONSTELLATION ENERGY GROUP COMMON 210371100 55912 1279150 SH DEFINED 16 1195637 0 83513
CONSTELLATION ENERGY GROUP COMMON 210371100 922 21100 SH DEFINED 16,15 21100 0 0
CONSTELLATION ENERGY GROUP COMMON 210371100 3195 73100 SH DEFINED 16,9 73100 0 0
CONSTELLATION ENERGY GROUP COMMON 210371100 424 9699 SH DEFINED 24 9699 0 0
CONSTELLATION ENERGY GROUP COMMON 210371100 201 4594 SH DEFINED 25 1800 0 2794
CONSTELLATION ENERGY GROUP COMMON 210371100 1456 33300 SH DEFINED 5,16 33300 0 0
CONSTELLATION ENERGY GROUP COMMON 210371100 38 872 SH DEFINED 6 872 0 0
CONSTELLATION ENERGY GROUP COMMON 210371100 425 9720 SH DEFINED 7 9720 0 0
CONSTELLATION ENERGY GROUP COMMON 210371100 346 7927 SH DEFINED 9 7927 0 0
CONTINENTAL AIRLINES CL B COMMON 210795308 253 18700 SH DEFINED 16 18700 0 0
CONVERGYS CORP COMMON 212485106 60 3980 SH DEFINED 1 0 0 3980
CONVERGYS CORP COMMON 212485106 418 27882 SH DEFINED 16 27882 0 0
PEPSICO(CNVTLT)CVT PV 144A 2.0 CONVERT 212573AA7 13807 14125000 SH DEFINED 16 2125000 0 12000000
COOPER CAMERON CORP COMMON 216640102 40863 759400 SH DEFINED 1 759400 0 0
COOPER CAMERON CORP COMMON 216640102 0 8 SH DEFINED 16 8 0 0
COOPER CAMERON CORP COMMON 216640102 1141 21200 SH DEFINED 16,15 21200 0 0
COOPER CAMERON CORP COMMON 216640102 24 454 SH DEFINED 17,9 454 0 0
COOPER CAMERON CORP COMMON 216640102 3729 69300 SH DEFINED 2 69300 0 0
COOPER CAMERON CORP COMMON 216640102 16 296 SH DEFINED 4 296 0 0
COOPER COMPANIES INC COMMON 216648402 51022 722800 SH DEFINED 1 722800 0 0
COOPER COMPANIES INC COMMON 216648402 1158 16400 SH DEFINED 16 10300 0 6100
COOPER COMPANIES INC COMMON 216648402 1482 21000 SH DEFINED 16,23 21000 0 0
COOPER COMPANIES INC COMMON 216648402 3162 44800 SH DEFINED 2 37500 0 7300
COOPER COMPANIES INC COMMON 216648402 7927 112300 SH DEFINED 3 112300 0 0
COOPER TIRE & RUBBER COMMON 216831107 153 7117 SH DEFINED 16 7117 0 0
COOPER TIRE & RUBBER COMMON 216831107 24 1133 SH DEFINED 25 0 0 1133
COOPER TIRE & RUBBER COMMON 216831107 62 2900 SH DEFINED 7 2900 0 0
COORS (ADOLPH) CL B COMMON 217016104 367 4854 SH DEFINED 16 4854 0 0
COPANO ENERGY LLC COMMON 217202100 570 20000 SH DEFINED 7 20000 0 0
COPART INC COMMON 217204106 766 29100 SH DEFINED 1 29100 0 0
CORGENTECH INC COMMON 21872P105 13828 1670000 SH DEFINED 1 1670000 0 0
CORGENTECH INC COMMON 21872P105 828 100000 SH DEFINED 12,2 100000 0 0
CORGENTECH INC COMMON 21872P105 720 87000 SH DEFINED 16 87000 0 0
CORGENTECH INC COMMON 21872P105 1755 212000 SH DEFINED 16,23 212000 0 0
CORGENTECH INC COMMON 21872P105 108 13000 SH DEFINED 2 13000 0 0
CORGENTECH INC COMMON 21872P105 62 7500 SH DEFINED 21 7500 0 0
CORINTHIAN COLLEGES INC COMMON 218868107 4939 262090 SH DEFINED 1 262090 0 0
CORINTHIAN COLLEGES INC COMMON 218868107 23 1200 SH DEFINED 25 0 0 1200
CORINTHIAN COLLEGES INC COMMON 218868107 59 3125 SH DEFINED 7 3125 0 0
CORIXA CORP COMMON 21887F100 8 2208 SH DEFINED 16 0 0 2208
CORIXA CORP COMMON 21887F100 101 27734 SH DEFINED 19 0 0 27734
CORN PRODUCTS INTL INC COMMON 219023108 118 2200 SH DEFINED 10 2200 0 0
CORN PRODUCTS INTL INC COMMON 219023108 11681 218100 SH DEFINED 16 207700 0 10400
CORN PRODUCTS INTL INC COMMON 219023108 498 9300 SH DEFINED 16,9 9300 0 0
CORN PRODUCTS INTL INC COMMON 219023108 129 2403 SH DEFINED 25 0 0 2403
CORN PRODUCTS INTL INC COMMON 219023108 273 5100 SH DEFINED 5,16 5100 0 0
CORN PRODUCTS INTL INC COMMON 219023108 11 200 SH DEFINED 7 200 0 0
CORNERSTONE REALTY INCOME TR COMMON 21922V102 507 50800 SH DEFINED 16 50800 0 0
CORNERSTONE REALTY INCOME TR COMMON 21922V102 1 82 SH DEFINED 25 0 0 82
CORNING INC COMMON 219350105 31288 2658260 SH DEFINED 1 2658260 0 0
CORNING INC COMMON 219350105 2527 214734 SH DEFINED 16 190034 0 24700
CORNING INC COMMON 219350105 3194 271390 SH DEFINED 16,23 271390 0 0
CORNING INC COMMON 219350105 101 8600 SH DEFINED 16,9 8600 0 0
CORNING INC COMMON 219350105 351 29800 SH DEFINED 2 0 0 29800
CORNING INC COMMON 219350105 2166 184000 SH DEFINED 21 184000 0 0
CORNING INC COMMON 219350105 1106 93936 SH DEFINED 25 33600 0 60336
CORNING INC COMMON 219350105 1 68 SH DEFINED 4 68 0 0
CORNING INC COMMON 219350105 184 15622 SH DEFINED 7 15622 0 0
CORNING INC COMMON 219350105 508 43150 SH DEFINED 9 43150 0 0
CORPORATE EXECUTIVE BOARD CO COMMON 21988R102 16066 240000 SH DEFINED 1 240000 0 0
CORPORATE EXECUTIVE BOARD CO COMMON 21988R102 120 1800 SH DEFINED 10 1800 0 0
CORPORATE EXECUTIVE BOARD CO COMMON 21988R102 26678 398531 SH DEFINED 16 327211 0 71320
CORPORATE EXECUTIVE BOARD CO COMMON 21988R102 348 5200 SH DEFINED 16,9 5200 0 0
CORPORATE EXECUTIVE BOARD CO COMMON 21988R102 7839 117100 SH DEFINED 2 117100 0 0
CORPORATE EXECUTIVE BOARD CO COMMON 21988R102 17 250 SH DEFINED 25 0 0 250
CORPORATE EXECUTIVE BOARD CO COMMON 21988R102 853 12750 SH DEFINED 5,16 12750 0 0
CORPORATE EXECUTIVE BOARD CO COMMON 21988R102 10186 152170 SH DEFINED 7 152170 0 0
CORPORATE HIGH YIELD FD III CF COMMON 219925104 2 200 SH DEFINED 25 0 0 200
CORPORATE OFFICE PROPERTIES COMMON 22002T108 3563 121400 SH DEFINED 16 87600 0 33800
CORPORATE OFFICE PROPERTIES COMMON 22002T108 56 1900 SH DEFINED 16,15 1900 0 0
CORPORATE OFFICE PROPERTIES COMMON 22002T108 1652 56300 SH DEFINED 5,16 56300 0 0
CORRECTIONAL PROPERTIES TRST COMMON 22025E104 896 31010 SH DEFINED 16 10 0 31000
CORRECTIONS CORP OF AMERICA COMMON 22025Y407 51527 1273850 SH DEFINED 1 1273850 0 0
CORRECTIONS CORP OF AMERICA COMMON 22025Y407 507 12540 SH DEFINED 16 40 0 12500
CORRECTIONS CORP OF AMERICA COMMON 22025Y407 3248 80300 SH DEFINED 2 64700 0 15600
CORRECTIONS CORP OF AMERICA COMMON 22025Y407 67 1658 SH DEFINED 7 1658 0 0
CORUS BANCSHARES INC COMMON 220873103 3433 71500 SH DEFINED 1 71500 0 0
CORUS BANCSHARES INC COMMON 220873103 3308 68900 SH DEFINED 16 40000 0 28900
CORUS BANCSHARES INC COMMON 220873103 77 1600 SH DEFINED 16,15 1600 0 0
CORUS BANCSHARES INC COMMON 220873103 1047 21800 SH DEFINED 5,16 21800 0 0
CORUS ENTERTAINMENT INC CL B COMMON 220874101 2077 100000 SH DEFINED 3 100000 0 0
COSI INC COMMON 22122P101 3703 612011 SH DEFINED 19 0 0 612011
COSTCO WHOLESALE CORP COMMON 22160K105 117894 2435330 SH DEFINED 1 2435330 0 0
COSTCO WHOLESALE CORP COMMON 22160K105 37518 775000 SH DEFINED 1,2 775000 0 0
COSTCO WHOLESALE CORP COMMON 22160K105 15220 314400 SH DEFINED 1,3 314400 0 0
COSTCO WHOLESALE CORP COMMON 22160K105 294 6080 SH DEFINED 10,16 6080 0 0
COSTCO WHOLESALE CORP COMMON 22160K105 4386 90600 SH DEFINED 10,2 90600 0 0
COSTCO WHOLESALE CORP COMMON 22160K105 1559 32200 SH DEFINED 10,23 32200 0 0
COSTCO WHOLESALE CORP COMMON 22160K105 15916 328772 SH DEFINED 16 306872 0 21900
COSTCO WHOLESALE CORP COMMON 22160K105 2275 47000 SH DEFINED 16,9 47000 0 0
COSTCO WHOLESALE CORP COMMON 22160K105 17 361 SH DEFINED 17,9 361 0 0
COSTCO WHOLESALE CORP COMMON 22160K105 30958 639500 SH DEFINED 2 639500 0 0
COSTCO WHOLESALE CORP COMMON 22160K105 339 7000 SH DEFINED 24 7000 0 0
COSTCO WHOLESALE CORP COMMON 22160K105 9316 192434 SH DEFINED 25 17155 0 175279
COSTCO WHOLESALE CORP COMMON 22160K105 164057 3388900 SH DEFINED 3 3388900 0 0
COSTCO WHOLESALE CORP COMMON 22160K105 52 1064 SH DEFINED 4 1064 0 0
COSTCO WHOLESALE CORP COMMON 22160K105 847 17500 SH DEFINED 7 17500 0 0
COSTCO WHOLESALE CORP COMMON 22160K105 806 16655 SH DEFINED 9 16655 0 0
COSTAR GROUP INC COMMON 22160N109 32721 708550 SH DEFINED 1 708550 0 0
COSTAR GROUP INC COMMON 22160N109 8499 184050 SH DEFINED 2 184050 0 0
COSTCO WHOLESALE(COST) CVT 0.0 CONVERT 22160QAC6 36629 33375000 SH DEFINED 16 4725000 0 28650000
COTT CORPORATION COMMON 22163N106 6556 265100 SH DEFINED 1 265100 0 0
COTT CORPORATION COMMON 22163N106 4940 199770 SH DEFINED 7 199770 0 0
COUNTRYWIDE FINANCIAL CORP COMMON 222372104 31346 846963 SH DEFINED 1 844778 0 2185
COUNTRYWIDE FINANCIAL CORP COMMON 222372104 5878 158810 SH DEFINED 10,16 158810 0 0
COUNTRYWIDE FINANCIAL CORP COMMON 222372104 999 27000 SH DEFINED 10,8 27000 0 0
COUNTRYWIDE FINANCIAL CORP COMMON 222372104 40 1086 SH DEFINED 12 1086 0 0
COUNTRYWIDE FINANCIAL CORP COMMON 222372104 342 9240 SH DEFINED 12,9 9240 0 0
COUNTRYWIDE FINANCIAL CORP COMMON 222372104 54956 1484907 SH DEFINED 16 1358102 0 126805
COUNTRYWIDE FINANCIAL CORP COMMON 222372104 2091 56500 SH DEFINED 16,15 56500 0 0
COUNTRYWIDE FINANCIAL CORP COMMON 222372104 1480 40000 SH DEFINED 16,9 40000 0 0
COUNTRYWIDE FINANCIAL CORP COMMON 222372104 25 688 SH DEFINED 17,9 688 0 0
COUNTRYWIDE FINANCIAL CORP COMMON 222372104 3460 93500 SH DEFINED 2 93500 0 0
COUNTRYWIDE FINANCIAL CORP COMMON 222372104 2160 58375 SH DEFINED 24 58375 0 0
COUNTRYWIDE FINANCIAL CORP COMMON 222372104 118 3198 SH DEFINED 25 0 0 3198
COUNTRYWIDE FINANCIAL CORP COMMON 222372104 65 1752 SH DEFINED 4 1752 0 0
COUNTRYWIDE FINANCIAL CORP COMMON 222372104 3090 83500 SH DEFINED 5,16 83500 0 0
COUNTRYWIDE FINANCIAL CORP COMMON 222372104 101 2732 SH DEFINED 7 2732 0 0
COUNTRYWIDE FINANCIAL CORP COMMON 222372104 389 10500 SH DEFINED 8 10500 0 0
COUNTRYWIDE FINANCIAL CORP COMMON 222372104 1956 52857 SH DEFINED 9 52857 0 0
COUNTRYWIDE FINANCIAL CORP COMMON 222372104 332 8980 SH DEFINED 9,14 8980 0 0
COUSINS PROPERTIES INC COMMON 222795106 6817 225200 SH DEFINED 16 134700 0 90500
COUSINS PROPERTIES INC COMMON 222795106 124 4100 SH DEFINED 16,15 4100 0 0
COUSINS PROPERTIES INC COMMON 222795106 1665 55000 SH DEFINED 5,16 55000 0 0
COUSINS PROPERTIES INC COMMON 222795106 104 3433 SH DEFINED 7 3433 0 0
COUSINS PROPERTIES CUM SER B 7 PREFERRED 222795403 7000 280000 SH DEFINED 16 280000 0 0
COVANCE INC COMMON 222816100 18840 486200 SH DEFINED 1 486200 0 0
COVANCE INC COMMON 222816100 3627 93600 SH DEFINED 2 93600 0 0
COVANCE INC COMMON 222816100 7 183 SH DEFINED 25 0 0 183
COVANCE INC COMMON 222816100 8 207 SH DEFINED 4 207 0 0
COVANCE INC COMMON 222816100 14 356 SH DEFINED 7 356 0 0
COVANSYS CORPORATION COMMON 22281W103 1666 108900 SH DEFINED 16 61300 0 47600
COVANSYS CORPORATION COMMON 22281W103 40 2600 SH DEFINED 16,15 2600 0 0
COVANSYS CORPORATION COMMON 22281W103 415 27100 SH DEFINED 5,16 27100 0 0
COVENTRY HEALTH CARE INC COMMON 222862104 14477 272735 SH DEFINED 1 271900 0 835
COVENTRY HEALTH CARE INC COMMON 222862104 159 3000 SH DEFINED 10 3000 0 0
COVENTRY HEALTH CARE INC COMMON 222862104 2930 55200 SH DEFINED 10,16 55200 0 0
COVENTRY HEALTH CARE INC COMMON 222862104 520 9800 SH DEFINED 10,8 9800 0 0
COVENTRY HEALTH CARE INC COMMON 222862104 82 1544 SH DEFINED 12 1544 0 0
COVENTRY HEALTH CARE INC COMMON 222862104 730 13756 SH DEFINED 12,9 13756 0 0
COVENTRY HEALTH CARE INC COMMON 222862104 49769 937625 SH DEFINED 16 857525 0 80100
COVENTRY HEALTH CARE INC COMMON 222862104 1083 20400 SH DEFINED 16,15 20400 0 0
COVENTRY HEALTH CARE INC COMMON 222862104 1091 20550 SH DEFINED 16,9 20550 0 0
COVENTRY HEALTH CARE INC COMMON 222862104 461 8680 SH DEFINED 24 8680 0 0
COVENTRY HEALTH CARE INC COMMON 222862104 40 750 SH DEFINED 25 750 0 0
COVENTRY HEALTH CARE INC COMMON 222862104 1672 31500 SH DEFINED 5,16 31500 0 0
COVENTRY HEALTH CARE INC COMMON 222862104 42 800 SH DEFINED 7 800 0 0
COVENTRY HEALTH CARE INC COMMON 222862104 180 3400 SH DEFINED 8 3400 0 0
COVENTRY HEALTH CARE INC COMMON 222862104 2295 43244 SH DEFINED 9 43244 0 0
COVENTRY HEALTH CARE INC COMMON 222862104 555 10450 SH DEFINED 9,14 10450 0 0
COX RADIO INC CL A COMMON 224051102 989 60000 SH DEFINED 1 60000 0 0
COX RADIO INC CL A COMMON 224051102 224 13600 SH DEFINED 16 13600 0 0
COX RADIO INC CL A COMMON 224051102 158 9600 SH DEFINED 16,9 9600 0 0
COX RADIO INC CL A COMMON 224051102 3296 200000 SH DEFINED 3 200000 0 0
COX RADIO INC CL A COMMON 224051102 8 476 SH DEFINED 4 476 0 0
CRANE CO COMMON 224399105 118 4100 SH DEFINED 16 4100 0 0
CRANE CO COMMON 224399105 80 2764 SH DEFINED 7 2764 0 0
CREDIT SUISSE GROUP ADR COMMON 225401108 13540 320920 SH DEFINED 13 304295 0 16625
CREDIT SUISSE GROUP ADR COMMON 225401108 35475 840839 SH DEFINED 16 810807 0 30032
CREE INC COMMON 225447101 441 11000 SH DEFINED 10 11000 0 0
CREE INC COMMON 225447101 69 1723 SH DEFINED 12 1723 0 0
CREE INC COMMON 225447101 614 15319 SH DEFINED 12,9 15319 0 0
CREE INC COMMON 225447101 24353 607600 SH DEFINED 16 556700 0 50900
CREE INC COMMON 225447101 192 4800 SH DEFINED 16,9 4800 0 0
CREE INC COMMON 225447101 806 20112 SH DEFINED 24 20112 0 0
CREE INC COMMON 225447101 28 700 SH DEFINED 25 700 0 0
CREE INC COMMON 225447101 188 4700 SH DEFINED 5,16 4700 0 0
CREE INC COMMON 225447101 2707 67538 SH DEFINED 9 67538 0 0
CREE INC COMMON 225447101 513 12787 SH DEFINED 9,14 12787 0 0
CRESCENT REAL ESTATE EQT CO COMMON 225756105 11434 626200 SH DEFINED 16 588900 0 37300
CRESCENT REAL ESTATE EQT CO COMMON 225756105 18 1000 SH DEFINED 25 0 0 1000
CROMPTON CORP COMMON 227116100 4 368 SH DEFINED 7 368 0 0
CROWN CASTLE INTL CORP COMMON 228227104 168 10100 SH DEFINED 10 10100 0 0
CROWN CASTLE INTL CORP COMMON 228227104 9506 571300 SH DEFINED 16 524900 0 46400
CROWN CASTLE INTL CORP COMMON 228227104 271 16300 SH DEFINED 16,9 16300 0 0
CROWN CASTLE INTL CORP COMMON 228227104 72 4300 SH DEFINED 5,16 4300 0 0
CROWN CASTLE INTL CORP COMMON 228227104 8 500 SH DEFINED 7 500 0 0
CROWN HOLDINGS INC COMMON 228368106 583 42400 SH DEFINED 16 42400 0 0
CROWN HOLDINGS INC COMMON 228368106 170 12346 SH DEFINED 7 12346 0 0
CRT PROPERTIES INC COMMON 22876P109 5223 218900 SH DEFINED 16 189200 0 29700
CRT PROPERTIES INC COMMON 22876P109 169 7100 SH DEFINED 5,16 7100 0 0
CRYPTOLOGIC INC COMMON 228906103 7025 282090 SH DEFINED 1 282090 0 0
CRYPTOLOGIC INC COMMON 228906103 199 8000 SH DEFINED 2 8000 0 0
CRYSTALLEX INTL CORP COMMON 22942F101 4550 1273400 SH DEFINED 1,3 1273400 0 0
CRYSTALLEX INTL CORP COMMON 22942F101 47 13100 SH DEFINED 2 13100 0 0
CISCO SYS(EXCHTR) 144A CVT 0.0 CONVERT 22943BAA7 25433 19550000 SH DEFINED 16 2275000 0 17275000
CUBIC CORP COMMON 229669106 18 725 SH DEFINED 7 725 0 0
CUBIST PHARMACEUTICALS INC COMMON 229678107 32045 2708800 SH DEFINED 1 2708800 0 0
CUBIST PHARMACEUTICALS INC COMMON 229678107 1810 153000 SH DEFINED 12,2 153000 0 0
CUBIST PHARMACEUTICALS INC COMMON 229678107 1978 167200 SH DEFINED 16 167200 0 0
CUBIST PHARMACEUTICALS INC COMMON 229678107 4956 418900 SH DEFINED 16,23 418900 0 0
CUBIST PHARMACEUTICALS INC COMMON 229678107 1706 144200 SH DEFINED 2 144200 0 0
CUBIST PHARMACEUTICALS INC COMMON 229678107 154 13000 SH DEFINED 21 13000 0 0
CULLEN/FROST BANKERS INC COMMON 229899109 21297 438200 SH DEFINED 1 438200 0 0
CULLEN/FROST BANKERS INC COMMON 229899109 714 14700 SH DEFINED 16 14700 0 0
CULP INC COMMON 230215105 2061 304019 SH DEFINED 7 304019 0 0
CUMMINS ENGINE COMMON 231021106 771 9200 SH DEFINED 1 9200 0 0
CUMMINS ENGINE COMMON 231021106 385 4600 SH DEFINED 10 4600 0 0
CUMMINS ENGINE COMMON 231021106 1207 14400 SH DEFINED 10,16 14400 0 0
CUMMINS ENGINE COMMON 231021106 209 2500 SH DEFINED 10,8 2500 0 0
CUMMINS ENGINE COMMON 231021106 36199 432023 SH DEFINED 16 395423 0 36600
CUMMINS ENGINE COMMON 231021106 444 5300 SH DEFINED 16,15 5300 0 0
CUMMINS ENGINE COMMON 231021106 1089 13000 SH DEFINED 16,9 13000 0 0
CUMMINS ENGINE COMMON 231021106 192 2290 SH DEFINED 24 2290 0 0
CUMMINS ENGINE COMMON 231021106 821 9800 SH DEFINED 5,16 9800 0 0
CUMMINS ENGINE COMMON 231021106 34 400 SH DEFINED 9 400 0 0
CUMULUS MEDIA INC CL A COMMON 231082108 2639 175000 SH DEFINED 1 175000 0 0
CUMULUS MEDIA INC CL A COMMON 231082108 20391 1352205 SH DEFINED 7 1352205 0 0
CURTISS-WRIGHT CORP COMMON 231561101 4960 86400 SH DEFINED 1 86400 0 0
CURTISS-WRIGHT CORP COMMON 231561101 931 16223 SH DEFINED 24 16223 0 0
CURTISS-WRIGHT CORP COMMON 231561101 80 1400 SH DEFINED 25 0 0 1400
CURTIS-WRIGHT CORP CL B COMMON 231561408 61 1084 SH DEFINED 7 1084 0 0
CYBERSOURCE CORP COMMON 23251J106 2500 349700 SH DEFINED 1 349700 0 0
CYBERSOURCE CORP COMMON 23251J106 1 100 SH DEFINED 4 100 0 0
CYBERONICS COMMON 23251P102 2 100 SH DEFINED 25 100 0 0
CYBERONICS COMMON 23251P102 13 650 SH DEFINED 7 650 0 0
CYMER INC COMMON 232572107 16312 552200 SH DEFINED 1 552200 0 0
CYMER INC COMMON 232572107 5170 175000 SH DEFINED 2 175000 0 0
CYMER INC COMMON 232572107 55 1850 SH DEFINED 7 1850 0 0
CYPRESS BIOSCIENCE INC COMMON 232674507 14 1000 SH DEFINED 25 0 0 1000
CYPRESS SEMICONDUCTOR CORP COMMON 232806109 9986 851300 SH DEFINED 10 851300 0 0
CYPRESS SEMICONDUCTOR CORP COMMON 232806109 704 60000 SH DEFINED 10,23 60000 0 0
CYPRESS SEMICONDUCTOR CORP COMMON 232806109 19 1600 SH DEFINED 16 1600 0 0
CYPRESS SEMICONDUCTOR CORP COMMON 232806109 7 600 SH DEFINED 25 0 0 600
CYPRESS SEMICONDUCTOR CORP COMMON 232806109 1 100 SH DEFINED 7 100 0 0
CYTEC INDUSTRIES INC COMMON 232820100 9 171 SH DEFINED 25 171 0 0
CYTEC INDUSTRIES INC COMMON 232820100 226 4389 SH DEFINED 7 4389 0 0
CYTYC CORPORATION COMMON 232946103 19467 706100 SH DEFINED 1 706100 0 0
CYTYC CORPORATION COMMON 232946103 157 5700 SH DEFINED 16 5700 0 0
CYTYC CORPORATION COMMON 232946103 146 5300 SH DEFINED 16,9 5300 0 0
CYTYC CORPORATION COMMON 232946103 2299 83400 SH DEFINED 2 83400 0 0
CYTYC CORPORATION COMMON 232946103 72513 2630150 SH DEFINED 3 2630150 0 0
CYTYC CORPORATION COMMON 232946103 8766 317937 SH DEFINED 7 317937 0 0
DJ ORTHOPEDICS INC COMMON 23325G104 2140 99900 SH DEFINED 16 56500 0 43400
DJ ORTHOPEDICS INC COMMON 23325G104 51 2400 SH DEFINED 16,15 2400 0 0
DJ ORTHOPEDICS INC COMMON 23325G104 529 24700 SH DEFINED 5,16 24700 0 0
DNP SELECT INCOME FUND INC COMMON 23325P104 90 7562 SH DEFINED 25 0 0 7562
DNP SELECT INCOME FUND INC COMMON 23325P104 2 161 SH DEFINED 7 161 0 0
DPL INC COMMON 233293109 10961 436500 SH DEFINED 1 436500 0 0
DPL INC COMMON 233293109 23 900 SH DEFINED 16 900 0 0
DPL INC COMMON 233293109 1768 70400 SH DEFINED 2 70400 0 0
DPL INC COMMON 233293109 390 15550 SH DEFINED 25 0 0 15550
D.R. HORTON INC COMMON 23331A109 11246 279000 SH DEFINED 1 279000 0 0
D.R. HORTON INC COMMON 23331A109 46 1139 SH DEFINED 24 1139 0 0
D.R. HORTON INC COMMON 23331A109 366 9069 SH DEFINED 9 9069 0 0
DST SYSTEMS INC COMMON 233326107 65492 1256570 SH DEFINED 1 1256570 0 0
DST SYSTEMS INC COMMON 233326107 1261 24200 SH DEFINED 16 18100 0 6100
DST SYSTEMS INC COMMON 233326107 2288 43900 SH DEFINED 16,23 43900 0 0
DST SYSTEMS INC COMMON 233326107 2241 43000 SH DEFINED 2 35400 0 7600
DSP GROUP INC COMMON 23332B106 4750 212700 SH DEFINED 1 212700 0 0
DTE ENERGY COMPANY COMMON 233331107 3817 88500 SH DEFINED 1 88000 0 500
DTE ENERGY COMPANY COMMON 233331107 793 18385 SH DEFINED 16 18385 0 0
DTE ENERGY COMPANY COMMON 233331107 289 6700 SH DEFINED 25 5700 0 1000
DTE ENERGY COMPANY COMMON 233331107 17 400 SH DEFINED 7 400 0 0
DTE ENERGY COMPANY COMMON 233331107 262 6083 SH DEFINED 9 6083 0 0
DTE ENERGY COMPANY CVP(DTE) 8. CONVERT 233331206 13 500 SH DEFINED 6 500 0 0
DTE ENERGY COMPANY CVP(DTE) 8. CONVERT 233331206 133 5100 SH DEFINED 7 5100 0 0
DADE BEHRING HOLDINGS INC COMMON 23342J206 151 2700 SH DEFINED 10 2700 0 0
DADE BEHRING HOLDINGS INC COMMON 23342J206 21902 391100 SH DEFINED 16 315700 0 75400
DADE BEHRING HOLDINGS INC COMMON 23342J206 174 3100 SH DEFINED 16,15 3100 0 0
DADE BEHRING HOLDINGS INC COMMON 23342J206 274 4900 SH DEFINED 16,9 4900 0 0
DADE BEHRING HOLDINGS INC COMMON 23342J206 913 16300 SH DEFINED 5,16 16300 0 0
DAKTRONICS INC COMMON 234264109 7547 303200 SH DEFINED 1 303200 0 0
DAKTRONICS INC COMMON 234264109 2818 113200 SH DEFINED 2 113200 0 0
DAN RIVER INC CLASS A COMMON 235774106 0 5000 SH DEFINED 7 5000 0 0
DANA CORP COMMON 235811106 384 22133 SH DEFINED 16 22133 0 0
DANA CORP COMMON 235811106 18 1058 SH DEFINED 7 1058 0 0
DANAHER CORP COMMON 235851102 100310 1747260 SH DEFINED 1 1747260 0 0
DANAHER CORP COMMON 235851102 78939 1375000 SH DEFINED 1,2 1375000 0 0
DANAHER CORP COMMON 235851102 471 8200 SH DEFINED 10,16 8200 0 0
DANAHER CORP COMMON 235851102 69 1200 SH DEFINED 10,8 1200 0 0
DANAHER CORP COMMON 235851102 58 1012 SH DEFINED 12 1012 0 0
DANAHER CORP COMMON 235851102 529 9210 SH DEFINED 12,9 9210 0 0
DANAHER CORP COMMON 235851102 16772 292137 SH DEFINED 16 260637 0 31500
DANAHER CORP COMMON 235851102 149 2600 SH DEFINED 16,15 2600 0 0
DANAHER CORP COMMON 235851102 1889 32900 SH DEFINED 16,9 32900 0 0
DANAHER CORP COMMON 235851102 34478 600550 SH DEFINED 2 600550 0 0
DANAHER CORP COMMON 235851102 377 6570 SH DEFINED 24 6570 0 0
DANAHER CORP COMMON 235851102 310 5400 SH DEFINED 25 0 0 5400
DANAHER CORP COMMON 235851102 1188 20700 SH DEFINED 3 20700 0 0
DANAHER CORP COMMON 235851102 10 177 SH DEFINED 4 177 0 0
DANAHER CORP COMMON 235851102 218 3800 SH DEFINED 5,16 3800 0 0
DANAHER CORP COMMON 235851102 10960 190914 SH DEFINED 7 190914 0 0
DANAHER CORP COMMON 235851102 3606 62810 SH DEFINED 9 62810 0 0
DANAHER CORP COMMON 235851102 106 1842 SH DEFINED 9,11 1842 0 0
DANAHER CORP COMMON 235851102 414 7213 SH DEFINED 9,14 7213 0 0
DARDEN RESTAURANTS INC COMMON 237194105 11124 401000 SH DEFINED 1 401000 0 0
DARDEN RESTAURANTS INC COMMON 237194105 416 15000 SH DEFINED 10,16 15000 0 0
DARDEN RESTAURANTS INC COMMON 237194105 75 2700 SH DEFINED 10,8 2700 0 0
DARDEN RESTAURANTS INC COMMON 237194105 3047 109859 SH DEFINED 16 99959 0 9900
DARDEN RESTAURANTS INC COMMON 237194105 155 5600 SH DEFINED 16,15 5600 0 0
DARDEN RESTAURANTS INC COMMON 237194105 430 15500 SH DEFINED 2 15500 0 0
DARDEN RESTAURANTS INC COMMON 237194105 250 9000 SH DEFINED 25 6000 0 3000
DARDEN RESTAURANTS INC COMMON 237194105 26 920 SH DEFINED 4 920 0 0
DARDEN RESTAURANTS INC COMMON 237194105 227 8200 SH DEFINED 5,16 8200 0 0
DARDEN RESTAURANTS INC COMMON 237194105 160 5760 SH DEFINED 7 5760 0 0
DARDEN RESTAURANTS INC COMMON 237194105 453 16329 SH DEFINED 9 16329 0 0
DARDEN RESTAURANTS INC COMMON 237194105 19 689 SH DEFINED 9,11 689 0 0
DATASCOPE CORP COMMON 238113104 2274 57288 SH DEFINED 1 57288 0 0
DAVE & BUSTER'S INC COMMON 23833N104 2212 109500 SH DEFINED 16 62400 0 47100
DAVE & BUSTER'S INC COMMON 23833N104 53 2600 SH DEFINED 16,15 2600 0 0
DAVE & BUSTER'S INC COMMON 23833N104 12 615 SH DEFINED 25 0 0 615
DAVE & BUSTER'S INC COMMON 23833N104 687 34000 SH DEFINED 5,16 34000 0 0
DAVITA INC COMMON 23918K108 65436 1655350 SH DEFINED 1 1655350 0 0
DAVITA INC COMMON 23918K108 5557 140580 SH DEFINED 16 103820 0 36760
DAVITA INC COMMON 23918K108 1700 43000 SH DEFINED 16,23 43000 0 0
DAVITA INC COMMON 23918K108 332 8400 SH DEFINED 16,9 8400 0 0
DAVITA INC COMMON 23918K108 4443 112400 SH DEFINED 2 112400 0 0
DAVITA INC COMMON 23918K108 87 2200 SH DEFINED 21 2200 0 0
DAVITA INC COMMON 23918K108 47 1200 SH DEFINED 7 1200 0 0
DEAN FOODS CO COMMON 242370104 18 558 SH DEFINED 25 0 0 558
DEAN FOODS CO COMMON 242370104 362 10990 SH DEFINED 7 10990 0 0
DEAN FOODS CO COMMON 242370104 161 4879 SH DEFINED 9 4879 0 0
DECKERS OUTDOORS CORP COMMON 243537107 117 2500 SH DEFINED 16 1800 0 700
DECKERS OUTDOORS CORP COMMON 243537107 1034 22000 SH DEFINED 25 22000 0 0
DECODE GENETICS INC COMMON 243586104 208 26600 SH DEFINED 16 25000 0 1600
DEERE & CO COMMON 244199105 27730 372710 SH DEFINED 1 372200 0 510
DEERE & CO COMMON 244199105 74400 1000000 SH DEFINED 1,2 1000000 0 0
DEERE & CO COMMON 244199105 2589 34800 SH DEFINED 10,16 34800 0 0
DEERE & CO COMMON 244199105 164 2200 SH DEFINED 10,8 2200 0 0
DEERE & CO COMMON 244199105 159549 2144476 SH DEFINED 16 1485887 130 658459
DEERE & CO COMMON 244199105 342 4600 SH DEFINED 16,15 4600 0 0
DEERE & CO COMMON 244199105 1101 14800 SH DEFINED 16,23 14800 0 0
DEERE & CO COMMON 244199105 2262 30400 SH DEFINED 16,9 30400 0 0
DEERE & CO COMMON 244199105 11301 151900 SH DEFINED 2 151900 0 0
DEERE & CO COMMON 244199105 346 4644 SH DEFINED 24 4644 0 0
DEERE & CO COMMON 244199105 12623 169658 SH DEFINED 25 35883 0 133775
DEERE & CO COMMON 244199105 1281 17220 SH DEFINED 5,16 17220 0 0
DEERE & CO COMMON 244199105 141 1899 SH DEFINED 7 1899 0 0
DEERE & CO COMMON 244199105 573 7700 SH DEFINED 8 7700 0 0
DEERE & CO COMMON 244199105 1019 13698 SH DEFINED 9 13698 0 0
DEERE & CO COMMON 244199105 29 393 SH DEFINED 9,11 393 0 0
DEL MONTE FOODS CO COMMON 24522P103 0 0 SH DEFINED 16 0 0 0
DEL MONTE FOODS CO COMMON 24522P103 75 6811 SH DEFINED 25 5026 0 1785
DEL MONTE FOODS CO COMMON 24522P103 63 5684 SH DEFINED 7 5684 0 0
DELL INC COMMON 24702R101 313381 7436670 SH DEFINED 1 7436670 0 0
DELL INC COMMON 24702R101 219128 5200000 SH DEFINED 1,2 5200000 0 0
DELL INC COMMON 24702R101 18158 430900 SH DEFINED 1,3 430900 0 0
DELL INC COMMON 24702R101 3565 84600 SH DEFINED 10,16 84600 0 0
DELL INC COMMON 24702R101 4981 118200 SH DEFINED 10,2 118200 0 0
DELL INC COMMON 24702R101 964 22878 SH DEFINED 12,9 22878 0 0
DELL INC COMMON 24702R101 357840 8491687 SH DEFINED 16 6369718 480 2121489
DELL INC COMMON 24702R101 9610 228050 SH DEFINED 16,23 228050 0 0
DELL INC COMMON 24702R101 6460 153300 SH DEFINED 16,9 153300 0 0
DELL INC COMMON 24702R101 51 1219 SH DEFINED 17,9 1219 0 0
DELL INC COMMON 24702R101 77671 1843165 SH DEFINED 2 1843165 0 0
DELL INC COMMON 24702R101 1601 38000 SH DEFINED 21 38000 0 0
DELL INC COMMON 24702R101 3955 93854 SH DEFINED 24 93854 0 0
DELL INC COMMON 24702R101 36355 862710 SH DEFINED 25 159013 0 703697
DELL INC COMMON 24702R101 19772 469200 SH DEFINED 3 469200 0 0
DELL INC COMMON 24702R101 144 3408 SH DEFINED 4 3408 0 0
DELL INC COMMON 24702R101 3076 72990 SH DEFINED 5,16 59660 0 13330
DELL INC COMMON 24702R101 3923 93093 SH DEFINED 6 93093 0 0
DELL INC COMMON 24702R101 43778 1038860 SH DEFINED 7 1038860 0 0
DELL INC COMMON 24702R101 7614 180694 SH DEFINED 9 180694 0 0
DELL INC COMMON 24702R101 106 2505 SH DEFINED 9,11 2505 0 0
DELL INC COMMON 24702R101 739 17531 SH DEFINED 9,14 17531 0 0
DELPHI CORP COMMON 247126105 47 5160 SH DEFINED 1 0 0 5160
DELPHI CORP COMMON 247126105 596 66091 SH DEFINED 16 65261 0 830
DELPHI CORP COMMON 247126105 15 1661 SH DEFINED 25 0 0 1661
DELPHI CORP COMMON 247126105 14 1583 SH DEFINED 7 1583 0 0
DELPHI CORP COMMON 247126105 171 18931 SH DEFINED 9 18931 0 0
DELPHI FINANCIAL GROUP CL A COMMON 247131105 18 400 SH DEFINED 7 400 0 0
DELTA & PINE LAND CO COMMON 247357106 2600 95300 SH DEFINED 3 95300 0 0
DELTA AIR LINES INC COMMON 247361108 92 12327 SH DEFINED 16 12327 0 0
DELTA AIR LINES INC COMMON 247361108 8 1113 SH DEFINED 25 0 0 1113
DELTA GALIL INDUSTRIES ADR COMMON 247637101 52 5000 SH DEFINED 25 5000 0 0
DENBURY RESOURCES INC COMMON 247916208 1098 40000 SH DEFINED 1 40000 0 0
DENBURY RESOURCES INC COMMON 247916208 657 23950 SH DEFINED 10 23950 0 0
DENBURY RESOURCES INC COMMON 247916208 1095 39900 SH DEFINED 10,2 39900 0 0
DENBURY RESOURCES INC COMMON 247916208 522 19000 SH DEFINED 2 19000 0 0
DELUXE CORP COMMON 248019101 97 2610 SH DEFINED 1 220 0 2390
DELUXE CORP COMMON 248019101 10268 275057 SH DEFINED 16 266839 0 8218
DELUXE CORP COMMON 248019101 351 9404 SH DEFINED 25 0 0 9404
DELUXE CORP COMMON 248019101 406 10865 SH DEFINED 5,16 0 0 10865
DELUXE CORP COMMON 248019101 37 1000 SH DEFINED 7 1000 0 0
DENDRITE INTERNATIONAL INC COMMON 248239105 3317 171000 SH DEFINED 16 92200 0 78800
DENDRITE INTERNATIONAL INC COMMON 248239105 85 4400 SH DEFINED 16,15 4400 0 0
DENDRITE INTERNATIONAL INC COMMON 248239105 421 21700 SH DEFINED 5,16 21700 0 0
DENDRITE INTERNATIONAL INC COMMON 248239105 71 3650 SH DEFINED 7 3650 0 0
DENDREON CORP COMMON 24823Q107 4 350 SH DEFINED 25 0 0 350
DENTSPLY INTERNATIONAL INC COMMON 249030107 15750 280248 SH DEFINED 1 280248 0 0
DENTSPLY INTERNATIONAL INC COMMON 249030107 281 5000 SH DEFINED 16 5000 0 0
DENTSPLY INTERNATIONAL INC COMMON 249030107 674 12000 SH DEFINED 16,23 12000 0 0
DENTSPLY INTERNATIONAL INC COMMON 249030107 118 2100 SH DEFINED 16,9 2100 0 0
DENTSPLY INTERNATIONAL INC COMMON 249030107 736 13100 SH DEFINED 2 13100 0 0
DENTSPLY INTERNATIONAL INC COMMON 249030107 39 700 SH DEFINED 25 100 0 600
DENTSPLY INTERNATIONAL INC COMMON 249030107 84174 1497750 SH DEFINED 3 1497750 0 0
DENTSPLY INTERNATIONAL INC COMMON 249030107 58 1025 SH DEFINED 7 1025 0 0
DEPARTMENT 56 INC COMMON 249509100 638 38300 SH DEFINED 16 23300 0 15000
DEPARTMENT 56 INC COMMON 249509100 13 800 SH DEFINED 16,15 800 0 0
DEPARTMENT 56 INC COMMON 249509100 291 17500 SH DEFINED 5,16 17500 0 0
DEUTSCHE TELEKOM AG ADR COMMON 251566105 48 2100 SH DEFINED 25 1700 0 400
DEUTSCHE TELEKOM AG ADR COMMON 251566105 167 7379 SH DEFINED 4 7379 0 0
DEVELOPERS DIVERS REALTY CRP COMMON 251591103 160318 3613218 SH DEFINED 16 2471544 0 1141674
DEVELOPERS DIVERS REALTY CRP COMMON 251591103 42 937 SH DEFINED 25 0 0 937
DEVELOPERS DIVERS REALTY CRP COMMON 251591103 12069 272000 SH DEFINED 5,16 272000 0 0
DEVELOPERS DIVERS REALTY CRP COMMON 251591103 6412 144504 SH DEFINED 7 144504 0 0
DEVON ENERGY CORPORATION COMMON 25179M103 31331 805000 SH DEFINED 1 805000 0 0
DEVON ENERGY CORPORATION COMMON 25179M103 54488 1400000 SH DEFINED 1,2 1400000 0 0
DEVON ENERGY CORPORATION COMMON 25179M103 5017 128900 SH DEFINED 10,16 128900 0 0
DEVON ENERGY CORPORATION COMMON 25179M103 2100 53950 SH DEFINED 13 53950 0 0
DEVON ENERGY CORPORATION COMMON 25179M103 22654 582057 SH DEFINED 16 570339 0 11718
DEVON ENERGY CORPORATION COMMON 25179M103 1362 35000 SH DEFINED 16,15 35000 0 0
DEVON ENERGY CORPORATION COMMON 25179M103 8259 212200 SH DEFINED 2 212200 0 0
DEVON ENERGY CORPORATION COMMON 25179M103 27 685 SH DEFINED 24 685 0 0
DEVON ENERGY CORPORATION COMMON 25179M103 434 11156 SH DEFINED 25 0 0 11156
DEVON ENERGY CORPORATION COMMON 25179M103 3967 101918 SH DEFINED 3 101918 0 0
DEVON ENERGY CORPORATION COMMON 25179M103 9 225 SH DEFINED 4 225 0 0
DEVON ENERGY CORPORATION COMMON 25179M103 431 11076 SH DEFINED 5,16 0 0 11076
DEVON ENERGY CORPORATION COMMON 25179M103 12884 331034 SH DEFINED 7 331034 0 0
DEVON ENERGY CORPORATION COMMON 25179M103 550 14132 SH DEFINED 9 14132 0 0
DEX MEDIA INC COMMON 25212E100 2973 119130 SH DEFINED 7 119130 0 0
DIAGEO PLC ADR COMMON 25243Q205 24792 428335 SH DEFINED 13 406545 0 21790
DIAGEO PLC ADR COMMON 25243Q205 54383 939586 SH DEFINED 16 907761 0 31825
DIAGEO PLC ADR COMMON 25243Q205 29 500 SH DEFINED 25 0 0 500
DIAGEO PLC ADR COMMON 25243Q205 2085 36025 SH DEFINED 7 36025 0 0
DIAGNOSTIC PRODUCTS CORP COMMON 252450101 87 1575 SH DEFINED 7 1575 0 0
DIAMOND OFFSHORE DRILLING COMMON 25271C102 3 83 SH DEFINED 16 83 0 0
DIAMOND OFFSHORE DRILLING COMMON 25271C102 12 300 SH DEFINED 25 0 0 300
DIAMOND OFFSHORE DRILLING COMMON 25271C102 4 112 SH DEFINED 4 112 0 0
DIAMONDS TRUST SERIES I ETF COMMON 252787106 635 5906 SH DEFINED 25 5101 0 805
DIAMONDCLUSTER INTL INC CL A COMMON 25278P106 361 25200 SH DEFINED 16 13400 0 11800
DIAMONDCLUSTER INTL INC CL A COMMON 25278P106 9 600 SH DEFINED 16,15 600 0 0
DIAMONDCLUSTER INTL INC CL A COMMON 25278P106 40 2800 SH DEFINED 5,16 2800 0 0
DICKS SPORTING GOODS INC COMMON 253393102 253 7200 SH DEFINED 10 7200 0 0
DICKS SPORTING GOODS INC COMMON 253393102 13547 385400 SH DEFINED 16 352300 0 33100
DICKS SPORTING GOODS INC COMMON 253393102 109 3100 SH DEFINED 5,16 3100 0 0
DIEBOLD INC COMMON 253651103 59107 1060600 SH DEFINED 1 1060600 0 0
DIEBOLD INC COMMON 253651103 736 13200 SH DEFINED 1,3 13200 0 0
DIEBOLD INC COMMON 253651103 1232 22102 SH DEFINED 16 22102 0 0
DIEBOLD INC COMMON 253651103 5423 97300 SH DEFINED 2 97300 0 0
DIEBOLD INC COMMON 253651103 542 9725 SH DEFINED 25 1000 0 8725
DIEBOLD INC COMMON 253651103 34059 611137 SH DEFINED 4 611137 0 0
DIEBOLD INC COMMON 253651103 312 5600 SH DEFINED 5,2 5600 0 0
DIEBOLD INC COMMON 253651103 242 4350 SH DEFINED 7 4350 0 0
DIGENE CORP COMMON 253752109 6694 256000 SH DEFINED 1 256000 0 0
DIGENE CORP COMMON 253752109 6 215 SH DEFINED 4 215 0 0
DIGI INTERNATIONAL INC COMMON 253798102 3197 186000 SH DEFINED 16 104900 0 81100
DIGI INTERNATIONAL INC COMMON 253798102 77 4500 SH DEFINED 16,15 4500 0 0
DIGI INTERNATIONAL INC COMMON 253798102 22 1300 SH DEFINED 25 0 0 1300
DIGI INTERNATIONAL INC COMMON 253798102 935 54400 SH DEFINED 5,16 54400 0 0
DIGITAL INSIGHT COMMON 25385P106 2973 161600 SH DEFINED 1 161600 0 0
DIGITAL INSIGHT COMMON 25385P106 359 19525 SH DEFINED 19 0 0 19525
DIGITAL REALTY TRUST INC COMMON 253868103 2939 218200 SH DEFINED 16 218200 0 0
DIGITAL RIVER INC COMMON 25388B104 10727 257800 SH DEFINED 1 257800 0 0
DIGITAL RIVER INC COMMON 25388B104 12 300 SH DEFINED 16 300 0 0
DIGITAL RIVER INC COMMON 25388B104 2763 66400 SH DEFINED 2 66400 0 0
DIGITAS INC COMMON 25388K104 8546 894900 SH DEFINED 1 894900 0 0
DIGITAS INC COMMON 25388K104 393 41200 SH DEFINED 16 22900 0 18300
DIGITAS INC COMMON 25388K104 9 900 SH DEFINED 16,15 900 0 0
DIGITAS INC COMMON 25388K104 50 5200 SH DEFINED 5,16 5200 0 0
DIME COMMUNITY BANCSHARES COMMON 253922108 70 3900 SH DEFINED 16 3900 0 0
DIME COMMUNITY BANCSHARES COMMON 253922108 170 9500 SH DEFINED 5,16 9500 0 0
DIME COMMUNITY BANCSHARES COMMON 253922108 95 5301 SH DEFINED 7 5301 0 0
DILLARDS INC CL A COMMON 254067101 124 4600 SH DEFINED 10 4600 0 0
DILLARDS INC CL A COMMON 254067101 9712 361436 SH DEFINED 16 301336 0 60100
DILLARDS INC CL A COMMON 254067101 56 2100 SH DEFINED 16,15 2100 0 0
DILLARDS INC CL A COMMON 254067101 116 4300 SH DEFINED 16,9 4300 0 0
DILLARDS INC CL A COMMON 254067101 333 12400 SH DEFINED 5,16 12400 0 0
DIME BANCORP- LITIGATION TRACK COMMON 25429Q110 5 27926 SH DEFINED 25 27926 0 0
DIONEX CORP COMMON 254546104 2023 35700 SH DEFINED 1 35700 0 0
DIONEX CORP COMMON 254546104 465 8200 SH DEFINED 16 5000 0 3200
DIONEX CORP COMMON 254546104 11 200 SH DEFINED 16,15 200 0 0
DIONEX CORP COMMON 254546104 170 3000 SH DEFINED 5,16 3000 0 0
DIONEX CORP COMMON 254546104 98 1725 SH DEFINED 7 1725 0 0
DIRECTV GROUP INC/THE COMMON 25459L106 2747 164120 SH DEFINED 1 164120 0 0
DIRECTV GROUP INC/THE COMMON 25459L106 7 446 SH DEFINED 16 446 0 0
DIRECTV GROUP INC/THE COMMON 25459L106 363 21712 SH DEFINED 16,15 21712 0 0
DIRECTV GROUP INC/THE COMMON 25459L106 98 5839 SH DEFINED 24 5839 0 0
DIRECTV GROUP INC/THE COMMON 25459L106 124 7409 SH DEFINED 25 0 0 7409
DIRECTV GROUP INC/THE COMMON 25459L106 1 38 SH DEFINED 7 38 0 0
DIRECTV GROUP INC/THE COMMON 25459L106 328 19579 SH DEFINED 9 19579 0 0
DISCOVERY PARTNERS INTL COMMON 254675101 41 8679 SH DEFINED 16 0 0 8679
DISCOVERY PARTNERS INTL COMMON 254675101 536 113752 SH DEFINED 19 0 0 113752
THE WALT DISNEY CO COMMON 254687106 363385 13071414 SH DEFINED 1 13069719 0 1695
THE WALT DISNEY CO COMMON 254687106 22240 800000 SH DEFINED 1,2 800000 0 0
THE WALT DISNEY CO COMMON 254687106 12183 438250 SH DEFINED 10,16 438250 0 0
THE WALT DISNEY CO COMMON 254687106 2677 96300 SH DEFINED 10,23 96300 0 0
THE WALT DISNEY CO COMMON 254687106 1710 61500 SH DEFINED 10,8 61500 0 0
THE WALT DISNEY CO COMMON 254687106 1034 37210 SH DEFINED 13 37210 0 0
THE WALT DISNEY CO COMMON 254687106 143534 5163081 SH DEFINED 16 4764386 0 398695
THE WALT DISNEY CO COMMON 254687106 5114 183970 SH DEFINED 16,15 183970 0 0
THE WALT DISNEY CO COMMON 254687106 5830 209700 SH DEFINED 16,9 209700 0 0
THE WALT DISNEY CO COMMON 254687106 25 917 SH DEFINED 17,9 917 0 0
THE WALT DISNEY CO COMMON 254687106 4748 170800 SH DEFINED 2 170800 0 0
THE WALT DISNEY CO COMMON 254687106 200 7200 SH DEFINED 2,23 7200 0 0
THE WALT DISNEY CO COMMON 254687106 1411 50746 SH DEFINED 24 50746 0 0
THE WALT DISNEY CO COMMON 254687106 15016 540128 SH DEFINED 25 150134 0 389994
THE WALT DISNEY CO COMMON 254687106 241307 8680100 SH DEFINED 3 8680100 0 0
THE WALT DISNEY CO COMMON 254687106 19937 717156 SH DEFINED 4 717156 0 0
THE WALT DISNEY CO COMMON 254687106 5282 190000 SH DEFINED 5,16 190000 0 0
THE WALT DISNEY CO COMMON 254687106 1324 47613 SH DEFINED 7 47613 0 0
THE WALT DISNEY CO COMMON 254687106 342 12300 SH DEFINED 8 12300 0 0
THE WALT DISNEY CO COMMON 254687106 2748 98862 SH DEFINED 9 98862 0 0
THE WALT DISNEY CO COMMON 254687106 64 2302 SH DEFINED 9,11 2302 0 0
WALT DISNEY CO CVT(DIS) 2.125 CONVERT 254687AU0 19413 17450000 SH DEFINED 16 0 0 17450000
DOCUCORP INTERNATIONAL INC COMMON 255911109 1 60 SH DEFINED 7 60 0 0
DOCTOR REDDY'S LAB ADR COMMON 256135203 40 2000 SH DEFINED 25 0 0 2000
DOLLAR GENERAL COMMON 256669102 40431 1946600 SH DEFINED 1 1946600 0 0
DOLLAR GENERAL COMMON 256669102 1077 51870 SH DEFINED 16 31170 0 20700
DOLLAR GENERAL COMMON 256669102 2328 112100 SH DEFINED 2 90100 0 22000
DOLLAR GENERAL COMMON 256669102 7317 352302 SH DEFINED 7 352302 0 0
DOLLAR GENERAL COMMON 256669102 211 10156 SH DEFINED 9 10156 0 0
DOLLAR THRIFTY AUTOMOTIVE GP COMMON 256743105 100 3300 SH DEFINED 7 3300 0 0
DOLLAR TREE STORES INC COMMON 256747106 17425 605670 SH DEFINED 1 605670 0 0
DOLLAR TREE STORES INC COMMON 256747106 3 102 SH DEFINED 16 102 0 0
DOLLAR TREE STORES INC COMMON 256747106 2215 77000 SH DEFINED 2 77000 0 0
DOLLAR TREE STORES INC COMMON 256747106 230 8000 SH DEFINED 24 8000 0 0
DOLLAR TREE STORES INC COMMON 256747106 7981 277396 SH DEFINED 7 277396 0 0
DOMINION RESOURCES INC-VA COMMON 25746U109 88846 1311575 SH DEFINED 1 1310400 0 1175
DOMINION RESOURCES INC-VA COMMON 25746U109 27855 411200 SH DEFINED 1,2 411200 0 0
DOMINION RESOURCES INC-VA COMMON 25746U109 2446 36115 SH DEFINED 16 36115 0 0
DOMINION RESOURCES INC-VA COMMON 25746U109 12694 187400 SH DEFINED 2 187400 0 0
DOMINION RESOURCES INC-VA COMMON 25746U109 328 4836 SH DEFINED 25 100 0 4736
DOMINION RESOURCES INC-VA COMMON 25746U109 14 200 SH DEFINED 6 200 0 0
DOMINION RESOURCES INC-VA COMMON 25746U109 527 7784 SH DEFINED 7 7784 0 0
DOMINION RESOURCES INC-VA COMMON 25746U109 703 10384 SH DEFINED 9 10384 0 0
DOMTAR INC COMMON 257561100 127735 10601100 SH DEFINED 3 10601100 0 0
DOMTAR INC COMMON 257561100 23 1875 SH DEFINED 7 1875 0 0
DONALDSON CO INC COMMON 257651109 2346 72000 SH DEFINED 10 72000 0 0
DONALDSON CO INC COMMON 257651109 880 27000 SH DEFINED 10,23 27000 0 0
DONALDSON CO INC COMMON 257651109 5402 165793 SH DEFINED 7 165793 0 0
DONNELLEY (R.R.) & SONS CO COMMON 257867101 15849 449106 SH DEFINED 1 448441 0 665
DONNELLEY (R.R.) & SONS CO COMMON 257867101 791 22420 SH DEFINED 16 22420 0 0
DONNELLEY (R.R.) & SONS CO COMMON 257867101 2615 74102 SH DEFINED 25 8500 0 65602
DONNELLEY (R.R.) & SONS CO COMMON 257867101 11720 332094 SH DEFINED 3 332094 0 0
DONNELLEY (R.R.) & SONS CO COMMON 257867101 652 18480 SH DEFINED 7 18480 0 0
DONNELLEY (R.R.) & SONS CO COMMON 257867101 31 885 SH DEFINED 9 885 0 0
DORAL FINANCIAL CORP COMMON 25811P100 39824 808610 SH DEFINED 1 808610 0 0
DORAL FINANCIAL CORP COMMON 25811P100 212 4300 SH DEFINED 10 4300 0 0
DORAL FINANCIAL CORP COMMON 25811P100 295 5980 SH DEFINED 10,16 5980 0 0
DORAL FINANCIAL CORP COMMON 25811P100 39 800 SH DEFINED 10,8 800 0 0
DORAL FINANCIAL CORP COMMON 25811P100 13352 271100 SH DEFINED 16 248500 0 22600
DORAL FINANCIAL CORP COMMON 25811P100 84 1700 SH DEFINED 16,15 1700 0 0
DORAL FINANCIAL CORP COMMON 25811P100 94 1900 SH DEFINED 16,9 1900 0 0
DORAL FINANCIAL CORP COMMON 25811P100 4024 81700 SH DEFINED 2 81700 0 0
DORAL FINANCIAL CORP COMMON 25811P100 705 14310 SH DEFINED 25 0 0 14310
DORAL FINANCIAL CORP COMMON 25811P100 62 1251 SH DEFINED 4 1251 0 0
DORAL FINANCIAL CORP COMMON 25811P100 212 4300 SH DEFINED 5,16 4300 0 0
DORAL FINANCIAL CORP COMMON 25811P100 319 6481 SH DEFINED 9 6481 0 0
DORAL FINANCIAL CORP COMMON 25811P100 29 579 SH DEFINED 9,11 579 0 0
DOV PHARMACEUTICAL INC COMMON 259858108 2339 129600 SH DEFINED 1 129600 0 0
DOVER CORP COMMON 260003108 134847 3215235 SH DEFINED 1 3214400 0 835
DOVER CORP COMMON 260003108 40296 960800 SH DEFINED 1,2 960800 0 0
DOVER CORP COMMON 260003108 709 16900 SH DEFINED 1,3 16900 0 0
DOVER CORP COMMON 260003108 8611 205306 SH DEFINED 16 185806 0 19500
DOVER CORP COMMON 260003108 1569 37400 SH DEFINED 16,9 37400 0 0
DOVER CORP COMMON 260003108 5712 136200 SH DEFINED 2 136200 0 0
DOVER CORP COMMON 260003108 247 5900 SH DEFINED 24 5900 0 0
DOVER CORP COMMON 260003108 911 21726 SH DEFINED 25 14225 0 7501
DOVER CORP COMMON 260003108 31153 742791 SH DEFINED 4 742791 0 0
DOVER CORP COMMON 260003108 315 7500 SH DEFINED 5,2 7500 0 0
DOVER CORP COMMON 260003108 902 21504 SH DEFINED 7 21504 0 0
DOVER CORP COMMON 260003108 373 8887 SH DEFINED 9 8887 0 0
DOW CHEMICAL COMMON 260543103 141188 2851700 SH DEFINED 1 2851700 0 0
DOW CHEMICAL COMMON 260543103 69710 1408000 SH DEFINED 1,2 1408000 0 0
DOW CHEMICAL COMMON 260543103 5478 110638 SH DEFINED 16 108938 0 1700
DOW CHEMICAL COMMON 260543103 743 15000 SH DEFINED 16,9 15000 0 0
DOW CHEMICAL COMMON 260543103 19 392 SH DEFINED 17,9 392 0 0
DOW CHEMICAL COMMON 260543103 25651 518100 SH DEFINED 2 518100 0 0
DOW CHEMICAL COMMON 260543103 59 1200 SH DEFINED 24 1200 0 0
DOW CHEMICAL COMMON 260543103 1353 27335 SH DEFINED 25 6044 0 21291
DOW CHEMICAL COMMON 260543103 2 33 SH DEFINED 4 33 0 0
DOW CHEMICAL COMMON 260543103 7 150 SH DEFINED 6 150 0 0
DOW CHEMICAL COMMON 260543103 859 17347 SH DEFINED 7 17347 0 0
DOW CHEMICAL COMMON 260543103 1448 29246 SH DEFINED 9 29246 0 0
DOW JONES & CO INC COMMON 260561105 335 7789 SH DEFINED 16 7789 0 0
DOW JONES & CO INC COMMON 260561105 884 20528 SH DEFINED 25 0 0 20528
DOW JONES & CO INC COMMON 260561105 92 2125 SH DEFINED 7 2125 0 0
DOW JONES & CO INC COMMON 260561105 301 7000 SH DEFINED 8 7000 0 0
DRAXIS HEALTH INC COMMON 26150J101 0 12 SH DEFINED 25 0 0 12
DREAMWORKS ANIMATION SKG-A COMMON 26153C103 1872 49900 SH DEFINED 1 49900 0 0
DREAMWORKS ANIMATION SKG-A COMMON 26153C103 4396 117200 SH DEFINED 1,2 117200 0 0
DREAMWORKS ANIMATION SKG-A COMMON 26153C103 656 17500 SH DEFINED 2 17500 0 0
DREAMWORKS ANIMATION SKG-A COMMON 26153C103 0 10 SH DEFINED 25 0 0 10
DREAMWORKS ANIMATION SKG-A COMMON 26153C103 28 744 SH DEFINED 4 744 0 0
DREAMWORKS ANIMATION SKG-A COMMON 26153C103 4 100 SH DEFINED 7 100 0 0
DREMAN/CLAYMORE DVD & INCOME C COMMON 26153R100 0 0 SH DEFINED 16 0 0 0
DREW INDUSTRIES INC COMMON 26168L205 3530 97600 SH DEFINED 1 97600 0 0
DREYFUS HIGH YIELD STRAT FD CF COMMON 26200S101 2 500 SH DEFINED 25 0 0 500
DRIL-QUIP COMMON 262037104 1298 53500 SH DEFINED 16 34500 0 19000
DRIL-QUIP COMMON 262037104 24 1000 SH DEFINED 16,15 1000 0 0
DRIL-QUIP COMMON 262037104 315 13000 SH DEFINED 5,16 13000 0 0
DU PONT (E.I.) DE NEMOURS COMMON 263534109 5447 111040 SH DEFINED 1 111040 0 0
DU PONT (E.I.) DE NEMOURS COMMON 263534109 36788 750000 SH DEFINED 1,2 750000 0 0
DU PONT (E.I.) DE NEMOURS COMMON 263534109 1115 22740 SH DEFINED 10,16 22740 0 0
DU PONT (E.I.) DE NEMOURS COMMON 263534109 94730 1931287 SH DEFINED 16 1321588 130 609569
DU PONT (E.I.) DE NEMOURS COMMON 263534109 738 15040 SH DEFINED 16,23 15040 0 0
DU PONT (E.I.) DE NEMOURS COMMON 263534109 5598 114120 SH DEFINED 2 114120 0 0
DU PONT (E.I.) DE NEMOURS COMMON 263534109 1049 21393 SH DEFINED 24 21393 0 0
DU PONT (E.I.) DE NEMOURS COMMON 263534109 11995 244544 SH DEFINED 25 45718 0 198826
DU PONT (E.I.) DE NEMOURS COMMON 263534109 525 10700 SH DEFINED 5,16 10700 0 0
DU PONT (E.I.) DE NEMOURS COMMON 263534109 22 450 SH DEFINED 6 450 0 0
DU PONT (E.I.) DE NEMOURS COMMON 263534109 2310 47092 SH DEFINED 7 47092 0 0
DU PONT (E.I.) DE NEMOURS COMMON 263534109 1349 27502 SH DEFINED 9 27502 0 0
DUCOMMUN INC COMMON 264147109 271 13000 SH DEFINED 16 7500 0 5500
DUCOMMUN INC COMMON 264147109 6 300 SH DEFINED 16,15 300 0 0
DUCOMMUN INC COMMON 264147109 79 3800 SH DEFINED 5,16 3800 0 0
DUKE ENERGY CORP COMMON 264399106 2804 110703 SH DEFINED 16 110703 0 0
DUKE ENERGY CORP COMMON 264399106 515 20343 SH DEFINED 25 12310 0 8033
DUKE ENERGY CORP COMMON 264399106 664 26220 SH DEFINED 7 26220 0 0
DUKE ENERGY CORP COMMON 264399106 751 29660 SH DEFINED 9 29660 0 0
DUKE REALTY CORP COMMON 264411505 6248 183000 SH DEFINED 1 183000 0 0
DUKE REALTY CORP COMMON 264411505 54808 1605376 SH DEFINED 16 1021393 0 583983
DUKE REALTY CORP COMMON 264411505 4148 121500 SH DEFINED 5,16 121500 0 0
DUKE REALTY CORP COMMON 264411505 138 4030 SH DEFINED 7 4030 0 0
DUN & BRADSTREET CORP-NEW COMMON 26483E100 4271 71600 SH DEFINED 16 64100 0 7500
DUN & BRADSTREET CORP-NEW COMMON 26483E100 489 8200 SH DEFINED 16,9 8200 0 0
DUN & BRADSTREET CORP-NEW COMMON 26483E100 292 4896 SH DEFINED 25 1400 0 3496
DUN & BRADSTREET CORP-NEW COMMON 26483E100 676 11337 SH DEFINED 7 11337 0 0
DURATEK INC COMMON 26658Q102 1681 67500 SH DEFINED 16 44300 0 23200
DURATEK INC COMMON 26658Q102 32 1300 SH DEFINED 16,15 1300 0 0
DURATEK INC COMMON 26658Q102 334 13400 SH DEFINED 5,16 13400 0 0
DUSA PHARMACEUTICALS INC COMMON 266898105 29 2000 SH DEFINED 25 0 0 2000
DYCOM INDUSTRIES INC COMMON 267475101 5140 168400 SH DEFINED 1 168400 0 0
DYCOM INDUSTRIES INC COMMON 267475101 250 8200 SH DEFINED 16 8200 0 0
DYCOM INDUSTRIES INC COMMON 267475101 577 18900 SH DEFINED 16,23 18900 0 0
DYNAMEX INC COMMON 26784F103 3793 204700 SH DEFINED 3 204700 0 0
DYNEGY INC CL A COMMON 26816Q101 233 50425 SH DEFINED 16 50425 0 0
DYNEGY INC CL A COMMON 26816Q101 14 3000 SH DEFINED 25 0 0 3000
EGL INC COMMON 268484102 5353 179100 SH DEFINED 1 179100 0 0
EGL INC COMMON 268484102 284 9500 SH DEFINED 16 9500 0 0
EGL INC COMMON 268484102 10 330 SH DEFINED 7 330 0 0
EMC CORP/MASS COMMON 268648102 93120 6262272 SH DEFINED 1 6262272 0 0
EMC CORP/MASS COMMON 268648102 59480 4000000 SH DEFINED 1,2 4000000 0 0
EMC CORP/MASS COMMON 268648102 2551 171570 SH DEFINED 10,16 171570 0 0
EMC CORP/MASS COMMON 268648102 39 2625 SH DEFINED 12 2625 0 0
EMC CORP/MASS COMMON 268648102 340 22879 SH DEFINED 12,9 22879 0 0
EMC CORP/MASS COMMON 268648102 218091 14666517 SH DEFINED 16 10983799 100 3681618
EMC CORP/MASS COMMON 268648102 7296 490680 SH DEFINED 16,23 490680 0 0
EMC CORP/MASS COMMON 268648102 2156 145000 SH DEFINED 16,9 145000 0 0
EMC CORP/MASS COMMON 268648102 20 1367 SH DEFINED 17,9 1367 0 0
EMC CORP/MASS COMMON 268648102 25633 1723830 SH DEFINED 2 1723830 0 0
EMC CORP/MASS COMMON 268648102 2379 160000 SH DEFINED 21 160000 0 0
EMC CORP/MASS COMMON 268648102 597 40136 SH DEFINED 24 40136 0 0
EMC CORP/MASS COMMON 268648102 32131 2160784 SH DEFINED 25 274978 0 1885806
EMC CORP/MASS COMMON 268648102 3 200 SH DEFINED 4 200 0 0
EMC CORP/MASS COMMON 268648102 1775 119390 SH DEFINED 5,16 119390 0 0
EMC CORP/MASS COMMON 268648102 1657 111460 SH DEFINED 7 111460 0 0
EMC CORP/MASS COMMON 268648102 2681 180289 SH DEFINED 9 180289 0 0
EMC CORP/MASS COMMON 268648102 276 18581 SH DEFINED 9,14 18581 0 0
EMS TECHNOLOGIES INC COMMON 26873N108 25 1500 SH DEFINED 7 1500 0 0
ENSCO INTERNATIONAL INC COMMON 26874Q100 143341 4516100 SH DEFINED 1 4516100 0 0
ENSCO INTERNATIONAL INC COMMON 26874Q100 38691 1219000 SH DEFINED 1,2 1219000 0 0
ENSCO INTERNATIONAL INC COMMON 26874Q100 595 18760 SH DEFINED 10,16 18760 0 0
ENSCO INTERNATIONAL INC COMMON 26874Q100 43433 1368410 SH DEFINED 16 1055020 110 313280
ENSCO INTERNATIONAL INC COMMON 26874Q100 394 12420 SH DEFINED 16,23 12420 0 0
ENSCO INTERNATIONAL INC COMMON 26874Q100 20156 635050 SH DEFINED 2 635050 0 0
ENSCO INTERNATIONAL INC COMMON 26874Q100 89 2800 SH DEFINED 2,23 2800 0 0
ENSCO INTERNATIONAL INC COMMON 26874Q100 11141 350998 SH DEFINED 4 350998 0 0
ENSCO INTERNATIONAL INC COMMON 26874Q100 277 8740 SH DEFINED 5,16 8740 0 0
ENSCO INTERNATIONAL INC COMMON 26874Q100 25 800 SH DEFINED 6 800 0 0
ENSCO INTERNATIONAL INC COMMON 26874Q100 149 4700 SH DEFINED 7 4700 0 0
ENI SPA ADR COMMON 26874R108 780 6200 SH DEFINED 10,16 6200 0 0
ENI SPA ADR COMMON 26874R108 79996 635695 SH DEFINED 13 583770 0 51925
ENI SPA ADR COMMON 26874R108 47711 379144 SH DEFINED 16 366558 0 12586
ENI SPA ADR COMMON 26874R108 589 4679 SH DEFINED 4 4679 0 0
EOG RESOURCES INC COMMON 26875P101 10454 146500 SH DEFINED 1 146500 0 0
EOG RESOURCES INC COMMON 26875P101 803 11259 SH DEFINED 16 11259 0 0
EOG RESOURCES INC COMMON 26875P101 1213 17000 SH DEFINED 16,15 17000 0 0
EOG RESOURCES INC COMMON 26875P101 2994 41950 SH DEFINED 25 2500 0 39450
EOG RESOURCES INC COMMON 26875P101 75 1055 SH DEFINED 7 1055 0 0
EOG RESOURCES INC COMMON 26875P101 283 3964 SH DEFINED 9 3964 0 0
ESS TECHNOLOGY COMMON 269151106 341 47900 SH DEFINED 16 26000 0 21900
ESS TECHNOLOGY COMMON 269151106 7 1000 SH DEFINED 16,15 1000 0 0
ESS TECHNOLOGY COMMON 269151106 43 6100 SH DEFINED 5,16 6100 0 0
ESS TECHNOLOGY COMMON 269151106 29 4100 SH DEFINED 7 4100 0 0
E*TRADE FINANCIAL CORPORATION COMMON 269246104 92 6175 SH DEFINED 1 0 0 6175
E*TRADE FINANCIAL CORPORATION COMMON 269246104 2640 176589 SH DEFINED 16 159889 0 16700
E*TRADE FINANCIAL CORPORATION COMMON 269246104 573 38300 SH DEFINED 16,9 38300 0 0
E*TRADE FINANCIAL CORPORATION COMMON 269246104 40 2700 SH DEFINED 24 2700 0 0
E*TRADE FINANCIAL CORPORATION COMMON 269246104 30 2000 SH DEFINED 25 0 0 2000
E*TRADE FINANCIAL CORPORATION COMMON 269246104 286 19118 SH DEFINED 7 19118 0 0
EAGLE MATERIALS INC COMMON 26969P108 16381 189700 SH DEFINED 1 189700 0 0
EAGLE MATERIALS INC COMMON 26969P108 8350 96700 SH DEFINED 16 57100 0 39600
EAGLE MATERIALS INC COMMON 26969P108 190 2200 SH DEFINED 16,15 2200 0 0
EAGLE MATERIALS INC COMMON 26969P108 6165 71400 SH DEFINED 2 71400 0 0
EAGLE MATERIALS INC COMMON 26969P108 5 57 SH DEFINED 25 57 0 0
EAGLE MATERIALS INC COMMON 26969P108 3471 40200 SH DEFINED 5,16 40200 0 0
EAGLE MATERIALS INC B COMMON 26969P207 16 193 SH DEFINED 25 193 0 0
EARTHLINK INC COMMON 270321102 177 15400 SH DEFINED 10 15400 0 0
EARTHLINK INC COMMON 270321102 27588 2394800 SH DEFINED 16 1956900 0 437900
EARTHLINK INC COMMON 270321102 205 17800 SH DEFINED 16,15 17800 0 0
EARTHLINK INC COMMON 270321102 535 46400 SH DEFINED 16,9 46400 0 0
EARTHLINK INC COMMON 270321102 202 17500 SH DEFINED 25 0 0 17500
EARTHLINK INC COMMON 270321102 7 616 SH DEFINED 4 616 0 0
EARTHLINK INC COMMON 270321102 2363 205100 SH DEFINED 5,16 205100 0 0
EARTHLINK INC COMMON 270321102 48 4150 SH DEFINED 7 4150 0 0
EARTHSHELL CORP COMMON 27032B209 2 669 SH DEFINED 7 669 0 0
EAST WEST BANCORP INC COMMON 27579R104 19255 458900 SH DEFINED 1 458900 0 0
EAST WEST BANCORP INC COMMON 27579R104 5728 136500 SH DEFINED 2 136500 0 0
EAST WEST BANCORP INC COMMON 27579R104 12 275 SH DEFINED 7 275 0 0
EASTERN AMER NATURAL GAS TR COMMON 276217106 13 500 SH DEFINED 4 500 0 0
EASTGROUP PROPERTIES COMMON 277276101 1843 48100 SH DEFINED 16 19200 0 28900
EASTMAN CHEMICAL COMPANY COMMON 277432100 5121 88700 SH DEFINED 1 88700 0 0
EASTMAN CHEMICAL COMPANY COMMON 277432100 34638 600000 SH DEFINED 1,2 600000 0 0
EASTMAN CHEMICAL COMPANY COMMON 277432100 5328 92287 SH DEFINED 16 87587 0 4700
EASTMAN CHEMICAL COMPANY COMMON 277432100 548 9500 SH DEFINED 16,9 9500 0 0
EASTMAN CHEMICAL COMPANY COMMON 277432100 5259 91100 SH DEFINED 2 91100 0 0
EASTMAN CHEMICAL COMPANY COMMON 277432100 87 1500 SH DEFINED 24 1500 0 0
EASTMAN CHEMICAL COMPANY COMMON 277432100 11 194 SH DEFINED 7 194 0 0
EASTMAN KODAK CO COMMON 277461109 44 1375 SH DEFINED 1 0 0 1375
EASTMAN KODAK CO COMMON 277461109 7502 232620 SH DEFINED 1,3 232620 0 0
EASTMAN KODAK CO COMMON 277461109 139 4300 SH DEFINED 10 4300 0 0
EASTMAN KODAK CO COMMON 277461109 19288 598086 SH DEFINED 16 545486 0 52600
EASTMAN KODAK CO COMMON 277461109 2264 70200 SH DEFINED 16,9 70200 0 0
EASTMAN KODAK CO COMMON 277461109 103 3180 SH DEFINED 2 3180 0 0
EASTMAN KODAK CO COMMON 277461109 223 6900 SH DEFINED 24 6900 0 0
EASTMAN KODAK CO COMMON 277461109 8 251 SH DEFINED 4 251 0 0
EASTMAN KODAK CO COMMON 277461109 61 1900 SH DEFINED 5,16 1900 0 0
EASTMAN KODAK CO COMMON 277461109 106 3278 SH DEFINED 7 3278 0 0
EASTMAN KODAK CO COMMON 277461109 623 19314 SH DEFINED 9 19314 0 0
EASTMAN KODAK CO COMMON 277461109 20 635 SH DEFINED 9,11 635 0 0
EASTMANKODAKCVT(EK) 144A 3.375 CONVERT 2774618X0 4942 3950000 SH DEFINED 16 0 0 3950000
EASTMAN KODAK CO(EK) CVT 3.375 CONVERT 277461BE8 8978 7175000 SH DEFINED 16 0 0 7175000
EATON CORP COMMON 278058102 119339 1649240 SH DEFINED 1 1649240 0 0
EATON CORP COMMON 278058102 50652 700000 SH DEFINED 1,2 700000 0 0
EATON CORP COMMON 278058102 3820 52790 SH DEFINED 10,16 52790 0 0
EATON CORP COMMON 278058102 301150 4161825 SH DEFINED 16 2872326 330 1289169
EATON CORP COMMON 278058102 2454 33910 SH DEFINED 16,23 33910 0 0
EATON CORP COMMON 278058102 1194 16500 SH DEFINED 16,9 16500 0 0
EATON CORP COMMON 278058102 26873 371380 SH DEFINED 2 363520 0 7860
EATON CORP COMMON 278058102 145 2000 SH DEFINED 24 2000 0 0
EATON CORP COMMON 278058102 32325 446729 SH DEFINED 25 86210 0 360519
EATON CORP COMMON 278058102 8517 117700 SH DEFINED 3 117700 0 0
EATON CORP COMMON 278058102 54 753 SH DEFINED 4 753 0 0
EATON CORP COMMON 278058102 1727 23870 SH DEFINED 5,16 23870 0 0
EATON CORP COMMON 278058102 429 5930 SH DEFINED 7 5930 0 0
EATON CORP COMMON 278058102 390 5392 SH DEFINED 9 5392 0 0
EATON VANCE CA MUNI INC TRST C COMMON 27826F101 30 2000 SH DEFINED 25 0 0 2000
EATON VANCE MUNICIPAL INCOME C COMMON 27826U108 173 10555 SH DEFINED 25 0 0 10555
EATON VANCE LTD DURATION FND C COMMON 27828H105 0 0 SH DEFINED 4 0 0 0
EBAY INC COMMON 278642103 177966 1529710 SH DEFINED 1 1529710 0 0
EBAY INC COMMON 278642103 130883 1125000 SH DEFINED 1,2 1125000 0 0
EBAY INC COMMON 278642103 3548 30500 SH DEFINED 1,3 30500 0 0
EBAY INC COMMON 278642103 1331 11440 SH DEFINED 10,16 11440 0 0
EBAY INC COMMON 278642103 198 1700 SH DEFINED 10,8 1700 0 0
EBAY INC COMMON 278642103 70 600 SH DEFINED 12 600 0 0
EBAY INC COMMON 278642103 573 4921 SH DEFINED 12,9 4921 0 0
EBAY INC COMMON 278642103 66941 575394 SH DEFINED 16 380134 0 195260
EBAY INC COMMON 278642103 419 3600 SH DEFINED 16,15 3600 0 0
EBAY INC COMMON 278642103 5864 50400 SH DEFINED 16,23 50400 0 0
EBAY INC COMMON 278642103 3665 31500 SH DEFINED 16,9 31500 0 0
EBAY INC COMMON 278642103 36 308 SH DEFINED 17,9 308 0 0
EBAY INC COMMON 278642103 35903 308600 SH DEFINED 2 308600 0 0
EBAY INC COMMON 278642103 1746 15005 SH DEFINED 24 15005 0 0
EBAY INC COMMON 278642103 17085 146853 SH DEFINED 25 20010 0 126843
EBAY INC COMMON 278642103 181 1556 SH DEFINED 4 1556 0 0
EBAY INC COMMON 278642103 628 5400 SH DEFINED 5,16 5400 0 0
EBAY INC COMMON 278642103 1389 11935 SH DEFINED 6 11935 0 0
EBAY INC COMMON 278642103 16004 137563 SH DEFINED 7 137563 0 0
EBAY INC COMMON 278642103 4417 37970 SH DEFINED 9 37970 0 0
EBAY INC COMMON 278642103 41 356 SH DEFINED 9,11 356 0 0
EBAY INC COMMON 278642103 457 3930 SH DEFINED 9,14 3930 0 0
ECHELON CORP COMMON 27874N105 42 5000 SH DEFINED 25 0 0 5000
ECHELON CORP COMMON 27874N105 9 1125 SH DEFINED 7 1125 0 0
ECHOSTAR COMMUNICATIONS CL A COMMON 278762109 14315 430515 SH DEFINED 1 430515 0 0
ECHOSTAR COMMUNICATIONS CL A COMMON 278762109 146 4400 SH DEFINED 16 4400 0 0
ECHOSTAR COMMUNICATIONS CL A COMMON 278762109 1907 57350 SH DEFINED 16,15 57350 0 0
ECHOSTAR COMMUNICATIONS CL A COMMON 278762109 130 3900 SH DEFINED 16,9 3900 0 0
ECHOSTAR COMMUNICATIONS CL A COMMON 278762109 76 2300 SH DEFINED 24 2300 0 0
ECHOSTAR COMMUNICATIONS CL A COMMON 278762109 10 300 SH DEFINED 25 0 0 300
ECHOSTAR COMMUNICATIONS CL A COMMON 278762109 33 988 SH DEFINED 4 988 0 0
ECHOSTAR COMMUNICATIONS CL A COMMON 278762109 53 1600 SH DEFINED 7 1600 0 0
ECHOSTAR COMMUNICATIONS CL A COMMON 278762109 282 8482 SH DEFINED 9 8482 0 0
ECLIPSYS CORP COMMON 278856109 7745 379088 SH DEFINED 7 379088 0 0
ECOLAB INC COMMON 278865100 42866 1220200 SH DEFINED 1 1220200 0 0
ECOLAB INC COMMON 278865100 46547 1325000 SH DEFINED 1,2 1325000 0 0
ECOLAB INC COMMON 278865100 1107 31498 SH DEFINED 16 24498 0 7000
ECOLAB INC COMMON 278865100 6214 176900 SH DEFINED 2 167700 0 9200
ECOLAB INC COMMON 278865100 1046 29773 SH DEFINED 24 29773 0 0
ECOLAB INC COMMON 278865100 41472 1180536 SH DEFINED 25 144685 0 1035851
ECOLAB INC COMMON 278865100 878 25000 SH DEFINED 3 25000 0 0
ECOLAB INC COMMON 278865100 643 18295 SH DEFINED 7 18295 0 0
ECOLAB INC COMMON 278865100 262 7471 SH DEFINED 9 7471 0 0
ECOLLEGE.COM INC COMMON 27887E100 227 20000 SH DEFINED 25 20000 0 0
EDISON INTERNATIONAL COMMON 281020107 10730 335000 SH DEFINED 1 335000 0 0
EDISON INTERNATIONAL COMMON 281020107 1707 53300 SH DEFINED 1,3 53300 0 0
EDISON INTERNATIONAL COMMON 281020107 247 7700 SH DEFINED 10 7700 0 0
EDISON INTERNATIONAL COMMON 281020107 4651 145200 SH DEFINED 10,16 145200 0 0
EDISON INTERNATIONAL COMMON 281020107 823 25700 SH DEFINED 10,8 25700 0 0
EDISON INTERNATIONAL COMMON 281020107 85115 2657355 SH DEFINED 16 2486155 0 171200
EDISON INTERNATIONAL COMMON 281020107 1717 53600 SH DEFINED 16,15 53600 0 0
EDISON INTERNATIONAL COMMON 281020107 2639 82400 SH DEFINED 16,9 82400 0 0
EDISON INTERNATIONAL COMMON 281020107 755 23581 SH DEFINED 24 23581 0 0
EDISON INTERNATIONAL COMMON 281020107 95 2981 SH DEFINED 25 0 0 2981
EDISON INTERNATIONAL COMMON 281020107 2646 82600 SH DEFINED 5,16 82600 0 0
EDISON INTERNATIONAL COMMON 281020107 322 10050 SH DEFINED 7 10050 0 0
EDISON INTERNATIONAL COMMON 281020107 327 10200 SH DEFINED 8 10200 0 0
EDISON INTERNATIONAL COMMON 281020107 976 30487 SH DEFINED 9 30487 0 0
EDO CORP COMMON 281347104 32 1000 SH DEFINED 25 0 0 1000
EDUCATE INC COMMON 28138P100 3033 229100 SH DEFINED 10 229100 0 0
EDUCATE INC COMMON 28138P100 628 47400 SH DEFINED 10,23 47400 0 0
EDUCATION MANAGEMENT CORP COMMON 28139T101 9148 277200 SH DEFINED 3 277200 0 0
EDUCATION MANAGEMENT CORP COMMON 28139T101 101 3050 SH DEFINED 7 3050 0 0
EDWARDS (A.G.) INC COMMON 281760108 117 2718 SH DEFINED 25 2343 0 375
EDWARDS (A.G.) INC COMMON 281760108 195 4514 SH DEFINED 7 4514 0 0
EDWARDS LIFESCIENCES CORP COMMON 28176E108 132 3200 SH DEFINED 16 3200 0 0
EDWARDS LIFESCIENCES CORP COMMON 28176E108 57 1370 SH DEFINED 25 0 0 1370
EDWARDS LIFESCIENCES CORP COMMON 28176E108 153 3709 SH DEFINED 7 3709 0 0
EFUNDS CORP COMMON 28224R101 17 700 SH DEFINED 16 700 0 0
EFUNDS CORP COMMON 28224R101 36 1488 SH DEFINED 25 0 0 1488
EFUNDS CORP COMMON 28224R101 63 2626 SH DEFINED 7 2626 0 0
EL PASO CORPORATION COMMON 28336L109 2178 209418 SH DEFINED 16 209418 0 0
EL PASO CORPORATION COMMON 28336L109 129 12400 SH DEFINED 16,9 12400 0 0
EL PASO CORPORATION COMMON 28336L109 650 62499 SH DEFINED 25 0 0 62499
EL PASO CORPORATION COMMON 28336L109 96 9251 SH DEFINED 7 9251 0 0
EL PASO CORPORATION COMMON 28336L109 230 22156 SH DEFINED 9 22156 0 0
EL PASO ELECTRIC COMPANY COMMON 283677854 1224 64600 SH DEFINED 16 38300 0 26300
EL PASO ELECTRIC COMPANY COMMON 283677854 30 1600 SH DEFINED 16,15 1600 0 0
EL PASO ELECTRIC COMPANY COMMON 283677854 536 28300 SH DEFINED 5,16 28300 0 0
EL PASO ELECTRIC COMPANY COMMON 283677854 72 3800 SH DEFINED 7 3800 0 0
EL PASO ENER CAP TRUST I CVT P CONVERT 283678209 95 2600 SH DEFINED 25 0 0 2600
ELAN CORP PLC ADR COMMON 284131208 27 1000 SH DEFINED 25 0 0 1000
ELAN CORP PLC ADR COMMON 284131208 87 3192 SH DEFINED 7 3192 0 0
ELDORADO GOLD CORP COMMON 284902103 4867 1650000 SH DEFINED 1 1650000 0 0
ELDORADO GOLD CORP COMMON 284902103 3234 1096300 SH DEFINED 1,3 1096300 0 0
ELDORADO GOLD CORP COMMON 284902103 1540 522000 SH DEFINED 16 522000 0 0
ELDORADO GOLD CORP COMMON 284902103 35 11800 SH DEFINED 2 11800 0 0
ELECTRO RENT CORP COMMON 285218103 465 32700 SH DEFINED 16 19400 0 13300
ELECTRO RENT CORP COMMON 285218103 10 700 SH DEFINED 16,15 700 0 0
ELECTRO RENT CORP COMMON 285218103 121 8500 SH DEFINED 5,16 8500 0 0
ELECTRO SCIENTIFIC INDS INC COMMON 285229100 1217 61600 SH DEFINED 16 36100 0 25500
ELECTRO SCIENTIFIC INDS INC COMMON 285229100 28 1400 SH DEFINED 16,15 1400 0 0
ELECTRO SCIENTIFIC INDS INC COMMON 285229100 391 19800 SH DEFINED 5,16 19800 0 0
ELECTRONIC ARTS INC COMMON 285512109 6879 111522 SH DEFINED 1 111522 0 0
ELECTRONIC ARTS INC COMMON 285512109 18504 300000 SH DEFINED 1,2 300000 0 0
ELECTRONIC ARTS INC COMMON 285512109 1801 29198 SH DEFINED 16 29198 0 0
ELECTRONIC ARTS INC COMMON 285512109 543 8800 SH DEFINED 16,15 8800 0 0
ELECTRONIC ARTS INC COMMON 285512109 2769 44900 SH DEFINED 2 44900 0 0
ELECTRONIC ARTS INC COMMON 285512109 1974 32000 SH DEFINED 21 32000 0 0
ELECTRONIC ARTS INC COMMON 285512109 50112 812456 SH DEFINED 25 210740 0 601716
ELECTRONIC ARTS INC COMMON 285512109 1086 17605 SH DEFINED 7 17605 0 0
ELECTRONIC ARTS INC COMMON 285512109 609 9867 SH DEFINED 9 9867 0 0
ELECTRONIC DATA SYSTEMS CORP COMMON 285661104 13137 568699 SH DEFINED 16 552030 0 16669
ELECTRONIC DATA SYSTEMS CORP COMMON 285661104 95 4100 SH DEFINED 16,9 4100 0 0
ELECTRONIC DATA SYSTEMS CORP COMMON 285661104 45 1955 SH DEFINED 25 0 0 1955
ELECTRONIC DATA SYSTEMS CORP COMMON 285661104 501 21700 SH DEFINED 5,16 0 0 21700
ELECTRONIC DATA SYSTEMS CORP COMMON 285661104 324 14028 SH DEFINED 7 14028 0 0
ELECTRONIC DATA SYSTEMS CORP COMMON 285661104 370 16000 SH DEFINED 9 16000 0 0
ELECTRONICS BOUTIQUE HLDGS COMMON 286045109 799 18600 SH DEFINED 1 18600 0 0
ELECTRONICS BOUTIQUE HLDGS COMMON 286045109 94 2200 SH DEFINED 7 2200 0 0
ELECTRONICS FOR IMAGING COMMON 286082102 10321 592800 SH DEFINED 1 592800 0 0
ELECTRONICS FOR IMAGING COMMON 286082102 1172 67300 SH DEFINED 16 40300 0 27000
ELECTRONICS FOR IMAGING COMMON 286082102 28 1600 SH DEFINED 16,15 1600 0 0
ELECTRONICS FOR IMAGING COMMON 286082102 1205 69200 SH DEFINED 2 69200 0 0
ELECTRONICS FOR IMAGING COMMON 286082102 399 22900 SH DEFINED 5,16 22900 0 0
ELECTRONICS FOR IMAGING COMMON 286082102 15 881 SH DEFINED 7 881 0 0
ELITE PHARMACEUTICALS INC -A COMMON 28659T200 18 5000 SH DEFINED 25 0 0 5000
ELKCORP COMMON 287456107 40 1175 SH DEFINED 7 1175 0 0
ELOYALTY CORP CVP 7.0 SER B CONVERT 290151208 0 39 SH DEFINED 25 0 0 39
ELRON ELECTRONIC INDS COMMON 290160100 2 117 SH DEFINED 25 0 0 117
EMBARCADERO TECHNOLOGIES INC COMMON 290787100 473 50300 SH DEFINED 16 28000 0 22300
EMBARCADERO TECHNOLOGIES INC COMMON 290787100 10 1100 SH DEFINED 16,15 1100 0 0
EMBARCADERO TECHNOLOGIES INC COMMON 290787100 59 6300 SH DEFINED 5,16 6300 0 0
EMBRAER AIRCRAFT CORP ADR COMMON 29081M102 1383 41350 SH DEFINED 5,13 41350 0 0
EMBRAER AIRCRAFT CORP ADR COMMON 29081M102 639 19100 SH DEFINED 7 19100 0 0
EMBOTELLADORA ANDINA ADR B COMMON 29081P303 420 32300 SH DEFINED 10 32300 0 0
EMERGING MKTS TELECOMMUNICATIO COMMON 290890102 746 75000 SH DEFINED 16 75000 0 0
EMERSON ELECTRIC CO COMMON 291011104 81758 1166300 SH DEFINED 1 1166300 0 0
EMERSON ELECTRIC CO COMMON 291011104 65579 935500 SH DEFINED 1,2 935500 0 0
EMERSON ELECTRIC CO COMMON 291011104 5218 74430 SH DEFINED 10,16 74430 0 0
EMERSON ELECTRIC CO COMMON 291011104 1289 18385 SH DEFINED 13 18385 0 0
EMERSON ELECTRIC CO COMMON 291011104 188295 2686092 SH DEFINED 16 1969528 168 716396
EMERSON ELECTRIC CO COMMON 291011104 1389 19820 SH DEFINED 16,23 19820 0 0
EMERSON ELECTRIC CO COMMON 291011104 161 2300 SH DEFINED 16,9 2300 0 0
EMERSON ELECTRIC CO COMMON 291011104 33 472 SH DEFINED 17,9 472 0 0
EMERSON ELECTRIC CO COMMON 291011104 5749 82010 SH DEFINED 2 82010 0 0
EMERSON ELECTRIC CO COMMON 291011104 28 400 SH DEFINED 24 400 0 0
EMERSON ELECTRIC CO COMMON 291011104 65095 928604 SH DEFINED 25 211425 0 717179
EMERSON ELECTRIC CO COMMON 291011104 69862 996600 SH DEFINED 3 996600 0 0
EMERSON ELECTRIC CO COMMON 291011104 1 21 SH DEFINED 4 21 0 0
EMERSON ELECTRIC CO COMMON 291011104 1719 24519 SH DEFINED 5,16 24519 0 0
EMERSON ELECTRIC CO COMMON 291011104 16658 237637 SH DEFINED 7 237637 0 0
EMERSON ELECTRIC CO COMMON 291011104 1027 14647 SH DEFINED 9 14647 0 0
EMMIS COMMUNICATIONS CL A COMMON 291525103 4414 230000 SH DEFINED 1 230000 0 0
EMMIS COMMUNICATIONS CL A COMMON 291525103 88 4600 SH DEFINED 10 4600 0 0
EMMIS COMMUNICATIONS CL A COMMON 291525103 6918 360500 SH DEFINED 16 326300 0 34200
EMMIS COMMUNICATIONS CL A COMMON 291525103 15 800 SH DEFINED 16,15 800 0 0
EMMIS COMMUNICATIONS CL A COMMON 291525103 418 21800 SH DEFINED 16,9 21800 0 0
EMMIS COMMUNICATIONS CL A COMMON 291525103 104 5400 SH DEFINED 5,16 5400 0 0
EMPIRE RESORTS INC COMMON 292052107 1 50 SH DEFINED 7 50 0 0
EMULEX CORP COMMON 292475209 11583 687800 SH DEFINED 1 687800 0 0
EMULEX CORP COMMON 292475209 1726 102500 SH DEFINED 2 102500 0 0
ENCANA CORPORATION COMMON 292505104 13920 244900 SH DEFINED 1 244900 0 0
ENCANA CORPORATION COMMON 292505104 72359 1273056 SH DEFINED 1,3 1273056 0 0
ENCANA CORP COMMON 292505104 119659 2104550 SH DEFINED 13 1901850 0 202700
ENCANA CORP COMMON 292505104 26826 470144 SH DEFINED 16 454796 0 15348
ENCANA CORPORATION COMMON 292505104 1356 23850 SH DEFINED 2 23850 0 0
ENCANA CORPORATION COMMON 292505104 277 4871 SH DEFINED 24 4871 0 0
ENCANA CORP COMMON 292505104 4697 82320 SH DEFINED 25 7500 0 74820
ENCANA CORPORATION COMMON 292505104 110546 1944898 SH DEFINED 3 1944898 0 0
ENCANA CORP COMMON 292505104 262 4593 SH DEFINED 4 4593 0 0
ENCANA CORPORATION COMMON 292505104 13744 241800 SH DEFINED 5,13 241800 0 0
ENCANA CORP COMMON 292505104 177 3100 SH DEFINED 7 3100 0 0
ENCANA CORPORATION COMMON 292505104 838 14742 SH DEFINED 9 14742 0 0
ENBRIDGE INC COMMON 29250N105 473 9500 SH DEFINED 16 9500 0 0
ENBRIDGE INC COMMON 29250N105 239 4810 SH DEFINED 9 4810 0 0
ENBRIDGE ENERGY PARTNERS LP COMMON 29250R106 10 200 SH DEFINED 25 0 0 200
ENBRIDGE ENERGY PARTNERS LP COMMON 29250R106 103 2000 SH DEFINED 7 2000 0 0
ENCORE ACQUISITION CO COMMON 29255W100 98 2800 SH DEFINED 7 2800 0 0
ENCYSIVE PHARMACEUTICALS INC COMMON 29256X107 1651 166300 SH DEFINED 16 90200 0 76100
ENCYSIVE PHARMACEUTICALS INC COMMON 29256X107 44 4400 SH DEFINED 16,15 4400 0 0
ENCYSIVE PHARMACEUTICALS INC COMMON 29256X107 202 20300 SH DEFINED 5,16 20300 0 0
ENDESA ADR COMMON 29258N107 654 28100 SH DEFINED 10,16 28100 0 0
ENDESA ADR COMMON 29258N107 32876 1412811 SH DEFINED 13 1247276 0 165535
ENDESA ADR COMMON 29258N107 32238 1385372 SH DEFINED 16 1327090 0 58282
ENDESA ADR COMMON 29258N107 985 42314 SH DEFINED 25 0 0 42314
ENDO PHARMACEUTICAL HOLDINGS I COMMON 29264F205 13480 641600 SH DEFINED 1 641600 0 0
ENDO PHARMACEUTICAL HOLDINGS I COMMON 29264F205 1277 60800 SH DEFINED 2 60800 0 0
ENDO PHARMACEUTICAL HOLDINGS I COMMON 29264F205 66066 3144500 SH DEFINED 3 3144500 0 0
ENDO PHARMACEUTICAL HOLDINGS I COMMON 29264F205 25 1195 SH DEFINED 4 1195 0 0
ENERGY CONVERSION DEVICES COMMON 292659109 10 500 SH DEFINED 25 0 0 500
ENERGEN CORP COMMON 29265N108 6266 106300 SH DEFINED 1 106300 0 0
ENERGEN CORP COMMON 29265N108 6190 105000 SH DEFINED 1,3 105000 0 0
ENERGEN CORP COMMON 29265N108 760 12900 SH DEFINED 2 12900 0 0
ENERGEN CORP COMMON 29265N108 772 13100 SH DEFINED 25 13100 0 0
ENERGEN CORP COMMON 29265N108 130 2200 SH DEFINED 7 2200 0 0
ENEL SPA ADR COMMON 29265W108 9413 190400 SH DEFINED 13 187030 0 3370
ENEL SPA ADR COMMON 29265W108 34345 694690 SH DEFINED 16 694690 0 0
ENERGY EAST CORPORATION COMMON 29266M109 24 881 SH DEFINED 25 0 0 881
ENERGIZER HOLDINGS INC COMMON 29266R108 23 465 SH DEFINED 1 0 0 465
ENERGIZER HOLDINGS INC COMMON 29266R108 109 2200 SH DEFINED 10 2200 0 0
ENERGIZER HOLDINGS INC COMMON 29266R108 1630 32800 SH DEFINED 10,16 32800 0 0
ENERGIZER HOLDINGS INC COMMON 29266R108 288 5800 SH DEFINED 10,8 5800 0 0
ENERGIZER HOLDINGS INC COMMON 29266R108 33528 674750 SH DEFINED 16 619850 0 54900
ENERGIZER HOLDINGS INC COMMON 29266R108 601 12100 SH DEFINED 16,15 12100 0 0
ENERGIZER HOLDINGS INC COMMON 29266R108 1436 28900 SH DEFINED 16,9 28900 0 0
ENERGIZER HOLDINGS INC COMMON 29266R108 249 5011 SH DEFINED 24 5011 0 0
ENERGIZER HOLDINGS INC COMMON 29266R108 647 13016 SH DEFINED 25 0 0 13016
ENERGIZER HOLDINGS INC COMMON 29266R108 939 18900 SH DEFINED 5,16 18900 0 0
ENERGIZER HOLDINGS INC COMMON 29266R108 104 2100 SH DEFINED 7 2100 0 0
ENERGIZER HOLDINGS INC COMMON 29266R108 750 15098 SH DEFINED 9 15098 0 0
ENERGIZER HOLDINGS INC COMMON 29266R108 64 1293 SH DEFINED 9,11 1293 0 0
ENERGY PARTNERS LTD COMMON 29270U105 3278 161700 SH DEFINED 16 88000 0 73700
ENERGY PARTNERS LTD COMMON 29270U105 83 4100 SH DEFINED 16,15 4100 0 0
ENERGY PARTNERS LTD COMMON 29270U105 401 19800 SH DEFINED 5,16 19800 0 0
ENERGY TRANSFER PARTNERS LP COMMON 29273R109 5646 95370 SH DEFINED 7 95370 0 0
ENERPLUS RESOURCES FUND COMMON 29274D604 73 2000 SH DEFINED 25 2000 0 0
ENERSYS INC COMMON 29275Y102 28963 1899200 SH DEFINED 1 1899200 0 0
ENERSYS INC COMMON 29275Y102 2905 190500 SH DEFINED 2 190500 0 0
ENGELHARD CORP COMMON 292845104 44508 1451205 SH DEFINED 1 1450800 0 405
ENGELHARD CORP COMMON 292845104 521 17000 SH DEFINED 1,3 17000 0 0
ENGELHARD CORP COMMON 292845104 2816 91800 SH DEFINED 10,23 91800 0 0
ENGELHARD CORP COMMON 292845104 1225 39932 SH DEFINED 16 39932 0 0
ENGELHARD CORP COMMON 292845104 3834 125000 SH DEFINED 2 125000 0 0
ENGELHARD CORP COMMON 292845104 77 2500 SH DEFINED 25 2000 0 500
ENGELHARD CORP COMMON 292845104 249065 8120800 SH DEFINED 3 8120800 0 0
ENGELHARD CORP COMMON 292845104 22554 735373 SH DEFINED 4 735373 0 0
ENGELHARD CORP COMMON 292845104 233 7600 SH DEFINED 5,2 7600 0 0
ENGELHARD CORP COMMON 292845104 9 300 SH DEFINED 9 300 0 0
ENGINEERED SUPPORT SYSTEMS COMMON 292866100 17263 291500 SH DEFINED 1 291500 0 0
ENESCO GROUP COMMON 292973104 12 1450 SH DEFINED 7 1450 0 0
ENNIS BUSINESS FORMS COMMON 293389102 58 3000 SH DEFINED 25 0 0 3000
ENTERASYS NETWORKS INC COMMON 293637104 3295 1830500 SH DEFINED 10 1830500 0 0
ENTERASYS NETWORKS INC COMMON 293637104 0 100 SH DEFINED 6 100 0 0
ENTERCOM COMMUNICATIONS CORP COMMON 293639100 104 2900 SH DEFINED 10 2900 0 0
ENTERCOM COMMUNICATIONS CORP COMMON 293639100 6507 181300 SH DEFINED 16 168000 0 13300
ENTERCOM COMMUNICATIONS CORP COMMON 293639100 420 11700 SH DEFINED 16,9 11700 0 0
ENTERCOM COMMUNICATIONS CORP COMMON 293639100 47 1300 SH DEFINED 5,16 1300 0 0
ENTERGY CORP COMMON 29364G103 18199 269250 SH DEFINED 1 269250 0 0
ENTERGY CORP COMMON 29364G103 1611 23840 SH DEFINED 16 23840 0 0
ENTERGY CORP COMMON 29364G103 115 1700 SH DEFINED 16,9 1700 0 0
ENTERGY CORP COMMON 29364G103 115 1700 SH DEFINED 24 1700 0 0
ENTERGY CORP COMMON 29364G103 14 200 SH DEFINED 25 0 0 200
ENTERGY CORP COMMON 29364G103 14 206 SH DEFINED 7 206 0 0
ENTERGY CORP COMMON 29364G103 720 10658 SH DEFINED 9 10658 0 0
ENTERGY CORP COMMON 29364G103 17 257 SH DEFINED 9,11 257 0 0
ENTERPRISE PRODUCTS PARTNERS COMMON 293792107 628 24288 SH DEFINED 25 24288 0 0
ENTERPRISE PRODUCTS PARTNERS COMMON 293792107 9284 359028 SH DEFINED 7 359028 0 0
ENTERTAINMENT PROPERTIES TR COMMON 29380T105 31532 707800 SH DEFINED 16 563200 0 144600
ENTERTAINMENT PROPERTIES TR COMMON 29380T105 147 3300 SH DEFINED 16,15 3300 0 0
ENTERTAINMENT PROPERTIES TR COMMON 29380T105 1916 43000 SH DEFINED 5,16 43000 0 0
ENTRAVISION COMMUNICATIONS COMMON 29382R107 92 11000 SH DEFINED 7 11000 0 0
ENZON PHARMACEUTICALS INC COMMON 293904108 525 38300 SH DEFINED 16 20600 0 17700
ENZON PHARMACEUTICALS INC COMMON 293904108 11 800 SH DEFINED 16,15 800 0 0
ENZON PHARMACEUTICALS INC COMMON 293904108 206 15000 SH DEFINED 25 0 0 15000
ENZON PHARMACEUTICALS INC COMMON 293904108 60 4400 SH DEFINED 5,16 4400 0 0
ENZO BIOCHEM INC COMMON 294100102 1451 74525 SH DEFINED 16 40925 0 33600
ENZO BIOCHEM INC COMMON 294100102 39 2000 SH DEFINED 16,15 2000 0 0
ENZO BIOCHEM INC COMMON 294100102 175 9000 SH DEFINED 5,16 9000 0 0
EON LABS INC COMMON 29412E100 35748 1324000 SH DEFINED 1 1324000 0 0
EON LABS INC COMMON 29412E100 3281 121500 SH DEFINED 2 121500 0 0
EON LABS INC COMMON 29412E100 4 146 SH DEFINED 4 146 0 0
EPICOR SOFTWARE CORP COMMON 29426L108 12508 887700 SH DEFINED 1 887700 0 0
EPICOR SOFTWARE CORP COMMON 29426L108 4692 333000 SH DEFINED 2 333000 0 0
EQUIFAX INC COMMON 294429105 11 390 SH DEFINED 1 390 0 0
EQUIFAX INC COMMON 294429105 5835 207667 SH DEFINED 16 190067 0 17600
EQUIFAX INC COMMON 294429105 958 34100 SH DEFINED 16,9 34100 0 0
EQUIFAX INC COMMON 294429105 162 5756 SH DEFINED 24 5756 0 0
EQUIFAX INC COMMON 294429105 172 6120 SH DEFINED 7 6120 0 0
EQUIFAX INC COMMON 294429105 212 7535 SH DEFINED 9 7535 0 0
EQUINIX INC COMMON 29444U502 13 300 SH DEFINED 16 300 0 0
EQUITABLE RESOURCES INC COMMON 294549100 10319 170120 SH DEFINED 1 170120 0 0
EQUITABLE RESOURCES INC COMMON 294549100 485 8000 SH DEFINED 10,2 8000 0 0
EQUITABLE RESOURCES INC COMMON 294549100 208 3424 SH DEFINED 25 0 0 3424
EQUITABLE RESOURCES INC COMMON 294549100 18 300 SH DEFINED 6 300 0 0
EQUITABLE RESOURCES INC COMMON 294549100 6369 104994 SH DEFINED 7 104994 0 0
EQUITY INNS INC COMMON 294703103 10115 861600 SH DEFINED 16 672300 0 189300
EQUITY INNS INC COMMON 294703103 93 7900 SH DEFINED 16,15 7900 0 0
EQUITY INNS INC COMMON 294703103 1190 101400 SH DEFINED 5,16 101400 0 0
EQUITY LIFESTYLE PROPERTIES COMMON 29472R108 1134 31727 SH DEFINED 16 31727 0 0
EQUITY OFFICE PROPERTIES TR COMMON 294741103 1893 65000 SH DEFINED 1 65000 0 0
EQUITY OFFICE PROPERTIES TR COMMON 294741103 22742 780960 SH DEFINED 16 638925 0 142035
EQUITY OFFICE PROPERTIES TR COMMON 294741103 463 15909 SH DEFINED 25 3669 0 12240
EQUITY OFFICE PROPERTIES TR COMMON 294741103 476 16329 SH DEFINED 7 16329 0 0
EQUITY ONE INC COMMON 294752100 6445 271600 SH DEFINED 16 169100 0 102500
EQUITY ONE INC COMMON 294752100 131 5500 SH DEFINED 16,15 5500 0 0
EQUITY ONE INC COMMON 294752100 1837 77400 SH DEFINED 5,16 77400 0 0
EQUITY RESIDENTIAL COMMON 29476L107 158714 4386785 SH DEFINED 16 2971666 0 1415119
EQUITY RESIDENTIAL COMMON 29476L107 814 22494 SH DEFINED 25 6510 0 15984
EQUITY RESIDENTIAL COMMON 29476L107 12055 333184 SH DEFINED 5,16 333184 0 0
EQUITY RESIDENTIAL COMMON 29476L107 6 175 SH DEFINED 6 175 0 0
EQUITY RESIDENTIAL COMMON 29476L107 75 2080 SH DEFINED 7 2080 0 0
ERICSSON (LM) TEL ADR COMMON 294821608 18922 600890 SH DEFINED 1 600890 0 0
ERICSSON (LM) TEL ADR COMMON 294821608 929 29500 SH DEFINED 16 29500 0 0
ERICSSON (LM) TEL ADR COMMON 294821608 3727 118350 SH DEFINED 16,23 118350 0 0
ERICSSON (LM) TEL ADR COMMON 294821608 3029 96200 SH DEFINED 21 96200 0 0
ERICSSON (LM) TEL ADR COMMON 294821608 1153 36621 SH DEFINED 25 0 0 36621
ERICSSON (LM) TEL ADR COMMON 294821608 3 80 SH DEFINED 4 80 0 0
ERICSSON (LM) TEL ADR COMMON 294821608 850 26984 SH DEFINED 7 26984 0 0
ERIE INDEMNITY COMPANY CL A COMMON 29530P102 16 300 SH DEFINED 7 300 0 0
ESCO ELECTRONICS CORP COMMON 296315104 725 9465 SH DEFINED 7 9465 0 0
ESPEED INC CL A COMMON 296643109 5712 461800 SH DEFINED 1 461800 0 0
ESSEX PROPERTY TRUST INC COMMON 297178105 121236 1446735 SH DEFINED 16 1055505 0 391230
ESSEX PROPERTY TRUST INC COMMON 297178105 8330 99400 SH DEFINED 5,16 99400 0 0
DELHAIZE LE LION ADR COMMON 29759W101 86234 1136905 SH DEFINED 16 1136905 0 0
ETHAN ALLEN INTERIORS INC COMMON 297602104 12226 305506 SH DEFINED 7 305506 0 0
EURONET WORLDWIDE INC COMMON 298736109 16754 643900 SH DEFINED 1 643900 0 0
EURONET WORLDWIDE INC COMMON 298736109 323 12400 SH DEFINED 16 6800 0 5600
EURONET WORLDWIDE INC COMMON 298736109 8 300 SH DEFINED 16,15 300 0 0
EURONET WORLDWIDE INC COMMON 298736109 5881 226000 SH DEFINED 2 226000 0 0
EURONET WORLDWIDE INC COMMON 298736109 52 2000 SH DEFINED 25 0 0 2000
EURONET WORLDWIDE INC COMMON 298736109 39 1500 SH DEFINED 5,16 1500 0 0
EVERGREEN INC ADVANTAGE FUND C COMMON 30023Y105 17 1037 SH DEFINED 25 0 0 1037
EVERGREEN SOLAR INC COMMON 30033R108 1 150 SH DEFINED 25 0 0 150
EXAR CORP COMMON 300645108 67 4750 SH DEFINED 7 4750 0 0
EXCEL TECHNOLOGY INC COMMON 30067T103 226 8700 SH DEFINED 16 4900 0 3800
EXCEL TECHNOLOGY INC COMMON 30067T103 5 200 SH DEFINED 16,15 200 0 0
EXCEL TECHNOLOGY INC COMMON 30067T103 29 1100 SH DEFINED 5,16 1100 0 0
EXELON CORPORATION COMMON 30161N101 20002 453874 SH DEFINED 1 453874 0 0
EXELON CORPORATION COMMON 30161N101 2296 52100 SH DEFINED 10,16 52100 0 0
EXELON CORPORATION COMMON 30161N101 405 9200 SH DEFINED 10,8 9200 0 0
EXELON CORPORATION COMMON 30161N101 53167 1206425 SH DEFINED 16 1135125 0 71300
EXELON CORPORATION COMMON 30161N101 846 19200 SH DEFINED 16,15 19200 0 0
EXELON CORPORATION COMMON 30161N101 4610 104600 SH DEFINED 16,9 104600 0 0
EXELON CORPORATION COMMON 30161N101 38 868 SH DEFINED 17,9 868 0 0
EXELON CORPORATION COMMON 30161N101 828 18777 SH DEFINED 24 18777 0 0
EXELON CORPORATION COMMON 30161N101 392 8894 SH DEFINED 25 874 0 8020
EXELON CORPORATION COMMON 30161N101 1260 28600 SH DEFINED 5,16 28600 0 0
EXELON CORPORATION COMMON 30161N101 57 1296 SH DEFINED 7 1296 0 0
EXELON CORPORATION COMMON 30161N101 1999 45356 SH DEFINED 9 45356 0 0
EXELON CORPORATION COMMON 30161N101 87 1985 SH DEFINED 9,11 1985 0 0
EXELIXIS INC COMMON 30161Q104 5000 526300 SH DEFINED 3 526300 0 0
EXPEDITORS INTL WASH INC COMMON 302130109 13294 237900 SH DEFINED 1 237900 0 0
EXPEDITORS INTL WASH INC COMMON 302130109 27940 500000 SH DEFINED 1,2 500000 0 0
EXPEDITORS INTL WASH INC COMMON 302130109 4247 76000 SH DEFINED 2 76000 0 0
EXPEDITORS INTL WASH INC COMMON 302130109 4 74 SH DEFINED 25 0 0 74
EXPEDITORS INTL WASH INC COMMON 302130109 81 1450 SH DEFINED 7 1450 0 0
EXPEDITORS INTL WASH INC COMMON 302130109 257 4597 SH DEFINED 9 4597 0 0
EXPRESS SCRIPTS INC -COMMON COMMON 302182100 62640 819460 SH DEFINED 1 819460 0 0
EXPRESS SCRIPTS INC -COMMON COMMON 302182100 1007 13170 SH DEFINED 16 7370 0 5800
EXPRESS SCRIPTS INC -COMMON COMMON 302182100 99 1300 SH DEFINED 16,9 1300 0 0
EXPRESS SCRIPTS INC -COMMON COMMON 302182100 4774 62450 SH DEFINED 2 55250 0 7200
EXPRESS SCRIPTS INC -COMMON COMMON 302182100 62063 811920 SH DEFINED 25 101058 0 710862
EXPRESS SCRIPTS INC -COMMON COMMON 302182100 8 106 SH DEFINED 4 106 0 0
EXPRESS SCRIPTS INC -COMMON COMMON 302182100 11 150 SH DEFINED 6 150 0 0
EXPRESS SCRIPTS INC -COMMON COMMON 302182100 25468 333178 SH DEFINED 7 333178 0 0
EXPRESS SCRIPTS INC -COMMON COMMON 302182100 172 2244 SH DEFINED 9 2244 0 0
EXPRESSJET HOLDINGS COMMON 30218U108 10050 780300 SH DEFINED 16 503700 0 276600
EXPRESSJET HOLDINGS COMMON 30218U108 194 15100 SH DEFINED 16,15 15100 0 0
EXPRESSJET HOLDINGS COMMON 30218U108 2224 172700 SH DEFINED 5,16 172700 0 0
EXTENDICARE INC CL A COMMON 30224T871 1599 124540 SH DEFINED 1 124540 0 0
EXTENDICARE INC CL A COMMON 30224T871 17987 1401000 SH DEFINED 1,3 1401000 0 0
EXTENDICARE INC CL A COMMON 30224T871 271 21100 SH DEFINED 2 21100 0 0
EXTRA SPACE STORAGE INC COMMON 30225T102 18107 1358354 SH DEFINED 16 1042407 0 315947
EXTRA SPACE STORAGE INC COMMON 30225T102 792 59400 SH DEFINED 5,16 59400 0 0
EYETECH PHARMACEUTICALS INC COMMON 302297106 33861 744200 SH DEFINED 1 744200 0 0
EYETECH PHARMACEUTICALS INC COMMON 302297106 12786 281000 SH DEFINED 10 281000 0 0
EYETECH PHARMACEUTICALS INC COMMON 302297106 1169 25700 SH DEFINED 10,23 25700 0 0
EYETECH PHARMACEUTICALS INC COMMON 302297106 8044 176800 SH DEFINED 2 176800 0 0
EXXON MOBIL CORPORATION COMMON 30231G102 265253 5174657 SH DEFINED 1 5165020 0 9637
EXXON MOBIL CORPORATION COMMON 30231G102 133261 2599700 SH DEFINED 1,2 2599700 0 0
EXXON MOBIL CORPORATION COMMON 30231G102 25082 489300 SH DEFINED 10,16 489300 0 0
EXXON MOBIL CORPORATION COMMON 30231G102 3563 69500 SH DEFINED 10,8 69500 0 0
EXXON MOBIL CORPORATION COMMON 30231G102 188 3670 SH DEFINED 12 3670 0 0
EXXON MOBIL CORPORATION COMMON 30231G102 1688 32925 SH DEFINED 12,9 32925 0 0
EXXON MOBIL CORPORATION COMMON 30231G102 2071 40400 SH DEFINED 13 40400 0 0
EXXON MOBIL CORPORATION COMMON 30231G102 421708 8226839 SH DEFINED 16 7043911 0 1182928
EXXON MOBIL CORPORATION COMMON 30231G102 8622 168200 SH DEFINED 16,15 168200 0 0
EXXON MOBIL CORPORATION COMMON 30231G102 23631 461000 SH DEFINED 16,9 461000 0 0
EXXON MOBIL CORPORATION COMMON 30231G102 112 2185 SH DEFINED 17,9 2185 0 0
EXXON MOBIL CORPORATION COMMON 30231G102 85984 1677400 SH DEFINED 2 1677400 0 0
EXXON MOBIL CORPORATION COMMON 30231G102 6794 132533 SH DEFINED 24 132533 0 0
EXXON MOBIL CORPORATION COMMON 30231G102 151090 2947515 SH DEFINED 25 859733 0 2087782
EXXON MOBIL CORPORATION COMMON 30231G102 3 50 SH DEFINED 4 50 0 0
EXXON MOBIL CORPORATION COMMON 30231G102 12200 237995 SH DEFINED 5,16 214100 0 23895
EXXON MOBIL CORPORATION COMMON 30231G102 1131 22061 SH DEFINED 6 22061 0 0
EXXON MOBIL CORPORATION COMMON 30231G102 38241 746030 SH DEFINED 7 746030 0 0
EXXON MOBIL CORPORATION COMMON 30231G102 841 16400 SH DEFINED 8 16400 0 0
EXXON MOBIL CORPORATION COMMON 30231G102 22487 438694 SH DEFINED 9 438694 0 0
EXXON MOBIL CORPORATION COMMON 30231G102 401 7817 SH DEFINED 9,11 7817 0 0
EXXON MOBIL CORPORATION COMMON 30231G102 1367 26671 SH DEFINED 9,14 26671 0 0
FEI COMPANY COMMON 30241L109 6407 305100 SH DEFINED 1 305100 0 0
FEI COMPANY COMMON 30241L109 2241 106700 SH DEFINED 2 106700 0 0
FLIR SYSTEMS INC COMMON 302445101 21516 337300 SH DEFINED 1 337300 0 0
FLIR SYSTEMS INC COMMON 302445101 6392 100200 SH DEFINED 2 100200 0 0
FLIR SYSTEMS INC COMMON 302445101 13 200 SH DEFINED 7 200 0 0
FMC CORP COMMON 302491303 11901 246400 SH DEFINED 16 145200 0 101200
FMC CORP COMMON 302491303 266 5500 SH DEFINED 16,15 5500 0 0
FMC CORP COMMON 302491303 4376 90600 SH DEFINED 5,16 90600 0 0
FMC TECHNOLOGIES COM COMMON 30249U101 71724 2227450 SH DEFINED 1 2227450 0 0
FMC TECHNOLOGIES COM COMMON 30249U101 538 16700 SH DEFINED 1,3 16700 0 0
FMC TECHNOLOGIES COM COMMON 30249U101 852 26451 SH DEFINED 16 26451 0 0
FMC TECHNOLOGIES COM COMMON 30249U101 1449 45000 SH DEFINED 16,15 45000 0 0
FMC TECHNOLOGIES COM COMMON 30249U101 8845 274700 SH DEFINED 2 274700 0 0
FMC TECHNOLOGIES COM COMMON 30249U101 3 100 SH DEFINED 25 0 0 100
FMC TECHNOLOGIES COM COMMON 30249U101 23146 718835 SH DEFINED 4 718835 0 0
FMC TECHNOLOGIES COM COMMON 30249U101 225 7000 SH DEFINED 5,2 7000 0 0
FNB CORP/NORTH CAROLINA COMMON 302519103 29 1500 SH DEFINED 7 1500 0 0
FPIC INSURANCE GROUP INC COMMON 302563101 1221 34500 SH DEFINED 16 19800 0 14700
FPIC INSURANCE GROUP INC COMMON 302563101 28 800 SH DEFINED 16,15 800 0 0
FPIC INSURANCE GROUP INC COMMON 302563101 414 11700 SH DEFINED 5,16 11700 0 0
FPIC INSURANCE GROUP INC COMMON 302563101 60 1700 SH DEFINED 7 1700 0 0
FPL GROUP INC COMMON 302571104 140764 1883125 SH DEFINED 1 1882710 0 415
FPL GROUP INC COMMON 302571104 29840 399200 SH DEFINED 1,2 399200 0 0
FPL GROUP INC COMMON 302571104 591 7900 SH DEFINED 1,3 7900 0 0
FPL GROUP INC COMMON 302571104 2661 35600 SH DEFINED 10,16 35600 0 0
FPL GROUP INC COMMON 302571104 471 6300 SH DEFINED 10,8 6300 0 0
FPL GROUP INC COMMON 302571104 53263 712542 SH DEFINED 16 662342 0 50200
FPL GROUP INC COMMON 302571104 987 13200 SH DEFINED 16,15 13200 0 0
FPL GROUP INC COMMON 302571104 5233 70000 SH DEFINED 16,9 70000 0 0
FPL GROUP INC COMMON 302571104 20097 268850 SH DEFINED 2 268850 0 0
FPL GROUP INC COMMON 302571104 753 10077 SH DEFINED 24 10077 0 0
FPL GROUP INC COMMON 302571104 1765 23611 SH DEFINED 25 1500 0 22111
FPL GROUP INC COMMON 302571104 31952 427447 SH DEFINED 4 427447 0 0
FPL GROUP INC COMMON 302571104 1458 19500 SH DEFINED 5,16 19500 0 0
FPL GROUP INC COMMON 302571104 262 3500 SH DEFINED 5,2 3500 0 0
FPL GROUP INC COMMON 302571104 554 7410 SH DEFINED 7 7410 0 0
FPL GROUP INC COMMON 302571104 1520 20331 SH DEFINED 9 20331 0 0
FPL GROUP INC COMMON 302571104 81 1079 SH DEFINED 9,11 1079 0 0
FPL GROUP INC CVP(FPL) 8.5 CONVERT 302571203 123 2000 SH DEFINED 25 0 0 2000
FTI CONSULTING INC COMMON 302941109 36919 1752200 SH DEFINED 3 1752200 0 0
FTI CONSULTING INC COMMON 302941109 27 1300 SH DEFINED 7 1300 0 0
FACTSET RESEARCH SYSTEMS INC COMMON 303075105 2986 51100 SH DEFINED 1 51100 0 0
FACTSET RESEARCH SYSTEMS INC COMMON 303075105 11226 192100 SH DEFINED 1,3 192100 0 0
FACTSET RESEARCH SYSTEMS INC COMMON 303075105 1788 30600 SH DEFINED 10,2 30600 0 0
FACTSET RESEARCH SYSTEMS INC COMMON 303075105 748 12800 SH DEFINED 2 12800 0 0
FAIR ISAAC CORP COMMON 303250104 41834 1140500 SH DEFINED 1 1140500 0 0
FAIR ISAAC CORP COMMON 303250104 550 15000 SH DEFINED 1,3 15000 0 0
FAIR ISAAC CORP COMMON 303250104 4053 110500 SH DEFINED 2 110500 0 0
FAIR ISAAC CORP COMMON 303250104 110 3000 SH DEFINED 25 0 0 3000
FAIR ISAAC CORP COMMON 303250104 257 7000 SH DEFINED 5,2 7000 0 0
FAIRCHILD SEMICON INTL CL A COMMON 303726103 4972 305800 SH DEFINED 1 305800 0 0
FAIRCHILD SEMICON INTL CL A COMMON 303726103 2776 170705 SH DEFINED 16 100485 0 70220
FAIRCHILD SEMICON INTL CL A COMMON 303726103 603 37100 SH DEFINED 16,23 37100 0 0
FAIRFAX FINANCIAL HLDGS LTD COMMON 303901102 57 339 SH DEFINED 9 339 0 0
FAIRMONT HOTELS & RESORTS COMMON 305204109 37174 1073145 SH DEFINED 16 870158 0 202987
FAIRMONT HOTELS & RESORTS COMMON 305204109 1777 51300 SH DEFINED 5,16 51300 0 0
FAMILY DOLLAR STORES COMMON 307000109 52435 1679000 SH DEFINED 1 1679000 0 0
FAMILY DOLLAR STORES COMMON 307000109 481 15400 SH DEFINED 1,3 15400 0 0
FAMILY DOLLAR STORES COMMON 307000109 20502 656500 SH DEFINED 10 656500 0 0
FAMILY DOLLAR STORES COMMON 307000109 456 14600 SH DEFINED 10,23 14600 0 0
FAMILY DOLLAR STORES COMMON 307000109 1337 42817 SH DEFINED 16 42817 0 0
FAMILY DOLLAR STORES COMMON 307000109 5796 185600 SH DEFINED 2 185600 0 0
FAMILY DOLLAR STORES COMMON 307000109 9369 300000 SH DEFINED 3 300000 0 0
FAMILY DOLLAR STORES COMMON 307000109 23101 739693 SH DEFINED 4 739693 0 0
FAMILY DOLLAR STORES COMMON 307000109 202 6460 SH DEFINED 5,2 6460 0 0
FAMILY DOLLAR STORES COMMON 307000109 351 11250 SH DEFINED 7 11250 0 0
FAMILY DOLLAR STORES COMMON 307000109 175 5609 SH DEFINED 9 5609 0 0
FASTENAL CO COMMON 311900104 28772 467385 SH DEFINED 1 467385 0 0
FASTENAL CO COMMON 311900104 442 7173 SH DEFINED 16 73 0 7100
FASTENAL CO COMMON 311900104 2046 33230 SH DEFINED 2 24000 0 9230
FASTENAL CO COMMON 311900104 123 1990 SH DEFINED 7 1990 0 0
INTEL INC (CVT FDXEXC) 144A 0. CONVERT 31304GAA0 25928 25000000 SH DEFINED 16 3700000 0 21300000
FEDERAL AGRIC MTG CORP CL C COMMON 313148306 2379 102100 SH DEFINED 1 102100 0 0
FEDERAL AGRIC MTG CORP CL C COMMON 313148306 210 9000 SH DEFINED 16 9000 0 0
FEDERAL AGRIC MTG CORP CL C COMMON 313148306 13 550 SH DEFINED 7 550 0 0
FREDDIE MAC COMMON 313400301 45521 617650 SH DEFINED 1 617650 0 0
FREDDIE MAC COMMON 313400301 5476 74300 SH DEFINED 10,16 74300 0 0
FREDDIE MAC COMMON 313400301 332 4500 SH DEFINED 10,8 4500 0 0
FREDDIE MAC COMMON 313400301 1503 20400 SH DEFINED 13 20400 0 0
FREDDIE MAC COMMON 313400301 69010 936364 SH DEFINED 16 892084 0 44280
FREDDIE MAC COMMON 313400301 693 9400 SH DEFINED 16,15 9400 0 0
FREDDIE MAC COMMON 313400301 2955 40100 SH DEFINED 16,9 40100 0 0
FREDDIE MAC COMMON 313400301 41 559 SH DEFINED 17,9 559 0 0
FREDDIE MAC COMMON 313400301 581 7887 SH DEFINED 24 7887 0 0
FREDDIE MAC COMMON 313400301 24788 336338 SH DEFINED 25 97175 0 239163
FREDDIE MAC COMMON 313400301 1892 25665 SH DEFINED 5,16 13900 0 11765
FREDDIE MAC COMMON 313400301 1456 19760 SH DEFINED 7 19760 0 0
FREDDIE MAC COMMON 313400301 2123 28800 SH DEFINED 9 28800 0 0
FANNIE MAE COMMON 313586109 534031 7499380 SH DEFINED 1 7498260 0 1120
FANNIE MAE COMMON 313586109 45703 641800 SH DEFINED 10 641800 0 0
FANNIE MAE COMMON 313586109 5061 71072 SH DEFINED 10,16 71072 0 0
FANNIE MAE COMMON 313586109 449 6300 SH DEFINED 10,8 6300 0 0
FANNIE MAE COMMON 313586109 50 700 SH DEFINED 12 700 0 0
FANNIE MAE COMMON 313586109 484 6801 SH DEFINED 12,9 6801 0 0
FANNIE MAE COMMON 313586109 290874 4084733 SH DEFINED 16 3177210 226 907297
FANNIE MAE COMMON 313586109 940 13200 SH DEFINED 16,15 13200 0 0
FANNIE MAE COMMON 313586109 1666 23400 SH DEFINED 16,23 23400 0 0
FANNIE MAE COMMON 313586109 4009 56300 SH DEFINED 16,9 56300 0 0
FANNIE MAE COMMON 313586109 44 623 SH DEFINED 17,9 623 0 0
FANNIE MAE COMMON 313586109 18329 257400 SH DEFINED 2 257400 0 0
FANNIE MAE COMMON 313586109 263 3700 SH DEFINED 2,23 3700 0 0
FANNIE MAE COMMON 313586109 1539 21611 SH DEFINED 24 21611 0 0
FANNIE MAE COMMON 313586109 70922 995951 SH DEFINED 25 110813 0 885138
FANNIE MAE COMMON 313586109 30187 423913 SH DEFINED 4 423913 0 0
FANNIE MAE COMMON 313586109 4090 57437 SH DEFINED 5,16 49022 0 8415
FANNIE MAE COMMON 313586109 5776 81118 SH DEFINED 7 81118 0 0
FANNIE MAE COMMON 313586109 4055 56946 SH DEFINED 9 56946 0 0
FANNIE MAE COMMON 313586109 405 5685 SH DEFINED 9,14 5685 0 0
FEDERAL REALTY INVS TRUST COMMON 313747206 43686 845814 SH DEFINED 16 599974 0 245840
FEDERAL REALTY INVS TRUST COMMON 313747206 63 1214 SH DEFINED 25 0 0 1214
FEDERAL REALTY INVS TRUST COMMON 313747206 3192 61800 SH DEFINED 5,16 61800 0 0
FEDERAL SIGNAL CORP COMMON 313855108 14 800 SH DEFINED 16 800 0 0
FEDERATED DEPARTMENT STORES COMMON 31410H101 4 70 SH DEFINED 1 70 0 0
FEDERATED DEPARTMENT STORES COMMON 31410H101 474 8200 SH DEFINED 10 8200 0 0
FEDERATED DEPARTMENT STORES COMMON 31410H101 5895 102000 SH DEFINED 10,16 102000 0 0
FEDERATED DEPARTMENT STORES COMMON 31410H101 1046 18100 SH DEFINED 10,8 18100 0 0
FEDERATED DEPARTMENT STORES COMMON 31410H101 97953 1694977 SH DEFINED 16 1553577 0 141400
FEDERATED DEPARTMENT STORES COMMON 31410H101 2173 37600 SH DEFINED 16,15 37600 0 0
FEDERATED DEPARTMENT STORES COMMON 31410H101 3479 60200 SH DEFINED 16,9 60200 0 0
FEDERATED DEPARTMENT STORES COMMON 31410H101 1107 19160 SH DEFINED 24 19160 0 0
FEDERATED DEPARTMENT STORES COMMON 31410H101 3427 59300 SH DEFINED 5,16 59300 0 0
FEDERATED DEPARTMENT STORES COMMON 31410H101 52 900 SH DEFINED 7 900 0 0
FEDERATED DEPARTMENT STORES COMMON 31410H101 353 6100 SH DEFINED 8 6100 0 0
FEDERATED DEPARTMENT STORES COMMON 31410H101 1200 20769 SH DEFINED 9 20769 0 0
FEDERATED DEPARTMENT STORES COMMON 31410H101 43 742 SH DEFINED 9,11 742 0 0
FEDERATED INVESTORS INC CL B COMMON 314211103 22528 741050 SH DEFINED 1 741050 0 0
FEDERATED INVESTORS INC CL B COMMON 314211103 1644 54086 SH DEFINED 16 54086 0 0
FEDERATED INVESTORS INC CL B COMMON 314211103 5 155 SH DEFINED 25 155 0 0
FEDERATED PREMIER MUNI INC CF COMMON 31423P108 109 7734 SH DEFINED 25 0 0 7734
FEDEX CORPORATION COMMON 31428X106 15102 153340 SH DEFINED 1 153340 0 0
FEDEX CORPORATION COMMON 31428X106 64019 650000 SH DEFINED 1,2 650000 0 0
FEDEX CORPORATION COMMON 31428X106 394 4000 SH DEFINED 10,16 4000 0 0
FEDEX CORPORATION COMMON 31428X106 49 500 SH DEFINED 10,8 500 0 0
FEDEX CORPORATION COMMON 31428X106 16759 170159 SH DEFINED 16 155759 0 14400
FEDEX CORPORATION COMMON 31428X106 108 1100 SH DEFINED 16,15 1100 0 0
FEDEX CORPORATION COMMON 31428X106 2433 24700 SH DEFINED 16,9 24700 0 0
FEDEX CORPORATION COMMON 31428X106 31 318 SH DEFINED 17,9 318 0 0
FEDEX CORPORATION COMMON 31428X106 8798 89330 SH DEFINED 2 89330 0 0
FEDEX CORPORATION COMMON 31428X106 364 3695 SH DEFINED 24 3695 0 0
FEDEX CORPORATION COMMON 31428X106 631 6403 SH DEFINED 25 900 0 5503
FEDEX CORPORATION COMMON 31428X106 30148 306100 SH DEFINED 3 306100 0 0
FEDEX CORPORATION COMMON 31428X106 167 1700 SH DEFINED 5,16 1700 0 0
FEDEX CORPORATION COMMON 31428X106 929 9436 SH DEFINED 7 9436 0 0
FEDEX CORPORATION COMMON 31428X106 998 10135 SH DEFINED 9 10135 0 0
FELCOR LODGING TRUST INC COMMON 31430F101 624 42600 SH DEFINED 16 42600 0 0
FELCOR LODGING TRUST INC COMMON 31430F101 235 16075 SH DEFINED 7 16075 0 0
FERRELLGAS PARTNERS-LP COMMON 315293100 8 400 SH DEFINED 25 0 0 400
F5 NETWORKS INC COMMON 315616102 10504 215600 SH DEFINED 1 215600 0 0
F5 NETWORKS INC COMMON 315616102 1501 30800 SH DEFINED 16 21200 0 9600
F5 NETWORKS INC COMMON 315616102 24 500 SH DEFINED 16,15 500 0 0
F5 NETWORKS INC COMMON 315616102 1160 23800 SH DEFINED 16,23 23800 0 0
F5 NETWORKS INC COMMON 315616102 39 800 SH DEFINED 25 800 0 0
F5 NETWORKS INC COMMON 315616102 136 2800 SH DEFINED 5,16 2800 0 0
FIDELITY NATIONAL FINL INC COMMON 316326107 3071 67235 SH DEFINED 10 67235 0 0
FIDELITY NATIONAL FINL INC COMMON 316326107 594 13000 SH DEFINED 10,23 13000 0 0
FIDELITY NATIONAL FINL INC COMMON 316326107 14 300 SH DEFINED 16 300 0 0
FIDELITY NATIONAL FINL INC COMMON 316326107 123 2700 SH DEFINED 16,9 2700 0 0
FIDELITY NATIONAL FINL INC COMMON 316326107 344 7525 SH DEFINED 24 7525 0 0
FIDELITY NATIONAL FINL INC COMMON 316326107 130 2849 SH DEFINED 25 0 0 2849
FIDELITY NATIONAL FINL INC COMMON 316326107 266 5817 SH DEFINED 9 5817 0 0
FIFTH THIRD BANCORP COMMON 316773100 17746 375175 SH DEFINED 1 375175 0 0
FIFTH THIRD BANCORP COMMON 316773100 4694 99234 SH DEFINED 16 98509 0 725
FIFTH THIRD BANCORP COMMON 316773100 147 3100 SH DEFINED 16,9 3100 0 0
FIFTH THIRD BANCORP COMMON 316773100 14 292 SH DEFINED 17,9 292 0 0
FIFTH THIRD BANCORP COMMON 316773100 6552 138521 SH DEFINED 25 488 0 138033
FIFTH THIRD BANCORP COMMON 316773100 6 125 SH DEFINED 6 125 0 0
FIFTH THIRD BANCORP COMMON 316773100 570 12059 SH DEFINED 7 12059 0 0
FIFTH THIRD BANCORP COMMON 316773100 704 14887 SH DEFINED 9 14887 0 0
FINLAY ENTERPRISES INC COMMON 317884203 463 23400 SH DEFINED 16 13800 0 9600
FINLAY ENTERPRISES INC COMMON 317884203 10 500 SH DEFINED 16,15 500 0 0
FINLAY ENTERPRISES INC COMMON 317884203 144 7300 SH DEFINED 5,16 7300 0 0
THE FINISH LINE CL A COMMON 317923100 2924 159800 SH DEFINED 1 159800 0 0
FIRST ACCEPTANCE CORP COMMON 318457108 20 2200 SH DEFINED 16 2200 0 0
FIRST ACCEPTANCE CORP COMMON 318457108 51 5700 SH DEFINED 5,16 5700 0 0
FIRST AMERICAN CORPORATION COMMON 318522307 42 1185 SH DEFINED 1 0 0 1185
FIRST AMERICAN CORPORATION COMMON 318522307 95 2700 SH DEFINED 16 2700 0 0
FIRST AMERICAN CORPORATION COMMON 318522307 86 2450 SH DEFINED 25 0 0 2450
FIRST BANCORP/PUERTO RICO COMMON 318672102 5576 87800 SH DEFINED 16 50300 0 37500
FIRST BANCORP/PUERTO RICO COMMON 318672102 133 2100 SH DEFINED 16,15 2100 0 0
FIRST BANCORP/PUERTO RICO COMMON 318672102 1499 23600 SH DEFINED 5,16 23600 0 0
FIRST BANCORP/NC COMMON 318910106 5 200 SH DEFINED 16 200 0 0
FIRST CHARTER CORP COMMON 319439105 801 30600 SH DEFINED 16 17900 0 12700
FIRST CHARTER CORP COMMON 319439105 18 700 SH DEFINED 16,15 700 0 0
FIRST CHARTER CORP COMMON 319439105 275 10500 SH DEFINED 5,16 10500 0 0
FIRST CITIZENS BCSHS -CL A COMMON 31946M103 1453 9800 SH DEFINED 16 5800 0 4000
FIRST CITIZENS BCSHS -CL A COMMON 31946M103 30 200 SH DEFINED 16,15 200 0 0
FIRST CITIZENS BCSHS -CL A COMMON 31946M103 593 4000 SH DEFINED 5,16 4000 0 0
FIRST CITIZENS BCSHS -CL A COMMON 31946M103 89 600 SH DEFINED 7 600 0 0
FIRST COMMUNITY BANCSHARES COMMON 31983A103 22 600 SH DEFINED 16 600 0 0
FIRST COMMUNITY BANCSHARES COMMON 31983A103 58 1600 SH DEFINED 5,16 1600 0 0
FIRST CONSULTING GROUP INC COMMON 31986R103 16 2550 SH DEFINED 7 2550 0 0
FIRST DATA CORP COMMON 319963104 483098 11356330 SH DEFINED 1 11356330 0 0
FIRST DATA CORP COMMON 319963104 29140 685000 SH DEFINED 1,2 685000 0 0
FIRST DATA CORP COMMON 319963104 1733 40730 SH DEFINED 10,16 40730 0 0
FIRST DATA CORP COMMON 319963104 145020 3409023 SH DEFINED 16 2629113 230 779680
FIRST DATA CORP COMMON 319963104 1148 26980 SH DEFINED 16,23 26980 0 0
FIRST DATA CORP COMMON 319963104 18 414 SH DEFINED 17,9 414 0 0
FIRST DATA CORP COMMON 319963104 5462 128400 SH DEFINED 2 128400 0 0
FIRST DATA CORP COMMON 319963104 247 5800 SH DEFINED 2,23 5800 0 0
FIRST DATA CORP COMMON 319963104 1064 25000 SH DEFINED 21 25000 0 0
FIRST DATA CORP COMMON 319963104 55 1294 SH DEFINED 24 1294 0 0
FIRST DATA CORP COMMON 319963104 4658 109486 SH DEFINED 25 16020 0 93466
FIRST DATA CORP COMMON 319963104 24691 580420 SH DEFINED 4 580420 0 0
FIRST DATA CORP COMMON 319963104 1423 33440 SH DEFINED 5,16 33440 0 0
FIRST DATA CORP COMMON 319963104 2957 69500 SH DEFINED 6 69500 0 0
FIRST DATA CORP COMMON 319963104 36007 846419 SH DEFINED 7 846419 0 0
FIRST DATA CORP COMMON 319963104 170 4000 SH DEFINED 8 4000 0 0
FIRST DATA CORP COMMON 319963104 1531 35979 SH DEFINED 9 35979 0 0
FIRST FINANCIAL BANCORP COMMON 320209109 984 56200 SH DEFINED 16 33200 0 23000
FIRST FINANCIAL BANCORP COMMON 320209109 25 1400 SH DEFINED 16,15 1400 0 0
FIRST FINANCIAL BANCORP COMMON 320209109 315 18000 SH DEFINED 5,16 18000 0 0
FIRST FINL BANKSHARES INC COMMON 32020R109 479 10700 SH DEFINED 16 6900 0 3800
FIRST FINL BANKSHARES INC COMMON 32020R109 9 200 SH DEFINED 16,15 200 0 0
FIRST FINL BANKSHARES INC COMMON 32020R109 336 7500 SH DEFINED 5,16 7500 0 0
FIRST FINANCIAL CORP/INDIANA COMMON 320218100 18 500 SH DEFINED 16 500 0 0
FIRST FINANCIAL CORP/INDIANA COMMON 320218100 42 1200 SH DEFINED 5,16 1200 0 0
FIRST FINANCIAL HOLDINGS INC COMMON 320239106 223 6800 SH DEFINED 1 6800 0 0
FIRST HORIZON NATIONAL CORP COMMON 320517105 95 2200 SH DEFINED 10 2200 0 0
FIRST HORIZON NATIONAL CORP COMMON 320517105 11196 259715 SH DEFINED 16 234815 0 24900
FIRST HORIZON NATIONAL CORP COMMON 320517105 1410 32700 SH DEFINED 16,9 32700 0 0
FIRST HORIZON NATIONAL CORP COMMON 320517105 216 5000 SH DEFINED 24 5000 0 0
FIRST HORIZON NATIONAL CORP COMMON 320517105 43 1000 SH DEFINED 5,16 1000 0 0
FIRST HORIZON NATIONAL CORP COMMON 320517105 220 5100 SH DEFINED 7 5100 0 0
FIRST HORIZON NATIONAL CORP COMMON 320517105 447 10376 SH DEFINED 9 10376 0 0
FIRST HORIZON PHARMACEUTICAL COMMON 32051K106 12905 563800 SH DEFINED 1 563800 0 0
FIRST HORIZON PHARMACEUTICAL COMMON 32051K106 4603 201100 SH DEFINED 16 111400 0 89700
FIRST HORIZON PHARMACEUTICAL COMMON 32051K106 112 4900 SH DEFINED 16,15 4900 0 0
FIRST HORIZON PHARMACEUTICAL COMMON 32051K106 4942 215900 SH DEFINED 2 215900 0 0
FIRST HORIZON PHARMACEUTICAL COMMON 32051K106 938 41000 SH DEFINED 5,16 41000 0 0
FIRST INDUSTRIAL REALTY TR COMMON 32054K103 21131 518800 SH DEFINED 16 488400 0 30400
FIRST INDUSTRIAL REALTY TR COMMON 32054K103 367 9000 SH DEFINED 25 0 0 9000
FIRST INDUSTRIAL REALTY TR COMMON 32054K103 680 16700 SH DEFINED 5,16 16700 0 0
FIRST MARBLEHEAD CORP COMMON 320771108 1969 35000 SH DEFINED 1 35000 0 0
FIRST MARBLEHEAD CORP COMMON 320771108 2250 40000 SH DEFINED 2 40000 0 0
FIRST MIDWEST BANCORP INC/IL COMMON 320867104 1916 52800 SH DEFINED 16 30500 0 22300
FIRST MIDWEST BANCORP INC/IL COMMON 320867104 44 1200 SH DEFINED 16,15 1200 0 0
FIRST MIDWEST BANCORP INC/IL COMMON 320867104 99 2732 SH DEFINED 25 0 0 2732
FIRST MIDWEST BANCORP INC/IL COMMON 320867104 530 14600 SH DEFINED 5,16 14600 0 0
FIRST MIDWEST BANCORP INC/IL COMMON 320867104 48 1325 SH DEFINED 7 1325 0 0
FIRST NIAGARA FINANCIAL COMMON 33582V108 7 525 SH DEFINED 7 525 0 0
FIRST OAK BROOK BANCSHARES COMMON 335847208 19 600 SH DEFINED 16 600 0 0
FIRST OAK BROOK BANCSHARES COMMON 335847208 49 1500 SH DEFINED 5,16 1500 0 0
FIRST OAK BROOK BANCSHARES COMMON 335847208 55 1686 SH DEFINED 7 1686 0 0
FIRST PLACE FINANCIAL /OHIO COMMON 33610T109 728 32500 SH DEFINED 16 18800 0 13700
FIRST PLACE FINANCIAL /OHIO COMMON 33610T109 16 700 SH DEFINED 16,15 700 0 0
FIRST PLACE FINANCIAL /OHIO COMMON 33610T109 233 10400 SH DEFINED 5,16 10400 0 0
FIRST REPUBLIC BANK COMMON 336158100 1299 24500 SH DEFINED 16 13700 0 10800
FIRST REPUBLIC BANK COMMON 336158100 32 600 SH DEFINED 16,15 600 0 0
FIRST REPUBLIC BANK COMMON 336158100 360 6800 SH DEFINED 5,16 6800 0 0
1ST SOURCE CORP COMMON 336901103 38 1500 SH DEFINED 16 1500 0 0
1ST SOURCE CORP COMMON 336901103 10 400 SH DEFINED 25 0 0 400
1ST SOURCE CORP COMMON 336901103 99 3900 SH DEFINED 5,16 3900 0 0
FIRST TRUST VALUE LINE 100 CF COMMON 33735D104 17 1018 SH DEFINED 25 0 0 1018
FIRST UNITED CORP COMMON 33741H107 206 9999 SH DEFINED 16 9999 0 0
FIRSTSERVICE CORP COMMON 33761N109 2143 131600 SH DEFINED 1 131600 0 0
FIRSTSERVICE CORP COMMON 33761N109 42137 2587100 SH DEFINED 3 2587100 0 0
FISERV INC COMMON 337738108 67129 1670297 SH DEFINED 1 1670297 0 0
FISERV INC COMMON 337738108 90428 2250000 SH DEFINED 1,2 2250000 0 0
FISERV INC COMMON 337738108 747 18590 SH DEFINED 16 18590 0 0
FISERV INC COMMON 337738108 21575 536832 SH DEFINED 2 536832 0 0
FISERV INC COMMON 337738108 10 250 SH DEFINED 25 0 0 250
FISERV INC COMMON 337738108 17402 433000 SH DEFINED 3 433000 0 0
FISERV INC COMMON 337738108 18775 467154 SH DEFINED 7 467154 0 0
FISERV INC COMMON 337738108 290 7228 SH DEFINED 9 7228 0 0
FIRSTFED FINANCIAL CORP COMMON 337907109 5156 99400 SH DEFINED 16 64300 0 35100
FIRSTFED FINANCIAL CORP COMMON 337907109 99 1900 SH DEFINED 16,15 1900 0 0
FIRSTFED FINANCIAL CORP COMMON 337907109 52 1000 SH DEFINED 25 0 0 1000
FIRSTFED FINANCIAL CORP COMMON 337907109 1753 33800 SH DEFINED 5,16 33800 0 0
FIRSTMERIT CORPORATION COMMON 337915102 149 5235 SH DEFINED 25 0 0 5235
FIRSTMERIT CORPORATION COMMON 337915102 11 400 SH DEFINED 7 400 0 0
FLAGSTAR BANCORP INC COMMON 337930101 1 50 SH DEFINED 25 0 0 50
FIRSTENERGY CORP COMMON 337932107 13065 330665 SH DEFINED 1 330000 0 665
FIRSTENERGY CORP COMMON 337932107 1341 33937 SH DEFINED 16 33937 0 0
FIRSTENERGY CORP COMMON 337932107 113 2848 SH DEFINED 25 2185 0 663
FIRSTENERGY CORP COMMON 337932107 9 223 SH DEFINED 4 223 0 0
FIRSTENERGY CORP COMMON 337932107 52 1326 SH DEFINED 7 1326 0 0
FIRSTENERGY CORP COMMON 337932107 387 9798 SH DEFINED 9 9798 0 0
FISHER SCIENTIFIC INTL COMMON 338032204 108747 1743300 SH DEFINED 1 1743300 0 0
FISHER SCIENTIFIC INTL COMMON 338032204 50309 806500 SH DEFINED 1,2 806500 0 0
FISHER SCIENTIFIC INTL COMMON 338032204 2398 38442 SH DEFINED 16 36142 0 2300
FISHER SCIENTIFIC INTL COMMON 338032204 1934 31000 SH DEFINED 16,23 31000 0 0
FISHER SCIENTIFIC INTL COMMON 338032204 362 5800 SH DEFINED 16,9 5800 0 0
FISHER SCIENTIFIC INTL COMMON 338032204 19066 305650 SH DEFINED 2 305650 0 0
FISHER SCIENTIFIC INTL COMMON 338032204 65 1050 SH DEFINED 21 1050 0 0
FISHER SCIENTIFIC INTL COMMON 338032204 6 89 SH DEFINED 25 89 0 0
FISHER SCIENTIFIC INTL COMMON 338032204 6111 97964 SH DEFINED 3 97964 0 0
FISHER SCIENTIFIC INTL COMMON 338032204 35 560 SH DEFINED 6 560 0 0
FISHER SCIENTIFIC INTL COMMON 338032204 705 11300 SH DEFINED 7 11300 0 0
FISHER SCIENTIFIC INTL COMMON 338032204 234 3752 SH DEFINED 9 3752 0 0
FIVE STAR QUALITY CARE INC COMMON 33832D106 0 17 SH DEFINED 25 0 0 17
FLEETWOOD ENTERPRISES COMMON 339099103 1 100 SH DEFINED 25 0 0 100
FLORIDA EAST COAST INDS-A COMMON 340632108 45 1000 SH DEFINED 25 0 0 1000
FLORIDA EAST COAST INDS-A COMMON 340632108 189 4200 SH DEFINED 7 4200 0 0
FLORIDA ROCK INDS COMMON 341140101 6 100 SH DEFINED 7 100 0 0
FLUOR CORP COMMON 343412102 1935 35500 SH DEFINED 1 35500 0 0
FLUOR CORP COMMON 343412102 434 7960 SH DEFINED 16 7960 0 0
FLUOR CORP COMMON 343412102 41 750 SH DEFINED 25 0 0 750
FLUOR CORP COMMON 343412102 158 2906 SH DEFINED 9 2906 0 0
FLOWERS FOODS INC COMMON 343498101 7668 242800 SH DEFINED 1 242800 0 0
FLOWSERVE CORPORATION COMMON 34354P105 6 209 SH DEFINED 4 209 0 0
FLOWSERVE CORPORATION COMMON 34354P105 67 2425 SH DEFINED 7 2425 0 0
FLUSHING FINANCIAL CORP COMMON 343873105 1255 62550 SH DEFINED 16 35700 0 26850
FLUSHING FINANCIAL CORP COMMON 343873105 32 1600 SH DEFINED 16,15 1600 0 0
FLUSHING FINANCIAL CORP COMMON 343873105 337 16800 SH DEFINED 5,16 16800 0 0
FOMENTO ECONOMICO MEX ADR COMMON 344419106 1757 33400 SH DEFINED 10 33400 0 0
FOMENTO ECONOMICO MEX ADR COMMON 344419106 347 6600 SH DEFINED 10,16 6600 0 0
FOMENTO ECONOMICO MEX ADR COMMON 344419106 1142 21700 SH DEFINED 10,23 21700 0 0
FOMENTO ECONOMICO MEX ADR COMMON 344419106 8549 162500 SH DEFINED 13 130500 0 32000
FOMENTO ECONOMICO MEX ADR COMMON 344419106 419 7957 SH DEFINED 13,15 7957 0 0
FOMENTO ECONOMICO MEX ADR COMMON 344419106 2289 43500 SH DEFINED 5,13 43500 0 0
FOOT LOCKER INC COMMON 344849104 11564 429400 SH DEFINED 1 429400 0 0
FOOT LOCKER INC COMMON 344849104 1775 65900 SH DEFINED 2 65900 0 0
FOOT LOCKER INC COMMON 344849104 13 500 SH DEFINED 25 0 0 500
FOOT LOCKER INC COMMON 344849104 246 9140 SH DEFINED 7 9140 0 0
FOOT LOCKER INC COMMON 344849104 36 1341 SH DEFINED 9 1341 0 0
FORD MOTOR COMPANY COMMON 345370860 118 8034 SH DEFINED 1 0 0 8034
FORD MOTOR COMPANY COMMON 345370860 212 14500 SH DEFINED 10 14500 0 0
FORD MOTOR COMPANY COMMON 345370860 7598 519000 SH DEFINED 10,16 519000 0 0
FORD MOTOR COMPANY COMMON 345370860 1347 92000 SH DEFINED 10,8 92000 0 0
FORD MOTOR COMPANY COMMON 345370860 94280 6439913 SH DEFINED 16 5932913 0 507000
FORD MOTOR COMPANY COMMON 345370860 2798 191100 SH DEFINED 16,15 191100 0 0
FORD MOTOR COMPANY COMMON 345370860 3344 228400 SH DEFINED 16,9 228400 0 0
FORD MOTOR COMPANY COMMON 345370860 18 1234 SH DEFINED 17,9 1234 0 0
FORD MOTOR COMPANY COMMON 345370860 692 47253 SH DEFINED 24 47253 0 0
FORD MOTOR COMPANY COMMON 345370860 712 48619 SH DEFINED 25 0 0 48619
FORD MOTOR COMPANY COMMON 345370860 4235 289300 SH DEFINED 5,16 289300 0 0
FORD MOTOR COMPANY COMMON 345370860 119 8100 SH DEFINED 7 8100 0 0
FORD MOTOR COMPANY COMMON 345370860 168 11500 SH DEFINED 8 11500 0 0
FORD MOTOR COMPANY COMMON 345370860 1483 101307 SH DEFINED 9 101307 0 0
FORD MOTOR COMPANY COMMON 345370860 47 3226 SH DEFINED 9,11 3226 0 0
FORDING CANADA COAL TRUST COMMON 345425102 15956 207200 SH DEFINED 1 207200 0 0
FORDING CANADA COAL TRUST COMMON 345425102 38835 504300 SH DEFINED 1,3 504300 0 0
FORDING CANADA COAL TRUST COMMON 345425102 400 5200 SH DEFINED 2 5200 0 0
FOREST CITY ENTERPRISES CL A COMMON 345550107 0 1 SH DEFINED 16 1 0 0
FOREST LABORATORIES INC COMMON 345838106 340093 7581200 SH DEFINED 1 7581200 0 0
FOREST LABORATORIES INC COMMON 345838106 61458 1370000 SH DEFINED 1,2 1370000 0 0
FOREST LABORATORIES INC COMMON 345838106 1009 22500 SH DEFINED 1,3 22500 0 0
FOREST LABORATORIES INC COMMON 345838106 1862 41510 SH DEFINED 10,16 41510 0 0
FOREST LABORATORIES INC COMMON 345838106 1794 40000 SH DEFINED 12,2 40000 0 0
FOREST LABORATORIES INC COMMON 345838106 43 952 SH DEFINED 12,9 952 0 0
FOREST LABORATORIES INC COMMON 345838106 170696 3805080 SH DEFINED 16 2999680 240 805160
FOREST LABORATORIES INC COMMON 345838106 18763 418260 SH DEFINED 16,23 418260 0 0
FOREST LABORATORIES INC COMMON 345838106 619 13800 SH DEFINED 16,9 13800 0 0
FOREST LABORATORIES INC COMMON 345838106 24969 556600 SH DEFINED 2 556600 0 0
FOREST LABORATORIES INC COMMON 345838106 1364 30400 SH DEFINED 21 30400 0 0
FOREST LABORATORIES INC COMMON 345838106 115 2564 SH DEFINED 24 2564 0 0
FOREST LABORATORIES INC COMMON 345838106 6302 140480 SH DEFINED 25 134900 0 5580
FOREST LABORATORIES INC COMMON 345838106 6034 134500 SH DEFINED 3 134500 0 0
FOREST LABORATORIES INC COMMON 345838106 45594 1016365 SH DEFINED 4 1016365 0 0
FOREST LABORATORIES INC COMMON 345838106 1877 41840 SH DEFINED 5,16 41840 0 0
FOREST LABORATORIES INC COMMON 345838106 471 10500 SH DEFINED 5,2 10500 0 0
FOREST LABORATORIES INC COMMON 345838106 167 3713 SH DEFINED 7 3713 0 0
FOREST LABORATORIES INC COMMON 345838106 16 367 SH DEFINED 9 367 0 0
FORMFACTOR INC COMMON 346375108 13869 511000 SH DEFINED 1 511000 0 0
FORMFACTOR INC COMMON 346375108 5200 191600 SH DEFINED 2 191600 0 0
FORMFACTOR INC COMMON 346375108 8788 323788 SH DEFINED 25 0 0 323788
FORRESTER RESEARCH INC COMMON 346563109 2691 150000 SH DEFINED 1 150000 0 0
FORT DEARBORN INCOME SEC CF COMMON 347200107 29 1920 SH DEFINED 25 1920 0 0
FORTUNE BRANDS INC COMMON 349631101 56867 736810 SH DEFINED 1 736810 0 0
FORTUNE BRANDS INC COMMON 349631101 25084 325000 SH DEFINED 1,2 325000 0 0
FORTUNE BRANDS INC COMMON 349631101 39 500 SH DEFINED 10 500 0 0
FORTUNE BRANDS INC COMMON 349631101 3932 50940 SH DEFINED 10,16 50940 0 0
FORTUNE BRANDS INC COMMON 349631101 679 8800 SH DEFINED 10,8 8800 0 0
FORTUNE BRANDS INC COMMON 349631101 40033 518703 SH DEFINED 16 462003 0 56700
FORTUNE BRANDS INC COMMON 349631101 1412 18300 SH DEFINED 16,15 18300 0 0
FORTUNE BRANDS INC COMMON 349631101 2238 29000 SH DEFINED 16,9 29000 0 0
FORTUNE BRANDS INC COMMON 349631101 13414 173800 SH DEFINED 2 173800 0 0
FORTUNE BRANDS INC COMMON 349631101 1408 18245 SH DEFINED 24 18245 0 0
FORTUNE BRANDS INC COMMON 349631101 580 7514 SH DEFINED 25 3400 0 4114
FORTUNE BRANDS INC COMMON 349631101 75 978 SH DEFINED 4 978 0 0
FORTUNE BRANDS INC COMMON 349631101 2115 27400 SH DEFINED 5,16 27400 0 0
FORTUNE BRANDS INC COMMON 349631101 363 4700 SH DEFINED 7 4700 0 0
FORTUNE BRANDS INC COMMON 349631101 332 4300 SH DEFINED 8 4300 0 0
FORTUNE BRANDS INC COMMON 349631101 731 9469 SH DEFINED 9 9469 0 0
FORTUNE BRANDS INC COMMON 349631101 21 269 SH DEFINED 9,11 269 0 0
FORWARD AIR CORP COMMON 349853101 14063 314600 SH DEFINED 1 314600 0 0
FORWARD AIR CORP COMMON 349853101 5065 113300 SH DEFINED 2 113300 0 0
FORWARD AIR CORP COMMON 349853101 179 4000 SH DEFINED 7 4000 0 0
FOSSIL INC COMMON 349882100 8968 349750 SH DEFINED 1 349750 0 0
FOSSIL INC COMMON 349882100 3364 131200 SH DEFINED 2 131200 0 0
FOSSIL INC COMMON 349882100 9 350 SH DEFINED 7 350 0 0
FOUNDATION COAL HOLDINGS INC COMMON 35039W100 819 35500 SH DEFINED 1 35500 0 0
FOUNDATION COAL HOLDINGS INC COMMON 35039W100 5532 239900 SH DEFINED 1,2 239900 0 0
FOUNDATION COAL HOLDINGS INC COMMON 35039W100 828 35900 SH DEFINED 2 35900 0 0
FOUNDRY NETWORKS INC COMMON 35063R100 5086 386500 SH DEFINED 1 386500 0 0
FOUNDRY NETWORKS INC COMMON 35063R100 249 18900 SH DEFINED 16 18900 0 0
FOUNDRY NETWORKS INC COMMON 35063R100 615 46700 SH DEFINED 16,23 46700 0 0
FOUR SEASONS CVT(FSHCN) 1.875 CONVERT 35100EAE4 12788 10000000 SH DEFINED 16 1450000 0 8550000
FOX ENTERTAINMENT GRP INC CL A COMMON 35138T107 7718 246890 SH DEFINED 1 246890 0 0
FOX ENTERTAINMENT GRP INC CL A COMMON 35138T107 26 821 SH DEFINED 12,9 821 0 0
FOX ENTERTAINMENT GRP INC CL A COMMON 35138T107 19 600 SH DEFINED 16 600 0 0
FOX ENTERTAINMENT GRP INC CL A COMMON 35138T107 1069 34200 SH DEFINED 16,15 34200 0 0
FOX ENTERTAINMENT GRP INC CL A COMMON 35138T107 84 2684 SH DEFINED 24 2684 0 0
FOX ENTERTAINMENT GRP INC CL A COMMON 35138T107 4690 150037 SH DEFINED 25 36195 0 113842
FOX ENTERTAINMENT GRP INC CL A COMMON 35138T107 28 880 SH DEFINED 7 880 0 0
FOX ENTERTAINMENT GRP INC CL A COMMON 35138T107 80 2571 SH DEFINED 9 2571 0 0
FOXHOLLOW TECHNOLOGIES INC COMMON 35166A103 8445 343452 SH DEFINED 1 343452 0 0
FOXHOLLOW TECHNOLOGIES INC COMMON 35166A103 468 19050 SH DEFINED 16 19050 0 0
FOXHOLLOW TECHNOLOGIES INC COMMON 35166A103 428 17425 SH DEFINED 2 17425 0 0
FOXHOLLOW TECHNOLOGIES INC COMMON 35166A103 8 308 SH DEFINED 4 308 0 0
FRANKLIN BANK CORP-HOUSTON T COMMON 352451108 4259 233364 SH DEFINED 10 233364 0 0
FRANKLIN RESOURCES INC COMMON 354613101 24038 345120 SH DEFINED 1 345000 0 120
FRANKLIN RESOURCES INC COMMON 354613101 14477 207849 SH DEFINED 16 197896 0 9953
FRANKLIN RESOURCES INC COMMON 354613101 585 8400 SH DEFINED 16,9 8400 0 0
FRANKLIN RESOURCES INC COMMON 354613101 118 1699 SH DEFINED 25 0 0 1699
FRANKLIN RESOURCES INC COMMON 354613101 466 6690 SH DEFINED 5,16 0 0 6690
FRANKLIN RESOURCES INC COMMON 354613101 147 2115 SH DEFINED 7 2115 0 0
FRANKLIN RESOURCES INC COMMON 354613101 376 5392 SH DEFINED 9 5392 0 0
FREEPORT-MCMORAN COPPER CL B COMMON 35671D857 7646 200000 SH DEFINED 1 200000 0 0
FREEPORT-MCMORAN COPPER CL B COMMON 35671D857 4431 115900 SH DEFINED 1,3 115900 0 0
FREEPORT-MCMORAN COPPER CL B COMMON 35671D857 2489 65115 SH DEFINED 16 64945 0 170
FREEPORT-MCMORAN COPPER CL B COMMON 35671D857 46 1200 SH DEFINED 2 1200 0 0
FREEPORT-MCMORAN COPPER CL B COMMON 35671D857 208 5440 SH DEFINED 25 0 0 5440
FREEPORT-MCMORAN COPPER CL B COMMON 35671D857 1575 41210 SH DEFINED 7 41210 0 0
FREEPORT-MCMORAN COPPER CL B COMMON 35671D857 258 6742 SH DEFINED 9 6742 0 0
FREESCALE SEMICONDUCTOR-A COMMON 35687M107 9484 532200 SH DEFINED 1 532200 0 0
FREESCALE SEMICONDUCTOR-A COMMON 35687M107 28042 1573600 SH DEFINED 1,2 1573600 0 0
FREESCALE SEMICONDUCTOR-A COMMON 35687M107 258 14500 SH DEFINED 16 14500 0 0
FREESCALE SEMICONDUCTOR-A COMMON 35687M107 4254 238700 SH DEFINED 2 238700 0 0
FREESCALE SEMICONDUCTOR-B COMMON 35687M206 3397 185013 SH DEFINED 1 185013 0 0
FREESCALE SEMICONDUCTOR-B COMMON 35687M206 2988 162740 SH DEFINED 1,2 162740 0 0
FREESCALE SEMICONDUCTOR-B COMMON 35687M206 16 873 SH DEFINED 12,9 873 0 0
FREESCALE SEMICONDUCTOR-B COMMON 35687M206 5425 295492 SH DEFINED 16 273091 0 22400
FREESCALE SEMICONDUCTOR-B COMMON 35687M206 343 18701 SH DEFINED 16,9 18701 0 0
FREESCALE SEMICONDUCTOR-B COMMON 35687M206 3 185 SH DEFINED 17,9 185 0 0
FREESCALE SEMICONDUCTOR-B COMMON 35687M206 448 24394 SH DEFINED 2 24394 0 0
FREESCALE SEMICONDUCTOR-B COMMON 35687M206 0 1 SH DEFINED 2,23 1 0 0
FREESCALE SEMICONDUCTOR-B COMMON 35687M206 336 18327 SH DEFINED 21 18327 0 0
FREESCALE SEMICONDUCTOR-B COMMON 35687M206 83 4533 SH DEFINED 24 4533 0 0
FREESCALE SEMICONDUCTOR-B COMMON 35687M206 51 2753 SH DEFINED 25 2753 0 0
FREESCALE SEMICONDUCTOR-B COMMON 35687M206 1 72 SH DEFINED 4 72 0 0
FREESCALE SEMICONDUCTOR-B COMMON 35687M206 67 3657 SH DEFINED 7 3657 0 0
FREESCALE SEMICONDUCTOR-B COMMON 35687M206 37 2040 SH DEFINED 8 2040 0 0
FREESCALE SEMICONDUCTOR-B COMMON 35687M206 485 26434 SH DEFINED 9 26434 0 0
FREMONT GENERAL CORP COMMON 357288109 758 30100 SH DEFINED 1 30100 0 0
FREMONT GENERAL CORP COMMON 357288109 2110 83800 SH DEFINED 1,3 83800 0 0
FREMONT GENERAL CORP COMMON 357288109 536 21300 SH DEFINED 10,2 21300 0 0
FREMONT GENERAL CORP COMMON 357288109 9085 360800 SH DEFINED 16 215900 0 144900
FREMONT GENERAL CORP COMMON 357288109 199 7900 SH DEFINED 16,15 7900 0 0
FREMONT GENERAL CORP COMMON 357288109 463 18400 SH DEFINED 2 18400 0 0
FREMONT GENERAL CORP COMMON 357288109 2747 109100 SH DEFINED 5,16 109100 0 0
FRESENIUS MEDICAL CARE ADR COMMON 358029106 253 9458 SH DEFINED 25 0 0 9458
FRIEDMAN BILLINGS RAMSEY CL A COMMON 358434108 18612 959900 SH DEFINED 10 959900 0 0
FRIEDMAN BILLINGS RAMSEY CL A COMMON 358434108 892 46000 SH DEFINED 10,23 46000 0 0
FRIEDMANS INC COMMON 358438109 6 4588 SH DEFINED 25 4588 0 0
FRONTIER FINANCIAL CORP COMMON 35907K105 1332 34500 SH DEFINED 16 19700 0 14800
FRONTIER FINANCIAL CORP COMMON 35907K105 31 800 SH DEFINED 16,15 800 0 0
FRONTIER FINANCIAL CORP COMMON 35907K105 394 10200 SH DEFINED 5,16 10200 0 0
FRONTIER OIL CORP COMMON 35914P105 13 500 SH DEFINED 25 0 0 500
FRONTIER OIL CORP COMMON 35914P105 4 150 SH DEFINED 7 150 0 0
FUELCELL ENERGY INC COMMON 35952H106 13 1275 SH DEFINED 7 1275 0 0
FUJI PHOTO FILM COMPANY LTD AD COMMON 359586302 38176 1032330 SH DEFINED 13 987835 0 44495
FUJI PHOTO FILM COMPANY LTD AD COMMON 359586302 67190 1816936 SH DEFINED 16 1758193 0 58743
H.B. FULLER CO COMMON 359694106 2 58 SH DEFINED 7 58 0 0
FULTON FIN CORP COMMON 360271100 702 30098 SH DEFINED 25 0 0 30098
G & K SERVICES INC CL A COMMON 361268105 5840 134500 SH DEFINED 1 134500 0 0
GB&T BANCSHARES INC COMMON 361462104 7 275 SH DEFINED 7 275 0 0
THE GEO GROUP INC COMMON 36159R103 1390 52300 SH DEFINED 16 30900 0 21400
THE GEO GROUP INC COMMON 36159R103 32 1200 SH DEFINED 16,15 1200 0 0
THE GEO GROUP INC COMMON 36159R103 460 17300 SH DEFINED 5,16 17300 0 0
GMH COMMUNITIES TRUST COMMON 36188G102 4762 337700 SH DEFINED 16 337700 0 0
GSI COMMERCE INC COMMON 36238G102 2 110 SH DEFINED 7 110 0 0
GABLES RESIDENTIAL TRUST COMMON 362418105 10998 307300 SH DEFINED 16 270300 0 37000
GABLES RESIDENTIAL TRUST COMMON 362418105 6 160 SH DEFINED 7 160 0 0
GAIAM INC COMMON 36268Q103 439 71442 SH DEFINED 19 0 0 71442
GAIAM INC COMMON 36268Q103 16 2650 SH DEFINED 7 2650 0 0
MRK-PFE (GS) CVT 144A 1.0 01-1 CONVERT 36293AAA5 25395 30000000 SH DEFINED 16 4450000 0 25550000
GALLAGHER (ARTHUR J.) & CO COMMON 363576109 37 1135 SH DEFINED 1 0 0 1135
GALLAGHER (ARTHUR J.) & CO COMMON 363576109 86 2650 SH DEFINED 16 2650 0 0
GALLAGHER (ARTHUR J.) & CO COMMON 363576109 45589 1402750 SH DEFINED 3 1402750 0 0
GAMESTOP CORP CL A COMMON 36466R101 20985 938500 SH DEFINED 1 938500 0 0
GAMESTOP CORP CL A COMMON 36466R101 5590 250000 SH DEFINED 2 250000 0 0
GAMESTOP CORP CL A COMMON 36466R101 22 1000 SH DEFINED 25 0 0 1000
GAMESTOP CORP-CL B COMMON 36466R200 0 0 SH DEFINED 16 0 0 0
GAMESTOP CORP-CL B COMMON 36466R200 4 183 SH DEFINED 17,9 183 0 0
GAMESTOP CORP-CL B COMMON 36466R200 9 423 SH DEFINED 25 0 0 423
GANDER MOUNTAIN CO COMMON 36471P108 3374 263000 SH DEFINED 1 263000 0 0
GANNETT CO COMMON 364730101 88587 1084295 SH DEFINED 1 1084150 0 145
GANNETT CO COMMON 364730101 36765 450000 SH DEFINED 1,2 450000 0 0
GANNETT CO COMMON 364730101 2051 25105 SH DEFINED 16 25074 0 31
GANNETT CO COMMON 364730101 1775 21730 SH DEFINED 16,15 21730 0 0
GANNETT CO COMMON 364730101 20 249 SH DEFINED 17,9 249 0 0
GANNETT CO COMMON 364730101 409 5000 SH DEFINED 2 5000 0 0
GANNETT CO COMMON 364730101 144 1763 SH DEFINED 24 1763 0 0
GANNETT CO COMMON 364730101 4840 59241 SH DEFINED 25 12669 0 46572
GANNETT CO COMMON 364730101 65205 798100 SH DEFINED 3 798100 0 0
GANNETT CO COMMON 364730101 1 16 SH DEFINED 4 16 0 0
GANNETT CO COMMON 364730101 1732 21200 SH DEFINED 7 21200 0 0
GANNETT CO COMMON 364730101 694 8498 SH DEFINED 9 8498 0 0
GAP INC COMMON 364760108 265462 12569210 SH DEFINED 1 12569210 0 0
GAP INC COMMON 364760108 2858 135300 SH DEFINED 10,16 135300 0 0
GAP INC COMMON 364760108 1184 56059 SH DEFINED 13 56059 0 0
GAP INC COMMON 364760108 29713 1406885 SH DEFINED 16 1356187 0 50698
GAP INC COMMON 364760108 1170 55400 SH DEFINED 16,9 55400 0 0
GAP INC COMMON 364760108 3306 156550 SH DEFINED 2 156550 0 0
GAP INC COMMON 364760108 158 7500 SH DEFINED 2,23 7500 0 0
GAP INC COMMON 364760108 129 6100 SH DEFINED 24 6100 0 0
GAP INC COMMON 364760108 430 20361 SH DEFINED 25 0 0 20361
GAP INC COMMON 364760108 19101 904384 SH DEFINED 4 904384 0 0
GAP INC COMMON 364760108 638 30220 SH DEFINED 5,16 0 0 30220
GAP INC COMMON 364760108 84 4000 SH DEFINED 7 4000 0 0
GAP INC COMMON 364760108 674 31916 SH DEFINED 9 31916 0 0
GAP INC COMMON 364760108 16 779 SH DEFINED 9,11 779 0 0
GARDNER DENVER INC COMMON 365558105 34 950 SH DEFINED 7 950 0 0
GARTNER GROUP INC CL A COMMON 366651107 3738 300000 SH DEFINED 1 300000 0 0
GATEWAY INC COMMON 367626108 213 35516 SH DEFINED 16 35516 0 0
GEAC COMPUTER CORP LTD COMMON 368289104 7675 1049600 SH DEFINED 1,3 1049600 0 0
GEAC COMPUTER CORP LTD COMMON 368289104 109 14900 SH DEFINED 2 14900 0 0
GEN PROBE INC COMMON 36866T103 34531 763800 SH DEFINED 1 763800 0 0
GEN PROBE INC COMMON 36866T103 231 5100 SH DEFINED 10 5100 0 0
GEN PROBE INC COMMON 36866T103 986 21800 SH DEFINED 12,2 21800 0 0
GEN PROBE INC COMMON 36866T103 27691 612500 SH DEFINED 16 502600 0 109900
GEN PROBE INC COMMON 36866T103 181 4000 SH DEFINED 16,15 4000 0 0
GEN PROBE INC COMMON 36866T103 50 1100 SH DEFINED 16,23 1100 0 0
GEN PROBE INC COMMON 36866T103 393 8700 SH DEFINED 16,9 8700 0 0
GEN PROBE INC COMMON 36866T103 7839 173400 SH DEFINED 2 173400 0 0
GEN PROBE INC COMMON 36866T103 995 22000 SH DEFINED 5,16 22000 0 0
GEMSTAR TV GUIDE INTERNATIONAL COMMON 36866W106 32 5460 SH DEFINED 1 0 0 5460
GEMSTAR TV GUIDE INTERNATIONAL COMMON 36866W106 75 12600 SH DEFINED 16 12600 0 0
GEMSTAR TV GUIDE INTERNATIONAL COMMON 36866W106 440 74268 SH DEFINED 7 74268 0 0
GENENCOR INTERNATIONAL INC COMMON 368709101 5281 322000 SH DEFINED 1 322000 0 0
GENENCOR INTERNATIONAL INC COMMON 368709101 995 60700 SH DEFINED 16 34100 0 26600
GENENCOR INTERNATIONAL INC COMMON 368709101 26 1600 SH DEFINED 16,15 1600 0 0
GENENCOR INTERNATIONAL INC COMMON 368709101 2042 124500 SH DEFINED 2 124500 0 0
GENENCOR INTERNATIONAL INC COMMON 368709101 116 7100 SH DEFINED 5,16 7100 0 0
GENENTECH INC COMMON 368710406 63798 1171900 SH DEFINED 1 1171900 0 0
GENENTECH INC COMMON 368710406 24498 450000 SH DEFINED 1,2 450000 0 0
GENENTECH INC COMMON 368710406 250 4600 SH DEFINED 10 4600 0 0
GENENTECH INC COMMON 368710406 4437 81500 SH DEFINED 10,16 81500 0 0
GENENTECH INC COMMON 368710406 789 14500 SH DEFINED 10,8 14500 0 0
GENENTECH INC COMMON 368710406 1089 20000 SH DEFINED 12,2 20000 0 0
GENENTECH INC COMMON 368710406 88166 1619500 SH DEFINED 16 1487700 0 131800
GENENTECH INC COMMON 368710406 1644 30200 SH DEFINED 16,15 30200 0 0
GENENTECH INC COMMON 368710406 1715 31500 SH DEFINED 16,9 31500 0 0
GENENTECH INC COMMON 368710406 24 436 SH DEFINED 17,9 436 0 0
GENENTECH INC COMMON 368710406 19152 351800 SH DEFINED 2 351800 0 0
GENENTECH INC COMMON 368710406 1093 20080 SH DEFINED 24 20080 0 0
GENENTECH INC COMMON 368710406 4639 85220 SH DEFINED 25 3210 0 82010
GENENTECH INC COMMON 368710406 17 320 SH DEFINED 4 320 0 0
GENENTECH INC COMMON 368710406 2542 46700 SH DEFINED 5,16 46700 0 0
GENENTECH INC COMMON 368710406 302 5548 SH DEFINED 7 5548 0 0
GENENTECH INC COMMON 368710406 174 3200 SH DEFINED 8 3200 0 0
GENENTECH INC COMMON 368710406 1883 34581 SH DEFINED 9 34581 0 0
GENENTECH INC COMMON 368710406 49 891 SH DEFINED 9,11 891 0 0
GENERAL AMERICAN INVESTORS CF COMMON 368802104 48 1534 SH DEFINED 7 1534 0 0
GENERAL BINDING CORP COMMON 369154109 75 5750 SH DEFINED 25 0 0 5750
GENERAL DYNAMICS CORP COMMON 369550108 34956 334190 SH DEFINED 1 334190 0 0
GENERAL DYNAMICS CORP COMMON 369550108 15690 150000 SH DEFINED 1,2 150000 0 0
GENERAL DYNAMICS CORP COMMON 369550108 1878 17950 SH DEFINED 10,16 17950 0 0
GENERAL DYNAMICS CORP COMMON 369550108 314 3000 SH DEFINED 10,8 3000 0 0
GENERAL DYNAMICS CORP COMMON 369550108 45993 439705 SH DEFINED 16 411850 0 27855
GENERAL DYNAMICS CORP COMMON 369550108 649 6200 SH DEFINED 16,15 6200 0 0
GENERAL DYNAMICS CORP COMMON 369550108 3065 29300 SH DEFINED 16,9 29300 0 0
GENERAL DYNAMICS CORP COMMON 369550108 25 241 SH DEFINED 17,9 241 0 0
GENERAL DYNAMICS CORP COMMON 369550108 2102 20100 SH DEFINED 2 20100 0 0
GENERAL DYNAMICS CORP COMMON 369550108 581 5552 SH DEFINED 24 5552 0 0
GENERAL DYNAMICS CORP COMMON 369550108 3065 29300 SH DEFINED 25 28200 0 1100
GENERAL DYNAMICS CORP COMMON 369550108 43 411 SH DEFINED 4 411 0 0
GENERAL DYNAMICS CORP COMMON 369550108 1436 13725 SH DEFINED 5,16 9200 0 4525
GENERAL DYNAMICS CORP COMMON 369550108 105 1000 SH DEFINED 6 1000 0 0
GENERAL DYNAMICS CORP COMMON 369550108 225 2150 SH DEFINED 7 2150 0 0
GENERAL DYNAMICS CORP COMMON 369550108 1637 15648 SH DEFINED 9 15648 0 0
GENERAL DYNAMICS CORP COMMON 369550108 87 835 SH DEFINED 9,11 835 0 0
GENERAL ELECTRIC CO COMMON 369604103 322016 8822355 SH DEFINED 1 8814010 0 8345
GENERAL ELECTRIC CO COMMON 369604103 107109 2934500 SH DEFINED 1,2 2934500 0 0
GENERAL ELECTRIC CO COMMON 369604103 55910 1531769 SH DEFINED 10 1531769 0 0
GENERAL ELECTRIC CO COMMON 369604103 17326 474688 SH DEFINED 10,16 474688 0 0
GENERAL ELECTRIC CO COMMON 369604103 1095 30000 SH DEFINED 10,8 30000 0 0
GENERAL ELECTRIC COMPANY COMMON 369604103 235 6397 SH DEFINED 12 6397 0 0
GENERAL ELECTRIC CO COMMON 369604103 2130 58364 SH DEFINED 12,9 58364 0 0
GENERAL ELECTRIC CO COMMON 369604103 3043 83382 SH DEFINED 13 83382 0 0
GENERAL ELECTRIC CO COMMON 369604103 552876 15147285 SH DEFINED 16 11884053 674 3262558
GENERAL ELECTRIC CO COMMON 369604103 2274 62300 SH DEFINED 16,15 62300 0 0
GENERAL ELECTRIC CO COMMON 369604103 2545 69720 SH DEFINED 16,23 69720 0 0
GENERAL ELECTRIC CO COMMON 369604103 16743 458700 SH DEFINED 16,9 458700 0 0
GENERAL ELECTRIC CO COMMON 369604103 142 3881 SH DEFINED 17,9 3881 0 0
GENERAL ELECTRIC CO COMMON 369604103 72393 1983360 SH DEFINED 2 1983360 0 0
GENERAL ELECTRIC CO COMMON 369604103 7043 192960 SH DEFINED 24 192960 0 0
GENERAL ELECTRIC CO COMMON 369604103 214315 5871642 SH DEFINED 25 1267264 0 4604379
GENERAL ELECTRIC CO COMMON 369604103 23972 656778 SH DEFINED 3 656778 0 0
GENERAL ELECTRIC CO COMMON 369604103 11 294 SH DEFINED 4 294 0 0
GENERAL ELECTRIC CO COMMON 369604103 7688 210621 SH DEFINED 5,16 184413 0 26208
GENERAL ELECTRIC CO COMMON 369604103 4364 119564 SH DEFINED 6 119564 0 0
GENERAL ELECTRIC CO COMMON 369604103 84615 2318228 SH DEFINED 7 2318228 0 0
GENERAL ELECTRIC CO COMMON 369604103 679 18600 SH DEFINED 8 18600 0 0
GENERAL ELECTRIC CO COMMON 369604103 19519 534758 SH DEFINED 9 534758 0 0
GENERAL ELECTRIC CO COMMON 369604103 61 1669 SH DEFINED 9,11 1669 0 0
GENERAL ELECTRIC CO COMMON 369604103 1766 48390 SH DEFINED 9,14 48390 0 0
GENERAL GROWTH PROPERTIES COMMON 370021107 311967 8627418 SH DEFINED 16 6038323 0 2589095
GENERAL GROWTH PROPERTIES COMMON 370021107 189 5240 SH DEFINED 25 240 0 5000
GENERAL GROWTH PROPERTIES COMMON 370021107 22181 613403 SH DEFINED 5,16 613403 0 0
GENERAL GROWTH PROPERTIES COMMON 370021107 2481 68601 SH DEFINED 7 68601 0 0
GENERAL MILLS INC COMMON 370334104 183828 3698000 SH DEFINED 1 3698000 0 0
GENERAL MILLS INC COMMON 370334104 93455 1880000 SH DEFINED 1,2 1880000 0 0
GENERAL MILLS INC COMMON 370334104 53274 1071699 SH DEFINED 10 1071699 0 0
GENERAL MILLS INC COMMON 370334104 1721 34621 SH DEFINED 16 34621 0 0
GENERAL MILLS INC COMMON 370334104 1024 20600 SH DEFINED 2 20600 0 0
GENERAL MILLS INC COMMON 370334104 5918 119041 SH DEFINED 25 8300 0 110741
GENERAL MILLS INC COMMON 370334104 4 73 SH DEFINED 4 73 0 0
GENERAL MILLS INC COMMON 370334104 1439 28940 SH DEFINED 7 28940 0 0
GENERAL MILLS INC COMMON 370334104 453 9121 SH DEFINED 9 9121 0 0
GENERAL MILLS INC CVT(GIS) 0.0 CONVERT 370334AT1 22166 31275000 SH DEFINED 16 4150000 0 27125000
GENERAL MOTORS CORP COMMON 370442105 3171 79163 SH DEFINED 16 79163 0 0
GENERAL MOTORS CORP COMMON 370442105 1376 34337 SH DEFINED 24 34337 0 0
GENERAL MOTORS CORP COMMON 370442105 518 12922 SH DEFINED 25 1901 0 11021
GENERAL MOTORS CORP COMMON 370442105 120 3005 SH DEFINED 7 3005 0 0
GENERAL MOTORS CORP COMMON 370442105 578 14420 SH DEFINED 9 14420 0 0
GENERAL MOTORS CORP (GM) CVT P CONVERT 370442717 131 4900 SH DEFINED 25 0 0 4900
GENERAL MOTORS CVT SERIES B SR CONVERT 370442733 35871 1554875 SH DEFINED 16 225000 0 1329875
GENERAL MOTORS CVT SERIES B SR CONVERT 370442733 20 850 SH DEFINED 25 0 0 850
GENESCO INC COMMON 371532102 7629 245000 SH DEFINED 1 245000 0 0
GENESCO INC COMMON 371532102 993 31900 SH DEFINED 16 21400 0 10500
GENESCO INC COMMON 371532102 19 600 SH DEFINED 16,15 600 0 0
GENESCO INC COMMON 371532102 97 3100 SH DEFINED 5,16 3100 0 0
GENESEE & WYOMING CL A COMMON 371559105 101 3600 SH DEFINED 7 3600 0 0
GENESIS HEALTHCARE CORP COMMON 37184D101 2655 75800 SH DEFINED 1 75800 0 0
GENESIS HEALTHCARE CORP COMMON 37184D101 25 700 SH DEFINED 16 700 0 0
GENTEX CORP COMMON 371901109 89 2400 SH DEFINED 25 2400 0 0
GENTEX CORP COMMON 371901109 110 2975 SH DEFINED 7 2975 0 0
GENESIS ENERGY LP COMMON 371927104 126 10000 SH DEFINED 25 0 0 10000
GENLYTE GROUP INC COMMON 372302109 3408 39781 SH DEFINED 16 25081 0 14700
GENLYTE GROUP INC COMMON 372302109 69 800 SH DEFINED 16,15 800 0 0
GENLYTE GROUP INC COMMON 372302109 1285 15000 SH DEFINED 25 15000 0 0
GENLYTE GROUP INC COMMON 372302109 1011 11800 SH DEFINED 5,16 11800 0 0
GENUINE PARTS CO COMMON 372460105 53026 1203500 SH DEFINED 1 1203500 0 0
GENUINE PARTS CO COMMON 372460105 731 16600 SH DEFINED 1,3 16600 0 0
GENUINE PARTS CO COMMON 372460105 732 16611 SH DEFINED 16 16611 0 0
GENUINE PARTS CO COMMON 372460105 4710 106900 SH DEFINED 2 106900 0 0
GENUINE PARTS CO COMMON 372460105 327 7420 SH DEFINED 25 131 0 7289
GENUINE PARTS CO COMMON 372460105 317 7200 SH DEFINED 5,2 7200 0 0
GENUINE PARTS CO COMMON 372460105 426 9660 SH DEFINED 6 9660 0 0
GENUINE PARTS CO COMMON 372460105 452 10255 SH DEFINED 7 10255 0 0
GENUINE PARTS CO COMMON 372460105 305 6926 SH DEFINED 9 6926 0 0
GENTIVA HEALTH SERVICES COMMON 37247A102 3951 236300 SH DEFINED 1 236300 0 0
GENWORTH FINANCIAL INC CL-A COMMON 37247D106 178683 6617880 SH DEFINED 1 6617880 0 0
GENWORTH FINANCIAL INC CL-A COMMON 37247D106 31860 1180000 SH DEFINED 1,2 1180000 0 0
GENWORTH FINANCIAL INC CL-A COMMON 37247D106 1242 46000 SH DEFINED 16 46000 0 0
GENWORTH FINANCIAL INC CL-A COMMON 37247D106 13518 500650 SH DEFINED 2 500650 0 0
GENWORTH FINANCIAL INC CL-A COMMON 37247D106 146 5400 SH DEFINED 2,23 5400 0 0
GENZYME CORP - GENL DIVISION COMMON 372917104 60486 1041600 SH DEFINED 1 1041600 0 0
GENZYME CORP - GENL DIVISION COMMON 372917104 1161 20000 SH DEFINED 12,2 20000 0 0
GENZYME CORP - GENL DIVISION COMMON 372917104 4084 70322 SH DEFINED 16 61622 0 8700
GENZYME CORP - GENL DIVISION COMMON 372917104 389 6700 SH DEFINED 16,9 6700 0 0
GENZYME CORP - GENL DIVISION COMMON 372917104 1736 29900 SH DEFINED 2 21400 0 8500
GENZYME CORP - GENL DIVISION COMMON 372917104 59 1010 SH DEFINED 24 1010 0 0
GENZYME CORP - GENL DIVISION COMMON 372917104 100 1715 SH DEFINED 25 0 0 1715
GENZYME CORP - GENL DIVISION COMMON 372917104 24749 426200 SH DEFINED 3 426200 0 0
GENZYME CORP - GENL DIVISION COMMON 372917104 27 464 SH DEFINED 4 464 0 0
GENZYME CORP - GENL DIVISION COMMON 372917104 297 5122 SH DEFINED 7 5122 0 0
GENZYME CORP - GENL DIVISION COMMON 372917104 434 7479 SH DEFINED 9 7479 0 0
GENZYME CO CVT(GENZ) 144A 1.25 CONVERT 372917AM6 13727 12950000 SH DEFINED 16 2175000 0 10775000
GENZYME CORP CVT(GENZ) 1.25 12 CONVERT 372917AN4 5300 5000000 SH DEFINED 16 500000 0 4500000
GEORGIA GULF CORP COMMON 373200203 5548 111400 SH DEFINED 16 64800 0 46600
GEORGIA GULF CORP COMMON 373200203 129 2600 SH DEFINED 16,15 2600 0 0
GEORGIA GULF CORP COMMON 373200203 1778 35700 SH DEFINED 5,16 35700 0 0
GEORGIA GULF CORP COMMON 373200203 19830 398200 SH DEFINED 7 398200 0 0
GEORGIA-PAC (GEORGIA-PAC GP) COMMON 373298108 140261 3742300 SH DEFINED 1 3742300 0 0
GEORGIA-PAC (GEORGIA-PAC GP) COMMON 373298108 40741 1087000 SH DEFINED 1,2 1087000 0 0
GEORGIA-PAC (GEORGIA-PAC GP) COMMON 373298108 5326 142100 SH DEFINED 1,3 142100 0 0
GEORGIA-PAC (GEORGIA-PAC GP) COMMON 373298108 86 2300 SH DEFINED 10 2300 0 0
GEORGIA-PAC (GEORGIA-PAC GP) COMMON 373298108 1424 38000 SH DEFINED 10,16 38000 0 0
GEORGIA-PAC (GEORGIA-PAC GP) COMMON 373298108 2204 58800 SH DEFINED 10,2 58800 0 0
GEORGIA-PAC (GEORGIA-PAC GP) COMMON 373298108 251 6700 SH DEFINED 10,8 6700 0 0
GEORGIA-PAC (GEORGIA-PAC GP) COMMON 373298108 29565 788822 SH DEFINED 16 735222 0 53600
GEORGIA-PAC (GEORGIA-PAC GP) COMMON 373298108 528 14100 SH DEFINED 16,15 14100 0 0
GEORGIA-PAC (GEORGIA-PAC GP) COMMON 373298108 1612 43000 SH DEFINED 16,9 43000 0 0
GEORGIA-PAC (GEORGIA-PAC GP) COMMON 373298108 7129 190200 SH DEFINED 2 190200 0 0
GEORGIA-PAC (GEORGIA-PAC GP) COMMON 373298108 1174 31312 SH DEFINED 24 31312 0 0
GEORGIA-PAC (GEORGIA-PAC GP) COMMON 373298108 24 630 SH DEFINED 25 0 0 630
GEORGIA-PAC (GEORGIA-PAC GP) COMMON 373298108 30685 818713 SH DEFINED 4 818713 0 0
GEORGIA-PAC (GEORGIA-PAC GP) COMMON 373298108 817 21800 SH DEFINED 5,16 21800 0 0
GEORGIA-PAC (GEORGIA-PAC GP) COMMON 373298108 322 8600 SH DEFINED 5,2 8600 0 0
GEORGIA-PAC (GEORGIA-PAC GP) COMMON 373298108 175 4670 SH DEFINED 7 4670 0 0
GEORGIA-PAC (GEORGIA-PAC GP) COMMON 373298108 341 9100 SH DEFINED 8 9100 0 0
GEORGIA-PAC (GEORGIA-PAC GP) COMMON 373298108 628 16763 SH DEFINED 9 16763 0 0
GEORGIA-PAC (GEORGIA-PAC GP) COMMON 373298108 22 584 SH DEFINED 9,11 584 0 0
GERDAU AMERISTEEL CORP COMMON 37373P105 4873 725700 SH DEFINED 3 725700 0 0
GERDAU AMERISTEEL(GNACN)CVT 6. CONVERT 37373PAA3 21005 24904000 SH DEFINED 3 24904000 0 0
GETTY IMAGES INC COMMON 374276103 14865 215900 SH DEFINED 1 215900 0 0
GETTY IMAGES INC COMMON 374276103 145 2100 SH DEFINED 10 2100 0 0
GETTY IMAGES INC COMMON 374276103 8234 119600 SH DEFINED 16 109600 0 10000
GETTY IMAGES INC COMMON 374276103 158 2300 SH DEFINED 16,9 2300 0 0
GETTY IMAGES INC COMMON 374276103 2134 31000 SH DEFINED 2 31000 0 0
GETTY IMAGES INC COMMON 374276103 34 500 SH DEFINED 25 0 0 500
GETTY IMAGES INC COMMON 374276103 62 900 SH DEFINED 5,16 900 0 0
GETTY IMAGES INC COMMON 374276103 10438 151598 SH DEFINED 7 151598 0 0
GETTY REALTY CORP COMMON 374297109 11486 399800 SH DEFINED 16 366700 0 33100
GETTY REALTY CORP COMMON 374297109 52 1800 SH DEFINED 5,16 1800 0 0
GETTY REALTY CORP COMMON 374297109 804 27998 SH DEFINED 7 27998 0 0
GEVITY HR INC COMMON 374393106 925 45000 SH DEFINED 1 45000 0 0
GEVITY HR INC COMMON 374393106 6943 337700 SH DEFINED 16 189000 0 148700
GEVITY HR INC COMMON 374393106 164 8000 SH DEFINED 16,15 8000 0 0
GEVITY HR INC COMMON 374393106 1454 70700 SH DEFINED 5,16 70700 0 0
GIANT INDUSTRIES INC COMMON 374508109 2158 81400 SH DEFINED 16 49000 0 32400
GIANT INDUSTRIES INC COMMON 374508109 48 1800 SH DEFINED 16,15 1800 0 0
GIANT INDUSTRIES INC COMMON 374508109 448 16900 SH DEFINED 5,16 16900 0 0
GILEAD SCIENCES INC COMMON 375558103 171479 4900800 SH DEFINED 1 4900800 0 0
GILEAD SCIENCES INC COMMON 375558103 77944 2227600 SH DEFINED 1,2 2227600 0 0
GILEAD SCIENCES INC COMMON 375558103 357 10200 SH DEFINED 10 10200 0 0
GILEAD SCIENCES INC COMMON 375558103 1022 29200 SH DEFINED 10,16 29200 0 0
GILEAD SCIENCES INC COMMON 375558103 182 5200 SH DEFINED 10,8 5200 0 0
GILEAD SCIENCES INC COMMON 375558103 2099 60000 SH DEFINED 12,2 60000 0 0
GILEAD SCIENCES INC COMMON 375558103 48625 1389682 SH DEFINED 16 1244792 0 144890
GILEAD SCIENCES INC COMMON 375558103 378 10800 SH DEFINED 16,15 10800 0 0
GILEAD SCIENCES INC COMMON 375558103 14416 412000 SH DEFINED 16,23 412000 0 0
GILEAD SCIENCES INC COMMON 375558103 1340 38300 SH DEFINED 16,9 38300 0 0
GILEAD SCIENCES INC COMMON 375558103 16395 468570 SH DEFINED 2 457770 0 10800
GILEAD SCIENCES INC COMMON 375558103 451 12900 SH DEFINED 21 12900 0 0
GILEAD SCIENCES INC COMMON 375558103 283 8100 SH DEFINED 24 8100 0 0
GILEAD SCIENCES INC COMMON 375558103 21 600 SH DEFINED 25 0 0 600
GILEAD SCIENCES INC COMMON 375558103 18636 532600 SH DEFINED 3 532600 0 0
GILEAD SCIENCES INC COMMON 375558103 710 20300 SH DEFINED 5,16 20300 0 0
GILEAD SCIENCES INC COMMON 375558103 5407 154537 SH DEFINED 7 154537 0 0
GILEAD SCIENCES INC COMMON 375558103 886 25331 SH DEFINED 9 25331 0 0
GILEAD SCIENCES INC COMMON 375558103 35 1013 SH DEFINED 9,11 1013 0 0
GILLETTE COMPANY COMMON 375766102 150143 3352900 SH DEFINED 1 3352900 0 0
GILLETTE COMPANY COMMON 375766102 76887 1717000 SH DEFINED 1,2 1717000 0 0
GILLETTE COMPANY COMMON 375766102 16448 367300 SH DEFINED 1,3 367300 0 0
GILLETTE COMPANY COMMON 375766102 334 7450 SH DEFINED 10,16 7450 0 0
GILLETTE COMPANY COMMON 375766102 4612 103000 SH DEFINED 10,2 103000 0 0
GILLETTE COMPANY COMMON 375766102 38 841 SH DEFINED 12 841 0 0
GILLETTE COMPANY COMMON 375766102 316 7046 SH DEFINED 12,9 7046 0 0
GILLETTE COMPANY COMMON 375766102 39928 891640 SH DEFINED 16 824840 0 66800
GILLETTE COMPANY COMMON 375766102 4469 99800 SH DEFINED 16,9 99800 0 0
GILLETTE COMPANY COMMON 375766102 18 391 SH DEFINED 17,9 391 0 0
GILLETTE COMPANY COMMON 375766102 42431 947550 SH DEFINED 2 947550 0 0
GILLETTE COMPANY COMMON 375766102 2633 58800 SH DEFINED 24 58800 0 0
GILLETTE COMPANY COMMON 375766102 8856 197760 SH DEFINED 25 85683 0 112077
GILLETTE COMPANY COMMON 375766102 8437 188400 SH DEFINED 3 188400 0 0
GILLETTE COMPANY COMMON 375766102 121 2694 SH DEFINED 4 2694 0 0
GILLETTE COMPANY COMMON 375766102 69 1540 SH DEFINED 6 1540 0 0
GILLETTE COMPANY COMMON 375766102 2823 63043 SH DEFINED 7 63043 0 0
GILLETTE COMPANY COMMON 375766102 3342 74625 SH DEFINED 9 74625 0 0
GILLETTE COMPANY COMMON 375766102 62 1388 SH DEFINED 9,11 1388 0 0
GILLETTE COMPANY COMMON 375766102 291 6506 SH DEFINED 9,14 6506 0 0
GILDAN ACTIVEWEAR INC COMMON 375916103 11582 341600 SH DEFINED 1,3 341600 0 0
GILDAN ACTIVEWEAR INC COMMON 375916103 200 5900 SH DEFINED 2 5900 0 0
GLAMIS GOLD LTD COMMON 376775102 7025 409400 SH DEFINED 1 409400 0 0
GLAMIS GOLD LTD COMMON 376775102 1673 97531 SH DEFINED 16 97531 0 0
GLAMIS GOLD LTD COMMON 376775102 19 1108 SH DEFINED 9 1108 0 0
GLAXOSMITHKLINE PLC ADR COMMON 37733W105 131796 2781100 SH DEFINED 1 2781100 0 0
GLAXOSMITHKLINE PLC ADR COMMON 37733W105 67768 1430000 SH DEFINED 1,2 1430000 0 0
GLAXOSMITHKLINE PLC ADR COMMON 37733W105 9260 195400 SH DEFINED 1,3 195400 0 0
GLAXOSMITHKLINE PLC ADR COMMON 37733W105 5290 111625 SH DEFINED 10,16 111625 0 0
GLAXOSMITHKLINE PLC ADR COMMON 37733W105 166932 3522524 SH DEFINED 13 3179781 0 342743
GLAXOSMITHKLINE PLC ADR COMMON 37733W105 64558 1362275 SH DEFINED 16 1316135 0 46140
GLAXOSMITHKLINE PLC ADR COMMON 37733W105 829 17500 SH DEFINED 2 17500 0 0
GLAXOSMITHKLINE PLC ADR COMMON 37733W105 1969 41548 SH DEFINED 25 31410 0 10138
GLAXOSMITHKLINE PLC ADR COMMON 37733W105 14686 309900 SH DEFINED 3 309900 0 0
GLAXOSMITHKLINE PLC ADR COMMON 37733W105 110 2329 SH DEFINED 4 2329 0 0
GLAXOSMITHKLINE PLC ADR COMMON 37733W105 27522 580750 SH DEFINED 5,13 580750 0 0
GLAXOSMITHKLINE PLC ADR COMMON 37733W105 363 7669 SH DEFINED 5,16 0 0 7669
GLAXOSMITHKLINE PLC ADR COMMON 37733W105 30 635 SH DEFINED 7 635 0 0
GLENBOROUGH REALTY TRUST INC COMMON 37803P105 10687 502200 SH DEFINED 16 483900 0 18300
GLENBOROUGH REALTY TRUST INC COMMON 37803P105 6 290 SH DEFINED 7 290 0 0
GLENBOROUGH REALTY TR CVT PFD CONVERT 37803P204 1174 46236 SH DEFINED 16 46236 0 0
GLIMCHER REALTY TRUST COMMON 379302102 17258 622800 SH DEFINED 16 587700 0 35100
GLOBAL IMAGING SYSTEMS INC COMMON 37934A100 8489 214900 SH DEFINED 1 214900 0 0
GLOBAL PAYMENTS INC COMMON 37940X102 13013 222300 SH DEFINED 1 222300 0 0
GLOBAL PAYMENTS INC COMMON 37940X102 4888 83500 SH DEFINED 2 83500 0 0
GLOBAL PAYMENTS INC COMMON 37940X102 34 581 SH DEFINED 4 581 0 0
GLOBAL PAYMENTS INC COMMON 37940X102 4948 84528 SH DEFINED 7 84528 0 0
GLOBAL SIGNAL INC (REIT) COMMON 37944Q103 44 1600 SH DEFINED 16 1600 0 0
GLOBAL SIGNAL INC (REIT) COMMON 37944Q103 116 4200 SH DEFINED 5,16 4200 0 0
GOL LINHAS AEREAS INTEL- ADR COMMON 38045R107 10 300 SH DEFINED 25 0 0 300
GOLD FIELDS LTD ADR COMMON 38059T106 5117 410000 SH DEFINED 1 410000 0 0
GOLD FIELDS LTD ADR COMMON 38059T106 1373 110000 SH DEFINED 16 110000 0 0
GOLD FIELDS LTD ADR COMMON 38059T106 90 7240 SH DEFINED 25 0 0 7240
GOLD RESERVE INC COMMON 38068N108 236 53400 SH DEFINED 1 53400 0 0
GOLDCORP INC COMMON 380956409 11 700 SH DEFINED 25 0 0 700
GOLDEN STAR RESOURCES LTD COMMON 38119T104 401 100000 SH DEFINED 16 100000 0 0
GOLDEN STAR RESOURCES LTD COMMON 38119T104 3204 800000 SH DEFINED 3 800000 0 0
GOLDEN TELECOM INC COMMON 38122G107 528 20000 SH DEFINED 10,11 20000 0 0
GOLDEN WEST FINANCIAL CORP COMMON 381317106 4921 80120 SH DEFINED 1 80120 0 0
GOLDEN WEST FINANCIAL CORP COMMON 381317106 66 1080 SH DEFINED 10,16 1080 0 0
GOLDEN WEST FINANCIAL CORP COMMON 381317106 42 680 SH DEFINED 12 680 0 0
GOLDEN WEST FINANCIAL CORP COMMON 381317106 344 5608 SH DEFINED 12,9 5608 0 0
GOLDEN WEST FINANCIAL CORP COMMON 381317106 4385 71401 SH DEFINED 16 66601 0 4800
GOLDEN WEST FINANCIAL CORP COMMON 381317106 1523 24800 SH DEFINED 16,9 24800 0 0
GOLDEN WEST FINANCIAL CORP COMMON 381317106 32 528 SH DEFINED 17,9 528 0 0
GOLDEN WEST FINANCIAL CORP COMMON 381317106 1136 18500 SH DEFINED 2 18500 0 0
GOLDEN WEST FINANCIAL CORP COMMON 381317106 1400 22802 SH DEFINED 24 22802 0 0
GOLDEN WEST FINANCIAL CORP COMMON 381317106 182 2970 SH DEFINED 7 2970 0 0
GOLDEN WEST FINANCIAL CORP COMMON 381317106 2530 41198 SH DEFINED 9 41198 0 0
GOLDEN WEST FINANCIAL CORP COMMON 381317106 38 616 SH DEFINED 9,11 616 0 0
GOLDEN WEST FINANCIAL CORP COMMON 381317106 315 5132 SH DEFINED 9,14 5132 0 0
GOLDMAN SACHS GROUP INC COMMON 38141G104 156185 1501200 SH DEFINED 1 1501200 0 0
GOLDMAN SACHS GROUP INC COMMON 38141G104 67626 650000 SH DEFINED 1,2 650000 0 0
GOLDMAN SACHS GROUP INC COMMON 38141G104 8095 77810 SH DEFINED 10,16 77810 0 0
GOLDMAN SACHS GROUP INC COMMON 38141G104 832 8000 SH DEFINED 10,8 8000 0 0
GOLDMAN SACHS GROUP INC COMMON 38141G104 42 408 SH DEFINED 12 408 0 0
GOLDMAN SACHS GROUP INC COMMON 38141G104 352 3379 SH DEFINED 12,9 3379 0 0
GOLDMAN SACHS GROUP INC COMMON 38141G104 402983 3873346 SH DEFINED 16 2934908 220 938218
GOLDMAN SACHS GROUP INC COMMON 38141G104 1748 16800 SH DEFINED 16,15 16800 0 0
GOLDMAN SACHS GROUP INC COMMON 38141G104 2311 22210 SH DEFINED 16,23 22210 0 0
GOLDMAN SACHS GROUP INC COMMON 38141G104 4141 39800 SH DEFINED 16,9 39800 0 0
GOLDMAN SACHS GROUP INC COMMON 38141G104 19 187 SH DEFINED 17,9 187 0 0
GOLDMAN SACHS GROUP INC COMMON 38141G104 34989 336305 SH DEFINED 2 336305 0 0
GOLDMAN SACHS GROUP INC COMMON 38141G104 792 7612 SH DEFINED 24 7612 0 0
GOLDMAN SACHS GROUP INC COMMON 38141G104 9639 92648 SH DEFINED 25 28560 0 64088
GOLDMAN SACHS GROUP INC COMMON 38141G104 1862 17900 SH DEFINED 3 17900 0 0
GOLDMAN SACHS GROUP INC COMMON 38141G104 5514 53000 SH DEFINED 5,16 53000 0 0
GOLDMAN SACHS GROUP INC COMMON 38141G104 1725 16583 SH DEFINED 6 16583 0 0
GOLDMAN SACHS GROUP INC COMMON 38141G104 14610 140431 SH DEFINED 7 140431 0 0
GOLDMAN SACHS GROUP INC COMMON 38141G104 333 3200 SH DEFINED 8 3200 0 0
GOLDMAN SACHS GROUP INC COMMON 38141G104 5144 49441 SH DEFINED 9 49441 0 0
GOLDMAN SACHS GROUP INC COMMON 38141G104 109 1050 SH DEFINED 9,11 1050 0 0
GOLDMAN SACHS GROUP INC COMMON 38141G104 416 4000 SH DEFINED 9,14 4000 0 0
GOODRICH CORPORATION COMMON 382388106 1890 57900 SH DEFINED 10 57900 0 0
GOODRICH CORPORATION COMMON 382388106 424 13000 SH DEFINED 10,23 13000 0 0
GOODRICH CORPORATION COMMON 382388106 369 11304 SH DEFINED 16 11304 0 0
GOODRICH CORPORATION COMMON 382388106 7458 228488 SH DEFINED 25 86050 0 142438
GOODRICH CORPORATION COMMON 382388106 248 7590 SH DEFINED 7 7590 0 0
GOODRICH PETROLEUM CORP COMMON 382410405 51 3125 SH DEFINED 6 3125 0 0
GOODYEAR TIRE & RUBBER CO COMMON 382550101 82 5600 SH DEFINED 10 5600 0 0
GOODYEAR TIRE & RUBBER CO COMMON 382550101 9578 653374 SH DEFINED 16 549674 0 103700
GOODYEAR TIRE & RUBBER CO COMMON 382550101 51 3500 SH DEFINED 16,15 3500 0 0
GOODYEAR TIRE & RUBBER CO COMMON 382550101 774 52800 SH DEFINED 16,9 52800 0 0
GOODYEAR TIRE & RUBBER CO COMMON 382550101 56 3800 SH DEFINED 24 3800 0 0
GOODYEAR TIRE & RUBBER CO COMMON 382550101 100 6800 SH DEFINED 25 0 0 6800
GOODYEAR TIRE & RUBBER CO COMMON 382550101 290 19800 SH DEFINED 5,16 19800 0 0
GOOGLE INC CL A COMMON 38259P508 21631 112200 SH DEFINED 1 112200 0 0
GOOGLE INC CL A COMMON 38259P508 72376 375413 SH DEFINED 1,2 375413 0 0
GOOGLE INC CL A COMMON 38259P508 19 100 SH DEFINED 10 100 0 0
GOOGLE INC CL A COMMON 38259P508 1677 8700 SH DEFINED 16 8200 0 500
GOOGLE INC CL A COMMON 38259P508 501 2600 SH DEFINED 16,23 2600 0 0
GOOGLE INC CL A COMMON 38259P508 116 600 SH DEFINED 16,9 600 0 0
GOOGLE INC CL A COMMON 38259P508 7721 40050 SH DEFINED 2 40050 0 0
GOOGLE INC CL A COMMON 38259P508 19 100 SH DEFINED 25 0 0 100
GOOGLE INC CL A COMMON 38259P508 19 100 SH DEFINED 5,16 100 0 0
GOOGLE INC CL A COMMON 38259P508 316 1639 SH DEFINED 9 1639 0 0
GRACO INC COMMON 384109104 13492 361225 SH DEFINED 1 361225 0 0
GRACO INC COMMON 384109104 3746 100300 SH DEFINED 2 100300 0 0
GRACO INC COMMON 384109104 1066 28538 SH DEFINED 24 28538 0 0
GRACO INC COMMON 384109104 2977 79711 SH DEFINED 25 0 0 79711
GRAFTECH INTERNATIONAL COMMON 384313102 34 3550 SH DEFINED 7 3550 0 0
GRAINGER (W.W.) INC COMMON 384802104 8673 130190 SH DEFINED 1 130190 0 0
GRAINGER (W.W.) INC COMMON 384802104 120 1800 SH DEFINED 10,16 1800 0 0
GRAINGER (W.W.) INC COMMON 384802104 1586 23800 SH DEFINED 10,23 23800 0 0
GRAINGER (W.W.) INC COMMON 384802104 1989 29858 SH DEFINED 16 28558 0 1300
GRAINGER (W.W.) INC COMMON 384802104 453 6800 SH DEFINED 16,9 6800 0 0
GRAINGER (W.W.) INC COMMON 384802104 2052 30800 SH DEFINED 2 30800 0 0
GRAINGER (W.W.) INC COMMON 384802104 33 500 SH DEFINED 24 500 0 0
GRAINGER (W.W.) INC COMMON 384802104 835 12538 SH DEFINED 25 2620 0 9918
GRAINGER (W.W.) INC COMMON 384802104 197615 2966300 SH DEFINED 3 2966300 0 0
GRAINGER (W.W.) INC COMMON 384802104 84 1258 SH DEFINED 4 1258 0 0
GRAINGER (W.W.) INC COMMON 384802104 73 1100 SH DEFINED 6 1100 0 0
GRAINGER (W.W.) INC COMMON 384802104 2192 32910 SH DEFINED 7 32910 0 0
GRAINGER (W.W.) INC COMMON 384802104 219 3281 SH DEFINED 9 3281 0 0
GRANITE CONSTRUCTION INC COMMON 387328107 32 1200 SH DEFINED 7 1200 0 0
GRANT PRIDECO INC COMMON 38821G101 8622 430000 SH DEFINED 1 430000 0 0
GRANT PRIDECO INC COMMON 38821G101 1303 65000 SH DEFINED 16,15 65000 0 0
GRANT PRIDECO INC COMMON 38821G101 5377 268162 SH DEFINED 7 268162 0 0
GRAY TELE VISION INC COMMON 389375106 10512 678185 SH DEFINED 1 678185 0 0
GRAY TELE VISION INC COMMON 389375106 29 1900 SH DEFINED 16 1900 0 0
GRAY TELE VISION INC COMMON 389375106 1406 90700 SH DEFINED 16,15 90700 0 0
GREAT ATLANTIC & PAC TEA CO COMMON 390064103 662 64600 SH DEFINED 16 64600 0 0
GREAT LAKES CHEMICAL CORP COMMON 390568103 13068 458700 SH DEFINED 1 458700 0 0
GREAT LAKES CHEMICAL CORP COMMON 390568103 141 4943 SH DEFINED 16 4943 0 0
GREAT SOUTHERN BANCORP INC COMMON 390905107 147 4200 SH DEFINED 25 0 0 4200
GREAT PLAINS ENERGY INC COMMON 391164100 35 1155 SH DEFINED 1 0 0 1155
GREAT PLAINS ENERGY INC COMMON 391164100 80 2650 SH DEFINED 16 2650 0 0
GREAT PLAINS ENERGY INC COMMON 391164100 39 1300 SH DEFINED 25 0 0 1300
GREAT PLAINS ENERGY INC COMMON 391164100 262 8655 SH DEFINED 7 8655 0 0
GREATER BAY BANCORP COMMON 391648102 14 503 SH DEFINED 25 0 0 503
GREIF INC COMMON 397624107 538 9600 SH DEFINED 16 5200 0 4400
GREIF INC COMMON 397624107 11 200 SH DEFINED 16,15 200 0 0
GREIF INC COMMON 397624107 67 1200 SH DEFINED 5,16 1200 0 0
GREY GLOBAL GROUP INC COMMON 39787M108 88 80 SH DEFINED 25 0 0 80
GREY WOLF INC COMMON 397888108 8163 1549000 SH DEFINED 1 1549000 0 0
GREY WOLF INC COMMON 397888108 1636 310428 SH DEFINED 10 310428 0 0
GREY WOLF INC COMMON 397888108 151 28572 SH DEFINED 10,23 28572 0 0
GREY WOLF INC COMMON 397888108 3064 581400 SH DEFINED 2 581400 0 0
GREY WOLF INC COMMON 397888108 321 61000 SH DEFINED 6 61000 0 0
GREY WOLF INC COMMON 397888108 82 15500 SH DEFINED 7 15500 0 0
GRIFFIN CORPORATION COMMON 398433102 1912 70800 SH DEFINED 16 43700 0 27100
GRIFFIN CORPORATION COMMON 398433102 41 1500 SH DEFINED 16,15 1500 0 0
GRIFFIN CORPORATION COMMON 398433102 961 35600 SH DEFINED 5,16 35600 0 0
GRUPO TELEVISA SA ADR COMMON 40049J206 13076 216128 SH DEFINED 1 216128 0 0
GRUPO TELEVISA SA ADR COMMON 40049J206 79 1300 SH DEFINED 1,3 1300 0 0
GRUPO TELEVISA SA ADR COMMON 40049J206 2365 39091 SH DEFINED 10 39091 0 0
GRUPO TELEVISA SA ADR COMMON 40049J206 369 6100 SH DEFINED 10,16 6100 0 0
GRUPO TELEVISA SA ADR COMMON 40049J206 3799 62800 SH DEFINED 10,23 62800 0 0
GRUPO TELEVISA SA ADR COMMON 40049J206 460 7600 SH DEFINED 13,15 7600 0 0
GRUPO TELEVISA SA ADR COMMON 40049J206 224 3700 SH DEFINED 2 3700 0 0
GRUPO TELEVISA SA ADR COMMON 40049J206 1452 24000 SH DEFINED 25 24000 0 0
GRUPO TELEVISA SA ADR COMMON 40049J206 341746 5648700 SH DEFINED 3 5648700 0 0
GTECH HOLDINGS CORP COMMON 400518106 23 900 SH DEFINED 1 0 0 900
GTECH HOLDINGS CORP COMMON 400518106 54 2100 SH DEFINED 16 2100 0 0
GTECH HOLDINGS CORP COMMON 400518106 213 8200 SH DEFINED 7 8200 0 0
GRUPO AEROPORTUARIO SUR ADR COMMON 40051E202 238 8700 SH DEFINED 1 8700 0 0
GRUPO AEROPORTUARIO SUR ADR COMMON 40051E202 738 27000 SH DEFINED 10 27000 0 0
GRUPO AEROPORTUARIO SUR ADR COMMON 40051E202 11338 414550 SH DEFINED 3 414550 0 0
GUESS? INC COMMON 401617105 2320 184900 SH DEFINED 16 108500 0 76400
GUESS? INC COMMON 401617105 54 4300 SH DEFINED 16,15 4300 0 0
GUESS? INC COMMON 401617105 388 30900 SH DEFINED 5,16 30900 0 0
GUIDANT CORP COMMON 401698105 103466 1435030 SH DEFINED 1 1435030 0 0
GUIDANT CORP COMMON 401698105 14789 205123 SH DEFINED 16 164893 0 40230
GUIDANT CORP COMMON 401698105 14853 206000 SH DEFINED 16,23 206000 0 0
GUIDANT CORP COMMON 401698105 24 329 SH DEFINED 17,9 329 0 0
GUIDANT CORP COMMON 401698105 5177 71800 SH DEFINED 2 71800 0 0
GUIDANT CORP COMMON 401698105 389 5400 SH DEFINED 21 5400 0 0
GUIDANT CORP COMMON 401698105 721 10000 SH DEFINED 24 10000 0 0
GUIDANT CORP COMMON 401698105 470 6520 SH DEFINED 25 1000 0 5520
GUIDANT CORP COMMON 401698105 458 6352 SH DEFINED 7 6352 0 0
GUIDANT CORP COMMON 401698105 797 11057 SH DEFINED 9 11057 0 0
GUILFORD PHARMACEUTICALS INC COMMON 401829106 10 2000 SH DEFINED 6 2000 0 0
GUITAR CENTER INC COMMON 402040109 17409 330400 SH DEFINED 1 330400 0 0
GUITAR CENTER INC COMMON 402040109 5748 109100 SH DEFINED 2 109100 0 0
GULF ISLAND FABRICATION INC COMMON 402307102 939 43000 SH DEFINED 16 24400 0 18600
GULF ISLAND FABRICATION INC COMMON 402307102 22 1000 SH DEFINED 16,15 1000 0 0
GULF ISLAND FABRICATION INC COMMON 402307102 170 7800 SH DEFINED 5,16 7800 0 0
GULFMARK OFFSHORE INC COMMON 402629109 111 5000 SH DEFINED 7 5000 0 0
GYMBOREE CORP COMMON 403777105 2340 182500 SH DEFINED 1 182500 0 0
H & Q HEALTHCARE INVESTORS CF COMMON 404052102 64 3516 SH DEFINED 7 3516 0 0
H & Q LIFE SCIENCES INVSTRS CF COMMON 404053100 159 10000 SH DEFINED 25 0 0 10000
H & Q LIFE SCIENCES INVSTRS CF COMMON 404053100 34 2139 SH DEFINED 7 2139 0 0
HCA INC COMMON 404119109 233243 5836900 SH DEFINED 1 5836900 0 0
HCA INC COMMON 404119109 23169 579800 SH DEFINED 10 579800 0 0
HCA INC COMMON 404119109 13903 347918 SH DEFINED 16 339483 0 8435
HCA INC COMMON 404119109 13 333 SH DEFINED 17,9 333 0 0
HCA INC COMMON 404119109 2809 70300 SH DEFINED 2 70300 0 0
HCA INC COMMON 404119109 136 3400 SH DEFINED 2,23 3400 0 0
HCA INC COMMON 404119109 52 1300 SH DEFINED 24 1300 0 0
HCA INC COMMON 404119109 117 2929 SH DEFINED 25 1255 0 1674
HCA INC COMMON 404119109 17198 430390 SH DEFINED 4 430390 0 0
HCA INC COMMON 404119109 437 10925 SH DEFINED 5,16 0 0 10925
HCA INC COMMON 404119109 331 8286 SH DEFINED 7 8286 0 0
HCA INC COMMON 404119109 631 15781 SH DEFINED 9 15781 0 0
HCC INSURANCE HOLDINGS INC COMMON 404132102 9287 280400 SH DEFINED 1 280400 0 0
HCC INSURANCE HOLDINGS INC COMMON 404132102 3474 104900 SH DEFINED 2 104900 0 0
HCC INSURANCE HOLDINGS INC COMMON 404132102 96 2900 SH DEFINED 7 2900 0 0
HCC INSURANCE HOLDINGS INC COMMON 404132102 35 1046 SH DEFINED 9 1046 0 0
HDFC BANK LTD ADR COMMON 40415F101 5378 118561 SH DEFINED 1 118561 0 0
HDFC BANK LTD ADR COMMON 40415F101 127 2800 SH DEFINED 1,3 2800 0 0
HDFC BANK LTD ADR COMMON 40415F101 2447 53950 SH DEFINED 10 53950 0 0
HDFC BANK LTD ADR COMMON 40415F101 161 3550 SH DEFINED 10,16 3550 0 0
HDFC BANK LTD ADR COMMON 40415F101 7855 173177 SH DEFINED 10,23 173177 0 0
HDFC BANK LTD ADR COMMON 40415F101 1361 30000 SH DEFINED 10,8 30000 0 0
HDFC BANK LTD ADR COMMON 40415F101 771 17000 SH DEFINED 13,15 17000 0 0
HDFC BANK LTD ADR COMMON 40415F101 290 6400 SH DEFINED 2 6400 0 0
HDFC BANK LTD ADR COMMON 40415F101 233 5133 SH DEFINED 4 5133 0 0
HDFC BANK LTD ADR COMMON 40415F101 853 18800 SH DEFINED 8 18800 0 0
HF FINANCIAL CORP COMMON 404172108 16 880 SH DEFINED 25 880 0 0
HNI CORP COMMON 404251100 2252 52300 SH DEFINED 3 52300 0 0
HMS HOLDINGS CORP COMMON 40425J101 21762 2418000 SH DEFINED 1 2418000 0 0
HMS HOLDINGS CORP COMMON 40425J101 144 16000 SH DEFINED 12,2 16000 0 0
HMS HOLDINGS CORP COMMON 40425J101 567 63000 SH DEFINED 16 63000 0 0
HMS HOLDINGS CORP COMMON 40425J101 1422 158000 SH DEFINED 16,23 158000 0 0
HMS HOLDINGS CORP COMMON 40425J101 2081 231200 SH DEFINED 2 231200 0 0
HRPT PROPERTIES TRUST COMMON 40426W101 11406 889000 SH DEFINED 16 764000 0 125000
HRPT PROPERTIES TRUST COMMON 40426W101 89 6925 SH DEFINED 7 6925 0 0
HSBC HOLDINGS PLC ADR COMMON 404280406 711 8350 SH DEFINED 10,16 8350 0 0
HSBC HOLDINGS PLC ADR COMMON 404280406 23415 275017 SH DEFINED 13 263677 0 11340
HSBC HOLDINGS PLC ADR COMMON 404280406 41447 486810 SH DEFINED 16 471101 0 15709
HSBC HOLDINGS PLC ADR COMMON 404280406 789 9264 SH DEFINED 25 7200 0 2064
HSBC HOLDINGS PLC ADR COMMON 404280406 179 2103 SH DEFINED 7 2103 0 0
HAEMONETICS CORP/MASS COMMON 405024100 5794 160000 SH DEFINED 1 160000 0 0
HAEMONETICS CORP/MASS COMMON 405024100 11515 318000 SH DEFINED 16 193100 0 124900
HAEMONETICS CORP/MASS COMMON 405024100 243 6700 SH DEFINED 16,15 6700 0 0
HAEMONETICS CORP/MASS COMMON 405024100 257 7100 SH DEFINED 2 7100 0 0
HAEMONETICS CORP/MASS COMMON 405024100 2832 78200 SH DEFINED 5,16 78200 0 0
HAIN CELESTIAL GROUP INC COMMON 405217100 15 725 SH DEFINED 7 725 0 0
HALLIBURTON CO COMMON 406216101 372886 9502700 SH DEFINED 1 9502700 0 0
HALLIBURTON CO COMMON 406216101 29430 750000 SH DEFINED 1,2 750000 0 0
HALLIBURTON CO COMMON 406216101 5498 140119 SH DEFINED 16 129219 0 10900
HALLIBURTON CO COMMON 406216101 11403 290600 SH DEFINED 2 276600 0 14000
HALLIBURTON CO COMMON 406216101 188 4800 SH DEFINED 2,23 4800 0 0
HALLIBURTON CO COMMON 406216101 857 21827 SH DEFINED 25 0 0 21827
HALLIBURTON CO COMMON 406216101 22100 563196 SH DEFINED 4 563196 0 0
HALLIBURTON CO COMMON 406216101 133 3377 SH DEFINED 7 3377 0 0
HALLIBURTON CO COMMON 406216101 605 15418 SH DEFINED 9 15418 0 0
HAMPSHIRE GROUP LTD COMMON 408859106 10078 312500 SH DEFINED 3 312500 0 0
JOHN HAN BK & THRIFT OPP FD CF COMMON 409735107 43 4000 SH DEFINED 25 4000 0 0
HANCOCK HOLDING CO COMMON 410120109 2476 74000 SH DEFINED 1 74000 0 0
HANCOCK HOLDING CO COMMON 410120109 2533 75700 SH DEFINED 16 43900 0 31800
HANCOCK HOLDING CO COMMON 410120109 60 1800 SH DEFINED 16,15 1800 0 0
HANCOCK HOLDING CO COMMON 410120109 816 24400 SH DEFINED 5,16 24400 0 0
JOHN HANCOCK INCOME SECS TR CF COMMON 410123103 28 1800 SH DEFINED 25 0 0 1800
JOHN HANCOCK PFD INCOME III CF COMMON 41021P103 46 2043 SH DEFINED 25 0 0 2043
HANDLEMAN CO COMMON 410252100 1190 55400 SH DEFINED 16 32800 0 22600
HANDLEMAN CO COMMON 410252100 24 1100 SH DEFINED 16,15 1100 0 0
HANDLEMAN CO COMMON 410252100 326 15200 SH DEFINED 5,16 15200 0 0
HANOVER CAPITAL MTG HLDGS INC COMMON 410761100 22 2024 SH DEFINED 25 0 0 2024
HANOVER COMPRESSOR CO COMMON 410768105 2647 187300 SH DEFINED 25 187300 0 0
HARBOR FLORIDA BANCSHARES COMMON 411901101 2620 75700 SH DEFINED 1 75700 0 0
HARBOR FLORIDA BANCSHARES COMMON 411901101 24 700 SH DEFINED 16 700 0 0
HARBOR FLORIDA BANCSHARES COMMON 411901101 66 1900 SH DEFINED 5,16 1900 0 0
HARBOR FLORIDA BANCSHARES COMMON 411901101 365 10543 SH DEFINED 7 10543 0 0
HARLAND (JOHN H.) CO COMMON 412693103 2881 79800 SH DEFINED 16 46900 0 32900
HARLAND (JOHN H.) CO COMMON 412693103 65 1800 SH DEFINED 16,15 1800 0 0
HARLAND (JOHN H.) CO COMMON 412693103 108 3000 SH DEFINED 25 3000 0 0
HARLAND (JOHN H.) CO COMMON 412693103 1206 33400 SH DEFINED 5,16 33400 0 0
HARLEY-DAVIDSON INC COMMON 412822108 79741 1312610 SH DEFINED 1 1312610 0 0
HARLEY-DAVIDSON INC COMMON 412822108 39488 650000 SH DEFINED 1,2 650000 0 0
HARLEY-DAVIDSON INC COMMON 412822108 4113 67700 SH DEFINED 1,3 67700 0 0
HARLEY-DAVIDSON INC COMMON 412822108 219 3600 SH DEFINED 10,16 3600 0 0
HARLEY-DAVIDSON INC COMMON 412822108 3044 50100 SH DEFINED 10,2 50100 0 0
HARLEY-DAVIDSON INC COMMON 412822108 111 1819 SH DEFINED 12 1819 0 0
HARLEY-DAVIDSON INC COMMON 412822108 984 16202 SH DEFINED 12,9 16202 0 0
HARLEY-DAVIDSON INC COMMON 412822108 1915 31516 SH DEFINED 16 31516 0 0
HARLEY-DAVIDSON INC COMMON 412822108 261 4300 SH DEFINED 16,15 4300 0 0
HARLEY-DAVIDSON INC COMMON 412822108 36 587 SH DEFINED 17,9 587 0 0
HARLEY-DAVIDSON INC COMMON 412822108 9125 150200 SH DEFINED 2 150200 0 0
HARLEY-DAVIDSON INC COMMON 412822108 2372 39041 SH DEFINED 24 39041 0 0
HARLEY-DAVIDSON INC COMMON 412822108 6040 99430 SH DEFINED 25 61475 0 37955
HARLEY-DAVIDSON INC COMMON 412822108 81 1336 SH DEFINED 4 1336 0 0
HARLEY-DAVIDSON INC COMMON 412822108 9125 150207 SH DEFINED 7 150207 0 0
HARLEY-DAVIDSON INC COMMON 412822108 4344 71511 SH DEFINED 9 71511 0 0
HARLEY-DAVIDSON INC COMMON 412822108 725 11940 SH DEFINED 9,14 11940 0 0
HARMAN INTERNATIONAL COMMON 413086109 35422 278910 SH DEFINED 1 278910 0 0
HARMAN INTERNATIONAL COMMON 413086109 445 3500 SH DEFINED 10 3500 0 0
HARMAN INTERNATIONAL COMMON 413086109 1308 10300 SH DEFINED 10,16 10300 0 0
HARMAN INTERNATIONAL COMMON 413086109 191 1500 SH DEFINED 10,8 1500 0 0
HARMAN INTERNATIONAL COMMON 413086109 46863 369000 SH DEFINED 16 341600 0 27400
HARMAN INTERNATIONAL COMMON 413086109 394 3100 SH DEFINED 16,15 3100 0 0
HARMAN INTERNATIONAL COMMON 413086109 533 4200 SH DEFINED 16,9 4200 0 0
HARMAN INTERNATIONAL COMMON 413086109 4305 33900 SH DEFINED 2 33900 0 0
HARMAN INTERNATIONAL COMMON 413086109 188 1484 SH DEFINED 24 1484 0 0
HARMAN INTERNATIONAL COMMON 413086109 81 634 SH DEFINED 4 634 0 0
HARMAN INTERNATIONAL COMMON 413086109 762 6000 SH DEFINED 5,16 6000 0 0
HARMAN INTERNATIONAL COMMON 413086109 11 85 SH DEFINED 7 85 0 0
HARMAN INTERNATIONAL COMMON 413086109 212 1671 SH DEFINED 9 1671 0 0
HARMONY GOLD MNG SPON ADR COMMON 413216300 3282 354000 SH DEFINED 1 354000 0 0
HARMONY GOLD MNG SPON ADR COMMON 413216300 927 100000 SH DEFINED 16 100000 0 0
HARMONY GOLD MNG SPON ADR COMMON 413216300 19 2000 SH DEFINED 25 0 0 2000
HARRAH'S ENTERTAINMENT INC COMMON 413619107 83699 1251300 SH DEFINED 1 1251300 0 0
HARRAH'S ENTERTAINMENT INC COMMON 413619107 3886 58100 SH DEFINED 10,23 58100 0 0
HARRAH'S ENTERTAINMENT INC COMMON 413619107 3232 48323 SH DEFINED 16 45923 0 2400
HARRAH'S ENTERTAINMENT INC COMMON 413619107 8092 120970 SH DEFINED 16,15 120970 0 0
HARRAH'S ENTERTAINMENT INC COMMON 413619107 415 6200 SH DEFINED 16,9 6200 0 0
HARRAH'S ENTERTAINMENT INC COMMON 413619107 221 3300 SH DEFINED 24 3300 0 0
HARRAH'S ENTERTAINMENT INC COMMON 413619107 391019 5845700 SH DEFINED 3 5845700 0 0
HARRAH'S ENTERTAINMENT INC COMMON 413619107 18 275 SH DEFINED 6 275 0 0
HARRAH'S ENTERTAINMENT INC COMMON 413619107 6803 101705 SH DEFINED 7 101705 0 0
HARRAH'S ENTERTAINMENT INC COMMON 413619107 308 4602 SH DEFINED 9 4602 0 0
HARRIS CORP COMMON 413875105 13287 215035 SH DEFINED 1 214700 0 335
HARRIS CORP COMMON 413875105 5448 88175 SH DEFINED 16 80575 0 7600
HARRIS CORP COMMON 413875105 649 10500 SH DEFINED 16,9 10500 0 0
HARRIS CORP COMMON 413875105 99 1600 SH DEFINED 24 1600 0 0
HARRIS CORP COMMON 413875105 138 2237 SH DEFINED 7 2237 0 0
HARRIS CORP COMMON 413875105 746 12074 SH DEFINED 9 12074 0 0
HARRIS CORP COMMON 413875105 68 1093 SH DEFINED 9,11 1093 0 0
HARTE-HANKS INC COMMON 416196103 8317 320127 SH DEFINED 1 320127 0 0
HARTE-HANKS INC COMMON 416196103 18 710 SH DEFINED 16 710 0 0
HARTE-HANKS INC COMMON 416196103 963 37050 SH DEFINED 16,15 37050 0 0
HARTE-HANKS INC COMMON 416196103 338 13000 SH DEFINED 25 13000 0 0
HARTE-HANKS INC COMMON 416196103 29909 1151250 SH DEFINED 3 1151250 0 0
HARTFORD FINANCIAL SVCS GRP COMMON 416515104 114105 1646300 SH DEFINED 1 1646300 0 0
HARTFORD FINANCIAL SVCS GRP COMMON 416515104 26181 377737 SH DEFINED 16 363560 0 14177
HARTFORD FINANCIAL SVCS GRP COMMON 416515104 1095 15800 SH DEFINED 16,9 15800 0 0
HARTFORD FINANCIAL SVCS GRP COMMON 416515104 187 2700 SH DEFINED 24 2700 0 0
HARTFORD FINANCIAL SVCS GRP COMMON 416515104 46 660 SH DEFINED 25 0 0 660
HARTFORD FINANCIAL SVCS GRP COMMON 416515104 574 8275 SH DEFINED 5,16 0 0 8275
HARTFORD FINANCIAL SVCS GRP COMMON 416515104 215 3107 SH DEFINED 7 3107 0 0
HARTFORD FINANCIAL SVCS GRP COMMON 416515104 691 9965 SH DEFINED 9 9965 0 0
HARTFORD FINL SVCS CVP(HIG)7.0 CONVERT 416515500 20 300 SH DEFINED 6 300 0 0
HARTFORD FINL SVCS CVP(HIG)7.0 CONVERT 416515500 262 3975 SH DEFINED 7 3975 0 0
HARTMARX CORPORATION COMMON 417119104 1047 134800 SH DEFINED 16 78200 0 56600
HARTMARX CORPORATION COMMON 417119104 25 3200 SH DEFINED 16,15 3200 0 0
HARTMARX CORPORATION COMMON 417119104 348 44800 SH DEFINED 5,16 44800 0 0
HARVEST NATURAL RESOURCES INC COMMON 41754V103 9485 549200 SH DEFINED 1 549200 0 0
HARVEST NATURAL RESOURCES INC COMMON 41754V103 3554 205800 SH DEFINED 2 205800 0 0
HASBRO INC COMMON 418056107 7259 374575 SH DEFINED 1 372495 0 2080
HASBRO INC COMMON 418056107 3516 181427 SH DEFINED 16 163827 0 17600
HASBRO INC COMMON 418056107 967 49900 SH DEFINED 16,15 49900 0 0
HASBRO INC COMMON 418056107 868 44800 SH DEFINED 16,9 44800 0 0
HASBRO INC COMMON 418056107 101 5200 SH DEFINED 24 5200 0 0
HASBRO INC COMMON 418056107 147 7575 SH DEFINED 7 7575 0 0
HASBRO INC COMMON 418056107 150 7756 SH DEFINED 9 7756 0 0
HAWAIIAN ELECTRIC INDS COMMON 419870100 12 400 SH DEFINED 25 0 0 400
HEALTHCARE SERVICES GROUP COMMON 421906108 77 3700 SH DEFINED 16 3700 0 0
HEALTHCARE SERVICES GROUP COMMON 421906108 202 9700 SH DEFINED 5,16 9700 0 0
HEALTH CARE PPTYS INVEST INC COMMON 421915109 38395 1386590 SH DEFINED 16 1296300 0 90290
HEALTH CARE PPTYS INVEST INC COMMON 421915109 70 2524 SH DEFINED 25 1600 0 924
HEALTH CARE PPTYS INVEST INC COMMON 421915109 1268 45800 SH DEFINED 7 45800 0 0
HEALTH MGMT ASSOCIATES INC CL COMMON 421933102 4176 183800 SH DEFINED 10 183800 0 0
HEALTH MGMT ASSOCIATES INC CL COMMON 421933102 766 33700 SH DEFINED 10,23 33700 0 0
HEALTH MGMT ASSOCIATES INC CL COMMON 421933102 526 23143 SH DEFINED 16 23143 0 0
HEALTH MGMT ASSOCIATES INC CL COMMON 421933102 43 1913 SH DEFINED 25 1913 0 0
HEALTH MGMT ASSOCIATES INC CL COMMON 421933102 218 9600 SH DEFINED 7 9600 0 0
HEALTH MGMT ASSOCIATES INC CL COMMON 421933102 194 8526 SH DEFINED 9 8526 0 0
HEALTH MANAGE CVT(HMA) 144A 1. CONVERT 421933AE2 13068 12475000 SH DEFINED 16 1825000 0 10650000
HEALTH MANAGEMENTCVT(INMARS) 1 CONVERT 421933AF9 2671 2550000 SH DEFINED 16 300000 0 2250000
HEALTHCARE REALTY TRUST INC COMMON 421946104 47194 1159565 SH DEFINED 16 1123900 0 35665
HEALTH CARE REIT INC COMMON 42217K106 44183 1158140 SH DEFINED 16 1022593 0 135547
HEALTH CARE REIT INC COMMON 42217K106 389 10200 SH DEFINED 5,16 10200 0 0
HEALTH CARE REIT INC COMMON 42217K106 26 675 SH DEFINED 7 675 0 0
HEALTHEXTRAS INC COMMON 422211102 12550 769927 SH DEFINED 1 769927 0 0
HEALTH NET INC COMMON 42222G108 133 4616 SH DEFINED 9 4616 0 0
HEARST CL ARGYLE TELEVISION IN COMMON 422317107 87 3300 SH DEFINED 16 3300 0 0
HEARST CL ARGYLE TELEVISION IN COMMON 422317107 170 6429 SH DEFINED 25 0 0 6429
HEARST CL ARGYLE TELEVISION IN COMMON 422317107 42 1575 SH DEFINED 7 1575 0 0
HEARTLAND EXPRESS INC COMMON 422347104 10300 458400 SH DEFINED 1 458400 0 0
HEARTLAND EXPRESS INC COMMON 422347104 3860 171800 SH DEFINED 2 171800 0 0
HEARUSA INC COMMON 422360305 208 126000 SH DEFINED 25 126000 0 0
HECLA MINING CO COMMON 422704106 525 90000 SH DEFINED 16 90000 0 0
HECLA MINING CO COMMON 422704106 131 22500 SH DEFINED 25 0 0 22500
HEIDRICK & STRUGGLES INTL COMMON 422819102 3795 110750 SH DEFINED 1 110750 0 0
HEINZ (H.J.) CO COMMON 423074103 15218 390318 SH DEFINED 16 368718 0 21600
HEINZ (H.J.) CO COMMON 423074103 2238 57400 SH DEFINED 16,9 57400 0 0
HEINZ (H.J.) CO COMMON 423074103 1194 30631 SH DEFINED 24 30631 0 0
HEINZ (H.J.) CO COMMON 423074103 1653 42390 SH DEFINED 25 36109 0 6281
HEINZ (H.J.) CO COMMON 423074103 537 13771 SH DEFINED 7 13771 0 0
HEINZ (H.J.) CO COMMON 423074103 513 13154 SH DEFINED 9 13154 0 0
HELMERICH & PAYNE COMMON 423452101 17 500 SH DEFINED 25 0 0 500
HENRY (JACK) & ASSOCIATES COMMON 426281101 10704 537600 SH DEFINED 1 537600 0 0
HERCULES INC COMMON 427056106 158 10641 SH DEFINED 16 10641 0 0
HERCULES INC COMMON 427056106 20 1380 SH DEFINED 7 1380 0 0
HERITAGE PROPERTY INVESTMENT COMMON 42725M107 19023 592811 SH DEFINED 16 446311 0 146500
HERSHEY FOODS CORP COMMON 427866108 4166 75000 SH DEFINED 1 75000 0 0
HERSHEY FOODS CORP COMMON 427866108 27770 500000 SH DEFINED 1,2 500000 0 0
HERSHEY FOODS CORP COMMON 427866108 1150 20700 SH DEFINED 10,16 20700 0 0
HERSHEY FOODS CORP COMMON 427866108 205 3700 SH DEFINED 10,8 3700 0 0
HERSHEY FOODS CORP COMMON 427866108 21544 387902 SH DEFINED 16 356602 0 31300
HERSHEY FOODS CORP COMMON 427866108 428 7700 SH DEFINED 16,15 7700 0 0
HERSHEY FOODS CORP COMMON 427866108 1455 26200 SH DEFINED 16,9 26200 0 0
HERSHEY FOODS CORP COMMON 427866108 4221 76000 SH DEFINED 2 76000 0 0
HERSHEY FOODS CORP COMMON 427866108 238 4291 SH DEFINED 24 4291 0 0
HERSHEY FOODS CORP COMMON 427866108 924 16642 SH DEFINED 25 6530 0 10112
HERSHEY FOODS CORP COMMON 427866108 628 11300 SH DEFINED 5,16 11300 0 0
HERSHEY FOODS CORP COMMON 427866108 14 250 SH DEFINED 6 250 0 0
HERSHEY FOODS CORP COMMON 427866108 6488 116822 SH DEFINED 7 116822 0 0
HERSHEY FOODS CORP COMMON 427866108 435 7840 SH DEFINED 9 7840 0 0
HEWITT ASSOCIATES INC COMMON 42822Q100 64 2000 SH DEFINED 16 2000 0 0
HEWLETT-PACKARD CO COMMON 428236103 2015 96100 SH DEFINED 1 93300 0 2800
HEWLETT-PACKARD CO COMMON 428236103 19390 924646 SH DEFINED 10 924646 0 0
HEWLETT-PACKARD CO COMMON 428236103 4364 208085 SH DEFINED 10,16 208085 0 0
HEWLETT-PACKARD CO COMMON 428236103 1820 86814 SH DEFINED 13 86814 0 0
HEWLETT-PACKARD CO COMMON 428236103 25963 1238084 SH DEFINED 16 1180629 0 57455
HEWLETT-PACKARD CO COMMON 428236103 2638 125800 SH DEFINED 16,9 125800 0 0
HEWLETT-PACKARD CO COMMON 428236103 33 1564 SH DEFINED 17,9 1564 0 0
HEWLETT-PACKARD CO COMMON 428236103 315 15000 SH DEFINED 24 15000 0 0
HEWLETT-PACKARD CO COMMON 428236103 14898 710467 SH DEFINED 25 103436 0 607031
HEWLETT-PACKARD CO COMMON 428236103 1466 69909 SH DEFINED 7 69909 0 0
HEWLETT-PACKARD CO COMMON 428236103 2495 118963 SH DEFINED 9 118963 0 0
HEWLETT-PACKARD CO COMMON 428236103 45 2131 SH DEFINED 9,11 2131 0 0
HEWLETT-PACKARD(HWP) CVT 0.0 1 CONVERT 428236AC7 5493 9700000 SH DEFINED 16 1425000 0 8275000
HEXCEL CORP COMMON 428291108 3144 216800 SH DEFINED 16 132800 0 84000
HEXCEL CORP COMMON 428291108 74 5100 SH DEFINED 16,15 5100 0 0
HEXCEL CORP COMMON 428291108 893 61600 SH DEFINED 5,16 61600 0 0
HIBERNIA CORP CL A COMMON 428656102 38874 1317300 SH DEFINED 1 1317300 0 0
HIBERNIA CORP CL A COMMON 428656102 443 15000 SH DEFINED 1,3 15000 0 0
HIBERNIA CORP CL A COMMON 428656102 59 2000 SH DEFINED 10 2000 0 0
HIBERNIA CORP CL A COMMON 428656102 1065 36100 SH DEFINED 10,16 36100 0 0
HIBERNIA CORP CL A COMMON 428656102 189 6400 SH DEFINED 10,8 6400 0 0
HIBERNIA CORP CL A COMMON 428656102 18317 620721 SH DEFINED 16 577621 0 43100
HIBERNIA CORP CL A COMMON 428656102 392 13300 SH DEFINED 16,15 13300 0 0
HIBERNIA CORP CL A COMMON 428656102 1027 34800 SH DEFINED 16,9 34800 0 0
HIBERNIA CORP CL A COMMON 428656102 3161 107100 SH DEFINED 2 107100 0 0
HIBERNIA CORP CL A COMMON 428656102 167 5661 SH DEFINED 24 5661 0 0
HIBERNIA CORP CL A COMMON 428656102 26692 904520 SH DEFINED 4 904520 0 0
HIBERNIA CORP CL A COMMON 428656102 608 20600 SH DEFINED 5,16 20600 0 0
HIBERNIA CORP CL A COMMON 428656102 186 6300 SH DEFINED 5,2 6300 0 0
HIBERNIA CORP CL A COMMON 428656102 180 6092 SH DEFINED 9 6092 0 0
HIGH INCOME OPPORTUNITY FD CF COMMON 42967Q105 20 3000 SH DEFINED 25 0 0 3000
HIGHLAND HOSPITALITY CORP COMMON 430141101 8080 718900 SH DEFINED 10 718900 0 0
HIGHWOODS PROPERTIES INC REIT COMMON 431284108 13025 470200 SH DEFINED 16 418300 0 51900
HIGHWOODS PROPERTIES INC REIT COMMON 431284108 50 1800 SH DEFINED 7 1800 0 0
HILB ROGAL & HOBBS CO COMMON 431294107 3870 106800 SH DEFINED 1 106800 0 0
HILB ROGAL & HOBBS CO COMMON 431294107 75 2058 SH DEFINED 9 2058 0 0
HILTON HOTELS CORP COMMON 432848109 108772 4783276 SH DEFINED 1 4783276 0 0
HILTON HOTELS CORP COMMON 432848109 27288 1200000 SH DEFINED 1,2 1200000 0 0
HILTON HOTELS CORP COMMON 432848109 122699 5395736 SH DEFINED 16 3746113 0 1649623
HILTON HOTELS CORP COMMON 432848109 2120 93210 SH DEFINED 16,15 93210 0 0
HILTON HOTELS CORP COMMON 432848109 102 4500 SH DEFINED 16,9 4500 0 0
HILTON HOTELS CORP COMMON 432848109 4084 179600 SH DEFINED 2 137800 0 41800
HILTON HOTELS CORP COMMON 432848109 18 800 SH DEFINED 25 0 0 800
HILTON HOTELS CORP COMMON 432848109 9071 398900 SH DEFINED 5,16 398900 0 0
HILTON HOTELS CORP COMMON 432848109 1 60 SH DEFINED 6 60 0 0
HILTON HOTELS CORP COMMON 432848109 159 7000 SH DEFINED 7 7000 0 0
HILTON HOTELS CORP COMMON 432848109 316 13886 SH DEFINED 9 13886 0 0
HITACHI LTD ADR COMMON 433578507 25913 373220 SH DEFINED 13 290023 0 83197
HITACHI LTD ADR COMMON 433578507 19617 282547 SH DEFINED 16 272681 0 9866
HITACHI LTD ADR COMMON 433578507 21 300 SH DEFINED 25 0 0 300
HOLLINGER INTERNATIONAL INC COMMON 435569108 6 400 SH DEFINED 16 400 0 0
HOLLY CORP COMMON 435758305 772 27700 SH DEFINED 1 27700 0 0
HOLLY CORP COMMON 435758305 2879 103300 SH DEFINED 16 57900 0 45400
HOLLY CORP COMMON 435758305 70 2500 SH DEFINED 16,15 2500 0 0
HOLLY CORP COMMON 435758305 412 14800 SH DEFINED 5,16 14800 0 0
HOLLY ENERGY PARTNERS LP COMMON 435763107 245 7100 SH DEFINED 7 7100 0 0
HOME DEPOT INC COMMON 437076102 78080 1826870 SH DEFINED 1 1826870 0 0
HOME DEPOT INC COMMON 437076102 24576 575000 SH DEFINED 1,2 575000 0 0
HOME DEPOT INC COMMON 437076102 6757 158100 SH DEFINED 1,3 158100 0 0
HOME DEPOT INC COMMON 437076102 9871 230960 SH DEFINED 10,16 230960 0 0
HOME DEPOT INC COMMON 437076102 808 18900 SH DEFINED 10,2 18900 0 0
HOME DEPOT INC COMMON 437076102 829 19400 SH DEFINED 10,8 19400 0 0
HOME DEPOT INC COMMON 437076102 160 3735 SH DEFINED 12 3735 0 0
HOME DEPOT INC COMMON 437076102 1425 33333 SH DEFINED 12,9 33333 0 0
HOME DEPOT INC COMMON 437076102 1263 29552 SH DEFINED 13 29552 0 0
HOME DEPOT INC COMMON 437076102 340762 7972911 SH DEFINED 16 6237255 270 1735386
HOME DEPOT INC COMMON 437076102 1727 40400 SH DEFINED 16,15 40400 0 0
HOME DEPOT INC COMMON 437076102 1327 31040 SH DEFINED 16,23 31040 0 0
HOME DEPOT INC COMMON 437076102 8185 191500 SH DEFINED 16,9 191500 0 0
HOME DEPOT INC COMMON 437076102 55 1289 SH DEFINED 17,9 1289 0 0
HOME DEPOT INC COMMON 437076102 42834 1002200 SH DEFINED 2 1002200 0 0
HOME DEPOT INC COMMON 437076102 6093 142569 SH DEFINED 24 142569 0 0
HOME DEPOT INC COMMON 437076102 80310 1879029 SH DEFINED 25 54816 0 1824213
HOME DEPOT INC COMMON 437076102 87 2040 SH DEFINED 4 2040 0 0
HOME DEPOT INC COMMON 437076102 5437 127220 SH DEFINED 5,16 109950 0 17270
HOME DEPOT INC COMMON 437076102 2804 65605 SH DEFINED 6 65605 0 0
HOME DEPOT INC COMMON 437076102 591715 13844516 SH DEFINED 7 13844516 0 0
HOME DEPOT INC COMMON 437076102 167 3900 SH DEFINED 8 3900 0 0
HOME DEPOT INC COMMON 437076102 9812 229567 SH DEFINED 9 229567 0 0
HOME DEPOT INC COMMON 437076102 126 2943 SH DEFINED 9,11 2943 0 0
HOME DEPOT INC COMMON 437076102 1235 28896 SH DEFINED 9,14 28896 0 0
HOME PROPERTIES INC COMMON 437306103 9742 226549 SH DEFINED 16 145489 0 81060
HOME PROPERTIES INC COMMON 437306103 94 2175 SH DEFINED 7 2175 0 0
HONEYWELL INTERNATIONAL INC COMMON 438516106 192113 5425400 SH DEFINED 1 5425400 0 0
HONEYWELL INTERNATIONAL INC COMMON 438516106 44263 1250000 SH DEFINED 1,2 1250000 0 0
HONEYWELL INTERNATIONAL INC COMMON 438516106 2169 61257 SH DEFINED 10,16 61257 0 0
HONEYWELL INTERNATIONAL INC COMMON 438516106 200081 5650416 SH DEFINED 16 4094873 390 1555153
HONEYWELL INTERNATIONAL INC COMMON 438516106 1429 40350 SH DEFINED 16,23 40350 0 0
HONEYWELL INTERNATIONAL INC COMMON 438516106 1186 33500 SH DEFINED 16,9 33500 0 0
HONEYWELL INTERNATIONAL INC COMMON 438516106 14 399 SH DEFINED 17,9 399 0 0
HONEYWELL INTERNATIONAL INC COMMON 438516106 23723 669950 SH DEFINED 2 669950 0 0
HONEYWELL INTERNATIONAL INC COMMON 438516106 103 2900 SH DEFINED 2,23 2900 0 0
HONEYWELL INTERNATIONAL INC COMMON 438516106 152 4300 SH DEFINED 24 4300 0 0
HONEYWELL INTERNATIONAL INC COMMON 438516106 1966 55535 SH DEFINED 25 2992 0 52543
HONEYWELL INTERNATIONAL INC COMMON 438516106 14548 410850 SH DEFINED 4 410850 0 0
HONEYWELL INTERNATIONAL INC COMMON 438516106 2164 61100 SH DEFINED 5,16 61100 0 0
HONEYWELL INTERNATIONAL INC COMMON 438516106 1452 41002 SH DEFINED 7 41002 0 0
HONEYWELL INTERNATIONAL INC COMMON 438516106 952 26886 SH DEFINED 9 26886 0 0
HOOPER HOLMES INC COMMON 439104100 118 19950 SH DEFINED 7 19950 0 0
HORIZON FINANCIAL CORP COMMON 44041F105 21 1000 SH DEFINED 16 1000 0 0
HORIZON FINANCIAL CORP COMMON 44041F105 54 2600 SH DEFINED 5,16 2600 0 0
HORMEL FOODS CORP COMMON 440452100 6 200 SH DEFINED 16 200 0 0
HORMEL FOODS CORP COMMON 440452100 44 1400 SH DEFINED 25 0 0 1400
HOSPIRA INC COMMON 441060100 1039 31014 SH DEFINED 1 31014 0 0
HOSPIRA INC COMMON 441060100 963 28746 SH DEFINED 16 26006 0 2740
HOSPIRA INC COMMON 441060100 235 7000 SH DEFINED 16,23 7000 0 0
HOSPIRA INC COMMON 441060100 97 2900 SH DEFINED 16,9 2900 0 0
HOSPIRA INC COMMON 441060100 13 400 SH DEFINED 2 400 0 0
HOSPIRA INC COMMON 441060100 10 300 SH DEFINED 21 300 0 0
HOSPIRA INC COMMON 441060100 2258 67394 SH DEFINED 25 1216 0 66178
HOSPIRA INC COMMON 441060100 0 0 SH DEFINED 3 0 0 0
HOSPIRA INC COMMON 441060100 356 10612 SH DEFINED 7 10612 0 0
HOSPIRA INC COMMON 441060100 159 4745 SH DEFINED 9 4745 0 0
HOSPIRA INC COMMON 441060100 4 120 SH DEFINED 9,11 120 0 0
HOSPITALITY PROPERTIES TRUST COMMON 44106M102 36519 793900 SH DEFINED 16 675700 0 118200
HOSPITALITY PROPERTIES TRUST COMMON 44106M102 67 1455 SH DEFINED 25 0 0 1455
HOST MARRIOTT CORP COMMON 44107P104 26 1500 SH DEFINED 10 1500 0 0
HOST MARRIOTT CORP COMMON 44107P104 140872 8142916 SH DEFINED 16 5690582 0 2452334
HOST MARRIOTT CORP COMMON 44107P104 5 276 SH DEFINED 25 0 0 276
HOST MARRIOTT CORP COMMON 44107P104 10441 603500 SH DEFINED 5,16 603500 0 0
HOST MARRIOTT CORP COMMON 44107P104 1 47 SH DEFINED 6 47 0 0
HOT TOPIC INC COMMON 441339108 1128 65600 SH DEFINED 1 65600 0 0
HOT TOPIC INC COMMON 441339108 132 7700 SH DEFINED 2 7700 0 0
HOT TOPIC INC COMMON 441339108 66 3825 SH DEFINED 7 3825 0 0
HOUSTON EXPLORATION COMPANY COMMON 442120101 5017 89100 SH DEFINED 1 89100 0 0
HOUSTON EXPLORATION COMPANY COMMON 442120101 4826 85700 SH DEFINED 1,3 85700 0 0
HOUSTON EXPLORATION COMPANY COMMON 442120101 2275 40400 SH DEFINED 10,2 40400 0 0
HOUSTON EXPLORATION COMPANY COMMON 442120101 1351 24000 SH DEFINED 2 24000 0 0
HOVNANIAN ENTERPRISES-A COMMON 442487203 7 143 SH DEFINED 4 143 0 0
HUANENG POWER INTL ADR COMMON 443304100 3 100 SH DEFINED 25 0 0 100
HUB GROUP INC CL A COMMON 443320106 3050 58400 SH DEFINED 16 33000 0 25400
HUB GROUP INC CL A COMMON 443320106 73 1400 SH DEFINED 16,15 1400 0 0
HUB GROUP INC CL A COMMON 443320106 762 14600 SH DEFINED 5,16 14600 0 0
HUB INTERNATIONAL LTD COMMON 44332P101 4 197 SH DEFINED 7 197 0 0
HUBBELL INC -CL A COMMON 443510102 97 2000 SH DEFINED 25 0 0 2000
HUBBELL INC CL B COMMON 443510201 99 1900 SH DEFINED 16 1900 0 0
HUBBELL INC CL B COMMON 443510201 2375 45404 SH DEFINED 25 6804 0 38600
HUBBELL INC CL B COMMON 443510201 1082 20690 SH DEFINED 7 20690 0 0
HUDSON HIGHLAND GROUP INC COMMON 443792106 1 21 SH DEFINED 25 0 0 21
HUDSON UNITED BANCORP COMMON 444165104 31725 805600 SH DEFINED 1 805600 0 0
HUDSON UNITED BANCORP COMMON 444165104 356 9050 SH DEFINED 1,3 9050 0 0
HUDSON UNITED BANCORP COMMON 444165104 8809 223700 SH DEFINED 16 143100 0 80600
HUDSON UNITED BANCORP COMMON 444165104 173 4400 SH DEFINED 16,15 4400 0 0
HUDSON UNITED BANCORP COMMON 444165104 484 12300 SH DEFINED 16,9 12300 0 0
HUDSON UNITED BANCORP COMMON 444165104 2566 65150 SH DEFINED 2 65150 0 0
HUDSON UNITED BANCORP COMMON 444165104 2893 73475 SH DEFINED 25 73475 0 0
HUDSON UNITED BANCORP COMMON 444165104 2150 54600 SH DEFINED 5,16 54600 0 0
HUDSON UNITED BANCORP COMMON 444165104 154 3900 SH DEFINED 5,2 3900 0 0
HUDSON UNITED BANCORP COMMON 444165104 74 1888 SH DEFINED 7 1888 0 0
HUGHES SUPPLY INC COMMON 444482103 13325 411900 SH DEFINED 1 411900 0 0
HUGHES SUPPLY INC COMMON 444482103 65 2000 SH DEFINED 16 2000 0 0
HUGHES SUPPLY INC COMMON 444482103 5030 155500 SH DEFINED 2 155500 0 0
HUGHES SUPPLY INC COMMON 444482103 8 254 SH DEFINED 4 254 0 0
HUGHES SUPPLY INC COMMON 444482103 31 950 SH DEFINED 7 950 0 0
HUGOTON ROYALTY TRUST COMMON 444717102 8 300 SH DEFINED 16 300 0 0
HUGOTON ROYALTY TRUST COMMON 444717102 5903 225300 SH DEFINED 25 3000 0 222300
HUMANA INC COMMON 444859102 6235 210000 SH DEFINED 1 210000 0 0
HUMANA INC COMMON 444859102 214 7200 SH DEFINED 10 7200 0 0
HUMANA INC COMMON 444859102 17275 581856 SH DEFINED 16 535556 0 46300
HUMANA INC COMMON 444859102 938 31600 SH DEFINED 16,9 31600 0 0
HUMANA INC COMMON 444859102 588 19800 SH DEFINED 2 19800 0 0
HUMANA INC COMMON 444859102 92 3100 SH DEFINED 24 3100 0 0
HUMANA INC COMMON 444859102 9 309 SH DEFINED 4 309 0 0
HUMANA INC COMMON 444859102 92 3100 SH DEFINED 5,16 3100 0 0
HUMANA INC COMMON 444859102 21 700 SH DEFINED 9 700 0 0
HUMAN GENOME SCIENCES INC COMMON 444903108 166 13800 SH DEFINED 16,9 13800 0 0
HUMAN GENOME SCIENCES INC COMMON 444903108 12 1020 SH DEFINED 25 0 0 1020
HUMMINGBIRD LTD COMMON 44544R101 59349 2228410 SH DEFINED 3 2228410 0 0
HUNT (JB) TRANSPRT SVCS INC COMMON 445658107 2689 59965 SH DEFINED 1 59500 0 465
HUNT (JB) TRANSPRT SVCS INC COMMON 445658107 4095 91300 SH DEFINED 1,3 91300 0 0
HUNT (JB) TRANSPRT SVCS INC COMMON 445658107 1076 24000 SH DEFINED 10,2 24000 0 0
HUNT (JB) TRANSPRT SVCS INC COMMON 445658107 47 1050 SH DEFINED 16 1050 0 0
HUNT (JB) TRANSPRT SVCS INC COMMON 445658107 9 192 SH DEFINED 4 192 0 0
HUNTINGTON BANCSHARES COMMON 446150104 779 31500 SH DEFINED 10,16 31500 0 0
HUNTINGTON BANCSHARES COMMON 446150104 139 5600 SH DEFINED 10,8 5600 0 0
HUNTINGTON BANCSHARES COMMON 446150104 20679 835845 SH DEFINED 16 791245 0 44600
HUNTINGTON BANCSHARES COMMON 446150104 289 11700 SH DEFINED 16,15 11700 0 0
HUNTINGTON BANCSHARES COMMON 446150104 2229 90100 SH DEFINED 16,9 90100 0 0
HUNTINGTON BANCSHARES COMMON 446150104 205 8298 SH DEFINED 24 8298 0 0
HUNTINGTON BANCSHARES COMMON 446150104 193 7800 SH DEFINED 25 0 0 7800
HUNTINGTON BANCSHARES COMMON 446150104 426 17200 SH DEFINED 5,16 17200 0 0
HUNTINGTON BANCSHARES COMMON 446150104 40 1600 SH DEFINED 7 1600 0 0
HUNTINGTON BANCSHARES COMMON 446150104 249 10067 SH DEFINED 9 10067 0 0
HURCO COMPANIES INC COMMON 447324104 4 225 SH DEFINED 7 225 0 0
HURON CONSULTING GROUP INC COMMON 447462102 36 1600 SH DEFINED 25 0 0 1600
HYDROGENICS CORP COMMON 448882100 19 3850 SH DEFINED 7 3850 0 0
HYPERCOM CORP COMMON 44913M105 118 20000 SH DEFINED 25 20000 0 0
HYPERION SOLUTIONS CORP COMMON 44914M104 8942 191800 SH DEFINED 1 191800 0 0
HYTHIAM INC COMMON 44919F104 4 700 SH DEFINED 25 700 0 0
IAC INTERACTIVECORP COMMON 44919P102 65587 2374610 SH DEFINED 1 2374610 0 0
IAC INTERACTIVECORP COMMON 44919P102 29553 1070000 SH DEFINED 1,2 1070000 0 0
IAC INTERACTIVECORP COMMON 44919P102 3577 129500 SH DEFINED 10,23 129500 0 0
IAC INTERACTIVECORP COMMON 44919P102 144 5200 SH DEFINED 16 5200 0 0
IAC INTERACTIVECORP COMMON 44919P102 1071 38770 SH DEFINED 16,15 38770 0 0
IAC INTERACTIVECORP COMMON 44919P102 127 4600 SH DEFINED 16,9 4600 0 0
IAC INTERACTIVECORP COMMON 44919P102 400 14500 SH DEFINED 2 14500 0 0
IAC INTERACTIVECORP COMMON 44919P102 47 1700 SH DEFINED 24 1700 0 0
IAC INTERACTIVECORP COMMON 44919P102 9407 340600 SH DEFINED 25 340600 0 0
IAC INTERACTIVECORP COMMON 44919P102 299122 10829900 SH DEFINED 3 10829900 0 0
IAC INTERACTIVECORP COMMON 44919P102 360 13049 SH DEFINED 9 13049 0 0
IAC INTERACTIVE CORP WT COMMON 44919P128 0 14 SH DEFINED 16 14 0 0
ICOS CORPORATION COMMON 449295104 181 6400 SH DEFINED 16,9 6400 0 0
ICOS CORPORATION COMMON 449295104 27 950 SH DEFINED 25 0 0 950
IHOP CORP COMMON 449623107 2057 49100 SH DEFINED 3 49100 0 0
ING CLARION GL R/E INCOME FD C COMMON 44982G104 0 13 SH DEFINED 16 13 0 0
IMS HEALTH INC COMMON 449934108 142917 6157550 SH DEFINED 1 6157550 0 0
IMS HEALTH INC COMMON 449934108 5963 256900 SH DEFINED 1,2 256900 0 0
IMS HEALTH INC COMMON 449934108 513 22100 SH DEFINED 1,3 22100 0 0
IMS HEALTH INC COMMON 449934108 186 8000 SH DEFINED 10 8000 0 0
IMS HEALTH INC COMMON 449934108 353 15200 SH DEFINED 10,16 15200 0 0
IMS HEALTH INC COMMON 449934108 3317 142900 SH DEFINED 10,23 142900 0 0
IMS HEALTH INC COMMON 449934108 63 2700 SH DEFINED 10,8 2700 0 0
IMS HEALTH INC COMMON 449934108 60 2600 SH DEFINED 12 2600 0 0
IMS HEALTH INC COMMON 449934108 548 23605 SH DEFINED 12,9 23605 0 0
IMS HEALTH INC COMMON 449934108 27937 1203654 SH DEFINED 16 1099554 0 104100
IMS HEALTH INC COMMON 449934108 130 5600 SH DEFINED 16,15 5600 0 0
IMS HEALTH INC COMMON 449934108 1458 62800 SH DEFINED 16,9 62800 0 0
IMS HEALTH INC COMMON 449934108 24 1036 SH DEFINED 17,9 1036 0 0
IMS HEALTH INC COMMON 449934108 5142 221550 SH DEFINED 2 221550 0 0
IMS HEALTH INC COMMON 449934108 67 2900 SH DEFINED 2,23 2900 0 0
IMS HEALTH INC COMMON 449934108 560 24121 SH DEFINED 24 24121 0 0
IMS HEALTH INC COMMON 449934108 756 32564 SH DEFINED 25 6240 0 26324
IMS HEALTH INC COMMON 449934108 275897 11887000 SH DEFINED 3 11887000 0 0
IMS HEALTH INC COMMON 449934108 31368 1351507 SH DEFINED 4 1351507 0 0
IMS HEALTH INC COMMON 449934108 274 11800 SH DEFINED 5,16 11800 0 0
IMS HEALTH INC COMMON 449934108 227 9800 SH DEFINED 5,2 9800 0 0
IMS HEALTH INC COMMON 449934108 235 10121 SH DEFINED 7 10121 0 0
IMS HEALTH INC COMMON 449934108 2130 91792 SH DEFINED 9 91792 0 0
IMS HEALTH INC COMMON 449934108 38 1639 SH DEFINED 9,11 1639 0 0
IMS HEALTH INC COMMON 449934108 435 18735 SH DEFINED 9,14 18735 0 0
ISTAR FINANCIAL INC COMMON 45031U101 32560 719400 SH DEFINED 16 719400 0 0
ISTAR FINANCIAL INC COMMON 45031U101 17 368 SH DEFINED 25 0 0 368
ISTAR FINANCIAL INC COMMON 45031U101 85 1870 SH DEFINED 7 1870 0 0
ISTA PHARMACEUTICALS INC COMMON 45031X204 5 446 SH DEFINED 16 0 0 446
ISTA PHARMACEUTICALS INC COMMON 45031X204 1024 101162 SH DEFINED 19 0 0 101162
ITLA CAPITAL CORPORATION COMMON 450565106 1246 21200 SH DEFINED 16 12300 0 8900
ITLA CAPITAL CORPORATION COMMON 450565106 29 500 SH DEFINED 16,15 500 0 0
ITLA CAPITAL CORPORATION COMMON 450565106 364 6200 SH DEFINED 5,16 6200 0 0
ITT EDUCATIONAL SERVICES INC COMMON 45068B109 999 21000 SH DEFINED 1 21000 0 0
ITT EDUCATIONAL SERVICES INC COMMON 45068B109 33 700 SH DEFINED 10 700 0 0
ITT EDUCATIONAL SERVICES INC COMMON 45068B109 1912 40200 SH DEFINED 16 37000 0 3200
ITT EDUCATIONAL SERVICES INC COMMON 45068B109 109 2300 SH DEFINED 16,9 2300 0 0
ITT EDUCATIONAL SERVICES INC COMMON 45068B109 1094 23000 SH DEFINED 2 23000 0 0
ITT EDUCATIONAL SERVICES INC COMMON 45068B109 14 300 SH DEFINED 5,16 300 0 0
IBIS TECHNOLOGY CORP COMMON 450909106 16 4400 SH DEFINED 25 4400 0 0
ITT INDUSTRIES INC COMMON 450911102 56151 664900 SH DEFINED 1 664900 0 0
ITT INDUSTRIES INC COMMON 450911102 667 7900 SH DEFINED 1,3 7900 0 0
ITT INDUSTRIES INC COMMON 450911102 1860 22026 SH DEFINED 16 22026 0 0
ITT INDUSTRIES INC COMMON 450911102 4932 58400 SH DEFINED 2 58400 0 0
ITT INDUSTRIES INC COMMON 450911102 963 11400 SH DEFINED 24 11400 0 0
ITT INDUSTRIES INC COMMON 450911102 57 670 SH DEFINED 25 0 0 670
ITT INDUSTRIES INC COMMON 450911102 10345 122500 SH DEFINED 3 122500 0 0
ITT INDUSTRIES INC COMMON 450911102 29843 353383 SH DEFINED 4 353383 0 0
ITT INDUSTRIES INC COMMON 450911102 304 3600 SH DEFINED 5,2 3600 0 0
ITT INDUSTRIES INC COMMON 450911102 398 4712 SH DEFINED 7 4712 0 0
ITT INDUSTRIES INC COMMON 450911102 247 2928 SH DEFINED 9 2928 0 0
IAMGOLD CORPORATION COMMON 450913108 4659 700000 SH DEFINED 1 700000 0 0
IAMGOLD CORPORATION COMMON 450913108 4677 702700 SH DEFINED 1,3 702700 0 0
IAMGOLD CORPORATION COMMON 450913108 1065 160000 SH DEFINED 16 160000 0 0
IAMGOLD CORPORATION COMMON 450913108 53 7900 SH DEFINED 2 7900 0 0
IAMGOLD CORPORATION COMMON 450913108 9379 1409100 SH DEFINED 3 1409100 0 0
ICON PLC ADR COMMON 45103T107 10335 269200 SH DEFINED 1 269200 0 0
ICON PLC ADR COMMON 45103T107 3463 90200 SH DEFINED 2 90200 0 0
ICICI BANK LTD ADR COMMON 45104G104 2524 125262 SH DEFINED 10 125262 0 0
ICICI BANK LTD ADR COMMON 45104G104 195 9700 SH DEFINED 10,16 9700 0 0
ICICI BANK LTD ADR COMMON 45104G104 11581 574738 SH DEFINED 10,23 574738 0 0
IDACORP INC COMMON 451107106 3140 102700 SH DEFINED 16 61200 0 41500
IDACORP INC COMMON 451107106 70 2300 SH DEFINED 16,15 2300 0 0
IDACORP INC COMMON 451107106 269 8800 SH DEFINED 25 7000 0 1800
IDACORP INC COMMON 451107106 1473 48200 SH DEFINED 5,16 48200 0 0
IDEX CORP COMMON 45167R104 10672 263500 SH DEFINED 1 263500 0 0
IDEX CORP COMMON 45167R104 3993 98600 SH DEFINED 2 98600 0 0
IDEXX LABORATORIES INC COMMON 45168D104 28856 528600 SH DEFINED 1 528600 0 0
IDEXX LABORATORIES INC COMMON 45168D104 1392 25500 SH DEFINED 16 25500 0 0
IDEXX LABORATORIES INC COMMON 45168D104 1801 33000 SH DEFINED 16,23 33000 0 0
IDEXX LABORATORIES INC COMMON 45168D104 617 11300 SH DEFINED 2 11300 0 0
IDEXX LABORATORIES INC COMMON 45168D104 66 1200 SH DEFINED 21 1200 0 0
IDEXX LABORATORIES INC COMMON 45168D104 27 500 SH DEFINED 25 0 0 500
IDEXX LABORATORIES INC COMMON 45168D104 8871 162500 SH DEFINED 3 162500 0 0
IDEXX LABORATORIES INC COMMON 45168D104 102 1875 SH DEFINED 7 1875 0 0
ILLINOIS TOOL WORKS COMMON 452308109 96386 1039985 SH DEFINED 1 1039985 0 0
ILLINOIS TOOL WORKS COMMON 452308109 33671 363300 SH DEFINED 1,2 363300 0 0
ILLINOIS TOOL WORKS COMMON 452308109 2011 21700 SH DEFINED 10,16 21700 0 0
ILLINOIS TOOL WORKS COMMON 452308109 167120 1803189 SH DEFINED 16 1410931 120 392138
ILLINOIS TOOL WORKS COMMON 452308109 1261 13610 SH DEFINED 16,23 13610 0 0
ILLINOIS TOOL WORKS COMMON 452308109 510 5500 SH DEFINED 16,9 5500 0 0
ILLINOIS TOOL WORKS COMMON 452308109 6955 75045 SH DEFINED 2 75045 0 0
ILLINOIS TOOL WORKS COMMON 452308109 111 1200 SH DEFINED 24 1200 0 0
ILLINOIS TOOL WORKS COMMON 452308109 76512 825552 SH DEFINED 25 156407 0 669145
ILLINOIS TOOL WORKS COMMON 452308109 10158 109600 SH DEFINED 3 109600 0 0
ILLINOIS TOOL WORKS COMMON 452308109 1857 20040 SH DEFINED 5,16 20040 0 0
ILLINOIS TOOL WORKS COMMON 452308109 779 8400 SH DEFINED 7 8400 0 0
ILLINOIS TOOL WORKS COMMON 452308109 185 2000 SH DEFINED 8 2000 0 0
ILLINOIS TOOL WORKS COMMON 452308109 838 9045 SH DEFINED 9 9045 0 0
ILLUMINA INC COMMON 452327109 606 63900 SH DEFINED 16 35500 0 28400
ILLUMINA INC COMMON 452327109 13 1400 SH DEFINED 16,15 1400 0 0
ILLUMINA INC COMMON 452327109 1034 109100 SH DEFINED 3 109100 0 0
ILLUMINA INC COMMON 452327109 79 8300 SH DEFINED 5,16 8300 0 0
IMATION CORP COMMON 45245A107 8 263 SH DEFINED 25 0 0 263
IMATION CORP COMMON 45245A107 19 586 SH DEFINED 7 586 0 0
IMAX CORP COMMON 45245E109 8390 1017100 SH DEFINED 1 1017100 0 0
IMAX CORP COMMON 45245E109 3148 381600 SH DEFINED 2 381600 0 0
IMCLONE SYSTEMS COMMON 45245W109 9704 210600 SH DEFINED 3 210600 0 0
IMCLONE SYSTEMS COMMON 45245W109 1269 27533 SH DEFINED 7 27533 0 0
IMCLONE SYSTEMS COMMON 45245W109 9 200 SH DEFINED 9 200 0 0
IMAGISTICS INTL INC COMMON 45247T104 52 1534 SH DEFINED 25 982 0 552
IMMUCOR INC COMMON 452526106 15113 642845 SH DEFINED 1 642845 0 0
IMMUCOR INC COMMON 452526106 3471 147650 SH DEFINED 16 79100 0 68550
IMMUCOR INC COMMON 452526106 89 3800 SH DEFINED 16,15 3800 0 0
IMMUCOR INC COMMON 452526106 5679 241550 SH DEFINED 2 241550 0 0
IMMUCOR INC COMMON 452526106 447 19000 SH DEFINED 5,16 19000 0 0
IMMUNE RESPONSE CORP- WARRANT COMMON 45252T122 6 10592 SH DEFINED 7 10592 0 0
IMMUNE RESPONSE CORP COMMON 45252T205 43 26481 SH DEFINED 7 26481 0 0
IMMUNOGEN INC COMMON 45253H101 18 2000 SH DEFINED 7 2000 0 0
IMPCO TECHNOLOGIES INC COMMON 45255W106 24 3225 SH DEFINED 7 3225 0 0
IMPAX LABS COMMON 45256B101 27101 1706600 SH DEFINED 1 1706600 0 0
IMPAX LABS COMMON 45256B101 719 45300 SH DEFINED 16 45300 0 0
IMPAX LABS COMMON 45256B101 1747 110000 SH DEFINED 16,23 110000 0 0
IMPAX LABS COMMON 45256B101 2409 151700 SH DEFINED 2 151700 0 0
IMPAX LABS COMMON 45256B101 160 10100 SH DEFINED 25 0 0 10100
IMPERIAL OIL LTD COMMON 453038408 503 8500 SH DEFINED 1 8500 0 0
IMPERIAL OIL LTD COMMON 453038408 9028 152700 SH DEFINED 1,3 152700 0 0
IMPERIAL OIL LTD COMMON 453038408 879 14800 SH DEFINED 16 14800 0 0
IMPERIAL OIL LTD COMMON 453038408 95 1600 SH DEFINED 2 1600 0 0
IMPERIAL OIL LTD COMMON 453038408 19872 336100 SH DEFINED 3 336100 0 0
IMPERIAL OIL LTD COMMON 453038408 420 7102 SH DEFINED 9 7102 0 0
IMPERIAL TOBACCO GROUP ADR COMMON 453142101 434 7856 SH DEFINED 4 7856 0 0
INAMED CORP COMMON 453235103 25445 402300 SH DEFINED 1 402300 0 0
INAMED CORP COMMON 453235103 335 5300 SH DEFINED 16 0 0 5300
INAMED CORP COMMON 453235103 2366 37400 SH DEFINED 2 30000 0 7400
INAMED CORP COMMON 453235103 14048 222100 SH DEFINED 3 222100 0 0
INCO LTD COMMON 453258402 4414 120000 SH DEFINED 1 120000 0 0
INCO LTD COMMON 453258402 15521 424500 SH DEFINED 1,3 424500 0 0
INCO LTD COMMON 453258402 394 10700 SH DEFINED 16 10700 0 0
INCO LTD COMMON 453258402 197 5400 SH DEFINED 2 5400 0 0
INCO LTD COMMON 453258402 20080 549200 SH DEFINED 3 549200 0 0
INCO LTD COMMON 453258402 766 20840 SH DEFINED 7 20840 0 0
INCO LTD COMMON 453258402 327 8955 SH DEFINED 9 8955 0 0
INCYTE CORP COMMON 45337C102 2145 214700 SH DEFINED 1 214700 0 0
INCYTE CORP COMMON 45337C102 250 25000 SH DEFINED 12,2 25000 0 0
INDEPENDENCE COMMUNITY BANK COMMON 453414104 26 600 SH DEFINED 7 600 0 0
INDEPENDENT BANK CORP MASS COMMON 453836108 385 11400 SH DEFINED 16 6900 0 4500
INDEPENDENT BANK CORP MASS COMMON 453836108 10 300 SH DEFINED 16,15 300 0 0
INDEPENDENT BANK CORP MASS COMMON 453836108 152 4500 SH DEFINED 5,16 4500 0 0
INDEPENDENT BANK CORP - MICH COMMON 453838104 1101 36900 SH DEFINED 16 21000 0 15900
INDEPENDENT BANK CORP - MICH COMMON 453838104 27 900 SH DEFINED 16,15 900 0 0
INDEPENDENT BANK CORP - MICH COMMON 453838104 280 9400 SH DEFINED 5,16 9400 0 0
INDEVUS PHARMACEUTICALS INC COMMON 454072109 10424 1749000 SH DEFINED 1 1749000 0 0
INDEVUS PHARMACEUTICALS INC COMMON 454072109 1214 203700 SH DEFINED 12,2 203700 0 0
INDEVUS PHARMACEUTICALS INC COMMON 454072109 898 150600 SH DEFINED 16 129800 0 20800
INDEVUS PHARMACEUTICALS INC COMMON 454072109 7 1200 SH DEFINED 16,15 1200 0 0
INDEVUS PHARMACEUTICALS INC COMMON 454072109 1562 262000 SH DEFINED 16,23 262000 0 0
INDEVUS PHARMACEUTICALS INC COMMON 454072109 544 91300 SH DEFINED 2 91300 0 0
INDEVUS PHARMACEUTICALS INC COMMON 454072109 35 5800 SH DEFINED 5,16 5800 0 0
INDIA FUND INC COMMON 454089103 148 4986 SH DEFINED 25 0 0 4986
INDIA FUND INC COMMON 454089103 1562 52700 SH DEFINED 7 52700 0 0
INDYMAC MORTGAGE HOLDINGS COMMON 456607100 107 3100 SH DEFINED 10 3100 0 0
INDYMAC MORTGAGE HOLDINGS COMMON 456607100 16150 468800 SH DEFINED 16 408000 0 60800
INDYMAC MORTGAGE HOLDINGS COMMON 456607100 86 2500 SH DEFINED 16,15 2500 0 0
INDYMAC MORTGAGE HOLDINGS COMMON 456607100 1144 33200 SH DEFINED 16,9 33200 0 0
INDYMAC MORTGAGE HOLDINGS COMMON 456607100 14 400 SH DEFINED 25 0 0 400
INDYMAC MORTGAGE HOLDINGS COMMON 456607100 469 13600 SH DEFINED 5,16 13600 0 0
INFINEON TECHNOLOGIES AG ADR COMMON 45662N103 491 45000 SH DEFINED 21 45000 0 0
INFINITY PROPERTY & CASUALTY COMMON 45665Q103 2506 71200 SH DEFINED 16 48100 0 23100
INFINITY PROPERTY & CASUALTY COMMON 45665Q103 46 1300 SH DEFINED 16,15 1300 0 0
INFINITY PROPERTY & CASUALTY COMMON 45665Q103 225 6400 SH DEFINED 5,16 6400 0 0
INFORMATICA CORP COMMON 45666Q102 3695 455000 SH DEFINED 1 455000 0 0
INFOSYS TECHNOLOGIES LTD ADR COMMON 456788108 12899 186100 SH DEFINED 1 186100 0 0
INFOSYS TECHNOLOGIES LTD ADR COMMON 456788108 186 2680 SH DEFINED 1,3 2680 0 0
INFOSYS TECHNOLOGIES LTD ADR COMMON 456788108 416 6000 SH DEFINED 10 6000 0 0
INFOSYS TECHNOLOGIES LTD ADR COMMON 456788108 991 14300 SH DEFINED 2 14300 0 0
INFOSYS TECHNOLOGIES LTD ADR COMMON 456788108 374 5394 SH DEFINED 4 5394 0 0
INFOSPACE INC COMMON 45678T201 9662 203200 SH DEFINED 1 203200 0 0
INFOSPACE INC COMMON 45678T201 10604 223000 SH DEFINED 16 133900 0 89100
INFOSPACE INC COMMON 45678T201 233 4900 SH DEFINED 16,15 4900 0 0
INFOSPACE INC COMMON 45678T201 1094 23000 SH DEFINED 16,23 23000 0 0
INFOSPACE INC COMMON 45678T201 2601 54700 SH DEFINED 5,16 54700 0 0
INFOSPACE INC COMMON 45678T201 9 190 SH DEFINED 7 190 0 0
ING GROEP NV ADR COMMON 456837103 40666 1344330 SH DEFINED 13 1306260 0 38070
ING GROEP NV ADR COMMON 456837103 49678 1642239 SH DEFINED 16 1590525 0 51714
ING GROEP NV ADR COMMON 456837103 2 80 SH DEFINED 25 0 0 80
INGRAM MICRO INC CL A COMMON 457153104 77 3700 SH DEFINED 10 3700 0 0
INGRAM MICRO INC CL A COMMON 457153104 129 6200 SH DEFINED 12 6200 0 0
INGRAM MICRO INC CL A COMMON 457153104 1030 49537 SH DEFINED 12,9 49537 0 0
INGRAM MICRO INC CL A COMMON 457153104 7299 350900 SH DEFINED 16 329300 0 21600
INGRAM MICRO INC CL A COMMON 457153104 229 11000 SH DEFINED 16,9 11000 0 0
INGRAM MICRO INC CL A COMMON 457153104 756 36340 SH DEFINED 24 36340 0 0
INGRAM MICRO INC CL A COMMON 457153104 33 1600 SH DEFINED 5,16 1600 0 0
INGRAM MICRO INC CL A COMMON 457153104 4094 196817 SH DEFINED 9 196817 0 0
INGRAM MICRO INC CL A COMMON 457153104 684 32873 SH DEFINED 9,14 32873 0 0
INLAND REAL ESTATE CORP COMMON 457461200 16280 1020708 SH DEFINED 16 695908 0 324800
INLAND REAL ESTATE CORP COMMON 457461200 346 21700 SH DEFINED 5,16 21700 0 0
INNODATA ISOGEN INC COMMON 457642205 11 1092 SH DEFINED 25 0 0 1092
INPUT/OUTPUT INC COMMON 457652105 239 27000 SH DEFINED 6 27000 0 0
INSIGHT ENTERPRISES INC COMMON 45765U103 15692 764700 SH DEFINED 1 764700 0 0
INSIGHT ENTERPRISES INC COMMON 45765U103 3930 191500 SH DEFINED 2 191500 0 0
INSITUFORM TECHNOLOGIES CL A COMMON 457667103 60 2650 SH DEFINED 7 2650 0 0
INSIGHT COMMUNICATIONS CO COMMON 45768V108 2690 290200 SH DEFINED 16 181500 0 108700
INSIGHT COMMUNICATIONS CO COMMON 45768V108 56 6000 SH DEFINED 16,15 6000 0 0
INSIGHT COMMUNICATIONS CO COMMON 45768V108 646 69700 SH DEFINED 5,16 69700 0 0
INNOVATIVE SOLUTIONS & SUPP COMMON 45769N105 294 8800 SH DEFINED 16 4800 0 4000
INNOVATIVE SOLUTIONS & SUPP COMMON 45769N105 7 200 SH DEFINED 16,15 200 0 0
INNOVATIVE SOLUTIONS & SUPP COMMON 45769N105 40 1200 SH DEFINED 5,16 1200 0 0
INNKEEPERS USA TRUST COMMON 4576J0104 11832 833267 SH DEFINED 16 470988 0 362279
INNKEEPERS USA TRUST COMMON 4576J0104 1553 109400 SH DEFINED 5,16 109400 0 0
INSTINET GROUP INC COMMON 457750107 107 17700 SH DEFINED 7 17700 0 0
INTEGRA LIFESCIENCES HOLDING COMMON 457985208 14783 400300 SH DEFINED 1 400300 0 0
INTEGRA LIFESCIENCES HOLDING COMMON 457985208 5580 151100 SH DEFINED 2 151100 0 0
INSURED MUNI INCOME FUND CF COMMON 45809F104 8 636 SH DEFINED 25 0 0 636
INTEGRATED DEVICE TECH INC COMMON 458118106 6016 520400 SH DEFINED 16 281800 0 238600
INTEGRATED DEVICE TECH INC COMMON 458118106 150 13000 SH DEFINED 16,15 13000 0 0
INTEGRATED DEVICE TECH INC COMMON 458118106 17 1450 SH DEFINED 4 1450 0 0
INTEGRATED DEVICE TECH INC COMMON 458118106 822 71100 SH DEFINED 5,16 71100 0 0
INTEGRATED CIRCUIT SYSTEMS COMMON 45811K208 5527 264200 SH DEFINED 1 264200 0 0
INTEGRATED CIRCUIT SYSTEMS COMMON 45811K208 2075 99200 SH DEFINED 2 99200 0 0
INTEGRATED SILICON SOLUTION COMMON 45812P107 5225 637200 SH DEFINED 1 637200 0 0
INTEGRATED SILICON SOLUTION COMMON 45812P107 40 4850 SH DEFINED 7 4850 0 0
INTEL CORP COMMON 458140100 186105 7956590 SH DEFINED 1 7956590 0 0
INTEL CORP COMMON 458140100 44195 1889500 SH DEFINED 1,2 1889500 0 0
INTEL CORP COMMON 458140100 12974 554700 SH DEFINED 1,3 554700 0 0
INTEL CORP COMMON 458140100 18061 772159 SH DEFINED 10 772159 0 0
INTEL CORP COMMON 458140100 10769 460402 SH DEFINED 10,16 460402 0 0
INTEL CORP COMMON 458140100 1941 83000 SH DEFINED 10,2 83000 0 0
INTEL CORP COMMON 458140100 1410 60300 SH DEFINED 10,8 60300 0 0
INTEL CORP COMMON 458140100 88 3755 SH DEFINED 12 3755 0 0
INTEL CORP COMMON 458140100 766 32729 SH DEFINED 12,9 32729 0 0
INTEL CORP COMMON 458140100 425764 18202831 SH DEFINED 16 14190832 752 4011247
INTEL CORP COMMON 458140100 2942 125800 SH DEFINED 16,15 125800 0 0
INTEL CORP COMMON 458140100 7098 303470 SH DEFINED 16,23 303470 0 0
INTEL CORP COMMON 458140100 12263 524300 SH DEFINED 16,9 524300 0 0
INTEL CORP COMMON 458140100 65 2800 SH DEFINED 17,9 2800 0 0
INTEL CORP COMMON 458140100 30973 1324200 SH DEFINED 2 1324200 0 0
INTEL CORP COMMON 458140100 515 22000 SH DEFINED 21 22000 0 0
INTEL CORP COMMON 458140100 5508 235487 SH DEFINED 24 235487 0 0
INTEL CORP COMMON 458140100 56821 2429266 SH DEFINED 25 322233 0 2107033
INTEL CORP COMMON 458140100 40 1729 SH DEFINED 4 1729 0 0
INTEL CORP COMMON 458140100 7641 326670 SH DEFINED 5,16 290740 0 35930
INTEL CORP COMMON 458140100 1319 56377 SH DEFINED 6 56377 0 0
INTEL CORP COMMON 458140100 27696 1184111 SH DEFINED 7 1184111 0 0
INTEL CORP COMMON 458140100 10544 450782 SH DEFINED 9 450782 0 0
INTEL CORP COMMON 458140100 200 8548 SH DEFINED 9,11 8548 0 0
INTEL CORP COMMON 458140100 599 25596 SH DEFINED 9,14 25596 0 0
INTER-TEL INC COMMON 458372109 33 1200 SH DEFINED 7 1200 0 0
INTERCONTINENTAL HOT-ADR COMMON 458573201 179 14204 SH DEFINED 7 14204 0 0
INTERFACE INC COMMON 458665106 20 2000 SH DEFINED 25 0 0 2000
INTERFACE INC COMMON 458665106 46 4625 SH DEFINED 7 4625 0 0
INTERDIGITAL COMM CORP COMMON 45866A105 7 300 SH DEFINED 25 0 0 300
INTERGRAPH CORP COMMON 458683109 32133 1193200 SH DEFINED 1 1193200 0 0
INTERGRAPH CORP COMMON 458683109 269 10000 SH DEFINED 1,3 10000 0 0
INTERGRAPH CORP COMMON 458683109 5499 204200 SH DEFINED 2 204200 0 0
INTERGRAPH CORP COMMON 458683109 135 5000 SH DEFINED 5,2 5000 0 0
INTERGROUP CORP COMMON 458685104 24 1687 SH DEFINED 6 1687 0 0
INTERMUNE PHARMACEUTICALS COMMON 45884X103 207 15600 SH DEFINED 16 15600 0 0
INTERNAP NETWORK SERVICES COMMON 45885A102 0 1 SH DEFINED 7 1 0 0
INTERNATIONAL ALUMINUM CO COMMON 458884103 0 0 SH DEFINED 25 0 0 0
INTEGRATED ALARM SERVICES COMMON 45890M109 9927 1808200 SH DEFINED 10 1808200 0 0
INTEGRATED ALARM SERVICES COMMON 45890M109 456 83000 SH DEFINED 10,23 83000 0 0
INTL BUSINESS MACHINES CORP COMMON 459200101 166789 1691915 SH DEFINED 1 1690700 0 1215
INTL BUSINESS MACHINES CORP COMMON 459200101 41206 418000 SH DEFINED 1,2 418000 0 0
INTL BUSINESS MACHINES CORP COMMON 459200101 48876 495800 SH DEFINED 10 495800 0 0
INTL BUSINESS MACHINES CORP COMMON 459200101 18997 192710 SH DEFINED 10,16 192710 0 0
INTL BUSINESS MACHINES CORP COMMON 459200101 2563 26000 SH DEFINED 10,8 26000 0 0
INTL BUSINESS MACHINES CORP COMMON 459200101 95 962 SH DEFINED 12 962 0 0
INTL BUSINESS MACHINES CORP COMMON 459200101 846 8586 SH DEFINED 12,9 8586 0 0
INTL BUSINESS MACHINES CORP COMMON 459200101 1096 11122 SH DEFINED 13 11122 0 0
INTL BUSINESS MACHINES CORP COMMON 459200101 426076 4322139 SH DEFINED 16 3631990 110 690039
INTL BUSINESS MACHINES CORP COMMON 459200101 5343 54200 SH DEFINED 16,15 54200 0 0
INTL BUSINESS MACHINES CORP COMMON 459200101 6089 61770 SH DEFINED 16,23 61770 0 0
INTL BUSINESS MACHINES CORP COMMON 459200101 14156 143600 SH DEFINED 16,9 143600 0 0
INTL BUSINESS MACHINES CORP COMMON 459200101 82 830 SH DEFINED 17,9 830 0 0
INTL BUSINESS MACHINES CORP COMMON 459200101 31792 322500 SH DEFINED 2 322500 0 0
INTL BUSINESS MACHINES CORP COMMON 459200101 4609 46750 SH DEFINED 21 46750 0 0
INTL BUSINESS MACHINES CORP COMMON 459200101 4097 41560 SH DEFINED 24 41560 0 0
INTL BUSINESS MACHINES CORP COMMON 459200101 37823 383674 SH DEFINED 25 53604 0 330070
INTL BUSINESS MACHINES CORP COMMON 459200101 2 21 SH DEFINED 4 21 0 0
INTL BUSINESS MACHINES CORP COMMON 459200101 10097 102420 SH DEFINED 5,16 102420 0 0
INTL BUSINESS MACHINES CORP COMMON 459200101 236 2393 SH DEFINED 6 2393 0 0
INTL BUSINESS MACHINES CORP COMMON 459200101 11476 116412 SH DEFINED 7 116412 0 0
INTL BUSINESS MACHINES CORP COMMON 459200101 641 6500 SH DEFINED 8 6500 0 0
INTL BUSINESS MACHINES CORP COMMON 459200101 13728 139261 SH DEFINED 9 139261 0 0
INTL BUSINESS MACHINES CORP COMMON 459200101 256 2601 SH DEFINED 9,11 2601 0 0
INTL BUSINESS MACHINES CORP COMMON 459200101 607 6155 SH DEFINED 9,14 6155 0 0
INTL FLAVORS & FRAGRANCES COMMON 459506101 108464 2531850 SH DEFINED 1 2531850 0 0
INTL FLAVORS & FRAGRANCES COMMON 459506101 1559 36400 SH DEFINED 1,3 36400 0 0
INTL FLAVORS & FRAGRANCES COMMON 459506101 2795 65240 SH DEFINED 16 65240 0 0
INTL FLAVORS & FRAGRANCES COMMON 459506101 9802 228800 SH DEFINED 2 228800 0 0
INTL FLAVORS & FRAGRANCES COMMON 459506101 1006 23491 SH DEFINED 24 23491 0 0
INTL FLAVORS & FRAGRANCES COMMON 459506101 523 12200 SH DEFINED 25 0 0 12200
INTL FLAVORS & FRAGRANCES COMMON 459506101 66316 1547991 SH DEFINED 4 1547991 0 0
INTL FLAVORS & FRAGRANCES COMMON 459506101 651 15200 SH DEFINED 5,2 15200 0 0
INTL FLAVORS & FRAGRANCES COMMON 459506101 210 4900 SH DEFINED 7 4900 0 0
INTL GAME TECHNOLOGY COMMON 459902102 55905 1626100 SH DEFINED 1 1626100 0 0
INTL GAME TECHNOLOGY COMMON 459902102 1575 45810 SH DEFINED 10,16 45810 0 0
INTL GAME TECHNOLOGY COMMON 459902102 123848 3602314 SH DEFINED 16 2978614 0 623700
INTL GAME TECHNOLOGY COMMON 459902102 7016 204072 SH DEFINED 16,15 204072 0 0
INTL GAME TECHNOLOGY COMMON 459902102 1043 30330 SH DEFINED 16,23 30330 0 0
INTL GAME TECHNOLOGY COMMON 459902102 21 609 SH DEFINED 17,9 609 0 0
INTL GAME TECHNOLOGY COMMON 459902102 435 12656 SH DEFINED 25 4200 0 8456
INTL GAME TECHNOLOGY COMMON 459902102 25 737 SH DEFINED 4 737 0 0
INTL GAME TECHNOLOGY COMMON 459902102 1708 49680 SH DEFINED 5,16 49680 0 0
INTL GAME TECHNOLOGY COMMON 459902102 5942 172839 SH DEFINED 7 172839 0 0
INTL GAME TECHNOLOGY COMMON 459902102 414 12040 SH DEFINED 9 12040 0 0
INTL PAPER CAPITAL TRUST CVT P CONVERT 460137300 49 975 SH DEFINED 25 0 0 975
INTERNATIONAL PAPER CO COMMON 460146103 12684 302000 SH DEFINED 10 302000 0 0
INTERNATIONAL PAPER CO COMMON 460146103 59 1400 SH DEFINED 10,16 1400 0 0
INTERNATIONAL PAPER CO COMMON 460146103 21 500 SH DEFINED 13 500 0 0
INTERNATIONAL PAPER CO COMMON 460146103 22836 543708 SH DEFINED 16 117082 0 426626
INTERNATIONAL PAPER CO COMMON 460146103 24729 588791 SH DEFINED 25 122166 0 466625
INTERNATIONAL PAPER CO COMMON 460146103 711 16917 SH DEFINED 7 14505 0 2412
INTERNATIONAL PAPER CO COMMON 460146103 168 4000 SH DEFINED 8 4000 0 0
INTERNATIONAL PAPER CO COMMON 460146103 634 15106 SH DEFINED 9 15106 0 0
INTL RECTIFIER CORP COMMON 460254105 53 1200 SH DEFINED 7 1200 0 0
INTL RECTIFIER(IRF) CVT 144A 4 CONVERT 460254AD7 25 25000 SH DEFINED 25 0 0 25000
INTERNET CAPITAL GROUP INC COMMON 46059C205 0 3 SH DEFINED 7 3 0 0
INTERNET SECURITY SYSYTEMS COMMON 46060X107 15044 647050 SH DEFINED 1 647050 0 0
INTERNET SECURITY SYSYTEMS COMMON 46060X107 3227 138800 SH DEFINED 16 82800 0 56000
INTERNET SECURITY SYSYTEMS COMMON 46060X107 72 3100 SH DEFINED 16,15 3100 0 0
INTERNET SECURITY SYSYTEMS COMMON 46060X107 5645 242800 SH DEFINED 2 242800 0 0
INTERNET SECURITY SYSYTEMS COMMON 46060X107 9 400 SH DEFINED 25 0 0 400
INTERNET SECURITY SYSYTEMS COMMON 46060X107 1395 60000 SH DEFINED 3 60000 0 0
INTERNET SECURITY SYSYTEMS COMMON 46060X107 407 17500 SH DEFINED 5,16 17500 0 0
INTERPUBLIC GROUP COS INC COMMON 460690100 273164 20385370 SH DEFINED 1 20385370 0 0
INTERPUBLIC GROUP COS INC COMMON 460690100 10774 804036 SH DEFINED 10 804036 0 0
INTERPUBLIC GROUP COS INC COMMON 460690100 1631 121700 SH DEFINED 10,23 121700 0 0
INTERPUBLIC GROUP COS INC COMMON 460690100 3045 227208 SH DEFINED 16 227208 0 0
INTERPUBLIC GROUP COS INC COMMON 460690100 3773 281550 SH DEFINED 2 281550 0 0
INTERPUBLIC GROUP COS INC COMMON 460690100 181 13500 SH DEFINED 2,23 13500 0 0
INTERPUBLIC GROUP COS INC COMMON 460690100 625 46656 SH DEFINED 25 0 0 46656
INTERPUBLIC GROUP COS INC COMMON 460690100 16345 1219790 SH DEFINED 4 1219790 0 0
INTERPUBLIC GROUP COS INC COMMON 460690100 82 6140 SH DEFINED 7 6140 0 0
INTERPUBLIC GROUP COS INC COMMON 460690100 207 15474 SH DEFINED 9 15474 0 0
INTERPUBLIC GROUP CVP 5.375 12 PREFERRED 460690308 960 19600 SH DEFINED 25 19600 0 0
INTERSIL CORP COMMON 46069S109 12270 734300 SH DEFINED 1 734300 0 0
INTERSIL CORP COMMON 46069S109 1439 86100 SH DEFINED 2 86100 0 0
INTERSIL CORP COMMON 46069S109 4 269 SH DEFINED 4 269 0 0
INTRAWEST CORP COMMON 460915200 9125 396902 SH DEFINED 1 396902 0 0
INTRAWEST CORP COMMON 460915200 23 1000 SH DEFINED 16 1000 0 0
INTRAWEST CORP COMMON 460915200 1221 53130 SH DEFINED 16,15 53130 0 0
INTRAWEST CORP COMMON 460915200 319 13893 SH DEFINED 9 13893 0 0
INTERTAPE POLYMER GROUP INC COMMON 460919103 24 2625 SH DEFINED 7 2625 0 0
INTERSECTIONS INC COMMON 460981301 219 12700 SH DEFINED 16 12700 0 0
INTERVOICE INC COMMON 461142101 2874 215300 SH DEFINED 1 215300 0 0
INTERVOICE INC COMMON 461142101 2159 161700 SH DEFINED 16 90800 0 70900
INTERVOICE INC COMMON 461142101 53 4000 SH DEFINED 16,15 4000 0 0
INTERVOICE INC COMMON 461142101 546 40900 SH DEFINED 5,16 40900 0 0
INTERWOVEN INC COMMON 46114T508 2 148 SH DEFINED 25 0 0 148
INTRALASE CORP COMMON 461169104 12919 550226 SH DEFINED 1 550226 0 0
INTRALASE CORP COMMON 461169104 474 20200 SH DEFINED 16 20200 0 0
INTRALASE CORP COMMON 461169104 1174 50000 SH DEFINED 16,23 50000 0 0
INTRALASE CORP COMMON 461169104 413 17600 SH DEFINED 2 17600 0 0
INTRALASE CORP COMMON 461169104 5 222 SH DEFINED 4 222 0 0
INTUIT INC COMMON 461202103 133345 3029870 SH DEFINED 1 3029870 0 0
INTUIT INC COMMON 461202103 18704 425000 SH DEFINED 1,2 425000 0 0
INTUIT INC COMMON 461202103 550 12500 SH DEFINED 1,3 12500 0 0
INTUIT INC COMMON 461202103 3600 81795 SH DEFINED 16 68595 0 13200
INTUIT INC COMMON 461202103 467 10600 SH DEFINED 16,9 10600 0 0
INTUIT INC COMMON 461202103 7130 162000 SH DEFINED 2 150300 0 11700
INTUIT INC COMMON 461202103 44 1000 SH DEFINED 24 1000 0 0
INTUIT INC COMMON 461202103 168 3815 SH DEFINED 25 0 0 3815
INTUIT INC COMMON 461202103 18805 427300 SH DEFINED 4 427300 0 0
INTUIT INC COMMON 461202103 233 5300 SH DEFINED 5,2 5300 0 0
INTUIT INC COMMON 461202103 95 2150 SH DEFINED 7 2150 0 0
INTUIT INC COMMON 461202103 506 11492 SH DEFINED 9 11492 0 0
INTUIT INC COMMON 461202103 18 401 SH DEFINED 9,11 401 0 0
INVACARE CORP COMMON 461203101 4964 107300 SH DEFINED 1 107300 0 0
INVACARE CORP COMMON 461203101 98 2118 SH DEFINED 25 0 0 2118
INVACARE CORP COMMON 461203101 88 1900 SH DEFINED 7 1900 0 0
INTUITIVE SURGICAL INC COMMON 46120E602 15248 381000 SH DEFINED 1 381000 0 0
INTUITIVE SURGICAL INC COMMON 46120E602 5775 144300 SH DEFINED 2 144300 0 0
INVERNESS MEDICAL INNOVATION COMMON 46126P106 1333 53100 SH DEFINED 3 53100 0 0
INVERNESS MEDICAL INNOVATION COMMON 46126P106 64 2547 SH DEFINED 7 2547 0 0
INVESTMENT TECHNOLOGY GROUP COMMON 46145F105 782 39100 SH DEFINED 1 39100 0 0
INVESTMENT TECHNOLOGY GROUP COMMON 46145F105 8 400 SH DEFINED 16 400 0 0
INVITROGEN CORP COMMON 46185R100 45702 680800 SH DEFINED 1 680800 0 0
INVITROGEN CORP COMMON 46185R100 188 2800 SH DEFINED 10 2800 0 0
INVITROGEN CORP COMMON 46185R100 1027 15300 SH DEFINED 12,2 15300 0 0
INVITROGEN CORP COMMON 46185R100 12761 190100 SH DEFINED 16 172000 0 18100
INVITROGEN CORP COMMON 46185R100 363 5400 SH DEFINED 16,9 5400 0 0
INVITROGEN CORP COMMON 46185R100 5068 75500 SH DEFINED 2 71000 0 4500
INVITROGEN CORP COMMON 46185R100 54 800 SH DEFINED 24 800 0 0
INVITROGEN CORP COMMON 46185R100 22589 336500 SH DEFINED 3 336500 0 0
INVITROGEN CORP COMMON 46185R100 81 1200 SH DEFINED 5,16 1200 0 0
INVITROGEN CORP COMMON 46185R100 356 5303 SH DEFINED 9 5303 0 0
INVITROGEN CORP COMMON 46185R100 28 420 SH DEFINED 9,11 420 0 0
INVESTORS FINANCIAL SVCS CP COMMON 461915100 130963 2620300 SH DEFINED 1 2620300 0 0
INVESTORS FINANCIAL SVCS CP COMMON 461915100 18992 380000 SH DEFINED 1,2 380000 0 0
INVESTORS FINANCIAL SVCS CP COMMON 461915100 1533 30672 SH DEFINED 16 22172 0 8500
INVESTORS FINANCIAL SVCS CP COMMON 461915100 285 5700 SH DEFINED 16,9 5700 0 0
INVESTORS FINANCIAL SVCS CP COMMON 461915100 16158 323280 SH DEFINED 2 312380 0 10900
INVESTORS FINANCIAL SVCS CP COMMON 461915100 15169 303508 SH DEFINED 7 303508 0 0
INVESTORS FINANCIAL SVCS CP COMMON 461915100 37 738 SH DEFINED 9 738 0 0
IKON OFFICE CVT (IKN) 144A 5.0 CONVERT 462230AA1 19325 18900000 SH DEFINED 16 2850000 0 16050000
BANK OF IRELAND ADR COMMON 46267Q103 169 2533 SH DEFINED 4 2533 0 0
IRIS INTERNATIONAL INC COMMON 46270W105 1 100 SH DEFINED 7 100 0 0
IRON MOUNTAIN INC COMMON 462846106 66460 2179737 SH DEFINED 1 2179737 0 0
IRON MOUNTAIN INC COMMON 462846106 442 14500 SH DEFINED 16 0 0 14500
IRON MOUNTAIN INC COMMON 462846106 5705 187100 SH DEFINED 2 170200 0 16900
IRON MOUNTAIN INC COMMON 462846106 23 757 SH DEFINED 25 757 0 0
IRON MOUNTAIN INC COMMON 462846106 13 425 SH DEFINED 7 425 0 0
IRWIN FINANCIAL CORP COMMON 464119106 2740 96500 SH DEFINED 16 56700 0 39800
IRWIN FINANCIAL CORP COMMON 464119106 62 2200 SH DEFINED 16,15 2200 0 0
IRWIN FINANCIAL CORP COMMON 464119106 1130 39800 SH DEFINED 5,16 39800 0 0
ISCO INTERNATIONAL INC COMMON 46426P103 1 3480 SH DEFINED 25 0 0 3480
ISHARES MSCI AUSTRALIA INDEX E COMMON 464286103 46 2755 SH DEFINED 16 2755 0 0
ISHARES MSCI BELGIUM INDEX ETF COMMON 464286301 9391 506000 SH DEFINED 16 506000 0 0
ISHARES MSCI EMU ETF COMMON 464286608 145 2000 SH DEFINED 25 0 0 2000
ISHARES MSCI PACIFIC EX JPN ET COMMON 464286665 135 1500 SH DEFINED 25 0 0 1500
ISHARES MSCI SOUH KOREA ETF COMMON 464286772 102 3500 SH DEFINED 25 0 0 3500
ISHARES MSCI JAPAN INDEX ETF COMMON 464286848 87 8000 SH DEFINED 25 0 0 8000
ISHARES MSCI JAPAN INDEX ETF COMMON 464286848 1398 128000 SH DEFINED 7 128000 0 0
ISHARES MSCI HONG KONG INDEX E COMMON 464286871 41 3400 SH DEFINED 25 0 0 3400
ISHARES DJ SELECT DIVIDEND ETF COMMON 464287168 3080 50155 SH DEFINED 25 1760 0 48395
ISHARES DJ SELECT DIVIDEND ETF COMMON 464287168 37 600 SH DEFINED 7 600 0 0
ISHARES LEHMAN TRES INF PR S E COMMON 464287176 251 2372 SH DEFINED 25 1000 0 1372
ISHARES FTSE-XINHUA CHINA 25 E COMMON 464287184 111 2000 SH DEFINED 25 0 0 2000
ISHARES S&P 500 INDEX ETF COMMON 464287200 9699 80159 SH DEFINED 1 80159 0 0
ISHARES S&P 500 INDEX ETF COMMON 464287200 1428 11800 SH DEFINED 16 11800 0 0
ISHARES S&P 500 INDEX ETF COMMON 464287200 920 7600 SH DEFINED 16,15 7600 0 0
ISHARES S&P 500 INDEX ETF COMMON 464287200 16771 138600 SH DEFINED 25 9915 0 128685
ISHARES S&P 500 INDEX ETF COMMON 464287200 1573 13000 SH DEFINED 7 13000 0 0
ISHARES LEHMAN AGG BOND ETF COMMON 464287226 118 1150 SH DEFINED 25 1000 0 150
ISHARES LEHMAN AGG BOND ETF COMMON 464287226 31 300 SH DEFINED 7 300 0 0
ISHARES MSCI EMERGING MKT INC COMMON 464287234 1918 9500 SH DEFINED 1 9500 0 0
ISHARES MSCI EMERGING MKT INC COMMON 464287234 4784 23700 SH DEFINED 1,3 23700 0 0
ISHARES MSCI EMERGING MKT INC COMMON 464287234 848 4200 SH DEFINED 16 4200 0 0
ISHARES MSCI EMERGING MKT INC COMMON 464287234 40 200 SH DEFINED 2 200 0 0
ISHARES MSCI EMERGING MKT INC COMMON 464287234 2073 10270 SH DEFINED 25 1750 0 8520
ISHARES MSCI EMERGING MKT INC COMMON 464287234 3149 15600 SH DEFINED 7 15600 0 0
ISHARES GS$ INVESTOP CORP BD E COMMON 464287242 1650 14791 SH DEFINED 25 0 0 14791
ISHARES GOLDMAN SACHS NAT RE E COMMON 464287374 184 1400 SH DEFINED 25 0 0 1400
ISHARES S&P LATIN AMERICA 40 E COMMON 464287390 161 2000 SH DEFINED 25 0 0 2000
ISHARES S&P 500-BARRA VALUE ET COMMON 464287408 736 11700 SH DEFINED 25 0 0 11700
ISHARES S&P 500-BARRA VALUE ET COMMON 464287408 38 600 SH DEFINED 7 600 0 0
ISHARES LEHMAN 7-10YR TREAS ET COMMON 464287440 102 1200 SH DEFINED 25 0 0 1200
ISHARES LEHMAN 1-3YR TRS BD ET COMMON 464287457 5955 73130 SH DEFINED 25 2630 0 70500
ISHARES MSCI EAFE INDEX ETF COMMON 464287465 2577 16081 SH DEFINED 16 16081 0 0
ISHARES MSCI EAFE INDEX ETF COMMON 464287465 42683 266355 SH DEFINED 25 29160 0 237195
ISHARES MSCI EAFE INDEX ETF COMMON 464287465 19 117 SH DEFINED 4 117 0 0
ISHARES MSCI EAFE INDEX ETF COMMON 464287465 6323 39459 SH DEFINED 7 39459 0 0
ISHARES RUSSELL MIDCAP VALUE E COMMON 464287473 164 1450 SH DEFINED 25 0 0 1450
ISHARES RUSSELL MIDCAP VALUE E COMMON 464287473 87 771 SH DEFINED 7 771 0 0
ISHARES RUSSELL MIDCAP GRWTH E COMMON 464287481 220 2600 SH DEFINED 25 0 0 2600
ISHARES RUSSELL MIDCAP GRWTH E COMMON 464287481 3 40 SH DEFINED 7 40 0 0
ISHARES RUSSELL MIDCAP INDEX E COMMON 464287499 1313 16557 SH DEFINED 25 1570 0 14987
ISHARES RUSSELL MIDCAP INDEX E COMMON 464287499 7143 90047 SH DEFINED 4 90047 0 0
ISHARES RUSSELL MIDCAP INDEX E COMMON 464287499 114 1440 SH DEFINED 7 1440 0 0
ISHARES S&P MIDCAP 400 ETF COMMON 464287507 869 6570 SH DEFINED 25 850 0 5720
ISHARES S&P MIDCAP 400 ETF COMMON 464287507 345 2610 SH DEFINED 7 2610 0 0
ISHARES GOLDMAN SACHS TECH I E COMMON 464287549 33 713 SH DEFINED 7 713 0 0
ISHARES NASDAQ BIOTECH INDEX E COMMON 464287556 84516 1120900 SH DEFINED 1 1120900 0 0
ISHARES NASDAQ BIOTECH INDEX E COMMON 464287556 385 5100 SH DEFINED 16 0 0 5100
ISHARES NASDAQ BIOTECH INDEX E COMMON 464287556 11302 149900 SH DEFINED 2 143500 0 6400
ISHARES NASDAQ BIOTECH INDEX E COMMON 464287556 183 2424 SH DEFINED 25 2200 0 224
ISHARES COHEN & STEERS RLTY ET COMMON 464287564 553 4055 SH DEFINED 25 0 0 4055
ISHARES S&P GLOBAL 100 ETF COMMON 464287572 984 16000 SH DEFINED 1,3 16000 0 0
ISHARES S&P GLOBAL 100 ETF COMMON 464287572 8 124 SH DEFINED 16 124 0 0
ISHARES RUSSELL 1000 VALUE ETF COMMON 464287598 232 3500 SH DEFINED 25 0 0 3500
ISHARES RUSSELL 1000 VALUE ETF COMMON 464287598 3733 56244 SH DEFINED 4 56244 0 0
ISHARES S&P MDCP400 GROWTH ETF COMMON 464287606 289 2150 SH DEFINED 25 0 0 2150
ISHARES RUSSELL 1000 GROWTH ET COMMON 464287614 29 600 SH DEFINED 25 0 0 600
ISHARES RUSSELL 1000 GROWTH ET COMMON 464287614 34 694 SH DEFINED 7 694 0 0
ISHARES RUSSELL 1000 INDEX ETF COMMON 464287622 430 6601 SH DEFINED 1 6601 0 0
ISHARES RUSSELL 1000 INDEX ETF COMMON 464287622 932 14300 SH DEFINED 16,15 14300 0 0
RUSSELL 2000 ISHARES ETF COMMON 464287630 18449 95609 SH DEFINED 25 5650 0 89959
ISHARES RUSSELL 2000 I SHARE E COMMON 464287648 3053 45362 SH DEFINED 25 1750 0 43612
RUSSELL 2000 I SHARE ETF COMMON 464287655 12320 95133 SH DEFINED 25 7340 0 87793
RUSSELL 2000 I SHARE ETF COMMON 464287655 348 2690 SH DEFINED 7 2690 0 0
ISHARES RUSSELL 3000 INDEX ETF COMMON 464287689 9888 143000 SH DEFINED 1 143000 0 0
ISHARES RUSSELL 3000 INDEX ETF COMMON 464287689 193 2797 SH DEFINED 25 0 0 2797
ISHARES DJ US UTILITIES SECT E COMMON 464287697 621 9035 SH DEFINED 25 0 0 9035
ISHARES S&P MIDCAP 400-VALUE E COMMON 464287705 350 2725 SH DEFINED 7 2725 0 0
ISHARES DJ US TECHNOLOGY SEC E COMMON 464287721 5308 109525 SH DEFINED 25 3700 0 105825
ISHARES DOW JONES US REAL EST COMMON 464287739 18 144 SH DEFINED 16 144 0 0
ISHARES DJ US INDUSTRIAL SEC E COMMON 464287754 20 350 SH DEFINED 25 350 0 0
ISHARES DJ US HEALTHCARE SEC E COMMON 464287762 12 200 SH DEFINED 25 0 0 200
ISHARES S&P SMALLCAP 600 ETF COMMON 464287804 6435 39550 SH DEFINED 25 0 0 39550
ISHARES S&P SMALLCAP 600 ETF COMMON 464287804 33 200 SH DEFINED 4 200 0 0
ISHARES S&P SMALLCAP 600 ETF COMMON 464287804 927 5696 SH DEFINED 7 5696 0 0
ISHARES DJ US TOTAL MARKET ETF COMMON 464287846 58 1000 SH DEFINED 25 0 0 1000
ISHARES S&P SMALLCAP 600-VAL E COMMON 464287879 505 4143 SH DEFINED 25 900 0 3243
ISHARES S&P SMALLCAP 600-VAL E COMMON 464287879 814 6685 SH DEFINED 7 6685 0 0
ISHARE S&P 600 GRO ETF COMMON 464287887 439 4100 SH DEFINED 25 500 0 3600
ISIS PHARMACEUTICALS INC COMMON 464330109 10670 1808430 SH DEFINED 1 1808430 0 0
ISIS PHARMACEUTICALS INC COMMON 464330109 1475 250000 SH DEFINED 12,2 250000 0 0
ISIS PHARMACEUTICALS INC COMMON 464330109 944 160000 SH DEFINED 16 160000 0 0
ISIS PHARMACEUTICALS INC COMMON 464330109 2449 415000 SH DEFINED 16,23 415000 0 0
ISIS PHARMACEUTICALS INC COMMON 464330109 1184 200600 SH DEFINED 2 200600 0 0
ISIS PHARMACEUTICALS INC COMMON 464330109 86 14500 SH DEFINED 21 14500 0 0
ITRON INC COMMON 465741106 79 3300 SH DEFINED 7 3300 0 0
IVAX CORP COMMON 465823102 16971 1072750 SH DEFINED 1 1072750 0 0
IVAX CORP COMMON 465823102 0 0 SH DEFINED 16 0 0 0
IVAX CORP COMMON 465823102 2568 162300 SH DEFINED 2 162300 0 0
IVAX CORP COMMON 465823102 296 18732 SH DEFINED 25 3515 0 15217
IXYS CORP COMMON 46600W106 55 5350 SH DEFINED 7 5350 0 0
JDS UNIPHASE CORP COMMON 46612J101 1014 319919 SH DEFINED 16 137231 0 182688
JDS UNIPHASE CORP COMMON 46612J101 86 27141 SH DEFINED 19 0 0 27141
JDS UNIPHASE CORP COMMON 46612J101 105 33262 SH DEFINED 25 18409 0 14853
JDS UNIPHASE CORP COMMON 46612J101 0 89 SH DEFINED 4 89 0 0
JDS UNIPHASE CORP COMMON 46612J101 10 3000 SH DEFINED 6 3000 0 0
JDS UNIPHASE CORP COMMON 46612J101 153 48293 SH DEFINED 9 48293 0 0
JDA SOFTWARE GROUP INC COMMON 46612K108 9 675 SH DEFINED 7 675 0 0
JLG INDUSTRIES INC COMMON 466210101 14157 721200 SH DEFINED 1 721200 0 0
JLG INDUSTRIES INC COMMON 466210101 5383 274200 SH DEFINED 2 274200 0 0
JP MORGAN CHASE & CO COMMON 46625H100 569941 14610117 SH DEFINED 1 14605227 0 4890
JP MORGAN CHASE & CO COMMON 46625H100 95575 2450000 SH DEFINED 1,2 2450000 0 0
JP MORGAN CHASE & CO COMMON 46625H100 7654 196200 SH DEFINED 10 196200 0 0
JP MORGAN CHASE & CO COMMON 46625H100 1575 40370 SH DEFINED 10,16 40370 0 0
JP MORGAN CHASE & CO COMMON 46625H100 283 7260 SH DEFINED 13 7260 0 0
JP MORGAN CHASE & CO COMMON 46625H100 179030 4589333 SH DEFINED 16 3502185 230 1086918
JP MORGAN CHASE & CO COMMON 46625H100 1043 26740 SH DEFINED 16,23 26740 0 0
JP MORGAN CHASE & CO COMMON 46625H100 4108 105300 SH DEFINED 16,9 105300 0 0
JP MORGAN CHASE & CO COMMON 46625H100 61 1570 SH DEFINED 17,9 1570 0 0
JP MORGAN CHASE & CO COMMON 46625H100 55209 1415258 SH DEFINED 2 1415258 0 0
JP MORGAN CHASE & CO COMMON 46625H100 269 6896 SH DEFINED 2,23 6896 0 0
JP MORGAN CHASE & CO COMMON 46625H100 1983 50842 SH DEFINED 24 50842 0 0
JP MORGAN CHASE & CO COMMON 46625H100 25437 652063 SH DEFINED 25 95919 0 556144
JP MORGAN CHASE & CO COMMON 46625H100 30853 790905 SH DEFINED 4 790905 0 0
JP MORGAN CHASE & CO COMMON 46625H100 1398 35840 SH DEFINED 5,16 18820 0 17020
JP MORGAN CHASE & CO COMMON 46625H100 10 244 SH DEFINED 6 244 0 0
JP MORGAN CHASE & CO COMMON 46625H100 3582 91824 SH DEFINED 7 91824 0 0
JP MORGAN CHASE & CO COMMON 46625H100 4549 116602 SH DEFINED 9 116602 0 0
J2 GLOBAL COMMUNICATIONS INC COMMON 46626E205 1 21 SH DEFINED 7 21 0 0
JABIL CIRCUIT INC COMMON 466313103 16288 636754 SH DEFINED 16 164916 0 471838
JABIL CIRCUIT INC COMMON 466313103 200 7800 SH DEFINED 16,9 7800 0 0
JABIL CIRCUIT INC COMMON 466313103 24 947 SH DEFINED 4 947 0 0
JABIL CIRCUIT INC COMMON 466313103 7186 280939 SH DEFINED 7 280939 0 0
JABIL CIRCUIT INC COMMON 466313103 171 6695 SH DEFINED 9 6695 0 0
JACK IN THE BOX INC COMMON 466367109 4008 108700 SH DEFINED 16 65900 0 42800
JACK IN THE BOX INC COMMON 466367109 85 2300 SH DEFINED 16,15 2300 0 0
JACK IN THE BOX INC COMMON 466367109 4 100 SH DEFINED 25 0 0 100
JACK IN THE BOX INC COMMON 466367109 1700 46100 SH DEFINED 5,16 46100 0 0
JACKSON HEWITT TAX SERVICE COMMON 468202106 41698 1651400 SH DEFINED 1 1651400 0 0
JACOBS ENGINEERING GROUP INC COMMON 469814107 8277 173200 SH DEFINED 10 173200 0 0
JACOBS ENGINEERING GROUP INC COMMON 469814107 1290 27000 SH DEFINED 10,23 27000 0 0
JACOBS ENGINEERING GROUP INC COMMON 469814107 24 500 SH DEFINED 25 0 0 500
JACOBS ENGINEERING GROUP INC COMMON 469814107 45 950 SH DEFINED 7 950 0 0
JACUZZI BRANDS INC COMMON 469865109 2101 241500 SH DEFINED 16 146200 0 95300
JACUZZI BRANDS INC COMMON 469865109 45 5200 SH DEFINED 16,15 5200 0 0
JACUZZI BRANDS INC COMMON 469865109 967 111100 SH DEFINED 5,16 111100 0 0
JAKKS PACIFIC INC COMMON 47012E106 765 34600 SH DEFINED 1 34600 0 0
JAKKS PACIFIC INC COMMON 47012E106 22 1000 SH DEFINED 16 1000 0 0
JANUS CAPITAL GROUP INC COMMON 47102X105 379 22524 SH DEFINED 16 22524 0 0
JANUS CAPITAL GROUP INC COMMON 47102X105 21 1224 SH DEFINED 4 1224 0 0
JANUS CAPITAL GROUP INC COMMON 47102X105 153 9100 SH DEFINED 7 9100 0 0
JAPAN SMALLER CAPITALIZATION C COMMON 47109U104 430 35500 SH DEFINED 25 32000 0 3500
JARDEN CORP COMMON 471109108 30108 693100 SH DEFINED 1 693100 0 0
JARDEN CORP COMMON 471109108 2659 61200 SH DEFINED 2 61200 0 0
JEFFERIES GROUP INC COMMON 472319102 16011 397500 SH DEFINED 1 397500 0 0
JEFFERIES GROUP INC COMMON 472319102 3645 90500 SH DEFINED 2 90500 0 0
JEFFERSON-PILOT CORP COMMON 475070108 6619 127379 SH DEFINED 16 118379 0 9000
JEFFERSON-PILOT CORP COMMON 475070108 1439 27700 SH DEFINED 16,9 27700 0 0
JEFFERSON-PILOT CORP COMMON 475070108 135 2600 SH DEFINED 24 2600 0 0
JEFFERSON-PILOT CORP COMMON 475070108 171 3300 SH DEFINED 25 0 0 3300
JEFFERSON-PILOT CORP COMMON 475070108 729 14026 SH DEFINED 7 14026 0 0
JEFFERSON-PILOT CORP COMMON 475070108 298 5736 SH DEFINED 9 5736 0 0
JETBLUE AIRWAYS CORP COMMON 477143101 17 750 SH DEFINED 25 0 0 750
JO-ANN STORES INC COMMON 47758P307 6 214 SH DEFINED 25 0 0 214
JOHNSON & JOHNSON COMMON 478160104 327414 5162630 SH DEFINED 1 5162630 0 0
JOHNSON & JOHNSON COMMON 478160104 187476 2956100 SH DEFINED 1,2 2956100 0 0
JOHNSON & JOHNSON COMMON 478160104 16464 259600 SH DEFINED 1,3 259600 0 0
JOHNSON & JOHNSON COMMON 478160104 25569 403174 SH DEFINED 10,16 403174 0 0
JOHNSON & JOHNSON COMMON 478160104 4718 74400 SH DEFINED 10,2 74400 0 0
JOHNSON & JOHNSON COMMON 478160104 2702 42600 SH DEFINED 10,8 42600 0 0
JOHNSON & JOHNSON COMMON 478160104 244 3848 SH DEFINED 12 3848 0 0
JOHNSON & JOHNSON COMMON 478160104 2178 34339 SH DEFINED 12,9 34339 0 0
JOHNSON & JOHNSON COMMON 478160104 2244 35384 SH DEFINED 13 35384 0 0
JOHNSON & JOHNSON COMMON 478160104 700805 11050226 SH DEFINED 16 8692886 463 2356877
JOHNSON & JOHNSON COMMON 478160104 5625 88700 SH DEFINED 16,15 88700 0 0
JOHNSON & JOHNSON COMMON 478160104 3316 52280 SH DEFINED 16,23 52280 0 0
JOHNSON & JOHNSON COMMON 478160104 14149 223100 SH DEFINED 16,9 223100 0 0
JOHNSON & JOHNSON COMMON 478160104 81 1277 SH DEFINED 17,9 1277 0 0
JOHNSON & JOHNSON COMMON 478160104 82353 1298540 SH DEFINED 2 1298540 0 0
JOHNSON & JOHNSON COMMON 478160104 431 6800 SH DEFINED 21 6800 0 0
JOHNSON & JOHNSON COMMON 478160104 8711 137353 SH DEFINED 24 137353 0 0
JOHNSON & JOHNSON COMMON 478160104 65450 1032017 SH DEFINED 25 316171 0 715846
JOHNSON & JOHNSON COMMON 478160104 16628 262189 SH DEFINED 3 262189 0 0
JOHNSON & JOHNSON COMMON 478160104 166 2621 SH DEFINED 4 2621 0 0
JOHNSON & JOHNSON COMMON 478160104 13815 217829 SH DEFINED 5,16 207249 0 10580
JOHNSON & JOHNSON COMMON 478160104 2519 39716 SH DEFINED 6 39716 0 0
JOHNSON & JOHNSON COMMON 478160104 24556 387198 SH DEFINED 7 387198 0 0
JOHNSON & JOHNSON COMMON 478160104 1122 17685 SH DEFINED 8 17685 0 0
JOHNSON & JOHNSON COMMON 478160104 17076 269248 SH DEFINED 9 269248 0 0
JOHNSON & JOHNSON COMMON 478160104 196 3083 SH DEFINED 9,11 3083 0 0
JOHNSON & JOHNSON COMMON 478160104 1942 30618 SH DEFINED 9,14 30618 0 0
JOHNSON CONTROLS INC COMMON 478366107 1180 18600 SH DEFINED 1 18600 0 0
JOHNSON CONTROLS INC COMMON 478366107 1148 18096 SH DEFINED 16 18096 0 0
JOHNSON CONTROLS INC COMMON 478366107 30 466 SH DEFINED 17,9 466 0 0
JOHNSON CONTROLS INC COMMON 478366107 180 2840 SH DEFINED 24 2840 0 0
JOHNSON CONTROLS INC COMMON 478366107 14 227 SH DEFINED 25 0 0 227
JOHNSON CONTROLS INC COMMON 478366107 127 2000 SH DEFINED 7 2000 0 0
JOHNSON CONTROLS INC COMMON 478366107 662 10429 SH DEFINED 9 10429 0 0
JONES APPAREL GROUP INC COMMON 480074103 421 11500 SH DEFINED 1 11500 0 0
JONES APPAREL GROUP INC COMMON 480074103 2710 74100 SH DEFINED 10,16 74100 0 0
JONES APPAREL GROUP INC COMMON 480074103 36 978 SH DEFINED 12,9 978 0 0
JONES APPAREL GROUP INC COMMON 480074103 1121 30655 SH DEFINED 13 30655 0 0
JONES APPAREL GROUP INC COMMON 480074103 24934 681824 SH DEFINED 16 658321 0 23503
JONES APPAREL GROUP INC COMMON 480074103 274 7500 SH DEFINED 16,9 7500 0 0
JONES APPAREL GROUP INC COMMON 480074103 25 692 SH DEFINED 17,9 692 0 0
JONES APPAREL GROUP INC COMMON 480074103 285 7784 SH DEFINED 24 7784 0 0
JONES APPAREL GROUP INC COMMON 480074103 73 2000 SH DEFINED 25 0 0 2000
JONES APPAREL GROUP INC COMMON 480074103 852 23290 SH DEFINED 5,16 0 0 23290
JONES APPAREL GROUP INC COMMON 480074103 218 5949 SH DEFINED 9 5949 0 0
JONES LANG LASALLE INC COMMON 48020Q107 6206 165900 SH DEFINED 1 165900 0 0
JONES LANG LASALLE INC COMMON 48020Q107 994 26577 SH DEFINED 25 0 0 26577
JOS A BANK CLOTHIERS INC COMMON 480838101 14756 521424 SH DEFINED 1 521424 0 0
JOS A BANK CLOTHIERS INC COMMON 480838101 5099 180174 SH DEFINED 2 180174 0 0
JOURNAL COMMUNICATIONS COMMON 481130102 1306 72300 SH DEFINED 16 41900 0 30400
JOURNAL COMMUNICATIONS COMMON 481130102 33 1800 SH DEFINED 16,15 1800 0 0
JOURNAL COMMUNICATIONS COMMON 481130102 481 26600 SH DEFINED 5,16 26600 0 0
JOURNAL COMMUNICATIONS COMMON 481130102 22 1200 SH DEFINED 7 1200 0 0
JOURNAL REGISTER CO COMMON 481138105 31 1600 SH DEFINED 7 1600 0 0
JOY GLOBAL INC COMMON 481165108 15769 363100 SH DEFINED 1 363100 0 0
JOY GLOBAL INC COMMON 481165108 1950 44900 SH DEFINED 2 44900 0 0
JUNIPER NETWORKS INC COMMON 48203R104 57322 2108187 SH DEFINED 1 2108187 0 0
JUNIPER NETWORKS INC COMMON 48203R104 54380 2000000 SH DEFINED 1,2 2000000 0 0
JUNIPER NETWORKS INC COMMON 48203R104 49 1800 SH DEFINED 10 1800 0 0
JUNIPER NETWORKS INC COMMON 48203R104 4775 175632 SH DEFINED 16 158769 0 16863
JUNIPER NETWORKS INC COMMON 48203R104 5276 194052 SH DEFINED 16,23 194052 0 0
JUNIPER NETWORKS INC COMMON 48203R104 345 12700 SH DEFINED 16,9 12700 0 0
JUNIPER NETWORKS INC COMMON 48203R104 9754 358750 SH DEFINED 2 348150 0 10600
JUNIPER NETWORKS INC COMMON 48203R104 33 1200 SH DEFINED 24 1200 0 0
JUNIPER NETWORKS INC COMMON 48203R104 334 12300 SH DEFINED 25 0 0 12300
JUNIPER NETWORKS INC COMMON 48203R104 63 2321 SH DEFINED 4 2321 0 0
JUNIPER NETWORKS INC COMMON 48203R104 22 800 SH DEFINED 5,16 800 0 0
JUNIPER NETWORKS INC COMMON 48203R104 7437 273526 SH DEFINED 7 273526 0 0
JUNIPER NETWORKS INC COMMON 48203R104 334 12299 SH DEFINED 9 12299 0 0
KLA-TENCOR CORPORATION COMMON 482480100 63703 1367600 SH DEFINED 1 1367600 0 0
KLA-TENCOR CORPORATION COMMON 482480100 23290 500000 SH DEFINED 1,2 500000 0 0
KLA-TENCOR CORPORATION COMMON 482480100 5881 126255 SH DEFINED 16 80925 0 45330
KLA-TENCOR CORPORATION COMMON 482480100 1546 33200 SH DEFINED 16,23 33200 0 0
KLA-TENCOR CORPORATION COMMON 482480100 13988 300300 SH DEFINED 2 292900 0 7400
KLA-TENCOR CORPORATION COMMON 482480100 1607 34500 SH DEFINED 21 34500 0 0
KLA-TENCOR CORPORATION COMMON 482480100 37 800 SH DEFINED 25 0 0 800
KLA-TENCOR CORPORATION COMMON 482480100 21841 468900 SH DEFINED 3 468900 0 0
KLA-TENCOR CORPORATION COMMON 482480100 21 450 SH DEFINED 4 450 0 0
KLA-TENCOR CORPORATION COMMON 482480100 6262 134431 SH DEFINED 7 134431 0 0
KLA-TENCOR CORPORATION COMMON 482480100 309 6644 SH DEFINED 9 6644 0 0
K-SWISS INC CL A COMMON 482686102 775 26600 SH DEFINED 1 26600 0 0
K-SWISS INC CL A COMMON 482686102 198 6800 SH DEFINED 16 6800 0 0
K-SWISS INC CL A COMMON 482686102 513 17600 SH DEFINED 5,16 17600 0 0
KT CORP- ADR COMMON 48268K101 2619 120100 SH DEFINED 10,16 120100 0 0
KT CORP- ADR COMMON 48268K101 118352 5426492 SH DEFINED 13 5153267 0 273225
KT CORP- ADR COMMON 48268K101 35998 1650508 SH DEFINED 16 1598071 0 52437
KT CORP- ADR COMMON 48268K101 835 38300 SH DEFINED 16,23 38300 0 0
KT CORP- ADR COMMON 48268K101 1974 90500 SH DEFINED 5,13 90500 0 0
KT CORP- ADR COMMON 48268K101 238 10900 SH DEFINED 8 10900 0 0
KT CORP- ADR COMMON 48268K101 2705 124040 SH DEFINED 8,23 124040 0 0
K-SEA TRANSPORTATION PARTNER COMMON 48268Y101 716 20500 SH DEFINED 7 20500 0 0
KV PHARMACEUTICAL CO CL A COMMON 482740206 5241 237700 SH DEFINED 3 237700 0 0
KADANT INC COMMON 48282T104 43 2085 SH DEFINED 7 2085 0 0
KAMAN CORP CL A COMMON 483548103 19 1500 SH DEFINED 7 1500 0 0
KANA SOFTWARE INC COMMON 483600300 0 155 SH DEFINED 7 155 0 0
KANBAY INTERNATIONAL INC COMMON 48369P207 9229 294848 SH DEFINED 7 294848 0 0
KANEB PIPELINE PARTNERS LP COMMON 484169107 2616 42985 SH DEFINED 7 42985 0 0
KANEB SERVICES LLC COMMON 484173109 2866 66360 SH DEFINED 7 66360 0 0
KAYDON CORP COMMON 486587108 5240 158700 SH DEFINED 1 158700 0 0
KAYDON CORP COMMON 486587108 934 28300 SH DEFINED 16 16400 0 11900
KAYDON CORP COMMON 486587108 20 600 SH DEFINED 16,15 600 0 0
KAYDON CORP COMMON 486587108 718 21730 SH DEFINED 25 21730 0 0
KAYDON CORP COMMON 486587108 284 8600 SH DEFINED 5,16 8600 0 0
KAYNE ANDERSON MLP INVESTMEN C COMMON 486606106 25 1000 SH DEFINED 25 0 0 1000
KAYNE ANDERSON MLP INVESTMEN C COMMON 486606106 25 1000 SH DEFINED 7 1000 0 0
KEANE INC COMMON 486665102 7041 479000 SH DEFINED 16 288200 0 190800
KEANE INC COMMON 486665102 153 10400 SH DEFINED 16,15 10400 0 0
KEANE INC COMMON 486665102 1821 123900 SH DEFINED 5,16 123900 0 0
KEANE INC COMMON 486665102 12306 837138 SH DEFINED 7 837138 0 0
KB HOME COMMON 48666K109 37 358 SH DEFINED 12 358 0 0
KB HOME COMMON 48666K109 308 2949 SH DEFINED 12,9 2949 0 0
KB HOME COMMON 48666K109 459 4394 SH DEFINED 16 4394 0 0
KB HOME COMMON 48666K109 308 2951 SH DEFINED 24 2951 0 0
KB HOME COMMON 48666K109 31 300 SH DEFINED 7 300 0 0
KB HOME COMMON 48666K109 1132 10841 SH DEFINED 9 10841 0 0
KB HOME COMMON 48666K109 282 2700 SH DEFINED 9,14 2700 0 0
KEITHLEY INSTRUMENTS INC COMMON 487584104 8367 424700 SH DEFINED 1 424700 0 0
KEITHLEY INSTRUMENTS INC COMMON 487584104 3142 159500 SH DEFINED 2 159500 0 0
KELLOGG CO COMMON 487836108 5056 113200 SH DEFINED 1 113200 0 0
KELLOGG CO COMMON 487836108 34205 765900 SH DEFINED 1,2 765900 0 0
KELLOGG CO COMMON 487836108 304 6800 SH DEFINED 10,16 6800 0 0
KELLOGG CO COMMON 487836108 54 1200 SH DEFINED 10,8 1200 0 0
KELLOGG CO COMMON 487836108 8134 182135 SH DEFINED 16 162135 0 20000
KELLOGG CO COMMON 487836108 116 2600 SH DEFINED 16,15 2600 0 0
KELLOGG CO COMMON 487836108 817 18300 SH DEFINED 16,9 18300 0 0
KELLOGG CO COMMON 487836108 5207 116600 SH DEFINED 2 116600 0 0
KELLOGG CO COMMON 487836108 118 2636 SH DEFINED 24 2636 0 0
KELLOGG CO COMMON 487836108 134 2995 SH DEFINED 25 0 0 2995
KELLOGG CO COMMON 487836108 174 3900 SH DEFINED 5,16 3900 0 0
KELLOGG CO COMMON 487836108 1074 24050 SH DEFINED 7 24050 0 0
KELLOGG CO COMMON 487836108 378 8454 SH DEFINED 9 8454 0 0
KELLWOOD CO COMMON 488044108 1839 53300 SH DEFINED 16 28900 0 24400
KELLWOOD CO COMMON 488044108 45 1300 SH DEFINED 16,15 1300 0 0
KELLWOOD CO COMMON 488044108 297 8600 SH DEFINED 5,16 8600 0 0
KELLY SVCS INC COMMON 488152208 35 1171 SH DEFINED 25 0 0 1171
KEMET CORP COMMON 488360108 28 3091 SH DEFINED 25 2591 0 500
KENNAMETAL INC COMMON 489170100 5686 114250 SH DEFINED 1 114250 0 0
KENNAMETAL INC COMMON 489170100 2 48 SH DEFINED 4 48 0 0
KENSEY NASH CORP COMMON 490057106 2818 81600 SH DEFINED 16 46600 0 35000
KENSEY NASH CORP COMMON 490057106 66 1900 SH DEFINED 16,15 1900 0 0
KENSEY NASH CORP COMMON 490057106 342 9900 SH DEFINED 5,16 9900 0 0
KERR-MCGEE CORP COMMON 492386107 12714 220000 SH DEFINED 1 220000 0 0
KERR-MCGEE CORP COMMON 492386107 833 14408 SH DEFINED 16 14408 0 0
KERR-MCGEE CORP COMMON 492386107 1734 30000 SH DEFINED 16,15 30000 0 0
KERR-MCGEE CORP COMMON 492386107 657 11371 SH DEFINED 25 11200 0 171
KERR-MCGEE CORP COMMON 492386107 44 764 SH DEFINED 7 764 0 0
KERR-MCGEE CORP COMMON 492386107 249 4310 SH DEFINED 9 4310 0 0
KEY ENERGY SERVICES INC COMMON 492914106 109 9250 SH DEFINED 7 9250 0 0
KEYCORP COMMON 493267108 745 21970 SH DEFINED 1 21970 0 0
KEYCORP COMMON 493267108 1064 31400 SH DEFINED 10,16 31400 0 0
KEYCORP COMMON 493267108 190 5600 SH DEFINED 10,8 5600 0 0
KEYCORP COMMON 493267108 18727 552417 SH DEFINED 16 506667 0 45750
KEYCORP COMMON 493267108 393 11600 SH DEFINED 16,15 11600 0 0
KEYCORP COMMON 493267108 2095 61800 SH DEFINED 16,9 61800 0 0
KEYCORP COMMON 493267108 287 8469 SH DEFINED 24 8469 0 0
KEYCORP COMMON 493267108 614 18116 SH DEFINED 25 0 0 18116
KEYCORP COMMON 493267108 580 17100 SH DEFINED 5,16 17100 0 0
KEYCORP COMMON 493267108 15 456 SH DEFINED 7 456 0 0
KEYCORP COMMON 493267108 724 21364 SH DEFINED 9 21364 0 0
KEYCORP COMMON 493267108 18 531 SH DEFINED 9,11 531 0 0
KEYNOTE SYSTEMS INC COMMON 493308100 1359 97600 SH DEFINED 16 64300 0 33300
KEYNOTE SYSTEMS INC COMMON 493308100 25 1800 SH DEFINED 16,15 1800 0 0
KEYNOTE SYSTEMS INC COMMON 493308100 287 20600 SH DEFINED 5,16 20600 0 0
KEYSPAN CORPORATION COMMON 49337W100 9678 245335 SH DEFINED 1 245000 0 335
KEYSPAN CORPORATION COMMON 49337W100 632 16011 SH DEFINED 16 16011 0 0
KEYSPAN CORPORATION COMMON 49337W100 118 3000 SH DEFINED 25 3000 0 0
KEYSPAN CORPORATION COMMON 49337W100 56 1425 SH DEFINED 7 1425 0 0
KEYSPAN CORPORATION COMMON 49337W100 225 5707 SH DEFINED 9 5707 0 0
KILROY REALTY CORP COMMON 49427F108 54741 1280502 SH DEFINED 16 899230 0 381272
KILROY REALTY CORP COMMON 49427F108 4921 115100 SH DEFINED 5,16 115100 0 0
KIMBERLY-CLARK CORP COMMON 494368103 66130 1004870 SH DEFINED 1 1003280 0 1590
KIMBERLY-CLARK CORP COMMON 494368103 33761 513000 SH DEFINED 1,2 513000 0 0
KIMBERLY-CLARK CORP COMMON 494368103 4853 73750 SH DEFINED 10,16 73750 0 0
KIMBERLY-CLARK CORP COMMON 494368103 2037 30955 SH DEFINED 13 30955 0 0
KIMBERLY-CLARK CORP COMMON 494368103 27824 422787 SH DEFINED 16 404730 0 18057
KIMBERLY-CLARK CORP COMMON 494368103 1968 29900 SH DEFINED 16,9 29900 0 0
KIMBERLY-CLARK CORP COMMON 494368103 25 382 SH DEFINED 17,9 382 0 0
KIMBERLY-CLARK CORP COMMON 494368103 362 5500 SH DEFINED 2 5500 0 0
KIMBERLY-CLARK CORP COMMON 494368103 361 5481 SH DEFINED 24 5481 0 0
KIMBERLY-CLARK CORP COMMON 494368103 5245 79700 SH DEFINED 25 6075 0 73625
KIMBERLY-CLARK CORP COMMON 494368103 125789 1911400 SH DEFINED 3 1911400 0 0
KIMBERLY-CLARK CORP COMMON 494368103 1 22 SH DEFINED 4 22 0 0
KIMBERLY-CLARK CORP COMMON 494368103 1527 23206 SH DEFINED 7 23206 0 0
KIMBERLY-CLARK CORP COMMON 494368103 1093 16609 SH DEFINED 9 16609 0 0
KIMCO REALTY CORP COMMON 49446R109 104 1800 SH DEFINED 10 1800 0 0
KIMCO REALTY CORP COMMON 49446R109 649 11200 SH DEFINED 10,16 11200 0 0
KIMCO REALTY CORP COMMON 49446R109 116 2000 SH DEFINED 10,8 2000 0 0
KIMCO REALTY CORP COMMON 49446R109 23005 396706 SH DEFINED 16 381006 0 15700
KIMCO REALTY CORP COMMON 49446R109 244 4200 SH DEFINED 16,15 4200 0 0
KIMCO REALTY CORP COMMON 49446R109 406 7000 SH DEFINED 5,16 7000 0 0
KIMCO REALTY CORP COMMON 49446R109 2801 48300 SH DEFINED 7 48300 0 0
KINDER MORGAN ENERGY PRTNRS COMMON 494550106 13104 295608 SH DEFINED 25 8000 0 287608
KINDER MORGAN ENERGY PRTNRS COMMON 494550106 1909 43060 SH DEFINED 7 43060 0 0
KINDER MORGAN INC COMMON 49455P101 20608 281800 SH DEFINED 1 281800 0 0
KINDER MORGAN INC COMMON 49455P101 861 11771 SH DEFINED 16 11771 0 0
KINDER MORGAN INC COMMON 49455P101 2708 37035 SH DEFINED 25 3450 0 33585
KINDER MORGAN INC COMMON 49455P101 15 200 SH DEFINED 6 200 0 0
KINDER MORGAN INC COMMON 49455P101 8442 115445 SH DEFINED 7 115445 0 0
KINDER MORGAN INC COMMON 49455P101 240 3276 SH DEFINED 9 3276 0 0
KINDER MORGAN MANAGEMENT LLC COMMON 49455U100 7436 182702 SH DEFINED 7 182702 0 0
KINDRED HEALTHCARE INC COMMON 494580103 15430 515200 SH DEFINED 1 515200 0 0
KINDRED HEALTHCARE INC COMMON 494580103 94 3150 SH DEFINED 7 3150 0 0
KINETIC CONCEPTS INC COMMON 49460W208 58919 772200 SH DEFINED 1 772200 0 0
KINETIC CONCEPTS INC COMMON 49460W208 531 6957 SH DEFINED 16 57 0 6900
KINETIC CONCEPTS INC COMMON 49460W208 4952 64900 SH DEFINED 2 56200 0 8700
KINETIC CONCEPTS INC COMMON 49460W208 45 594 SH DEFINED 4 594 0 0
KINETIC CONCEPTS INC COMMON 49460W208 10919 143109 SH DEFINED 7 143109 0 0
KING PHARMACEUTICALS INC COMMON 495582108 10 815 SH DEFINED 1 120 0 695
KING PHARMACEUTICALS INC COMMON 495582108 462 37268 SH DEFINED 16 37268 0 0
KING PHARMACEUTICALS INC COMMON 495582108 40 3238 SH DEFINED 25 0 0 3238
KING PHARMACEUTICALS INC COMMON 495582108 5 436 SH DEFINED 7 436 0 0
KING PHARMACEUTICALS INC COMMON 495582108 69 5600 SH DEFINED 9 5600 0 0
KINGSWAY FINANCIAL SERVICES COMMON 496904103 2274 144000 SH DEFINED 1 144000 0 0
KINGSWAY FINANCIAL SERVICES COMMON 496904103 7975 505100 SH DEFINED 1,3 505100 0 0
KINGSWAY FINANCIAL SERVICES COMMON 496904103 153 9700 SH DEFINED 2 9700 0 0
KIRBY CORP COMMON 497266106 7642 172200 SH DEFINED 1 172200 0 0
KIRBY CORP COMMON 497266106 2938 66200 SH DEFINED 2 66200 0 0
KIRBY CORP COMMON 497266106 4 100 SH DEFINED 25 0 0 100
KIRBY CORP COMMON 497266106 49 1100 SH DEFINED 7 1100 0 0
KITE REALTY GROUP TRUST COMMON 49803T102 17769 1162871 SH DEFINED 16 713612 0 449259
KITE REALTY GROUP TRUST COMMON 49803T102 1560 102100 SH DEFINED 5,16 102100 0 0
KMART HOLDING CORP COMMON 498780105 623 6300 SH DEFINED 16 6300 0 0
KMART HOLDING CORP COMMON 498780105 129 1300 SH DEFINED 16,9 1300 0 0
KNIGHT RIDDER INC COMMON 499040103 55868 834591 SH DEFINED 1 834591 0 0
KNIGHT RIDDER INC COMMON 499040103 482 7200 SH DEFINED 1,3 7200 0 0
KNIGHT RIDDER INC COMMON 499040103 1323 19761 SH DEFINED 16 19761 0 0
KNIGHT RIDDER INC COMMON 499040103 2129 31809 SH DEFINED 16,15 31809 0 0
KNIGHT RIDDER INC COMMON 499040103 3529 52720 SH DEFINED 2 52720 0 0
KNIGHT RIDDER INC COMMON 499040103 335 5000 SH DEFINED 25 0 0 5000
KNIGHT RIDDER INC COMMON 499040103 107 1600 SH DEFINED 3 1600 0 0
KNIGHT RIDDER INC COMMON 499040103 21620 322978 SH DEFINED 4 322978 0 0
KNIGHT RIDDER INC COMMON 499040103 214 3200 SH DEFINED 5,2 3200 0 0
KNIGHT RIDDER INC COMMON 499040103 463 6920 SH DEFINED 7 6920 0 0
KNIGHT RIDDER INC COMMON 499040103 210 3141 SH DEFINED 9 3141 0 0
KNIGHT TRADING GROUP INC COMMON 499063105 4715 430600 SH DEFINED 1 430600 0 0
KNIGHT TRADING GROUP INC COMMON 499063105 5 500 SH DEFINED 16 500 0 0
KNIGHT TRADING GROUP INC COMMON 499063105 4 359 SH DEFINED 4 359 0 0
KNIGHT TRADING GROUP INC COMMON 499063105 64 5850 SH DEFINED 7 5850 0 0
KNIGHT TRANSPORT COMMON 499064103 9355 377200 SH DEFINED 1 377200 0 0
KNIGHT TRANSPORT COMMON 499064103 3482 140400 SH DEFINED 2 140400 0 0
KNIGHT TRANSPORT COMMON 499064103 9873 398093 SH DEFINED 7 398093 0 0
KNOLOGY INC COMMON 499183804 238 60922 SH DEFINED 1 60922 0 0
KOHLS CORP COMMON 500255104 155071 3153771 SH DEFINED 1 3153771 0 0
KOHLS CORP COMMON 500255104 71626 1456700 SH DEFINED 1,2 1456700 0 0
KOHLS CORP COMMON 500255104 7838 159400 SH DEFINED 10 159400 0 0
KOHLS CORP COMMON 500255104 2030 41295 SH DEFINED 16 32695 0 8600
KOHLS CORP COMMON 500255104 4037 82100 SH DEFINED 2 71000 0 11100
KOHLS CORP COMMON 500255104 28639 582441 SH DEFINED 25 127121 0 455320
KOHLS CORP COMMON 500255104 2 42 SH DEFINED 4 42 0 0
KOHLS CORP COMMON 500255104 279 5670 SH DEFINED 7 5670 0 0
KOHLS CORP COMMON 500255104 501 10191 SH DEFINED 9 10191 0 0
KOMAG INC WTS COMMON 500453139 4 435 SH DEFINED 6 435 0 0
KOMAG INC COMMON 500453204 794 42300 SH DEFINED 1 42300 0 0
KOMAG INC COMMON 500453204 56 3000 SH DEFINED 6 3000 0 0
KONINKLIJKE PHILIPS ELECTRONIC COMMON 500472303 141945 5356405 SH DEFINED 1 5356405 0 0
KONINKLIJKE PHILIPS ELECTRONIC COMMON 500472303 76425 2883945 SH DEFINED 13 2647295 0 236650
KONINKLIJKE PHILIPS ELECTRONIC COMMON 500472303 25656 968153 SH DEFINED 16 938288 0 29865
KONINKLIJKE PHILIPS ELECTRONIC COMMON 500472303 2111 79650 SH DEFINED 2 79650 0 0
KONINKLIJKE PHILIPS ELECTRONIC COMMON 500472303 98 3700 SH DEFINED 2,23 3700 0 0
KONINKLIJKE PHILIPS ELECTRONIC COMMON 500472303 13037 491948 SH DEFINED 4 491948 0 0
KOOKMIN BANK-SPONS ADR COMMON 50049M109 254 6500 SH DEFINED 10,16 6500 0 0
KOOKMIN BANK-SPONS ADR COMMON 50049M109 1931 49400 SH DEFINED 13 3900 0 45500
KOOKMIN BANK-SPONS ADR COMMON 50049M109 2306 59000 SH DEFINED 5,13 59000 0 0
KOOKMIN BANK-SPONS ADR COMMON 50049M109 1071 27400 SH DEFINED 8 27400 0 0
KOREA ELEC POWER CORP ADR COMMON 500631106 209 15800 SH DEFINED 10,16 15800 0 0
KOREA ELEC POWER CORP ADR COMMON 500631106 52318 3951515 SH DEFINED 13 3752290 0 199225
KOREA ELEC POWER CORP ADR COMMON 500631106 15108 1141086 SH DEFINED 16 1083874 0 57212
KOREA ELEC POWER CORP ADR COMMON 500631106 2436 184000 SH DEFINED 5,13 184000 0 0
KOREA FUND CF COMMON 500634100 52 2148 SH DEFINED 7 2148 0 0
KOS PHARMACEUTICALS INC COMMON 500648100 1735 46100 SH DEFINED 1 46100 0 0
KOS PHARMACEUTICALS INC COMMON 500648100 459 12200 SH DEFINED 10,2 12200 0 0
KOS PHARMACEUTICALS INC COMMON 500648100 1513 40200 SH DEFINED 2 40200 0 0
KOSAN BIOSCIENCES IN COMMON 50064W107 170 24500 SH DEFINED 16 24500 0 0
KRAFT FOODS INC CL A COMMON 50075N104 150719 4232500 SH DEFINED 1 4232500 0 0
KRAFT FOODS INC CL A COMMON 50075N104 41664 1170000 SH DEFINED 1,2 1170000 0 0
KRAFT FOODS INC CL A COMMON 50075N104 2 65 SH DEFINED 16 65 0 0
KRAFT FOODS INC CL A COMMON 50075N104 452 12700 SH DEFINED 2 12700 0 0
KRAFT FOODS INC CL A COMMON 50075N104 61 1704 SH DEFINED 24 1704 0 0
KRAFT FOODS INC CL A COMMON 50075N104 90 2525 SH DEFINED 25 0 0 2525
KRAFT FOODS INC CL A COMMON 50075N104 3 77 SH DEFINED 4 77 0 0
KRAFT FOODS INC CL A COMMON 50075N104 160 4502 SH DEFINED 9 4502 0 0
KRISPY KREME DOUGHNUTS INC COMMON 501014104 3 250 SH DEFINED 25 0 0 250
KRISPY KREME DOUGHNUTS INC COMMON 501014104 19301 1531800 SH DEFINED 3 1531800 0 0
KRISPY KREME DOUGHNUTS INC COMMON 501014104 12 980 SH DEFINED 7 980 0 0
KROGER CO COMMON 501044101 456672 26036035 SH DEFINED 1 26033050 0 2985
KROGER CO COMMON 501044101 60688 3460000 SH DEFINED 1,2 3460000 0 0
KROGER CO COMMON 501044101 938 53500 SH DEFINED 1,3 53500 0 0
KROGER CO COMMON 501044101 12952 738400 SH DEFINED 10 738400 0 0
KROGER CO COMMON 501044101 17716 1010050 SH DEFINED 16 984366 0 25684
KROGER CO COMMON 501044101 10565 602350 SH DEFINED 2 602350 0 0
KROGER CO COMMON 501044101 151 8600 SH DEFINED 2,23 8600 0 0
KROGER CO COMMON 501044101 44 2528 SH DEFINED 25 0 0 2528
KROGER CO COMMON 501044101 63361 3612374 SH DEFINED 4 3612374 0 0
KROGER CO COMMON 501044101 559 31895 SH DEFINED 5,16 0 0 31895
KROGER CO COMMON 501044101 412 23500 SH DEFINED 5,2 23500 0 0
KROGER CO COMMON 501044101 23 1320 SH DEFINED 6 1320 0 0
KROGER CO COMMON 501044101 11 600 SH DEFINED 7 600 0 0
KROGER CO COMMON 501044101 425 24206 SH DEFINED 9 24206 0 0
KRONOS INC COMMON 501052104 2797 54700 SH DEFINED 1 54700 0 0
KRONOS WORLDWIDE INC COMMON 50105F105 0 7 SH DEFINED 16 7 0 0
KRONOS WORLDWIDE INC COMMON 50105F105 19 470 SH DEFINED 25 470 0 0
KRONOS WORLDWIDE INC COMMON 50105F105 1 19 SH DEFINED 5,16 19 0 0
KULICKE & SOFFA INDUSTRIES COMMON 501242101 1340 155400 SH DEFINED 16 84500 0 70900
KULICKE & SOFFA INDUSTRIES COMMON 501242101 34 3900 SH DEFINED 16,15 3900 0 0
KULICKE & SOFFA INDUSTRIES COMMON 501242101 164 19000 SH DEFINED 5,16 19000 0 0
KYOCERA CORP ADR COMMON 501556203 0 1 SH DEFINED 16 1 0 0
KYOCERA CORP ADR COMMON 501556203 210 2731 SH DEFINED 4 2731 0 0
KYPHON INC COMMON 501577100 3413 132500 SH DEFINED 1 132500 0 0
KYPHON INC COMMON 501577100 8 323 SH DEFINED 4 323 0 0
LCA-VISION INC COMMON 501803308 6 250 SH DEFINED 25 0 0 250
LSI LOGIC CORP COMMON 502161102 78 14300 SH DEFINED 10 14300 0 0
LSI LOGIC CORP COMMON 502161102 4397 802401 SH DEFINED 16 737401 0 65000
LSI LOGIC CORP COMMON 502161102 125 22900 SH DEFINED 16,9 22900 0 0
LSI LOGIC CORP COMMON 502161102 110 20000 SH DEFINED 25 0 0 20000
LSI LOGIC CORP COMMON 502161102 34 6200 SH DEFINED 5,16 6200 0 0
LSI LOGIC CORP COMMON 502161102 1381 251974 SH DEFINED 7 251974 0 0
LSI LOGIC CORP COMMON 502161102 12 2100 SH DEFINED 9 2100 0 0
LSI INDUSTRIES INC COMMON 50216C108 4448 388500 SH DEFINED 1 388500 0 0
LTC PROPERTIES INC COMMON 502175102 6594 331200 SH DEFINED 16 264600 0 66600
LTC PROPERTIES INC COMMON 502175102 74 3700 SH DEFINED 16,15 3700 0 0
LTC PROPERTIES INC COMMON 502175102 892 44800 SH DEFINED 5,16 44800 0 0
LTC PROPERTIES INC COMMON 502175102 96 4800 SH DEFINED 7 4800 0 0
L-3 COMMUNICATIONS HLDGS INC COMMON 502424104 1831 25000 SH DEFINED 1 25000 0 0
L-3 COMMUNICATIONS HLDGS INC COMMON 502424104 808 11038 SH DEFINED 16 11038 0 0
L-3 COMMUNICATIONS HLDGS INC COMMON 502424104 1245 17000 SH DEFINED 16,23 17000 0 0
L-3 COMMUNICATIONS HLDGS INC COMMON 502424104 2541 34700 SH DEFINED 2 34700 0 0
L-3 COMMUNICATIONS HLDGS INC COMMON 502424104 244 3330 SH DEFINED 25 630 0 2700
L-3 COMMUNICATIONS HLDGS INC COMMON 502424104 43 584 SH DEFINED 4 584 0 0
L-3 COMMUNICATIONS HLDGS INC COMMON 502424104 1047 14290 SH DEFINED 7 14290 0 0
LA QUINTA CORP-PAIRED COMMON 50419U202 25499 2805200 SH DEFINED 1 2805200 0 0
LA QUINTA CORP-PAIRED COMMON 50419U202 2378 261600 SH DEFINED 2 261600 0 0
LA QUINTA CORP-PAIRED COMMON 50419U202 9 1000 SH DEFINED 25 0 0 1000
LA-Z-BOY INC COMMON 505336107 56 3650 SH DEFINED 7 3650 0 0
LABOR READY INC COMMON 505401208 6367 376300 SH DEFINED 1 376300 0 0
LABOR READY INC COMMON 505401208 8765 518000 SH DEFINED 16 309300 0 208700
LABOR READY INC COMMON 505401208 193 11400 SH DEFINED 16,15 11400 0 0
LABOR READY INC COMMON 505401208 2147 126900 SH DEFINED 5,16 126900 0 0
LABORATORY CRP OF AMER HLDGS COMMON 50540R409 655 13143 SH DEFINED 16 13143 0 0
LABORATORY CRP OF AMER HLDGS COMMON 50540R409 168 3364 SH DEFINED 24 3364 0 0
LABORATORY CRP OF AMER HLDGS COMMON 50540R409 448 9000 SH DEFINED 25 0 0 9000
LABORATORY CRP OF AMER HLDGS COMMON 50540R409 17 350 SH DEFINED 6 350 0 0
LABORATORY CRP OF AMER HLDGS COMMON 50540R409 20710 415702 SH DEFINED 7 415702 0 0
LABORATORY CRP OF AMER HLDGS COMMON 50540R409 737 14803 SH DEFINED 9 14803 0 0
LACLEDE GROUP INC/THE COMMON 505597104 62 2000 SH DEFINED 16 2000 0 0
LACLEDE GROUP INC/THE COMMON 505597104 159 5100 SH DEFINED 5,16 5100 0 0
LAFARGE S.A. ADR COMMON 505861401 116 4803 SH DEFINED 4 4803 0 0
LAIDLAW INTERNATIONAL COMMON 50730R102 23979 1120500 SH DEFINED 1,3 1120500 0 0
LAIDLAW INTERNATIONAL COMMON 50730R102 353 16500 SH DEFINED 2 16500 0 0
LAKELAND FINANCIAL CORPORATION COMMON 511656100 36 900 SH DEFINED 16 900 0 0
LAKELAND FINANCIAL CORPORATION COMMON 511656100 91 2300 SH DEFINED 5,16 2300 0 0
LAM RESEARCH CORP COMMON 512807108 20055 693700 SH DEFINED 1 693700 0 0
LAM RESEARCH CORP COMMON 512807108 2712 93800 SH DEFINED 1,3 93800 0 0
LAM RESEARCH CORP COMMON 512807108 405 14000 SH DEFINED 10 14000 0 0
LAM RESEARCH CORP COMMON 512807108 43951 1520287 SH DEFINED 16 1305517 0 214770
LAM RESEARCH CORP COMMON 512807108 1232 42600 SH DEFINED 16,23 42600 0 0
LAM RESEARCH CORP COMMON 512807108 234 8100 SH DEFINED 16,9 8100 0 0
LAM RESEARCH CORP COMMON 512807108 35 1200 SH DEFINED 24 1200 0 0
LAM RESEARCH CORP COMMON 512807108 865 29910 SH DEFINED 5,16 29910 0 0
LAMAR ADVERTISING CO COMMON 512815101 26459 618500 SH DEFINED 1 618500 0 0
LAMAR ADVERTISING CO COMMON 512815101 68867 1609800 SH DEFINED 1,2 1609800 0 0
LAMAR ADVERTISING CO COMMON 512815101 107 2500 SH DEFINED 16,9 2500 0 0
LAMAR ADVERTISING CO COMMON 512815101 13018 304300 SH DEFINED 2 304300 0 0
LAMAR ADVERTISING CO COMMON 512815101 11149 260621 SH DEFINED 7 260621 0 0
LANCASTER COLONY CORP COMMON 513847103 583 13600 SH DEFINED 1 13600 0 0
LANCASTER COLONY CORP COMMON 513847103 13 300 SH DEFINED 25 0 0 300
LANDAUER INC COMMON 51476K103 43 950 SH DEFINED 7 950 0 0
LANDAMERICA FINANCIAL GROUP COMMON 514936103 766 14200 SH DEFINED 1 14200 0 0
LANDAMERICA FINANCIAL GROUP COMMON 514936103 12167 225600 SH DEFINED 16 136200 0 89400
LANDAMERICA FINANCIAL GROUP COMMON 514936103 264 4900 SH DEFINED 16,15 4900 0 0
LANDAMERICA FINANCIAL GROUP COMMON 514936103 4061 75300 SH DEFINED 5,16 75300 0 0
LANDSTAR SYSTEM INC COMMON 515098101 14989 203550 SH DEFINED 1 203550 0 0
LANDSTAR SYSTEM INC COMMON 515098101 589 8000 SH DEFINED 25 8000 0 0
LAS VEGAS SANDS COMMON 517834107 854 17800 SH DEFINED 1 17800 0 0
LAS VEGAS SANDS COMMON 517834107 5798 120800 SH DEFINED 1,2 120800 0 0
LAS VEGAS SANDS COMMON 517834107 888 18500 SH DEFINED 2 18500 0 0
LAS VEGAS SANDS COMMON 517834107 144 3000 SH DEFINED 25 3000 0 0
LASALLE HOTEL PROPERTIES COMMON 517942108 47757 1500379 SH DEFINED 16 1027107 0 473272
LASALLE HOTEL PROPERTIES COMMON 517942108 175 5500 SH DEFINED 16,15 5500 0 0
LASALLE HOTEL PROPERTIES COMMON 517942108 32 1000 SH DEFINED 25 0 0 1000
LASALLE HOTEL PROPERTIES COMMON 517942108 5188 163000 SH DEFINED 5,16 163000 0 0
ESTEE LAUDER COMPANIES CL A COMMON 518439104 65968 1441300 SH DEFINED 1 1441300 0 0
ESTEE LAUDER COMPANIES CL A COMMON 518439104 36616 800000 SH DEFINED 1,2 800000 0 0
ESTEE LAUDER COMPANIES CL A COMMON 518439104 124 2700 SH DEFINED 16 2700 0 0
ESTEE LAUDER COMPANIES CL A COMMON 518439104 114 2500 SH DEFINED 16,9 2500 0 0
ESTEE LAUDER COMPANIES CL A COMMON 518439104 723 15800 SH DEFINED 2 15800 0 0
ESTEE LAUDER COMPANIES CL A COMMON 518439104 55 1200 SH DEFINED 24 1200 0 0
ESTEE LAUDER COMPANIES CL A COMMON 518439104 101 2202 SH DEFINED 25 2000 0 202
ESTEE LAUDER COMPANIES CL A COMMON 518439104 10120 221100 SH DEFINED 3 221100 0 0
ESTEE LAUDER COMPANIES CL A COMMON 518439104 30 652 SH DEFINED 4 652 0 0
ESTEE LAUDER COMPANIES CL A COMMON 518439104 209 4570 SH DEFINED 7 4570 0 0
ESTEE LAUDER COMPANIES CL A COMMON 518439104 26 559 SH DEFINED 9 559 0 0
LAUREATE EDUCATION INC COMMON 518613104 32 725 SH DEFINED 7 725 0 0
ROYAL DUTCH PETROLEUM COMMON 5202704 155 2700 SH DEFINED 10 2700 0 0
ROYAL DUTCH PETROLEUM COMMON 5202704 5971 104133 SH DEFINED 10,9 104133 0 0
ROYAL DUTCH PETROLEUM COMMON 5202704 873 15220 SH DEFINED 16,9 15220 0 0
ROYAL DUTCH PETROLEUM COMMON 5202704 52 913 SH DEFINED 17,9 913 0 0
ROYAL DUTCH PETROLEUM COMMON 5202704 10924 190498 SH DEFINED 24 190498 0 0
ROYAL DUTCH PETROLEUM COMMON 5202704 18318 319442 SH DEFINED 9 319442 0 0
ROYAL DUTCH PETROLEUM COMMON 5202704 716 12478 SH DEFINED 9,11 12478 0 0
LEAR CORPORATION COMMON 521865105 11744 192488 SH DEFINED 16 185689 0 6799
LEAR CORPORATION COMMON 521865105 7 121 SH DEFINED 4 121 0 0
LEAR CORPORATION COMMON 521865105 554 9085 SH DEFINED 5,16 0 0 9085
LEAR CORPORATION COMMON 521865105 189 3100 SH DEFINED 7 3100 0 0
LEAR CORPORATION COMMON 521865105 17 286 SH DEFINED 9 286 0 0
LEAR CORP CVT(LEA) 0.0 02-20-2 CONVERT 521865AG0 8776 17000000 SH DEFINED 16 2575000 0 14425000
LEAPFROG ENTERPRISES COMMON 52186N106 4147 304890 SH DEFINED 1 304890 0 0
LEAPFROG ENTERPRISES COMMON 52186N106 10 770 SH DEFINED 16 770 0 0
LEAPFROG ENTERPRISES COMMON 52186N106 555 40800 SH DEFINED 16,15 40800 0 0
LEAPFROG ENTERPRISES COMMON 52186N106 86 6350 SH DEFINED 7 6350 0 0
LEARNING TREE INTERNATIONAL COMMON 522015106 1633 121900 SH DEFINED 3 121900 0 0
LEE ENTERPRISES INC COMMON 523768109 1318 28600 SH DEFINED 1 28600 0 0
LEE ENTERPRISES INC COMMON 523768109 18 400 SH DEFINED 1,3 400 0 0
LEE ENTERPRISES INC COMMON 523768109 111 2400 SH DEFINED 2 2400 0 0
LEE ENTERPRISES INC COMMON 523768109 37 800 SH DEFINED 7 800 0 0
LEGGETT & PLATT INC COMMON 524660107 516 18167 SH DEFINED 16 18167 0 0
LEGGETT & PLATT INC COMMON 524660107 80 2802 SH DEFINED 25 102 0 2700
LEGGETT & PLATT INC COMMON 524660107 26 900 SH DEFINED 7 900 0 0
LEGG MASON INC COMMON 524901105 91291 1246125 SH DEFINED 1 1246125 0 0
LEGG MASON INC COMMON 524901105 2027 27673 SH DEFINED 16 19923 0 7750
LEGG MASON INC COMMON 524901105 6382 87110 SH DEFINED 2 77725 0 9385
LEGG MASON INC COMMON 524901105 22 300 SH DEFINED 25 0 0 300
LEGG MASON INC COMMON 524901105 11 155 SH DEFINED 4 155 0 0
LEGG MASON INC COMMON 524901105 88 1200 SH DEFINED 6 1200 0 0
LEGG MASON INC COMMON 524901105 132 1800 SH DEFINED 7 1800 0 0
LEGG MASON INC COMMON 524901105 261 3568 SH DEFINED 9 3568 0 0
LEHMAN BROTHERS HOLDINGS INC COMMON 524908100 45750 522980 SH DEFINED 1 522980 0 0
LEHMAN BROTHERS HOLDINGS INC COMMON 524908100 26244 300000 SH DEFINED 1,2 300000 0 0
LEHMAN BROTHERS HOLDINGS INC COMMON 524908100 96 1100 SH DEFINED 12 1100 0 0
LEHMAN BROTHERS HOLDINGS INC COMMON 524908100 949 10852 SH DEFINED 12,9 10852 0 0
LEHMAN BROTHERS HOLDINGS INC COMMON 524908100 6806 77800 SH DEFINED 16 75500 0 2300
LEHMAN BROTHERS HOLDINGS INC COMMON 524908100 919 10500 SH DEFINED 16,9 10500 0 0
LEHMAN BROTHERS HOLDINGS INC COMMON 524908100 30 346 SH DEFINED 17,9 346 0 0
LEHMAN BROTHERS HOLDINGS INC COMMON 524908100 1892 21630 SH DEFINED 24 21630 0 0
LEHMAN BROTHERS HOLDINGS INC COMMON 524908100 43111 492811 SH DEFINED 25 90878 0 401933
LEHMAN BROTHERS HOLDINGS INC COMMON 524908100 8 93 SH DEFINED 4 93 0 0
LEHMAN BROTHERS HOLDINGS INC COMMON 524908100 204 2330 SH DEFINED 7 2330 0 0
LEHMAN BROTHERS HOLDINGS INC COMMON 524908100 4202 48033 SH DEFINED 9 48033 0 0
LEHMAN BROTHERS HOLDINGS INC COMMON 524908100 55 633 SH DEFINED 9,11 633 0 0
LEHMAN BROTHERS HOLDINGS INC COMMON 524908100 838 9582 SH DEFINED 9,14 9582 0 0
BRISTOL-MYERS CVT(LEH) 1.6 10- CONVERT 524908JJ0 5781 6250000 SH DEFINED 16 900000 0 5350000
FIRST DATA CORP CVT(LEH) 0.75 CONVERT 524908LS7 18180 18000000 SH DEFINED 16 2625000 0 15375000
AMGEN INC CVT(LEH) 1.0 09-16-1 CONVERT 52517PWR8 2775 3000000 SH DEFINED 16 450000 0 2550000
LENNAR CORP CL A COMMON 526057104 23 400 SH DEFINED 7 400 0 0
LENNAR CORP CL A COMMON 526057104 235 4151 SH DEFINED 9 4151 0 0
LENNOX INTERNATIONAL INC COMMON 526107107 82 4050 SH DEFINED 7 4050 0 0
LEVEL 3 COMMUNICATIONS INC COMMON 52729N100 791 233300 SH DEFINED 16,23 233300 0 0
LEVEL 3 COMMUNICATIONS INC COMMON 52729N100 24 7000 SH DEFINED 25 0 0 7000
LEVEL 3 COMMUNICATIONS INC COMMON 52729N100 0 18 SH DEFINED 7 18 0 0
LEVEL 3 COMM INC(LVLT) CVT 6.0 CONVERT 52729NAS9 18 30000 SH DEFINED 25 0 0 30000
LEXICON GENETICS INC COMMON 528872104 1719 221600 SH DEFINED 16 140000 0 81600
LEXICON GENETICS INC COMMON 528872104 36 4600 SH DEFINED 16,15 4600 0 0
LEXICON GENETICS INC COMMON 528872104 178 22900 SH DEFINED 5,16 22900 0 0
LEXINGTON CORPORATE PPTYS TR COMMON 529043101 9655 427600 SH DEFINED 16 343900 0 83700
LEXINGTON CORPORATE PPTYS TR COMMON 529043101 29 1289 SH DEFINED 25 1289 0 0
LEXMARK INTL GROUP INC CL A COMMON 529771107 51978 611500 SH DEFINED 1 611500 0 0
LEXMARK INTL GROUP INC CL A COMMON 529771107 29750 350000 SH DEFINED 1,2 350000 0 0
LEXMARK INTL GROUP INC CL A COMMON 529771107 66 780 SH DEFINED 10,16 780 0 0
LEXMARK INTL GROUP INC CL A COMMON 529771107 37 430 SH DEFINED 12 430 0 0
LEXMARK INTL GROUP INC CL A COMMON 529771107 318 3747 SH DEFINED 12,9 3747 0 0
LEXMARK INTL GROUP INC CL A COMMON 529771107 12951 152365 SH DEFINED 16 140665 0 11700
LEXMARK INTL GROUP INC CL A COMMON 529771107 1114 13100 SH DEFINED 16,23 13100 0 0
LEXMARK INTL GROUP INC CL A COMMON 529771107 978 11500 SH DEFINED 16,9 11500 0 0
LEXMARK INTL GROUP INC CL A COMMON 529771107 15 178 SH DEFINED 17,9 178 0 0
LEXMARK INTL GROUP INC CL A COMMON 529771107 1777 20900 SH DEFINED 2 20900 0 0
LEXMARK INTL GROUP INC CL A COMMON 529771107 935 11005 SH DEFINED 24 11005 0 0
LEXMARK INTL GROUP INC CL A COMMON 529771107 21760 256001 SH DEFINED 25 41751 0 214250
LEXMARK INTL GROUP INC CL A COMMON 529771107 30 352 SH DEFINED 4 352 0 0
LEXMARK INTL GROUP INC CL A COMMON 529771107 7856 92425 SH DEFINED 7 92425 0 0
LEXMARK INTL GROUP INC CL A COMMON 529771107 1514 17810 SH DEFINED 9 17810 0 0
LEXMARK INTL GROUP INC CL A COMMON 529771107 24 280 SH DEFINED 9,11 280 0 0
LEXMARK INTL GROUP INC CL A COMMON 529771107 259 3043 SH DEFINED 9,14 3043 0 0
LIBERTY ALL STAR EQUITY FUND C COMMON 530158104 0 30 SH DEFINED 16 30 0 0
LIBERTY CORP COMMON 530370105 1600 36400 SH DEFINED 16 21100 0 15300
LIBERTY CORP COMMON 530370105 35 800 SH DEFINED 16,15 800 0 0
LIBERTY CORP COMMON 530370105 615 14000 SH DEFINED 5,16 14000 0 0
MOTOROLA (LMG) CVT 144A 3.5 01 CONVERT 530715AM3 2123 2250000 SH DEFINED 16 2250000 0 0
MOTOROLA INC (LMG) CVT 3.5 01- CONVERT 530715AN1 15690 16625000 SH DEFINED 16 2250000 0 14375000
VIACOM INC CVT (L) 3.25 03-15- CONVERT 530715AR2 108 110000 SH DEFINED 25 25000 0 85000
LIBERTY MEDIA CORP CL A COMMON 530718105 36857 3356732 SH DEFINED 1 3356732 0 0
LIBERTY MEDIA CORP CL A COMMON 530718105 2487 226460 SH DEFINED 16 226460 0 0
LIBERTY MEDIA CORP CL A COMMON 530718105 4619 420685 SH DEFINED 16,15 420685 0 0
LIBERTY MEDIA CORP CL A COMMON 530718105 964 87800 SH DEFINED 16,9 87800 0 0
LIBERTY MEDIA CORP CL A COMMON 530718105 126 11500 SH DEFINED 24 11500 0 0
LIBERTY MEDIA CORP CL A COMMON 530718105 3955 360192 SH DEFINED 25 135489 0 224703
LIBERTY MEDIA CORP CL A COMMON 530718105 71257 6489704 SH DEFINED 3 6489704 0 0
LIBERTY MEDIA CORP CL A COMMON 530718105 1461 133055 SH DEFINED 6 133055 0 0
LIBERTY MEDIA CORP CL A COMMON 530718105 16364 1490337 SH DEFINED 7 1490337 0 0
LIBERTY MEDIA CORP CL A COMMON 530718105 875 79732 SH DEFINED 9 79732 0 0
LIBERTY MEDIA CORP-B COMMON 530718204 2209 190425 SH DEFINED 1 190425 0 0
LIBERTY MEDIA CORP-B COMMON 530718204 12 1000 SH DEFINED 16 1000 0 0
LIBERTY MEDIA CORP-B COMMON 530718204 371 31975 SH DEFINED 16,15 31975 0 0
LIBERTY MEDIA INTL INC-A COMMON 530719103 7676 166035 SH DEFINED 1 166035 0 0
LIBERTY MEDIA INTL INC-A COMMON 530719103 163 3525 SH DEFINED 16 3525 0 0
LIBERTY MEDIA INTL INC-A COMMON 530719103 988 21374 SH DEFINED 16,15 21374 0 0
LIBERTY MEDIA INTL INC-A COMMON 530719103 153 3300 SH DEFINED 16,9 3300 0 0
LIBERTY MEDIA INTL INC-A COMMON 530719103 739 15994 SH DEFINED 25 4528 0 11466
LIBERTY MEDIA INTL INC-A COMMON 530719103 73 1587 SH DEFINED 7 1587 0 0
LIBERTY MEDIA INTL INC-A COMMON 530719103 221 4776 SH DEFINED 9 4776 0 0
LIBERTY PROPERTY TRUST COMMON 531172104 26018 602280 SH DEFINED 16 532100 0 70180
LIBERTY PROPERTY TRUST COMMON 531172104 52 1200 SH DEFINED 25 0 0 1200
LIEBERT CORP CVT (EMR) 8.0 11- CONVERT 531735AA6 26 5000 SH DEFINED 6 5000 0 0
LIFEPOINT INC COMMON 53215R100 1 5000 SH DEFINED 7 5000 0 0
LIFEPOINT HOSPITALS INC COMMON 53219L109 27877 800600 SH DEFINED 1 800600 0 0
LIFEPOINT HOSPITALS INC COMMON 53219L109 7298 209600 SH DEFINED 2 209600 0 0
LIFEPOINT HOSPITALS INC COMMON 53219L109 3 88 SH DEFINED 25 0 0 88
LIGAND PHARMACEUTICALS INC CL COMMON 53220K207 86 7400 SH DEFINED 16 4600 0 2800
LIGAND PHARMACEUTICALS INC CL COMMON 53220K207 3177 272900 SH DEFINED 3 272900 0 0
LIGHTPATH TECHNOLOGIES INC CL COMMON 532257805 1 212 SH DEFINED 25 212 0 0
LILLY (ELI) & CO COMMON 532457108 51166 901600 SH DEFINED 1 901600 0 0
LILLY (ELI) & CO COMMON 532457108 5075 89430 SH DEFINED 10 89430 0 0
LILLY (ELI) & CO COMMON 532457108 1863 32830 SH DEFINED 10,16 32830 0 0
LILLY (ELI) & CO COMMON 532457108 188518 3321898 SH DEFINED 16 2406917 190 914791
LILLY (ELI) & CO COMMON 532457108 6341 111730 SH DEFINED 16,23 111730 0 0
LILLY (ELI) & CO COMMON 532457108 2542 44800 SH DEFINED 16,9 44800 0 0
LILLY (ELI) & CO COMMON 532457108 26 453 SH DEFINED 17,9 453 0 0
LILLY (ELI) & CO COMMON 532457108 12105 213300 SH DEFINED 2 213300 0 0
LILLY (ELI) & CO COMMON 532457108 187 3300 SH DEFINED 21 3300 0 0
LILLY (ELI) & CO COMMON 532457108 347 6108 SH DEFINED 24 6108 0 0
LILLY (ELI) & CO COMMON 532457108 29058 512028 SH DEFINED 25 112235 0 399793
LILLY (ELI) & CO COMMON 532457108 1870 32960 SH DEFINED 5,16 32960 0 0
LILLY (ELI) & CO COMMON 532457108 2456 43286 SH DEFINED 7 43286 0 0
LILLY (ELI) & CO COMMON 532457108 1851 32613 SH DEFINED 9 32613 0 0
LIMITED BRANDS INC COMMON 532716107 50934 2212610 SH DEFINED 1 2212610 0 0
LIMITED BRANDS INC COMMON 532716107 3047 132350 SH DEFINED 10,16 132350 0 0
LIMITED BRANDS INC COMMON 532716107 523 22700 SH DEFINED 10,8 22700 0 0
LIMITED BRANDS INC COMMON 532716107 97 4202 SH DEFINED 12 4202 0 0
LIMITED BRANDS INC COMMON 532716107 843 36623 SH DEFINED 12,9 36623 0 0
LIMITED BRANDS INC COMMON 532716107 60248 2617189 SH DEFINED 16 2415389 0 201800
LIMITED BRANDS INC COMMON 532716107 1087 47200 SH DEFINED 16,15 47200 0 0
LIMITED BRANDS INC COMMON 532716107 2122 92200 SH DEFINED 16,9 92200 0 0
LIMITED BRANDS INC COMMON 532716107 1927 83700 SH DEFINED 2 83700 0 0
LIMITED BRANDS INC COMMON 532716107 813 35310 SH DEFINED 24 35310 0 0
LIMITED BRANDS INC COMMON 532716107 1609 69900 SH DEFINED 5,16 69900 0 0
LIMITED BRANDS INC COMMON 532716107 258 11195 SH DEFINED 7 11195 0 0
LIMITED BRANDS INC COMMON 532716107 3611 156852 SH DEFINED 9 156852 0 0
LIMITED BRANDS INC COMMON 532716107 23 1004 SH DEFINED 9,11 1004 0 0
LIMITED BRANDS INC COMMON 532716107 659 28641 SH DEFINED 9,14 28641 0 0
LINCARE HOLDINGS INC COMMON 532791100 4052 95000 SH DEFINED 10,16 95000 0 0
LINCARE HOLDINGS INC COMMON 532791100 1687 39545 SH DEFINED 13 39545 0 0
LINCARE HOLDINGS INC COMMON 532791100 16106 377638 SH DEFINED 16 368564 0 9074
LINCARE HOLDINGS INC COMMON 532791100 36 835 SH DEFINED 24 835 0 0
LINCARE HOLDINGS INC COMMON 532791100 380 8905 SH DEFINED 5,16 0 0 8905
LINCARE HOLDINGS INC COMMON 532791100 17845 418396 SH DEFINED 7 418396 0 0
LINCARE HOLDINGS INC COMMON 532791100 20 470 SH DEFINED 9 470 0 0
LINCOLN ELECTRIC HOLDINGS COMMON 533900106 2863 82900 SH DEFINED 16 46700 0 36200
LINCOLN ELECTRIC HOLDINGS COMMON 533900106 69 2000 SH DEFINED 16,15 2000 0 0
LINCOLN ELECTRIC HOLDINGS COMMON 533900106 663 19200 SH DEFINED 5,16 19200 0 0
LINCOLN NATIONAL CORP COMMON 534187109 126 2700 SH DEFINED 10 2700 0 0
LINCOLN NATIONAL CORP COMMON 534187109 1839 39400 SH DEFINED 10,16 39400 0 0
LINCOLN NATIONAL CORP COMMON 534187109 327 7000 SH DEFINED 10,8 7000 0 0
LINCOLN NATIONAL CORP COMMON 534187109 51520 1103694 SH DEFINED 16 1037969 0 65725
LINCOLN NATIONAL CORP COMMON 534187109 682 14600 SH DEFINED 16,15 14600 0 0
LINCOLN NATIONAL CORP COMMON 534187109 2054 44000 SH DEFINED 16,9 44000 0 0
LINCOLN NATIONAL CORP COMMON 534187109 409 8771 SH DEFINED 24 8771 0 0
LINCOLN NATIONAL CORP COMMON 534187109 1658 35515 SH DEFINED 25 800 0 34715
LINCOLN NATIONAL CORP COMMON 534187109 1069 22900 SH DEFINED 5,16 22900 0 0
LINCOLN NATIONAL CORP COMMON 534187109 87 1872 SH DEFINED 7 1872 0 0
LINCOLN NATIONAL CORP COMMON 534187109 389 8330 SH DEFINED 9 8330 0 0
LINDSAY MANUFACTURING CO COMMON 535555106 39 1500 SH DEFINED 7 1500 0 0
LINEAR TECHNOLOGY CORP COMMON 535678106 53166 1371670 SH DEFINED 1 1371670 0 0
LINEAR TECHNOLOGY CORP COMMON 535678106 62016 1600000 SH DEFINED 1,2 1600000 0 0
LINEAR TECHNOLOGY CORP COMMON 535678106 7074 182500 SH DEFINED 1,3 182500 0 0
LINEAR TECHNOLOGY CORP COMMON 535678106 186 4800 SH DEFINED 10 4800 0 0
LINEAR TECHNOLOGY CORP COMMON 535678106 1819 46920 SH DEFINED 10,16 46920 0 0
LINEAR TECHNOLOGY CORP COMMON 535678106 3016 77800 SH DEFINED 10,2 77800 0 0
LINEAR TECHNOLOGY CORP COMMON 535678106 23 588 SH DEFINED 12 588 0 0
LINEAR TECHNOLOGY CORP COMMON 535678106 187 4819 SH DEFINED 12,9 4819 0 0
LINEAR TECHNOLOGY CORP COMMON 535678106 170288 4393383 SH DEFINED 16 3423528 270 969585
LINEAR TECHNOLOGY CORP COMMON 535678106 3424 88340 SH DEFINED 16,23 88340 0 0
LINEAR TECHNOLOGY CORP COMMON 535678106 1151 29700 SH DEFINED 16,9 29700 0 0
LINEAR TECHNOLOGY CORP COMMON 535678106 15 397 SH DEFINED 17,9 397 0 0
LINEAR TECHNOLOGY CORP COMMON 535678106 21820 562960 SH DEFINED 2 562960 0 0
LINEAR TECHNOLOGY CORP COMMON 535678106 930 24000 SH DEFINED 21 24000 0 0
LINEAR TECHNOLOGY CORP COMMON 535678106 464 11981 SH DEFINED 24 11981 0 0
LINEAR TECHNOLOGY CORP COMMON 535678106 3628 93607 SH DEFINED 25 23964 0 69643
LINEAR TECHNOLOGY CORP COMMON 535678106 1836 47360 SH DEFINED 5,16 47360 0 0
LINEAR TECHNOLOGY CORP COMMON 535678106 39 1000 SH DEFINED 6 1000 0 0
LINEAR TECHNOLOGY CORP COMMON 535678106 10910 281465 SH DEFINED 7 281465 0 0
LINEAR TECHNOLOGY CORP COMMON 535678106 1195 30829 SH DEFINED 9 30829 0 0
LINEAR TECHNOLOGY CORP COMMON 535678106 176 4545 SH DEFINED 9,14 4545 0 0
LINENS 'N THINGS INC COMMON 535679104 28024 1130000 SH DEFINED 1 1130000 0 0
LINENS 'N THINGS INC COMMON 535679104 3222 129900 SH DEFINED 2 129900 0 0
LINENS 'N THINGS INC COMMON 535679104 12 500 SH DEFINED 25 0 0 500
LIONS GATE ENTERTAINMENT COR COMMON 535919203 17948 1689980 SH DEFINED 1 1689980 0 0
LIONS GATE ENTERTAINMENT COR COMMON 535919203 11508 1083600 SH DEFINED 1,3 1083600 0 0
LIONS GATE ENTERTAINMENT COR COMMON 535919203 5824 548400 SH DEFINED 2 548400 0 0
LITHIA MOTORS INC CL A COMMON 536797103 10707 399200 SH DEFINED 3 399200 0 0
LITTELFUSE INC COMMON 537008104 9695 283800 SH DEFINED 1 283800 0 0
LITTELFUSE INC COMMON 537008104 1469 43000 SH DEFINED 2 43000 0 0
LIZ CLAIBORNE INC COMMON 539320101 1176 27870 SH DEFINED 1 27870 0 0
LIZ CLAIBORNE INC COMMON 539320101 14269 338059 SH DEFINED 16 327438 0 10621
LIZ CLAIBORNE INC COMMON 539320101 170 4025 SH DEFINED 25 0 0 4025
LIZ CLAIBORNE INC COMMON 539320101 192277 4555250 SH DEFINED 3 4555250 0 0
LIZ CLAIBORNE INC COMMON 539320101 590 13975 SH DEFINED 5,16 0 0 13975
LIZ CLAIBORNE INC COMMON 539320101 4284 101491 SH DEFINED 7 101491 0 0
LIZ CLAIBORNE INC COMMON 539320101 185 4388 SH DEFINED 9 4388 0 0
LLOYDS TSB GROUP PLC ADR COMMON 539439109 1 29 SH DEFINED 4 29 0 0
LOCKHEED MARTIN CORPORATION COMMON 539830109 26047 468900 SH DEFINED 1 468900 0 0
LOCKHEED MARTIN CORPORATION COMMON 539830109 4290 77224 SH DEFINED 16 70399 0 6825
LOCKHEED MARTIN CORPORATION COMMON 539830109 433 7800 SH DEFINED 16,9 7800 0 0
LOCKHEED MARTIN CORPORATION COMMON 539830109 19 344 SH DEFINED 25 0 0 344
LOCKHEED MARTIN CORPORATION COMMON 539830109 83919 1510700 SH DEFINED 3 1510700 0 0
LOCKHEED MARTIN CORPORATION COMMON 539830109 147 2643 SH DEFINED 7 2643 0 0
LOCKHEED MARTIN CORPORATION COMMON 539830109 709 12763 SH DEFINED 9 12763 0 0
LOCKHEED MARTIN CVT(LMT) FLT 0 CONVERT 539830AP4 15518 15000000 SH DEFINED 16 2225000 0 12775000
LODGIAN INC COMMON 54021P403 242 19700 SH DEFINED 16 18800 0 900
LOEWS CORP COMMON 540424108 830 11800 SH DEFINED 10,16 11800 0 0
LOEWS CORP COMMON 540424108 148 2100 SH DEFINED 10,8 2100 0 0
LOEWS CORP COMMON 540424108 17810 253337 SH DEFINED 16 235937 0 17400
LOEWS CORP COMMON 540424108 302 4300 SH DEFINED 16,15 4300 0 0
LOEWS CORP COMMON 540424108 1364 19400 SH DEFINED 16,9 19400 0 0
LOEWS CORP COMMON 540424108 126 1797 SH DEFINED 24 1797 0 0
LOEWS CORP COMMON 540424108 281 4000 SH DEFINED 25 4000 0 0
LOEWS CORP COMMON 540424108 2 24 SH DEFINED 4 24 0 0
LOEWS CORP COMMON 540424108 450 6400 SH DEFINED 5,16 6400 0 0
LOEWS CORP COMMON 540424108 56 800 SH DEFINED 6 800 0 0
LOEWS CORP COMMON 540424108 2037 28970 SH DEFINED 7 28970 0 0
LOEWS CORP COMMON 540424108 21 300 SH DEFINED 9 300 0 0
LONE STAR STEAKHOUSE &SALOON COMMON 542307103 2786 99500 SH DEFINED 1 99500 0 0
LONE STAR STEAKHOUSE &SALOON COMMON 542307103 3878 138500 SH DEFINED 16 79300 0 59200
LONE STAR STEAKHOUSE &SALOON COMMON 542307103 90 3200 SH DEFINED 16,15 3200 0 0
LONE STAR STEAKHOUSE &SALOON COMMON 542307103 1081 38600 SH DEFINED 5,16 38600 0 0
LONE STAR TECHNOLOGIES INC COMMON 542312103 6294 188100 SH DEFINED 1 188100 0 0
LONGS DRUG STORES CORP COMMON 543162101 22 800 SH DEFINED 25 0 0 800
LONGVIEW FIBRE CO COMMON 543213102 200 11000 SH DEFINED 25 11000 0 0
LONGVIEW FIBRE CO COMMON 543213102 2222 122500 SH DEFINED 3 122500 0 0
LOOKSMART LTD COMMON 543442107 11 5000 SH DEFINED 25 0 0 5000
LOUISIANA-PACIFIC CORP COMMON 546347105 115 4300 SH DEFINED 10 4300 0 0
LOUISIANA-PACIFIC CORP COMMON 546347105 103 3851 SH DEFINED 12 3851 0 0
LOUISIANA-PACIFIC CORP COMMON 546347105 915 34231 SH DEFINED 12,9 34231 0 0
LOUISIANA-PACIFIC CORP COMMON 546347105 7756 290048 SH DEFINED 16 265748 0 24300
LOUISIANA-PACIFIC CORP COMMON 546347105 965 36089 SH DEFINED 24 36089 0 0
LOUISIANA-PACIFIC CORP COMMON 546347105 51 1900 SH DEFINED 5,16 1900 0 0
LOUISIANA-PACIFIC CORP COMMON 546347105 91 3400 SH DEFINED 7 3400 0 0
LOUISIANA-PACIFIC CORP COMMON 546347105 2891 108133 SH DEFINED 9 108133 0 0
LOUISIANA-PACIFIC CORP COMMON 546347105 683 25555 SH DEFINED 9,14 25555 0 0
LOWES COMPANIES INC COMMON 548661107 15640 271573 SH DEFINED 1 271573 0 0
LOWES COMPANIES INC COMMON 548661107 2984 51820 SH DEFINED 10,16 51820 0 0
LOWES COMPANIES INC COMMON 548661107 263535 4576063 SH DEFINED 16 3361704 330 1214029
LOWES COMPANIES INC COMMON 548661107 1967 34150 SH DEFINED 16,23 34150 0 0
LOWES COMPANIES INC COMMON 548661107 662 11500 SH DEFINED 16,9 11500 0 0
LOWES COMPANIES INC COMMON 548661107 30 529 SH DEFINED 17,9 529 0 0
LOWES COMPANIES INC COMMON 548661107 425 7375 SH DEFINED 24 7375 0 0
LOWES COMPANIES INC COMMON 548661107 62266 1081198 SH DEFINED 25 156654 0 924544
LOWES COMPANIES INC COMMON 548661107 2875 49930 SH DEFINED 5,16 49930 0 0
LOWES COMPANIES INC COMMON 548661107 5171 89790 SH DEFINED 7 89790 0 0
LOWES COMPANIES INC COMMON 548661107 1661 28848 SH DEFINED 9 28848 0 0
LOWE'S COMPANIES(LOW)CVT 0.861 CONVERT 548661CG0 14472 13750000 SH DEFINED 16 2000000 0 11750000
LUBRIZOL CORP COMMON 549271104 221 6000 SH DEFINED 25 600 0 5400
LUBRIZOL CORP COMMON 549271104 135 3655 SH DEFINED 7 3655 0 0
LUBY'S INC COMMON 549282101 150 20000 SH DEFINED 7 20000 0 0
LUCENT TECHNOLOGIES INC COMMON 549463107 2144 570119 SH DEFINED 16 548519 0 21600
LUCENT TECHNOLOGIES INC COMMON 549463107 429 114200 SH DEFINED 16,9 114200 0 0
LUCENT TECHNOLOGIES INC COMMON 549463107 1128 299881 SH DEFINED 19 0 0 299881
LUCENT TECHNOLOGIES INC COMMON 549463107 225 59853 SH DEFINED 25 50405 0 9448
LUCENT TECHNOLOGIES INC COMMON 549463107 88 23272 SH DEFINED 6 23272 0 0
LUCENT TECHNOLOGIES INC COMMON 549463107 558 148399 SH DEFINED 9 148399 0 0
LUCENT TECHNOLOGIES-CW07 COMMON 549463131 13 8165 SH DEFINED 1 8165 0 0
LUCENT TECHNOLOGIES-CW07 COMMON 549463131 133 84455 SH DEFINED 16 84290 0 165
LUCENT TECHNOLOGIES-CW07 COMMON 549463131 0 76 SH DEFINED 2 76 0 0
LUCENT TECHNOLOGIES-CW07 COMMON 549463131 0 47 SH DEFINED 25 47 0 0
LUCENT TECHNOLOGIES-CW07 COMMON 549463131 0 38 SH DEFINED 4 38 0 0
LUCENT TECHNOLOGIES-CW07 COMMON 549463131 1 699 SH DEFINED 7 699 0 0
LUMINEX CORP COMMON 55027E102 1373 154600 SH DEFINED 16 102100 0 52500
LUMINEX CORP COMMON 55027E102 26 2900 SH DEFINED 16,15 2900 0 0
LUMINEX CORP COMMON 55027E102 131 14700 SH DEFINED 5,16 14700 0 0
LUXOTTICA GROUP SPA ADR COMMON 55068R202 2716 133200 SH DEFINED 10,23 133200 0 0
LUXOTTICA GROUP SPA ADR COMMON 55068R202 237884 11666699 SH DEFINED 3 11666699 0 0
LYNCH CORP COMMON 551137102 6 400 SH DEFINED 25 0 0 400
LYNCH INTERACTIVE CORP COMMON 551146103 26 800 SH DEFINED 25 0 0 800
LYONDELL CHEMICAL COMPANY COMMON 552078107 16976 587000 SH DEFINED 1 587000 0 0
LYONDELL CHEMICAL COMPANY COMMON 552078107 752 26000 SH DEFINED 16 26000 0 0
LYONDELL CHEMICAL COMPANY COMMON 552078107 2036 70400 SH DEFINED 16,15 70400 0 0
LYONDELL CHEMICAL COMPANY COMMON 552078107 162 5600 SH DEFINED 16,9 5600 0 0
LYONDELL CHEMICAL COMPANY COMMON 552078107 57 1978 SH DEFINED 25 0 0 1978
LYONDELL CHEMICAL COMPANY COMMON 552078107 33 1150 SH DEFINED 4 1150 0 0
LYONDELL CHEMICAL COMPANY COMMON 552078107 22 776 SH DEFINED 7 776 0 0
M & F WORLDWIDE CORP COMMON 552541104 500 36700 SH DEFINED 16 22200 0 14500
M & F WORLDWIDE CORP COMMON 552541104 12 900 SH DEFINED 16,15 900 0 0
M & F WORLDWIDE CORP COMMON 552541104 0 33 SH DEFINED 25 33 0 0
M & F WORLDWIDE CORP COMMON 552541104 196 14400 SH DEFINED 5,16 14400 0 0
M & T BANK CORPORATION COMMON 55261F104 1190 11035 SH DEFINED 16 11035 0 0
M & T BANK CORPORATION COMMON 55261F104 336 3116 SH DEFINED 7 3116 0 0
M & T BANK CORPORATION COMMON 55261F104 252 2337 SH DEFINED 9 2337 0 0
MAF BANCORP INC COMMON 55261R108 68 1514 SH DEFINED 25 0 0 1514
MBIA INC COMMON 55262C100 19933 315000 SH DEFINED 1 315000 0 0
MBIA INC COMMON 55262C100 2993 47300 SH DEFINED 10,16 47300 0 0
MBIA INC COMMON 55262C100 1243 19645 SH DEFINED 13 19645 0 0
MBIA INC COMMON 55262C100 21430 338651 SH DEFINED 16 328687 0 9964
MBIA INC COMMON 55262C100 753 11900 SH DEFINED 16,9 11900 0 0
MBIA INC COMMON 55262C100 141 2235 SH DEFINED 24 2235 0 0
MBIA INC COMMON 55262C100 1005 15885 SH DEFINED 25 12775 0 3110
MBIA INC COMMON 55262C100 424 6700 SH DEFINED 5,16 0 0 6700
MBIA INC COMMON 55262C100 959 15150 SH DEFINED 7 15150 0 0
MBIA INC COMMON 55262C100 345 5449 SH DEFINED 9 5449 0 0
MBNA CORP COMMON 55262L100 62382 2212900 SH DEFINED 1 2212900 0 0
MBNA CORP COMMON 55262L100 88799 3150000 SH DEFINED 1,2 3150000 0 0
MBNA CORP COMMON 55262L100 2326 82500 SH DEFINED 10,16 82500 0 0
MBNA CORP COMMON 55262L100 138 4900 SH DEFINED 12 4900 0 0
MBNA CORP COMMON 55262L100 1215 43088 SH DEFINED 12,9 43088 0 0
MBNA CORP COMMON 55262L100 227514 8070728 SH DEFINED 16 5804173 510 2266045
MBNA CORP COMMON 55262L100 1488 52770 SH DEFINED 16,23 52770 0 0
MBNA CORP COMMON 55262L100 2297 81500 SH DEFINED 16,9 81500 0 0
MBNA CORP COMMON 55262L100 39 1395 SH DEFINED 17,9 1395 0 0
MBNA CORP COMMON 55262L100 21459 761220 SH DEFINED 2 761220 0 0
MBNA CORP COMMON 55262L100 2649 93960 SH DEFINED 24 93960 0 0
MBNA CORP COMMON 55262L100 853 30260 SH DEFINED 25 10444 0 19816
MBNA CORP COMMON 55262L100 10 366 SH DEFINED 4 366 0 0
MBNA CORP COMMON 55262L100 2559 90760 SH DEFINED 5,16 71010 0 19750
MBNA CORP COMMON 55262L100 11 400 SH DEFINED 6 400 0 0
MBNA CORP COMMON 55262L100 5405 191742 SH DEFINED 7 191742 0 0
MBNA CORP COMMON 55262L100 169 6000 SH DEFINED 8 6000 0 0
MBNA CORP COMMON 55262L100 4597 163062 SH DEFINED 9 163062 0 0
MBNA CORP COMMON 55262L100 922 32701 SH DEFINED 9,14 32701 0 0
MB FINANCIAL INC COMMON 55264U108 2588 61400 SH DEFINED 1 61400 0 0
MB FINANCIAL INC COMMON 55264U108 1965 46616 SH DEFINED 25 0 0 46616
MDC HOLDINGS INC COMMON 552676108 13 155 SH DEFINED 7 155 0 0
MDC HOLDINGS INC COMMON 552676108 217 2510 SH DEFINED 9 2510 0 0
MCI INC COMMON 552691107 439 21800 SH DEFINED 2 21800 0 0
MCI INC COMMON 552691107 9 465 SH DEFINED 25 176 0 289
MCI INC COMMON 552691107 214 10600 SH DEFINED 7 10600 0 0
MEMC ELECTRONIC MATE COMMON 552715104 5 412 SH DEFINED 4 412 0 0
MFS MULTIMARKET INC TRUST CF COMMON 552737108 6 1000 SH DEFINED 25 1000 0 0
MFS MUNICIPAL INCOME TRUST CF COMMON 552738106 4 500 SH DEFINED 25 500 0 0
MFS INTERMEDIATE INC TRUST CF COMMON 55273C107 13 2000 SH DEFINED 25 0 0 2000
MGIC INVESTMENT CORP COMMON 552848103 118846 1724650 SH DEFINED 1 1724650 0 0
MGIC INVESTMENT CORP COMMON 552848103 1943 28200 SH DEFINED 10,16 28200 0 0
MGIC INVESTMENT CORP COMMON 552848103 22 324 SH DEFINED 12 324 0 0
MGIC INVESTMENT CORP COMMON 552848103 185 2682 SH DEFINED 12,9 2682 0 0
MGIC INVESTMENT CORP COMMON 552848103 800 11606 SH DEFINED 13 11606 0 0
MGIC INVESTMENT CORP COMMON 552848103 11241 163121 SH DEFINED 16 159718 0 3403
MGIC INVESTMENT CORP COMMON 552848103 338 4900 SH DEFINED 16,9 4900 0 0
MGIC INVESTMENT CORP COMMON 552848103 2074 30100 SH DEFINED 2 30100 0 0
MGIC INVESTMENT CORP COMMON 552848103 96 1400 SH DEFINED 2,23 1400 0 0
MGIC INVESTMENT CORP COMMON 552848103 51 736 SH DEFINED 24 736 0 0
MGIC INVESTMENT CORP COMMON 552848103 3432 49805 SH DEFINED 25 0 0 49805
MGIC INVESTMENT CORP COMMON 552848103 11377 165101 SH DEFINED 4 165101 0 0
MGIC INVESTMENT CORP COMMON 552848103 201 2918 SH DEFINED 5,16 0 0 2918
MGIC INVESTMENT CORP COMMON 552848103 118 1710 SH DEFINED 7 1710 0 0
MGIC INVESTMENT CORP COMMON 552848103 787 11420 SH DEFINED 9 11420 0 0
MGIC INVESTMENT CORP COMMON 552848103 174 2519 SH DEFINED 9,14 2519 0 0
MGI PHARMA INC COMMON 552880106 60597 2163400 SH DEFINED 1 2163400 0 0
MGI PHARMA INC COMMON 552880106 331 11800 SH DEFINED 16 0 0 11800
MGI PHARMA INC COMMON 552880106 9874 352500 SH DEFINED 2 337200 0 15300
MGI PHARMA INC COMMON 552880106 12 427 SH DEFINED 4 427 0 0
MGM MIRAGE COMMON 552953101 9220 126755 SH DEFINED 1 126755 0 0
MGM MIRAGE COMMON 552953101 553 7600 SH DEFINED 16 7600 0 0
MGM MIRAGE COMMON 552953101 1262 17350 SH DEFINED 16,15 17350 0 0
MGM MIRAGE COMMON 552953101 9 121 SH DEFINED 25 0 0 121
MGM MIRAGE COMMON 552953101 164 2250 SH DEFINED 7 2250 0 0
MI DEVELOPMENTS INC CL A COMMON 55304X104 375 12526 SH DEFINED 9 12526 0 0
MKS INSTRUMENTS INC COMMON 55306N104 9694 522600 SH DEFINED 1 522600 0 0
MKS INSTRUMENTS INC COMMON 55306N104 3367 181500 SH DEFINED 10 181500 0 0
MKS INSTRUMENTS INC COMMON 55306N104 466 25100 SH DEFINED 10,23 25100 0 0
MMO2 PLC-ADR COMMON 55309W101 366 15588 SH DEFINED 4 15588 0 0
MPS GROUP INC COMMON 553409103 15248 1243700 SH DEFINED 1 1243700 0 0
MPS GROUP INC COMMON 553409103 4457 363500 SH DEFINED 2 363500 0 0
MRV COMMUNICATIONS INC COMMON 553477100 4 1000 SH DEFINED 25 0 0 1000
MSC INDUSTRIAL DIRECT CO CL A COMMON 553530106 39294 1092100 SH DEFINED 1 1092100 0 0
MSC INDUSTRIAL DIRECT CO CL A COMMON 553530106 11019 306250 SH DEFINED 2 306250 0 0
MICROSOFT TR CVT IAM 144A 0.0 CONVERT 553565AA0 31487 30375000 SH DEFINED 16 4450000 0 25925000
MTS SYSTEMS CORP COMMON 553777103 3679 108800 SH DEFINED 16 62500 0 46300
MTS SYSTEMS CORP COMMON 553777103 85 2500 SH DEFINED 16,15 2500 0 0
MTS SYSTEMS CORP COMMON 553777103 1082 32000 SH DEFINED 5,16 32000 0 0
MACDERMID INC COMMON 554273102 5447 150900 SH DEFINED 16 85000 0 65900
MACDERMID INC COMMON 554273102 130 3600 SH DEFINED 16,15 3600 0 0
MACDERMID INC COMMON 554273102 65 1800 SH DEFINED 25 1800 0 0
MACDERMID INC COMMON 554273102 2249 62300 SH DEFINED 3 62300 0 0
MACDERMID INC COMMON 554273102 1393 38600 SH DEFINED 5,16 38600 0 0
MACERICH COMPANY (THE) COMMON 554382101 38 600 SH DEFINED 10 600 0 0
MACERICH COMPANY (THE) COMMON 554382101 180638 2876397 SH DEFINED 16 2023915 0 852482
MACERICH COMPANY (THE) COMMON 554382101 13370 212900 SH DEFINED 5,16 212900 0 0
MACK-CALI REALTY CORP COMMON 554489104 3406 74000 SH DEFINED 1 74000 0 0
MACK-CALI REALTY CORP COMMON 554489104 123887 2691448 SH DEFINED 16 2031453 0 659995
MACK-CALI REALTY CORP COMMON 554489104 23 500 SH DEFINED 25 0 0 500
MACK-CALI REALTY CORP COMMON 554489104 6021 130800 SH DEFINED 5,16 130800 0 0
MACROVISION CORP COMMON 555904101 13439 522500 SH DEFINED 1 522500 0 0
MACROVISION CORP COMMON 555904101 5044 196100 SH DEFINED 2 196100 0 0
MACQUARIE INFRASTRUCTURE CO COMMON 55607X108 30626 1043479 SH DEFINED 10 1043479 0 0
MACQUARIE INFRASTRUCTURE CO COMMON 55607X108 1817 61921 SH DEFINED 10,23 61921 0 0
MACROMEDIA INC COMMON 556100105 35794 1150200 SH DEFINED 1 1150200 0 0
MACROMEDIA INC COMMON 556100105 756 24300 SH DEFINED 16 24300 0 0
MACROMEDIA INC COMMON 556100105 1743 56000 SH DEFINED 16,23 56000 0 0
MACROMEDIA INC COMMON 556100105 6853 220200 SH DEFINED 2 220200 0 0
MAGELLAN MIDSTREAM PARTNERS COMMON 559080106 7751 132115 SH DEFINED 7 132115 0 0
MAGMA DESIGN AUTOMATION COMMON 559181102 3793 303200 SH DEFINED 1 303200 0 0
MAGMA DESIGN AUTOMATION COMMON 559181102 1425 113900 SH DEFINED 2 113900 0 0
MAGNA INTERNATIONAL INC CL A COMMON 559222401 7515 91750 SH DEFINED 1,3 91750 0 0
MAGNA INTERNATIONAL INC CL A COMMON 559222401 1358 16449 SH DEFINED 16 16347 0 102
MAGNA INTERNATIONAL INC CL A COMMON 559222401 119 1450 SH DEFINED 2 1450 0 0
MAGNA INTERNATIONAL INC CL A COMMON 559222401 2457 30000 SH DEFINED 3 30000 0 0
MAGNA INTERNATIONAL INC CL A COMMON 559222401 283 3428 SH DEFINED 9 3428 0 0
MAGNETEK INC COMMON 559424106 57 8300 SH DEFINED 7 8300 0 0
MAGNUM HUNTER RESOURCES COMMON 55972F203 9546 740000 SH DEFINED 1 740000 0 0
MAGNUM HUNTER RESOURCES COMMON 55972F203 1548 120000 SH DEFINED 16,15 120000 0 0
MAGNUM HUNTER RESOURCES COMMON 55972F203 52 4050 SH DEFINED 7 4050 0 0
MAGUIRE PROPERTIES INC COMMON 559775101 19379 705700 SH DEFINED 16 598600 0 107100
MAHANAGAR TELEPHONE NIGA-ADR COMMON 559778402 1695 212400 SH DEFINED 8 212400 0 0
MAINSOURCE FINANCIAL GROUP I COMMON 56062Y102 519 21735 SH DEFINED 16 13020 0 8715
MAINSOURCE FINANCIAL GROUP I COMMON 56062Y102 13 525 SH DEFINED 16,15 525 0 0
MAINSOURCE FINANCIAL GROUP I COMMON 56062Y102 188 7875 SH DEFINED 5,16 7875 0 0
MAIR HOLDINGS INC COMMON 560635104 21 2250 SH DEFINED 7 2250 0 0
MAMMA.COM INC COMMON 56150Q102 1 100 SH DEFINED 7 100 0 0
MANDALAY RESORT GROUP COMMON 562567107 5540 78660 SH DEFINED 1 78660 0 0
MANDALAY RESORT GROUP COMMON 562567107 648 9200 SH DEFINED 16 9200 0 0
MANDALAY RESORT GROUP COMMON 562567107 606 8600 SH DEFINED 16,15 8600 0 0
MANDALAY RESORT GROUP COMMON 562567107 127 1800 SH DEFINED 16,9 1800 0 0
MANDALAY RESORT GROUP COMMON 562567107 211 3000 SH DEFINED 25 0 0 3000
MANDALAY RESORT GROUP COMMON 562567107 20227 287200 SH DEFINED 3 287200 0 0
MANDALAY RESORT GROUP COMMON 562567107 3067 43545 SH DEFINED 7 43545 0 0
MANITOWOC COMPANY INC COMMON 563571108 4879 129600 SH DEFINED 1 129600 0 0
MANITOWOC COMPANY INC COMMON 563571108 8 225 SH DEFINED 7 225 0 0
MANNATECH INC COMMON 563771104 14 750 SH DEFINED 25 0 0 750
MANOR CARE INC COMMON 564055101 561 15839 SH DEFINED 16 13539 0 2300
MANOR CARE INC COMMON 564055101 99 2800 SH DEFINED 16,9 2800 0 0
MANOR CARE INC COMMON 564055101 311 8780 SH DEFINED 7 8780 0 0
MANPOWER INC COMMON 56418H100 58235 1205700 SH DEFINED 1 1205700 0 0
MANPOWER INC COMMON 56418H100 695 14383 SH DEFINED 16 83 0 14300
MANPOWER INC COMMON 56418H100 3498 72430 SH DEFINED 2 55000 0 17430
MANPOWER INC COMMON 56418H100 240288 4974900 SH DEFINED 3 4974900 0 0
MANPOWER INC COMMON 56418H100 11 220 SH DEFINED 4 220 0 0
MANPOWER INC COMMON 56418H100 203 4200 SH DEFINED 7 4200 0 0
MANPOWER INC COMMON 56418H100 175 3629 SH DEFINED 9 3629 0 0
MAPICS INC COMMON 564910107 2106 200200 SH DEFINED 1 200200 0 0
MANULIFE FINANCIAL CORP COMMON 56501R106 35027 760850 SH DEFINED 1 760850 0 0
MANULIFE FINANCIAL CORP COMMON 56501R106 79089 1717980 SH DEFINED 1,3 1717980 0 0
MANULIFE FINANCIAL CORP (COMP) COMMON 56501R106 921 20000 SH DEFINED 10,8 20000 0 0
MANULIFE FINANCIAL CORP COMMON 56501R106 4241 91800 SH DEFINED 16 91800 0 0
MANULIFE FINANCIAL CORP COMMON 56501R106 27 596 SH DEFINED 17,9 596 0 0
MANULIFE FINANCIAL CORP COMMON 56501R106 1941 42170 SH DEFINED 2 42170 0 0
MANULIFE FINANCIAL CORP COMMON 56501R106 671 14586 SH DEFINED 24 14586 0 0
MANULIFE FINANCIAL CORP COMMON 56501R106 343 7424 SH DEFINED 25 4400 0 3024
MANULIFE FINANCIAL CORP COMMON 56501R106 142114 3087000 SH DEFINED 3 3087000 0 0
MANULIFE FINANCIAL CORP COMMON 56501R106 209 4530 SH DEFINED 4 4530 0 0
MANULIFE FINANCIAL CORP COMMON 56501R106 14 308 SH DEFINED 7 308 0 0
MANULIFE FINANCIAL CORP COMMON 56501R106 1761 38219 SH DEFINED 9 38219 0 0
MARATHON OIL CORP COMMON 565849106 107 2845 SH DEFINED 1 0 0 2845
MARATHON OIL CORP COMMON 565849106 1485 39493 SH DEFINED 16 39493 0 0
MARATHON OIL CORP COMMON 565849106 27 720 SH DEFINED 24 720 0 0
MARATHON OIL CORP COMMON 565849106 15 408 SH DEFINED 25 0 0 408
MARATHON OIL CORP COMMON 565849106 408 10837 SH DEFINED 9 10837 0 0
MARLIN BUSINESS SERVICES INC COMMON 571157106 4336 228200 SH DEFINED 1 228200 0 0
MARSH & MCLENNAN COS COMMON 571748102 29824 906500 SH DEFINED 1 906500 0 0
MARSH & MCLENNAN COS COMMON 571748102 76 2300 SH DEFINED 10 2300 0 0
MARSH & MCLENNAN COS COMMON 571748102 3478 105700 SH DEFINED 10,16 105700 0 0
MARSH & MCLENNAN COS COMMON 571748102 1439 43725 SH DEFINED 13 43725 0 0
MARSH & MCLENNAN COS COMMON 571748102 40353 1226533 SH DEFINED 16 1181130 0 45403
MARSH & MCLENNAN COS COMMON 571748102 1977 60100 SH DEFINED 16,9 60100 0 0
MARSH & MCLENNAN COS COMMON 571748102 266 8100 SH DEFINED 24 8100 0 0
MARSH & MCLENNAN COS COMMON 571748102 2369 72002 SH DEFINED 25 32460 0 39542
MARSH & MCLENNAN COS COMMON 571748102 66 2000 SH DEFINED 3 2000 0 0
MARSH & MCLENNAN COS COMMON 571748102 531 16150 SH DEFINED 5,16 1000 0 15150
MARSH & MCLENNAN COS COMMON 571748102 2913 88545 SH DEFINED 7 88545 0 0
MARSH & MCLENNAN COS COMMON 571748102 568 17270 SH DEFINED 9 17270 0 0
MARSHALL & ILSLEY CORP COMMON 571834100 36518 826200 SH DEFINED 1 826200 0 0
MARSHALL & ILSLEY CORP COMMON 571834100 477 10800 SH DEFINED 1,3 10800 0 0
MARSHALL & ILSLEY CORP COMMON 571834100 961 21732 SH DEFINED 16 21732 0 0
MARSHALL & ILSLEY CORP COMMON 571834100 133 3000 SH DEFINED 16,9 3000 0 0
MARSHALL & ILSLEY CORP COMMON 571834100 3182 72000 SH DEFINED 2 72000 0 0
MARSHALL & ILSLEY CORP COMMON 571834100 95 2139 SH DEFINED 25 2139 0 0
MARSHALL & ILSLEY CORP COMMON 571834100 203 4600 SH DEFINED 5,2 4600 0 0
MARSHALL & ILSLEY CORP COMMON 571834100 125 2820 SH DEFINED 9 2820 0 0
MARRIOTT INTERNATIONAL CL A COMMON 571903202 21676 344171 SH DEFINED 1 344171 0 0
MARRIOTT INTERNATIONAL CL A COMMON 571903202 71 1120 SH DEFINED 10,16 1120 0 0
MARRIOTT INTERNATIONAL CL A COMMON 571903202 1656 26298 SH DEFINED 16 26298 0 0
MARRIOTT INTERNATIONAL CL A COMMON 571903202 2140 33982 SH DEFINED 16,15 33982 0 0
MARRIOTT INTERNATIONAL CL A COMMON 571903202 1184 18800 SH DEFINED 16,9 18800 0 0
MARRIOTT INTERNATIONAL CL A COMMON 571903202 1222 19400 SH DEFINED 2 19400 0 0
MARRIOTT INTERNATIONAL CL A COMMON 571903202 57 904 SH DEFINED 25 0 0 904
MARRIOTT INTERNATIONAL CL A COMMON 571903202 27 431 SH DEFINED 4 431 0 0
MARRIOTT INTERNATIONAL CL A COMMON 571903202 6 94 SH DEFINED 6 94 0 0
MARRIOTT INTERNATIONAL CL A COMMON 571903202 11289 179241 SH DEFINED 7 179241 0 0
MARRIOTT INTERNATIONAL CL A COMMON 571903202 471 7484 SH DEFINED 9 7484 0 0
MARTEK BIOSCIENCES CORP COMMON 572901106 31396 613200 SH DEFINED 1 613200 0 0
MARTEK BIOSCIENCES CORP COMMON 572901106 676 13200 SH DEFINED 12,2 13200 0 0
MARTEK BIOSCIENCES CORP COMMON 572901106 338 6600 SH DEFINED 16 2200 0 4400
MARTEK BIOSCIENCES CORP COMMON 572901106 266 5200 SH DEFINED 16,23 5200 0 0
MARTEK BIOSCIENCES CORP COMMON 572901106 2580 50400 SH DEFINED 2 44900 0 5500
MARTEK BIOSCIENCES CORP COMMON 572901106 1167 22800 SH DEFINED 7 22800 0 0
MARTIN MARIETTA MATERIALS COMMON 573284106 2 31 SH DEFINED 4 31 0 0
MARVEL ENTERPRISES INC COMMON 57383M108 16886 824520 SH DEFINED 1 824520 0 0
MARVEL ENTERPRISES INC COMMON 57383M108 8 400 SH DEFINED 16 400 0 0
MARVEL ENTERPRISES INC COMMON 57383M108 331 16150 SH DEFINED 16,15 16150 0 0
MARVEL ENTERPRISES INC COMMON 57383M108 6283 306800 SH DEFINED 2 306800 0 0
MARVEL ENTERPRISES INC COMMON 57383M108 10 483 SH DEFINED 7 483 0 0
MASCO CORP COMMON 574599106 409477 11209340 SH DEFINED 1 11209340 0 0
MASCO CORP COMMON 574599106 29863 817500 SH DEFINED 1,2 817500 0 0
MASCO CORP COMMON 574599106 252 6900 SH DEFINED 10 6900 0 0
MASCO CORP COMMON 574599106 1006 27540 SH DEFINED 10,16 27540 0 0
MASCO CORP COMMON 574599106 153 4200 SH DEFINED 10,8 4200 0 0
MASCO CORP COMMON 574599106 53735 1470984 SH DEFINED 16 1384884 0 86100
MASCO CORP COMMON 574599106 321 8800 SH DEFINED 16,15 8800 0 0
MASCO CORP COMMON 574599106 2882 78900 SH DEFINED 16,9 78900 0 0
MASCO CORP COMMON 574599106 26557 727000 SH DEFINED 2 727000 0 0
MASCO CORP COMMON 574599106 184 5050 SH DEFINED 2,23 5050 0 0
MASCO CORP COMMON 574599106 459 12574 SH DEFINED 24 12574 0 0
MASCO CORP COMMON 574599106 529 14476 SH DEFINED 25 276 0 14200
MASCO CORP COMMON 574599106 25570 699961 SH DEFINED 4 699961 0 0
MASCO CORP COMMON 574599106 588 16100 SH DEFINED 5,16 16100 0 0
MASCO CORP COMMON 574599106 492 13460 SH DEFINED 7 13460 0 0
MASCO CORP COMMON 574599106 1047 28672 SH DEFINED 9 28672 0 0
MASCO CORP COMMON 574599106 32 866 SH DEFINED 9,11 866 0 0
MASONITE INTL CORP COMMON 575384102 9744 284050 SH DEFINED 1,3 284050 0 0
MASONITE INTL CORP COMMON 575384102 132 3850 SH DEFINED 2 3850 0 0
MASSEY ENERGY COMPANY COMMON 576206106 26 750 SH DEFINED 25 0 0 750
MATTEL INC COMMON 577081102 117488 6028130 SH DEFINED 1 6028130 0 0
MATTEL INC COMMON 577081102 777 39850 SH DEFINED 1,3 39850 0 0
MATTEL INC COMMON 577081102 23589 1210311 SH DEFINED 16 1176697 0 33614
MATTEL INC COMMON 577081102 698 35798 SH DEFINED 16,15 35798 0 0
MATTEL INC COMMON 577081102 6489 332950 SH DEFINED 2 332950 0 0
MATTEL INC COMMON 577081102 47 2400 SH DEFINED 2,23 2400 0 0
MATTEL INC COMMON 577081102 417 21414 SH DEFINED 25 0 0 21414
MATTEL INC COMMON 577081102 42430 2176999 SH DEFINED 4 2176999 0 0
MATTEL INC COMMON 577081102 835 42865 SH DEFINED 5,16 0 0 42865
MATTEL INC COMMON 577081102 341 17500 SH DEFINED 5,2 17500 0 0
MATTEL INC COMMON 577081102 566 29036 SH DEFINED 7 29036 0 0
MATTEL INC COMMON 577081102 295 15153 SH DEFINED 9 15153 0 0
MAXIM INTEGRATED PRODUCTS COMMON 57772K101 53890 1271300 SH DEFINED 1 1271300 0 0
MAXIM INTEGRATED PRODUCTS COMMON 57772K101 34208 806985 SH DEFINED 1,2 806985 0 0
MAXIM INTEGRATED PRODUCTS COMMON 57772K101 1412 33300 SH DEFINED 1,3 33300 0 0
MAXIM INTEGRATED PRODUCTS COMMON 57772K101 950 22410 SH DEFINED 10,16 22410 0 0
MAXIM INTEGRATED PRODUCTS COMMON 57772K101 1026 24200 SH DEFINED 10,2 24200 0 0
MAXIM INTEGRATED PRODUCTS COMMON 57772K101 91412 2156447 SH DEFINED 16 1551255 130 605062
MAXIM INTEGRATED PRODUCTS COMMON 57772K101 627 14800 SH DEFINED 16,23 14800 0 0
MAXIM INTEGRATED PRODUCTS COMMON 57772K101 148 3500 SH DEFINED 16,9 3500 0 0
MAXIM INTEGRATED PRODUCTS COMMON 57772K101 22 517 SH DEFINED 17,9 517 0 0
MAXIM INTEGRATED PRODUCTS COMMON 57772K101 8692 205040 SH DEFINED 2 205040 0 0
MAXIM INTEGRATED PRODUCTS COMMON 57772K101 1441 34000 SH DEFINED 21 34000 0 0
MAXIM INTEGRATED PRODUCTS COMMON 57772K101 100 2360 SH DEFINED 24 2360 0 0
MAXIM INTEGRATED PRODUCTS COMMON 57772K101 2064 48689 SH DEFINED 25 18489 0 30200
MAXIM INTEGRATED PRODUCTS COMMON 57772K101 42 1000 SH DEFINED 4 1000 0 0
MAXIM INTEGRATED PRODUCTS COMMON 57772K101 975 22990 SH DEFINED 5,16 22990 0 0
MAXIM INTEGRATED PRODUCTS COMMON 57772K101 1778 41955 SH DEFINED 6 41955 0 0
MAXIM INTEGRATED PRODUCTS COMMON 57772K101 35015 826020 SH DEFINED 7 826020 0 0
MAXIM INTEGRATED PRODUCTS COMMON 57772K101 165 3900 SH DEFINED 8 3900 0 0
MAXIM INTEGRATED PRODUCTS COMMON 57772K101 694 16369 SH DEFINED 9 16369 0 0
MAXYGEN INC COMMON 577776107 6 500 SH DEFINED 25 0 0 500
MAY DEPARTMENT STORES CO COMMON 577778103 23813 809980 SH DEFINED 1 806600 0 3380
MAY DEPARTMENT STORES CO COMMON 577778103 31 1055 SH DEFINED 12,9 1055 0 0
MAY DEPARTMENT STORES CO COMMON 577778103 3935 133857 SH DEFINED 16 129257 0 4600
MAY DEPARTMENT STORES CO COMMON 577778103 491 16700 SH DEFINED 16,9 16700 0 0
MAY DEPARTMENT STORES CO COMMON 577778103 27 921 SH DEFINED 24 921 0 0
MAY DEPARTMENT STORES CO COMMON 577778103 355 12081 SH DEFINED 25 0 0 12081
MAY DEPARTMENT STORES CO COMMON 577778103 17 565 SH DEFINED 6 565 0 0
MAY DEPARTMENT STORES CO COMMON 577778103 272 9260 SH DEFINED 7 9260 0 0
MAY DEPARTMENT STORES CO COMMON 577778103 335 11382 SH DEFINED 9 11382 0 0
MAVERICK TUBE CORP COMMON 577914104 227 7500 SH DEFINED 2 7500 0 0
MAVERICK TUBE CORP COMMON 577914104 39 1300 SH DEFINED 7 1300 0 0
MAYTAG CORP COMMON 578592107 159 7526 SH DEFINED 16 7526 0 0
MBT FINANCIAL CORP COMMON 578877102 582 25000 SH DEFINED 16 14800 0 10200
MBT FINANCIAL CORP COMMON 578877102 14 600 SH DEFINED 16,15 600 0 0
MBT FINANCIAL CORP COMMON 578877102 233 10000 SH DEFINED 5,16 10000 0 0
MCAFEE INC COMMON 579064106 57687 1994020 SH DEFINED 1 1994020 0 0
MCAFEE INC COMMON 579064106 54967 1900000 SH DEFINED 1,2 1900000 0 0
MCAFEE INC COMMON 579064106 64 2200 SH DEFINED 10,16 2200 0 0
MCAFEE INC COMMON 579064106 1079 37300 SH DEFINED 16 37300 0 0
MCAFEE INC COMMON 579064106 7137 246700 SH DEFINED 2 246700 0 0
MCAFEE INC COMMON 579064106 32 1097 SH DEFINED 4 1097 0 0
MCAFEE INC COMMON 579064106 3 100 SH DEFINED 7 100 0 0
MCCLATCHY COMPANY CL A COMMON 579489105 12265 170796 SH DEFINED 1 170796 0 0
MCCLATCHY COMPANY CL A COMMON 579489105 31 430 SH DEFINED 16 430 0 0
MCCLATCHY COMPANY CL A COMMON 579489105 1612 22450 SH DEFINED 16,15 22450 0 0
MCCLATCHY COMPANY CL A COMMON 579489105 13 187 SH DEFINED 25 0 0 187
MCCLATCHY COMPANY CL A COMMON 579489105 455 6330 SH DEFINED 7 6330 0 0
MCCORMICK & CO NON VTG SHRS COMMON 579780206 502 13006 SH DEFINED 16 13006 0 0
MCCORMICK & CO NON VTG SHRS COMMON 579780206 156 4050 SH DEFINED 7 4050 0 0
MCDATA CORPORATION- CL A COMMON 580031201 0 2 SH DEFINED 16 2 0 0
MCDATA CORPORATION- CL A COMMON 580031201 2 402 SH DEFINED 25 7 0 395
MCDATA CORPORATION- CL A COMMON 580031201 0 7 SH DEFINED 4 7 0 0
MCDATA CORPORATION- CL A COMMON 580031201 2 382 SH DEFINED 7 382 0 0
MCDONALD'S CORPORATION COMMON 580135101 125853 3925555 SH DEFINED 1 3921630 0 3925
MCDONALD'S CORPORATION COMMON 580135101 62517 1950000 SH DEFINED 1,2 1950000 0 0
MCDONALD'S CORPORATION COMMON 580135101 474 14800 SH DEFINED 10 14800 0 0
MCDONALD'S CORPORATION COMMON 580135101 9927 309630 SH DEFINED 10,16 309630 0 0
MCDONALD'S CORPORATION COMMON 580135101 1722 53700 SH DEFINED 10,8 53700 0 0
MCDONALD'S CORPORATION COMMON 580135101 84 2614 SH DEFINED 12 2614 0 0
MCDONALD'S CORPORATION COMMON 580135101 750 23408 SH DEFINED 12,9 23408 0 0
MCDONALD'S CORPORATION COMMON 580135101 164300 5124774 SH DEFINED 16 4743974 0 380800
MCDONALD'S CORPORATION COMMON 580135101 3588 111900 SH DEFINED 16,15 111900 0 0
MCDONALD'S CORPORATION COMMON 580135101 7483 233400 SH DEFINED 16,9 233400 0 0
MCDONALD'S CORPORATION COMMON 580135101 35 1103 SH DEFINED 17,9 1103 0 0
MCDONALD'S CORPORATION COMMON 580135101 38855 1211950 SH DEFINED 2 1211950 0 0
MCDONALD'S CORPORATION COMMON 580135101 5110 159382 SH DEFINED 24 159382 0 0
MCDONALD'S CORPORATION COMMON 580135101 6624 206624 SH DEFINED 25 1100 0 205524
MCDONALD'S CORPORATION COMMON 580135101 75 2343 SH DEFINED 4 2343 0 0
MCDONALD'S CORPORATION COMMON 580135101 5498 171500 SH DEFINED 5,16 171500 0 0
MCDONALD'S CORPORATION COMMON 580135101 1610 50207 SH DEFINED 7 50207 0 0
MCDONALD'S CORPORATION COMMON 580135101 3488 108800 SH DEFINED 8 108800 0 0
MCDONALD'S CORPORATION COMMON 580135101 6253 195053 SH DEFINED 9 195053 0 0
MCDONALD'S CORPORATION COMMON 580135101 206 6412 SH DEFINED 9,11 6412 0 0
MCDONALD'S CORPORATION COMMON 580135101 540 16858 SH DEFINED 9,14 16858 0 0
MCGRAW-HILL COMPANIES INC COMMON 580645109 13273 144999 SH DEFINED 1 144999 0 0
MCGRAW-HILL COMPANIES INC COMMON 580645109 72 790 SH DEFINED 10,16 790 0 0
MCGRAW-HILL COMPANIES INC COMMON 580645109 47 515 SH DEFINED 12 515 0 0
MCGRAW-HILL COMPANIES INC COMMON 580645109 429 4682 SH DEFINED 12,9 4682 0 0
MCGRAW-HILL COMPANIES INC COMMON 580645109 1671 18258 SH DEFINED 16 18258 0 0
MCGRAW-HILL COMPANIES INC COMMON 580645109 1154 12610 SH DEFINED 16,15 12610 0 0
MCGRAW-HILL COMPANIES INC COMMON 580645109 2609 28500 SH DEFINED 2 28500 0 0
MCGRAW-HILL COMPANIES INC COMMON 580645109 194 2124 SH DEFINED 24 2124 0 0
MCGRAW-HILL COMPANIES INC COMMON 580645109 1924 21013 SH DEFINED 25 423 0 20590
MCGRAW-HILL COMPANIES INC COMMON 580645109 16 180 SH DEFINED 6 180 0 0
MCGRAW-HILL COMPANIES INC COMMON 580645109 3966 43330 SH DEFINED 7 43330 0 0
MCGRAW-HILL COMPANIES INC COMMON 580645109 2155 23546 SH DEFINED 9 23546 0 0
MCGRAW-HILL COMPANIES INC COMMON 580645109 354 3871 SH DEFINED 9,14 3871 0 0
MCKESSON CORP COMMON 58155Q103 278086 8839350 SH DEFINED 1 8839350 0 0
MCKESSON CORP COMMON 58155Q103 11433 363400 SH DEFINED 10 363400 0 0
MCKESSON CORP COMMON 58155Q103 315 10000 SH DEFINED 10,23 10000 0 0
MCKESSON CORP COMMON 58155Q103 3871 123045 SH DEFINED 16 123045 0 0
MCKESSON CORP COMMON 58155Q103 123 3900 SH DEFINED 16,9 3900 0 0
MCKESSON CORP COMMON 58155Q103 3530 112200 SH DEFINED 2 112200 0 0
MCKESSON CORP COMMON 58155Q103 170 5400 SH DEFINED 2,23 5400 0 0
MCKESSON CORP COMMON 58155Q103 31 1000 SH DEFINED 25 0 0 1000
MCKESSON CORP COMMON 58155Q103 18849 599157 SH DEFINED 4 599157 0 0
MCKESSON CORP COMMON 58155Q103 297 9428 SH DEFINED 9 9428 0 0
MCLEODUSA INC WT COMMON 582266110 30 143407 SH DEFINED 1 143407 0 0
MCLEODUSA INC-CL A COMMON 582266706 1 1590 SH DEFINED 25 0 0 1590
MEADWESTVACO CORP COMMON 583334107 920 27151 SH DEFINED 16 24951 0 2200
MEADWESTVACO CORP COMMON 583334107 115 3400 SH DEFINED 16,9 3400 0 0
MEADWESTVACO CORP COMMON 583334107 7 200 SH DEFINED 7 200 0 0
MEADWESTVACO CORP COMMON 583334107 254 7496 SH DEFINED 9 7496 0 0
MEASUREMENT SPECIALTIES INC COMMON 583421102 3618 142100 SH DEFINED 1 142100 0 0
MECHEL STEEL GROUP OAO ADR COMMON 583840103 2217 99216 SH DEFINED 10 99216 0 0
MECHEL STEEL GROUP OAO ADR COMMON 583840103 241 10784 SH DEFINED 10,11 10784 0 0
MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 73678 1771100 SH DEFINED 1 1771100 0 0
MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 595 14300 SH DEFINED 1,3 14300 0 0
MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 1378 33118 SH DEFINED 16 33018 0 101
MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 370 8900 SH DEFINED 16,9 8900 0 0
MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 7812 187800 SH DEFINED 2 187800 0 0
MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 1969 47343 SH DEFINED 25 12564 0 34779
MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 0 0 SH DEFINED 3 0 0 0
MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 258 6200 SH DEFINED 5,2 6200 0 0
MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 1 19 SH DEFINED 6 19 0 0
MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 1198 28801 SH DEFINED 7 28801 0 0
MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 382 9181 SH DEFINED 9 9181 0 0
MEDIA GENERAL INC CL A COMMON 584404107 6 100 SH DEFINED 16 100 0 0
MEDIA GENERAL INC CL A COMMON 584404107 26 400 SH DEFINED 7 400 0 0
MEDIACOM COMMUNICATIONS CO COMMON 58446K105 7 1060 SH DEFINED 4 1060 0 0
MEDICINES COMPANY COMMON 584688105 3658 127000 SH DEFINED 1 127000 0 0
MEDICINES COMPANY COMMON 584688105 9118 316600 SH DEFINED 3 316600 0 0
MEDICIS PHARMACEUTICAL CORP COMMON 584690309 29520 840800 SH DEFINED 1 840800 0 0
MEDICIS PHARMACEUTICAL CORP COMMON 584690309 46819 1333500 SH DEFINED 1,2 1333500 0 0
MEDICIS PHARMACEUTICAL CORP COMMON 584690309 298 8500 SH DEFINED 10 8500 0 0
MEDICIS PHARMACEUTICAL CORP COMMON 584690309 667 19000 SH DEFINED 12,2 19000 0 0
MEDICIS PHARMACEUTICAL CORP COMMON 584690309 25265 719600 SH DEFINED 16 668800 0 50800
MEDICIS PHARMACEUTICAL CORP COMMON 584690309 2317 66000 SH DEFINED 16,23 66000 0 0
MEDICIS PHARMACEUTICAL CORP COMMON 584690309 456 13000 SH DEFINED 16,9 13000 0 0
MEDICIS PHARMACEUTICAL CORP COMMON 584690309 8856 252250 SH DEFINED 2 252250 0 0
MEDICIS PHARMACEUTICAL CORP COMMON 584690309 18 500 SH DEFINED 25 0 0 500
MEDICIS PHARMACEUTICAL CORP COMMON 584690309 126 3600 SH DEFINED 5,16 3600 0 0
MEDIMMUNE INC COMMON 584699102 1084 40000 SH DEFINED 12,2 40000 0 0
MEDIMMUNE INC COMMON 584699102 641 23659 SH DEFINED 16 23659 0 0
MEDIMMUNE INC COMMON 584699102 30 1100 SH DEFINED 24 1100 0 0
MEDIMMUNE INC COMMON 584699102 20 750 SH DEFINED 25 0 0 750
MEDIMMUNE INC COMMON 584699102 3389 125000 SH DEFINED 3 125000 0 0
MEDIMMUNE INC COMMON 584699102 275 10127 SH DEFINED 7 10127 0 0
MEDIMMUNE INC COMMON 584699102 227 8370 SH DEFINED 9 8370 0 0
MEDTRONIC INC COMMON 585055106 104722 2108350 SH DEFINED 1 2108350 0 0
MEDTRONIC INC COMMON 585055106 40516 815700 SH DEFINED 1,2 815700 0 0
MEDTRONIC INC COMMON 585055106 1308 26330 SH DEFINED 10,16 26330 0 0
MEDTRONIC INC COMMON 585055106 141206 2842875 SH DEFINED 16 1971829 150 870896
MEDTRONIC INC COMMON 585055106 10402 209430 SH DEFINED 16,23 209430 0 0
MEDTRONIC INC COMMON 585055106 2543 51200 SH DEFINED 16,9 51200 0 0
MEDTRONIC INC COMMON 585055106 32 641 SH DEFINED 17,9 641 0 0
MEDTRONIC INC COMMON 585055106 33102 666440 SH DEFINED 2 666440 0 0
MEDTRONIC INC COMMON 585055106 715 14400 SH DEFINED 21 14400 0 0
MEDTRONIC INC COMMON 585055106 1309 26363 SH DEFINED 24 26363 0 0
MEDTRONIC INC COMMON 585055106 107567 2165625 SH DEFINED 25 453798 0 1711827
MEDTRONIC INC COMMON 585055106 14449 290900 SH DEFINED 3 290900 0 0
MEDTRONIC INC COMMON 585055106 1104 22230 SH DEFINED 5,16 22230 0 0
MEDTRONIC INC COMMON 585055106 2975 59901 SH DEFINED 6 59901 0 0
MEDTRONIC INC COMMON 585055106 34838 701391 SH DEFINED 7 701391 0 0
MEDTRONIC INC COMMON 585055106 1974 39741 SH DEFINED 9 39741 0 0
MEDTRONIC INC CVT (MDT) 1.25 0 CONVERT 585055AB2 19062 18850000 SH DEFINED 16 2875000 0 15975000
MELLON FINANCIAL CORP COMMON 58551A108 12 380 SH DEFINED 1 380 0 0
MELLON FINANCIAL CORP COMMON 58551A108 1253 40282 SH DEFINED 16 40282 0 0
MELLON FINANCIAL CORP COMMON 58551A108 390 12540 SH DEFINED 25 1640 0 10900
MELLON FINANCIAL CORP COMMON 58551A108 82550 2653500 SH DEFINED 3 2653500 0 0
MELLON FINANCIAL CORP COMMON 58551A108 903 29017 SH DEFINED 7 29017 0 0
MELLON FINANCIAL CORP COMMON 58551A108 448 14408 SH DEFINED 9 14408 0 0
MENS WEARHOUSE INC COMMON 587118100 10013 313300 SH DEFINED 1 313300 0 0
MENS WEARHOUSE INC COMMON 587118100 2819 88200 SH DEFINED 1,3 88200 0 0
MENS WEARHOUSE INC COMMON 587118100 7009 219300 SH DEFINED 16 123200 0 96100
MENS WEARHOUSE INC COMMON 587118100 166 5200 SH DEFINED 16,15 5200 0 0
MENS WEARHOUSE INC COMMON 587118100 764 23900 SH DEFINED 2 23900 0 0
MENS WEARHOUSE INC COMMON 587118100 7 206 SH DEFINED 4 206 0 0
MENS WEARHOUSE INC COMMON 587118100 1819 56900 SH DEFINED 5,16 56900 0 0
MENS WEARHOUSE INC COMMON 587118100 134 4200 SH DEFINED 7 4200 0 0
MENTOR CORP COMMON 587188103 14751 437200 SH DEFINED 1 437200 0 0
MENTOR CORP COMMON 587188103 94 2800 SH DEFINED 10 2800 0 0
MENTOR CORP COMMON 587188103 11303 335000 SH DEFINED 16 253000 0 82000
MENTOR CORP COMMON 587188103 125 3700 SH DEFINED 16,15 3700 0 0
MENTOR CORP COMMON 587188103 287 8500 SH DEFINED 16,9 8500 0 0
MENTOR CORP COMMON 587188103 5530 163900 SH DEFINED 2 163900 0 0
MENTOR CORP COMMON 587188103 1781 52800 SH DEFINED 5,16 52800 0 0
MENTOR CORP COMMON 587188103 34 1000 SH DEFINED 7 1000 0 0
MENTOR GRAPHICS CORP COMMON 587200106 41 2650 SH DEFINED 7 2650 0 0
MERCANTILE BANKSHARES CORP COMMON 587405101 31 600 SH DEFINED 6 600 0 0
MERCANTILE BANKSHARES CORP COMMON 587405101 814 15600 SH DEFINED 7 15600 0 0
MERCK & CO INC COMMON 589331107 152078 4731750 SH DEFINED 1 4728430 0 3320
MERCK & CO INC COMMON 589331107 77779 2420000 SH DEFINED 1,2 2420000 0 0
MERCK & CO INC COMMON 589331107 10224 318100 SH DEFINED 10 318100 0 0
MERCK & CO INC COMMON 589331107 5719 177925 SH DEFINED 10,16 177925 0 0
MERCK & CO INC COMMON 589331107 669 20800 SH DEFINED 10,8 20800 0 0
MERCK & CO INC COMMON 589331107 21 668 SH DEFINED 12 668 0 0
MERCK & CO INC COMMON 589331107 176 5465 SH DEFINED 12,9 5465 0 0
MERCK & CO INC COMMON 589331107 839 26110 SH DEFINED 13 26110 0 0
MERCK & CO INC COMMON 589331107 102099 3176693 SH DEFINED 16 2617829 0 558864
MERCK & CO INC COMMON 589331107 1395 43400 SH DEFINED 16,15 43400 0 0
MERCK & CO INC COMMON 589331107 4921 153100 SH DEFINED 16,9 153100 0 0
MERCK & CO INC COMMON 589331107 31 949 SH DEFINED 17,9 949 0 0
MERCK & CO INC COMMON 589331107 871 27100 SH DEFINED 2 27100 0 0
MERCK & CO INC COMMON 589331107 989 30770 SH DEFINED 24 30770 0 0
MERCK & CO INC COMMON 589331107 20516 638335 SH DEFINED 25 168842 0 469493
MERCK & CO INC COMMON 589331107 4 129 SH DEFINED 4 129 0 0
MERCK & CO INC COMMON 589331107 2593 80675 SH DEFINED 5,16 65400 0 15275
MERCK & CO INC COMMON 589331107 52 1632 SH DEFINED 6 1632 0 0
MERCK & CO INC COMMON 589331107 6398 199067 SH DEFINED 7 199067 0 0
MERCK & CO INC COMMON 589331107 4569 142156 SH DEFINED 9 142156 0 0
MERCK & CO INC COMMON 589331107 84 2616 SH DEFINED 9,11 2616 0 0
MERCK & CO INC COMMON 589331107 178 5549 SH DEFINED 9,14 5549 0 0
MERCURY COMPUTER SYSTEMS INC COMMON 589378108 14389 484800 SH DEFINED 1 484800 0 0
MERCURY COMPUTER SYSTEMS INC COMMON 589378108 3182 107200 SH DEFINED 16 57900 0 49300
MERCURY COMPUTER SYSTEMS INC COMMON 589378108 80 2700 SH DEFINED 16,15 2700 0 0
MERCURY COMPUTER SYSTEMS INC COMMON 589378108 5399 181900 SH DEFINED 2 181900 0 0
MERCURY COMPUTER SYSTEMS INC COMMON 589378108 401 13500 SH DEFINED 5,16 13500 0 0
MERCURY COMPUTER SYSTEMS INC COMMON 589378108 17 575 SH DEFINED 7 575 0 0
MERCURY GENL CORP NEW COMMON 589400100 779 13000 SH DEFINED 1 13000 0 0
MERCURY GENL CORP NEW COMMON 589400100 6 100 SH DEFINED 16 100 0 0
MERCURY GENL CORP NEW COMMON 589400100 419 7000 SH DEFINED 16,9 7000 0 0
MERCURY GENL CORP NEW COMMON 589400100 1061 17710 SH DEFINED 24 17710 0 0
MERCURY INTERACTIVE CORP COMMON 589405109 43555 956200 SH DEFINED 1 956200 0 0
MERCURY INTERACTIVE CORP COMMON 589405109 27330 600000 SH DEFINED 1,2 600000 0 0
MERCURY INTERACTIVE CORP COMMON 589405109 4671 102539 SH DEFINED 16 57799 0 44740
MERCURY INTERACTIVE CORP COMMON 589405109 7590 166620 SH DEFINED 2 159020 0 7600
MERCURY INTERACTIVE CORP COMMON 589405109 364 8000 SH DEFINED 25 0 0 8000
MERCURY INTERACTIVE CORP COMMON 589405109 8009 175827 SH DEFINED 7 175827 0 0
MERCURY INTERACTIVE CORP COMMON 589405109 54 1179 SH DEFINED 9 1179 0 0
MEREDITH CORP COMMON 589433101 2753 50800 SH DEFINED 10,23 50800 0 0
MEREDITH CORP COMMON 589433101 2051 37847 SH DEFINED 16 36447 0 1400
MEREDITH CORP COMMON 589433101 678 12500 SH DEFINED 16,9 12500 0 0
MEREDITH CORP COMMON 589433101 49 900 SH DEFINED 24 900 0 0
MEREDITH CORP COMMON 589433101 40 743 SH DEFINED 25 0 0 743
MEREDITH CORP COMMON 589433101 223976 4132400 SH DEFINED 3 4132400 0 0
MERISTAR HOSPITALITY CORP REIT COMMON 58984Y103 664 79500 SH DEFINED 16 79500 0 0
MERISTAR HOSPITALITY CORP REIT COMMON 58984Y103 58 6900 SH DEFINED 7 6900 0 0
MERIDIAN GOLD INC COMMON 589975101 1897 100000 SH DEFINED 1 100000 0 0
MERIDIAN GOLD INC COMMON 589975101 1707 90000 SH DEFINED 16 90000 0 0
MERITAGE CORPORATION COMMON 59001A102 778 6900 SH DEFINED 1 6900 0 0
MERITAGE CORPORATION COMMON 59001A102 1860 16500 SH DEFINED 1,3 16500 0 0
MERITAGE CORPORATION COMMON 59001A102 699 6200 SH DEFINED 10,2 6200 0 0
MERITAGE CORPORATION COMMON 59001A102 473 4200 SH DEFINED 2 4200 0 0
MERIX CORP COMMON 590049102 2074 180000 SH DEFINED 1 180000 0 0
MERRILL LYNCH & CO COMMON 590188108 373477 6248565 SH DEFINED 1 6247170 0 1395
MERRILL LYNCH & CO COMMON 590188108 25402 425000 SH DEFINED 1,2 425000 0 0
MERRILL LYNCH & CO COMMON 590188108 2442 40860 SH DEFINED 10,16 40860 0 0
MERRILL LYNCH & CO COMMON 590188108 208100 3481676 SH DEFINED 16 2544499 260 936917
MERRILL LYNCH & CO COMMON 590188108 1613 26980 SH DEFINED 16,23 26980 0 0
MERRILL LYNCH & CO COMMON 590188108 2415 40400 SH DEFINED 16,9 40400 0 0
MERRILL LYNCH & CO COMMON 590188108 32 539 SH DEFINED 17,9 539 0 0
MERRILL LYNCH & CO COMMON 590188108 28194 471700 SH DEFINED 2 471700 0 0
MERRILL LYNCH & CO COMMON 590188108 176 2950 SH DEFINED 2,23 2950 0 0
MERRILL LYNCH & CO COMMON 590188108 359 6011 SH DEFINED 24 6011 0 0
MERRILL LYNCH & CO COMMON 590188108 25083 419661 SH DEFINED 25 107256 0 312405
MERRILL LYNCH & CO COMMON 590188108 9916 165900 SH DEFINED 3 165900 0 0
MERRILL LYNCH & CO COMMON 590188108 2789 46655 SH DEFINED 5,16 35930 0 10725
MERRILL LYNCH & CO COMMON 590188108 5082 85033 SH DEFINED 7 85033 0 0
MERRILL LYNCH & CO COMMON 590188108 2129 35617 SH DEFINED 9 35617 0 0
MERRILL LYNCH & CO COMMON 590188108 43 725 SH DEFINED 9,11 725 0 0
MERRILL LYNCH & CO CVT(MER) FL CONVERT 590188W46 40331 39325000 SH DEFINED 16 5750000 0 33575000
MESA AIR GROUP INC COMMON 590479101 89 11200 SH DEFINED 7 11200 0 0
METAL MANAGEMENT INC COMMON 591097209 331 12300 SH DEFINED 16 6800 0 5500
METAL MANAGEMENT INC COMMON 591097209 8 300 SH DEFINED 16,15 300 0 0
METAL MANAGEMENT INC COMMON 591097209 40 1500 SH DEFINED 5,16 1500 0 0
METHANEX CORP COMMON 59151K108 1260 69200 SH DEFINED 1 69200 0 0
METHANEX CORP COMMON 59151K108 184 10100 SH DEFINED 7 10100 0 0
METHODE ELECTRONICS COMMON 591520200 1028 80000 SH DEFINED 16 44400 0 35600
METHODE ELECTRONICS COMMON 591520200 27 2100 SH DEFINED 16,15 2100 0 0
METHODE ELECTRONICS COMMON 591520200 6 497 SH DEFINED 25 0 0 497
METHODE ELECTRONICS COMMON 591520200 193 15000 SH DEFINED 5,16 15000 0 0
METHODE ELECTRONICS COMMON 591520200 8 600 SH DEFINED 7 600 0 0
METLIFE INC COMMON 59156R108 1057 26085 SH DEFINED 1 23760 0 2325
METLIFE INC COMMON 59156R108 6825 168479 SH DEFINED 16 152679 0 15800
METLIFE INC COMMON 59156R108 1313 32400 SH DEFINED 16,9 32400 0 0
METLIFE INC COMMON 59156R108 31 770 SH DEFINED 17,9 770 0 0
METLIFE INC COMMON 59156R108 642 15851 SH DEFINED 24 15851 0 0
METLIFE INC COMMON 59156R108 274 6764 SH DEFINED 7 6764 0 0
METLIFE INC COMMON 59156R108 1033 25493 SH DEFINED 9 25493 0 0
METRIS COMPANIES INC COMMON 591598107 2924 229300 SH DEFINED 16 132400 0 96900
METRIS COMPANIES INC COMMON 591598107 69 5400 SH DEFINED 16,15 5400 0 0
METRIS COMPANIES INC COMMON 591598107 329 25800 SH DEFINED 5,16 25800 0 0
METRO GOLDWYN MAYER INC COMMON 591610100 5584 470023 SH DEFINED 1 470023 0 0
METRO GOLDWYN MAYER INC COMMON 591610100 14 1155 SH DEFINED 16 1155 0 0
METRO GOLDWYN MAYER INC COMMON 591610100 724 60935 SH DEFINED 16,15 60935 0 0
METTLER TOLEDO INTERNATIONAL COMMON 592688105 58529 1140700 SH DEFINED 1 1140700 0 0
METTLER TOLEDO INTERNATIONAL COMMON 592688105 841 16400 SH DEFINED 1,3 16400 0 0
METTLER TOLEDO INTERNATIONAL COMMON 592688105 1535 29912 SH DEFINED 16 29912 0 0
METTLER TOLEDO INTERNATIONAL COMMON 592688105 108 2100 SH DEFINED 16,9 2100 0 0
METTLER TOLEDO INTERNATIONAL COMMON 592688105 5146 100300 SH DEFINED 2 100300 0 0
METTLER TOLEDO INTERNATIONAL COMMON 592688105 539 10500 SH DEFINED 25 10000 0 500
METTLER TOLEDO INTERNATIONAL COMMON 592688105 33163 646328 SH DEFINED 4 646328 0 0
METTLER TOLEDO INTERNATIONAL COMMON 592688105 339 6600 SH DEFINED 5,2 6600 0 0
MICHAELS STORES INC COMMON 594087108 71 2359 SH DEFINED 12,9 2359 0 0
MICHAELS STORES INC COMMON 594087108 917 30600 SH DEFINED 16 28300 0 2300
MICHAELS STORES INC COMMON 594087108 216 7200 SH DEFINED 16,9 7200 0 0
MICHAELS STORES INC COMMON 594087108 65 2182 SH DEFINED 24 2182 0 0
MICHAELS STORES INC COMMON 594087108 171 5712 SH DEFINED 9 5712 0 0
MICREL INC COMMON 594793101 57 5200 SH DEFINED 10 5200 0 0
MICREL INC COMMON 594793101 7632 692600 SH DEFINED 16 484800 0 207800
MICREL INC COMMON 594793101 114 10300 SH DEFINED 16,15 10300 0 0
MICREL INC COMMON 594793101 108 9800 SH DEFINED 16,9 9800 0 0
MICREL INC COMMON 594793101 8430 765000 SH DEFINED 3 765000 0 0
MICREL INC COMMON 594793101 570 51700 SH DEFINED 5,16 51700 0 0
MICROS SYSTEMS INC COMMON 594901100 10062 128900 SH DEFINED 1 128900 0 0
MICROS SYSTEMS INC COMMON 594901100 31 400 SH DEFINED 16 400 0 0
MICROSOFT CORP COMMON 594918104 446610 16714440 SH DEFINED 1 16712810 0 1630
MICROSOFT CORP COMMON 594918104 270193 10112000 SH DEFINED 1,2 10112000 0 0
MICROSOFT CORP COMMON 594918104 37600 1407200 SH DEFINED 10 1407200 0 0
MICROSOFT CORP COMMON 594918104 18915 707883 SH DEFINED 10,16 707883 0 0
MICROSOFT CORP COMMON 594918104 1953 73100 SH DEFINED 10,8 73100 0 0
MICROSOFT CORP COMMON 594918104 126 4704 SH DEFINED 12 4704 0 0
MICROSOFT CORP COMMON 594918104 1173 43881 SH DEFINED 12,9 43881 0 0
MICROSOFT CORP COMMON 594918104 1799 67311 SH DEFINED 13 67311 0 0
MICROSOFT CORP COMMON 594918104 553394 20710866 SH DEFINED 16 16172564 810 4537492
MICROSOFT CORP COMMON 594918104 4088 153000 SH DEFINED 16,15 153000 0 0
MICROSOFT CORP COMMON 594918104 13454 503510 SH DEFINED 16,23 503510 0 0
MICROSOFT CORP COMMON 594918104 15447 578100 SH DEFINED 16,9 578100 0 0
MICROSOFT CORP COMMON 594918104 116 4360 SH DEFINED 17,9 4360 0 0
MICROSOFT CORP COMMON 594918104 89494 3349330 SH DEFINED 2 3349330 0 0
MICROSOFT CORP COMMON 594918104 3794 142000 SH DEFINED 21 142000 0 0
MICROSOFT CORP COMMON 594918104 4771 178546 SH DEFINED 24 178546 0 0
MICROSOFT CORP COMMON 594918104 90182 3375075 SH DEFINED 25 885281 0 2489794
MICROSOFT CORP COMMON 594918104 14788 553450 SH DEFINED 3 553450 0 0
MICROSOFT CORP COMMON 594918104 113 4220 SH DEFINED 4 4220 0 0
MICROSOFT CORP COMMON 594918104 10406 389435 SH DEFINED 5,16 342640 0 46795
MICROSOFT CORP COMMON 594918104 4225 158134 SH DEFINED 6 158134 0 0
MICROSOFT CORP COMMON 594918104 54681 2046451 SH DEFINED 7 2046451 0 0
MICROSOFT CORP COMMON 594918104 293 10950 SH DEFINED 8 10950 0 0
MICROSOFT CORP COMMON 594918104 14888 557175 SH DEFINED 9 557175 0 0
MICROSOFT CORP COMMON 594918104 232 8701 SH DEFINED 9,11 8701 0 0
MICROSOFT CORP COMMON 594918104 912 34147 SH DEFINED 9,14 34147 0 0
MICROSTRATEGY INC COMMON 594972408 15322 254300 SH DEFINED 1 254300 0 0
MICROSTRATEGY INC COMMON 594972408 5543 92000 SH DEFINED 2 92000 0 0
MICROCHIP TECHNOLOGY INC COMMON 595017104 192068 7223326 SH DEFINED 1 7223326 0 0
MICROCHIP TECHNOLOGY INC COMMON 595017104 117173 4406652 SH DEFINED 1,2 4406652 0 0
MICROCHIP TECHNOLOGY INC COMMON 595017104 532 20000 SH DEFINED 1,3 20000 0 0
MICROCHIP TECHNOLOGY INC COMMON 595017104 399 15000 SH DEFINED 10 15000 0 0
MICROCHIP TECHNOLOGY INC COMMON 595017104 32326 1215709 SH DEFINED 16 1104659 0 111050
MICROCHIP TECHNOLOGY INC COMMON 595017104 1702 64000 SH DEFINED 16,23 64000 0 0
MICROCHIP TECHNOLOGY INC COMMON 595017104 729 27400 SH DEFINED 16,9 27400 0 0
MICROCHIP TECHNOLOGY INC COMMON 595017104 37394 1406315 SH DEFINED 2 1384510 0 21805
MICROCHIP TECHNOLOGY INC COMMON 595017104 98 3700 SH DEFINED 24 3700 0 0
MICROCHIP TECHNOLOGY INC COMMON 595017104 28769 1081947 SH DEFINED 25 153720 0 928227
MICROCHIP TECHNOLOGY INC COMMON 595017104 21014 790310 SH DEFINED 4 790310 0 0
MICROCHIP TECHNOLOGY INC COMMON 595017104 170 6400 SH DEFINED 5,16 6400 0 0
MICROCHIP TECHNOLOGY INC COMMON 595017104 210 7910 SH DEFINED 5,2 7910 0 0
MICROCHIP TECHNOLOGY INC COMMON 595017104 1086 40845 SH DEFINED 6 40845 0 0
MICROCHIP TECHNOLOGY INC COMMON 595017104 32755 1231842 SH DEFINED 7 1231842 0 0
MICROCHIP TECHNOLOGY INC COMMON 595017104 492 18499 SH DEFINED 9 18499 0 0
MICROCHIP TECHNOLOGY INC COMMON 595017104 25 931 SH DEFINED 9,11 931 0 0
MICROMUSE INC COMMON 595094103 1 100 SH DEFINED 25 0 0 100
MICRON TECHNOLOGY INC COMMON 595112103 1054 85314 SH DEFINED 16 85314 0 0
MICRON TECHNOLOGY INC COMMON 595112103 169 13700 SH DEFINED 16,9 13700 0 0
MICRON TECHNOLOGY INC COMMON 595112103 865 70000 SH DEFINED 21 70000 0 0
MICRON TECHNOLOGY INC COMMON 595112103 31 2500 SH DEFINED 25 0 0 2500
MICRON TECHNOLOGY INC COMMON 595112103 229 18555 SH DEFINED 9 18555 0 0
MICROSEMI CORP COMMON 595137100 17854 1028452 SH DEFINED 1 1028452 0 0
MICROSEMI CORP COMMON 595137100 7408 426700 SH DEFINED 16 243800 0 182900
MICROSEMI CORP COMMON 595137100 174 10000 SH DEFINED 16,15 10000 0 0
MICROSEMI CORP COMMON 595137100 6991 402700 SH DEFINED 2 402700 0 0
MICROSEMI CORP COMMON 595137100 2010 115800 SH DEFINED 5,16 115800 0 0
MID-AMER APT CMNTYS INC COMMON 59522J103 8932 216700 SH DEFINED 16 165400 0 51300
MID-AMER APT CMNTYS INC COMMON 59522J103 115 2800 SH DEFINED 16,15 2800 0 0
MID-AMER APT CMNTYS INC COMMON 59522J103 1467 35600 SH DEFINED 5,16 35600 0 0
MID-STATE BANCSHARES COMMON 595440108 478 16700 SH DEFINED 16 10400 0 6300
MID-STATE BANCSHARES COMMON 595440108 9 300 SH DEFINED 16,15 300 0 0
MID-STATE BANCSHARES COMMON 595440108 178 6200 SH DEFINED 5,16 6200 0 0
MIDAS GROUP INC COMMON 595626102 14 700 SH DEFINED 16 700 0 0
STANDARD AND POOR'S MIDCAP 400 COMMON 595635103 1549 12805 SH DEFINED 25 9300 0 3505
STANDARD AND POOR'S MIDCAP 400 COMMON 595635103 2672 22085 SH DEFINED 7 22085 0 0
MIDDLEBURG FINANCIAL CORP COMMON 596094102 3002 80000 SH DEFINED 6 80000 0 0
MIDDLEBY CORP COMMON 596278101 1912 37700 SH DEFINED 16 20000 0 17700
MIDDLEBY CORP COMMON 596278101 46 900 SH DEFINED 16,15 900 0 0
MIDDLEBY CORP COMMON 596278101 228 4500 SH DEFINED 5,16 4500 0 0
MIDWEST BANC HOLDINGS INC COMMON 598251106 126 5751 SH DEFINED 25 0 0 5751
MILACRON INC COMMON 598709103 75 22174 SH DEFINED 7 22174 0 0
MILLENNIUM PHARMACEUTICALS COMMON 599902103 3339 275000 SH DEFINED 3 275000 0 0
MILLENNIUM PHARMACEUTICALS COMMON 599902103 117 9661 SH DEFINED 9 9661 0 0
MILLEA HOLDINGS INC - ADR COMMON 60032R106 8782 117705 SH DEFINED 13 109720 0 7985
MILLEA HOLDINGS INC - ADR COMMON 60032R106 26371 353461 SH DEFINED 16 342031 0 11430
MILLER (HERMAN) INC COMMON 600544100 105 3800 SH DEFINED 1 3800 0 0
MILLER (HERMAN) INC COMMON 600544100 2 88 SH DEFINED 16 88 0 0
MILLER (HERMAN) INC COMMON 600544100 7151 258800 SH DEFINED 3 258800 0 0
MILLER (HERMAN) INC COMMON 600544100 13 487 SH DEFINED 4 487 0 0
MILLER (HERMAN) INC COMMON 600544100 34 1225 SH DEFINED 7 1225 0 0
MILLIPORE CORP COMMON 601073109 1462 29344 SH DEFINED 16 27744 0 1600
MILLIPORE CORP COMMON 601073109 294 5900 SH DEFINED 16,9 5900 0 0
MILLIPORE CORP COMMON 601073109 25 500 SH DEFINED 24 500 0 0
MILLIPORE CORP COMMON 601073109 12881 258600 SH DEFINED 3 258600 0 0
MILLIPORE CORP COMMON 601073109 1 30 SH DEFINED 4 30 0 0
MILLIPORE CORP COMMON 601073109 98 1975 SH DEFINED 7 1975 0 0
MILLS CORP COMMON 601148109 96621 1515386 SH DEFINED 16 1033613 0 481773
MILLS CORP COMMON 601148109 128 2000 SH DEFINED 25 0 0 2000
MILLS CORP COMMON 601148109 6612 103700 SH DEFINED 5,16 103700 0 0
MILLS CORP COMMON 601148109 121 1905 SH DEFINED 7 1905 0 0
MINDSPEED TECHNOLOGIES INC COMMON 602682106 78 28229 SH DEFINED 25 0 0 28229
MINDSPEED TECHNOLOGIES INC COMMON 602682106 2 731 SH DEFINED 4 731 0 0
MINEFINDERS CORP COMMON 602900102 3977 587300 SH DEFINED 1,3 587300 0 0
MINEFINDERS CORP COMMON 602900102 43 6300 SH DEFINED 2 6300 0 0
MINERALS TECHNOLOGIES INC COMMON 603158106 5016 75200 SH DEFINED 1 75200 0 0
MINERALS TECHNOLOGIES INC COMMON 603158106 75 1125 SH DEFINED 7 1125 0 0
MISSION WEST PPTYS INC COMMON 605203108 49 4600 SH DEFINED 16 4600 0 0
MISSION WEST PPTYS INC COMMON 605203108 126 11800 SH DEFINED 5,16 11800 0 0
MITSUBISHI TOKYO FINAN ADR COMMON 606816106 4 355 SH DEFINED 25 0 0 355
MOBILE TELESYSTEMS SP ADR COMMON 607409109 5914 42700 SH DEFINED 1 42700 0 0
MOBILE TELESYSTEMS SP ADR COMMON 607409109 11275 81400 SH DEFINED 10 81400 0 0
MOBILE TELESYSTEMS SP ADR COMMON 607409109 1524 11000 SH DEFINED 10,11 11000 0 0
MOBILE TELESYSTEMS SP ADR COMMON 607409109 332 2400 SH DEFINED 10,16 2400 0 0
MOBILE TELESYSTEMS SP ADR COMMON 607409109 1205 8700 SH DEFINED 10,23 8700 0 0
MOBILE TELESYSTEMS SP ADR COMMON 607409109 319 2300 SH DEFINED 13,15 2300 0 0
MOHAWK INDS INC COMMON 608190104 94549 1036150 SH DEFINED 1 1036150 0 0
MOHAWK INDS INC COMMON 608190104 1182 12950 SH DEFINED 1,3 12950 0 0
MOHAWK INDS INC COMMON 608190104 2442 26765 SH DEFINED 16 26765 0 0
MOHAWK INDS INC COMMON 608190104 8767 96075 SH DEFINED 2 96075 0 0
MOHAWK INDS INC COMMON 608190104 67369 738287 SH DEFINED 4 738287 0 0
MOHAWK INDS INC COMMON 608190104 520 5700 SH DEFINED 5,2 5700 0 0
MOHAWK INDS INC COMMON 608190104 10955 120059 SH DEFINED 7 120059 0 0
MOHAWK INDS INC COMMON 608190104 19 203 SH DEFINED 9 203 0 0
MOLDFLOW CORPORATION COMMON 608507109 222 13973 SH DEFINED 7 7356 0 6617
MOLECULAR DEVICES CORP COMMON 60851C107 22 1100 SH DEFINED 7 1100 0 0
MOLEX INC COMMON 608554101 12054 401800 SH DEFINED 1 401800 0 0
MOLEX INC COMMON 608554101 538 17939 SH DEFINED 16 17939 0 0
MOLEX INC COMMON 608554101 1803 60100 SH DEFINED 2 60100 0 0
MOLEX INC COMMON 608554101 3963 132106 SH DEFINED 25 5910 0 126196
MOLEX INC COMMON 608554101 70 2342 SH DEFINED 7 2342 0 0
MOLEX INC - CL A COMMON 608554200 2878 108000 SH DEFINED 10,23 108000 0 0
MOLEX INC - CL A COMMON 608554200 1218 45722 SH DEFINED 25 16000 0 29722
MOLEX INC - CL A COMMON 608554200 281488 10562419 SH DEFINED 3 10562419 0 0
MOLEX INC - CL A COMMON 608554200 13 500 SH DEFINED 6 500 0 0
MOLEX INC - CL A COMMON 608554200 176 6608 SH DEFINED 7 6608 0 0
MONACO COACH CORP COMMON 60886R103 3153 153300 SH DEFINED 16 87500 0 65800
MONACO COACH CORP COMMON 60886R103 76 3700 SH DEFINED 16,15 3700 0 0
MONACO COACH CORP COMMON 60886R103 115 5600 SH DEFINED 25 0 0 5600
MONACO COACH CORP COMMON 60886R103 926 45000 SH DEFINED 5,16 45000 0 0
MONEYGRAM INTERNATIONAL COMMON 60935Y109 32503 1537500 SH DEFINED 1 1537500 0 0
MONEYGRAM INTERNATIONAL COMMON 60935Y109 385 18200 SH DEFINED 1,3 18200 0 0
MONEYGRAM INTERNATIONAL COMMON 60935Y109 757 35792 SH DEFINED 16 35792 0 0
MONEYGRAM INTERNATIONAL COMMON 60935Y109 2368 112000 SH DEFINED 2 112000 0 0
MONEYGRAM INTERNATIONAL COMMON 60935Y109 21540 1018914 SH DEFINED 4 1018914 0 0
MONEYGRAM INTERNATIONAL COMMON 60935Y109 154 7300 SH DEFINED 5,2 7300 0 0
MONEYGRAM INTERNATIONAL COMMON 60935Y109 36 1700 SH DEFINED 7 1700 0 0
MONSANTO COMPANY COMMON 61166W101 5744 103400 SH DEFINED 1 103400 0 0
MONSANTO COMPANY COMMON 61166W101 38885 700000 SH DEFINED 1,2 700000 0 0
MONSANTO COMPANY COMMON 61166W101 6432 115786 SH DEFINED 16 107136 0 8650
MONSANTO COMPANY COMMON 61166W101 1594 28700 SH DEFINED 16,9 28700 0 0
MONSANTO COMPANY COMMON 61166W101 5916 106500 SH DEFINED 2 106500 0 0
MONSANTO COMPANY COMMON 61166W101 178 3200 SH DEFINED 24 3200 0 0
MONSANTO COMPANY COMMON 61166W101 199 3579 SH DEFINED 25 571 0 3008
MONSANTO COMPANY COMMON 61166W101 570 10253 SH DEFINED 7 10253 0 0
MONSANTO COMPANY COMMON 61166W101 572 10299 SH DEFINED 9 10299 0 0
MONSTER WORLDWIDE INC COMMON 611742107 1346 40000 SH DEFINED 1 40000 0 0
MONSTER WORLDWIDE INC COMMON 611742107 381 11313 SH DEFINED 16 11313 0 0
MONSTER WORLDWIDE INC COMMON 611742107 1480 44000 SH DEFINED 2 44000 0 0
MONSTER WORLDWIDE INC COMMON 611742107 10 300 SH DEFINED 25 0 0 300
MONTGOMERY STREET INCOME SEC C COMMON 614115103 11 600 SH DEFINED 25 0 0 600
MOODYS CORPORATION COMMON 615369105 55792 642400 SH DEFINED 1 642400 0 0
MOODYS CORPORATION COMMON 615369105 19993 230200 SH DEFINED 1,3 230200 0 0
MOODYS CORPORATION COMMON 615369105 5741 66100 SH DEFINED 10,2 66100 0 0
MOODYS CORPORATION COMMON 615369105 13902 160064 SH DEFINED 16 144064 0 16000
MOODYS CORPORATION COMMON 615369105 1824 21000 SH DEFINED 16,9 21000 0 0
MOODYS CORPORATION COMMON 615369105 3144 36200 SH DEFINED 2 31800 0 4400
MOODYS CORPORATION COMMON 615369105 261 3000 SH DEFINED 24 3000 0 0
MOODYS CORPORATION COMMON 615369105 922 10612 SH DEFINED 25 3120 0 7492
MOODYS CORPORATION COMMON 615369105 53691 618200 SH DEFINED 3 618200 0 0
MOODYS CORPORATION COMMON 615369105 1360 15656 SH DEFINED 7 15656 0 0
MOODYS CORPORATION COMMON 615369105 1294 14905 SH DEFINED 9 14905 0 0
MOODYS CORPORATION COMMON 615369105 88 1017 SH DEFINED 9,11 1017 0 0
MORGAN STANLEY COMMON 617446448 432387 7787950 SH DEFINED 1 7787950 0 0
MORGAN STANLEY COMMON 617446448 46207 832250 SH DEFINED 1,2 832250 0 0
MORGAN STANLEY COMMON 617446448 5847 105320 SH DEFINED 10 105320 0 0
MORGAN STANLEY COMMON 617446448 5915 106541 SH DEFINED 10,16 106541 0 0
MORGAN STANLEY COMMON 617446448 1166 21008 SH DEFINED 13 21008 0 0
MORGAN STANLEY COMMON 617446448 343591 6188606 SH DEFINED 16 4586563 366 1601677
MORGAN STANLEY COMMON 617446448 2121 38202 SH DEFINED 16,23 38202 0 0
MORGAN STANLEY COMMON 617446448 4775 86000 SH DEFINED 16,9 86000 0 0
MORGAN STANLEY COMMON 617446448 33 586 SH DEFINED 17,9 586 0 0
MORGAN STANLEY COMMON 617446448 24740 445600 SH DEFINED 2 445600 0 0
MORGAN STANLEY COMMON 617446448 189 3400 SH DEFINED 2,23 3400 0 0
MORGAN STANLEY COMMON 617446448 762 13716 SH DEFINED 24 13716 0 0
MORGAN STANLEY COMMON 617446448 1863 33560 SH DEFINED 25 6353 0 27207
MORGAN STANLEY COMMON 617446448 28395 511435 SH DEFINED 4 511435 0 0
MORGAN STANLEY COMMON 617446448 2889 52032 SH DEFINED 5,16 52032 0 0
MORGAN STANLEY COMMON 617446448 1043 18792 SH DEFINED 7 18792 0 0
MORGAN STANLEY COMMON 617446448 3557 64065 SH DEFINED 9 64065 0 0
MORGAN STANLEY COMMON 617446448 102 1839 SH DEFINED 9,11 1839 0 0
FNM-SLM(MWD)CVT 0.0 10-20-06 CONVERT 617446GB9 27759 22350000 SH DEFINED 16 0 0 22350000
ORACLE CORP (MWD) CVT 0.0 12-3 CONVERT 617446GV5 19375 18875000 SH DEFINED 16 2475000 0 16400000
CISCO CORP (MWD) CVT .25% 05-1 CONVERT 617446JG5 9256 9000000 SH DEFINED 16 2225000 0 6775000
WAL-MART STORES CVT(MWD) 1.5 0 CONVERT 617446MK2 87 100000 SH DEFINED 25 0 0 100000
MORGAN STANLEY ASIA PACIFIC CF COMMON 61744U106 26 2000 SH DEFINED 25 0 0 2000
MORGAN STANLEY CA INSD MUNI CF COMMON 61745P502 7 500 SH DEFINED 25 0 0 500
MSDW CALIF QUALITY MUNI SECS C COMMON 61745P635 1 76 SH DEFINED 16 76 0 0
MORGAN STANLEY QUAL MUNI INC C COMMON 61745P734 27 2000 SH DEFINED 25 0 0 2000
MORGAN STANLEY D WITTER INS CL COMMON 61745P866 19 1400 SH DEFINED 25 0 0 1400
HOME DEPOT CVT(MWD) 2.15 10-30 CONVERT 61746SAX7 28547 28250000 SH DEFINED 16 4250000 0 24000000
MORTGAGEIT HOLDINGS INC COMMON 61915Q108 18 1000 SH DEFINED 25 0 0 1000
MOTOROLA INC COMMON 620076109 198332 11530910 SH DEFINED 1 11530910 0 0
MOTOROLA INC COMMON 620076109 59751 3473900 SH DEFINED 1,2 3473900 0 0
MOTOROLA INC COMMON 620076109 3154 183400 SH DEFINED 1,3 183400 0 0
MOTOROLA INC COMMON 620076109 11108 645800 SH DEFINED 10 645800 0 0
MOTOROLA INC COMMON 620076109 9796 569550 SH DEFINED 10,16 569550 0 0
MOTOROLA INC COMMON 620076109 1725 100300 SH DEFINED 10,8 100300 0 0
MOTOROLA INC COMMON 620076109 109 6352 SH DEFINED 12 6352 0 0
MOTOROLA INC COMMON 620076109 983 57166 SH DEFINED 12,9 57166 0 0
MOTOROLA INC COMMON 620076109 125600 7302301 SH DEFINED 16 6687201 0 615100
MOTOROLA INC COMMON 620076109 3593 208900 SH DEFINED 16,15 208900 0 0
MOTOROLA INC COMMON 620076109 2797 162600 SH DEFINED 16,23 162600 0 0
MOTOROLA INC COMMON 620076109 3660 212800 SH DEFINED 16,9 212800 0 0
MOTOROLA INC COMMON 620076109 29 1681 SH DEFINED 17,9 1681 0 0
MOTOROLA INC COMMON 620076109 18900 1098850 SH DEFINED 2 1098850 0 0
MOTOROLA INC COMMON 620076109 79 4600 SH DEFINED 2,23 4600 0 0
MOTOROLA INC COMMON 620076109 2855 166000 SH DEFINED 21 166000 0 0
MOTOROLA INC COMMON 620076109 2759 160428 SH DEFINED 24 160428 0 0
MOTOROLA INC COMMON 620076109 3597 209137 SH DEFINED 25 24950 0 184187
MOTOROLA INC COMMON 620076109 9247 537588 SH DEFINED 4 537588 0 0
MOTOROLA INC COMMON 620076109 5304 308400 SH DEFINED 5,16 308400 0 0
MOTOROLA INC COMMON 620076109 548 31870 SH DEFINED 7 31870 0 0
MOTOROLA INC COMMON 620076109 318 18500 SH DEFINED 8 18500 0 0
MOTOROLA INC COMMON 620076109 5992 348363 SH DEFINED 9 348363 0 0
MOTOROLA INC COMMON 620076109 97 5611 SH DEFINED 9,11 5611 0 0
MOTOROLA INC COMMON 620076109 705 40964 SH DEFINED 9,14 40964 0 0
MOVADO GROUP COMMON 624580106 26 1400 SH DEFINED 16 1400 0 0
MOVADO GROUP COMMON 624580106 63 3400 SH DEFINED 5,16 3400 0 0
MOVADO GROUP COMMON 624580106 43 2300 SH DEFINED 7 2300 0 0
MULTIMEDIA GAMES INC COMMON 625453105 5183 328900 SH DEFINED 1 328900 0 0
MUNIHOLDINGS NJ INS FUND CF COMMON 625936109 15 967 SH DEFINED 25 0 0 967
MUNICIPAL ADVANTAGE FUND INC C COMMON 626189104 7 500 SH DEFINED 25 500 0 0
MUNICIPAL MORTGAGE & EQUITY COMMON 62624B101 12 440 SH DEFINED 7 440 0 0
MUNIVEST FUND INC CF COMMON 626295109 164 17301 SH DEFINED 25 0 0 17301
MUNIYIELD FLORIDA FUND CF COMMON 626297105 5 333 SH DEFINED 25 0 0 333
MUNIYIELD FUND CLOSED END COMMON 626299101 3 200 SH DEFINED 25 0 0 200
MUNIYIELD CALIF INSD FUND COMMON 62629L104 1 53 SH DEFINED 16 53 0 0
MUNIYIELD QUALITY FUND II CF COMMON 62630T104 0 28 SH DEFINED 25 0 0 28
MURPHY OIL CORP COMMON 626717102 161365 2005775 SH DEFINED 1 2005775 0 0
MURPHY OIL CORP COMMON 626717102 28857 358700 SH DEFINED 1,2 358700 0 0
MURPHY OIL CORP COMMON 626717102 511 6350 SH DEFINED 1,3 6350 0 0
MURPHY OIL CORP COMMON 626717102 426 5300 SH DEFINED 16 0 0 5300
MURPHY OIL CORP COMMON 626717102 2599 32300 SH DEFINED 16,15 32300 0 0
MURPHY OIL CORP COMMON 626717102 7006 87090 SH DEFINED 2 80290 0 6800
MURPHY OIL CORP COMMON 626717102 223 2775 SH DEFINED 5,2 2775 0 0
MYERS INDUSTRIES INC COMMON 628464109 54 4250 SH DEFINED 7 4250 0 0
MYLAN LABORATORIES COMMON 628530107 1 80 SH DEFINED 1 80 0 0
MYLAN LABORATORIES COMMON 628530107 1677 94880 SH DEFINED 16 88780 0 6100
MYLAN LABORATORIES COMMON 628530107 242 13700 SH DEFINED 16,9 13700 0 0
MYLAN LABORATORIES COMMON 628530107 20 1125 SH DEFINED 25 1125 0 0
MYLAN LABORATORIES COMMON 628530107 60 3375 SH DEFINED 7 3375 0 0
NBC CAPITAL CORP COMMON 628729105 478 18000 SH DEFINED 16 10600 0 7400
NBC CAPITAL CORP COMMON 628729105 11 400 SH DEFINED 16,15 400 0 0
NBC CAPITAL CORP COMMON 628729105 174 6549 SH DEFINED 25 0 0 6549
NBC CAPITAL CORP COMMON 628729105 136 5100 SH DEFINED 5,16 5100 0 0
N B T BANCORP INC COMMON 628778102 46 1800 SH DEFINED 16 1800 0 0
N B T BANCORP INC COMMON 628778102 118 4600 SH DEFINED 5,16 4600 0 0
NBTY INC COMMON 628782104 4190 174500 SH DEFINED 1 174500 0 0
NBTY INC COMMON 628782104 66 2755 SH DEFINED 16 2755 0 0
NBTY INC COMMON 628782104 559 23300 SH DEFINED 16,15 23300 0 0
NBTY INC COMMON 628782104 64 2650 SH DEFINED 7 2650 0 0
NCI BUILDING SYS INC COMMON 628852105 2798 74600 SH DEFINED 1 74600 0 0
NCI BUILDING SYS INC COMMON 628852105 41 1100 SH DEFINED 16 1100 0 0
NCO GROUP INC COMMON 628858102 6106 236200 SH DEFINED 1 236200 0 0
NCO GROUP INC COMMON 628858102 54 2075 SH DEFINED 7 2075 0 0
NCR CORPORATION COMMON 62886E108 5616 81120 SH DEFINED 1 81120 0 0
NCR CORPORATION COMMON 62886E108 7165 103500 SH DEFINED 1,3 103500 0 0
NCR CORPORATION COMMON 62886E108 4072 58820 SH DEFINED 10,16 58820 0 0
NCR CORPORATION COMMON 62886E108 713 10300 SH DEFINED 10,8 10300 0 0
NCR CORPORATION COMMON 62886E108 39396 569057 SH DEFINED 16 519057 0 50000
NCR CORPORATION COMMON 62886E108 1482 21400 SH DEFINED 16,15 21400 0 0
NCR CORPORATION COMMON 62886E108 706 10200 SH DEFINED 16,9 10200 0 0
NCR CORPORATION COMMON 62886E108 1343 19400 SH DEFINED 2 19400 0 0
NCR CORPORATION COMMON 62886E108 257 3710 SH DEFINED 24 3710 0 0
NCR CORPORATION COMMON 62886E108 32 456 SH DEFINED 25 0 0 456
NCR CORPORATION COMMON 62886E108 2195 31700 SH DEFINED 5,16 31700 0 0
NCR CORPORATION COMMON 62886E108 6 85 SH DEFINED 7 85 0 0
NCR CORPORATION COMMON 62886E108 370 5338 SH DEFINED 9 5338 0 0
NCR CORPORATION COMMON 62886E108 31 441 SH DEFINED 9,11 441 0 0
NDS GROUP PLC ADR COMMON 628891103 5323 156200 SH DEFINED 1 156200 0 0
NS GROUP INC COMMON 628916108 60 2150 SH DEFINED 7 2150 0 0
NII HOLDINGS INC COMMON 62913F201 24683 520200 SH DEFINED 1 520200 0 0
NII HOLDINGS INC COMMON 62913F201 394 8300 SH DEFINED 16 8300 0 0
NII HOLDINGS INC COMMON 62913F201 3180 67010 SH DEFINED 16,23 67010 0 0
NII HOLDINGS INC COMMON 62913F201 2240 47200 SH DEFINED 2 47200 0 0
NII HOLDINGS INC COMMON 62913F201 114 2400 SH DEFINED 7 2400 0 0
NL INDUSTRIES COMMON 629156407 31 1400 SH DEFINED 16 1400 0 0
NL INDUSTRIES COMMON 629156407 20 907 SH DEFINED 25 907 0 0
NL INDUSTRIES COMMON 629156407 82 3700 SH DEFINED 5,16 3700 0 0
NTL INC COMMON 62940M104 4876 66830 SH DEFINED 1 66830 0 0
NTL INC COMMON 62940M104 10 140 SH DEFINED 16 140 0 0
NTL INC COMMON 62940M104 637 8726 SH DEFINED 16,15 8726 0 0
NTL INC COMMON 62940M104 24 325 SH DEFINED 9 325 0 0
NTL INCORPORATED WT COMMON 62940M138 0 6 SH DEFINED 25 0 0 6
NUCO2 INC COMMON 629428103 24 1100 SH DEFINED 16 500 0 600
NUCO2 INC COMMON 629428103 56 2546 SH DEFINED 7 2546 0 0
NVR INC COMMON 62944T105 77 100 SH DEFINED 10 100 0 0
NVR INC COMMON 62944T105 616 800 SH DEFINED 10,16 800 0 0
NVR INC COMMON 62944T105 77 100 SH DEFINED 10,8 100 0 0
NVR INC COMMON 62944T105 18927 24600 SH DEFINED 16 21500 0 3100
NVR INC COMMON 62944T105 231 300 SH DEFINED 16,15 300 0 0
NVR INC COMMON 62944T105 769 1000 SH DEFINED 16,9 1000 0 0
NVR INC COMMON 62944T105 77 100 SH DEFINED 24 100 0 0
NVR INC COMMON 62944T105 385 500 SH DEFINED 5,16 500 0 0
NVR INC COMMON 62944T105 951 1236 SH DEFINED 9 1236 0 0
NVR INC COMMON 62944T105 83 108 SH DEFINED 9,11 108 0 0
NABORS INDUSTRIES CVT(NBR) 0.0 CONVERT 629568AK2 2 2000 SH DEFINED 16 2000 0 0
NALCO HOLDING CO COMMON 62985Q101 56836 2911700 SH DEFINED 1 2911700 0 0
NALCO HOLDING CO COMMON 62985Q101 347 17800 SH DEFINED 16 0 0 17800
NALCO HOLDING CO COMMON 62985Q101 5735 293800 SH DEFINED 2 271900 0 21900
NALCO HOLDING CO COMMON 62985Q101 14841 760281 SH DEFINED 7 760281 0 0
NASDAQ 100 TR ETF COMMON 631100104 10 254 SH DEFINED 16 254 0 0
NASDAQ 100 TR ETF COMMON 631100104 2910 72909 SH DEFINED 25 50273 0 22636
NASDAQ 100 TR ETF COMMON 631100104 1051 26320 SH DEFINED 7 26320 0 0
NASH FINCH CO COMMON 631158102 785 20800 SH DEFINED 1 20800 0 0
NASH FINCH CO COMMON 631158102 1586 42000 SH DEFINED 16 23700 0 18300
NASH FINCH CO COMMON 631158102 38 1000 SH DEFINED 16,15 1000 0 0
NASH FINCH CO COMMON 631158102 453 12000 SH DEFINED 5,16 12000 0 0
NASH FINCH CO COMMON 631158102 53 1400 SH DEFINED 7 1400 0 0
NATIONAL AUSTRALIA BANK ADR COMMON 632525408 600 5350 SH DEFINED 10,16 5350 0 0
NATIONAL AUSTRALIA BANK ADR COMMON 632525408 33546 299300 SH DEFINED 13 290200 0 9100
NATIONAL AUSTRALIA BANK ADR COMMON 632525408 40570 361976 SH DEFINED 16 349940 0 12036
NATIONAL BK GREECE SA ADR COMMON 633643408 5 800 SH DEFINED 13 0 0 800
NATIONAL CITY CORP COMMON 635405103 99 2645 SH DEFINED 1 280 0 2365
NATIONAL CITY CORP COMMON 635405103 28793 766778 SH DEFINED 16 730778 0 36000
NATIONAL CITY CORP COMMON 635405103 3165 84300 SH DEFINED 16,9 84300 0 0
NATIONAL CITY CORP COMMON 635405103 398 10600 SH DEFINED 24 10600 0 0
NATIONAL CITY CORP COMMON 635405103 2055 54734 SH DEFINED 25 0 0 54734
NATIONAL CITY CORP COMMON 635405103 2428 64651 SH DEFINED 7 64651 0 0
NATIONAL CITY CORP COMMON 635405103 1585 42220 SH DEFINED 9 42220 0 0
NATIONAL CITY CORP COMMON 635405103 69 1847 SH DEFINED 9,11 1847 0 0
NATIONAL FINANCIAL PARTNERS COMMON 63607P208 6266 161500 SH DEFINED 1 161500 0 0
NATIONAL FUEL GAS CO NJ COMMON 636180101 507 17900 SH DEFINED 16 17900 0 0
NATIONAL FUEL GAS CO NJ COMMON 636180101 181 6400 SH DEFINED 16,9 6400 0 0
NATIONAL FUEL GAS CO NJ COMMON 636180101 6 200 SH DEFINED 25 0 0 200
NATIONAL FUEL GAS CO NJ COMMON 636180101 19 664 SH DEFINED 7 664 0 0
NATIONAL GRID TRANSCO ADR COMMON 636274102 24 500 SH DEFINED 25 0 0 500
NATIONAL HEALTH INVESTORS REIT COMMON 63633D104 3855 132100 SH DEFINED 16 74600 0 57500
NATIONAL HEALTH INVESTORS REIT COMMON 63633D104 90 3100 SH DEFINED 16,15 3100 0 0
NATIONAL HEALTH INVESTORS REIT COMMON 63633D104 1158 39700 SH DEFINED 5,16 39700 0 0
NATIONAL INSTRS CORP COMMON 636518102 6949 255000 SH DEFINED 3 255000 0 0
NATIONAL INSTRS CORP COMMON 636518102 1498 54955 SH DEFINED 7 54955 0 0
NATIONAL OILWELL INC COMMON 637071101 15881 450000 SH DEFINED 1 450000 0 0
NATIONAL OILWELL INC COMMON 637071101 145 4100 SH DEFINED 16 4100 0 0
NATIONAL OILWELL INC COMMON 637071101 1680 47600 SH DEFINED 16,15 47600 0 0
NATIONAL PENN BANCSHARES INC COMMON 637138108 45 1625 SH DEFINED 16 1625 0 0
NATIONAL PENN BANCSHARES INC COMMON 637138108 114 4125 SH DEFINED 5,16 4125 0 0
NATIONAL SEMICONDUCTOR CORP COMMON 637640103 180620 10062400 SH DEFINED 1 10062400 0 0
NATIONAL SEMICONDUCTOR CORP COMMON 637640103 60509 3371000 SH DEFINED 1,2 3371000 0 0
NATIONAL SEMICONDUCTOR CORP COMMON 637640103 628 35000 SH DEFINED 1,3 35000 0 0
NATIONAL SEMICONDUCTOR CORP COMMON 637640103 1791 99800 SH DEFINED 10 99800 0 0
NATIONAL SEMICONDUCTOR CORP COMMON 637640103 215 12000 SH DEFINED 10,23 12000 0 0
NATIONAL SEMICONDUCTOR CORP COMMON 637640103 3025 168550 SH DEFINED 16 140750 0 27800
NATIONAL SEMICONDUCTOR CORP COMMON 637640103 1989 110800 SH DEFINED 16,23 110800 0 0
NATIONAL SEMICONDUCTOR CORP COMMON 637640103 140 7800 SH DEFINED 16,9 7800 0 0
NATIONAL SEMICONDUCTOR CORP COMMON 637640103 6259 348700 SH DEFINED 2 315000 0 33700
NATIONAL SEMICONDUCTOR CORP COMMON 637640103 718 40000 SH DEFINED 21 40000 0 0
NATIONAL SEMICONDUCTOR CORP COMMON 637640103 743 41370 SH DEFINED 25 350 0 41020
NATIONAL SEMICONDUCTOR CORP COMMON 637640103 26337 1467232 SH DEFINED 4 1467232 0 0
NATIONAL SEMICONDUCTOR CORP COMMON 637640103 269 15000 SH DEFINED 5,2 15000 0 0
NATIONAL SEMICONDUCTOR CORP COMMON 637640103 16 900 SH DEFINED 7 900 0 0
NATIONAL SEMICONDUCTOR CORP COMMON 637640103 177 9874 SH DEFINED 9 9874 0 0
NATIONAL WESTERN LIFE INS - CL COMMON 638522102 17 100 SH DEFINED 16 100 0 0
NATIONAL WESTERN LIFE INS - CL COMMON 638522102 50 300 SH DEFINED 5,16 300 0 0
NATL WESTMINSTER PFD 8.75 PREFERRED 638539700 36 1400 SH DEFINED 7 1400 0 0
NATIONWIDE FINANCIAL SERVICES COMMON 638612101 4735 123845 SH DEFINED 1 123290 0 555
NATIONWIDE FINANCIAL SERVICES COMMON 638612101 48 1250 SH DEFINED 16 1250 0 0
NATIONWIDE FINANCIAL SERVICES COMMON 638612101 99 2600 SH DEFINED 25 0 0 2600
NATIONWIDE FINANCIAL SERVICES COMMON 638612101 3 80 SH DEFINED 7 80 0 0
NATIONWIDE HEALTH PPTYS INC COMMON 638620104 40472 1704100 SH DEFINED 16 1601300 0 102800
NATIONWIDE HEALTH PPTYS INC COMMON 638620104 52 2200 SH DEFINED 25 0 0 2200
NATIONWIDE HEALTH PPTYS INC COMMON 638620104 0 0 SH DEFINED 4 0 0 0
NATIONWIDE HEALTH PPTYS INC COMMON 638620104 24 1000 SH DEFINED 7 1000 0 0
NAVISTAR INTL CVT(NAV) 4.75 04 CONVERT 638902AM8 1018 980000 SH DEFINED 25 0 0 980000
NATURES SUNSHINE PRODS INC COMMON 639027101 57 2800 SH DEFINED 7 2800 0 0
INDUSTRIE NATUZZI SPA ADR COMMON 63905A101 0 0 SH DEFINED 3 0 0 0
NAUTILUS GROUP INC COMMON 63910B102 14877 615500 SH DEFINED 1 615500 0 0
NAUTILUS GROUP INC COMMON 63910B102 918 38000 SH DEFINED 16 24200 0 13800
NAUTILUS GROUP INC COMMON 63910B102 15 600 SH DEFINED 16,15 600 0 0
NAUTILUS GROUP INC COMMON 63910B102 5578 230800 SH DEFINED 2 230800 0 0
NAUTILUS GROUP INC COMMON 63910B102 394 16300 SH DEFINED 5,16 16300 0 0
NAUTILUS GROUP INC COMMON 63910B102 68 2825 SH DEFINED 7 2825 0 0
NAVISTAR INTERNATIONAL COMMON 63934E108 292 6638 SH DEFINED 16 6638 0 0
NAVISTAR INTERNATIONAL COMMON 63934E108 220 5000 SH DEFINED 25 0 0 5000
NAVIGANT CONSULTING INC COMMON 63935N107 3575 134400 SH DEFINED 1 134400 0 0
NAVIGANT INTL INC COMMON 63935R108 30 2425 SH DEFINED 7 2425 0 0
NAVTEQ CORP COMMON 63936L100 45437 980100 SH DEFINED 1 980100 0 0
NAVTEQ CORP COMMON 63936L100 918 19800 SH DEFINED 16 15200 0 4600
NAVTEQ CORP COMMON 63936L100 1701 36700 SH DEFINED 16,23 36700 0 0
NAVTEQ CORP COMMON 63936L100 4928 106300 SH DEFINED 2 100200 0 6100
NAVTEQ CORP COMMON 63936L100 9 189 SH DEFINED 4 189 0 0
NEENAH PAPER INC COMMON 640079109 983 30148 SH DEFINED 1 30100 0 48
NEENAH PAPER INC COMMON 640079109 507 15545 SH DEFINED 1,2 15545 0 0
NEENAH PAPER INC COMMON 640079109 72 2204 SH DEFINED 10,16 2204 0 0
NEENAH PAPER INC COMMON 640079109 35 1086 SH DEFINED 13 1086 0 0
NEENAH PAPER INC COMMON 640079109 281 8623 SH DEFINED 16 8389 0 233
NEENAH PAPER INC COMMON 640079109 15 475 SH DEFINED 16,9 475 0 0
NEENAH PAPER INC COMMON 640079109 0 11 SH DEFINED 17,9 11 0 0
NEENAH PAPER INC COMMON 640079109 5 157 SH DEFINED 2 157 0 0
NEENAH PAPER INC COMMON 640079109 5 144 SH DEFINED 24 144 0 0
NEENAH PAPER INC COMMON 640079109 5 139 SH DEFINED 25 139 0 0
NEENAH PAPER INC COMMON 640079109 0 1 SH DEFINED 3 1 0 0
NEENAH PAPER INC COMMON 640079109 0 1 SH DEFINED 4 1 0 0
NEENAH PAPER INC COMMON 640079109 20 601 SH DEFINED 7 601 0 0
NEENAH PAPER INC COMMON 640079109 16 502 SH DEFINED 9 502 0 0
NEIMAN MARCUS GROUP CL B COMMON 640204301 109 1626 SH DEFINED 25 0 0 1626
NEIMAN MARCUS GROUP CL B COMMON 640204301 8 120 SH DEFINED 7 120 0 0
NEKTAR THERAPEUTICS COMMON 640268108 275 13600 SH DEFINED 16 13600 0 0
NEKTAR THERAPEUTICS COMMON 640268108 8 372 SH DEFINED 4 372 0 0
NELNET INC- CL A COMMON 64031N108 2445 90800 SH DEFINED 16 62000 0 28800
NELNET INC- CL A COMMON 64031N108 43 1600 SH DEFINED 16,15 1600 0 0
NELNET INC- CL A COMMON 64031N108 431 16000 SH DEFINED 5,16 16000 0 0
THOMAS NELSON INC COMMON 640376109 411 18200 SH DEFINED 16 11900 0 6300
THOMAS NELSON INC COMMON 640376109 7 300 SH DEFINED 16,15 300 0 0
THOMAS NELSON INC COMMON 640376109 264 11700 SH DEFINED 5,16 11700 0 0
NESS TECHNOLOGIES INC COMMON 64104X108 5723 384600 SH DEFINED 10 384600 0 0
NESS TECHNOLOGIES INC COMMON 64104X108 1107 74400 SH DEFINED 10,23 74400 0 0
NETFLIX.COM INC COMMON 64110L106 1 100 SH DEFINED 25 0 0 100
NETIQ CORP COMMON 64115P102 37 3000 SH DEFINED 25 3000 0 0
NETSCOUT SYSTEMS INC COMMON 64115T104 47772 10667382 SH DEFINED 7 10667382 0 0
NETWORK APPLIANCE INC COMMON 64120L104 27745 835200 SH DEFINED 1 835200 0 0
NETWORK APPLIANCE INC COMMON 64120L104 1492 44900 SH DEFINED 1,3 44900 0 0
NETWORK APPLIANCE INC COMMON 64120L104 189 5700 SH DEFINED 10 5700 0 0
NETWORK APPLIANCE INC COMMON 64120L104 44 1331 SH DEFINED 12 1331 0 0
NETWORK APPLIANCE INC COMMON 64120L104 385 11600 SH DEFINED 12,9 11600 0 0
NETWORK APPLIANCE INC COMMON 64120L104 15018 452092 SH DEFINED 16 419892 0 32200
NETWORK APPLIANCE INC COMMON 64120L104 3146 94700 SH DEFINED 16,23 94700 0 0
NETWORK APPLIANCE INC COMMON 64120L104 661 19900 SH DEFINED 16,9 19900 0 0
NETWORK APPLIANCE INC COMMON 64120L104 1858 55943 SH DEFINED 24 55943 0 0
NETWORK APPLIANCE INC COMMON 64120L104 21371 643320 SH DEFINED 25 82775 0 560545
NETWORK APPLIANCE INC COMMON 64120L104 23 690 SH DEFINED 4 690 0 0
NETWORK APPLIANCE INC COMMON 64120L104 83 2500 SH DEFINED 5,16 2500 0 0
NETWORK APPLIANCE INC COMMON 64120L104 8 250 SH DEFINED 6 250 0 0
NETWORK APPLIANCE INC COMMON 64120L104 125 3750 SH DEFINED 7 3750 0 0
NETWORK APPLIANCE INC COMMON 64120L104 2466 74241 SH DEFINED 9 74241 0 0
NETWORK APPLIANCE INC COMMON 64120L104 313 9421 SH DEFINED 9,14 9421 0 0
NEUBERGER BERMAN INTMD MUNI CF COMMON 64124P101 26 2000 SH DEFINED 25 0 0 2000
NEUROCRINE BIOSCIENCES INC COMMON 64125C109 16530 335300 SH DEFINED 1 335300 0 0
NEUROCRINE BIOSCIENCES INC COMMON 64125C109 1479 30000 SH DEFINED 2 30000 0 0
NEUROCRINE BIOSCIENCES INC COMMON 64125C109 463 9400 SH DEFINED 25 0 0 9400
NEUBERGER BERMAN REAL EST IN C COMMON 64126D106 11 533 SH DEFINED 25 0 0 533
NEUBERGER BERMAN REALTY INC CF COMMON 64126G109 3612 189600 SH DEFINED 16 189600 0 0
NEUBERGER BERMAN REALTY INC CF COMMON 64126G109 10 515 SH DEFINED 25 0 0 515
NEW CENTURY FINANCIAL CORP COMMON 6435EV108 63833 998800 SH DEFINED 1 998800 0 0
NEW CENTURY FINANCIAL CORP COMMON 6435EV108 2024 31670 SH DEFINED 16 12670 0 19000
NEW CENTURY FINANCIAL CORP COMMON 6435EV108 32 500 SH DEFINED 16,15 500 0 0
NEW CENTURY FINANCIAL CORP COMMON 6435EV108 4077 63800 SH DEFINED 2 52200 0 11600
NEW CENTURY FINANCIAL CORP COMMON 6435EV108 364 5700 SH DEFINED 5,16 5700 0 0
NEW JERSEY RES COMMON 646025106 2457 56700 SH DEFINED 1 56700 0 0
NEW JERSEY RES COMMON 646025106 282 6500 SH DEFINED 16 6500 0 0
NEW JERSEY RES COMMON 646025106 745 17200 SH DEFINED 5,16 17200 0 0
NEW JERSEY RES COMMON 646025106 68 1575 SH DEFINED 7 1575 0 0
NEW PLAN EXCEL REALTY TRUST COMMON 648053106 45389 1676100 SH DEFINED 16 1498200 0 177900
NEW PLAN EXCEL REALTY TRUST COMMON 648053106 43 1600 SH DEFINED 7 1600 0 0
NEW YORK COMMUNITY BANCORP COMMON 649445103 55921 2718568 SH DEFINED 1 2717413 0 1155
NEW YORK COMMUNITY BANCORP COMMON 649445103 473 23000 SH DEFINED 1,3 23000 0 0
NEW YORK COMMUNITY BANCORP COMMON 649445103 810 39383 SH DEFINED 16 39383 0 0
NEW YORK COMMUNITY BANCORP COMMON 649445103 6197 301272 SH DEFINED 2 301272 0 0
NEW YORK COMMUNITY BANCORP COMMON 649445103 10194 495596 SH DEFINED 25 96614 0 398982
NEW YORK COMMUNITY BANCORP COMMON 649445103 20463 994807 SH DEFINED 4 994807 0 0
NEW YORK COMMUNITY BANCORP COMMON 649445103 206 10000 SH DEFINED 5,2 10000 0 0
NEW YORK COMMUNITY BANCORP COMMON 649445103 120 5847 SH DEFINED 9 5847 0 0
NEW YORK TIMES CO COMMON 650111107 99999 2450950 SH DEFINED 1 2450950 0 0
NEW YORK TIMES CO COMMON 650111107 29290 717900 SH DEFINED 1,2 717900 0 0
NEW YORK TIMES CO COMMON 650111107 588 14400 SH DEFINED 1,3 14400 0 0
NEW YORK TIMES CO COMMON 650111107 1486 36433 SH DEFINED 16 36433 0 0
NEW YORK TIMES CO COMMON 650111107 4311 105650 SH DEFINED 2 105650 0 0
NEW YORK TIMES CO COMMON 650111107 645 15804 SH DEFINED 25 0 0 15804
NEW YORK TIMES CO COMMON 650111107 24602 602981 SH DEFINED 4 602981 0 0
NEW YORK TIMES CO COMMON 650111107 253 6200 SH DEFINED 5,2 6200 0 0
NEW YORK TIMES CO COMMON 650111107 135 3300 SH DEFINED 7 3300 0 0
NEW YORK TIMES CO COMMON 650111107 237 5807 SH DEFINED 9 5807 0 0
NEWCASTLE INVESTMENT CORP COMMON 65105M108 8406 264500 SH DEFINED 16 149700 0 114800
NEWCASTLE INVESTMENT CORP COMMON 65105M108 197 6200 SH DEFINED 16,15 6200 0 0
NEWCASTLE INVESTMENT CORP COMMON 65105M108 2472 77800 SH DEFINED 5,16 77800 0 0
NEWELL FINANCIAL TRUST I CVT P CONVERT 651195307 74 1575 SH DEFINED 25 0 0 1575
NEWELL RUBBERMAID INC COMMON 651229106 632 26131 SH DEFINED 16 26131 0 0
NEWELL RUBBERMAID INC COMMON 651229106 6937 286754 SH DEFINED 25 1600 0 285154
NEWELL RUBBERMAID INC COMMON 651229106 40 1642 SH DEFINED 4 1642 0 0
NEWELL RUBBERMAID INC COMMON 651229106 495 20450 SH DEFINED 7 20450 0 0
NEWELL RUBBERMAID INC COMMON 651229106 258 10673 SH DEFINED 9 10673 0 0
NEWFIELD EXPL CO COMMON 651290108 54226 918300 SH DEFINED 1 918300 0 0
NEWFIELD EXPL CO COMMON 651290108 514 8700 SH DEFINED 1,3 8700 0 0
NEWFIELD EXPL CO COMMON 651290108 1665 28200 SH DEFINED 16,15 28200 0 0
NEWFIELD EXPL CO COMMON 651290108 3791 64200 SH DEFINED 2 64200 0 0
NEWFIELD EXPL CO COMMON 651290108 7346 124400 SH DEFINED 25 124300 0 100
NEWFIELD EXPL CO COMMON 651290108 218 3700 SH DEFINED 5,2 3700 0 0
NEWMARKET CORP COMMON 651587107 1405 70600 SH DEFINED 16 41300 0 29300
NEWMARKET CORP COMMON 651587107 34 1700 SH DEFINED 16,15 1700 0 0
NEWMARKET CORP COMMON 651587107 420 21100 SH DEFINED 5,16 21100 0 0
NEWMONT MINING CORP HLDG CO COMMON 651639106 14615 329100 SH DEFINED 1 329100 0 0
NEWMONT MINING CORP HLDG CO COMMON 651639106 46595 1049200 SH DEFINED 1,2 1049200 0 0
NEWMONT MINING CORP HLDG CO COMMON 651639106 10374 233600 SH DEFINED 1,3 233600 0 0
NEWMONT MINING CORP HLDG CO COMMON 651639106 3451 77698 SH DEFINED 16 77498 0 200
NEWMONT MINING CORP HLDG CO COMMON 651639106 404 9100 SH DEFINED 16,9 9100 0 0
NEWMONT MINING CORP HLDG CO COMMON 651639106 14 325 SH DEFINED 17,9 325 0 0
NEWMONT MINING CORP HLDG CO COMMON 651639106 7194 162000 SH DEFINED 2 162000 0 0
NEWMONT MINING CORP HLDG CO COMMON 651639106 193 4350 SH DEFINED 25 0 0 4350
NEWMONT MINING CORP HLDG CO COMMON 651639106 162 3646 SH DEFINED 7 3646 0 0
NEWMONT MINING CORP HLDG CO COMMON 651639106 628 14140 SH DEFINED 9 14140 0 0
NEWPORT CORP COMMON 651824104 324 23000 SH DEFINED 16 12400 0 10600
NEWPORT CORP COMMON 651824104 8 600 SH DEFINED 16,15 600 0 0
NEWPORT CORP COMMON 651824104 41 2900 SH DEFINED 5,16 2900 0 0
NEWS CORP CL A COMMON 65248E104 33012 1769142 SH DEFINED 1 1769142 0 0
NEWS CORP CL A COMMON 65248E104 10124 542554 SH DEFINED 16 480054 0 62500
NEWS CORP CL A COMMON 65248E104 4169 223412 SH DEFINED 16,15 223412 0 0
NEWS CORP CL A COMMON 65248E104 1398 74900 SH DEFINED 16,9 74900 0 0
NEWS CORP CL A COMMON 65248E104 289 15500 SH DEFINED 24 15500 0 0
NEWS CORP CL A COMMON 65248E104 30 1632 SH DEFINED 25 0 0 1632
NEWS CORP CL A COMMON 65248E104 377 20206 SH DEFINED 7 20206 0 0
NEWS CORP CL A COMMON 65248E104 764 40969 SH DEFINED 9 40969 0 0
NEWS CORP CL B COMMON 65248E203 783 40800 SH DEFINED 16 40800 0 0
NEWS CORP CL B COMMON 65248E203 184 9600 SH DEFINED 24 9600 0 0
NEWS CORP CL B COMMON 65248E203 44 2300 SH DEFINED 25 0 0 2300
NEWS CORP CL B COMMON 65248E203 180 9400 SH DEFINED 7 9400 0 0
NEWS CORP CL B COMMON 65248E203 424 22107 SH DEFINED 9 22107 0 0
NEXTEL COMMUNICATIONS INC COMMON 65332V103 54030 1800400 SH DEFINED 1 1800400 0 0
NEXTEL COMMUNICATIONS INC COMMON 65332V103 57382 1912100 SH DEFINED 1,2 1912100 0 0
NEXTEL COMMUNICATIONS INC COMMON 65332V103 3994 133098 SH DEFINED 16 133098 0 0
NEXTEL COMMUNICATIONS INC COMMON 65332V103 6818 227180 SH DEFINED 16,23 227180 0 0
NEXTEL COMMUNICATIONS INC COMMON 65332V103 15 497 SH DEFINED 17,9 497 0 0
NEXTEL COMMUNICATIONS INC COMMON 65332V103 8701 289950 SH DEFINED 2 289950 0 0
NEXTEL COMMUNICATIONS INC COMMON 65332V103 75 2510 SH DEFINED 25 0 0 2510
NEXTEL COMMUNICATIONS INC COMMON 65332V103 396 13200 SH DEFINED 7 13200 0 0
NEXTEL COMMUNICATIONS INC COMMON 65332V103 923 30753 SH DEFINED 9 30753 0 0
NEXTEL PARTNERS INC COMMON 65333F107 55015 2815520 SH DEFINED 1 2815520 0 0
NEXTEL PARTNERS INC COMMON 65333F107 94 4800 SH DEFINED 10 4800 0 0
NEXTEL PARTNERS INC COMMON 65333F107 6583 336900 SH DEFINED 16 291700 0 45200
NEXTEL PARTNERS INC COMMON 65333F107 1991 101900 SH DEFINED 16,23 101900 0 0
NEXTEL PARTNERS INC COMMON 65333F107 125 6400 SH DEFINED 16,9 6400 0 0
NEXTEL PARTNERS INC COMMON 65333F107 2724 139405 SH DEFINED 2 111000 0 28405
NEXTEL PARTNERS INC COMMON 65333F107 31 1561 SH DEFINED 4 1561 0 0
NEXTEL PARTNERS INC COMMON 65333F107 41 2100 SH DEFINED 5,16 2100 0 0
NEXEN INC COMMON 65334H102 26082 644500 SH DEFINED 1,3 644500 0 0
NEXEN INC COMMON 65334H102 352 8700 SH DEFINED 2 8700 0 0
NEXEN INC COMMON 65334H102 324 8000 SH DEFINED 24 8000 0 0
NEXEN INC COMMON 65334H102 72653 1795300 SH DEFINED 3 1795300 0 0
NEXEN INC COMMON 65334H102 877 21683 SH DEFINED 9 21683 0 0
NEXSTAR BROADCASTING GROUP CL COMMON 65336K103 326 35400 SH DEFINED 16 20700 0 14700
NEXSTAR BROADCASTING GROUP CL COMMON 65336K103 6 700 SH DEFINED 16,15 700 0 0
NEXSTAR BROADCASTING GROUP CL COMMON 65336K103 85 9200 SH DEFINED 5,16 9200 0 0
NICE SYS LTD ADR COMMON 653656108 275 8800 SH DEFINED 10 4200 0 4600
NICE SYS LTD ADR COMMON 653656108 149 4750 SH DEFINED 10,16 4750 0 0
NICE SYS LTD ADR COMMON 653656108 488 15600 SH DEFINED 10,23 15600 0 0
NICE SYS LTD ADR COMMON 653656108 178 5700 SH DEFINED 13,15 5700 0 0
NICE SYS LTD ADR COMMON 653656108 111 3550 SH DEFINED 7 3550 0 0
NICHOLAS-APPLGATE C & I II CF COMMON 65370G109 43 2700 SH DEFINED 25 2700 0 0
NICOR INC COMMON 654086107 8554 231568 SH DEFINED 16 146768 0 84800
NICOR INC COMMON 654086107 174 4700 SH DEFINED 16,15 4700 0 0
NICOR INC COMMON 654086107 26 705 SH DEFINED 25 0 0 705
NICOR INC COMMON 654086107 4606 124700 SH DEFINED 5,16 124700 0 0
NICOR INC COMMON 654086107 26 700 SH DEFINED 7 700 0 0
NIDEC CORPORATION ADR COMMON 654090109 199 6478 SH DEFINED 4 6478 0 0
NIKE INC COMMON 654106103 146615 1616657 SH DEFINED 1 1616657 0 0
NIKE INC COMMON 654106103 61216 675000 SH DEFINED 1,2 675000 0 0
NIKE INC COMMON 654106103 221 2440 SH DEFINED 10,16 2440 0 0
NIKE INC COMMON 654106103 2665 29385 SH DEFINED 16 28085 0 1300
NIKE INC COMMON 654106103 916 10100 SH DEFINED 16,15 10100 0 0
NIKE INC COMMON 654106103 254 2800 SH DEFINED 16,9 2800 0 0
NIKE INC COMMON 654106103 33546 369900 SH DEFINED 2 369900 0 0
NIKE INC COMMON 654106103 571 6300 SH DEFINED 25 1550 0 4750
NIKE INC COMMON 654106103 59 649 SH DEFINED 4 649 0 0
NIKE INC COMMON 654106103 675 7440 SH DEFINED 7 7440 0 0
NIKE INC COMMON 654106103 536 5906 SH DEFINED 9 5906 0 0
NIKU CORP COMMON 654113703 1486 73800 SH DEFINED 1 73800 0 0
NIKU CORP COMMON 654113703 1803 89500 SH DEFINED 16,23 89500 0 0
NTT ADR COMMON 654624105 22665 1005087 SH DEFINED 13 963212 0 41875
NTT ADR COMMON 654624105 34306 1521321 SH DEFINED 16 1469094 0 52227
NISOURCE INC COMMON 65473P105 15 670 SH DEFINED 1 0 0 670
NISOURCE INC COMMON 65473P105 621 27242 SH DEFINED 16 27242 0 0
NISOURCE INC COMMON 65473P105 25 1100 SH DEFINED 25 800 0 300
NISOURCE INC COMMON 65473P105 239 10474 SH DEFINED 9 10474 0 0
NISSAN MOTORS ADR COMMON 654744408 102 4656 SH DEFINED 4 4656 0 0
NOKIA OYJ ADR COMMON 654902204 120101 7664385 SH DEFINED 1 7664385 0 0
NOKIA OYJ ADR COMMON 654902204 85779 5474100 SH DEFINED 1,2 5474100 0 0
NOKIA OYJ ADR COMMON 654902204 17311 1104730 SH DEFINED 13 1048530 0 56200
NOKIA OYJ ADR COMMON 654902204 58313 3721337 SH DEFINED 16 3596377 0 124960
NOKIA OYJ ADR COMMON 654902204 6347 405072 SH DEFINED 16,23 405072 0 0
NOKIA OYJ ADR COMMON 654902204 6688 426820 SH DEFINED 2 426820 0 0
NOKIA OYJ ADR COMMON 654902204 1357 86584 SH DEFINED 25 6550 0 80034
NOKIA OYJ ADR COMMON 654902204 7 432 SH DEFINED 4 432 0 0
NOKIA OYJ ADR COMMON 654902204 146 9330 SH DEFINED 7 9330 0 0
NOBLE ENERGY INC COMMON 655044105 9280 150495 SH DEFINED 1 150000 0 495
NOBLE ENERGY INC COMMON 655044105 308 5000 SH DEFINED 10 5000 0 0
NOBLE ENERGY INC COMMON 655044105 21220 344150 SH DEFINED 16 320950 0 23200
NOBLE ENERGY INC COMMON 655044105 1110 18000 SH DEFINED 16,15 18000 0 0
NOBLE ENERGY INC COMMON 655044105 1159 18800 SH DEFINED 16,9 18800 0 0
NOBLE ENERGY INC COMMON 655044105 1001 16234 SH DEFINED 25 12300 0 3934
NOBLE ENERGY INC COMMON 655044105 136 2200 SH DEFINED 5,16 2200 0 0
NOMURA HOLDINGS INC ADR COMMON 65535H208 9284 637650 SH DEFINED 13 606865 0 30785
NOMURA HOLDINGS INC ADR COMMON 65535H208 21662 1487762 SH DEFINED 16 1487762 0 0
NOMURA HOLDINGS INC ADR COMMON 65535H208 364 25000 SH DEFINED 7 25000 0 0
NORANDA INC COMMON 655422103 3 143 SH DEFINED 9 143 0 0
NORDSON CORP COMMON 655663102 4167 104000 SH DEFINED 1 104000 0 0
NORDSTROM INC COMMON 655664100 31023 663870 SH DEFINED 1 663870 0 0
NORDSTROM INC COMMON 655664100 21029 450000 SH DEFINED 1,2 450000 0 0
NORDSTROM INC COMMON 655664100 125 2680 SH DEFINED 10,16 2680 0 0
NORDSTROM INC COMMON 655664100 6786 145225 SH DEFINED 16 134825 0 10400
NORDSTROM INC COMMON 655664100 911 19500 SH DEFINED 16,9 19500 0 0
NORDSTROM INC COMMON 655664100 5131 109800 SH DEFINED 2 109800 0 0
NORDSTROM INC COMMON 655664100 126 2700 SH DEFINED 24 2700 0 0
NORDSTROM INC COMMON 655664100 80 1708 SH DEFINED 25 0 0 1708
NORDSTROM INC COMMON 655664100 59 1267 SH DEFINED 4 1267 0 0
NORDSTROM INC COMMON 655664100 23 500 SH DEFINED 9 500 0 0
NORFOLK SOUTHERN CORP COMMON 655844108 62732 1733400 SH DEFINED 1 1733400 0 0
NORFOLK SOUTHERN CORP COMMON 655844108 30906 854000 SH DEFINED 1,2 854000 0 0
NORFOLK SOUTHERN CORP COMMON 655844108 25 700 SH DEFINED 10 700 0 0
NORFOLK SOUTHERN CORP COMMON 655844108 2077 57400 SH DEFINED 10,16 57400 0 0
NORFOLK SOUTHERN CORP COMMON 655844108 369 10200 SH DEFINED 10,8 10200 0 0
NORFOLK SOUTHERN CORP COMMON 655844108 27950 772308 SH DEFINED 16 710508 0 61800
NORFOLK SOUTHERN CORP COMMON 655844108 767 21200 SH DEFINED 16,15 21200 0 0
NORFOLK SOUTHERN CORP COMMON 655844108 1788 49400 SH DEFINED 16,9 49400 0 0
NORFOLK SOUTHERN CORP COMMON 655844108 329 9100 SH DEFINED 2 9100 0 0
NORFOLK SOUTHERN CORP COMMON 655844108 333 9208 SH DEFINED 24 9208 0 0
NORFOLK SOUTHERN CORP COMMON 655844108 451 12467 SH DEFINED 25 5400 0 7067
NORFOLK SOUTHERN CORP COMMON 655844108 1144 31600 SH DEFINED 5,16 31600 0 0
NORFOLK SOUTHERN CORP COMMON 655844108 347 9600 SH DEFINED 7 9600 0 0
NORFOLK SOUTHERN CORP COMMON 655844108 1040 28735 SH DEFINED 9 28735 0 0
NORFOLK SOUTHERN CORP COMMON 655844108 42 1158 SH DEFINED 9,11 1158 0 0
NORTEL NETWORKS CORPORATION COMMON 656568102 863 248700 SH DEFINED 16 248700 0 0
NORTEL NETWORKS CORPORATION COMMON 656568102 42 12100 SH DEFINED 25 0 0 12100
NORTEL NETWORKS CORPORATION COMMON 656568102 80 23000 SH DEFINED 6 23000 0 0
NORTEL NETWORKS CORPORATION COMMON 656568102 2 600 SH DEFINED 7 600 0 0
NORTEL NETWORKS CORP COMMON 656568102 506 146351 SH DEFINED 9 146351 0 0
NORTH AMERICAN GALVANIZING COMMON 65686Y109 5 2600 SH DEFINED 7 2600 0 0
NORTH EUROPEAN OIL RTY TRUST COMMON 659310106 14 600 SH DEFINED 25 600 0 0
NORTH FORK BANCORPORATION COMMON 659424105 33994 1178300 SH DEFINED 1 1178300 0 0
NORTH FORK BANCORPORATION COMMON 659424105 6079 210698 SH DEFINED 16 200198 0 10500
NORTH FORK BANCORPORATION COMMON 659424105 722 25011 SH DEFINED 16,9 25011 0 0
NORTH FORK BANCORPORATION COMMON 659424105 2516 87200 SH DEFINED 2 87200 0 0
NORTH FORK BANCORPORATION COMMON 659424105 94 3244 SH DEFINED 24 3244 0 0
NORTH FORK BANCORPORATION COMMON 659424105 65 2250 SH DEFINED 25 2250 0 0
NORTH FORK BANCORPORATION COMMON 659424105 106650 3696700 SH DEFINED 3 3696700 0 0
NORTH FORK BANCORPORATION COMMON 659424105 1 35 SH DEFINED 4 35 0 0
NORTH FORK BANCORPORATION COMMON 659424105 457 15827 SH DEFINED 7 15827 0 0
NORTH FORK BANCORPORATION COMMON 659424105 565 19574 SH DEFINED 9 19574 0 0
NORTH PITTSBURGH SYSTEMS COMMON 661562108 920 37200 SH DEFINED 16 21200 0 16000
NORTH PITTSBURGH SYSTEMS COMMON 661562108 22 900 SH DEFINED 16,15 900 0 0
NORTH PITTSBURGH SYSTEMS COMMON 661562108 200 8100 SH DEFINED 5,16 8100 0 0
NORTHEAST UTILS COMMON 664397106 26 1400 SH DEFINED 16 1400 0 0
NORTHEAST UTILS COMMON 664397106 104 5500 SH DEFINED 16,9 5500 0 0
NORTHEAST UTILS COMMON 664397106 132 6977 SH DEFINED 25 6971 0 6
NORTHEAST UTILS COMMON 664397106 68 3600 SH DEFINED 7 3600 0 0
NORTHERN TRUST CORP COMMON 665859104 6252 128700 SH DEFINED 1 128700 0 0
NORTHERN TRUST CORP COMMON 665859104 1551 31929 SH DEFINED 16 31929 0 0
NORTHERN TRUST CORP COMMON 665859104 687 14140 SH DEFINED 25 300 0 13840
NORTHERN TRUST CORP COMMON 665859104 1507 31031 SH DEFINED 7 31031 0 0
NORTHERN TRUST CORP COMMON 665859104 303 6237 SH DEFINED 9 6237 0 0
NORTHROP GRUMMAN CORP COMMON 666807102 80311 1477400 SH DEFINED 1 1475280 0 2120
NORTHROP GRUMMAN CORP COMMON 666807102 38052 700000 SH DEFINED 1,2 700000 0 0
NORTHROP GRUMMAN CORP COMMON 666807102 3144 57830 SH DEFINED 10,16 57830 0 0
NORTHROP GRUMMAN CORP COMMON 666807102 1255 23085 SH DEFINED 13 23085 0 0
NORTHROP GRUMMAN CORP COMMON 666807102 9579 176215 SH DEFINED 16 173915 0 2300
NORTHROP GRUMMAN CORP COMMON 666807102 342 6300 SH DEFINED 16,9 6300 0 0
NORTHROP GRUMMAN CORP COMMON 666807102 1609 29600 SH DEFINED 2 29600 0 0
NORTHROP GRUMMAN CORP COMMON 666807102 33 600 SH DEFINED 24 600 0 0
NORTHROP GRUMMAN CORP COMMON 666807102 43 782 SH DEFINED 25 12 0 770
NORTHROP GRUMMAN CORP COMMON 666807102 2 33 SH DEFINED 4 33 0 0
NORTHROP GRUMMAN CORP COMMON 666807102 11 200 SH DEFINED 6 200 0 0
NORTHROP GRUMMAN CORP COMMON 666807102 161 2964 SH DEFINED 7 2964 0 0
NORTHROP GRUMMAN CORP COMMON 666807102 550 10123 SH DEFINED 9 10123 0 0
NORTHWEST BANCORP INC COMMON 667328108 38 1525 SH DEFINED 7 1525 0 0
NOVA CHEMICALS CORP COMMON 66977W109 18623 395250 SH DEFINED 1,3 395250 0 0
NOVA CHEMICALS CORP COMMON 66977W109 271 5750 SH DEFINED 2 5750 0 0
NOVA CHEMICALS CORP COMMON 66977W109 4553 96640 SH DEFINED 3 96640 0 0
NOVADEL PHARMA INC COMMON 66986X106 11 6500 SH DEFINED 25 0 0 6500
NOVARTIS ADR COMMON 66987V109 33958 671900 SH DEFINED 1 671900 0 0
NOVARTIS ADR COMMON 66987V109 27981 553645 SH DEFINED 13 521915 0 31730
NOVARTIS ADR COMMON 66987V109 72657 1437608 SH DEFINED 16 1396004 0 41604
NOVARTIS ADR COMMON 66987V109 1450 28700 SH DEFINED 2 28700 0 0
NOVARTIS ADR COMMON 66987V109 1471 29100 SH DEFINED 21 29100 0 0
NOVARTIS ADR COMMON 66987V109 2031 40180 SH DEFINED 25 34775 0 5405
NOVARTIS ADR COMMON 66987V109 21242 420300 SH DEFINED 3 420300 0 0
NOVARTIS ADR COMMON 66987V109 1974 39055 SH DEFINED 6 39055 0 0
NOVARTIS ADR COMMON 66987V109 19252 380920 SH DEFINED 7