UNITED STATES
                       SECURITIES AND EXCHANGE COMMISSION
                              Washington, DC 20549

                              Form 13F Cover Page

        Report for the Calendar Year or Quarter Ended: December 31, 2004

Check here if Amendment [   ]; Amendment Number:  _______

This Amendment:

[  ]  is a restatement.
[  ]  adds new holdings entries.

Institutional Investment Manager Filing this Report:

Name:  Federated Investors, Inc.

Address:  Federated Investors Tower
                1001 Liberty Avenue
                Pittsburgh, PA  15222-3779

Form 13F File Number:  28-04375

     The institutional  investment  manager filing this report and the person by
whom it is  signed  hereby  represent  that the  person  signing  the  report is
authorized to submit it; that all information  contained herein is true, correct
and complete;  and that it is understood  that all required  items,  statements,
schedules, lists, and tables are considered integral parts of this form.

Person Signing this Report on Behalf of Reporting Manager:

Name:  Lisa J. Bernett
Title:  Assistant Vice President and Compliance Officer
Phone:  (412) 288-6399

Signature, Place, and Date of Signing:
/s/Lisa J. Bernett                        Pittsburgh, PA    February 14, 2005

COVER PAGE ADDENDUM FOR FORM 13F

Federated  Investors,  Inc.  ("Investors") is affiliated with the  institutional
investment  managers  listed on the summary  page of this Form 13F in the manner
described below. By virtue of Rule 13F-1(b) under the Securities Exchange Act of
1934,  Investors is deemed to share  investment  discretion over all investments
reported  herein.  This  filing  does not  constitute  an  admission  that  such
investment  discretion  does in fact  exist,  but is made  solely to comply with
applicable law.

The  information set forth below is numbered to correspond with the names of the
other  parties  with  respect to which this  schedule  is filed as listed at the
bottom of the cover page hereof:

1.   Federated  Investment  Counseling  ("FIC")  is  an  Investment  Adviser  to
     Federated International Funds, PLC and certain private investment accounts,
     consisting primarily of pension and retirement plans. FIC is a wholly-owned
     subsidiary of Investors.  Investors  exercises  investment  discretion over
     certain investments as reported by FIC. FIC exercises investment discretion
     over the  investments  identified  with the  number "1" under Item 7 in the
     attached  tables.  This filing is made on behalf of FIC with respect to all
     investments over which it exercises investment discretion.

2.   Federated  Investment  Management Company ("FIM") is the Investment Adviser
     to certain Federated Funds. FIM is a wholly-owned  subsidiary of Investors.
     Subject to guidelines established by the Boards of Trustees or Directors of
     the  aforementioned  Funds,  FIM exercises  investment  discretion over the
     investments  identified  with the number  "2" under Item 7 in the  attached
     tables.  This  filing  is  made  on  behalf  of  FIM  with  respect  to all
     investments over which it exercises investment discretion.

4.   Passport Research Ltd. ("PR") is the Investment  Adviser to Edward D. Jones
     Money  Market  Fund.  PR  is  50.5%  owned  subsidiary  of  FIM.  FIM  is a
     wholly-owned subsidiary of Investors.  Subject to guidelines established by
     the  Boards  of  Trustees  of the  aforementioned  investment  company,  PR
     exercises  investment  discretion over the investments  identified with the
     number  "4" under Item 7 in the  attached  tables.  This  filing is made on
     behalf  of PR with  respect  to all  investments  over  which it  exercises
     investment discretion.

8.   Federated  Advisory Services Company ("FASC") is an Investment Adviser that
     provides investment advice and other services to related advisers.

9.   Federated  Equity  Management  Company of  Pennsylvania  ("FEMCOPA") is the
     Investment  Adviser to certain  Federated Funds.  FEMCOPA is a wholly-owned
     subsidiary of Investors. Subject to guidelines established by the Boards of
     Trustees  or  Directors  of the  aforementioned  Funds,  FEMCOPA  exercises
     investment  discretion over the investments  identified with the number "9"
     under  Item 7 in the  attached  tables.  This  filing  is made on behalf of
     FEMCOPA with respect to all investments  over which it exercise  investment
     discretion.

10.  Passport Research II, Ltd. ("PRII") is the Investment  Adviser to Federated
     Capital Income Fund. PRII is 50.5% owned subsidiary of FEMCOPA.  FEMCOPA is
     a  wholly-owned  of  Investors.  Subject to guidelines  established  by the
     Boards of Trustees of the aforementioned  investment company, PRII examines
     investment discretion over the investments  identified with the number "10"
     under Item 7 in the attached tables.  This filing is made on behalf of PRII
     with  respect  to  all  investments  over  which  it  exercises  investment
     discretion.

21.  Federated Global Investment  Management Corp.  ("Global") is the Investment
     Adviser to certain international  Federated Funds and certain international
     private  investment  accounts.  Global  is  a  wholly-owned  subsidiary  of
     Investors.  Subject to guidelines  established  by the Board of Trustees or
     Directors  of  the  aforementioned   Funds,  Global  exercises   investment
     discretion over the investments  identified with the number "21" under Item
     7 in the  attached  tables.  This  filing is made on behalf of Global  with
     respect to all investments over which it exercises investment discretion.

Report Type

[ X] 13F HOLDING REPORT.

[  ]  13F NOTICE.

[  ]  13F COMBINATION REPORT.

Form 13 F Summary Page

Number of Other Included Managers:   7

Form 13F Information Table Entry Total:  1367
Form 13F Information Table Value Total:   $19,265,082

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.

No.      13F File Number      Name

01       28-01454       Federated Investment Counseling
02       28-04377       Federated Investment Management Company
04       28-02491       Passport Research, Ltd.
08       28-10899       Federated Advisory Services Company
09       28-10900       Federated Equity Management Company of Pennsylvania
10       28-10901       Passport Research II, Ltd.
21       28-04379       Federated Global Investment Management Corp.







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Column 1                           Column 2        Column 3    Column 4      Column 5    Column 6   Column 7           Column 8
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                                                                                                                  Voting authority
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Name of issuer                     Title of        CUSIP       Value      Shrs or  SH/   Put/  Investment Other   Sole  Shared None
                                   Class                       (x$1000)   prn amt  PRN   Call  discretion managers
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1 800 FLOWERS COM                  CL              68243Q106   1887       224400   SH          DEFINED   01       224400  0     0
                                   A
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1 800 FLOWERS COM                  CL              68243Q106   9069       1078390  SH          DEFINED   09       1078390 0     0
                                   A
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3M CO                              COM             88579Y101   4066       49542    SH          DEFINED   01       49542   0     0
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3M CO                              COM             88579Y101   3783       46100    SH          DEFINED   02       46100   0     0
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3M CO                              COM             88579Y101   53567      652700   SH          DEFINED   09       652700  0     0
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3M CO                              COM             88579Y101   7072       87600    SH          DEFINED   21       87600   0     0
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51JOB INC                          SP ADR REP      316827104   847        16300    SH          DEFINED   01       16300   0     0
                                   COM
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51JOB INC                          SP ADR REP      316827104   16895      325100   SH          DEFINED   09       325100  0     0
                                   COM
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A C MOORE ARTS & CRAFTS INC        COM             00086T103   4319       149900   SH          DEFINED   01       149900  0     0
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A C MOORE ARTS & CRAFTS INC        COM             00086T103   6232       216300   SH          DEFINED   09       216300  0     0
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ABBOTT LABS                        COM             002824100   2314       49600    SH          DEFINED   01       49600   0     0
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ABBOTT LABS                        COM             002824100   2039       43700    SH          DEFINED   02       43700   0     0
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ABBOTT LABS                        COM             002824100   36061      773003   SH          DEFINED   09       773003  0     0
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ABGENIX INC                        COM             00339B107   3735       361200   SH          DEFINED   01       361200  0     0
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ABGENIX INC                        COM             00339B107   5421       524300   SH          DEFINED   09       524300  0     0
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ACADIA PHARMACEUTICALS INC         COM             004225108   101        14900    SH          DEFINED   01       14900   0     0
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ACADIA PHARMACEUTICALS INC         COM             004225108   1592       235100   SH          DEFINED   09       235100  0     0
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ACCENTURE LTD BERMUDA              CL              G1150G111   102055     3779800  SH          DEFINED   09       3779800 0     0
                                   A
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ACE LTD                            ORD             G0070K103   4420       103400   SH          DEFINED   01       103400  0     0
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ACE LTD                            ORD             G0070K103   51616      1207400  SH          DEFINED   02       1207400 0     0
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ACE LTD                            ORD             G0070K103   30179      705936   SH          DEFINED   09       705936  0     0
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ACUSPHERE INC                      COM             00511R870   1079       176100   SH          DEFINED   01       176100  0     0
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ACUSPHERE INC                      COM             00511R870   1716       280000   SH          DEFINED   09       280000  0     0
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ACXIOM CORP                        COM             005125109   3866       147000   SH          DEFINED   09       147000  0     0
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ADEZA BIOMEDICAL CORP              COM             006864102   293        16700    SH          DEFINED   01       16700   0     0
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ADEZA BIOMEDICAL CORP              COM             006864102   426        24300    SH          DEFINED   09       24300   0     0
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ADTRAN INC                         COM             00738A106   1881       98300    SH          DEFINED   01       98300   0     0
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ADTRAN INC                         COM             00738A106   2724       142300   SH          DEFINED   09       142300  0     0
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ADVANCE AUTO PARTS INC             COM             00751Y106   19646      449772   SH          DEFINED   01       449772  0     0
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ADVANCE AUTO PARTS INC             COM             00751Y106   247614     5668828  SH          DEFINED   09       5668828 0     0
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ADVANCED NEUROMODULATION SYS       COM             00757T101   3982       100900   SH          DEFINED   09       100900  0     0
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ADVANTEST CORP                     SPONSORED       00762U101   1190       55600    SH          DEFINED   09       55600   0     0
                                   ADR
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AES CORP                           COM             00130H105   7029       514200   SH          DEFINED   09       514200  0     0
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AETNA INC NEW                      COM             00817Y108   137        1100     SH          DEFINED   01       1100    0     0
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AETNA INC NEW                      COM             00817Y108   2171       17400    SH          DEFINED   21       17400   0     0
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AFFILIATED COMPUTER SERVICES       CL              008190100   78091      1297400  SH          DEFINED   09       1297400 0     0
                                   A
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AFFILIATED MANAGERS GROUP          COM             008252108   1171       17287    SH          DEFINED   01       17287   0     0
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AFFILIATED MANAGERS GROUP          COM             008252108   5891       86958    SH          DEFINED   09       86958   0     0
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AGERE SYS INC                      CL              00845V100   745        543700   SH          DEFINED   09       543700  0     0
                                   A
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AGRIUM INC                         COM             008916108   2999       178000   SH          DEFINED   09       178000  0     0
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AIR PRODS & CHEMS INC              COM             009158106   4140       71414    SH          DEFINED   01       71414   0     0
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AIR PRODS & CHEMS INC              COM             009158106   43640      752800   SH          DEFINED   02       752800  0     0
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AIR PRODS & CHEMS INC              COM             009158106   21669      373800   SH          DEFINED   09       373800  0     0
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AIR PRODS & CHEMS INC              COM             009158106   3478       60000    SH          DEFINED   21       60000   0     0
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AK STL HLDG CORP                   COM             001547108   5493       379600   SH          DEFINED   09       379600  0     0
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AKTIEBOLAGETT ELECTROLUX           SPONSORED       010198208   2534       54900    SH          DEFINED   02       54900   0     0
                                   ADR
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AKZO NOBEL NV                      SPONSORED       010199305   16459      387346   SH          DEFINED   01       373563  771   130
                                   ADR
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AKZO NOBEL NV                      SPONSORED       010199305   14081      331400   SH          DEFINED   09       331400  0     0
                                   ADR
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ALBERTSONS INC                     COM             013104104   19491      816223   SH          DEFINED   01       789018  1739  254
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ALBERTSONS INC                     COM             013104104   1488       62300    SH          DEFINED   02       62300   0     0
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ALBERTSONS INC                     COM             013104104   3654       153000   SH          DEFINED   09       153000  0     0
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ALCAN INC                          COM             013716105   5904       120400   SH          DEFINED   21       120400  0     0
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ALCOA INC                          COM             013817101   7104       226107   SH          DEFINED   01       225807  0     300
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ALCOA INC                          COM             013817101   39973      1272200  SH          DEFINED   02       1272200 0     0
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ALCOA INC                          COM             013817101   50980      1622542  SH          DEFINED   09       1622542 0     0
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ALEXION PHARMACEUTICALS INC        COM             015351109   5564       220804   SH          DEFINED   01       220804  0     0
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ALEXION PHARMACEUTICALS INC        COM             015351109   31066      1232778  SH          DEFINED   09       1232778 0     0
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ALLERGAN INC                       COM             018490102   73579      907600   SH          DEFINED   09       907600  0     0
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ALLIANT TECHSYSTEMS INC            COM             018804104   3786       57900    SH          DEFINED   09       57900   0     0
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ALLIED WASTE INDS INC              COM             019589308   135        14600    SH          DEFINED   01       14600   0     0
                                   PAR$.01NEW
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ALLSTATE CORP                      COM             020002101   12964      250668   SH          DEFINED   01       250225  0     443
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ALLSTATE CORP                      COM             020002101   95310      1842800  SH          DEFINED   02       1842800 0     0
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ALLSTATE CORP                      COM             020002101   102382     1979540  SH          DEFINED   09       1979540 0     0
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ALLTEL CORP                        CORP UNT        020039822   4448       84100    SH          DEFINED   02       84100   0     0
                                   7.75%
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ALTERA CORP                        COM             021441100   6817       329300   SH          DEFINED   09       329300  0     0
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ALTIRIS INC                        COM             02148M100   2451       69168    SH          DEFINED   01       69168   0     0
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ALTIRIS INC                        COM             02148M100   33160      935918   SH          DEFINED   09       935918  0     0
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ALTRIA GROUP INC                   COM             02209S103   16766      274407   SH          DEFINED   01       274353  0     54
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ALTRIA GROUP INC                   COM             02209S103   113609     1859400  SH          DEFINED   02       1859400 0     0
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ALTRIA GROUP INC                   COM             02209S103   126175     2065050  SH          DEFINED   09       2065050 0     0
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ALTRIA GROUP INC                   COM             02209S103   4764       86000    SH          DEFINED   21       86000   0     0
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ALUMINA LTD ADR SPONSORED          COMMON          022205108   3          148      SH          DEFINED   01       148     0     0
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AMAZON COM INC                     COM             023135106   223        5030     SH          DEFINED   01       5030    0     0
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AMAZON COM INC                     COM             023135106   1129       25500    SH          DEFINED   09       25500   0     0
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AMAZON COM INC                     COM             023135106   3100       70000    SH          DEFINED   21       70000   0     0
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AMCOR LTD ADR NEW                  COMMON          02341R302   20         866      SH          DEFINED   01       866     0     0
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AMDOCS LTD                         ORD             G02602103   28305      1078300  SH          DEFINED   09       1078300 0     0
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AMDOCS LTD                         ORD             G02602103   14949      569480   SH          DEFINED   21       569480  0     0
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AMEREN CORP COM                    COMMON          023608102   20,508     409,008  SH          DEFINED   01       395,232 859   12,
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AMERICAN EAGLE OUTFITTERS NE       COM             02553E106   4296       91200    SH          DEFINED   09       91200   0     0
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AMERICAN ELEC PWR INC              COM             025537101   12975      377844   SH          DEFINED   01       370928  671   624
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AMERICAN ELEC PWR INC              COM             025537101   42207      1229100  SH          DEFINED   02       1229100 0     0
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AMERICAN ELEC PWR INC              COM             025537101   18176      529300   SH          DEFINED   09       529300  0     0
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AMERICAN INTL GROUP INC            COM             026874107   10958      166865   SH          DEFINED   01       166411  0     454
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AMERICAN INTL GROUP INC            COM             026874107   50848      774300   SH          DEFINED   02       774300  0     0
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AMERICAN INTL GROUP INC            COM             026874107   56171      855349   SH          DEFINED   09       855349  0     0
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AMERICAN NATL INS CO COM           COMMON          028591105   1          12       SH          DEFINED   01       12      0     0
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AMERICAN PWR CONVERSION CORP       COM             029066107   412        19267    SH          DEFINED   01       19267   0     0
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AMERICAN PWR CONVERSION CORP       COM             029066107   671        31348    SH          DEFINED   09       31348   0     0
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AMERICAN STD COS INC DEL           COM             029712106   4587       111000   SH          DEFINED   09       111000  0     0
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AMERICAN TOWER CORP                CL              029912201   7949       432000   SH          DEFINED   09       432000  0     0
                                   A
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AMERICREDIT CORP                   COM             03060R101   4142       169400   SH          DEFINED   09       169400  0     0
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AMERISOURCEBERGEN CORP             COM             03073E105   16671      284100   SH          DEFINED   02       284100  0     0
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AMERISOURCEBERGEN CORP             COM             03073E105   164        2800     SH          DEFINED   09       2800    0     0
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AMETEK INC NEW                     COM             031100100   4084       114500   SH          DEFINED   09       114500  0     0
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AMLI RESIDENTIAL PPTYS TR SH B     COMMON          001735109   2          60       SH          DEFINED   01       60      0     0
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AMSOUTH BANCORPORATION COM         COMMON          032165102   25,394     980,477  SH          DEFINED   01       946,298 2,000 32,
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AMVESCAP PLC                       SPONSORED       03235E100   20786      1654900  SH          DEFINED   09       1654900 0     0
                                   ADR
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AMVESCAP PLC                       SPONSORED       03235E100   781        62200    SH          DEFINED   21       62200   0     0
                                   ADR
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ANALOG DEVICES INC                 COM             032654105   2415       65400    SH          DEFINED   01       65400   0     0
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ANALOG DEVICES INC                 COM             032654105   26564      719500   SH          DEFINED   02       719500  0     0
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ANALOG DEVICES INC                 COM             032654105   38832      1051800  SH          DEFINED   09       1051800 0     0
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ANGLOGOLD ASHANTI LTD              SPONSORED       035128206   10727      295100   SH          DEFINED   09       295100  0     0
                                   ADR
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ANGLOGOLD LTD ADR SPONSORED        COMMON          035128206   3          79       SH          DEFINED   01       79      0     0
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ANHEUSER BUSCH COS INC             COM             035229103   3186       62800    SH          DEFINED   09       62800   0     0
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ANIKA THERAPEUTICS INC             COM             035255108   12727      1390900  SH          DEFINED   09       1390900 0     0
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ANIXTER INTL INC                   COM             035290105   4531       125900   SH          DEFINED   09       125900  0     0
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AON CORP                           COM             037389103   2844       119200   SH          DEFINED   01       119200  0     0
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AON CORP                           COM             037389103   12870      539400   SH          DEFINED   09       539400  0     0
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APACHE CORP                        COM             037411105   209        4138     SH          DEFINED   01       4138    0     0
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APACHE CORP                        COM             037411105   58161      1150100  SH          DEFINED   02       1150100 0     0
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APACHE CORP                        COM             037411105   612        12100    SH          DEFINED   09       12100   0     0
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APACHE CORP                        COM             037411105   2781       55000    SH          DEFINED   21       55000   0     0
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APOLLO GROUP INC CL A              COMMON          037604105   3          32       SH          DEFINED   01       32      0     0
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APPLE COMPUTER INC                 COM             037833100   9364       145400   SH          DEFINED   09       145400  0     0
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APPLEBEES INTL INC                 COM             037899101   516        19500    SH          DEFINED   01       19500   0     0
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APPLEBEES INTL INC                 COM             037899101   774        29250    SH          DEFINED   09       29250   0     0
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APPLIED MATLS INC                  COM             038222105   10638      622116   SH          DEFINED   01       622116  0     0
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APPLIED MATLS INC                  COM             038222105   37393      2186700  SH          DEFINED   02       2186700 0     0
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APPLIED MATLS INC                  COM             038222105   120290     7034500  SH          DEFINED   09       7034500 0     0
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APPLIED MATLS INC                  COM             038222105   5216       305000   SH          DEFINED   21       305000  0     0
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ARBITRON INC                       COM             03875Q108   643        16400    SH          DEFINED   01       16400   0     0
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ARBITRON INC                       COM             03875Q108   948        24200    SH          DEFINED   09       24200   0     0
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ARCH COAL INC                      COM             039380100   35789      1007000  SH          DEFINED   09       1007000 0     0
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ARCHER DANIELS MIDLAND CO          COM             039483102   4640       208000   SH          DEFINED   09       208000  0     0
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ARCHSTONE-SMITH TRUST COM          COMMON          039583109   24         625      SH          DEFINED   01       625     0     0
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ARDEN RLTY INC COM                 COMMON          039793104   7,191      190,650  SH          DEFINED   01       181,802 265   8,5
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ARENA PHARMACEUTICALS INC          COM             040047102   3399       508000   SH          DEFINED   09       508000  0     0
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ARM HLDGS PLC                      SPONSORED       042068106   807        130829   SH          DEFINED   01       130829  0     0
                                   ADR
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ARM HLDGS PLC                      SPONSORED       042068106   8704       1410700  SH          DEFINED   09       1410700 0     0
                                   ADR
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ARTHROCARE CORP                    COM             043136100   987        30800    SH          DEFINED   01       30800   0     0
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ARTHROCARE CORP                    COM             043136100   13045      406900   SH          DEFINED   09       406900  0     0
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ASK JEEVES INC                     COM             045174109   849        40500    SH          DEFINED   21       40500   0     0
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ASML HLDG NV                       N Y             N07059111   7008       440500   SH          DEFINED   09       440500  0     0
                                   SHS
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ASPECT MED SYS INC                 COM             045235108   23389      956200   SH          DEFINED   09       956200  0     0
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ASSURANT INC                       COM             04621X108   24642      806600   SH          DEFINED   09       806600  0     0
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AT&T CORP                          COM             001957505   24         1240     SH          DEFINED   01       1240    0     0
                                   NEW
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AT&T CORP                          COM             001957505   5994       314500   SH          DEFINED   02       314500  0     0
                                   NEW
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-----------------------------------------------------------------------------------------------------------------------------------
AT&T CORP                          COM             001957505   3202       168000   SH          DEFINED   09       168000  0     0
                                   NEW
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ATI TECHNOLOGIES INC               COM             001941103   1681       86670    SH          DEFINED   01       86670   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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ATI TECHNOLOGIES INC               COM             001941103   35465      1829060  SH          DEFINED   09       1829060 0     0
-----------------------------------------------------------------------------------------------------------------------------------
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ATS MED INC                        COM             002083103   2345       503200   SH          DEFINED   09       503200  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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AUTODESK INC                       COM             052769106   46512      1225600  SH          DEFINED   09       1225600 0     0
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AUXILIUM PHARMACEUTICALS INC       COM             05334D107   721        82400    SH          DEFINED   01       82400   0     0
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AUXILIUM PHARMACEUTICALS INC       COM             05334D107   5620       642300   SH          DEFINED   09       642300  0     0
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AVAYA INC                          COM             053499109   2011       116900   SH          DEFINED   09       116900  0     0
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AVIGEN INC                         COM             053690103   9843       3019293  SH          DEFINED   09       3019293 0     0
-----------------------------------------------------------------------------------------------------------------------------------
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AXIS CAPITAL HOLDINGS              SHS             G0692U109   59831      2186800  SH          DEFINED   09       2186800 0     0
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B & G FOODS INC NEW                UNIT            05508R205   600        40080    SH          DEFINED   01       40080   0     0
                                   99/99/9999
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B & G FOODS INC NEW                UNIT            05508R205   4383       292570   SH          DEFINED   02       292570  0     0
                                   99/99/9999
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B & G FOODS INC NEW                UNIT            05508R205   35754      2386800  SH          DEFINED   09       2386800 0     0
                                   99/99/9999
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BAA PLC ADR SPONSORED              COMMON          05518L206   12,708     1,133,366SH          DEFINED   01       1,091,882,207 39,
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BANK AMER CORP COM                 COMMON          060505104   3,306      70,346   SH          DEFINED   01       69,738  0     608
-----------------------------------------------------------------------------------------------------------------------------------
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BANK HAWAII CORP                   COM             062540109   6738       132800   SH          DEFINED   09       132800  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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BANK NEW YORK INC                  COM             064057102   3519       105286   SH          DEFINED   01       105012  0     274
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
BANK NEW YORK INC                  COM             064057102   8415       251800   SH          DEFINED   02       251800  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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BANK NEW YORK INC                  COM             064057102   54708      1636986  SH          DEFINED   09       1636986 0     0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
BANK NEW YORK INC                  COM             064057102   1671       50000    SH          DEFINED   21       50000   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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BANK OF AMERICA CORPORATION        COM             060505104   16661      354568   SH          DEFINED   01       354568  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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BANK OF AMERICA CORPORATION        COM             060505104   142180     3025748  SH          DEFINED   02       3025748 0     0
-----------------------------------------------------------------------------------------------------------------------------------
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BANK OF AMERICA CORPORATION        COM             060505104   135892     2891944  SH          DEFINED   09       2891944 0     0
-----------------------------------------------------------------------------------------------------------------------------------
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BANK OF AMERICA CORPORATION        COM             060505104   3303       75500    SH          DEFINED   21       75500   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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BANKRATE INC                       COM             06646V108   494        35700    SH          DEFINED   01       35700   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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BANKRATE INC                       COM             06646V108   20567      1485000  SH          DEFINED   09       1485000 0     0
-----------------------------------------------------------------------------------------------------------------------------------
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BARD C R INC                       COM             067383109   7383       115400   SH          DEFINED   09       115400  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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BARRETT BILL CORP                  COM             06846N104   832        26000    SH          DEFINED   21       26000   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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BARRICK GOLD CORP                  COM             067901108   12347      509800   SH          DEFINED   09       509800  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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BARRICK GOLD CORP COM              COMMON          067901108   3          121      SH          DEFINED   01       121     0     0
-----------------------------------------------------------------------------------------------------------------------------------
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BAXTER INTL INC                    COM             071813109   2487       72000    SH          DEFINED   01       72000   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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BAXTER INTL INC                    COM             071813109   29090      842200   SH          DEFINED   02       842200  0     0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
BAXTER INTL INC                    COM             071813109   50819      1471302  SH          DEFINED   09       1471302 0     0
-----------------------------------------------------------------------------------------------------------------------------------
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BAXTER INTL INC                    CORP UNITS      071813406   2682       47500    SH          DEFINED   02       47500   0     0
                                   7%
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BB&T CORP                          COM             054937107   1539       36600    SH          DEFINED   02       36600   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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BCE INC                            COM             05534B109   24216      1003567  SH          DEFINED   01       967055  1958  345
-----------------------------------------------------------------------------------------------------------------------------------
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BCE INC                            COM             05534B109   3509       145400   SH          DEFINED   02       145400  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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BCE INC                            COM             05534B109   8125       336700   SH          DEFINED   09       336700  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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BEA SYS INC                        COM             073325102   948        107000   SH          DEFINED   09       107000  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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BECKMAN COULTER INC                COM             075811109   5587       83400    SH          DEFINED   09       83400   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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BED BATH & BEYOND INC              COM             075896100   25905      650400   SH          DEFINED   09       650400  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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BELLSOUTH CORP                     COM             079860102   4444       159943   SH          DEFINED   01       159479  0     464
-----------------------------------------------------------------------------------------------------------------------------------
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BELLSOUTH CORP                     COM             079860102   23130      832300   SH          DEFINED   02       832300  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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BELLSOUTH CORP                     COM             079860102   56961      2049700  SH          DEFINED   09       2049700 0     0
-----------------------------------------------------------------------------------------------------------------------------------
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BELO CORP                          COM SER         080555105   7872       300000   SH          DEFINED   09       300000  0     0
                                   A
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BEST BUY INC                       COM             086516101   77         1300     SH          DEFINED   01       1300    0     0
-----------------------------------------------------------------------------------------------------------------------------------
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BEST BUY INC                       COM             086516101   1307       22000    SH          DEFINED   21       22000   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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BIOGEN IDEC INC                    COM             09062X103   2264       33985    SH          DEFINED   01       33985   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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BIOGEN IDEC INC                    COM             09062X103   2395       35950    SH          DEFINED   02       35950   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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BIOGEN IDEC INC                    COM             09062X103   33833      507934   SH          DEFINED   09       507934  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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BIOMED REALTY TRUST INC            COM             09063H107   231        10400    SH          DEFINED   01       10400   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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BIOMED REALTY TRUST INC            COM             09063H107   3101       139600   SH          DEFINED   09       139600  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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BIOSITE INC                        COM             090945106   6179       100400   SH          DEFINED   09       100400  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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BIOVAIL CORP                       COM             09067J109   1478       89400    SH          DEFINED   01       89400   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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BIOVAIL CORP                       COM             09067J109   2101       127100   SH          DEFINED   09       127100  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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BJ SVCS CO                         COM             055482103   193        4146     SH          DEFINED   01       4146    0     0
-----------------------------------------------------------------------------------------------------------------------------------
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BJ SVCS CO                         COM             055482103   3548       80700    SH          DEFINED   21       80700   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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BJS WHOLESALE CLUB INC             COM             05548J106   6860       235500   SH          DEFINED   09       235500  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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BLACK & DECKER CORP                COM             091797100   6395       72400    SH          DEFINED   09       72400   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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BLACK HILLS CORP                   COM             092113109   614        20000    SH          DEFINED   02       20000   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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BLACKBOARD INC                     COM             091935502   2131       143900   SH          DEFINED   01       143900  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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BLACKBOARD INC                     COM             091935502   19286      1302200  SH          DEFINED   09       1302200 0     0
-----------------------------------------------------------------------------------------------------------------------------------
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BLOCK H & R INC                    COM             093671105   2480       50621    SH          DEFINED   01       50621   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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BLOCK H & R INC                    COM             093671105   16209      330800   SH          DEFINED   02       330800  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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BLOCK H & R INC                    COM             093671105   9589       195700   SH          DEFINED   09       195700  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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BLOCKBUSTER INC                    CL              093679108   8572       898500   SH          DEFINED   09       898500  0     0
                                   A
-----------------------------------------------------------------------------------------------------------------------------------
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BMC SOFTWARE INC                   COM             055921100   3121       167800   SH          DEFINED   01       167800  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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BMC SOFTWARE INC                   COM             055921100   38191      2053300  SH          DEFINED   02       2053300 0     0
-----------------------------------------------------------------------------------------------------------------------------------
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BMC SOFTWARE INC                   COM             055921100   18258      981600   SH          DEFINED   09       981600  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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BMC SOFTWARE INC                   COM             055921100   1069       72800    SH          DEFINED   21       72800   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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BOOTS GROUP PLC UNSPON ADR         COMMON          099482101   18,917     751,578  SH          DEFINED   01       726,316 1,598 23,
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BOSTON SCIENTIFIC CORP             COM             101137107   168        4732     SH          DEFINED   01       4732    0     0
-----------------------------------------------------------------------------------------------------------------------------------
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BOSTON SCIENTIFIC CORP             COM             101137107   30431      856000   SH          DEFINED   09       856000  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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BOSTON SCIENTIFIC CORP             COM             101137107   2666       75000    SH          DEFINED   21       75000   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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BOWATER INC                        COM             102183100   268        6100     SH          DEFINED   02       6100    0     0
-----------------------------------------------------------------------------------------------------------------------------------
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BOWATER INC                        COM             102183100   8090       184000   SH          DEFINED   09       184000  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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BOYD GAMING CORP                   COM             103304101   5123       123000   SH          DEFINED   09       123000  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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BP PLC                             SPONSORED       055622104   7131       122100   SH          DEFINED   01       122100  0     0
                                   ADR
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BP PLC                             SPONSORED       055622104   64468      1103900  SH          DEFINED   02       1103900 0     0
                                   ADR
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BP PLC                             SPONSORED       055622104   40927      700800   SH          DEFINED   09       700800  0     0
                                   ADR
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BP PLC                             SPONSORED       055622104   930        20900    SH          DEFINED   21       20900   0     0
                                   ADR
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BRILLIAN CORP                      COM             10949P107   2720       788400   SH          DEFINED   09       788400  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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BRISTOL MYERS SQUIBB CO            COM             110122108   97         3800     SH          DEFINED   01       3800    0     0
-----------------------------------------------------------------------------------------------------------------------------------
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BRISTOL MYERS SQUIBB CO            COM             110122108   963        37600    SH          DEFINED   02       37600   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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BRISTOL MYERS SQUIBB CO            COM             110122108   3630       141700   SH          DEFINED   09       141700  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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BROADCOM CORP                      CL              111320107   4874       151000   SH          DEFINED   09       151000  0     0
                                   A
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BRUNSWICK CORP                     COM             117043109   7361       148700   SH          DEFINED   09       148700  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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BUFFALO WILD WINGS INC             COM             119848109   1845       53000    SH          DEFINED   01       53000   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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BUFFALO WILD WINGS INC             COM             119848109   2903       83400    SH          DEFINED   09       83400   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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BUILD A BEAR WORKSHOP              COM             120076104   791        22500    SH          DEFINED   21       22500   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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BUSINESS OBJECTS S A               SPONSORED       12328X107   2536       100080   SH          DEFINED   01       100080  0     0
                                   ADR
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BUSINESS OBJECTS S A               SPONSORED       12328X107   4612       181992   SH          DEFINED   09       181992  0     0
                                   ADR
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CABELAS INC                        COM             126804301   935        41100    SH          DEFINED   01       41100   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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CABELAS INC                        COM             126804301   8316       365700   SH          DEFINED   09       365700  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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CABOT MICROELECTRONICS CORP        COM             12709P103   2634       65770    SH          DEFINED   01       65770   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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CABOT MICROELECTRONICS CORP        COM             12709P103   3751       93660    SH          DEFINED   09       93660   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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CACHE INC                          COM             127150308   3316       184000   SH          DEFINED   01       184000  0     0
                                   NEW
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CACHE INC                          COM             127150308   4735       262750   SH          DEFINED   09       262750  0     0
                                   NEW
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CADBURY SCHWEPPES PLC ADR          COMMON          127209302   1          36       SH          DEFINED   01       36      0     0
-----------------------------------------------------------------------------------------------------------------------------------
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CADENCE DESIGN SYSTEM INC          COM             127387108   12222      885000   SH          DEFINED   02       885000  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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CADENCE DESIGN SYSTEM INC          COM             127387108   2512       181900   SH          DEFINED   09       181900  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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CADENCE DESIGN SYSTEM INC          COM             127387108   2762       200000   SH          DEFINED   21       200000  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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CALAMOS ASSET MGMT INC             CL              12811R104   23112      856000   SH          DEFINED   09       856000  0     0
                                   A
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CALLWAVE INC DEL                   COM             13126N101   3863       250200   SH          DEFINED   09       250200  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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CAMDEN PPTY TR SH BEN INT          COMMON          133131102   2          42       SH          DEFINED   01       42      0     0
-----------------------------------------------------------------------------------------------------------------------------------
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CAPITAL ONE FINL CORP              COM             14040H105   4404       52300    SH          DEFINED   01       52300   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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CAPITAL ONE FINL CORP              COM             14040H105   28337      336500   SH          DEFINED   02       336500  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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CAPITAL ONE FINL CORP              COM             14040H105   113086     1342900  SH          DEFINED   09       1342900 0     0
-----------------------------------------------------------------------------------------------------------------------------------
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CAPITOL FED FINL                   COM             14057C106   1372       38100    SH          DEFINED   02       38100   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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CARDINAL HEALTH INC                COM             14149Y108   111346     1914800  SH          DEFINED   09       1914800 0     0
-----------------------------------------------------------------------------------------------------------------------------------
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CAREMARK RX INC                    COM             141705103   98         2492     SH          DEFINED   01       2492    0     0
-----------------------------------------------------------------------------------------------------------------------------------
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CAREMARK RX INC                    COM             141705103   42933      1088850  SH          DEFINED   09       1088850 0     0
-----------------------------------------------------------------------------------------------------------------------------------
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CAREMARK RX INC                    COM             141705103   2289       58050    SH          DEFINED   21       58050   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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CARNIVAL CORP                      PAIRED          143658300   11601      201300   SH          DEFINED   09       201300  0     0
                                   CTF
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CARRAMERICA RLTY CORP COM          COMMON          144418100   11,016     333,805  SH          DEFINED   01       324,511 807   8,4
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CARTER INC                         COM             146229109   2886       84900    SH          DEFINED   01       84900   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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CARTER INC                         COM             146229109   4082       120100   SH          DEFINED   09       120100  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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CATERPILLAR INC DEL                COM             149123101   1882       19300    SH          DEFINED   01       19300   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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CATERPILLAR INC DEL                COM             149123101   2028       20800    SH          DEFINED   02       20800   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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CATERPILLAR INC DEL                COM             149123101   28683      294156   SH          DEFINED   09       294156  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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CB RICHARD ELLIS GROUP INC         CL              12497T101   173722     5178000  SH          DEFINED   09       5178000 0     0
                                   A
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CELEBRATE EXPRESS INC              COM             15100A104   1119       58900    SH          DEFINED   01       58900   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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CELEBRATE EXPRESS INC              COM             15100A104   1541       81100    SH          DEFINED   09       81100   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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CELESTICA INC                      SUB VTG         15101Q108   1662       117800   SH          DEFINED   09       117800  0     0
                                   SHS
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CELESTICA INC                      SUB VTG         15101Q108   4898       347100   SH          DEFINED   21       347100  0     0
                                   SHS
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CEMEX S A                          SPON ADR 5      151290889   13401      367945   SH          DEFINED   09       367945  0     0
                                   ORD
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CEMEX S A ADR SPSRD NEW            COMMON          151290889   4          122      SH          DEFINED   01       122     0     0
-----------------------------------------------------------------------------------------------------------------------------------
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CENDANT CORP                       COM             151313103   7683       328606   SH          DEFINED   01       328606  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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CENDANT CORP                       COM             151313103   26595      1137491  SH          DEFINED   02       1137491 0     0
-----------------------------------------------------------------------------------------------------------------------------------
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CENDANT CORP                       COM             151313103   140807     6022529  SH          DEFINED   09       6022529 0     0
-----------------------------------------------------------------------------------------------------------------------------------
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CENTERPLATE INC                    UNIT            15200E204   669        50600    SH          DEFINED   01       50600   0     0
                                   99/99/9999
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CENTERPLATE INC                    UNIT            15200E204   11350      857900   SH          DEFINED   09       857900  0     0
                                   99/99/9999
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CENTERPOINT ENERGY INC             COM             15189T107   1267       112100   SH          DEFINED   02       112100  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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CENTEX CORP                        COM             152312104   17999      302100   SH          DEFINED   09       302100  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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CENTEX CORP                        COM             152312104   1311       22000    SH          DEFINED   21       22000   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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CENTRAL EUROPEAN MEDIA ENTRP       CL A            G20045202   17265      442888   SH          DEFINED   01       442888  0     0
                                   NEW
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CENTRAL EUROPEAN MEDIA ENTRP       CL A            G20045202   99790      2559900  SH          DEFINED   09       2559900 0     0
                                   NEW
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CENTURYTEL INC                     COM             156700106   890        25100    SH          DEFINED   02       25100   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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CEPHEID                            COM             15670R107   1998       201000   SH          DEFINED   09       201000  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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CEVA INC                           COM             157210105   1184       129978   SH          DEFINED   01       129978  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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CEVA INC                           COM             157210105   1657       181922   SH          DEFINED   09       181922  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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CHARLES RIV LABS INTL INC          COM             159864107   37075      805808   SH          DEFINED   09       805808  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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CHECK POINT SOFTWARE TECH LT       ORD             M22465104   22906      930000   SH          DEFINED   09       930000  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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CHECK POINT SOFTWARE TECH LT       ORD             M22465104   3757       152550   SH          DEFINED   21       152550  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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CHEESECAKE FACTORY INC             COM             163072101   4531       139542   SH          DEFINED   01       139542  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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CHEESECAKE FACTORY INC             COM             163072101   22324      687520   SH          DEFINED   09       687520  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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CHEROKEE INTL CORP                 COM             164450108   363        37800    SH          DEFINED   01       37800   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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CHEROKEE INTL CORP                 COM             164450108   719        74800    SH          DEFINED   09       74800   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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CHESAPEAKE ENERGY CORP             COM             165167107   4658       282300   SH          DEFINED   09       282300  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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CHEVRONTEXACO CORP                 COM             166764100   12915      245956   SH          DEFINED   01       245746  0     210
-----------------------------------------------------------------------------------------------------------------------------------
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CHEVRONTEXACO CORP                 COM             166764100   95180      1812600  SH          DEFINED   02       1812600 0     0
-----------------------------------------------------------------------------------------------------------------------------------
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CHEVRONTEXACO CORP                 COM             166764100   80225      1527796  SH          DEFINED   09       1527796 0     0
-----------------------------------------------------------------------------------------------------------------------------------
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CHICAGO BRIDGE & IRON CO N V       N Y REGISTRY    167250109   38264      956600   SH          DEFINED   09       956600  0     0
                                   SH
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CHINA NETCOM GROUP CORP HK L       SPONSORED       16940Q101   8028       300000   SH          DEFINED   09       300000  0     0
                                   ADR
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CHINDEX INTERNATIONAL INC          COM             169467107   5827       559200   SH          DEFINED   09       559200  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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CHOICE HOTELS INTL INC             COM             169905106   6774       116800   SH          DEFINED   09       116800  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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CHUBB CORP                         COM             171232101   623        8100     SH          DEFINED   02       8100    0     0
-----------------------------------------------------------------------------------------------------------------------------------
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CHURCH & DWIGHT INC                COM             171340102   6709       199550   SH          DEFINED   09       199550  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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CIBA SPECIALTY CHEMICALS HLD       SPONSORED       17162W206   1437       37600    SH          DEFINED   02       37600   0     0
                                   ADR
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CIGNA CORP                         COM             125509109   4348       53300    SH          DEFINED   09       53300   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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CINCINNATI FINL CORP               COM             172062101   4573       103320   SH          DEFINED   09       103320  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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CINERGY CORP                       COM             172474108   858        20600    SH          DEFINED   02       20600   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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CIPHERGEN BIOSYSTEMS INC           COM             17252Y104   1175       273300   SH          DEFINED   01       273300  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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CIPHERGEN BIOSYSTEMS INC           COM             17252Y104   1588       369400   SH          DEFINED   09       369400  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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CISCO SYS INC                      COM             17275R102   6313       327012   SH          DEFINED   01       326459  0     553
-----------------------------------------------------------------------------------------------------------------------------------
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CISCO SYS INC                      COM             17275R102   4925       255200   SH          DEFINED   02       255200  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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CISCO SYS INC                      COM             17275R102   72609      3762133  SH          DEFINED   09       3762133 0     0
-----------------------------------------------------------------------------------------------------------------------------------
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CISCO SYS INC                      COM             17275R102   7313       394900   SH          DEFINED   21       394900  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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CITADEL BROADCASTING CORP          COM             17285T106   922        57000    SH          DEFINED   01       57000   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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CITADEL BROADCASTING CORP          COM             17285T106   1345       83100    SH          DEFINED   09       83100   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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CITIGROUP INC                      COM             172967101   21078      437473   SH          DEFINED   01       436890  0     583
-----------------------------------------------------------------------------------------------------------------------------------
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CITIGROUP INC                      COM             172967101   67356      1398000  SH          DEFINED   02       1398000 0     0
-----------------------------------------------------------------------------------------------------------------------------------
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CITIGROUP INC                      COM             172967101   205092     4256783  SH          DEFINED   09       4256783 0     0
-----------------------------------------------------------------------------------------------------------------------------------
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CITIGROUP INC                      COM             172967101   7095       160400   SH          DEFINED   21       160400  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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CITRIX SYS INC                     COM             177376100   10722      437100   SH          DEFINED   09       437100  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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CITY NATL CORP                     COM             178566105   7482       105900   SH          DEFINED   09       105900  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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CLEAR CHANNEL COMMUNICATIONS       COM             184502102   2247       67100    SH          DEFINED   01       67100   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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CLEAR CHANNEL COMMUNICATIONS       COM             184502102   2190       65400    SH          DEFINED   02       65400   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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CLEAR CHANNEL COMMUNICATIONS       COM             184502102   63048      1882600  SH          DEFINED   09       1882600 0     0
-----------------------------------------------------------------------------------------------------------------------------------
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CLEAR CHANNEL COMMUNICATIONS       COM             184502102   4389       145100   SH          DEFINED   21       145100  0     0
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CLEVELAND CLIFFS INC               COM             185896107   6284       60500    SH          DEFINED   09       60500   0     0
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CMS ENERGY CORP                    COM             125896100   824        78812    SH          DEFINED   02       78812   0     0
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CNF INC                            COM             12612W104   1844       36800    SH          DEFINED   01       36800   0     0
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CNF INC                            COM             12612W104   27916      557200   SH          DEFINED   09       557200  0     0
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COACH INC                          COM             189754104   1297       23000    SH          DEFINED   21       23000   0     0
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COCA COLA CO                       COM             191216100   4198       100823   SH          DEFINED   01       100599  0     224
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COCA COLA CO                       COM             191216100   5957       143100   SH          DEFINED   02       143100  0     0
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COCA COLA CO                       COM             191216100   64737      1555050  SH          DEFINED   09       1555050 0     0
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COCA COLA CO                       COM             191216100   4852       130900   SH          DEFINED   21       130900  0     0
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COGENT INC                         COM             19239Y108   1845       55900    SH          DEFINED   01       55900   0     0
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COGENT INC                         COM             19239Y108   46296      1402900  SH          DEFINED   09       1402900 0     0
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COGNIZANT TECHNOLOGY SOLUTIO       CL              192446102   8606       203300   SH          DEFINED   09       203300  0     0
                                   A
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COGNOS INC                         COM             19244C109   739        16778    SH          DEFINED   01       16778   0     0
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COGNOS INC                         COM             19244C109   17886      405952   SH          DEFINED   09       405952  0     0
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COGNOS INC                         COM             19244C109   4864       110400   SH          DEFINED   21       110400  0     0
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COLGATE PALMOLIVE CO               COM             194162103   287        5612     SH          DEFINED   01       5612    0     0
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COLGATE PALMOLIVE CO               COM             194162103   496        9700     SH          DEFINED   02       9700    0     0
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COLGATE PALMOLIVE CO               COM             194162103   8329       162800   SH          DEFINED   09       162800  0     0
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COLGATE PALMOLIVE CO               COM             194162103   7670       160900   SH          DEFINED   21       160900  0     0
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COMCAST CORP NEW                   CL              20030N101   205        6138     SH          DEFINED   01       6138    0     0
                                   A
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COMCAST CORP NEW                   CL              20030N101   2662       80000    SH          DEFINED   21       80000   0     0
                                   A
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COMCAST CORP NEW                   CL A            20030N200   2493       75900    SH          DEFINED   01       75900   0     0
                                   SPL
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COMCAST CORP NEW                   CL A            20030N200   29934      911500   SH          DEFINED   02       911500  0     0
                                   SPL
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COMCAST CORP NEW                   CL A            20030N200   37595      1144800  SH          DEFINED   09       1144800 0     0
                                   SPL
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COMERICA INC                       COM             200340107   2813       46100    SH          DEFINED   02       46100   0     0
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COMPANIA DE MINAS BUENAVENTU       SPONSORED       204448104   952        53000    SH          DEFINED   21       53000   0     0
                                   ADR
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COMPUTER SCIENCES CORP             COM             205363104   2626       46580    SH          DEFINED   01       46580   0     0
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COMPUTER SCIENCES CORP             COM             205363104   11725      208000   SH          DEFINED   09       208000  0     0
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COMVERSE TECHNOLOGY INC            COM PAR         205862402   1760       72000    SH          DEFINED   09       72000   0     0
                                   $0.10
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CONAGRA INC                        COMMON          205887102   8,769      297,749  SH          DEFINED   01       288,840 686   8,2
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CONCEPTUS INC                      COM             206016107   6          800      SH          DEFINED   01       800     0     0
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CONCEPTUS INC                      COM             206016107   29347      3616400  SH          DEFINED   09       3616400 0     0
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CONCORDE CAREER COLLEGES INC       COM             20651H201   916        45100    SH          DEFINED   01       45100   0     0
                                   NEW
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CONCORDE CAREER COLLEGES INC       COM             20651H201   7449       366940   SH          DEFINED   09       366940  0     0
                                   NEW
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CONOCOPHILLIPS                     COM             20825C104   6340       73018    SH          DEFINED   01       72837   0     181
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CONOCOPHILLIPS                     COM             20825C104   29522      340000   SH          DEFINED   02       340000  0     0
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CONOCOPHILLIPS                     COM             20825C104   42300      487160   SH          DEFINED   09       487160  0     0
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CONSOL ENERGY INC                  COM             20854P109   3604       87800    SH          DEFINED   09       87800   0     0
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CONSOLIDATED EDISON INC            COM             209115104   683        15600    SH          DEFINED   02       15600   0     0
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CONSOLIDATED WATER CO INC          ORD             G23773107   421        13600    SH          DEFINED   01       13600   0     0
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CONSOLIDATED WATER CO INC          ORD             G23773107   5276       170300   SH          DEFINED   09       170300  0     0
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CONSTELLATION BRANDS INC           CL              21036P108   5646       121400   SH          DEFINED   09       121400  0     0
                                   A
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CONSTELLATION ENERGY GROUP I       COM             210371100   437        10000    SH          DEFINED   02       10000   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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COOPER CAMERON CORP                COM             216640102   207        3838     SH          DEFINED   01       3838    0     0
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COOPER CAMERON CORP                COM             216640102   3941       79050    SH          DEFINED   21       79050   0     0
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COOPER INDS LTD                    CL              G24182100   6314       93000    SH          DEFINED   09       93000   0     0
                                   A
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CORGENTECH INC                     COM             21872P105   416        50300    SH          DEFINED   09       50300   0     0
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CORPORATE EXECUTIVE BRD CO         COM             21988R102   5710       85300    SH          DEFINED   09       85300   0     0
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COST PLUS INC CALIF                COM             221485105   1237       38500    SH          DEFINED   01       38500   0     0
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COST PLUS INC CALIF                COM             221485105   25750      801445   SH          DEFINED   09       801445  0     0
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COSTAR GROUP INC                   COM             22160N109   1951       42257    SH          DEFINED   01       42257   0     0
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COSTAR GROUP INC                   COM             22160N109   37622      814682   SH          DEFINED   09       814682  0     0
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COVANCE INC                        COM             222816100   6735       173800   SH          DEFINED   09       173800  0     0
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CTRIP COM INTL LTD                 ADR             22943F100   2835       61600    SH          DEFINED   01       61600   0     0
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CTRIP COM INTL LTD                 ADR             22943F100   4156       90300    SH          DEFINED   09       90300   0     0
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CUBIST PHARMACEUTICALS INC         COM             229678107   943        79700    SH          DEFINED   01       79700   0     0
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CUBIST PHARMACEUTICALS INC         COM             229678107   29773      2516700  SH          DEFINED   09       2516700 0     0
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CUMMINS INC                        COM             231021106   47894      571600   SH          DEFINED   09       571600  0     0
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CURON MED INC                      COM             231292103   3418       1952880  SH          DEFINED   09       1952880 0     0
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CYMER INC                          COM             232572107   9048       306300   SH          DEFINED   09       306300  0     0
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CYMER INC                          COM             232572107   2363       80000    SH          DEFINED   21       80000   0     0
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CYPRESS BIOSCIENCES INC            COM PAR         232674507   21221      1509300  SH          DEFINED   09       1509300 0     0
                                   $.02
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CYTYC CORP                         COM             232946103   3533       128148   SH          DEFINED   01       128148  0     0
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CYTYC CORP                         COM             232946103   115611     4193380  SH          DEFINED   09       4193380 0     0
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D R HORTON INC                     COM             23331A109   4224       104800   SH          DEFINED   09       104800  0     0
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DADE BEHRING HLDGS INC             COM             23342J206   8400       150000   SH          DEFINED   09       150000  0     0
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DAVITA INC                         COM             23918K108   8497       214950   SH          DEFINED   09       214950  0     0
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DEAN FOODS CO NEW                  COM             242370104   66388      2014800  SH          DEFINED   09       2014800 0     0
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DEAN FOODS CO NEW                  COM             242370104   1114       43000    SH          DEFINED   21       43000   0     0
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DEERE & CO                         COM             244199105   1510       20300    SH          DEFINED   01       20300   0     0
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DEERE & CO                         COM             244199105   1518       20400    SH          DEFINED   02       20400   0     0
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DEERE & CO                         COM             244199105   21497      288943   SH          DEFINED   09       288943  0     0
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DELL INC                           COM             24702R101   6005       142499   SH          DEFINED   01       141812  0     687
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DELL INC                           COM             24702R101   2958       70200    SH          DEFINED   02       70200   0     0
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DELL INC                           COM             24702R101   45192      1072425  SH          DEFINED   09       1072425 0     0
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DELL INC                           COM             24702R101   5268       125000   SH          DEFINED   21       125000  0     0
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DELPHI CORP                        COM             247126105   784        86900    SH          DEFINED   02       86900   0     0
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DELPHI CORP                        COM             247126105   3651       404800   SH          DEFINED   09       404800  0     0
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DESIGN WITHIN REACH INC            COM             250557105   387        26600    SH          DEFINED   01       26600   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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DESIGN WITHIN REACH INC            COM             250557105   559        38400    SH          DEFINED   09       38400   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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DEVELOPERS DIVERSIFIED RLTY        COM             251591103   44370      1000000  SH          DEFINED   09       1000000 0     0
-----------------------------------------------------------------------------------------------------------------------------------
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DEVON ENERGY CORP NEW              COM             25179M103   193        4956     SH          DEFINED   01       4956    0     0
-----------------------------------------------------------------------------------------------------------------------------------
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DEVON ENERGY CORP NEW              COM             25179M103   2802       72000    SH          DEFINED   21       72000   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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DICKS SPORTING GOODS INC           COM             253393102   5647       160654   SH          DEFINED   01       160654  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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DICKS SPORTING GOODS INC           COM             253393102   49334      1403518  SH          DEFINED   09       1403518 0     0
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DIGIRAD CORP                       COM             253827109   587        66300    SH          DEFINED   01       66300   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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DIGIRAD CORP                       COM             253827109   8809       995400   SH          DEFINED   09       995400  0     0
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DIGITAL IMPACT INC DEL             COM             25385G106   659        463750   SH          DEFINED   01       463750  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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DIGITAL IMPACT INC DEL             COM             25385G106   3798       2674550  SH          DEFINED   09       2674550 0     0
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DIGITAL THEATER SYS INC            COM             25389G102   783        38900    SH          DEFINED   01       38900   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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DIGITAL THEATER SYS INC            COM             25389G102   1232       61200    SH          DEFINED   09       61200   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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DISCOVERY PARTNERS INTL INC        COM             254675101   1266       266500   SH          DEFINED   01       266500  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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DISCOVERY PARTNERS INTL INC        COM             254675101   1841       387500   SH          DEFINED   09       387500  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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DISNEY WALT CO                     COM             254687106   10774      387569   SH          DEFINED   01       386565  0     100
                                   DISNEY
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DISNEY WALT CO                     COM             254687106   17567      631900   SH          DEFINED   02       631900  0     0
                                   DISNEY
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DISNEY WALT CO                     COM             254687106   74126      2666400  SH          DEFINED   09       2666400 0     0
                                   DISNEY
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DISNEY WALT CO                     COM             254687106   2780       100000   SH          DEFINED   21       100000  0     0
                                   DISNEY
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DOLLAR GEN CORP                    COM             256669102   18834      906800   SH          DEFINED   09       906800  0     0
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DOLLAR THRIFTY AUTOMOTIVE GP       COM             256743105   1251       41410    SH          DEFINED   01       41410   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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DOLLAR THRIFTY AUTOMOTIVE GP       COM             256743105   1864       61720    SH          DEFINED   09       61720   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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DOLLAR TREE STORES INC             COM             256747106   14452      503900   SH          DEFINED   09       503900  0     0
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DOMINION RES INC VA NEW            COM             25746U109   14363      212040   SH          DEFINED   01       205496  479   606
-----------------------------------------------------------------------------------------------------------------------------------
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DOMINION RES INC VA NEW            COM             25746U109   1058       15619    SH          DEFINED   02       15619   0     0
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DOMINOS PIZZA INC                  COM             25754A201   27337      1535800  SH          DEFINED   09       1535800 0     0
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DOW JONES & CO INC                 COM             260561105   874        20300    SH          DEFINED   02       20300   0     0
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DPL INC                            COM             233293109   3144       125200   SH          DEFINED   02       125200  0     0
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DRS TECHNOLOGIES INC               COM             23330X100   3349       78411    SH          DEFINED   01       78411   0     0
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DRS TECHNOLOGIES INC               COM             23330X100   21715      508440   SH          DEFINED   09       508440  0     0
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DU PONT E I DE NEMOURS & CO        COM             263534109   3762       76697    SH          DEFINED   01       76476   0     221
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DU PONT E I DE NEMOURS & CO        COM             263534109   5874       119750   SH          DEFINED   02       119750  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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DU PONT E I DE NEMOURS & CO        COM             263534109   71883      1465500  SH          DEFINED   09       1465500 0     0
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DUKE ENERGY CORP                   COM             264399106   1588       62700    SH          DEFINED   02       62700   0     0
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DUKE-WEEKS REALTY CORP COM NEW     COMMON          264411505   6,996      204,910  SH          DEFINED   01       195,408 286   9,2
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DUQUESNE LT HLDGS INC              COM             266233105   264        14000    SH          DEFINED   02       14000   0     0
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DYAX CORP                          COM             26746E103   21610      2993100  SH          DEFINED   09       2993100 0     0
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DYNAVAX TECHNOLOGIES CORP          COM             268158102   2870       358700   SH          DEFINED   01       358700  0     0
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DYNAVAX TECHNOLOGIES CORP          COM             268158102   14588      1823500  SH          DEFINED   09       1823500 0     0
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E M C CORP MASS                    COM             268648102   3792       255032   SH          DEFINED   01       255032  0     0
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E M C CORP MASS                    COM             268648102   3878       260800   SH          DEFINED   02       260800  0     0
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E M C CORP MASS                    COM             268648102   57630      3875600  SH          DEFINED   09       3875600 0     0
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E M C CORP MASS                    COM             268648102   2974       200000   SH          DEFINED   21       200000  0     0
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EATON CORP                         COM             278058102   5869       81104    SH          DEFINED   01       80833   0     271
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EATON CORP                         COM             278058102   34943      482900   SH          DEFINED   02       482900  0     0
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EATON CORP                         COM             278058102   26151      361400   SH          DEFINED   09       361400  0     0
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EBAY INC                           COM             278642103   2907       25000    SH          DEFINED   09       25000   0     0
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ECOLAB INC                         COM             278865100   6443       183400   SH          DEFINED   09       183400  0     0
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ECOLLEGE COM                       COM             27887E100   932        82066    SH          DEFINED   01       82066   0     0
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ECOLLEGE COM                       COM             27887E100   15065      1326149  SH          DEFINED   09       1326149 0     0
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EDISON INTL                        COM             281020107   4404       137500   SH          DEFINED   01       137500  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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EDISON INTL                        COM             281020107   51847      1618700  SH          DEFINED   02       1618700 0     0
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EDISON INTL                        COM             281020107   27312      852700   SH          DEFINED   09       852700  0     0
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EDO CORP                           COM             281347104   11195      352600   SH          DEFINED   09       352600  0     0
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EDP ENERGIAS DE PORTUGAL S A       SPONSORED       268353109   4462       147600   SH          DEFINED   02       147600  0     0
                                   ADR
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EDUCATE INC                        COM             28138P100   922        69600    SH          DEFINED   01       69600   0     0
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EDUCATE INC                        COM             28138P100   14662      1107400  SH          DEFINED   09       1107400 0     0
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EL PASO CORP                       COM             28336L109   180        17300    SH          DEFINED   02       17300   0     0
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ELAN PLC                           ADR             284131208   10990      403300   SH          DEFINED   09       403300  0     0
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ELAN PLC                           ADR             284131208   8454       330400   SH          DEFINED   21       330400  0     0
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ELECTRONICS FOR IMAGING INC        COM             286082102   723        41500    SH          DEFINED   09       41500   0     0
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ENCANA CORP                        COM             292505104   66971      1173700  SH          DEFINED   09       1173700 0     0
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ENDESA S A                         SPONSORED       29258N107   1829       78600    SH          DEFINED   02       78600   0     0
                                   ADR
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ENDOCARDIAL SOLUTIONS INC          COM             292962107   1245       106400   SH          DEFINED   01       106400  0     0
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ENDOCARDIAL SOLUTIONS INC          COM             292962107   1888       161400   SH          DEFINED   09       161400  0     0
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ENDOLOGIX INC                      COM             29266S106   610        89300    SH          DEFINED   01       89300   0     0
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ENDOLOGIX INC                      COM             29266S106   9948       1456450  SH          DEFINED   09       1456450 0     0
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ENDURANCE SPECIALTY HLDGS LT       SHS             G30397106   629        18400    SH          DEFINED   01       18400   0     0
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ENDURANCE SPECIALTY HLDGS LT       SHS             G30397106   41416      1211000  SH          DEFINED   09       1211000 0     0
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ENERGY EAST CORP                   COM             29266M109   403        15100    SH          DEFINED   02       15100   0     0
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ENSCO INTL INC                     COM             26874Q100   254        8000     SH          DEFINED   01       8000    0     0
-----------------------------------------------------------------------------------------------------------------------------------
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ENSCO INTL INC                     COM             26874Q100   6383       201100   SH          DEFINED   09       201100  0     0
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ENTEGRIS INC                       COM             29362U104   298        29900    SH          DEFINED   09       29900   0     0
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ENTERCOM COMMUNICATIONS CORP       CL              293639100   438        12206    SH          DEFINED   01       12206   0     0
                                   A
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ENTERCOM COMMUNICATIONS CORP       CL              293639100   358        9970     SH          DEFINED   09       9970    0     0
                                   A
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ENTERCOM COMMUNICATIONS CORP       CL              293639100   1436       40000    SH          DEFINED   21       40000   0     0
                                   A
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ENTERGY CORP NEW                   COM             29364G103   13626      201600   SH          DEFINED   09       201600  0     0
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EPICOR SOFTWARE CORP               COM             29426L108   2154       152900   SH          DEFINED   01       152900  0     0
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EPICOR SOFTWARE CORP               COM             29426L108   3158       224100   SH          DEFINED   09       224100  0     0
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EQUITABLE RES INC                  COM             294549100   1389       22900    SH          DEFINED   02       22900   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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EQUITABLE RES INC                  COM             294549100   7728       127400   SH          DEFINED   09       127400  0     0
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EQUITY OFFICE PROPERTIES TRU       COM             294741103   25404      872385   SH          DEFINED   01       841797  1783  288
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EQUITY OFFICE PROPERTIES TRU       COM             294741103   10233      351400   SH          DEFINED   09       351400  0     0
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EQUITY RESIDENTIAL SH BEN INT      COMMON          29476L107   16,500     456,065  SH          DEFINED   01       440,402 941   14,
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ERICSSON L M TEL CO                ADR B SEK       294821608   1225       38900    SH          DEFINED   09       38900   0     0
                                   10
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EXELIXIS INC                       COM             30161Q104   5097       536500   SH          DEFINED   09       536500  0     0
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EXELON CORP                        COM             30161N101   4438       100700   SH          DEFINED   02       100700  0     0
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EXELON CORP                        COM             30161N101   14548      330100   SH          DEFINED   09       330100  0     0
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EXPEDITORS INTL WASH INC           COM             302130109   3353       59996    SH          DEFINED   01       59996   0     0
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EXPEDITORS INTL WASH INC           COM             302130109   75047      1343004  SH          DEFINED   09       1343004 0     0
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EXPONENT INC                       COM             30214U102   842        30635    SH          DEFINED   01       30635   0     0
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EXPONENT INC                       COM             30214U102   7183       261312   SH          DEFINED   09       261312  0     0
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EXXON MOBIL CORP                   COM             30231G102   19401      378489   SH          DEFINED   01       377994  0     495
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EXXON MOBIL CORP                   COM             30231G102   91878      1792400  SH          DEFINED   02       1792400 0     0
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EXXON MOBIL CORP                   COM             30231G102   203395     3967909  SH          DEFINED   09       3967909 0     0
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FEDERAL AGRIC MTG CORP             CL              313148306   744        31938    SH          DEFINED   01       31938   0     0
                                   C
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FEDERAL AGRIC MTG CORP             CL              313148306   12388      531669   SH          DEFINED   09       531669  0     0
                                   C
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FEDERAL HOME LN MTG CORP           COM             313400301   3243       44000    SH          DEFINED   01       44000   0     0
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FEDERAL HOME LN MTG CORP           COM             313400301   54280      736500   SH          DEFINED   02       736500  0     0
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FEDERAL HOME LN MTG CORP           COM             313400301   45591      618600   SH          DEFINED   09       618600  0     0
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FEDERAL NATL MTG ASSN              COM             313586109   8282       116294   SH          DEFINED   01       116294  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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FEDERAL NATL MTG ASSN              COM             313586109   63135      886600   SH          DEFINED   02       886600  0     0
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FEDERAL NATL MTG ASSN              COM             313586109   74957      1052622  SH          DEFINED   09       1052622 0     0
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FEDEX CORP                         COM             31428X106   201        2050     SH          DEFINED   01       2050    0     0
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FEDEX CORP                         COM             31428X106   111609     1133200  SH          DEFINED   09       1133200 0     0
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FIFTH THIRD BANCORP                COM             316773100   80         1700     SH          DEFINED   01       1700    0     0
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FIFTH THIRD BANCORP                COM             316773100   16548      350000   SH          DEFINED   02       350000  0     0
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FIFTH THIRD BANCORP                COM             316773100   161        3400     SH          DEFINED   09       3400    0     0
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FILENET CORP                       COM             316869106   1877       72856    SH          DEFINED   01       72856   0     0
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FILENET CORP                       COM             316869106   17320      672352   SH          DEFINED   09       672352  0     0
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FIRST INDL RLTY TR INC COM         COMMON          32054K103   14,391     353,337  SH          DEFINED   01       341,122 730   11,
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FIRST POTOMAC RLTY TR              COM             33610F109   1710       75000    SH          DEFINED   01       75000   0     0
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FIRST POTOMAC RLTY TR              COM             33610F109   1710       75000    SH          DEFINED   09       75000   0     0
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FIRSTENERGY CORP                   COM             337932107   2134       54000    SH          DEFINED   01       54000   0     0
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FIRSTENERGY CORP                   COM             337932107   22805      577200   SH          DEFINED   02       577200  0     0
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FIRSTENERGY CORP                   COM             337932107   8582       217200   SH          DEFINED   09       217200  0     0
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FORD MTR CO DEL                    COM PAR         345370860   2520       172070   SH          DEFINED   01       172070  0     0
                                   $0.01
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FORD MTR CO DEL                    COM PAR         345370860   11647      795528   SH          DEFINED   09       795528  0     0
                                   $0.01
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FORWARD AIR CORP                   COM             349853101   6057       135500   SH          DEFINED   01       135500  0     0
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FORWARD AIR CORP                   COM             349853101   26639      595960   SH          DEFINED   09       595960  0     0
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FOUNDATION COAL HLDGS INC          COM             35039W100   8302       360000   SH          DEFINED   09       360000  0     0
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FOUNDRY NETWORKS INC               COM             35063R100   506        38464    SH          DEFINED   01       38464   0     0
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FOUNDRY NETWORKS INC               COM             35063R100   698        53072    SH          DEFINED   09       53072   0     0
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FPL GROUP INC COM                  COMMON          302571104   151        2,018    SH          DEFINED   01       2,018   0     0
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FREEPORT-MCMORAN COPPER & GO       CL              35671D857   184        4822     SH          DEFINED   01       4822    0     0
                                   B
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FREEPORT-MCMORAN COPPER & GO       CL              35671D857   3431       93800    SH          DEFINED   21       93800   0     0
                                   B
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FREESCALE SEMICONDUCTOR INC        CL              35687M206   69         3753     SH          DEFINED   01       3753    0     0
                                   B
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FREESCALE SEMICONDUCTOR INC        CL              35687M206   70         3796     SH          DEFINED   02       3796    0     0
                                   B
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FREESCALE SEMICONDUCTOR INC        CL              35687M206   303        16518    SH          DEFINED   09       16518   0     0
                                   B
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FREESCALE SEMICONDUCTOR INC        CL              35687M206   123        8314     SH          DEFINED   21       8314    0     0
                                   B
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FRIEDMAN BILLINGS RAMSEY GRO       CL              358434108   1189       61300    SH          DEFINED   02       61300   0     0
                                   A
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FUJI PHOTO FILM LTD                ADR             359586302   15162      410000   SH          DEFINED   09       410000  0     0
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FUNDTECH LTD                       ORD             M47095100   573        67600    SH          DEFINED   01       67600   0     0
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FUNDTECH LTD                       ORD             M47095100   829        97856    SH          DEFINED   09       97856   0     0
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GAP INC DEL                        COM             364760108   4480       212107   SH          DEFINED   01       212107  0     0
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GAP INC DEL                        COM             364760108   41530      1966400  SH          DEFINED   02       1966400 0     0
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GAP INC DEL                        COM             364760108   32472      1537500  SH          DEFINED   09       1537500 0     0
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GAP INC DEL                        COM             364760108   1759       89700    SH          DEFINED   21       89700   0     0
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GENAERA CORP                       COM             36867G100   2041       596900   SH          DEFINED   01       596900  0     0
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GENAERA CORP                       COM             36867G100   2960       865400   SH          DEFINED   09       865400  0     0
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GENERAL ELEC CO                    COM             369604103   15401      421935   SH          DEFINED   01       420864  0     107
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GENERAL ELEC CO                    COM             369604103   25561      700300   SH          DEFINED   02       700300  0     0
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GENERAL ELEC CO                    COM             369604103   200644     5497105  SH          DEFINED   09       5497105 0     0
-----------------------------------------------------------------------------------------------------------------------------------
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GENERAL ELEC CO                    COM             369604103   8179       242800   SH          DEFINED   21       242800  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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GENERAL MTRS CORP                  COM             370442105   132        3300     SH          DEFINED   01       3300    0     0
-----------------------------------------------------------------------------------------------------------------------------------
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GENERAL MTRS CORP                  COM             370442105   1194       29800    SH          DEFINED   02       29800   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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GENERAL MTRS CORP                  DEB SR CV C     370442717   2391       89700    SH          DEFINED   02       89700   0     0
                                   33
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GENERAL MTRS CORP                  DEB SR CV C     370442717   13413      503100   SH          DEFINED   09       503100  0     0
                                   33
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GEN-PROBE INC NEW                  COM             36866T103   9083       200900   SH          DEFINED   09       200900  0     0
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GEORGIA PAC CORP                   COM             373298108   2401       64036    SH          DEFINED   01       64036   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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GEORGIA PAC CORP                   COM             373298108   10805      288300   SH          DEFINED   09       288300  0     0
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GEORGIA PAC CORP                   COM             373298108   1687       45000    SH          DEFINED   21       45000   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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GETTY IMAGES INC                   COM             374276103   716        10400    SH          DEFINED   01       10400   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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GETTY IMAGES INC                   COM             374276103   778        11300    SH          DEFINED   09       11300   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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GILEAD SCIENCES INC                COM             375558103   7764       221900   SH          DEFINED   09       221900  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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GILEAD SCIENCES INC                COM             375558103   2624       75000    SH          DEFINED   21       75000   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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GILLETTE CO                        COM             375766102   5057       112938   SH          DEFINED   01       112634  0     304
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GILLETTE CO                        COM             375766102   3759       83950    SH          DEFINED   02       83950   0     0
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GILLETTE CO                        COM             375766102   53185      1187705  SH          DEFINED   09       1187705 0     0
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GILLETTE CO                        COM             375766102   1791       40000    SH          DEFINED   21       40000   0     0
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GIVEN IMAGING                      ORD             M52020100   363        10100    SH          DEFINED   09       10100   0     0
                                   SHS
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GLAMIS GOLD LTD                    COM             376775102   3784       220500   SH          DEFINED   21       220500  0     0
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GLAXOSMITHKLINE PLC                SPONSORED       37733W105   6009       126800   SH          DEFINED   02       126800  0     0
                                   ADR
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GLAXOSMITHKLINE PLC                SPONSORED       37733W105   5725       120800   SH          DEFINED   09       120800  0     0
                                   ADR
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GLAXOSMITHKLINE PLC                SPONSORED       37733W105   1056       30300    SH          DEFINED   21       30300   0     0
                                   ADR
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GLOBAL SIGNAL INC                  COM             37944Q103   581        21100    SH          DEFINED   01       21100   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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GLOBAL SIGNAL INC                  COM             37944Q103   6414       232900   SH          DEFINED   09       232900  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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GLOBALSANTAFE CORP                 SHS             G3930E101   1814       58000    SH          DEFINED   21       58000   0     0
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GOLDMAN SACHS GROUP INC            COM             38141G104   8198       78791    SH          DEFINED   01       78791   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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GOLDMAN SACHS GROUP INC            COM             38141G104   35446      340700   SH          DEFINED   02       340700  0     0
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GOLDMAN SACHS GROUP INC            COM             38141G104   75377      724500   SH          DEFINED   09       724500  0     0
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GOODYEAR TIRE & RUBR CO            COM             382550101   17224      1174900  SH          DEFINED   02       1174900 0     0
-----------------------------------------------------------------------------------------------------------------------------------
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GOODYEAR TIRE & RUBR CO            COM             382550101   158        10800    SH          DEFINED   09       10800   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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GOOGLE INC                         CL              38259P508   19737      102212   SH          DEFINED   09       102212  0     0
                                   A
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GREAT PLAINS ENERGY INC            COM             391164100   1081       35700    SH          DEFINED   02       35700   0     0
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GRUPO AEROPORTUARIO DEL SURE       SPON ADR SER    40051E202   2139       78200    SH          DEFINED   21       78200   0     0
                                   B
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GRUPO TELEVISA SA DE CV            SP ADR REP      40049J206   8857       146400   SH          DEFINED   21       146400  0     0
                                   ORD
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GUIDANT CORP                       COM             401698105   378        5243     SH          DEFINED   01       5243    0     0
-----------------------------------------------------------------------------------------------------------------------------------
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GUIDANT CORP                       COM             401698105   2163       30000    SH          DEFINED   21       30000   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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HALLIBURTON CO                     COM             406216101   10489      267303   SH          DEFINED   01       267240  0     63
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HALLIBURTON CO                     COM             406216101   17988      458400   SH          DEFINED   02       458400  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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HALLIBURTON CO                     COM             406216101   67932      1731200  SH          DEFINED   09       1731200 0     0
-----------------------------------------------------------------------------------------------------------------------------------
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HANSON PLC NEW                     SPONSORED       411349103   5349       124600   SH          DEFINED   02       124600  0     0
                                   ADR
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HANSON PLC NEW                     SPONSORED       411349103   4061       94600    SH          DEFINED   09       94600   0     0
                                   ADR
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HARMONY GOLD MNG LTD               SPONSORED       413216300   9397       1013700  SH          DEFINED   09       1013700 0     0
                                   ADR
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HARMONY GOLD MNG LTD               SPONSORED       413216300   1689       199400   SH          DEFINED   21       199400  0     0
                                   ADR
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HARRAHS ENTMT INC                  COM             413619107   4194       62700    SH          DEFINED   09       62700   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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HARRIS CORP DEL                    COM             413875105   8910       144200   SH          DEFINED   09       144200  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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HARTFORD FINL SVCS GROUP INC       COM             416515104   3744       54016    SH          DEFINED   01       54016   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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HARTFORD FINL SVCS GROUP INC       COM             416515104   48302      696900   SH          DEFINED   02       696900  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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HARTFORD FINL SVCS GROUP INC       COM             416515104   21424      309100   SH          DEFINED   09       309100  0     0
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HEALTH CARE PPTY INVS INC          COM             421915109   19249      695140   SH          DEFINED   01       671058  1423  226
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HEALTH CARE PPTY INVS INC          COM             421915109   13341      481800   SH          DEFINED   09       481800  0     0
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HEALTHCARE RLTY TR COM             COMMON          421946104   15,886     390,330  SH          DEFINED   01       378,082 868   11,
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HEWLETT PACKARD CO                 COM             428236103   6308       300837   SH          DEFINED   01       299411  0     142
-----------------------------------------------------------------------------------------------------------------------------------
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HEWLETT PACKARD CO                 COM             428236103   2795       133300   SH          DEFINED   02       133300  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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HEWLETT PACKARD CO                 COM             428236103   27570      1314742  SH          DEFINED   09       1314742 0     0
-----------------------------------------------------------------------------------------------------------------------------------
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HEXCEL CORP NEW                    COM             428291108   2205       152100   SH          DEFINED   09       152100  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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HILTON HOTELS CORP                 COM             432848109   6645       292200   SH          DEFINED   09       292200  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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HOLLYWOOD MEDIA CORP               COM             436233100   485        100000   SH          DEFINED   09       100000  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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HOME DEPOT INC                     COM             437076102   12287      287464   SH          DEFINED   01       286868  0     596
-----------------------------------------------------------------------------------------------------------------------------------
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HOME DEPOT INC                     COM             437076102   42967      1005300  SH          DEFINED   02       1005300 0     0
-----------------------------------------------------------------------------------------------------------------------------------
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HOME DEPOT INC                     COM             437076102   80774      1889897  SH          DEFINED   09       1889897 0     0
-----------------------------------------------------------------------------------------------------------------------------------
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HOME DEPOT INC                     COM             437076102   2137       50000    SH          DEFINED   21       50000   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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HOMESTORE INC                      COM             437852106   4567       1507100  SH          DEFINED   09       1507100 0     0
-----------------------------------------------------------------------------------------------------------------------------------
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HONEYWELL INTL INC                 COM             438516106   538        15200    SH          DEFINED   02       15200   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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HOUSEVALUES INC                    COM             44183Y102   763        50800    SH          DEFINED   01       50800   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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HOUSEVALUES INC                    COM             44183Y102   1114       74200    SH          DEFINED   09       74200   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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HOUSTON EXPL CO                    COM             442120101   45048      800000   SH          DEFINED   09       800000  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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HRPT PPTYS TR COM SH BEN INT       COMMON          40426W101   23,254     1,812,439SH          DEFINED   01       1,748,793,656 59,
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HUMMINGBIRD INC                    COM             44544R101   943        35300    SH          DEFINED   01       35300   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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HUMMINGBIRD INC                    COM             44544R101   1442       54000    SH          DEFINED   09       54000   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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HUNT J B TRANS SVCS INC            COM             445658107   9279       206900   SH          DEFINED   09       206900  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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HYPERION SOLUTIONS CORP            COM             44914M104   2830       60700    SH          DEFINED   01       60700   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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HYPERION SOLUTIONS CORP            COM             44914M104   27576      591500   SH          DEFINED   09       591500  0     0
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I B M                              COMMON          459200101   2,915      29,574   SH          DEFINED   01       29,314  0     260
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IAC INTERACTIVECORP                COM             44919P102   88         3200     SH          DEFINED   01       3200    0     0
-----------------------------------------------------------------------------------------------------------------------------------
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IAC INTERACTIVECORP                COM             44919P102   26438      957200   SH          DEFINED   09       957200  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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IDACORP INC                        COM             451107106   532        17400    SH          DEFINED   02       17400   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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I-FLOW CORP                        COM             449520303   738        40500    SH          DEFINED   01       40500   0     0
                                   NEW
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I-FLOW CORP                        COM             449520303   13800      757000   SH          DEFINED   09       757000  0     0
                                   NEW
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ILLUMINA INC                       COM             452327109   702        74100    SH          DEFINED   01       74100   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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ILLUMINA INC                       COM             452327109   29664      3129110  SH          DEFINED   09       3129110 0     0
-----------------------------------------------------------------------------------------------------------------------------------
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IMMUNICON CORP DEL                 COM             45260A107   6323       905900   SH          DEFINED   09       905900  0     0
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INAMED CORP                        COM             453235103   7845       124030   SH          DEFINED   01       124030  0     0
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INAMED CORP                        COM             453235103   117034     1850344  SH          DEFINED   09       1850344 0     0
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INCO LTD                           COM             453258402   192        5228     SH          DEFINED   01       5228    0     0
-----------------------------------------------------------------------------------------------------------------------------------
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INCO LTD                           COM             453258402   2759       75000    SH          DEFINED   21       75000   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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INCYTE CORP                        COM             45337C102   4496       450000   SH          DEFINED   09       450000  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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INDIA FD INC                       COM             454089103   3171       107000   SH          DEFINED   21       107000  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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INDUS INTL INC                     COM             45578L100   484        226400   SH          DEFINED   01       226400  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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INDUS INTL INC                     COM             45578L100   603        282000   SH          DEFINED   09       282000  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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INDYMAC BANCORP INC                COM             456607100   602        17480    SH          DEFINED   01       17480   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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INDYMAC BANCORP INC                COM             456607100   46900      1361400  SH          DEFINED   09       1361400 0     0
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INFOCROSSING INC                   COM             45664X109   3457       204200   SH          DEFINED   01       204200  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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INFOCROSSING INC                   COM             45664X109   23525      1389533  SH          DEFINED   09       1389533 0     0
-----------------------------------------------------------------------------------------------------------------------------------
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INFORMATICA CORP                   COM             45666Q102   772        95095    SH          DEFINED   01       95095   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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INFORMATICA CORP                   COM             45666Q102   1075       132372   SH          DEFINED   09       132372  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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INFOSPACE INC                      COM             45678T201   19153      402800   SH          DEFINED   09       402800  0     0
                                   NEW
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INGERSOLL-RAND COMPANY LTD         CL              G4776G101   4408       54897    SH          DEFINED   01       54655   0     242
                                   A
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INGERSOLL-RAND COMPANY LTD         CL              G4776G101   2449       30500    SH          DEFINED   02       30500   0     0
                                   A
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INGERSOLL-RAND COMPANY LTD         CL              G4776G101   34657      431600   SH          DEFINED   09       431600  0     0
                                   A
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INNOVATIVE SOLUTIONS & SUPPO       COM             45769N105   6625       198600   SH          DEFINED   01       198600  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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INNOVATIVE SOLUTIONS & SUPPO       COM             45769N105   9101       272800   SH          DEFINED   09       272800  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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INTEGRATED DEVICE TECHNOLOGY       COM             458118106   625        54100    SH          DEFINED   01       54100   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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INTEGRATED DEVICE TECHNOLOGY       COM             458118106   876        75760    SH          DEFINED   09       75760   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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INTEL CORP                         COM             458140100   8975       383685   SH          DEFINED   01       382269  0     141
-----------------------------------------------------------------------------------------------------------------------------------
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INTEL CORP                         COM             458140100   5003       213900   SH          DEFINED   02       213900  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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INTEL CORP                         COM             458140100   74374      3179746  SH          DEFINED   09       3179746 0     0
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INTEL CORP                         COM             458140100   10215      446600   SH          DEFINED   21       446600  0     0
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INTERDIGITAL COMMUNICATIONS        COM             45866A105   823        47622    SH          DEFINED   21       47622   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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INTERNATIONAL BUSINESS MACHS       COM             459200101   7192       72960    SH          DEFINED   01       72960   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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INTERNATIONAL BUSINESS MACHS       COM             459200101   39195      397600   SH          DEFINED   02       397600  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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INTERNATIONAL BUSINESS MACHS       COM             459200101   69703      707068   SH          DEFINED   09       707068  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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INTERNATIONAL BUSINESS MACHS       COM             459200101   8390       87800    SH          DEFINED   21       87800   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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INTERNATIONAL GAME TECHNOLOG       COM             459902102   216        6264     SH          DEFINED   01       6264    0     0
-----------------------------------------------------------------------------------------------------------------------------------
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INTERNATIONAL GAME TECHNOLOG       COM             459902102   4298       125000   SH          DEFINED   21       125000  0     0
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INTERNATIONAL PAPER CO             COMMON          460146103   1,762      41,944   SH          DEFINED   01       41,556  0     388
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INTERNATIONAL SPEEDWAY CORP        CL              460335201   1221       23128    SH          DEFINED   01       23128   0     0
                                   A
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INTERNATIONAL SPEEDWAY CORP        CL              460335201   5599       106036   SH          DEFINED   09       106036  0     0
                                   A
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INTERPUBLIC GROUP COS INC          COM             460690100   2724       203300   SH          DEFINED   01       203300  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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INTERPUBLIC GROUP COS INC          COM             460690100   39022      2912100  SH          DEFINED   02       2912100 0     0
-----------------------------------------------------------------------------------------------------------------------------------
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INTERPUBLIC GROUP COS INC          COM             460690100   14406      1075100  SH          DEFINED   09       1075100 0     0
-----------------------------------------------------------------------------------------------------------------------------------
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INTERPUBLIC GROUP COS INC          COM             460690100   1008       95900    SH          DEFINED   21       95900   0     0
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INTERSIL CORP                      CL              46069S109   7973       476300   SH          DEFINED   02       476300  0     0
                                   A
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INTERSIL CORP                      CL              46069S109   2108       125900   SH          DEFINED   09       125900  0     0
                                   A
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INTL PAPER CO                      COM             460146103   2632       62678    SH          DEFINED   01       62678   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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INTL PAPER CO                      COM             460146103   15914      378900   SH          DEFINED   02       378900  0     0
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INTL PAPER CO                      COM             460146103   35259      839500   SH          DEFINED   09       839500  0     0
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INTRADO INC                        COM             46117A100   672        55537    SH          DEFINED   01       55537   0     0
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INTRADO INC                        COM             46117A100   8433       696982   SH          DEFINED   09       696982  0     0
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INTUIT                             COM             461202103   1395       31700    SH          DEFINED   09       31700   0     0
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IRON MTN INC PA                    COM             462846106   942        30900    SH          DEFINED   01       30900   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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IRON MTN INC PA                    COM             462846106   10191      334245   SH          DEFINED   09       334245  0     0
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ISHARES INC                        MSCI            464286731   832        83300    SH          DEFINED   21       83300   0     0
                                   TAIWAN
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ISHARES INC                        MSCI            464286848   5657       544700   SH          DEFINED   21       544700  0     0
                                   JAPAN
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ISIS PHARMACEUTICALS INC           COM             464330109   23745      4024600  SH          DEFINED   09       4024600 0     0
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J P MORGAN CHASE & CO COM          COMMON          46625H100   3,234      82,889   SH          DEFINED   01       82,185  0     704
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JABIL CIRCUIT INC                  COM             466313103   8147       318500   SH          DEFINED   09       318500  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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JAMDAT MOBILE INC                  COM             47023T100   176        8500     SH          DEFINED   01       8500    0     0
-----------------------------------------------------------------------------------------------------------------------------------
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JAMDAT MOBILE INC                  COM             47023T100   2127       103000   SH          DEFINED   09       103000  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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JANUS CAP GROUP INC                COM             47102X105   1280       76120    SH          DEFINED   21       76120   0     0
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JEFFERSON PILOT CORP               COM             475070108   1455       28000    SH          DEFINED   02       28000   0     0
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JETBLUE AWYS CORP                  COM             477143101   5065       218149   SH          DEFINED   09       218149  0     0
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JOHNSON & JOHNSON                  COM             478160104   9682       152657   SH          DEFINED   01       152142  0     515
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JOHNSON & JOHNSON                  COM             478160104   2678       42225    SH          DEFINED   02       42225   0     0
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JOHNSON & JOHNSON                  COM             478160104   57881      912660   SH          DEFINED   09       912660  0     0
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JOHNSON & JOHNSON                  COM             478160104   9513       150000   SH          DEFINED   21       150000  0     0
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JOHNSON CTLS INC                   COM             478366107   7016       110593   SH          DEFINED   01       110381  0     212
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JOHNSON CTLS INC                   COM             478366107   37601      592700   SH          DEFINED   02       592700  0     0
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JOHNSON CTLS INC                   COM             478366107   48547      765242   SH          DEFINED   09       765242  0     0
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JOY GLOBAL INC                     COM             481165108   7878       181400   SH          DEFINED   09       181400  0     0
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JPMORGAN & CHASE & CO              COM             46625H100   15922      408150   SH          DEFINED   01       408150  0     0
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JPMORGAN & CHASE & CO              COM             46625H100   130828     3353700  SH          DEFINED   02       3353700 0     0
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JPMORGAN & CHASE & CO              COM             46625H100   151691     3888505  SH          DEFINED   09       3888505 0     0
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JPMORGAN & CHASE & CO              COM             46625H100   3884       108400   SH          DEFINED   21       108400  0     0
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JUNIPER NETWORKS INC               COM             48203R104   8918       328000   SH          DEFINED   09       328000  0     0
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KANSAS CITY SOUTHERN               COM             485170302   8929       503600   SH          DEFINED   09       503600  0     0
                                   NEW
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KERR MCGEE CORP COM                COMMON          492386107   14,945     258,614  SH          DEFINED   01       249,542 527   8,5
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KEYSPAN CORP                       COM             49337W100   268        6800     SH          DEFINED   02       6800    0     0
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KIMBERLY CLARK CORP                COM             494368103   1343       20400    SH          DEFINED   02       20400   0     0
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KIMBERLY CLARK CORP                COM             494368103   24804      376900   SH          DEFINED   09       376900  0     0
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KINDER MORGAN INC KANS             COM             49455P101   907        12400    SH          DEFINED   02       12400   0     0
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KINDER MORGAN INC KANS             COM             49455P101   44339      606300   SH          DEFINED   09       606300  0     0
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KINETIC CONCEPTS INC               COM             49460W208   52563      688900   SH          DEFINED   09       688900  0     0
                                   NEW
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KLA-TENCOR CORP                    COM             482480100   3126       67100    SH          DEFINED   01       67100   0     0
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KLA-TENCOR CORP                    COM             482480100   3205       68800    SH          DEFINED   02       68800   0     0
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KLA-TENCOR CORP                    COM             482480100   56601      1215132  SH          DEFINED   09       1215132 0     0
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KLA-TENCOR CORP                    COM             482480100   3028       65000    SH          DEFINED   21       65000   0     0
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KNIGHT RIDDER INC                  COM             499040103   234        3500     SH          DEFINED   02       3500    0     0
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KNIGHT RIDDER INC                  COM             499040103   3508       52400    SH          DEFINED   09       52400   0     0
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KOMAG INC                          COM             500453204   1855       98800    SH          DEFINED   01       98800   0     0
                                   NEW
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KOMAG INC                          COM             500453204   35117      1869900  SH          DEFINED   09       1869900 0     0
                                   NEW
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KONINKLIJKE PHILIPS ELECTRS        NY REG SH       500472303   3533       133334   SH          DEFINED   01       133334  0     0
                                   NEW
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KONINKLIJKE PHILIPS ELECTRS        NY REG SH       500472303   36909      1392800  SH          DEFINED   02       1392800 0     0
                                   NEW
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KONINKLIJKE PHILIPS ELECTRS        NY REG SH       500472303   15900      599985   SH          DEFINED   09       599985  0     0
                                   NEW
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KOREA ELECTRIC PWR                 SPONSORED       500631106   1038       78400    SH          DEFINED   02       78400   0     0
                                   ADR
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KOREA ELECTRIC PWR                 SPONSORED       500631106   13444      1015400  SH          DEFINED   09       1015400 0     0
                                   ADR
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KOSAN BIOSCIENCES INC              COM             50064W107   8254       1191100  SH          DEFINED   09       1191100 0     0
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KROGER CO                          COM             501044101   2542       144900   SH          DEFINED   01       144900  0     0
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KROGER CO                          COM             501044101   2701       154000   SH          DEFINED   02       154000  0     0
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KROGER CO                          COM             501044101   38225      2179309  SH          DEFINED   09       2179309 0     0
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KYPHON INC                         COM             501577100   1870       72574    SH          DEFINED   01       72574   0     0
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KYPHON INC                         COM             501577100   30696      1191634  SH          DEFINED   09       1191634 0     0
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L-3 COMMUNICATIONS HLDGS INC       COM             502424104   103        1400     SH          DEFINED   01       1400    0     0
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L-3 COMMUNICATIONS HLDGS INC       COM             502424104   7544       103000   SH          DEFINED   09       103000  0     0
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L-3 COMMUNICATIONS HLDGS INC       COM             502424104   1831       25000    SH          DEFINED   21       25000   0     0
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LA Z BOY INC                       COM             505336107   779        50700    SH          DEFINED   02       50700   0     0
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LABRANCHE & CO INC                 COM             505447102   25715      2870000  SH          DEFINED   09       2870000 0     0
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LAM RESEARCH CORP                  COM             512807108   1240       42900    SH          DEFINED   01       42900   0     0
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LAM RESEARCH CORP                  COM             512807108   1292       44700    SH          DEFINED   02       44700   0     0
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LAM RESEARCH CORP                  COM             512807108   25765      891200   SH          DEFINED   09       891200  0     0
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LAMAR ADVERTISING CO               CL              512815101   1185       27700    SH          DEFINED   01       27700   0     0
                                   A
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LAMAR ADVERTISING CO               CL              512815101   42590      995550   SH          DEFINED   09       995550  0     0
                                   A
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LANCASTER COLONY CORP              COM             513847103   3455       80600    SH          DEFINED   09       80600   0     0
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LAS VEGAS SANDS CORP               COM             517834107   2160       45000    SH          DEFINED   09       45000   0     0
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LAS VEGAS SANDS CORP               COM             517834107   1512       31500    SH          DEFINED   21       31500   0     0
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LEGG MASON INC                     COM             524901105   6659       90900    SH          DEFINED   09       90900   0     0
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LEHMAN BROS HLDGS INC              COM             524908100   3998       45708    SH          DEFINED   01       45530   0     178
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LEHMAN BROS HLDGS INC              COM             524908100   2528       28900    SH          DEFINED   02       28900   0     0
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LEHMAN BROS HLDGS INC              COM             524908100   35721      408331   SH          DEFINED   09       408331  0     0
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LEXMARK INTL NEW                   CL              529771107   1615       19000    SH          DEFINED   09       19000   0     0
                                   A
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LIBERTY PPTY TR SH BEN INT         COMMON          531172104   14,968     346,492  SH          DEFINED   01       334,301 706   11,
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LIFELINE SYS INC                   COM             532192101   1953       75800    SH          DEFINED   09       75800   0     0
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LIHIR GOLD LTD                     SPONSORED       532349107   7084       381500   SH          DEFINED   09       381500  0     0
                                   ADR
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LILLY ELI & CO                     COM             532457108   227        4000     SH          DEFINED   01       4000    0     0
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LIMITED BRANDS INC                 COM             532716107   4609       200211   SH          DEFINED   02       200211  0     0
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LIMITED BRANDS INC                 COM             532716107   21906      951595   SH          DEFINED   09       951595  0     0
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LINEAR TECHNOLOGY CORP             COM             535678106   1845       47600    SH          DEFINED   09       47600   0     0
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LKQ CORP                           COM             501889208   1102       54900    SH          DEFINED   01       54900   0     0
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LKQ CORP                           COM             501889208   1136       56600    SH          DEFINED   09       56600   0     0
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LLOYDS TSB GROUP PLC               SPONSORED       539439109   7413       201500   SH          DEFINED   02       201500  0     0
                                   ADR
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LLOYDS TSB GROUP PLC               SPONSORED       539439109   4702       127800   SH          DEFINED   09       127800  0     0
                                   ADR
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LOCKHEED MARTIN CORP               COM             539830109   94         1692     SH          DEFINED   01       1692    0     0
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LOCKHEED MARTIN CORP               COM             539830109   711        12800    SH          DEFINED   02       12800   0     0
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LOCKHEED MARTIN CORP               COM             539830109   16293      293300   SH          DEFINED   09       293300  0     0
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LOCKHEED MARTIN CORP               COM             539830109   1111       20000    SH          DEFINED   21       20000   0     0
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LODGENET ENTMT CORP                COM             540211109   1574       88971    SH          DEFINED   01       88971   0     0
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LODGENET ENTMT CORP                COM             540211109   11185      632300   SH          DEFINED   09       632300  0     0
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LOEWS CORP                         CAROLNA GP      540424207   24841      858069   SH          DEFINED   01       829229  1803  270
                                   STK
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LOEWS CORP                         CAROLNA GP      540424207   7547       260700   SH          DEFINED   02       260700  0     0
                                   STK
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LOEWS CORP                         CAROLNA GP      540424207   7834       270600   SH          DEFINED   09       270600  0     0
                                   STK
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LOWES COS INC                      COM             548661107   123        2134     SH          DEFINED   01       2134    0     0
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LOWES COS INC                      COM             548661107   2304       40000    SH          DEFINED   21       40000   0     0
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LTX CORP                           COM             502392103   619        80500    SH          DEFINED   09       80500   0     0
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M SYS FLASH DISK PIONEERS LT       ORD             M7061C100   1191       60400    SH          DEFINED   01       60400   0     0
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M SYS FLASH DISK PIONEERS LT       ORD             M7061C100   35930      1822000  SH          DEFINED   09       1822000 0     0
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MACK CALI RLTY CORP COM            COMMON          554489104   14,768     320,830  SH          DEFINED   01       310,957 724   9,1
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MACROMEDIA INC                     COM             556100105   654        21000    SH          DEFINED   01       21000   0     0
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MACROMEDIA INC                     COM             556100105   10643      342000   SH          DEFINED   09       342000  0     0
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MAGELLAN HEALTH SVCS INC           COM             559079207   1544       45200    SH          DEFINED   01       45200   0     0
                                   NEW
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MAGELLAN HEALTH SVCS INC           COM             559079207   2145       62800    SH          DEFINED   09       62800   0     0
                                   NEW
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MAGMA DESIGN AUTOMATION            COM             559181102   1457       116040   SH          DEFINED   01       116040  0     0
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MAGMA DESIGN AUTOMATION            COM             559181102   42889      3414702  SH          DEFINED   09       3414702 0     0
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MAGYAR TAVKOZLESI RT               SPONSORED       559776109   6098       249800   SH          DEFINED   02       249800  0     0
                                   ADR
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MANNKIND CORP                      COM             56400P201   1295       82200    SH          DEFINED   01       82200   0     0
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MANNKIND CORP                      COM             56400P201   1898       120500   SH          DEFINED   09       120500  0     0
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MANOR CARE INC NEW                 COM             564055101   6275       177100   SH          DEFINED   09       177100  0     0
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MARATHON OIL CORP                  COM             565849106   21498      571586   SH          DEFINED   01       555425  1009  151
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MARATHON OIL CORP                  COM             565849106   38325      1019000  SH          DEFINED   02       1019000 0     0
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MARATHON OIL CORP                  COM             565849106   16699      444000   SH          DEFINED   09       444000  0     0
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MARKEL CORP                        COM             570535104   44044      121000   SH          DEFINED   09       121000  0     0
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MARRIOTT INTL INC NEW              CL              571903202   6418       101900   SH          DEFINED   09       101900  0     0
                                   A
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MARRIOTT INTL INC NEW              CL              571903202   1323       21000    SH          DEFINED   21       21000   0     0
                                   A
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MARSH & MCLENNAN COS INC           COM             571748102   168        5100     SH          DEFINED   01       5100    0     0
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MARSH & MCLENNAN COS INC           COM             571748102   165        5000     SH          DEFINED   02       5000    0     0
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MASCO CORP                         COM             574599106   5481       193437   SH          DEFINED   01       192713  0     724
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MASCO CORP                         COM             574599106   33005      903500   SH          DEFINED   02       903500  0     0
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MASCO CORP                         COM             574599106   63146      1728600  SH          DEFINED   09       1728600 0     0
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MASTEC INC                         COM             576323109   1034       102300   SH          DEFINED   01       102300  0     0
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MASTEC INC                         COM             576323109   1509       149300   SH          DEFINED   09       149300  0     0
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MATTEL INC                         COM             577081102   150        7700     SH          DEFINED   01       7700    0     0
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MATTEL INC                         COM             577081102   19430      996900   SH          DEFINED   02       996900  0     0
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MATTEL INC                         COM             577081102   11704      600500   SH          DEFINED   09       600500  0     0
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MAXIM INTEGRATED PRODS INC         COM             57772K101   5006       118100   SH          DEFINED   09       118100  0     0
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MAXTOR CORP                        COM             577729205   3939       743200   SH          DEFINED   01       743200  0     0
                                   NEW
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MAXTOR CORP                        COM             577729205   5741       1083200  SH          DEFINED   09       1083200 0     0
                                   NEW
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MAY DEPT STORES CO                 COM             577778103   4686       159400   SH          DEFINED   02       159400  0     0
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MAY DEPT STORES CO                 COM             577778103   7412       252100   SH          DEFINED   09       252100  0     0
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MAYTAG CORP                        COM             578592107   1694       80300    SH          DEFINED   02       80300   0     0
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MAYTAG CORP                        COM             578592107   5602       265500   SH          DEFINED   09       265500  0     0
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MBNA CORP                          COM             55262L100   5778       204966   SH          DEFINED   01       204966  0     0
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MBNA CORP                          COM             55262L100   60476      2145300  SH          DEFINED   02       2145300 0     0
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MBNA CORP                          COM             55262L100   65136      2310600  SH          DEFINED   09       2310600 0     0
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MCAFEE INC                         COM             579064106   11193      386900   SH          DEFINED   09       386900  0     0
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MCDONALDS CORP                     COM             580135101   5890       183710   SH          DEFINED   01       182861  0     849
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MCDONALDS CORP                     COM             580135101   6415       200100   SH          DEFINED   02       200100  0     0
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MCDONALDS CORP                     COM             580135101   83734      2611790  SH          DEFINED   09       2611790 0     0
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MCKESSON CORP                      COM             58155Q103   5617       178529   SH          DEFINED   01       178151  0     378
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MCKESSON CORP                      COM             58155Q103   47577      1512300  SH          DEFINED   02       1512300 0     0
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MCKESSON CORP                      COM             58155Q103   33634      1069100  SH          DEFINED   09       1069100 0     0
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MCKESSON CORP                      COM             58155Q103   2517       80000    SH          DEFINED   21       80000   0     0
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MEDIMMUNE INC                      COM             584699102   297        10964    SH          DEFINED   01       10964   0     0
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MEDIMMUNE INC                      COM             584699102   1684       79400    SH          DEFINED   21       79400   0     0
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MEDTRONIC INC                      COM             585055106   3787       76246    SH          DEFINED   01       76246   0     0
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MEDTRONIC INC                      COM             585055106   3889       78300    SH          DEFINED   02       78300   0     0
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MEDTRONIC INC                      COM             585055106   56292      1133316  SH          DEFINED   09       1133316 0     0
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MEDTRONIC INC                      COM             585055106   3403       70900    SH          DEFINED   21       70900   0     0
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MELLON FINL CORP                   COM             58551A108   13100      421099   SH          DEFINED   01       406812  861   134
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MELLON FINL CORP                   COM             58551A108   2772       89100    SH          DEFINED   02       89100   0     0
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MELLON FINL CORP                   COM             58551A108   7392       237600   SH          DEFINED   09       237600  0     0
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MEMC ELECTR MATLS INC              COM             552715104   2637       199000   SH          DEFINED   01       199000  0     0
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MEMC ELECTR MATLS INC              COM             552715104   58819      4439200  SH          DEFINED   09       4439200 0     0
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MERCK & CO INC                     COM             589331107   2369       73700    SH          DEFINED   01       73700   0     0
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MERCK & CO INC                     COM             589331107   24735      769600   SH          DEFINED   02       769600  0     0
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MERCK & CO INC                     COM             589331107   83901      2610483  SH          DEFINED   09       2610483 0     0
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MERCURY GENL CORP NEW              COM             589400100   629        10500    SH          DEFINED   01       10500   0     0
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MERCURY GENL CORP NEW              COM             589400100   977        16300    SH          DEFINED   09       16300   0     0
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MERRILL LYNCH & CO INC             COM             590188108   7304       122200   SH          DEFINED   01       122200  0     0
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MERRILL LYNCH & CO INC             COM             590188108   4058       67900    SH          DEFINED   02       67900   0     0
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MERRILL LYNCH & CO INC             COM             590188108   73398      1228000  SH          DEFINED   09       1228000 0     0
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METLIFE INC                        COM             59156R108   33688      831600   SH          DEFINED   02       831600  0     0
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METLIFE INC                        COM             59156R108   356        8800     SH          DEFINED   09       8800    0     0
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MGM MIRAGE                         COM             552953101   152        2086     SH          DEFINED   01       2086    0     0
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MGM MIRAGE                         COM             552953101   2182       30000    SH          DEFINED   21       30000   0     0
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MICROSEMI CORP                     COM             595137100   2488       143300   SH          DEFINED   01       143300  0     0
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MICROSEMI CORP                     COM             595137100   31679      1824800  SH          DEFINED   09       1824800 0     0
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MICROSOFT CORP                     COM             594918104   12980      485884   SH          DEFINED   01       484723  0     116
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MICROSOFT CORP                     COM             594918104   39194      1467400  SH          DEFINED   02       1467400 0     0
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MICROSOFT CORP                     COM             594918104   124859     4674609  SH          DEFINED   09       4674609 0     0
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MICROSOFT CORP                     COM             594918104   9666       377200   SH          DEFINED   21       377200  0     0
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MICROSTRATEGY INC                  CL A            594972408   1618       26850    SH          DEFINED   01       26850   0     0
                                   NEW
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MICROSTRATEGY INC                  CL A            594972408   15984      265300   SH          DEFINED   09       265300  0     0
                                   NEW
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MILLENNIUM PHARMACEUTICALS I       COM             599902103   2432       200700   SH          DEFINED   09       200700  0     0
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MILLER HERMAN INC                  COM             600544100   702        25400    SH          DEFINED   21       25400   0     0
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MKS INSTRUMENT INC                 COM             55306N104   957        51600    SH          DEFINED   01       51600   0     0
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MKS INSTRUMENT INC                 COM             55306N104   1436       77400    SH          DEFINED   09       77400   0     0
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MOBILITY ELECTRONICS INC           COM             60741U101   1060       123500   SH          DEFINED   01       123500  0     0
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MOBILITY ELECTRONICS INC           COM             60741U101   9375       1092600  SH          DEFINED   09       1092600 0     0
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MONRO MUFFLER BRAKE INC            COM             610236101   5256       207731   SH          DEFINED   01       207731  0     0
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MONRO MUFFLER BRAKE INC            COM             610236101   7496       296298   SH          DEFINED   09       296298  0     0
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MONSANTO CO NEW                    COM             61166W101   7199       129600   SH          DEFINED   09       129600  0     0
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MONSTER WORLDWIDE INC              COM             611742107   1832       54460    SH          DEFINED   01       54460   0     0
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MONSTER WORLDWIDE INC              COM             611742107   2369       70426    SH          DEFINED   09       70426   0     0
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MONTPELIER RE HOLDINGS LTD         SHS             G62185106   1815       47200    SH          DEFINED   02       47200   0     0
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MOODYS CORP                        COM             615369105   5567       64100    SH          DEFINED   09       64100   0     0
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MORGAN STANLEY                     COM             617446448   12164      219085   SH          DEFINED   01       218847  0     238
                                   NEW
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MORGAN STANLEY                     COM             617446448   79482      1431600  SH          DEFINED   02       1431600 0     0
                                   NEW
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MORGAN STANLEY                     COM             617446448   102728     1850282  SH          DEFINED   09       1850282 0     0
                                   NEW
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MORGAN STANLEY                     COM             617446448   5665       109195   SH          DEFINED   21       109195  0     0
                                   NEW
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MOTIVE INC                         COM             61980V107   1399       122900   SH          DEFINED   01       122900  0     0
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MOTIVE INC                         COM             61980V107   1989       174800   SH          DEFINED   09       174800  0     0
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MOTOROLA INC                       COM             620076109   4431       257605   SH          DEFINED   01       257605  0     0
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MOTOROLA INC                       COM             620076109   34313      1994968  SH          DEFINED   02       1994968 0     0
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MOTOROLA INC                       COM             620076109   20895      1214800  SH          DEFINED   09       1214800 0     0
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MOTOROLA INC                       COM             620076109   5465       332500   SH          DEFINED   21       332500  0     0
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NATIONAL FUEL GAS CO N J           COM             636180101   564        19900    SH          DEFINED   02       19900   0     0
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NATIONAL GRID TRANSCO PLC          SPONSORED       636274102   163        3400     SH          DEFINED   02       3400    0     0
                                   ADR
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NATIONAL GRID TRANSCO PLC          SPONSORED       636274102   7237       150800   SH          DEFINED   09       150800  0     0
                                   ADR
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NATIONWIDE FINL SVCS INC           CL              638612101   3292       86100    SH          DEFINED   01       86100   0     0
                                   A
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NATIONWIDE FINL SVCS INC           CL              638612101   36686      959600   SH          DEFINED   02       959600  0     0
                                   A
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NATIONWIDE FINL SVCS INC           CL              638612101   31047      812100   SH          DEFINED   09       812100  0     0
                                   A
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NATIONWIDE HEALTH PPTYS INC CO     COMMON          638620104   16,613     699,495  SH          DEFINED   01       676,189 1,485 21,
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NAVTEQ CORP                        COM             63936L100   2123       45800    SH          DEFINED   01       45800   0     0
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NAVTEQ CORP                        COM             63936L100   59276      1278600  SH          DEFINED   09       1278600 0     0
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NEIMAN MARCUS GROUP INC            CL              640204202   7361       102900   SH          DEFINED   09       102900  0     0
                                   A
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NETIQ CORP                         COM             64115P102   425        34800    SH          DEFINED   01       34800   0     0
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NETIQ CORP                         COM             64115P102   11757      962900   SH          DEFINED   09       962900  0     0
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NEUROCHEM INC                      COM             64125K101   3881       221400   SH          DEFINED   01       221400  0     0
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NEUROCHEM INC                      COM             64125K101   18342      1046300  SH          DEFINED   09       1046300 0     0
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NEW YORK & CO INC                  COM             649295102   2722       164800   SH          DEFINED   01       164800  0     0
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NEW YORK & CO INC                  COM             649295102   20566      1244900  SH          DEFINED   09       1244900 0     0
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NEW YORK CMNTY BANCORP INC         COM             649445103   17450      848284   SH          DEFINED   01       816986  1737  295
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NEW YORK CMNTY BANCORP INC         COM             649445103   19323      939400   SH          DEFINED   02       939400  0     0
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NEW YORK CMNTY BANCORP INC         COM             649445103   3877       188500   SH          DEFINED   09       188500  0     0
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NEW YORK CMNTY BANCORP INC         COM             649445103   642        42400    SH          DEFINED   21       42400   0     0
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NEWELL RUBBERMAID INC              COM             651229106   5481       226600   SH          DEFINED   02       226600  0     0
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NEWELL RUBBERMAID INC              COM             651229106   15121      625100   SH          DEFINED   09       625100  0     0
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NEWMONT MINING CORP                COM             651639106   198        4464     SH          DEFINED   01       4464    0     0
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NEWMONT MINING CORP                COM             651639106   17009      383000   SH          DEFINED   09       383000  0     0
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NEWMONT MINING CORP                COM             651639106   2443       55000    SH          DEFINED   21       55000   0     0
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NEWS CORP                          CL              65248E104   6185       331476   SH          DEFINED   01       331476  0     0
                                   A
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NEWS CORP                          CL              65248E104   33476      1794000  SH          DEFINED   02       1794000 0     0
                                   A
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NEWS CORP                          CL              65248E104   27831      1491500  SH          DEFINED   09       1491500 0     0
                                   A
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NEWS CORP                          CL              65248E104   2799       150000   SH          DEFINED   21       150000  0     0
                                   A
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NEWS CORP                          CL              65248E203   101        5280     SH          DEFINED   01       5280    0     0
                                   B
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NEWS CORP                          CL              65248E203   10355      548646   SH          DEFINED   21       548646  0     0
                                   B
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NEWS CORP CL A                     COMMON          6.52E+108   4          215      SH          DEFINED   01       215     0     0
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NEWS CORP CL B                     COMMON          6.52E+207   93         4,834    SH          DEFINED   01       4,834   0     0
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NEXTEL COMMUNICATIONS INC          NOTE  5.250%    65332VAY9   5126       5000000  PRN         DEFINED   01       5000000 0     0
                                   1/1
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NIC INC                            COM             62914B100   944        185792   SH          DEFINED   01       185792  0     0
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NIC INC                            COM             62914B100   16725      3292242  SH          DEFINED   09       3292242 0     0
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NICOR INC                          COM             654086107   13377      362133   SH          DEFINED   01       351970  872   929
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NICOR INC                          COM             654086107   477        12900    SH          DEFINED   02       12900   0     0
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NII HLDGS INC                      CL B            62913F201   5912       124600   SH          DEFINED   09       124600  0     0
                                   NEW
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NIKE INC                           CL              654106103   2331       25700    SH          DEFINED   01       25700   0     0
                                   B
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NIKE INC                           CL              654106103   2467       27200    SH          DEFINED   02       27200   0     0
                                   B
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NIKE INC                           CL              654106103   34933      385188   SH          DEFINED   09       385188  0     0
                                   B
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NIKU CORP                          COM             654113703   2455       121800   SH          DEFINED   01       121800  0     0
                                   NEW
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NIKU CORP                          COM             654113703   3526       174900   SH          DEFINED   09       174900  0     0
                                   NEW
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NINETOWNS DIGI WRLD TRADE HL       SPONSORED       654407105   3225       300000   SH          DEFINED   09       300000  0     0
                                   ADR
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NISOURCE INC                       COM             65473P105   20577      903296   SH          DEFINED   01       883213  1296  187
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NISOURCE INC                       COM             65473P105   54300      2383685  SH          DEFINED   02       2383685 0     0
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NISOURCE INC                       COM             65473P105   50326      2209200  SH          DEFINED   09       2209200 0     0
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NISSAN MOTORS                      SPONSORED       654744408   489        22300    SH          DEFINED   02       22300   0     0
                                   ADR
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NISSAN MOTORS                      SPONSORED       654744408   7177       327100   SH          DEFINED   09       327100  0     0
                                   ADR
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NL INDS INC                        COM             629156407   250        11300    SH          DEFINED   02       11300   0     0
                                   NEW
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NMT MED INC                        COM             629294109   5515       1114200  SH          DEFINED   09       1114200 0     0
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NOBLE CORPORATION                  SHS             G65422100   10003      201100   SH          DEFINED   09       201100  0     0
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NOBLE ENERGY INC                   COM             655044105   3533       57300    SH          DEFINED   09       57300   0     0
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NOKIA CORP                         SPONSORED       654902204   1703       108700   SH          DEFINED   02       108700  0     0
                                   ADR
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NOKIA CORP                         SPONSORED       654902204   4450       284000   SH          DEFINED   09       284000  0     0
                                   ADR
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NORDSTROM INC                      COM             655664100   1308       28000    SH          DEFINED   21       28000   0     0
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NORSK HYDRO A S ADR                COMMON          656531605   4          49       SH          DEFINED   01       49      0     0
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NORTHEAST UTILS                    COM             664397106   1506       79900    SH          DEFINED   02       79900   0     0
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NORTHEAST UTILS                    COM             664397106   7027       372800   SH          DEFINED   09       372800  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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NORTHERN TR CORP                   COM             665859104   7797       160500   SH          DEFINED   09       160500  0     0
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NORTHFIELD LABS INC                COM             666135108   983        43600    SH          DEFINED   01       43600   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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NORTHFIELD LABS INC                COM             666135108   6158       273100   SH          DEFINED   09       273100  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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NORTHROP GRUMMAN CORP              COM             666807102   3271       60172    SH          DEFINED   01       60172   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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NORTHROP GRUMMAN CORP              COM             666807102   35084      645402   SH          DEFINED   02       645402  0     0
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NORTHROP GRUMMAN CORP              COM             666807102   15068      277190   SH          DEFINED   09       277190  0     0
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NOVA CHEMICALS CORP                COM             66977W109   3708       78400    SH          DEFINED   09       78400   0     0
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NSTAR                              COM             67019E107   1314       24200    SH          DEFINED   02       24200   0     0
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NTL INC DEL                        COM             62940M104   202        2765     SH          DEFINED   01       2765    0     0
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NTL INC DEL                        COM             62940M104   3211       44017    SH          DEFINED   02       44017   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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NTL INC DEL                        COM             62940M104   697        12200    SH          DEFINED   21       12200   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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NUCO2 INC                          COM             629428103   2765       124600   SH          DEFINED   01       124600  0     0
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NUCO2 INC                          COM             629428103   24911      1122601  SH          DEFINED   09       1122601 0     0
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OFFICEMAX INC DEL                  COM             67622P101   556        17728    SH          DEFINED   02       17728   0     0
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OGE ENERGY CORP                    COM             670837103   12965      489055   SH          DEFINED   01       466360  681   220
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OGE ENERGY CORP                    COM             670837103   459        17300    SH          DEFINED   02       17300   0     0
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OIL STS INTL INC                   COM             678026105   1943       100700   SH          DEFINED   09       100700  0     0
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OMI CORP NEW                       COM             Y6476W104   84         5000     SH          DEFINED   01       5000    0     0
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OMI CORP NEW                       COM             Y6476W104   3825       227000   SH          DEFINED   09       227000  0     0
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OMI CORP NEW                       COM             Y6476W104   3535       209800   SH          DEFINED   21       209800  0     0
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OMNICOM GROUP INC                  COM             681919106   1911       22666    SH          DEFINED   01       22666   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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OMNICOM GROUP INC                  COM             681919106   1922       22800    SH          DEFINED   02       22800   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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OMNICOM GROUP INC                  COM             681919106   27218      322800   SH          DEFINED   09       322800  0     0
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OMNICOM GROUP INC                  COM             681919106   1560       18500    SH          DEFINED   21       18500   0     0
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ONEOK INC NEW                      COM             682680103   1410       49600    SH          DEFINED   02       49600   0     0
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ONEOK INC NEW                      COM             682680103   3507       123400   SH          DEFINED   09       123400  0     0
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ONLINE RES CORP                    COM             68273G101   1960       257159   SH          DEFINED   01       257159  0     0
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ONLINE RES CORP                    COM             68273G101   14394      1888959  SH          DEFINED   09       1888959 0     0
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ONVIA INC                          COM             68338T403   130        20500    SH          DEFINED   01       20500   0     0
                                   NEW
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ONVIA INC                          COM             68338T403   183        29000    SH          DEFINED   09       29000   0     0
                                   NEW
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ORACLE CORP                        COM             68389X105   4409       321342   SH          DEFINED   01       320479  0     863
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ORACLE CORP                        COM             68389X105   3106       226400   SH          DEFINED   02       226400  0     0
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ORACLE CORP                        COM             68389X105   46842      3414141  SH          DEFINED   09       3414141 0     0
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ORACLE CORP                        COM             68389X105   820        75800    SH          DEFINED   21       75800   0     0
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ORCKIT COMMUNICATIONS LTD          SHS             M7531S206   409        16200    SH          DEFINED   01       16200   0     0
                                   NEW
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ORCKIT COMMUNICATIONS LTD          SHS             M7531S206   591        23400    SH          DEFINED   09       23400   0     0
                                   NEW
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ORIENT-EXPRESS HOTELS LTD          CL              G67743107   1086       52793    SH          DEFINED   01       52793   0     0
                                   A
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ORIENT-EXPRESS HOTELS LTD          CL              G67743107   17367      844306   SH          DEFINED   09       844306  0     0
                                   A
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ORTHOFIX INTL N V                  COM             N6748L102   6942       175834   SH          DEFINED   01       175834  0     0
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ORTHOFIX INTL N V                  COM             N6748L102   20347      515381   SH          DEFINED   09       515381  0     0
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OVERNITE CORP                      COM             690322102   6089       163500   SH          DEFINED   01       163500  0     0
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OVERNITE CORP                      COM             690322102   51853      1392400  SH          DEFINED   09       1392400 0     0
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P T TELEKOMUNIKASI INDONESIA       SPONSORED       715684106   423        20100    SH          DEFINED   09       20100   0     0
                                   ADR
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PACIFICARE HEALTH SYS DEL          COM             695112102   4409       78000    SH          DEFINED   09       78000   0     0
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PAN PACIFIC RETAIL PPTYS INC       COM             69806L104   11123      177400   SH          DEFINED   09       177400  0     0
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PARTNERRE LTD                      COM             G6852T105   8374       135200   SH          DEFINED   02       135200  0     0
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PARTNERRE LTD                      COM             G6852T105   87         1400     SH          DEFINED   09       1400    0     0
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PATTERSON COMPANIES INC            COM             703395103   6665       153600   SH          DEFINED   09       153600  0     0
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PAYCHEX INC                        COM             704326107   199        5848     SH          DEFINED   01       5848    0     0
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PAYCHEX INC                        COM             704326107   1653       48500    SH          DEFINED   09       48500   0     0
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PAYCHEX INC                        COM             704326107   4260       125000   SH          DEFINED   21       125000  0     0
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PC MALL INC                        COM             69323K100   2153       96200    SH          DEFINED   01       96200   0     0
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PC MALL INC                        COM             69323K100   3082       137700   SH          DEFINED   09       137700  0     0
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PEABODY ENERGY CORP                COM             704549104   29289      362000   SH          DEFINED   09       362000  0     0
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PEARSON PLC                        SPONSORED       705015105   6259       514700   SH          DEFINED   02       514700  0     0
                                   ADR
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PEARSON PLC                        SPONSORED       705015105   20871      1716400  SH          DEFINED   09       1716400 0     0
                                   ADR
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PENTAIR INC                        COM             709631105   8037       184500   SH          DEFINED   09       184500  0     0
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PENWEST PHARMACEUTICALS CO         COM             709754105   1307       109300   SH          DEFINED   01       109300  0     0
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PENWEST PHARMACEUTICALS CO         COM             709754105   1886       157700   SH          DEFINED   09       157700  0     0
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PEOPLES ENERGY CORP                COM             711030106   848        19300    SH          DEFINED   02       19300   0     0
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PEPCO HLDGS INC COM                COMMON          713291102   13,595     637,669  SH          DEFINED   01       608,061 891   28,
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PEPSICO INC                        COM             713448108   5453       104466   SH          DEFINED   01       104074  0     392
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PEPSICO INC                        COM             713448108   3821       73200    SH          DEFINED   02       73200   0     0
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PEPSICO INC                        COM             713448108   58659      1123742  SH          DEFINED   09       1123742 0     0
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PEPSICO INC                        COM             713448108   4176       80000    SH          DEFINED   21       80000   0     0
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PERVASIVE SOFTWARE INC             COM             715710109   906        186744   SH          DEFINED   01       186744  0     0
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PERVASIVE SOFTWARE INC             COM             715710109   1294       266880   SH          DEFINED   09       266880  0     0
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PETCO ANIMAL SUPPLIES              COM             716016209   14509      367500   SH          DEFINED   01       367500  0     0
                                   NEW
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PETCO ANIMAL SUPPLIES              COM             716016209   115604     2928160  SH          DEFINED   09       2928160 0     0
                                   NEW
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PETROLEO BRASILEIRO SA PETRO       SPONSORED       71654V408   1734       43600    SH          DEFINED   21       43600   0     0
                                   ADR
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PETSMART INC                       COM             716768106   211        5950     SH          DEFINED   01       5950    0     0
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PETSMART INC                       COM             716768106   286630     8067280  SH          DEFINED   09       8067280 0     0
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PFIZER INC                         COM             717081103   11773      437822   SH          DEFINED   01       437685  0     137
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PFIZER INC                         COM             717081103   47014      1748400  SH          DEFINED   02       1748400 0     0
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PFIZER INC                         COM             717081103   100430     3734861  SH          DEFINED   09       3734861 0     0
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PFIZER INC                         COM             717081103   5109       190000   SH          DEFINED   21       190000  0     0
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PHARMACYCLICS INC                  COM             716933106   26970      2575900  SH          DEFINED   09       2575900 0     0
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PHILADELPHIA CONS HLDG CORP        COM             717528103   1271       19224    SH          DEFINED   01       19224   0     0
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PHILADELPHIA CONS HLDG CORP        COM             717528103   76187      1151900  SH          DEFINED   09       1151900 0     0
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PIER 1 IMPORTS INC                 COM             720279108   3024       153500   SH          DEFINED   09       153500  0     0
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PINNACLE WEST CAP CORP             COM             723484101   26108      587887   SH          DEFINED   01       570119  1173  165
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PINNACLE WEST CAP CORP             COM             723484101   7230       162800   SH          DEFINED   02       162800  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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PINNACLE WEST CAP CORP             COM             723484101   13838      311600   SH          DEFINED   09       311600  0     0
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PIONEER NAT RES CO                 COM             723787107   813        29700    SH          DEFINED   21       29700   0     0
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PITNEY BOWES INC                   COM             724479100   4503       97300    SH          DEFINED   01       97300   0     0
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PITNEY BOWES INC                   COM             724479100   21312      460500   SH          DEFINED   09       460500  0     0
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PLACER DOME INC                    COM             725906101   106        5600     SH          DEFINED   01       5600    0     0
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PLACER DOME INC                    COM             725906101   7885       418100   SH          DEFINED   21       418100  0     0
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PLANTRONICS INC NEW                COM             727493108   4670       112600   SH          DEFINED   09       112600  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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POINT THERAPEUTICS INC             COM             730694106   1876       350000   SH          DEFINED   01       350000  0     0
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POINT THERAPEUTICS INC             COM             730694106   6268       1169396  SH          DEFINED   09       1169396 0     0
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PORTALPLAYER INC                   COM             736187204   4911       199000   SH          DEFINED   09       199000  0     0
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PORTUGAL TELECOM SGPS S A          SPONSORED       737273102   235        19100    SH          DEFINED   02       19100   0     0
                                   ADR
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POSCO                              SPONSORED       693483109   11542      259200   SH          DEFINED   09       259200  0     0
                                   ADR
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POTASH CORP SASK INC               COM             73755L107   3721       44800    SH          DEFINED   09       44800   0     0
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POWERDSINE LTD                     SHS             M41415106   2815       205200   SH          DEFINED   01       205200  0     0
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POWERDSINE LTD                     SHS             M41415106   20532      1496500  SH          DEFINED   09       1496500 0     0
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PPG INDS INC                       COM             693506107   4699       68950    SH          DEFINED   01       68950   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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PPG INDS INC                       COM             693506107   33630      493400   SH          DEFINED   02       493400  0     0
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PPG INDS INC                       COM             693506107   21648      317600   SH          DEFINED   09       317600  0     0
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PPL CORP                           COM             69351T106   586        10990    SH          DEFINED   02       10990   0     0
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PRA INTL                           COM             69353C101   287        11600    SH          DEFINED   01       11600   0     0
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PRA INTL                           COM             69353C101   6594       266100   SH          DEFINED   09       266100  0     0
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PRECISION CASTPARTS CORP           COM             740189105   5793       88200    SH          DEFINED   09       88200   0     0
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PREMIER FARNELL PLC                SPONSORED       74050U107   997        154400   SH          DEFINED   02       154400  0     0
                                   ADR
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PROCTER & GAMBLE CO                COM             742718109   4049       73513    SH          DEFINED   01       73266   0     247
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PROCTER & GAMBLE CO                COM             742718109   2495       45300    SH          DEFINED   02       45300   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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PROCTER & GAMBLE CO                COM             742718109   35267      640280   SH          DEFINED   09       640280  0     0
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PROCTER & GAMBLE CO                COM             742718109   2754       50000    SH          DEFINED   21       50000   0     0
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PROGENICS PHARMACEUTICALS IN       COM             743187106   1843       107400   SH          DEFINED   01       107400  0     0
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PROGENICS PHARMACEUTICALS IN       COM             743187106   2528       147300   SH          DEFINED   09       147300  0     0
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PROGRESS ENERGY INC                COM             743263105   18704      413441   SH          DEFINED   01       400376  920   121
-----------------------------------------------------------------------------------------------------------------------------------
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PROGRESS ENERGY INC                COM             743263105   1149       25400    SH          DEFINED   02       25400   0     0
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PROGRESS ENERGY INC                COM             743263105   14219      314300   SH          DEFINED   09       314300  0     0
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PROTEIN DESIGN LABS INC            COM             74369L103   3630       175700   SH          DEFINED   09       175700  0     0
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PUBLIC SVC ENTERPRISES             COMMON          744573106   15,794     305,077  SH          DEFINED   01       296,449 728   7,9
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PUGET ENERGY INC NEW               COM             745310102   289        11700    SH          DEFINED   02       11700   0     0
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QC HLDGS INC                       COM             74729T101   1883       98300    SH          DEFINED   01       98300   0     0
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QC HLDGS INC                       COM             74729T101   2656       138600   SH          DEFINED   09       138600  0     0
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QUALCOMM INC                       COM             747525103   3846       90700    SH          DEFINED   09       90700   0     0
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QUALITY DISTR INC FLA              COM             74756M102   3926       465200   SH          DEFINED   01       465200  0     0
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QUALITY DISTR INC FLA              COM             74756M102   5637       667900   SH          DEFINED   09       667900  0     0
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QUEBECOR WORLD INC                 COM             748203106   1043       48400    SH          DEFINED   02       48400   0     0
                                   NON-VTG
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QUEBECOR WORLD INC                 COM             748203106   10260      476300   SH          DEFINED   09       476300  0     0
                                   NON-VTG
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QUEST DIAGNOSTICS INC              COM             74834L100   3812       39900    SH          DEFINED   09       39900   0     0
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QUEST SOFTWARE INC                 COM             74834T103   1850       116000   SH          DEFINED   01       116000  0     0
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QUEST SOFTWARE INC                 COM             74834T103   17124      1073600  SH          DEFINED   09       1073600 0     0
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RADIO ONE INC                      CL D NON        75040P405   143        8910     SH          DEFINED   01       8910    0     0
                                   VTG
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RADIO ONE INC                      CL D NON        75040P405   2257       140000   SH          DEFINED   21       140000  0     0
                                   VTG
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RADVISION LTD                      ORD             M81869105   2984       221010   SH          DEFINED   01       221010  0     0
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RADVISION LTD                      ORD             M81869105   4126       305630   SH          DEFINED   09       305630  0     0
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RADWARE LTD                        ORD             M81873107   2237       85600    SH          DEFINED   09       85600   0     0
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RAYTHEON CO                        COM             755111507   4709       121285   SH          DEFINED   01       121207  0     78
                                   NEW
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RAYTHEON CO                        COM             755111507   2291       59000    SH          DEFINED   02       59000   0     0
                                   NEW
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RAYTHEON CO                        COM             755111507   32411      834700   SH          DEFINED   09       834700  0     0
                                   NEW
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REDWOOD TR INC                     COM             758075402   4775       76900    SH          DEFINED   09       76900   0     0
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REGAL ENTMT GROUP                  CL              758766109   239        11500    SH          DEFINED   02       11500   0     0
                                   A
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REGAL ENTMT GROUP                  CL              758766109   1038       50000    SH          DEFINED   09       50000   0     0
                                   A
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REGENERON PHARMACEUTICALS          COM             75886F107   336        36500    SH          DEFINED   01       36500   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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REGENERON PHARMACEUTICALS          COM             75886F107   511        55500    SH          DEFINED   09       55500   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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REGIONS FINANCIAL CORP NEW         COM             7591EP100   5641       158500   SH          DEFINED   02       158500  0     0
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RENAISSANCERE HOLDINGS LTD         COM             G7496G103   38862      746200   SH          DEFINED   02       746200  0     0
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RENAISSANCERE HOLDINGS LTD         COM             G7496G103   385        7400     SH          DEFINED   09       7400    0     0
-----------------------------------------------------------------------------------------------------------------------------------
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RENAL CARE GROUP INC               COM             759930100   2670       74200    SH          DEFINED   09       74200   0     0
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RENOVIS INC                        COM             759885106   2896       201400   SH          DEFINED   09       201400  0     0
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RESEARCH IN MOTION LTD             COM             760975102   569        6900     SH          DEFINED   09       6900    0     0
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REYNOLDS AMERICAN INC              COM             761713106   22715      288994   SH          DEFINED   01       279026  595   937
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REYNOLDS AMERICAN INC              COM             761713106   7978       101500   SH          DEFINED   09       101500  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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RITA MED SYS INC DEL               COM             76774E103   1821       470587   SH          DEFINED   09       470587  0     0
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RITE AID CORP                      COM             767754104   857        234100   SH          DEFINED   01       234100  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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RITE AID CORP                      COM             767754104   9104       2487300  SH          DEFINED   02       2487300 0     0
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RITE AID CORP                      COM             767754104   4128       1127900  SH          DEFINED   09       1127900 0     0
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RITE AID CORP                      COM             767754104   1922       525000   SH          DEFINED   21       525000  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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ROCKWELL AUTOMATION INC            COM             773903109   6526       131700   SH          DEFINED   09       131700  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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ROCKWELL COLLINS INC               COM             774341101   4895       124100   SH          DEFINED   09       124100  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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ROPER INDS INC NEW                 COM             776696106   687        11300    SH          DEFINED   01       11300   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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ROPER INDS INC NEW                 COM             776696106   997        16400    SH          DEFINED   09       16400   0     0
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ROPER INDS INC NEW                 NOTE  1.481%    776696AA4   474        1000000  PRN         DEFINED   09       1000000 0     0
                                   1/1
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RSA SEC INC                        COM             749719100   6790       338500   SH          DEFINED   09       338500  0     0
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RYANAIR HLDGS PLC                  SPONSORED       783513104   30836      756700   SH          DEFINED   09       756700  0     0
                                   ADR
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RYDER SYS INC                      COM             783549108   1428       29900    SH          DEFINED   01       29900   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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RYDER SYS INC                      COM             783549108   22524      471500   SH          DEFINED   09       471500  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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S1 CORPORATION                     COM             78463B101   1132       124900   SH          DEFINED   01       124900  0     0
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S1 CORPORATION                     COM             78463B101   12573      1387800  SH          DEFINED   09       1387800 0     0
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SAFEWAY INC                        COM             786514208   16619      841900   SH          DEFINED   02       841900  0     0
                                   NEW
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SAFEWAY INC                        COM             786514208   162        8200     SH          DEFINED   09       8200    0     0
                                   NEW
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SALESFORCE COM INC                 COM             79466L302   3161       186600   SH          DEFINED   09       186600  0     0
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SANDISK CORP                       COM             80004C101   409        16380    SH          DEFINED   01       16380   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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SANDISK CORP                       COM             80004C101   6914       276910   SH          DEFINED   09       276910  0     0
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SANGAMO BIOSCIENCES INC            COM             800677106   607        101200   SH          DEFINED   09       101200  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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SANTOS LIMITED                     SPONSORED       803021609   15997      606400   SH          DEFINED   09       606400  0     0
                                   ADR
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SAP AKTIENGESELLSCHAFT             SPONSORED       803054204   20429      462100   SH          DEFINED   09       462100  0     0
                                   ADR
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SARA LEE CORP                      COM             803111103   1803       74700    SH          DEFINED   01       74700   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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SARA LEE CORP                      COM             803111103   4903       203100   SH          DEFINED   02       203100  0     0
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SARA LEE CORP                      COM             803111103   30327      1256300  SH          DEFINED   09       1256300 0     0
-----------------------------------------------------------------------------------------------------------------------------------
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SBC COMMUNICATIONS INC             COM             78387G103   10624      412263   SH          DEFINED   01       411557  0     706
-----------------------------------------------------------------------------------------------------------------------------------
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SBC COMMUNICATIONS INC             COM             78387G103   42959      1667000  SH          DEFINED   02       1667000 0     0
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SBC COMMUNICATIONS INC             COM             78387G103   99872      3875524  SH          DEFINED   09       3875524 0     0
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SCANA CORP NEW COM                 COMMON          80589M102   14,117     358,301  SH          DEFINED   01       347,134 801   10,
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SCHERING A G                       SPONSORED       806585204   9266       124800   SH          DEFINED   09       124800  0     0
                                   ADR
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SCHERING PLOUGH CORP               COM             806605101   50463      2416800  SH          DEFINED   09       2416800 0     0
-----------------------------------------------------------------------------------------------------------------------------------
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SCIENTIFIC ATLANTA INC             COM             808655104   1443       43700    SH          DEFINED   09       43700   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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SCIENTIFIC ATLANTA INC             COM             808655104   1162       45300    SH          DEFINED   21       45300   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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SCOTTISH PWR PLC                   SPON ADR        81013T705   26685      856381   SH          DEFINED   01       826810  1765  278
                                   FINAL
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SCOTTISH PWR PLC                   SPON ADR        81013T705   866        27800    SH          DEFINED   02       27800   0     0
                                   FINAL
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SCRIPPS E W CO OHIO                CL              811054204   188        3900     SH          DEFINED   01       3900    0     0
                                   A
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SCRIPPS E W CO OHIO                CL              811054204   18091      374700   SH          DEFINED   09       374700  0     0
                                   A
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SCRIPPS E W CO OHIO                CL              811054204   2733       56600    SH          DEFINED   21       56600   0     0
                                   A
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SEAGATE TECHNOLOGY                 SHS             G7945J104   995        57600    SH          DEFINED   01       57600   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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SEAGATE TECHNOLOGY                 SHS             G7945J104   1435       83100    SH          DEFINED   09       83100   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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SELECT COMFORT CORP                COM             81616X103   1846       102900   SH          DEFINED   01       102900  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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SELECT COMFORT CORP                COM             81616X103   2637       147000   SH          DEFINED   09       147000  0     0
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SEMPRA ENERGY                      INCOME EQTY     816851208   408        13100    SH          DEFINED   02       13100   0     0
                                   UT
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SENIOR HSG PPTYS TR SH BEN INT     COMMON          81721M109   11,517     608,104  SH          DEFINED   01       588,098 1,307 18,
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SEPRACOR INC                       COM             817315104   6626       111600   SH          DEFINED   09       111600  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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SHERWIN WILLIAMS CO                COM             824348106   5530       123900   SH          DEFINED   09       123900  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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SHUFFLE MASTER INC                 COM             825549108   4964       105400   SH          DEFINED   09       105400  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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SI INTL INC                        COM             78427V102   3716       120800   SH          DEFINED   09       120800  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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SIEBEL SYS INC                     COM             826170102   868        82700    SH          DEFINED   09       82700   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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SIERRA HEALTH SVCS INC             COM             826322109   5125       93000    SH          DEFINED   09       93000   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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SIERRA PAC RES NEW                 COM             826428104   5307       505400   SH          DEFINED   09       505400  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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SIGMATEL INC                       COM             82661W107   2963       83400    SH          DEFINED   01       83400   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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SIGMATEL INC                       COM             82661W107   29263      823612   SH          DEFINED   09       823612  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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SIMPSON MANUFACTURING CO INC       COM             829073105   716        20520    SH          DEFINED   01       20520   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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SIMPSON MANUFACTURING CO INC       COM             829073105   28639      820600   SH          DEFINED   09       820600  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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SMITH INTL INC                     COM             832110100   3667       67400    SH          DEFINED   09       67400   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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SONIC SOLUTIONS                    COM             835460106   2127       94800    SH          DEFINED   01       94800   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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SONIC SOLUTIONS                    COM             835460106   2895       129000   SH          DEFINED   09       129000  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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SOUTHERN CO                        COM             842587107   288        8600     SH          DEFINED   02       8600    0     0
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SOUTHERN PERU COPPER CORP          COM             843611104   2800       59300    SH          DEFINED   02       59300   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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SPDR TR UNIT SER 1                 COMMON          78462F103   110        907      SH          DEFINED   01       907     0     0
-----------------------------------------------------------------------------------------------------------------------------------
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SPECTRUM PHARMACEUTICALS INC       COM             84763A108   450        67700    SH          DEFINED   01       67700   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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SPECTRUM PHARMACEUTICALS INC       COM             84763A108   780        117300   SH          DEFINED   09       117300  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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SPEEDWAY MOTORSPORTS INC           COM             847788106   2872       73300    SH          DEFINED   01       73300   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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SPEEDWAY MOTORSPORTS INC           COM             847788106   15974      407700   SH          DEFINED   09       407700  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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SPINNAKER EXPL CO                  COM             84855W109   840        30500    SH          DEFINED   21       30500   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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SPRINT CORP                        COM             852061100   3243       130500   SH          DEFINED   01       130500  0     0
                                   FON
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SPRINT CORP                        COM             852061100   35024      1409400  SH          DEFINED   02       1409400 0     0
                                   FON
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SPRINT CORP                        COM             852061100   16950      682100   SH          DEFINED   09       682100  0     0
                                   FON
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SS&C TECHNOLOGIES INC              COM             85227Q100   580        28100    SH          DEFINED   01       28100   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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SS&C TECHNOLOGIES INC              COM             85227Q100   859        41600    SH          DEFINED   09       41600   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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ST JOE CO                          COM             790148100   61465      957400   SH          DEFINED   09       957400  0     0
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ST PAUL TRAVELERS INC              COM             792860108   13007      350879   SH          DEFINED   09       350879  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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STAMPS COM INC                     COM             852857200   100        6300     SH          DEFINED   01       6300    0     0
                                   NEW
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STAMPS COM INC                     COM             852857200   8139       513850   SH          DEFINED   09       513850  0     0
                                   NEW
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STARWOOD HOTELS&RESORTS WRLD       PAIRED          85590A203   8246       141200   SH          DEFINED   09       141200  0     0
                                   CTF
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STATION CASINOS INC                COM             857689103   77         1400     SH          DEFINED   01       1400    0     0
-----------------------------------------------------------------------------------------------------------------------------------
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STATION CASINOS INC                COM             857689103   9897       181000   SH          DEFINED   09       181000  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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STATION CASINOS INC                COM             857689103   1094       20000    SH          DEFINED   21       20000   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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STATOIL ASA                        SPONSORED       85771P102   13860      872800   SH          DEFINED   09       872800  0     0
                                   ADR
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STEELCASE INC                      CL              858155203   1153       83300    SH          DEFINED   21       83300   0     0
                                   A
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STMICROELECTRONICS N V             NY              861012102   1335       69100    SH          DEFINED   09       69100   0     0
                                   REGISTRY
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STMICROELECTRONICS N V             NY              861012102   3284       170000   SH          DEFINED   21       170000  0     0
                                   REGISTRY
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STORA ENSO CORP                    SPON ADR REP    86210M106   8995       591400   SH          DEFINED   09       591400  0     0
                                   R
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STORAGE TECHNOLOGY CORP            COM PAR         862111200   4506       142540   SH          DEFINED   01       142540  0     0
                                   $0.10
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STORAGE TECHNOLOGY CORP            COM PAR         862111200   48787      1543400  SH          DEFINED   02       1543400 0     0
                                   $0.10
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STORAGE TECHNOLOGY CORP            COM PAR         862111200   22246      703760   SH          DEFINED   09       703760  0     0
                                   $0.10
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STRATAGENE CORP                    COM             86269H107   146        18800    SH          DEFINED   01       18800   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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STRATAGENE CORP                    COM             86269H107   3253       419700   SH          DEFINED   09       419700  0     0
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SUEZ                               SPONSORED       864686100   246        9200     SH          DEFINED   02       9200    0     0
                                   ADR
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SUEZ                               SPONSORED       864686100   7806       291800   SH          DEFINED   09       291800  0     0
                                   ADR
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SUMMIT PPTYS INC COM               COMMON          866239106   2          61       SH          DEFINED   01       61      0     0
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SUN LIFE FINL INC                  COM             866796105   2227       66400    SH          DEFINED   02       66400   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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SUN LIFE FINL INC                  COM             866796105   17729      528600   SH          DEFINED   09       528600  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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SUN LIFE FINL INC                  COM             866796105   1902       56714    SH          DEFINED   21       56714   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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SUNCOR ENERGY INC                  COM             867229106   3912       110500   SH          DEFINED   09       110500  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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SUNGARD DATA SYS INC               COM             867363103   3222       113713   SH          DEFINED   01       113713  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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SUNGARD DATA SYS INC               COM             867363103   34707      1225100  SH          DEFINED   02       1225100 0     0
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SUNGARD DATA SYS INC               COM             867363103   17382      613540   SH          DEFINED   09       613540  0     0
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SUPERIOR INDS INTL INC             COM             868168105   238        8200     SH          DEFINED   02       8200    0     0
-----------------------------------------------------------------------------------------------------------------------------------
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SUPERVALU INC                      COM             868536103   2534       73400    SH          DEFINED   01       73400   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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SUPERVALU INC                      COM             868536103   18561      537700   SH          DEFINED   02       537700  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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SUPERVALU INC                      COM             868536103   12137      351600   SH          DEFINED   09       351600  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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SUPPORTSOFT INC                    COM             868587106   1009       151500   SH          DEFINED   01       151500  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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SUPPORTSOFT INC                    COM             868587106   6134       921000   SH          DEFINED   09       921000  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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SYMANTEC CORP                      COM             871503108   111        4340     SH          DEFINED   01       4340    0     0
-----------------------------------------------------------------------------------------------------------------------------------
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SYMANTEC CORP                      COM             871503108   9387       364400   SH          DEFINED   09       364400  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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SYMANTEC CORP                      COM             871503108   2318       90000    SH          DEFINED   21       90000   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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SYMMETRY MED INC                   COM             871546206   72         3400     SH          DEFINED   01       3400    0     0
-----------------------------------------------------------------------------------------------------------------------------------
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SYMMETRY MED INC                   COM             871546206   1612       76600    SH          DEFINED   09       76600   0     0
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TAIWAN SEMICONDUCTOR MFG LTD       SPONSORED       874039100   2146       252737   SH          DEFINED   09       252737  0     0
                                   ADR
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TAIWAN SEMICONDUCTOR MFG LTD       SPONSORED       874039100   4848       571020   SH          DEFINED   21       571020  0     0
                                   ADR
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TALK AMERICA HLDGS INC             COM             87426R202   720        108800   SH          DEFINED   01       108800  0     0
                                   NEW
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TALK AMERICA HLDGS INC             COM             87426R202   908        137200   SH          DEFINED   09       137200  0     0
                                   NEW
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TARGET CORP                        COM             87612E106   3022       58200    SH          DEFINED   01       58200   0     0
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TARGET CORP                        COM             87612E106   3189       61400    SH          DEFINED   02       61400   0     0
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TARGET CORP                        COM             87612E106   45103      868539   SH          DEFINED   09       868539  0     0
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TDC A/S                            SPONSORED       87236N102   5701       267900   SH          DEFINED   02       267900  0     0
                                   ADR
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TDC A/S                            SPONSORED       87236N102   7937       373000   SH          DEFINED   09       373000  0     0
                                   ADR
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TEEKAY SHIPPING MARSHALL ISL       COM             Y8564W103   3849       91400    SH          DEFINED   09       91400   0     0
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TEKTRONIX INC                      COM             879131100   3589       118800   SH          DEFINED   09       118800  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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TELECOM ITALIA S P A NEW           SPON ADR        87927Y102   1295       31688    SH          DEFINED   02       31688   0     0
                                   ORD
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TELEFONOS DE MEXICO S A            SPON ADR ORD    879403780   1345       35100    SH          DEFINED   02       35100   0     0
                                   L
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TELEFONOS DE MEXICO S A            SPON ADR ORD    879403780   10584      276200   SH          DEFINED   09       276200  0     0
                                   L
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TELEWEST GLOBAL INC                COM             87956T107   2414       162000   SH          DEFINED   21       162000  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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TELSTRA CORP LTD                   SPON ADR        87969N204   5151       269100   SH          DEFINED   02       269100  0     0
                                   FINAL
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TELSTRA CORP LTD                   SPON ADR        87969N204   24580      1284200  SH          DEFINED   09       1284200 0     0
                                   FINAL
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TELVENT GIT SA                     SHS             E90215109   236        18500    SH          DEFINED   01       18500   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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TELVENT GIT SA                     SHS             E90215109   5662       444100   SH          DEFINED   09       444100  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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TENET HEALTHCARE CORP              COM             88033G100   3258       296736   SH          DEFINED   01       296736  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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TENET HEALTHCARE CORP              COM             88033G100   14549      1325000  SH          DEFINED   09       1325000 0     0
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TENET HEALTHCARE CORP              COM             88033G100   3569       325000   SH          DEFINED   21       325000  0     0
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TEXAS INSTRS INC                   COM             882508104   716        29100    SH          DEFINED   09       29100   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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TEXAS ROADHOUSE INC                CL              882681109   1262       42700    SH          DEFINED   01       42700   0     0
                                   A
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TEXAS ROADHOUSE INC                CL              882681109   18714      633300   SH          DEFINED   09       633300  0     0
                                   A
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TEXTRON INC                        COM             883203101   245        3321     SH          DEFINED   01       3321    0     0
-----------------------------------------------------------------------------------------------------------------------------------
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TEXTRON INC                        COM             883203101   32406      439100   SH          DEFINED   02       439100  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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TEXTRON INC                        COM             883203101   325        4400     SH          DEFINED   09       4400    0     0
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TIDEWATER INC                      COM             886423102   2058       57800    SH          DEFINED   02       57800   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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TIDEWATER INC                      COM             886423102   3867       108600   SH          DEFINED   09       108600  0     0
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TIDEWATER INC                      COM             886423102   1339       37600    SH          DEFINED   21       37600   0     0
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TIMBERLAND CO                      CL              887100105   31648      505000   SH          DEFINED   09       505000  0     0
                                   A
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TIME WARNER INC                    COM             887317105   32548      1674300  SH          DEFINED   02       1674300 0     0
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TIME WARNER INC                    COM             887317105   317        16300    SH          DEFINED   09       16300   0     0
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TIME WARNER INC                    COM             887317105   1427       93100    SH          DEFINED   21       93100   0     0
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TIME WARNER TELECOM INC            CL              887319101   17563      4028300  SH          DEFINED   09       4028300 0     0
                                   A
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TLC VISION CORP                    COM             872549100   610        58500    SH          DEFINED   01       58500   0     0
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TLC VISION CORP                    COM             872549100   9199       882000   SH          DEFINED   09       882000  0     0
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TNS INC                            COM             872960109   1023       46800    SH          DEFINED   01       46800   0     0
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TNS INC                            COM             872960109   25597      1171500  SH          DEFINED   09       1171500 0     0
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TODCO                              CL              88889T107   12894      700000   SH          DEFINED   09       700000  0     0
                                   A
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TORCHMARK CORP                     COM             891027104   5103       89300    SH          DEFINED   09       89300   0     0
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TOTAL S A                          SPONSORED       89151E109   20057      182600   SH          DEFINED   09       182600  0     0
                                   ADR
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TPG N V                            SPONSORED       892339102   1782       65400    SH          DEFINED   02       65400   0     0
                                   ADR
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TPG N V                            SPONSORED       892339102   14802      543200   SH          DEFINED   09       543200  0     0
                                   ADR
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TRANSKARYOTIC THERAPIES INC        COM             893735100   640        25200    SH          DEFINED   01       25200   0     0
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TRANSKARYOTIC THERAPIES INC        COM             893735100   998        39300    SH          DEFINED   09       39300   0     0
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TRANSOCEAN INC                     ORD             G90078109   2781       65600    SH          DEFINED   01       65600   0     0
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TRANSOCEAN INC                     ORD             G90078109   2709       63900    SH          DEFINED   02       63900   0     0
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TRANSOCEAN INC                     ORD             G90078109   46858      1105400  SH          DEFINED   09       1105400 0     0
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TRANSOCEAN INC                     ORD             G90078109   5155       121600   SH          DEFINED   21       121600  0     0
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TRIZEC PROPERTIES INC              COM             89687P107   5025       265600   SH          DEFINED   02       265600  0     0
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TRIZEC PROPERTIES INC              COM             89687P107   8393       443600   SH          DEFINED   09       443600  0     0
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TUPPERWARE CORP                    COM             899896104   3193       154100   SH          DEFINED   02       154100  0     0
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TUPPERWARE CORP                    COM             899896104   4449       214700   SH          DEFINED   09       214700  0     0
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TXU CORP                           COM             873168108   351        5432     SH          DEFINED   02       5432    0     0
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TYCO INTL LTD NEW                  COM             902124106   12731      356221   SH          DEFINED   01       356221  0     0
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TYCO INTL LTD NEW                  COM             902124106   113667     3180400  SH          DEFINED   02       3180400 0     0
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TYCO INTL LTD NEW                  COM             902124106   94268      2637600  SH          DEFINED   09       2637600 0     0
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TYCO INTL LTD NEW                  COM             902124106   3014       93600    SH          DEFINED   21       93600   0     0
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TYSON FOODS INC                    CL              902494103   3051       165800   SH          DEFINED   01       165800  0     0
                                   A
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TYSON FOODS INC                    CL              902494103   14553      790900   SH          DEFINED   09       790900  0     0
                                   A
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U STORE IT TR                      COM             91274F104   380        21900    SH          DEFINED   01       21900   0     0
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U STORE IT TR                      COM             91274F104   7533       434200   SH          DEFINED   09       434200  0     0
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UBS AG                             NAMEN           H8920M855   1945       23200    SH          DEFINED   02       23200   0     0
                                   AKT
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UBS AG                             NAMEN           H8920M855   24750      295200   SH          DEFINED   09       295200  0     0
                                   AKT
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ULTRA PETROLEUM CORP               COM             903914109   4760       98900    SH          DEFINED   09       98900   0     0
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ULTRATECH INC                      COM             904034105   2068       109700   SH          DEFINED   01       109700  0     0
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ULTRATECH INC                      COM             904034105   3007       159500   SH          DEFINED   09       159500  0     0
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UNILEVER N V                       N Y SHS         904784709   6871       103000   SH          DEFINED   09       103000  0     0
                                   NEW
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UNILEVER PLC                       SPON ADR        904767704   3557       90000    SH          DEFINED   02       90000   0     0
                                   NEW
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UNION PAC CORP                     COM             907818108   208        3086     SH          DEFINED   01       3086    0     0
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UNION PAC CORP                     COM             907818108   894        13300    SH          DEFINED   02       13300   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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UNION PAC CORP                     COM             907818108   8245       122600   SH          DEFINED   09       122600  0     0
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UNISYS CORP                        COM             909214108   1321       129800   SH          DEFINED   09       129800  0     0
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UNITED PARCEL SERVICE INC          CL              911312106   82614      966700   SH          DEFINED   09       966700  0     0
                                   B
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UNITED SURGICAL PARTNERS INT       COM             913016309   2047       49090    SH          DEFINED   01       49090   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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UNITED SURGICAL PARTNERS INT       COM             913016309   102926     2468260  SH          DEFINED   09       2468260 0     0
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UNITED TECHNOLOGIES CORP           COM             913017109   103        1000     SH          DEFINED   01       1000    0     0
-----------------------------------------------------------------------------------------------------------------------------------
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UNITED TECHNOLOGIES CORP           COM             913017109   13787      133400   SH          DEFINED   09       133400  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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UNITED TECHNOLOGIES CORP           COM             913017109   1034       10000    SH          DEFINED   21       10000   0     0
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UNITED UTILS PLC                   SPONSORED       91311Q105   496        20200    SH          DEFINED   02       20200   0     0
                                   ADR
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UNITEDGLOBALCOM                    CL              913247508   9748       1009100  SH          DEFINED   09       1009100 0     0
                                   A
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UNITEDHEALTH GROUP INC             COM             91324P102   1612       18314    SH          DEFINED   01       18314   0     0
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UNITEDHEALTH GROUP INC             COM             91324P102   29094      330500   SH          DEFINED   09       330500  0     0
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UNITEDHEALTH GROUP INC             COM             91324P102   2782       31600    SH          DEFINED   21       31600   0     0
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UNIVERSAL CORP VA COM              COMMON          913456109   3          65       SH          DEFINED   01       65      0     0
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UPM KYMMENE CORP                   SPONSORED       915436109   16871      755870   SH          DEFINED   01       729478  1541  248
                                   ADR
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UPM KYMMENE CORP                   SPONSORED       915436109   4779       214100   SH          DEFINED   02       214100  0     0
                                   ADR
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URBAN OUTFITTERS INC               COM             917047102   8139       183300   SH          DEFINED   09       183300  0     0
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UROLOGIX INC                       COM             917273104   758        117200   SH          DEFINED   09       117200  0     0
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US BANCORP DEL                     COM             902973304   6543       208916   SH          DEFINED   01       208916  0     0
                                   NEW
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US BANCORP DEL                     COM             902973304   48800      1558100  SH          DEFINED   02       1558100 0     0
                                   NEW
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US BANCORP DEL                     COM             902973304   40469      1292100  SH          DEFINED   09       1292100 0     0
                                   NEW
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US BANCORP DEL                     COM             902973304   4254       142800   SH          DEFINED   21       142800  0     0
                                   NEW
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UST INC COM                        COMMON          902911106   24,623     511,808  SH          DEFINED   01       494,825 1,087 15,
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UTI WORLDWIDE INC                  ORD             G87210103   7877       115800   SH          DEFINED   09       115800  0     0
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VALUECLICK INC                     COM             92046N102   680        51040    SH          DEFINED   01       51040   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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VALUECLICK INC                     COM             92046N102   1025       76928    SH          DEFINED   09       76928   0     0
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VARIAN MED SYS INC                 COM             92220P105   3956       91500    SH          DEFINED   09       91500   0     0
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VCA ANTECH INC                     COM             918194101   257        13100    SH          DEFINED   01       13100   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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VCA ANTECH INC                     COM             918194101   10916      556960   SH          DEFINED   09       556960  0     0
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VEOLIA ENVIRONNEMENT               SPONSORED       92334N103   350        9600     SH          DEFINED   02       9600    0     0
                                   ADR
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VERITAS SOFTWARE CO                COM             923436109   303        10600    SH          DEFINED   01       10600   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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VERITAS SOFTWARE CO                COM             923436109   8214       287700   SH          DEFINED   09       287700  0     0
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VERITAS SOFTWARE CO                COM             923436109   5393       197600   SH          DEFINED   21       197600  0     0
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VERIZON COMMUNICATIONS             COM             92343V104   11660      287830   SH          DEFINED   01       287486  0     344
-----------------------------------------------------------------------------------------------------------------------------------
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VERIZON COMMUNICATIONS             COM             92343V104   63682      1572004  SH          DEFINED   02       1572004 0     0
-----------------------------------------------------------------------------------------------------------------------------------
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VERIZON COMMUNICATIONS             COM             92343V104   111853     2761127  SH          DEFINED   09       2761127 0     0
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VERTEX PHARMACEUTICALS INC         COM             92532F100   1355       128200   SH          DEFINED   01       128200  0     0
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VERTEX PHARMACEUTICALS INC         COM             92532F100   2024       191500   SH          DEFINED   09       191500  0     0
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VIACOM INC                         CL              925524100   200        5400     SH          DEFINED   01       5400    0     0
                                   A
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VIACOM INC                         CL              925524100   14569      392900   SH          DEFINED   09       392900  0     0
                                   A
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VIACOM INC                         CL              925524100   823        22200    SH          DEFINED   21       22200   0     0
                                   A
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VIACOM INC                         CL              925524308   8643       237486   SH          DEFINED   01       237205  0     281
                                   B
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VIACOM INC                         CL              925524308   37615      1033659  SH          DEFINED   02       1033659 0     0
                                   B
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VIACOM INC                         CL              925524308   90149      2477309  SH          DEFINED   09       2477309 0     0
                                   B
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VIACOM INC                         CL              925524308   6727       208250   SH          DEFINED   21       208250  0     0
                                   B
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VICAL INC                          COM             925602104   1736       369400   SH          DEFINED   01       369400  0     0
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VICAL INC                          COM             925602104   7537       1603600  SH          DEFINED   09       1603600 0     0
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VICOR CORP                         COM             925815102   1000       76256    SH          DEFINED   01       76256   0     0
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VICOR CORP                         COM             925815102   1527       116488   SH          DEFINED   09       116488  0     0
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VISTEON CORP                       COM             92839U107   295        30200    SH          DEFINED   02       30200   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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VISUAL NETWORKS INC                COM             928444108   630        180980   SH          DEFINED   01       180980  0     0
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VISUAL NETWORKS INC                COM             928444108   3768       1082850  SH          DEFINED   09       1082850 0     0
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VODAFONE GROUP PLC NEW             SPONSORED       92857W100   4241       154900   SH          DEFINED   09       154900  0     0
                                   ADR
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WABASH NATL CORP                   COM             929566107   3329       123600   SH          DEFINED   09       123600  0     0
-----------------------------------------------------------------------------------------------------------------------------------
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WACHOVIA CORP 2ND NEW              COM             929903102   7293       138657   SH          DEFINED   01       138397  0     260
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WACHOVIA CORP 2ND NEW              COM             929903102   69169      1315000  SH          DEFINED   02       1315000 0     0
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WACHOVIA CORP 2ND NEW              COM             929903102   51516      979400   SH          DEFINED   09       979400  0     0
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WACHOVIA CORP 2ND NEW              COM             929903102   987        25500    SH          DEFINED   21       25500   0     0
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WAL MART STORES INC                COM             931142103   10047      190213   SH          DEFINED   01       189648  0     565
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WAL MART STORES INC                COM             931142103   6851       129700   SH          DEFINED   02       129700  0     0
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WAL MART STORES INC                COM             931142103   96929      1835090  SH          DEFINED   09       1835090 0     0
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WAL MART STORES INC                COM             931142103   6385       128300   SH          DEFINED   21       128300  0     0
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WASHINGTON MUT INC                 COM             939322103   336        7950     SH          DEFINED   02       7950    0     0
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WASTE MGMT INC DEL                 COM             94106L109   3485       116388   SH          DEFINED   01       116057  0     331
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WASTE MGMT INC DEL                 COM             94106L109   4802       160390   SH          DEFINED   02       160390  0     0
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WASTE MGMT INC DEL                 COM             94106L109   38308      1279476  SH          DEFINED   09       1279476 0     0
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WASTE MGMT INC DEL                 COM             94106L109   1730       73200    SH          DEFINED   21       73200   0     0
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WATSON PHARMACEUTICALS INC         COM             942683103   19971      608700   SH          DEFINED   09       608700  0     0
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WCI CMNTYS INC                     COM             92923C104   6818       231900   SH          DEFINED   09       231900  0     0
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WELLS FARGO & CO NEW               COM             949746101   6893       110909   SH          DEFINED   01       110718  0     191
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WELLS FARGO & CO NEW               COM             949746101   66128      1064000  SH          DEFINED   02       1064000 0     0
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WELLS FARGO & CO NEW               COM             949746101   74207      1194000  SH          DEFINED   09       1194000 0     0
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WESTERN WIRELESS CORP              CL              95988E204   1295       44200    SH          DEFINED   01       44200   0     0
                                   A
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WESTERN WIRELESS CORP              CL              95988E204   19561      667600   SH          DEFINED   09       667600  0     0
                                   A
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WHIRLPOOL CORP                     COM             963320106   2125       30700    SH          DEFINED   02       30700   0     0
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WHIRLPOOL CORP                     COM             963320106   3647       52700    SH          DEFINED   09       52700   0     0
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WHITE MTNS INS GROUP LTD           COM             G9618E107   42378      65600    SH          DEFINED   09       65600   0     0
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WHOLE FOODS MKT INC                COM             966837106   18269      191600   SH          DEFINED   09       191600  0     0
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WILLIAMS SONOMA INC                COM             969904101   35303      1007500  SH          DEFINED   09       1007500 0     0
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WILLIAMS SONOMA INC                COM             969904101   1332       38000    SH          DEFINED   21       38000   0     0
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WILLIS GROUP HOLDINGS LTD          SHS             G96655108   96548      2345100  SH          DEFINED   09       2345100 0     0
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WINNEBAGO INDS INC                 COM             974637100   160        4100     SH          DEFINED   01       4100    0     0
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WINNEBAGO INDS INC                 COM             974637100   230        5900     SH          DEFINED   09       5900    0     0
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WOLVERINE WORLD WIDE INC           COM             978097103   5464       173900   SH          DEFINED   09       173900  0     0
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WPS RESOURCES CORP                 COM             92931B106   530        10600    SH          DEFINED   02       10600   0     0
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WYETH                              COM             983024100   7504       176183   SH          DEFINED   01       175421  0     762
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WYETH                              COM             983024100   12713      298500   SH          DEFINED   02       298500  0     0
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WYETH                              COM             983024100   71469      1678076  SH          DEFINED   09       1678076 0     0
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WYETH                              COM             983024100   4926       136400   SH          DEFINED   21       136400  0     0
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WYNN RESORTS LTD                   COM             983134107   6311       94300    SH          DEFINED   09       94300   0     0
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XCYTE THERAPIES INC                COM             98389F309   8547       3085629  SH          DEFINED   09       3085629 0     0
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XENOVA GROUP PLC                   SPONS ADR       984111302   177        135900   SH          DEFINED   01       135900  0     0
                                   NEW
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XENOVA GROUP PLC                   SPONS ADR       984111302   258        198300   SH          DEFINED   09       198300  0     0
                                   NEW
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XILINX INC                         COM             983919101   996        33600    SH          DEFINED   09       33600   0     0
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XL CAP LTD                         CL              G98255105   13036      167889   SH          DEFINED   01       161746  327   581
                                   A
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XL CAP LTD                         CL              G98255105   963        12400    SH          DEFINED   02       12400   0     0
                                   A
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XL CAP LTD                         CL              G98255105   10871      140000   SH          DEFINED   09       140000  0     0
                                   A
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XM SATELLITE RADIO HLDGS INC       CL              983759101   5455       145000   SH          DEFINED   09       145000  0     0
                                   A
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XTO ENERGY INC                     COM             98385X106   4122       116500   SH          DEFINED   09       116500  0     0
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XYRATEX LTD                        COM             G98268108   11604      704100   SH          DEFINED   09       704100  0     0
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YAHOO INC                          COM             984332106   8772       232800   SH          DEFINED   09       232800  0     0
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YARA INTL ASA SPONSORED ADR        COMMON          984851204   0.645      49       SH          DEFINED   01       49      0     0
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YELLOW ROADWAY CORP                COM             985577105   4657       83600    SH          DEFINED   09       83600   0     0
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YORK INTL CORP NEW                 COM             986670107   242        7000     SH          DEFINED   02       7000    0     0
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YUM BRANDS INC                     COM             988498101   8389       177800   SH          DEFINED   09       177800  0     0
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ZEBRA TECHNOLOGIES CORP            CL              989207105   5980       106250   SH          DEFINED   09       106250  0     0
                                   A
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ZIMMER HLDGS INC                   COM             98956P102   94         1164     SH          DEFINED   01       1164    0     0
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ZIMMER HLDGS INC                   COM             98956P102   2404       30000    SH          DEFINED   21       30000   0     0
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ZIPREALTY INC                      COM             98974V107   390        21800    SH          DEFINED   01       21800   0     0
-----------------------------------------------------------------------------------------------------------------------------------
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ZIPREALTY INC                      COM             98974V107   5961       333600   SH          DEFINED   09       333600  0     0
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ZOLL MED CORP                      COM             989922109   213        6200     SH          DEFINED   01       6200    0     0
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ZOLL MED CORP                      COM             989922109   224        6500     SH          DEFINED   09       6500    0     0
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