UNITED STATES
                       SECURITIES AND EXCHANGE COMMISSION
                             WASHINGTON, D.C. 20549

                                   FORM 13F

                              FORM 13F COVER PAGE

Report for the Calendar Year or Quarter Ended:  June 30, 2005

Check here if Amendment [   ]:  Amendment Number:  ___
  This Amendment (Check only one.):         [   ] is a restatement.
                                            [   ] adds new holdings entries.

Institutional Investment Manager Filing this Report:

Name:      AMVESCAP PLC
Address:   11 Devonshire Square
           London EC2M  4YR England

Form 13F File Number 28-11246

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

Person Signing this Report on Behalf of Reporting Manager:

Name:     Erick Holt
Title:    Group Compliance Officer
Phone:    404-479-2920

Signature, Place, and Date of Signing:

   /s/Erick Holt              Atlanta, GA.            8/15/05          
  ----------------         -------------------       ---------
      Signature]             [City, State]            [Date]

Report Type (Check only one.):

[    ] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting
       manager are reported in this report.)

[    ] 13F NOTICE. (Check here if no holdings reported are in this report,
       and all holdings are reported by other reporting manager(s).)

[  X ] 13F COMBINATION REPORT. (Check here if a portion of the holdings
         for this reporting manager are reported in this report and a portion
         are reported by other reporting manager(s).)


List of Other Managers Reporting for this Manager:
[If there are no entries in this list, omit this section.]

         Form 13F File Number               Name
         28-_________________               _____________________________
         [Repeat as necessary.]



                             FORM 13F SUMMARY PAGE



Report Summary:



Number of Other Included Managers:                 25

Form 13F Information Table Entry Total:        11,423

Form 13F Information Table Value Total:   118,618,505
                                          (thousands)



List of Other Included Managers:



Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.


[If there are no entries in this list, state "NONE" and omit the column
headings and list entries.]

US registered IAs with Portia Legal Unit abbrev:    

6/30/2005    3/31/2005
---------    ---------
    A        A            AMVESCAP PLC
    1        1AIM         AIM Advisors, Inc. - US
    2        2ACM         AIM Capital Management, Inc. - US
    3        3AFMI        AIM Funds Management, Inc. - US
    4        4APAM        AIM Private Asset Management, Inc.  - US
    5        5ANTC        AMVESCAP National Trust Company - US
   na        6ATWM1       Atlantic Trust ATWM1 merged into ATWM2 
                            effective 4/30/05.
    6        7ATWM2       Atlantic Trust Company, N.A. - US
    7        8IAL         INVESCO Asia Limited - Hong Kong, R.O.C.
    8        9IACMCBH     INVESCO Asset Management GmbH - Germany
    9       10IAML        INVESCO Asset Management Limited - England
   10       11IF          INVESCO Asset Management, S.A. - France
   11       12IV          INVESCO Asset Management Osterreich GmbH - Germany
   12       13IGNA        INVESCO Global Asset Management (N.A.), Inc. - US
   13       14IGTMC       INVESCO GT Management Company S.A. - Luxembourg
   14       15IGTM        INVESCO GT Management S.A. - Luxembourg
   15       16IINA        INVESCO Institutional (N.A.), Inc.  - US
   16       17II          INVESCO Italia SGR SpA - Italy
   17       18IMIM        INVESCO Maximum Income Management S.A. - Luxembourg
   18       19IPC         INVESCO Private Capital, Inc. - US
   19       20ISSM        INVESCO Senior Secured Management, Inc. - US
   20       21ITL         INVESCO Taiwan Limited - Taiwan, R.O.C.
   21       22IAMJ        INVESCO Asset Management (Japan) Limited - Japan
   22       23IAMI        INVESCO Asset Management Ireland Limited - Ireland
   23       24KHE         INVESCO Kapitalanlagegesellschaft GmbH - Germany 
   24       25STEIN ROE   Stein Roe Investment Counsel, Inc. - US



                           FORM 13F INFORMATION TABLE



         COLUMN 1                COLUMN 2  COLUMN 3    COLUMN 4       COLUMN 5         COLUMN 6   COLUMN 7           COLUMN 8
-------------------------        --------  ---------   --------  -------------------  ----------  --------  -----------------------
                                 TITLE OF               VALUE     SHRS OR  SH/ PUT/  INVESTMENT   OTHER        VOTING AUTHORITY
     NAME OF ISSUER               CLASS      CUSIP     (X$1000)   PRN AMT  PRN CALL  DISCRETION  MANAGERS     SOLE  SHARED NONE
-------------------------        --------  ---------   --------  --------- --------  ----------  --------   -----------------------
                                                                                         


AAR CORP                         COMMON    000361105         19       1200  SH       DEFINED     15            1200     0         0
AAR CORP                         COMMON    000361105         47       3000  SH       DEFINED     5,15          3000     0         0
AAR CORP                         COMMON    000361105         32       2050  SH       DEFINED     6              450   550      1050
ABB LTD-SPON ADR                 COMMON    000375204          6       1000  SH       DEFINED     24               0     0      1000
ABC BANCORP                      COMMON    000400101        531      29360  SH       DEFINED     15           16760     0     12600
ABC BANCORP                      COMMON    000400101         11        600  SH       DEFINED     15,14          600     0         0
ABC BANCORP                      COMMON    000400101        186      10280  SH       DEFINED     5,15         10280     0         0
ADC TELECOMMUNICATIONS INC       COMMON    000886309      12897     592427  SH       DEFINED     1           592427     0         0
ADC TELECOMMUNICATIONS INC       COMMON    000886309       3871     177812  SH       DEFINED     15          145312     0     24200
ADC TELECOMMUNICATIONS INC       COMMON    000886309        120       5500  SH       DEFINED     15,8          5500     0         0
ADC TELECOMMUNICATIONS INC       COMMON    000886309       1515      69600  SH       DEFINED     2            57200     0     12400
ADC TELECOMMUNICATIONS INC       COMMON    000886309         10        471  SH       DEFINED     24               0     0       471
ADC TELECOMMUNICATIONS INC       COMMON    000886309         28       1300  SH       DEFINED     5,15          1300     0         0
ACM INCOME FUND INC CF           COMMON    000912105         34       4105  SH       DEFINED     24               0     0      4105
ABN AMRO HOLDING NV ADR          COMMON    000937102      20799     847885  SH       DEFINED     12          814925     0     32960
ABN AMRO HOLDING NV ADR          COMMON    000937102      28982    1181479  SH       DEFINED     15         1153192     0     28287
ABN AMRO HOLDING NV ADR          COMMON    000937102          3        130  SH       DEFINED     24               0     0       130
ABN AMRO HOLDING NV ADR          COMMON    000937102          0          7  SH       DEFINED     6                7     0         0
AES TRUST VII CVT PFD 6.0        CONVERT   00103V305       9152     189190  SH       DEFINED     1           189190     0         0
AES TRUST VII CVT PFD 6.0        CONVERT   00103V305         96       1985  SH       DEFINED     2,22          1985     0         0
AEW REAL ESTATE INCOME FUND CF   COMMON    00104H107       1880     100000  SH       DEFINED     15          100000     0         0
AFLAC INC                        COMMON    001055102         36        835  SH       DEFINED     15               0     0       835
AFLAC INC                        COMMON    001055102       2189      50576  SH       DEFINED     15           50531     0        45
AFLAC INC                        COMMON    001055102        978      22607  SH       DEFINED     23           22607     0         0
AFLAC INC                        COMMON    001055102      22463     519013  SH       DEFINED     24          100730     0    418283
AFLAC INC                        COMMON    001055102          0          0  SH       DEFINED     4                0     0         0
AFLAC INC                        COMMON    001055102      11111     256727  SH       DEFINED     6           256727     0         0
AFLAC INC                        COMMON    001055102        762      17608  SH       DEFINED     8            17608     0         0
AGCO CORP                        COMMON    001084102      47610    2490075  SH       DEFINED     9          2490075     0         0
AGCO CORP                        COMMON    001084102       1516      79300  SH       DEFINED     9,22         79300     0         0
AGL RESOURCES INC                COMMON    001204106        309       8000  SH       DEFINED     6             6000  2000         0
AES CORPORATION                  COMMON    00130H105        166      10160  SH       DEFINED     15           10160     0         0
AES CORPORATION                  COMMON    00130H105        450      27500  SH       DEFINED     9            27500     0         0
AES CORPORATION                  COMMON    00130H105       8357     510200  SH       DEFINED     9,15        510200     0         0
AES CORPORATION                  COMMON    00130H105        213      13000  SH       DEFINED     11,8         13000     0         0
AES CORPORATION                  COMMON    00130H105      44111    2693002  SH       DEFINED     15         2473902     0    197700
AES CORPORATION                  COMMON    00130H105        695      42400  SH       DEFINED     15,14        42400     0         0
AES CORPORATION                  COMMON    00130H105       1666     101700  SH       DEFINED     15,8        101700     0         0
AES CORPORATION                  COMMON    00130H105        495      30239  SH       DEFINED     23           30239     0         0
AES CORPORATION                  COMMON    00130H105        182      11116  SH       DEFINED     24            1500     0      9616
AES CORPORATION                  COMMON    00130H105       1559      95200  SH       DEFINED     5,15         95200     0         0
AES CORPORATION                  COMMON    00130H105         47       2847  SH       DEFINED     6             2847     0         0
AES CORPORATION                  COMMON    00130H105        904      55213  SH       DEFINED     8            55213     0         0
AES CORPORATION                  COMMON    00130H105        185      11300  SH       DEFINED     8,13         11300     0         0
AES CORPORATION CVT(AES) 4.5 0   CONVERT   00130HAN5         60      60000  SH       DEFINED     24               0     0     60000
AK STEEL HOLDING CORP            COMMON    001547108         87      13600  SH       DEFINED     15           13600     0         0
AMB PROPERTY CORP                COMMON    00163T109        291       6700  SH       DEFINED     15            6700     0         0
AMB PROPERTY CORP                COMMON    00163T109      29858     687489  SH       DEFINED     15          504989     0    171800
AMB PROPERTY CORP                COMMON    00163T109       1711      39400  SH       DEFINED     5,15         39400     0         0
AMLI RESIDENTIAL PROPERTIES      COMMON    001735109       7137     228300  SH       DEFINED     15          194100     0     34200
AMN HEALTHCARE SERVICE           COMMON    001744101       5068     337200  SH       DEFINED     15          202200     0    135000
AMN HEALTHCARE SERVICE           COMMON    001744101         95       6300  SH       DEFINED     15,14         6300     0         0
AMN HEALTHCARE SERVICE           COMMON    001744101       1312      87300  SH       DEFINED     5,15         87300     0         0
AMR CORP/DEL                     COMMON    001765106         48       4000  SH       DEFINED     6             4000     0         0
ATI TECHNOLOGIES INC             COMMON    001941103      21215    1790300  SH       DEFINED     1          1173600     0    616700
ATI TECHNOLOGIES INC             COMMON    001941103       1388     117100  SH       DEFINED     9,15        117100     0         0
ATI TECHNOLOGIES INC             COMMON    001941103        410      34573  SH       DEFINED     12           34573     0         0
ATI TECHNOLOGIES INC             COMMON    001941103        143      12102  SH       DEFINED     12,14        12102     0         0
ATI TECHNOLOGIES INC             COMMON    001941103       7087     598081  SH       DEFINED     15          579156     0     18925
ATI TECHNOLOGIES INC             COMMON    001941103       1029      86800  SH       DEFINED     2            71100     0     15700
ATI TECHNOLOGIES INC             COMMON    001941103        711      60000  SH       DEFINED     20           60000     0         0
ATI TECHNOLOGIES INC             COMMON    001941103        346      29200  SH       DEFINED     5,15             0     0     29200
ATI TECHNOLOGIES INC             COMMON    001941103         97       8236  SH       DEFINED     8             8236     0         0
AT&T CORP                        COMMON    001957505        102       5340  SH       DEFINED     15            5340     0         0
AT&T CORP                        COMMON    001957505       1754      92100  SH       DEFINED     9            92100     0         0
AT&T CORP                        COMMON    001957505       3545     186200  SH       DEFINED     9,15        186200     0         0
AT&T CORP                        COMMON    001957505        809      42500  SH       DEFINED     12           42500     0         0
AT&T CORP                        COMMON    001957505        265      13925  SH       DEFINED     12,14        13925     0         0
AT&T CORP                        COMMON    001957505      22505    1181987  SH       DEFINED     15         1142219     0     36758
AT&T CORP                        COMMON    001957505        889      46700  SH       DEFINED     15,8         46700     0         0
AT&T CORP                        COMMON    001957505        128       6700  SH       DEFINED     23            6700     0         0
AT&T CORP                        COMMON    001957505         51       2657  SH       DEFINED     24             461     0      2196
AT&T CORP                        COMMON    001957505        489      25695  SH       DEFINED     5,15             0     0     25695
AT&T CORP                        COMMON    001957505         26       1379  SH       DEFINED     6             1379     0         0
AT&T CORP                        COMMON    001957505        530      27836  SH       DEFINED     8            27836     0         0
ATMI INC                         COMMON    00207R101      21697     747900  SH       DEFINED     1           747900     0         0
ATMI INC                         COMMON    00207R101       1329      45800  SH       DEFINED     15,22        45800     0         0
ATMI INC                         COMMON    00207R101        740      25500  SH       DEFINED     20           25500     0         0
ATMI INC                         COMMON    00207R101         80       2770  SH       DEFINED     24             160     0      2610
ATMI INC                         COMMON    00207R101       7954     274195  SH       DEFINED     6           274195     0         0
ATS MEDICAL INC                  COMMON    002083103       4241    1215100  SH       DEFINED     1          1215100     0         0
ATS MEDICAL INC                  COMMON    002083103        644     184600  SH       DEFINED     15,22       184600     0         0
ATS MEDICAL INC                  COMMON    002083103        252      72100  SH       DEFINED     2            72100     0         0
AU OPTRONICS CORP ADR            COMMON    002255107       1657      97800  SH       DEFINED     15           97800     0         0
AU OPTRONICS CORP ADR            COMMON    002255107          0          0  SH       DEFINED     4                0     0         0
AU OPTRONICS CORP ADR            COMMON    002255107       4904     289500  SH       DEFINED     5,12        289500     0         0
AARON RENTS INC                  COMMON    002535201        283      11352  SH       DEFINED     6            11352     0         0
AARON RENTS INC-CL A             COMMON    002535300        119       5230  SH       DEFINED     6             5230     0         0
AAMES INVESTMENT CORP            COMMON    00253G108      28506    2932700  SH       DEFINED     1          2932700     0         0
AAMES INVESTMENT CORP            COMMON    00253G108        339      34900  SH       DEFINED     15               0     0     34900
AAMES INVESTMENT CORP            COMMON    00253G108       2105     216600  SH       DEFINED     2           176000     0     40600
ABBOTT LABORATORIES              COMMON    002824100      27568     562500  SH       DEFINED     1           562500     0         0
ABBOTT LABORATORIES              COMMON    002824100        412       8400  SH       DEFINED     9             8400     0         0



                                                                                         
ABBOTT LABORATORIES              COMMON    002824100       5831     118980  SH       DEFINED     9,15        118980     0         0
ABBOTT LABORATORIES              COMMON    002824100      91518    1867336  SH       DEFINED     15         1411186     0    451880
ABBOTT LABORATORIES              COMMON    002824100        637      13000  SH       DEFINED     15,14        13000     0         0
ABBOTT LABORATORIES              COMMON    002824100        972      19840  SH       DEFINED     15,22        19840     0         0
ABBOTT LABORATORIES              COMMON    002824100       4499      91800  SH       DEFINED     15,8         91800     0         0
ABBOTT LABORATORIES              COMMON    002824100        556      11343  SH       DEFINED     23           11343     0         0
ABBOTT LABORATORIES              COMMON    002824100      27561     562354  SH       DEFINED     24           70376     0    491978
ABBOTT LABORATORIES              COMMON    002824100      23331     476040  SH       DEFINED     3           476040     0         0
ABBOTT LABORATORIES              COMMON    002824100          0          1  SH       DEFINED     4                1     0         0
ABBOTT LABORATORIES              COMMON    002824100       2593      52910  SH       DEFINED     5,15         45400     0      7510
ABBOTT LABORATORIES              COMMON    002824100       7058     144017  SH       DEFINED     6           144017     0         0
ABBOTT LABORATORIES              COMMON    002824100       2719      55478  SH       DEFINED     8            55478     0         0
ABBOTT LABORATORIES              COMMON    002824100         27        543  SH       DEFINED     8,10           543     0         0
ABER DIAMOND CORP                COMMON    002893105       4286     140000  SH       DEFINED     1           140000     0         0
ABERCROMBIE & FITCH CO CL A      COMMON    002896207      70726    1029490  SH       DEFINED     1          1029490     0         0
ABERCROMBIE & FITCH CO CL A      COMMON    002896207      34350     500000  SH       DEFINED     1,2         500000     0         0
ABERCROMBIE & FITCH CO CL A      COMMON    002896207       1195      17400  SH       DEFINED     9            17400     0         0
ABERCROMBIE & FITCH CO CL A      COMMON    002896207         82       1200  SH       DEFINED     9,7           1200     0         0
ABERCROMBIE & FITCH CO CL A      COMMON    002896207      10714     155950  SH       DEFINED     9,15        155950     0         0
ABERCROMBIE & FITCH CO CL A      COMMON    002896207        660       9600  SH       DEFINED     11,8          9600     0         0
ABERCROMBIE & FITCH CO CL A      COMMON    002896207      59850     871186  SH       DEFINED     15          764986     0     91100
ABERCROMBIE & FITCH CO CL A      COMMON    002896207        907      13200  SH       DEFINED     15,14        13200     0         0
ABERCROMBIE & FITCH CO CL A      COMMON    002896207       2212      32200  SH       DEFINED     15,8         32200     0         0
ABERCROMBIE & FITCH CO CL A      COMMON    002896207      14108     205350  SH       DEFINED     2           196850     0      8500
ABERCROMBIE & FITCH CO CL A      COMMON    002896207       1872      27244  SH       DEFINED     23           27244     0         0
ABERCROMBIE & FITCH CO CL A      COMMON    002896207         65        941  SH       DEFINED     4              941     0         0
ABERCROMBIE & FITCH CO CL A      COMMON    002896207       2514      36600  SH       DEFINED     5,15         36600     0         0
ABERCROMBIE & FITCH CO CL A      COMMON    002896207       2995      43593  SH       DEFINED     8            43593     0         0
ABERCROMBIE & FITCH CO CL A      COMMON    002896207         87       1273  SH       DEFINED     8,10          1273     0         0
ABERCROMBIE & FITCH CO CL A      COMMON    002896207        563       8189  SH       DEFINED     8,13          8189     0         0
ABGENIX INC                      COMMON    00339B107       2731     318300  SH       DEFINED     1           318300     0         0
ABGENIX INC                      COMMON    00339B107         39       4600  SH       DEFINED     11,2          4600     0         0
ABGENIX INC                      COMMON    00339B107       1615     188200  SH       DEFINED     15           96600     0     91600
ABGENIX INC                      COMMON    00339B107         37       4300  SH       DEFINED     15,14         4300     0         0
ABGENIX INC                      COMMON    00339B107        369      43000  SH       DEFINED     15,22        43000     0         0
ABGENIX INC                      COMMON    00339B107        152      17700  SH       DEFINED     2            17700     0         0
ABGENIX INC                      COMMON    00339B107        192      22400  SH       DEFINED     5,15         22400     0         0
ABIOMED INC                      COMMON    003654100          1        130  SH       DEFINED     6              130     0         0
ABLE LABORATORIES INC            COMMON    00371N407       2548     732200  SH       DEFINED     1           732200     0         0
ABLE LABORATORIES INC            COMMON    00371N407       1372     394200  SH       DEFINED     1,3         394200     0         0
ABLE LABORATORIES INC            COMMON    00371N407        465     133600  SH       DEFINED     9,2         133600     0         0
ABLE LABORATORIES INC            COMMON    00371N407        324      93100  SH       DEFINED     15,22        93100     0         0
ABLE LABORATORIES INC            COMMON    00371N407        136      39200  SH       DEFINED     2            39200     0         0
ABITIBI-CONSOLIDATED INC         COMMON    003924107          2        360  SH       DEFINED     6              360     0         0
ABITIBI-CONSOLIDATED INC         COMMON    003924107        102      22933  SH       DEFINED     8            22933     0         0
ACADIA REALTY TRUST              COMMON    004239109       3062     164200  SH       DEFINED     15          102100     0     62100
ACADIA REALTY TRUST              COMMON    004239109         54       2900  SH       DEFINED     15,14         2900     0         0
ACADIA REALTY TRUST              COMMON    004239109        781      41900  SH       DEFINED     5,15         41900     0         0
ACCREDITED HOME LENDERS          COMMON    00437P107       5108     116100  SH       DEFINED     15           65100     0     51000
ACCREDITED HOME LENDERS          COMMON    00437P107        106       2400  SH       DEFINED     15,14         2400     0         0
ACCREDITED HOME LENDERS          COMMON    00437P107       1047      23800  SH       DEFINED     5,15         23800     0         0
ACCREDO HEALTH INC               COMMON    00437V104        104       2300  SH       DEFINED     15            2300     0         0
ACE CASH EXPRESS INC             COMMON    004403101       2134      83500  SH       DEFINED     1            83500     0         0
ACTIVISION INC                   COMMON    004930202      16631    1006732  SH       DEFINED     1          1006732     0         0
ACTIVISION INC                   COMMON    004930202          0          1  SH       DEFINED     15               0     0         0
ACTIVISION INC                   COMMON    004930202       1790     108333  SH       DEFINED     15,22       108333     0         0
ACTIVISION INC                   COMMON    004930202        213      12900  SH       DEFINED     20           12900     0         0
ACTIVISION INC                   COMMON    004930202         10        588  SH       DEFINED     24               0     0       588
ACTIVISION INC                   COMMON    004930202       1487      90000  SH       DEFINED     3            90000     0         0
ACTIVISION INC                   COMMON    004930202         62       3783  SH       DEFINED     6              858  1025      1900
ACTEL CORP                       COMMON    004934105         28       2000  SH       DEFINED     15            2000     0         0
ACTEL CORP                       COMMON    004934105         68       4900  SH       DEFINED     5,15          4900     0         0
ACTUANT CORP CL A                COMMON    00508X203      10504     219100  SH       DEFINED     1           219100     0         0
ACTUANT CORP CL A                COMMON    00508X203       3207      66900  SH       DEFINED     2            66900     0         0
ACUITY BRANDS INC                COMMON    00508Y102         21        809  SH       DEFINED     6              809     0         0
ACXIOM CORP                      COMMON    005125109        109       5200  SH       DEFINED     15            5200     0         0
ADA-ES INC                       COMMON    005208103         30       2000  SH       DEFINED     24               0     0      2000
ADAMS EXPRESS COMPANY CF         COMMON    006212104          8        628  SH       DEFINED     6              628     0         0
ADEZA BIOMEDICAL CORP            COMMON    006864102       6237     367300  SH       DEFINED     9           367300     0         0
ADEZA BIOMEDICAL CORP            COMMON    006864102       1258      74100  SH       DEFINED     9,22         74100     0         0
ADMINISTAFF INC                  COMMON    007094105        672      28300  SH       DEFINED     1            28300     0         0
ADMINISTAFF INC                  COMMON    007094105       3571     150300  SH       DEFINED     15           84700     0     65600
ADMINISTAFF INC                  COMMON    007094105         71       3000  SH       DEFINED     15,14         3000     0         0
ADMINISTAFF INC                  COMMON    007094105        748      31500  SH       DEFINED     5,15         31500     0         0
ADOBE SYSTEMS INC                COMMON    00724F101      45674    1596430  SH       DEFINED     1          1596430     0         0
ADOBE SYSTEMS INC                COMMON    00724F101      27145     948800  SH       DEFINED     1,2         948800     0         0
ADOBE SYSTEMS INC                COMMON    00724F101       9135     319300  SH       DEFINED     1,3         319300     0         0
ADOBE SYSTEMS INC                COMMON    00724F101        169       5900  SH       DEFINED     9,7           5900     0         0
ADOBE SYSTEMS INC                COMMON    00724F101        171       5970  SH       DEFINED     9,15          5970     0         0
ADOBE SYSTEMS INC                COMMON    00724F101       3096     108200  SH       DEFINED     9,2         108200     0         0
ADOBE SYSTEMS INC                COMMON    00724F101       1359      47490  SH       DEFINED     15           47490     0         0
ADOBE SYSTEMS INC                COMMON    00724F101      11442     399940  SH       DEFINED     2           399940     0         0
ADOBE SYSTEMS INC                COMMON    00724F101       1546      54054  SH       DEFINED     23           54054     0         0
ADOBE SYSTEMS INC                COMMON    00724F101       1771      61900  SH       DEFINED     24               0     0     61900
ADOBE SYSTEMS INC                COMMON    00724F101         49       1729  SH       DEFINED     4             1729     0         0
ADOBE SYSTEMS INC                COMMON    00724F101         70       2433  SH       DEFINED     6             2433     0         0
ADOBE SYSTEMS INC                COMMON    00724F101        508      17760  SH       DEFINED     8            17760     0         0
ADTRAN INC                       COMMON    00738A106      19202     776480  SH       DEFINED     1           776480     0         0
ADTRAN INC                       COMMON    00738A106       1140      46100  SH       DEFINED     15           24900     0     21200
ADTRAN INC                       COMMON    00738A106         25       1000  SH       DEFINED     15,14         1000     0         0
ADTRAN INC                       COMMON    00738A106       2087      84400  SH       DEFINED     15,22        84400     0         0
ADTRAN INC                       COMMON    00738A106        275      11100  SH       DEFINED     5,15         11100     0         0
ADVANCE DISPLAY TECH INC         COMMON    007422306          0         80  SH       DEFINED     6               80     0         0



                                                                                         
ADVANCE AUTO PARTS               COMMON    00751Y106      45495     704800  SH       DEFINED     1           704800     0         0
ADVANCE AUTO PARTS               COMMON    00751Y106        426       6600  SH       DEFINED     15               0     0      6600
ADVANCE AUTO PARTS               COMMON    00751Y106       2776      43000  SH       DEFINED     2            35000     0      8000
ADVANCE AUTO PARTS               COMMON    00751Y106       1097      17000  SH       DEFINED     23           17000     0         0
ADVANCE AUTO PARTS               COMMON    00751Y106        128       1980  SH       DEFINED     24              80     0      1900
ADVANCE AUTO PARTS               COMMON    00751Y106       8885     137646  SH       DEFINED     6           137646     0         0
ADVANCED MAGNETICS INC           COMMON    00753P103         25       2200  SH       DEFINED     24               0     0      2200
ADVO INC                         COMMON    007585102        382      12000  SH       DEFINED     3            12000     0         0
ADVO INC                         COMMON    007585102      12910     405350  SH       DEFINED     3           405350     0         0
ADVO INC                         COMMON    007585102         45       1425  SH       DEFINED     6             1425     0         0
ADVISORY BOARD CO/ THE           COMMON    00762W107       9756     200000  SH       DEFINED     1           200000     0         0
ADVISORY BOARD CO/ THE           COMMON    00762W107       3127      64100  SH       DEFINED     2            64100     0         0
ADVANCED MEDICAL OPTICS          COMMON    00763M108      33330     838500  SH       DEFINED     1           838500     0         0
ADVANCED MEDICAL OPTICS          COMMON    00763M108        505      12700  SH       DEFINED     11,2         12700     0         0
ADVANCED MEDICAL OPTICS          COMMON    00763M108        123       3100  SH       DEFINED     15            3100     0         0
ADVANCED MEDICAL OPTICS          COMMON    00763M108        779      19600  SH       DEFINED     15,22        19600     0         0
ADVANCED MEDICAL OPTICS          COMMON    00763M108       1371      34500  SH       DEFINED     2            34500     0         0
ADVANCED MEDICAL OPTICS          COMMON    00763M108       2981      75000  SH       DEFINED     3            75000     0         0
ADVANCED MEDICAL OPTICS          COMMON    00763M108          3         66  SH       DEFINED     6               66     0         0
AEROFLEX INC                     COMMON    007768104       5844     695720  SH       DEFINED     1           695720     0         0
AEROFLEX INC                     COMMON    007768104         65       7700  SH       DEFINED     6             1800     0      5900
AEROPOSTALE INC                  COMMON    007865108      31646     941850  SH       DEFINED     1           941850     0         0
AEROPOSTALE INC                  COMMON    007865108       1240      36900  SH       DEFINED     15           31900     0      3100
AEROPOSTALE INC                  COMMON    007865108       6201     184550  SH       DEFINED     2           184550     0         0
AEROPOSTALE INC                  COMMON    007865108         10        300  SH       DEFINED     5,15           300     0         0
ADVANCED MICRO DEVICES           COMMON    007903107        664      38292  SH       DEFINED     15           38292     0         0
ADVANCED MICRO DEVICES           COMMON    007903107         37       2105  SH       DEFINED     24               0     0      2105
ADVANCED MICRO DEVICES           COMMON    007903107         16        930  SH       DEFINED     6              930     0         0
ADVANCED MICRO DEVICES           COMMON    007903107        120       6949  SH       DEFINED     8             6949     0         0
AEGON NV AMER REG SHR            COMMON    007924103      12454     967665  SH       DEFINED     12          916475     0     51190
AEGON NV AMER REG SHR            COMMON    007924103      46430    3607607  SH       DEFINED     15         3492577     0    115030
AEGON NV AMER REG SHR            COMMON    007924103        374      29059  SH       DEFINED     4            29059     0         0
AEGON NV AMER REG SHR            COMMON    007924103       1118      86871  SH       DEFINED     6            86871     0         0
ADVANTA CORP CL B                COMMON    007942204         45       1600  SH       DEFINED     6                0   550      1050
AES TRUST III CVT PFD 6.75       CONVERT   00808N202         48       1000  SH       DEFINED     24               0     0      1000
AETNA US HEALTHCARE INC -NEW     COMMON    00817Y108     155832    1881572  SH       DEFINED     1          1881572     0         0
AETNA US HEALTHCARE INC -NEW     COMMON    00817Y108     130591    1576800  SH       DEFINED     1,2        1576800     0         0
AETNA US HEALTHCARE INC -NEW     COMMON    00817Y108       3992      48200  SH       DEFINED     1,3          48200     0         0
AETNA US HEALTHCARE INC -NEW     COMMON    00817Y108       1085      13100  SH       DEFINED     9            13100     0         0
AETNA US HEALTHCARE INC -NEW     COMMON    00817Y108         41        500  SH       DEFINED     9,7            500     0         0
AETNA US HEALTHCARE INC -NEW     COMMON    00817Y108      12009     145000  SH       DEFINED     9,15        145000     0         0
AETNA US HEALTHCARE INC -NEW     COMMON    00817Y108       1350      16300  SH       DEFINED     9,2          16300     0         0
AETNA US HEALTHCARE INC -NEW     COMMON    00817Y108      44449     536693  SH       DEFINED     15          488193     0     48500
AETNA US HEALTHCARE INC -NEW     COMMON    00817Y108        911      11000  SH       DEFINED     15,14        11000     0         0
AETNA US HEALTHCARE INC -NEW     COMMON    00817Y108       1383      16700  SH       DEFINED     15,22        16700     0         0
AETNA US HEALTHCARE INC -NEW     COMMON    00817Y108       1333      16100  SH       DEFINED     15,8         16100     0         0
AETNA US HEALTHCARE INC -NEW     COMMON    00817Y108      21715     262190  SH       DEFINED     2           262190     0         0
AETNA US HEALTHCARE INC -NEW     COMMON    00817Y108       1494      18036  SH       DEFINED     23           18036     0         0
AETNA US HEALTHCARE INC -NEW     COMMON    00817Y108       1219      14717  SH       DEFINED     24            6803     0      7914
AETNA US HEALTHCARE INC -NEW     COMMON    00817Y108        118       1419  SH       DEFINED     4             1419     0         0
AETNA US HEALTHCARE INC -NEW     COMMON    00817Y108       2385      28800  SH       DEFINED     5,15         28800     0         0
AETNA US HEALTHCARE INC -NEW     COMMON    00817Y108      22661     273623  SH       DEFINED     6           273623     0         0
AETNA US HEALTHCARE INC -NEW     COMMON    00817Y108        895      10810  SH       DEFINED     8            10810     0         0
AFFILIATED COMPUTER SVCS CL A    COMMON    008190100      31207     610700  SH       DEFINED     1           610700     0         0
AFFILIATED COMPUTER SVCS CL A    COMMON    008190100       7575     148245  SH       DEFINED     15          146300     0      1945
AFFILIATED COMPUTER SVCS CL A    COMMON    008190100       1140      22300  SH       DEFINED     2            22300     0         0
AFFILIATED COMPUTER SVCS CL A    COMMON    008190100      18611     364205  SH       DEFINED     24           48805     0    315400
AFFILIATED COMPUTER SVCS CL A    COMMON    008190100        361       7070  SH       DEFINED     5,15             0     0      7070
AFFILIATED COMPUTER SVCS CL A    COMMON    008190100      34610     677291  SH       DEFINED     6           677291     0         0
AFFILIATED MANAGERS GROUP        COMMON    008252108      38215     559275  SH       DEFINED     1           559275     0         0
AFFILIATED MANAGERS GROUP        COMMON    008252108       4314      63140  SH       DEFINED     2            63140     0         0
AFFYMETRIX INC                   COMMON    00826T108      13070     242400  SH       DEFINED     1           242400     0         0
AFFYMETRIX INC                   COMMON    00826T108      40855     757700  SH       DEFINED     15          675100     0     60500
AFFYMETRIX INC                   COMMON    00826T108       1008      18700  SH       DEFINED     15,8         18700     0         0
AFFYMETRIX INC                   COMMON    00826T108       4097      75980  SH       DEFINED     2            75980     0         0
AFFYMETRIX INC                   COMMON    00826T108          5        100  SH       DEFINED     24               0     0       100
AFFYMETRIX INC                   COMMON    00826T108        825      15300  SH       DEFINED     5,15         15300     0         0
AFFORDABLE RESIDENTIAL COMMU     COMMON    008273104        960      71900  SH       DEFINED     15           27100     0     44800
AFTERMARKET TECHNOLOGY CORP      COMMON    008318107         21       1200  SH       DEFINED     15            1200     0         0
AFTERMARKET TECHNOLOGY CORP      COMMON    008318107         52       3000  SH       DEFINED     5,15          3000     0         0
AGERE SYSTEMS INC                COMMON    00845V308          0         12  SH       DEFINED     15              12     0         0
AGERE SYSTEMS INC                COMMON    00845V308         69       5728  SH       DEFINED     18               0     0      5728
AGERE SYSTEMS INC                COMMON    00845V308          1         78  SH       DEFINED     24               0     0        78
AGERE SYSTEMS INC                COMMON    00845V308          1         98  SH       DEFINED     6               98     0         0
AGILENT TECHNOLOGIES INC         COMMON    00846U101      45939    1995600  SH       DEFINED     1          1995600     0         0
AGILENT TECHNOLOGIES INC         COMMON    00846U101        127       5500  SH       DEFINED     1,3           5500     0         0
AGILENT TECHNOLOGIES INC         COMMON    00846U101       1772      76988  SH       DEFINED     15           76988     0         0
AGILENT TECHNOLOGIES INC         COMMON    00846U101       5317     230980  SH       DEFINED     2           230980     0         0
AGILENT TECHNOLOGIES INC         COMMON    00846U101        460      19965  SH       DEFINED     24               0     0     19965
AGILENT TECHNOLOGIES INC         COMMON    00846U101      25613    1112656  SH       DEFINED     4          1112656     0         0
AGILENT TECHNOLOGIES INC         COMMON    00846U101        235      10200  SH       DEFINED     5,2          10200     0         0
AGILENT TECHNOLOGIES INC         COMMON    00846U101        125       5438  SH       DEFINED     6             5438     0         0
AGILENT TECHNOLOGIES INC         COMMON    00846U101        341      14822  SH       DEFINED     8            14822     0         0
AGILENT TECH CVT(A) 3.0 12-1-2   CONVERT   00846UAB7          2       2000  SH       DEFINED     24               0     0      2000
AGILE SOFTWARE CORP DE           COMMON    00846X105         55       8652  SH       DEFINED     24            8652     0         0
AGNICO-EAGLE MINES LTD           COMMON    008474108       1260     100000  SH       DEFINED     1           100000     0         0
AGNICO-EAGLE MINES LTD           COMMON    008474108        277      22000  SH       DEFINED     2            22000     0         0
AGNICO-EAGLE MINES LTD           COMMON    008474108         13       1000  SH       DEFINED     24               0     0      1000
AGILYSYS INC                     COMMON    00847J105       6245     397800  SH       DEFINED     15          231900     0    165900
AGILYSYS INC                     COMMON    00847J105        122       7800  SH       DEFINED     15,14         7800     0         0
AGILYSYS INC                     COMMON    00847J105        124       7900  SH       DEFINED     24             500     0      7400
AGILYSYS INC                     COMMON    00847J105       1584     100900  SH       DEFINED     5,15        100900     0         0
AGREE REALTY CORP                COMMON    008492100         24        800  SH       DEFINED     15             800     0         0



                                                                                         
AGREE REALTY CORP                COMMON    008492100         61       2000  SH       DEFINED     5,15          2000     0         0
AIM SELECT REAL ESTATE INC (CO   COMMON    00888R107         20       1200  SH       DEFINED     24               0     0      1200
AIR PRODUCTS & CHEMICALS INC     COMMON    009158106      18759     311100  SH       DEFINED     1           311100     0         0
AIR PRODUCTS & CHEMICALS INC     COMMON    009158106      26827     444900  SH       DEFINED     1,2         444900     0         0
AIR PRODUCTS & CHEMICALS INC     COMMON    009158106        341       5650  SH       DEFINED     9,15          5650     0         0
AIR PRODUCTS & CHEMICALS INC     COMMON    009158106      49088     814061  SH       DEFINED     15          419003     0    391628
AIR PRODUCTS & CHEMICALS INC     COMMON    009158106       1301      21580  SH       DEFINED     15,22        21580     0         0
AIR PRODUCTS & CHEMICALS INC     COMMON    009158106      10115     167750  SH       DEFINED     2           167750     0         0
AIR PRODUCTS & CHEMICALS INC     COMMON    009158106        889      14737  SH       DEFINED     24            2645     0     12092
AIR PRODUCTS & CHEMICALS INC     COMMON    009158106        536       8890  SH       DEFINED     6             8890     0         0
AIR PRODUCTS & CHEMICALS INC     COMMON    009158106        478       7933  SH       DEFINED     8             7933     0         0
AIRGAS INC                       COMMON    009363102      17740     719100  SH       DEFINED     1           719100     0         0
AIRGAS INC                       COMMON    009363102        501      20300  SH       DEFINED     2            20300     0         0
AKAMAI TECHNOLOGIES              COMMON    00971T101      13709    1044093  SH       DEFINED     1          1044093     0         0
AKAMAI TECHNOLOGIES              COMMON    00971T101         67       5100  SH       DEFINED     15               0     0      5100
AKAMAI TECHNOLOGIES              COMMON    00971T101        876      66700  SH       DEFINED     15,22        66700     0         0
AKAMAI TECHNOLOGIES              COMMON    00971T101        445      33900  SH       DEFINED     2            27900     0      6000
AKAMAI TECHNOLOGIES              COMMON    00971T101        486      37000  SH       DEFINED     20           37000     0         0
AKAMAI TECHNOLOGIES              COMMON    00971T101         26       2000  SH       DEFINED     24               0     0      2000
AKZO NOBEL NV ADR                COMMON    010199305       2475      63000  SH       DEFINED     1            63000     0         0
AKZO NOBEL NV ADR                COMMON    010199305        629      16000  SH       DEFINED     15,22        16000     0         0
AKZO NOBEL NV ADR                COMMON    010199305         75       1900  SH       DEFINED     2             1900     0         0
ALABAMA NATIONAL BANCORPORATIO   COMMON    010317105       4131      63200  SH       DEFINED     1            63200     0         0
ALABAMA NATIONAL BANCORPORATIO   COMMON    010317105       8498     130000  SH       DEFINED     3           130000     0         0
ALAMOSA HOLDINGS INC             COMMON    011589108      17292    1244000  SH       DEFINED     1          1244000     0         0
ALAMOSA HOLDINGS INC             COMMON    011589108        841      60500  SH       DEFINED     15,22        60500     0         0
ALAMOSA HOLDINGS INC             COMMON    011589108       5499     395600  SH       DEFINED     2           395600     0         0
ALAMOSA HOLDINGS INC             COMMON    011589108        125       9000  SH       DEFINED     6             9000     0         0
ALAMOSA HLDGS CVP 7.5 07-31-13   CONVERT   011589207       7000       6782  SH       DEFINED     1             6782     0         0
ALAMOSA HLDGS CVP 7.5 07-31-13   CONVERT   011589207         53         51  SH       DEFINED     2,22            51     0         0
ALASKA AIR GROUP INC             COMMON    011659109       3710     124700  SH       DEFINED     15           69700     0     55000
ALASKA AIR GROUP INC             COMMON    011659109         77       2600  SH       DEFINED     15,14         2600     0         0
ALASKA AIR GROUP INC             COMMON    011659109       1059      35600  SH       DEFINED     5,15         35600     0         0
ALBANY MOLECULAR RESEARCH        COMMON    012423109       3468     247700  SH       DEFINED     15          131900     0    115800
ALBANY MOLECULAR RESEARCH        COMMON    012423109         76       5400  SH       DEFINED     15,14         5400     0         0
ALBANY MOLECULAR RESEARCH        COMMON    012423109        606      43300  SH       DEFINED     5,15         43300     0         0
ALBEMARLE CORP                   COMMON    012653101       5244     143800  SH       DEFINED     1           143800     0         0
ALBEMARLE CORP                   COMMON    012653101         69       1900  SH       DEFINED     15            1900     0         0
ALBEMARLE CORP                   COMMON    012653101          7        200  SH       DEFINED     6              200     0         0
ALBERTO CULVER CO CL B           COMMON    013068101        360       8299  SH       DEFINED     15            8299     0         0
ALBERTO CULVER CO CL B           COMMON    013068101        807      18616  SH       DEFINED     23           18616     0         0
ALBERTO CULVER CO CL B           COMMON    013068101        516      11901  SH       DEFINED     24           10050     0      1851
ALBERTO CULVER CO CL B           COMMON    013068101       3776      87134  SH       DEFINED     6            87134     0         0
ALBERTSON'S INC                  COMMON    013104104        155       7480  SH       DEFINED     15            7480     0         0
ALBERTSON'S INC                  COMMON    013104104      16616     803496  SH       DEFINED     15          719296     0     72900
ALBERTSON'S INC                  COMMON    013104104       2190     105900  SH       DEFINED     15,8        105900     0         0
ALBERTSON'S INC                  COMMON    013104104        747      36110  SH       DEFINED     23           36110     0         0
ALBERTSON'S INC                  COMMON    013104104        553      26755  SH       DEFINED     24           22405     0      4350
ALBERTSON'S INC                  COMMON    013104104        122       5900  SH       DEFINED     5,15          5900     0         0
ALBERTSON'S INC                  COMMON    013104104        357      17282  SH       DEFINED     8            17282     0         0
ALCAN INC                        COMMON    013716105         60       2000  SH       DEFINED     23            2000     0         0
ALCAN INC                        COMMON    013716105      82787    2757100  SH       DEFINED     3          2757100     0         0
ALCAN INC                        COMMON    013716105          9        300  SH       DEFINED     6              300     0         0
ALCAN INC                        COMMON    013716105        362      12056  SH       DEFINED     8            12056     0         0
ALCOA INC                        COMMON    013817101      89558    3427420  SH       DEFINED     1          2772920     0    654500
ALCOA INC                        COMMON    013817101      17018     651300  SH       DEFINED     1,2         651300     0         0
ALCOA INC                        COMMON    013817101       2995     114630  SH       DEFINED     9,15        114630     0         0
ALCOA INC                        COMMON    013817101        800      30600  SH       DEFINED     12           30600     0         0
ALCOA INC                        COMMON    013817101        293      11200  SH       DEFINED     12,14        11200     0         0
ALCOA INC                        COMMON    013817101      36698    1404432  SH       DEFINED     15          881191     0    515261
ALCOA INC                        COMMON    013817101        832      31830  SH       DEFINED     15,22        31830     0         0
ALCOA INC                        COMMON    013817101       6776     259300  SH       DEFINED     2           259300     0         0
ALCOA INC                        COMMON    013817101        180       6891  SH       DEFINED     24             550     0      6341
ALCOA INC                        COMMON    013817101         21        800  SH       DEFINED     4              800     0         0
ALCOA INC                        COMMON    013817101        499      19100  SH       DEFINED     5,15             0     0     19100
ALCOA INC                        COMMON    013817101        354      13558  SH       DEFINED     6            13558     0         0
ALCOA INC                        COMMON    013817101        131       5000  SH       DEFINED     7             5000     0         0
ALCOA INC                        COMMON    013817101        740      28309  SH       DEFINED     8            28309     0         0
ALDERWOODS GROUP INC             COMMON    014383103        420      29300  SH       DEFINED     3            29300     0         0
ALDERWOODS GROUP INC             COMMON    014383103       4661     324800  SH       DEFINED     15          205000     0    119800
ALDERWOODS GROUP INC             COMMON    014383103         80       5600  SH       DEFINED     15,14         5600     0         0
ALDERWOODS GROUP INC             COMMON    014383103      12937     901500  SH       DEFINED     3           901500     0         0
ALDERWOODS GROUP INC             COMMON    014383103       1066      74300  SH       DEFINED     5,15         74300     0         0
ALDERWOODS GROUP INC             COMMON    014383103         85       5900  SH       DEFINED     6             1300  1600      3000
ALEXANDER & BALDWIN INC          COMMON    014482103         70       1500  SH       DEFINED     24               0     0      1500
ALEXANDER'S INC                  COMMON    014752109         75        300  SH       DEFINED     15             300     0         0
ALEXANDER'S INC                  COMMON    014752109        174        700  SH       DEFINED     5,15           700     0         0
ALEXANDRIA REAL EST EQUITIES     COMMON    015271109       4018      54700  SH       DEFINED     1            54700     0         0
ALEXANDRIA REAL EST EQUITIES     COMMON    015271109      70479     959556  SH       DEFINED     15          732130     0    206726
ALEXANDRIA REAL EST EQUITIES     COMMON    015271109       5494      74800  SH       DEFINED     5,15         74800     0         0
ALIGN TECHNOLOGY INC             COMMON    016255101       1928     261600  SH       DEFINED     1           261600     0         0
ALIGN TECHNOLOGY INC             COMMON    016255101        155      21000  SH       DEFINED     24               0     0     21000
ALKERMES INC                     COMMON    01642T108         85       6400  SH       DEFINED     11,2          6400     0         0
ALLEGHENY ENERGY INC             COMMON    017361106        402      15923  SH       DEFINED     15           15923     0         0
ALLEGHENY ENERGY INC             COMMON    017361106         37       1475  SH       DEFINED     6              325   400       750
ALLEGHENY TECHNOLOGIES INC       COMMON    01741R102        191       8652  SH       DEFINED     15            8652     0         0
ALLEGHENY TECHNOLOGIES INC       COMMON    01741R102         15        702  SH       DEFINED     6              702     0         0
ALLERGAN INC                     COMMON    018490102      26271     308200  SH       DEFINED     1           308200     0         0
ALLERGAN INC                     COMMON    018490102       3495      41000  SH       DEFINED     1,3          41000     0         0
ALLERGAN INC                     COMMON    018490102       1185      13900  SH       DEFINED     9,2          13900     0         0
ALLERGAN INC                     COMMON    018490102       2900      34022  SH       DEFINED     15           32922     0      1100
ALLERGAN INC                     COMMON    018490102        776       9100  SH       DEFINED     15,8          9100     0         0
ALLERGAN INC                     COMMON    018490102       7211      84600  SH       DEFINED     2            84600     0         0



                                                                                         
ALLERGAN INC                     COMMON    018490102       1108      12995  SH       DEFINED     24            2900     0     10095
ALLERGAN INC                     COMMON    018490102        721       8460  SH       DEFINED     6             3360     0      5100
ALLERGAN INC CVT (AGN) 11-06-2   CONVERT   018490AE2       9763   10000000  SH       DEFINED     15         1475000     0   8525000
ALLETE INC                       COMMON    018522300         50       1001  SH       DEFINED     24               0     0      1001
ALLIANCE ATLANTIS COMM CL B      COMMON    01853E204      41906    1782300  SH       DEFINED     3          1782300     0         0
ALLIANCE CAPITAL MGMT HOLD       COMMON    01855A101      13910     297600  SH       DEFINED     1           297600     0         0
ALLIANCE CAPITAL MGMT HOLD       COMMON    01855A101        561      12000  SH       DEFINED     24           12000     0         0
ALLIANCE CAPITAL MGMT HOLD       COMMON    01855A101        112       2400  SH       DEFINED     6             2400     0         0
ALLIANCE DATA SYSTEMS CORP       COMMON    018581108     125075    3083700  SH       DEFINED     1          3083700     0         0
ALLIANCE DATA SYSTEMS CORP       COMMON    018581108      24336     600000  SH       DEFINED     1,2         600000     0         0
ALLIANCE DATA SYSTEMS CORP       COMMON    018581108        588      14508  SH       DEFINED     15               0     0     14508
ALLIANCE DATA SYSTEMS CORP       COMMON    018581108        799      19692  SH       DEFINED     18               0     0     19692
ALLIANCE DATA SYSTEMS CORP       COMMON    018581108       6137     151300  SH       DEFINED     2           134400     0     16900
ALLIANCE DATA SYSTEMS CORP       COMMON    018581108         82       2020  SH       DEFINED     24             120     0      1900
ALLIANCE DATA SYSTEMS CORP       COMMON    018581108       8112     200000  SH       DEFINED     3           200000     0         0
ALLIANCE DATA SYSTEMS CORP       COMMON    018581108          7        183  SH       DEFINED     4              183     0         0
ALLIANCE DATA SYSTEMS CORP       COMMON    018581108       8188     201883  SH       DEFINED     6           201883     0         0
ALLIANCE NEW YORK MUNI INC CF    COMMON    018714105         12        800  SH       DEFINED     24               0     0       800
ALLIANT ENERGY CORP              COMMON    018802108         15        550  SH       DEFINED     24               0     0       550
ALLIANT ENERGY CORP              COMMON    018802108          8        296  SH       DEFINED     6              296     0         0
ALLIANT TECHSYSTEMS INC          COMMON    018804104      24092     341250  SH       DEFINED     1           341250     0         0
ALLIANT TECHSYSTEMS INC          COMMON    018804104         32        450  SH       DEFINED     24               0     0       450
ALLIED CAPITAL CORP              COMMON    01903Q108         29       1000  SH       DEFINED     24               0     0      1000
ALLIED IRISH BANKS ADR           COMMON    019228402        996      23198  SH       DEFINED     4            23198     0         0
ALLIED WASTE INDUSTRIES INC      COMMON    019589308        208      26268  SH       DEFINED     15           26268     0         0
ALLMERICA FINANCIAL CORP         COMMON    019754100         70       1875  SH       DEFINED     6              425   500       950
ALLSTATE CORP                    COMMON    020002101      70353    1177460  SH       DEFINED     1          1177460     0         0
ALLSTATE CORP                    COMMON    020002101       2133      35700  SH       DEFINED     9            35700     0         0
ALLSTATE CORP                    COMMON    020002101      19547     327150  SH       DEFINED     9,15        327150     0         0
ALLSTATE CORP                    COMMON    020002101        185       3100  SH       DEFINED     11,8          3100     0         0
ALLSTATE CORP                    COMMON    020002101     116421    1948465  SH       DEFINED     15         1795165     0    153300
ALLSTATE CORP                    COMMON    020002101       2539      42500  SH       DEFINED     15,14        42500     0         0
ALLSTATE CORP                    COMMON    020002101       5736      96000  SH       DEFINED     15,8         96000     0         0
ALLSTATE CORP                    COMMON    020002101      16006     267875  SH       DEFINED     2           267875     0         0
ALLSTATE CORP                    COMMON    020002101       2694      45081  SH       DEFINED     23           45081     0         0
ALLSTATE CORP                    COMMON    020002101       4809      80486  SH       DEFINED     24           15198     0     65288
ALLSTATE CORP                    COMMON    020002101         72       1211  SH       DEFINED     4             1211     0         0
ALLSTATE CORP                    COMMON    020002101       5222      87400  SH       DEFINED     5,15         87400     0         0
ALLSTATE CORP                    COMMON    020002101        478       7992  SH       DEFINED     6             7992     0         0
ALLSTATE CORP                    COMMON    020002101        645      10800  SH       DEFINED     7            10800     0         0
ALLSTATE CORP                    COMMON    020002101       2718      45491  SH       DEFINED     8            45491     0         0
ALLSTATE CORP                    COMMON    020002101         70       1167  SH       DEFINED     8,10          1167     0         0
ALLSTATE CORP                    COMMON    020002101        147       2456  SH       DEFINED     8,13          2456     0         0
ALLTEL CORP                      COMMON    020039103      10063     161580  SH       DEFINED     1           161580     0         0
ALLTEL CORP                      COMMON    020039103       8327     133700  SH       DEFINED     1,3         133700     0         0
ALLTEL CORP                      COMMON    020039103       2224      35705  SH       DEFINED     15           35505     0       200
ALLTEL CORP                      COMMON    020039103       1694      27200  SH       DEFINED     15,22        27200     0         0
ALLTEL CORP                      COMMON    020039103        199       3200  SH       DEFINED     15,8          3200     0         0
ALLTEL CORP                      COMMON    020039103         87       1400  SH       DEFINED     2             1400     0         0
ALLTEL CORP                      COMMON    020039103        124       1984  SH       DEFINED     23            1984     0         0
ALLTEL CORP                      COMMON    020039103        363       5821  SH       DEFINED     24             300     0      5521
ALLTEL CORP                      COMMON    020039103        377       6054  SH       DEFINED     6             6054     0         0
ALLTEL CORP                      COMMON    020039103         26        424  SH       DEFINED     8              424     0         0
ALPHARMA INC CL A                COMMON    020813101       6268     433200  SH       DEFINED     15          239200     0    194000
ALPHARMA INC CL A                COMMON    020813101        130       9000  SH       DEFINED     15,14         9000     0         0
ALPHARMA INC CL A                COMMON    020813101        780      53900  SH       DEFINED     5,15         53900     0         0
ALTANA AG ADR                    COMMON    02143N103        224       3900  SH       DEFINED     6             2800  1100         0
ALTERA CORPORATION               COMMON    021441100      41027    2072080  SH       DEFINED     1          2072080     0         0
ALTERA CORPORATION               COMMON    021441100        209      10540  SH       DEFINED     9,15         10540     0         0
ALTERA CORPORATION               COMMON    021441100      33908    1712510  SH       DEFINED     15          917051     0    788739
ALTERA CORPORATION               COMMON    021441100       3001     151590  SH       DEFINED     15,22       151590     0         0
ALTERA CORPORATION               COMMON    021441100        576      29100  SH       DEFINED     15,8         29100     0         0
ALTERA CORPORATION               COMMON    021441100       2471     124790  SH       DEFINED     2           101000     0     23790
ALTERA CORPORATION               COMMON    021441100       1267      64000  SH       DEFINED     20           64000     0         0
ALTERA CORPORATION               COMMON    021441100         75       3774  SH       DEFINED     23            3774     0         0
ALTERA CORPORATION               COMMON    021441100        165       8310  SH       DEFINED     24            1910     0      6400
ALTERA CORPORATION               COMMON    021441100      11309     571159  SH       DEFINED     6           571159     0         0
ALTERA CORPORATION               COMMON    021441100        293      14792  SH       DEFINED     8            14792     0         0
ALTRIA GROUP INC                 COMMON    02209S103      45439     702745  SH       DEFINED     1           327000     0    375745
ALTRIA GROUP INC                 COMMON    02209S103     307996    4763316  SH       DEFINED     9          4763316     0         0
ALTRIA GROUP INC                 COMMON    02209S103      18551     286900  SH       DEFINED     9,15        286900     0         0
ALTRIA GROUP INC                 COMMON    02209S103       1136      17570  SH       DEFINED     11,8         17570     0         0
ALTRIA GROUP INC                 COMMON    02209S103     128265    1983688  SH       DEFINED     15         1804863     0    177415
ALTRIA GROUP INC                 COMMON    02209S103       2282      35300  SH       DEFINED     15,14        35300     0         0
ALTRIA GROUP INC                 COMMON    02209S103       8173     126400  SH       DEFINED     15,8        126400     0         0
ALTRIA GROUP INC                 COMMON    02209S103       2351      36355  SH       DEFINED     23           36355     0         0
ALTRIA GROUP INC                 COMMON    02209S103       3760      58150  SH       DEFINED     24            6558     0     51592
ALTRIA GROUP INC                 COMMON    02209S103          7        104  SH       DEFINED     4              104     0         0
ALTRIA GROUP INC                 COMMON    02209S103       6148      95075  SH       DEFINED     5,15         85200     0      9875
ALTRIA GROUP INC                 COMMON    02209S103        810      12523  SH       DEFINED     6            12523     0         0
ALTRIA GROUP INC                 COMMON    02209S103        517       8000  SH       DEFINED     7             8000     0         0
ALTRIA GROUP INC                 COMMON    02209S103       8377     129550  SH       DEFINED     8           129550     0         0
ALTRIA GROUP INC                 COMMON    02209S103         90       1393  SH       DEFINED     8,10          1393     0         0
ALTRIA GROUP INC                 COMMON    02209S103        958      14815  SH       DEFINED     8,13         14815     0         0
ALZA CORP (JNJ) CVT 0.0 07-28-   CONVERT   02261WAB5      32130   36000000  SH       DEFINED     15         5175000     0  30825000
AMAZON.COM INC                   COMMON    023135106         53       1600  SH       DEFINED     24               0     0      1600
AMAZON.COM INC                   COMMON    023135106        544      16434  SH       DEFINED     6            16434     0         0
AMAZON.COM INC                   COMMON    023135106        312       9422  SH       DEFINED     8             9422     0         0
AMBAC FINANCIAL GROUP INC        COMMON    023139108      12920     185206  SH       DEFINED     15          181473     0      2353
AMBAC FINANCIAL GROUP INC        COMMON    023139108         98       1400  SH       DEFINED     24               0     0      1400
AMBAC FINANCIAL GROUP INC        COMMON    023139108         11        154  SH       DEFINED     4              154     0         0
AMBAC FINANCIAL GROUP INC        COMMON    023139108        602       8630  SH       DEFINED     5,15             0     0      8630
AMBAC FINANCIAL GROUP INC        COMMON    023139108        467       6700  SH       DEFINED     6             6700     0         0



                                                                                         
AMBAC FINANCIAL GROUP INC        COMMON    023139108        250       3582  SH       DEFINED     8             3582     0         0
AMBASSADORS GROUP INC            COMMON    023177108        948      25500  SH       DEFINED     15           13300     0     12200
AMBASSADORS GROUP INC            COMMON    023177108         22        600  SH       DEFINED     15,14          600     0         0
AMBASSADORS GROUP INC            COMMON    023177108        167       4500  SH       DEFINED     5,15          4500     0         0
AMEGY BANCORP INC                COMMON    02343R102      34069    1522300  SH       DEFINED     1          1522300     0         0
AMEGY BANCORP INC                COMMON    02343R102       4979     222460  SH       DEFINED     2           222460     0         0
AMERADA HESS CORP                COMMON    023551104     115997    1089070  SH       DEFINED     1          1087945     0      1125
AMERADA HESS CORP                COMMON    023551104      25456     239000  SH       DEFINED     1,2         239000     0         0
AMERADA HESS CORP                COMMON    023551104        112       1050  SH       DEFINED     1,3           1050     0         0
AMERADA HESS CORP                COMMON    023551104       2592      24332  SH       DEFINED     15           24332     0         0
AMERADA HESS CORP                COMMON    023551104       3089      29000  SH       DEFINED     15,14        29000     0         0
AMERADA HESS CORP                COMMON    023551104       4924      46230  SH       DEFINED     2            46230     0         0
AMERADA HESS CORP                COMMON    023551104        527       4951  SH       DEFINED     24            4100     0       851
AMERADA HESS CORP                COMMON    023551104      46046     432312  SH       DEFINED     4           432312     0         0
AMERADA HESS CORP                COMMON    023551104        228       2145  SH       DEFINED     5,2           2145     0         0
AMERADA HESS CORP                COMMON    023551104         15        140  SH       DEFINED     6              140     0         0
AMERADA HESS CORP                COMMON    023551104        373       3500  SH       DEFINED     7             3500     0         0
AMEREN CORPORATION               COMMON    023608102      11613     210000  SH       DEFINED     1           210000     0         0
AMEREN CORPORATION               COMMON    023608102       1113      20134  SH       DEFINED     15           20134     0         0
AMEREN CORPORATION               COMMON    023608102        111       2011  SH       DEFINED     24            1705     0       306
AMEREN CORPORATION               COMMON    023608102         14        250  SH       DEFINED     6              250     0         0
AMEREN CORPORATION               COMMON    023608102        421       7605  SH       DEFINED     8             7605     0         0
AMERICA MOVIL- SERIES L ADR      COMMON    02364W105      54321     911266  SH       DEFINED     1           911266     0         0
AMERICA MOVIL- SERIES L ADR      COMMON    02364W105       8399     140900  SH       DEFINED     1,3         140900     0         0
AMERICA MOVIL- SERIES L ADR      COMMON    02364W105       4322      72500  SH       DEFINED     9            72500     0         0
AMERICA MOVIL- SERIES L ADR      COMMON    02364W105        483       8100  SH       DEFINED     9,15          8100     0         0
AMERICA MOVIL- SERIES L ADR      COMMON    02364W105        985      16525  SH       DEFINED     9,22         16525     0         0
AMERICA MOVIL- SERIES L ADR      COMMON    02364W105       7621     127850  SH       DEFINED     15,22       127850     0         0
AMERICA MOVIL- SERIES L ADR      COMMON    02364W105       1592      26700  SH       DEFINED     2            26700     0         0
AMERICA MOVIL- SERIES L ADR      COMMON    02364W105         48        800  SH       DEFINED     24               0     0       800
AMERICA MOVIL- SERIES L ADR      COMMON    02364W105       2131      35745  SH       DEFINED     6            35745     0         0
AMCORE FINANCIAL INC             COMMON    023912108        881      29500  SH       DEFINED     15           18100     0     11400
AMCORE FINANCIAL INC             COMMON    023912108         15        500  SH       DEFINED     15,14          500     0         0
AMCORE FINANCIAL INC             COMMON    023912108         26        864  SH       DEFINED     24               0     0       864
AMCORE FINANCIAL INC             COMMON    023912108        511      17100  SH       DEFINED     5,15         17100     0         0
AMERICAN CAMPUS COMMUNITIES      COMMON    024835100        252      11100  SH       DEFINED     15           11100     0         0
AMERICAN CAMPUS COMMUNITIES      COMMON    024835100      18044     795600  SH       DEFINED     15          733700     0     61900
AMERICAN CAPITAL STRATEGIES      COMMON    024937104          6        165  SH       DEFINED     15             165     0         0
AMERICAN CAPITAL STRATEGIES      COMMON    024937104         41       1140  SH       DEFINED     6             1140     0         0
AMERICAN ECOLOGY CORP            COMMON    025533407          1         45  SH       DEFINED     6               45     0         0
AMERICAN ELECTRIC POWER          COMMON    025537101       6745     182940  SH       DEFINED     15          179400     0      3540
AMERICAN ELECTRIC POWER          COMMON    025537101       5804     157425  SH       DEFINED     15          140925     0     16500
AMERICAN ELECTRIC POWER          COMMON    025537101       1652      44800  SH       DEFINED     15,8         44800     0         0
AMERICAN ELECTRIC POWER          COMMON    025537101        284       7709  SH       DEFINED     23            7709     0         0
AMERICAN ELECTRIC POWER          COMMON    025537101         63       1715  SH       DEFINED     24             100     0      1615
AMERICAN ELECTRIC POWER          COMMON    025537101        181       4904  SH       DEFINED     6             4904     0         0
AMERICAN ELECTRIC POWER          COMMON    025537101        547      14839  SH       DEFINED     8            14839     0         0
AMERICAN EAGLE OUTFITTERS        COMMON    02553E106       1859      60660  SH       DEFINED     1            60660     0         0
AMERICAN EAGLE OUTFITTERS        COMMON    02553E106       4146     135300  SH       DEFINED     1,3         135300     0         0
AMERICAN EAGLE OUTFITTERS        COMMON    02553E106        662      21600  SH       DEFINED     9            21600     0         0
AMERICAN EAGLE OUTFITTERS        COMMON    02553E106       1403      45800  SH       DEFINED     9,2          45800     0         0
AMERICAN EAGLE OUTFITTERS        COMMON    02553E106       1020      33300  SH       DEFINED     11,8         33300     0         0
AMERICAN EAGLE OUTFITTERS        COMMON    02553E106      48659    1588100  SH       DEFINED     15         1404500     0    143200
AMERICAN EAGLE OUTFITTERS        COMMON    02553E106       1146      37400  SH       DEFINED     15,8         37400     0         0
AMERICAN EAGLE OUTFITTERS        COMMON    02553E106       2439      79614  SH       DEFINED     23           79614     0         0
AMERICAN EAGLE OUTFITTERS        COMMON    02553E106       1272      41500  SH       DEFINED     5,15         41500     0         0
AMERICAN EAGLE OUTFITTERS        COMMON    02553E106       3962     129300  SH       DEFINED     8           129300     0         0
AMERICAN EAGLE OUTFITTERS        COMMON    02553E106         65       2127  SH       DEFINED     8,10          2127     0         0
AMERICAN EAGLE OUTFITTERS        COMMON    02553E106        871      28415  SH       DEFINED     8,13         28415     0         0
AMERICAN EQUITY INVT LIFE HL     COMMON    025676206        802      67500  SH       DEFINED     1            67500     0         0
AMERICAN EQUITY INVT LIFE HL     COMMON    025676206         36       3000  SH       DEFINED     15            3000     0         0
AMERICAN EQUITY INVT LIFE HL     COMMON    025676206         87       7300  SH       DEFINED     5,15          7300     0         0
AMERICAN EXPRESS COMPANY         COMMON    025816109      69135    1298800  SH       DEFINED     1          1298800     0         0
AMERICAN EXPRESS COMPANY         COMMON    025816109      61215    1150000  SH       DEFINED     1,2        1150000     0         0
AMERICAN EXPRESS COMPANY         COMMON    025816109      13749     258293  SH       DEFINED     15          227193     0     31100
AMERICAN EXPRESS COMPANY         COMMON    025816109       3529      66300  SH       DEFINED     15,8         66300     0         0
AMERICAN EXPRESS COMPANY         COMMON    025816109      21262     399435  SH       DEFINED     2           399435     0         0
AMERICAN EXPRESS COMPANY         COMMON    025816109        536      10071  SH       DEFINED     23           10071     0         0
AMERICAN EXPRESS COMPANY         COMMON    025816109      46452     872661  SH       DEFINED     24          147075     0    725586
AMERICAN EXPRESS COMPANY         COMMON    025816109     298109    5600400  SH       DEFINED     3          5600400     0         0
AMERICAN EXPRESS COMPANY         COMMON    025816109       3620      68000  SH       DEFINED     3,22         68000     0         0
AMERICAN EXPRESS COMPANY         COMMON    025816109      20494     385011  SH       DEFINED     6           385011     0         0
AMERICAN EXPRESS COMPANY         COMMON    025816109        522       9800  SH       DEFINED     7             9800     0         0
AMERICAN EXPRESS COMPANY         COMMON    025816109       2184      41024  SH       DEFINED     8            41024     0         0
AMERICAN EXPRESS CVT(AXP) 1.85   CONVERT   025816AS8      18858   18625000  SH       DEFINED     15         2650000     0  15975000
AMERICAN FINANCIAL GROUP INC     COMMON    025932104       4543     135530  SH       DEFINED     1           135530     0         0
AMERICAN FINANCIAL GROUP INC     COMMON    025932104        181       5400  SH       DEFINED     15            5400     0         0
AMERICAN FINANCIAL GROUP INC     COMMON    025932104         17        500  SH       DEFINED     6              500     0         0
AMERICAN FIN CVT(AFG) 1.486 6-   CONVERT   025932AD6       8603   20125000  SH       DEFINED     15         2950000     0  17175000
AMERICAN FINANCIAL REALTY TR     COMMON    02607P305        398      25900  SH       DEFINED     15           25900     0         0
AMERICAN FINANCIAL REALTY TR     COMMON    02607P305      52563    3417620  SH       DEFINED     15         2611051     0    763069
AMERICAN FINANCIAL REALTY TR     COMMON    02607P305       2462     160100  SH       DEFINED     5,15        160100     0         0
AMERICAN FINANCIAL REALTY TR     COMMON    02607P305        222      14450  SH       DEFINED     6             9450  1750      3250
AMERICAN GREETINGS CORP CL A     COMMON    026375105        268      10100  SH       DEFINED     1            10100     0         0
AMERICAN GREETINGS CORP CL A     COMMON    026375105         32       1200  SH       DEFINED     15            1200     0         0
AMERICAN GREETINGS CORP CL A     COMMON    026375105          5        197  SH       DEFINED     6              197     0         0
AMERICAN HEALTHWAYS INC          COMMON    02649V104         13        300  SH       DEFINED     24               0     0       300
AMERICAN HOME MORTGAGE INVESTM   COMMON    02660R107       5461     156200  SH       DEFINED     15           87600     0     68600
AMERICAN HOME MORTGAGE INVESTM   COMMON    02660R107        112       3200  SH       DEFINED     15,14         3200     0         0
AMERICAN HOME MORTGAGE INVESTM   COMMON    02660R107       1895      54200  SH       DEFINED     5,15         54200     0         0
AMERICAN INTERNATIONAL GROUP     COMMON    026874107      91599    1576578  SH       DEFINED     1          1289762     0    286816
AMERICAN INTERNATIONAL GROUP     COMMON    026874107      27539     474000  SH       DEFINED     1,2         474000     0         0
AMERICAN INTERNATIONAL GROUP     COMMON    026874107      37399     643709  SH       DEFINED     9           643709     0         0



                                                                                         
AMERICAN INTERNATIONAL GROUP     COMMON    026874107       8430     145093  SH       DEFINED     9,15        145093     0         0
AMERICAN INTERNATIONAL GROUP     COMMON    026874107        960      16516  SH       DEFINED     12           16516     0         0
AMERICAN INTERNATIONAL GROUP     COMMON    026874107        340       5860  SH       DEFINED     12,14         5860     0         0
AMERICAN INTERNATIONAL GROUP     COMMON    026874107      91381    1572816  SH       DEFINED     15         1210375     0    358111
AMERICAN INTERNATIONAL GROUP     COMMON    026874107       1000      17220  SH       DEFINED     15,22        17220     0         0
AMERICAN INTERNATIONAL GROUP     COMMON    026874107       8244     141900  SH       DEFINED     15,8        141900     0         0
AMERICAN INTERNATIONAL GROUP     COMMON    026874107       2179      37500  SH       DEFINED     2            37500     0         0
AMERICAN INTERNATIONAL GROUP     COMMON    026874107       1151      19807  SH       DEFINED     23           19807     0         0
AMERICAN INTERNATIONAL GROUP     COMMON    026874107      37993     653919  SH       DEFINED     24          213814     0    440105
AMERICAN INTERNATIONAL GROUP     COMMON    026874107          0          0  SH       DEFINED     4                0     0         0
AMERICAN INTERNATIONAL GROUP     COMMON    026874107        516       8880  SH       DEFINED     5,15             0     0      8880
AMERICAN INTERNATIONAL GROUP     COMMON    026874107      30771     529622  SH       DEFINED     6           529622     0         0
AMERICAN INTERNATIONAL GROUP     COMMON    026874107       4084      70301  SH       DEFINED     8            70301     0         0
AMERICAN INTL GRP(AIG) CVT 0.5   CONVERT   026874AN7       7181    7675000  SH       DEFINED     15         1250000     0   6425000
AMERICAN ITALIAN PASTA CO CL A   COMMON    027070101         69       3300  SH       DEFINED     15            3300     0         0
AMERICAN ITALIAN PASTA CO CL A   COMMON    027070101        170       8100  SH       DEFINED     5,15          8100     0         0
AMERICAN MEDICAL SYS HLDGS       COMMON    02744M108      14963     724600  SH       DEFINED     1           724600     0         0
AMERICAN MEDICAL SYS HLDGS       COMMON    02744M108       2912     141000  SH       DEFINED     15           72700     0     68300
AMERICAN MEDICAL SYS HLDGS       COMMON    02744M108         66       3200  SH       DEFINED     15,14         3200     0         0
AMERICAN MEDICAL SYS HLDGS       COMMON    02744M108       4745     229800  SH       DEFINED     2           229800     0         0
AMERICAN MEDICAL SYS HLDGS       COMMON    02744M108        359      17400  SH       DEFINED     5,15         17400     0         0
AMERICAN PHARMACEUTICAL PARTNE   COMMON    02886P109        990      24000  SH       DEFINED     15           20400     0      2300
AMERICAN PHARMACEUTICAL PARTNE   COMMON    02886P109          8        200  SH       DEFINED     5,15           200     0         0
AMERICAN PHYSICIANS CAP INC      COMMON    028884104        999      26900  SH       DEFINED     15           18900     0      8000
AMERICAN PHYSICIANS CAP INC      COMMON    028884104         15        400  SH       DEFINED     15,14          400     0         0
AMERICAN PHYSICIANS CAP INC      COMMON    028884104        264       7100  SH       DEFINED     5,15          7100     0         0
AMERICAN POWER CONVERSION        COMMON    029066107        414      17559  SH       DEFINED     15           17559     0         0
AMERICAN POWER CONVERSION        COMMON    029066107         45       1900  SH       DEFINED     24               0     0      1900
AMERICAN STANDARD COMPANIES      COMMON    029712106     221071    5273650  SH       DEFINED     1          5273650     0         0
AMERICAN STANDARD COMPANIES      COMMON    029712106       4439     105892  SH       DEFINED     15          105892     0         0
AMERICAN STANDARD COMPANIES      COMMON    029712106       4609     109950  SH       DEFINED     2           109950     0         0
AMERICAN STANDARD COMPANIES      COMMON    029712106        335       8000  SH       DEFINED     2,14          8000     0         0
AMERICAN STANDARD COMPANIES      COMMON    029712106         50       1200  SH       DEFINED     24               0     0      1200
AMERICAN STANDARD COMPANIES      COMMON    029712106      24985     596009  SH       DEFINED     4           596009     0         0
AMERICAN STANDARD COMPANIES      COMMON    029712106        619      14775  SH       DEFINED     6            13175  1600         0
AMERICAN STANDARD COMPANIES      COMMON    029712106        286       6825  SH       DEFINED     8             6825     0         0
AMERICAN TOWER CORP CL A         COMMON    029912201      34403    1636700  SH       DEFINED     1          1636700     0         0
AMERICAN TOWER CORP CL A         COMMON    029912201        834      39700  SH       DEFINED     15           16300     0     23400
AMERICAN TOWER CORP CL A         COMMON    029912201        156       7400  SH       DEFINED     15,8          7400     0         0
AMERICAN TOWER CORP CL A         COMMON    029912201       1938      92200  SH       DEFINED     2            62000     0     30200
AMERICAN TOWER CORP CL A         COMMON    029912201        268      12750  SH       DEFINED     24               0     0     12750
AMERICAN TOWER CORP WT 144A      COMMON    03027R111       2354       7955  SH       DEFINED     1             7955     0         0
AMERICAN TOWER CORP WT 144A      COMMON    03027R111         13         45  SH       DEFINED     2,22            45     0         0
AMERICANWEST BANCORPORATION      COMMON    03058P109        315      15790  SH       DEFINED     15            9520     0      6270
AMERICANWEST BANCORPORATION      COMMON    03058P109          6        300  SH       DEFINED     15,14          300     0         0
AMERICANWEST BANCORPORATION      COMMON    03058P109        112       5610  SH       DEFINED     5,15          5610     0         0
AMERICREDIT CORP                 COMMON    03060R101      14196     556700  SH       DEFINED     1           556700     0         0
AMERICREDIT CORP                 COMMON    03060R101        487      19100  SH       DEFINED     9,15         19100     0         0
AMERICREDIT CORP                 COMMON    03060R101        123       4838  SH       DEFINED     6             1063  1350      2425
AMERON INTERNATIONAL CORP        COMMON    030710107         13        350  SH       DEFINED     24             350     0         0
AMERUS GROUP CO                  COMMON    03072M108       1010      21020  SH       DEFINED     1            21020     0         0
AMERUS GROUP CO                  COMMON    03072M108         53       1100  SH       DEFINED     15             900     0       200
AMERUS GROUP CO                  COMMON    03072M108        113       2344  SH       DEFINED     6              944   475       925
AMERISOURCEBERGEN CORP           COMMON    03073E105       9821     142021  SH       DEFINED     1           142021     0         0
AMERISOURCEBERGEN CORP           COMMON    03073E105       2683      38800  SH       DEFINED     9            38800     0         0
AMERISOURCEBERGEN CORP           COMMON    03073E105        290       4200  SH       DEFINED     11,8          4200     0         0
AMERISOURCEBERGEN CORP           COMMON    03073E105       2884      41702  SH       DEFINED     15           37602     0      4100
AMERISOURCEBERGEN CORP           COMMON    03073E105        747      10800  SH       DEFINED     15,8         10800     0         0
AMERISOURCEBERGEN CORP           COMMON    03073E105       1599      23124  SH       DEFINED     23           23124     0         0
AMERISOURCEBERGEN CORP           COMMON    03073E105         26        381  SH       DEFINED     24             381     0         0
AMERISOURCEBERGEN CORP           COMMON    03073E105          7        106  SH       DEFINED     4              106     0         0
AMERISOURCEBERGEN CORP           COMMON    03073E105       1343      19417  SH       DEFINED     8            19417     0         0
AMERISOURCEBERGEN CORP           COMMON    03073E105        249       3600  SH       DEFINED     8,13          3600     0         0
AMERIGROUP CORP                  COMMON    03073T102      14347     356900  SH       DEFINED     1           356900     0         0
AMERIGROUP CORP                  COMMON    03073T102        161       4000  SH       DEFINED     15               0     0      4000
AMERIGROUP CORP                  COMMON    03073T102       1077      26800  SH       DEFINED     2            22000     0      4800
AMERITRADE HOLDING CORP CL A     COMMON    03074K100         14        740  SH       DEFINED     15             740     0         0
AMERITRADE HOLDING CORP CL A     COMMON    03074K100        234      12600  SH       DEFINED     15           12100     0       500
AMETEK INC                       COMMON    031100100       5248     125400  SH       DEFINED     3           125400     0         0
AMETEK INC                       COMMON    031100100        113       2700  SH       DEFINED     6             1300     0      1400
AMGEN INC                        COMMON    031162100     221477    3663200  SH       DEFINED     1          3663200     0         0
AMGEN INC                        COMMON    031162100      71143    1176700  SH       DEFINED     1,2        1176700     0         0
AMGEN INC                        COMMON    031162100        441       7300  SH       DEFINED     9             7300     0         0
AMGEN INC                        COMMON    031162100       8336     137880  SH       DEFINED     9,15        137880     0         0
AMGEN INC                        COMMON    031162100       1578      26100  SH       DEFINED     11,2         26100     0         0
AMGEN INC                        COMMON    031162100      90360    1494540  SH       DEFINED     15         1046476     0    444734
AMGEN INC                        COMMON    031162100        677      11200  SH       DEFINED     15,14        11200     0         0
AMGEN INC                        COMMON    031162100      14119     233530  SH       DEFINED     15,22       233530     0         0
AMGEN INC                        COMMON    031162100       4722      78100  SH       DEFINED     15,8         78100     0         0
AMGEN INC                        COMMON    031162100      26658     440925  SH       DEFINED     2           440925     0         0
AMGEN INC                        COMMON    031162100       3585      59300  SH       DEFINED     20           59300     0         0
AMGEN INC                        COMMON    031162100       2239      37025  SH       DEFINED     23           37025     0         0
AMGEN INC                        COMMON    031162100      69972    1157320  SH       DEFINED     24          274037     0    883283
AMGEN INC                        COMMON    031162100      14946     247200  SH       DEFINED     3           247200     0         0
AMGEN INC                        COMMON    031162100       1626      26900  SH       DEFINED     5,15         26900     0         0
AMGEN INC                        COMMON    031162100      25418     420412  SH       DEFINED     6           420412     0         0
AMGEN INC                        COMMON    031162100       3755      62107  SH       DEFINED     8            62107     0         0
AMGEN INC                        COMMON    031162100        114       1883  SH       DEFINED     8,10          1883     0         0
AMPHENOL CORP CL A               COMMON    032095101     119967    2986480  SH       DEFINED     1          2986480     0         0
AMPHENOL CORP CL A               COMMON    032095101        112       2800  SH       DEFINED     1,3           2800     0         0
AMPHENOL CORP CL A               COMMON    032095101        305       7600  SH       DEFINED     9,15          7600     0         0
AMPHENOL CORP CL A               COMMON    032095101       5646     140558  SH       DEFINED     15          111258     0     24300
AMPHENOL CORP CL A               COMMON    032095101       2185      54400  SH       DEFINED     15,22        54400     0         0



                                                                                         
AMPHENOL CORP CL A               COMMON    032095101        458      11400  SH       DEFINED     15,8         11400     0         0
AMPHENOL CORP CL A               COMMON    032095101       6737     167700  SH       DEFINED     2           153900     0     13800
AMPHENOL CORP CL A               COMMON    032095101         60       1500  SH       DEFINED     5,15          1500     0         0
AMPHENOL CORP CL A               COMMON    032095101        217       5400  SH       DEFINED     5,2           5400     0         0
AMSOUTH BANCORPORATION           COMMON    032165102         99       3820  SH       DEFINED     15            3820     0         0
AMSOUTH BANCORPORATION           COMMON    032165102       4599     176874  SH       DEFINED     15          156774     0     19700
AMSOUTH BANCORPORATION           COMMON    032165102       1006      38700  SH       DEFINED     15,8         38700     0         0
AMSOUTH BANCORPORATION           COMMON    032165102        140       5400  SH       DEFINED     23            5400     0         0
AMSOUTH BANCORPORATION           COMMON    032165102         29       1100  SH       DEFINED     24               0     0      1100
AMSOUTH BANCORPORATION           COMMON    032165102         15        591  SH       DEFINED     4              591     0         0
AMSOUTH BANCORPORATION           COMMON    032165102          3        100  SH       DEFINED     5,15           100     0         0
AMSOUTH BANCORPORATION           COMMON    032165102       5342     205476  SH       DEFINED     6           205476     0         0
AMSOUTH BANCORPORATION           COMMON    032165102        258       9934  SH       DEFINED     8             9934     0         0
AMSURG CORP                      COMMON    03232P405      12462     450050  SH       DEFINED     1           450050     0         0
AMSURG CORP                      COMMON    03232P405       3061     110550  SH       DEFINED     2           110550     0         0
AMYLIN PHARMACEUTICALS INC       COMMON    032346108      23630    1129000  SH       DEFINED     1          1129000     0         0
AMYLIN PHARMACEUTICALS INC       COMMON    032346108       3426     163700  SH       DEFINED     2           163700     0         0
AMYLIN PHARMACEUTICALS INC       COMMON    032346108       5276     252100  SH       DEFINED     3           252100     0         0
ANADARKO PETROLEUM CORP          COMMON    032511107        251       3060  SH       DEFINED     15            2780     0       280
ANADARKO PETROLEUM CORP          COMMON    032511107        255       3100  SH       DEFINED     9             3100     0         0
ANADARKO PETROLEUM CORP          COMMON    032511107       3812      46400  SH       DEFINED     9,15         46400     0         0
ANADARKO PETROLEUM CORP          COMMON    032511107      50054     609296  SH       DEFINED     15          539567     0     55884
ANADARKO PETROLEUM CORP          COMMON    032511107        394       4800  SH       DEFINED     15,14         4800     0         0
ANADARKO PETROLEUM CORP          COMMON    032511107       2892      35200  SH       DEFINED     15,8         35200     0         0
ANADARKO PETROLEUM CORP          COMMON    032511107        817       9951  SH       DEFINED     23            9951     0         0
ANADARKO PETROLEUM CORP          COMMON    032511107        857      10436  SH       DEFINED     24             450     0      9986
ANADARKO PETROLEUM CORP          COMMON    032511107       1414      17213  SH       DEFINED     5,15         11600     0      5613
ANADARKO PETROLEUM CORP          COMMON    032511107        927      11285  SH       DEFINED     6            11285     0         0
ANADARKO PETROLEUM CORP          COMMON    032511107       1146      13951  SH       DEFINED     8            13951     0         0
ANADARKO PETROLEUM CORP          COMMON    032511107         37        452  SH       DEFINED     8,10           452     0         0
ANALOG DEVICES                   COMMON    032654105     196336    5262300  SH       DEFINED     1          5262300     0         0
ANALOG DEVICES                   COMMON    032654105     145546    3901000  SH       DEFINED     1,2        3901000     0         0
ANALOG DEVICES                   COMMON    032654105       1543      41345  SH       DEFINED     15           35945     0      5400
ANALOG DEVICES                   COMMON    032654105       2324      62300  SH       DEFINED     15,22        62300     0         0
ANALOG DEVICES                   COMMON    032654105      21452     574970  SH       DEFINED     2           568370     0      6600
ANALOG DEVICES                   COMMON    032654105       1269      34000  SH       DEFINED     20           34000     0         0
ANALOG DEVICES                   COMMON    032654105       7546     202253  SH       DEFINED     24           27469     0    174784
ANALOG DEVICES                   COMMON    032654105      17748     475700  SH       DEFINED     3           475700     0         0
ANALOG DEVICES                   COMMON    032654105          7        186  SH       DEFINED     4              186     0         0
ANALOG DEVICES                   COMMON    032654105      20563     551135  SH       DEFINED     6           551135     0         0
ANALOG DEVICES                   COMMON    032654105        469      12565  SH       DEFINED     8            12565     0         0
ANALOGIC CORP                    COMMON    032657207        674      13400  SH       DEFINED     15           13400     0         0
ANAREN INC                       COMMON    032744104        517      39300  SH       DEFINED     15           20900     0     18400
ANAREN INC                       COMMON    032744104         12        900  SH       DEFINED     15,14          900     0         0
ANAREN INC                       COMMON    032744104        114       8700  SH       DEFINED     5,15          8700     0         0
ANCHOR BANCORP WISCONSIN INC     COMMON    032839102         21        700  SH       DEFINED     15             700     0         0
ANCHOR BANCORP WISCONSIN INC     COMMON    032839102         51       1700  SH       DEFINED     5,15          1700     0         0
ANDREW CORP                      COMMON    034425108        201      15774  SH       DEFINED     15           15774     0         0
ANDREW CORP                      COMMON    034425108       2552     200000  SH       DEFINED     3           200000     0         0
ANDRX GROUP                      COMMON    034553107      25264    1243898  SH       DEFINED     9          1243898     0         0
ANDRX GROUP                      COMMON    034553107       1133      55802  SH       DEFINED     9,22         55802     0         0
ANDRX GROUP                      COMMON    034553107        211      10400  SH       DEFINED     6            10400     0         0
ANGELICA CORP                    COMMON    034663104       1314      53600  SH       DEFINED     15           28500     0     25100
ANGELICA CORP                    COMMON    034663104         29       1200  SH       DEFINED     15,14         1200     0         0
ANGELICA CORP                    COMMON    034663104        284      11600  SH       DEFINED     5,15         11600     0         0
ANGIODYNAMICS INC                COMMON    03475V101        733      33700  SH       DEFINED     15           17300     0     16400
ANGIODYNAMICS INC                COMMON    03475V101         17        800  SH       DEFINED     15,14          800     0         0
ANGIODYNAMICS INC                COMMON    03475V101         87       4000  SH       DEFINED     5,15          4000     0         0
ANGLO AMERICAN PLC ADR           COMMON    03485P102       7394     314645  SH       DEFINED     12          297825     0     16820
ANGLO AMERICAN PLC ADR           COMMON    03485P102      24855    1057649  SH       DEFINED     15         1054023     0      3626
ANGLO AMERICAN PLC ADR           COMMON    03485P102         35       1500  SH       DEFINED     24               0     0      1500
ANGLOGOLD ASHANTI LTD ADR        COMMON    035128206       1929      54000  SH       DEFINED     1            54000     0         0
ANGLOGOLD ASHANTI LTD ADR        COMMON    035128206        472      13200  SH       DEFINED     2            13200     0         0
ANGLOGOLD ASHANTI LTD ADR        COMMON    035128206         11        300  SH       DEFINED     24               0     0       300
ANHEUSER-BUSCH COS INC           COMMON    035229103      41551     908220  SH       DEFINED     1           908220     0         0
ANHEUSER-BUSCH COS INC           COMMON    035229103        600      13118  SH       DEFINED     11,8         13118     0         0
ANHEUSER-BUSCH COS INC           COMMON    035229103       5527     120815  SH       DEFINED     15          107160     0     13655
ANHEUSER-BUSCH COS INC           COMMON    035229103       1905      41630  SH       DEFINED     15,14        41630     0         0
ANHEUSER-BUSCH COS INC           COMMON    035229103       1020      22300  SH       DEFINED     15,8         22300     0         0
ANHEUSER-BUSCH COS INC           COMMON    035229103         37        800  SH       DEFINED     2              800     0         0
ANHEUSER-BUSCH COS INC           COMMON    035229103        115       2518  SH       DEFINED     23            2518     0         0
ANHEUSER-BUSCH COS INC           COMMON    035229103       1489      32542  SH       DEFINED     24            2970     0     29572
ANHEUSER-BUSCH COS INC           COMMON    035229103        559      12219  SH       DEFINED     6            12219     0         0
ANHEUSER-BUSCH COS INC           COMMON    035229103       3379      73861  SH       DEFINED     8            73861     0         0
ANHEUSER-BUSCH COS INC           COMMON    035229103        516      11288  SH       DEFINED     8,13         11288     0         0
ANIMAS CORP                      COMMON    03525Y105       2015     100000  SH       DEFINED     3           100000     0         0
ANIXTER INTERNATIONAL INC        COMMON    035290105          9        240  SH       DEFINED     15             240     0         0
ANIXTER INTERNATIONAL INC        COMMON    035290105       1085      29200  SH       DEFINED     15           15900     0     13300
ANIXTER INTERNATIONAL INC        COMMON    035290105         22        600  SH       DEFINED     15,14          600     0         0
ANIXTER INTERNATIONAL INC        COMMON    035290105        119       3200  SH       DEFINED     5,15          3200     0         0
ANNTAYLOR STORES CORP            COMMON    036115103         16        650  SH       DEFINED     6              650     0         0
ANSOFT CORP                      COMMON    036384105       1177      48700  SH       DEFINED     15           26300     0     22400
ANSOFT CORP                      COMMON    036384105         27       1100  SH       DEFINED     15,14         1100     0         0
ANSOFT CORP                      COMMON    036384105        295      12200  SH       DEFINED     5,15         12200     0         0
ANSYS INC                        COMMON    03662Q105       5168     145000  SH       DEFINED     1           145000     0         0
ANSYS INC                        COMMON    03662Q105        349       9800  SH       DEFINED     15            5300     0      4500
ANSYS INC                        COMMON    03662Q105          7        200  SH       DEFINED     15,14          200     0         0
ANSYS INC                        COMMON    03662Q105       1340      37600  SH       DEFINED     2            37600     0         0
ANSYS INC                        COMMON    03662Q105         39       1100  SH       DEFINED     5,15          1100     0         0
ANTEON INTERNATIONAL CORP        COMMON    03674E108      14083     308700  SH       DEFINED     1           308700     0         0
ANTEON INTERNATIONAL CORP        COMMON    03674E108       1601      35100  SH       DEFINED     15,22        35100     0         0
ANTEON INTERNATIONAL CORP        COMMON    03674E108       1004      22000  SH       DEFINED     20           22000     0         0
ANTEON INTERNATIONAL CORP        COMMON    03674E108       3193      70000  SH       DEFINED     3            70000     0         0



                                                                                         
ANTIGENICS INC/DEL               COMMON    037032109          2        350  SH       DEFINED     24               0     0       350
ANTIGENICS INC/DEL               COMMON    037032109         16       3000  SH       DEFINED     6             3000     0         0
ANWORTH MORTGAGE ASSET CORP      COMMON    037347101         16       1600  SH       DEFINED     24               0     0      1600
AON CORP                         COMMON    037389103      24472     977300  SH       DEFINED     1           977300     0         0
AON CORP                         COMMON    037389103       1417      56603  SH       DEFINED     15           51403     0      5200
AON CORP                         COMMON    037389103        436      17400  SH       DEFINED     15,8         17400     0         0
AON CORP                         COMMON    037389103       1530      61100  SH       DEFINED     2            61100     0         0
AON CORP                         COMMON    037389103          1         47  SH       DEFINED     6               47     0         0
AON CORP                         COMMON    037389103        260      10364  SH       DEFINED     8            10364     0         0
APACHE CORP                      COMMON    037411105     132548    2051830  SH       DEFINED     1          2051830     0         0
APACHE CORP                      COMMON    037411105      54406     842200  SH       DEFINED     1,2         842200     0         0
APACHE CORP                      COMMON    037411105       1550      24000  SH       DEFINED     1,3          24000     0         0
APACHE CORP                      COMMON    037411105        110       1700  SH       DEFINED     9,7           1700     0         0
APACHE CORP                      COMMON    037411105         89       1380  SH       DEFINED     9,15          1380     0         0
APACHE CORP                      COMMON    037411105        530       8200  SH       DEFINED     9,2           8200     0         0
APACHE CORP                      COMMON    037411105       2058      31856  SH       DEFINED     15           31856     0         0
APACHE CORP                      COMMON    037411105       4005      62000  SH       DEFINED     15,14        62000     0         0
APACHE CORP                      COMMON    037411105       8632     133625  SH       DEFINED     2           133625     0         0
APACHE CORP                      COMMON    037411105      43161     668121  SH       DEFINED     24          115189     0    552932
APACHE CORP                      COMMON    037411105       4555      70516  SH       DEFINED     3            70516     0         0
APACHE CORP                      COMMON    037411105        648      10030  SH       DEFINED     4            10030     0         0
APACHE CORP                      COMMON    037411105      24860     384827  SH       DEFINED     6           384827     0         0
APACHE CORP                      COMMON    037411105        702      10867  SH       DEFINED     8            10867     0         0
APARTMENT INVT & MGMT CO CL A    COMMON    03748R101       8702     212658  SH       DEFINED     15          170758     0     41900
APARTMENT INVT & MGMT CO CL A    COMMON    03748R101         16        400  SH       DEFINED     24               0     0       400
APARTMENT INVT & MGMT CO CL A    COMMON    03748R101         20        500  SH       DEFINED     6              500     0         0
APOLLO GROUP INC CL A            COMMON    037604105      11631     148700  SH       DEFINED     1           148700     0         0
APOLLO GROUP INC CL A            COMMON    037604105       1507      19266  SH       DEFINED     15           19266     0         0
APOLLO GROUP INC CL A            COMMON    037604105        266       3400  SH       DEFINED     15,8          3400     0         0
APOLLO GROUP INC CL A            COMMON    037604105        163       2080  SH       DEFINED     24             120     0      1960
APOLLO GROUP INC CL A            COMMON    037604105      15970     204168  SH       DEFINED     6           204168     0         0
APOLLO GROUP INC CL A            COMMON    037604105        616       7869  SH       DEFINED     8             7869     0         0
APOLLO GOLD CORP                 COMMON    03761E102        135     473400  SH       DEFINED     1           473400     0         0
APOLLO GOLD CORP                 COMMON    03761E102         28      99700  SH       DEFINED     2            99700     0         0
APOLLO INVESTMENT CORP CF        COMMON    03761U106        332      18000  SH       DEFINED     15            9700     0      8300
APOLLO INVESTMENT CORP CF        COMMON    03761U106          7        400  SH       DEFINED     15,14          400     0         0
APOLLO INVESTMENT CORP CF        COMMON    03761U106        166       9000  SH       DEFINED     24               0     0      9000
APOLLO INVESTMENT CORP CF        COMMON    03761U106         39       2100  SH       DEFINED     5,15          2100     0         0
APPLE COMPUTER INC               COMMON    037833100     107026    2907520  SH       DEFINED     1          2907520     0         0
APPLE COMPUTER INC               COMMON    037833100     126995    3450000  SH       DEFINED     1,2        3450000     0         0
APPLE COMPUTER INC               COMMON    037833100       8135     221000  SH       DEFINED     1,3         221000     0         0
APPLE COMPUTER INC               COMMON    037833100       1568      42600  SH       DEFINED     9            42600     0         0
APPLE COMPUTER INC               COMMON    037833100        151       4100  SH       DEFINED     9,7           4100     0         0
APPLE COMPUTER INC               COMMON    037833100      16926     459830  SH       DEFINED     9,15        459830     0         0
APPLE COMPUTER INC               COMMON    037833100       2930      79600  SH       DEFINED     9,2          79600     0         0
APPLE COMPUTER INC               COMMON    037833100        975      26500  SH       DEFINED     11,8         26500     0         0
APPLE COMPUTER INC               COMMON    037833100     110719    3007860  SH       DEFINED     15         2708778     0    283382
APPLE COMPUTER INC               COMMON    037833100       2091      56800  SH       DEFINED     15,14        56800     0         0
APPLE COMPUTER INC               COMMON    037833100       1918      52100  SH       DEFINED     15,22        52100     0         0
APPLE COMPUTER INC               COMMON    037833100       3696     100400  SH       DEFINED     15,8        100400     0         0
APPLE COMPUTER INC               COMMON    037833100      21855     593730  SH       DEFINED     2           593730     0         0
APPLE COMPUTER INC               COMMON    037833100       1049      28500  SH       DEFINED     20           28500     0         0
APPLE COMPUTER INC               COMMON    037833100       3628      98554  SH       DEFINED     23           98554     0         0
APPLE COMPUTER INC               COMMON    037833100      19216     522027  SH       DEFINED     24          164822     0    357205
APPLE COMPUTER INC               COMMON    037833100         51       1385  SH       DEFINED     4             1385     0         0
APPLE COMPUTER INC               COMMON    037833100       5540     150500  SH       DEFINED     5,15        150500     0         0
APPLE COMPUTER INC               COMMON    037833100      14529     394700  SH       DEFINED     6           394700     0         0
APPLE COMPUTER INC               COMMON    037833100        353       9600  SH       DEFINED     7             9600     0         0
APPLE COMPUTER INC               COMMON    037833100       5471     148632  SH       DEFINED     8           148632     0         0
APPLE COMPUTER INC               COMMON    037833100        143       3893  SH       DEFINED     8,10          3893     0         0
APPLE COMPUTER INC               COMMON    037833100        856      23254  SH       DEFINED     8,13         23254     0         0
APPLEBEE'S INTL INC              COMMON    037899101       9735     367500  SH       DEFINED     1           367500     0         0
APPLEBEE'S INTL INC              COMMON    037899101         83       3115  SH       DEFINED     24             185     0      2930
APPLEBEE'S INTL INC              COMMON    037899101       8337     314739  SH       DEFINED     6           313839   900         0
APRIA HEALTHCARE GROUP INC       COMMON    037933108       7572     218600  SH       DEFINED     1           218600     0         0
APRIA HEALTHCARE GROUP INC       COMMON    037933108       3381      97600  SH       DEFINED     15           84800     0      7900
APRIA HEALTHCARE GROUP INC       COMMON    037933108        184       5300  SH       DEFINED     15,8          5300     0         0
APRIA HEALTHCARE GROUP INC       COMMON    037933108         28        800  SH       DEFINED     5,15           800     0         0
APPLERA CORP-APPLIED BIOSYSTEM   COMMON    038020103        129       6580  SH       DEFINED     15            5180     0      1400
APPLERA CORP-APPLIED BIOSYSTEM   COMMON    038020103        167       8500  SH       DEFINED     9             8500     0         0
APPLERA CORP-APPLIED BIOSYSTEM   COMMON    038020103       3621     184100  SH       DEFINED     9,15        184100     0         0
APPLERA CORP-APPLIED BIOSYSTEM   COMMON    038020103      35436    1801542  SH       DEFINED     15         1606342     0    158100
APPLERA CORP-APPLIED BIOSYSTEM   COMMON    038020103        258      13100  SH       DEFINED     15,14        13100     0         0
APPLERA CORP-APPLIED BIOSYSTEM   COMMON    038020103       1922      97700  SH       DEFINED     15,8         97700     0         0
APPLERA CORP-APPLIED BIOSYSTEM   COMMON    038020103        139       7066  SH       DEFINED     23            7066     0         0
APPLERA CORP-APPLIED BIOSYSTEM   COMMON    038020103          2         80  SH       DEFINED     24               0     0        80
APPLERA CORP-APPLIED BIOSYSTEM   COMMON    038020103        856      43500  SH       DEFINED     5,15         43500     0         0
APPLERA CORP-APPLIED BIOSYSTEM   COMMON    038020103        203      10343  SH       DEFINED     6            10343     0         0
APPLERA CORP-APPLIED BIOSYSTEM   COMMON    038020103        498      25340  SH       DEFINED     8            25340     0         0
APPLERA CORP-APPLIED BIOSYSTEM   COMMON    038020103         30       1510  SH       DEFINED     8,10          1510     0         0
APPLERA CORP-CELERA GENOMICS     COMMON    038020202         14       1300  SH       DEFINED     24               0     0      1300
APPLERA CORP-CELERA GENOMICS     COMMON    038020202        108       9838  SH       DEFINED     6             9838     0         0
APPLIED DIGITAL SOLUTIONS        COMMON    038188306          0         50  SH       DEFINED     24               0     0        50
APPLIED FILMS CORP               COMMON    038197109         16        625  SH       DEFINED     6              625     0         0
APPLIED INDUSTRIAL TECH INC      COMMON    03820C105       2654      82200  SH       DEFINED     1            82200     0         0
APPLIED INDUSTRIAL TECH INC      COMMON    03820C105       6272     194250  SH       DEFINED     15          105950     0     88300
APPLIED INDUSTRIAL TECH INC      COMMON    03820C105        132       4100  SH       DEFINED     15,14         4100     0         0
APPLIED INDUSTRIAL TECH INC      COMMON    03820C105       1521      47100  SH       DEFINED     5,15         47100     0         0
APPLIED MATERIALS INC            COMMON    038222105      40233    2486600  SH       DEFINED     1          2486600     0         0
APPLIED MATERIALS INC            COMMON    038222105      25623    1583600  SH       DEFINED     1,2        1583600     0         0
APPLIED MATERIALS INC            COMMON    038222105      14062     869128  SH       DEFINED     15          715154     0    153974
APPLIED MATERIALS INC            COMMON    038222105        113       7000  SH       DEFINED     15,8          7000     0         0
APPLIED MATERIALS INC            COMMON    038222105       4567     282260  SH       DEFINED     2           282260     0         0



                                                                                         
APPLIED MATERIALS INC            COMMON    038222105       1667     103000  SH       DEFINED     20          103000     0         0
APPLIED MATERIALS INC            COMMON    038222105       3047     188333  SH       DEFINED     24           73204     0    115129
APPLIED MATERIALS INC            COMMON    038222105       8243     509447  SH       DEFINED     4           509447     0         0
APPLIED MATERIALS INC            COMMON    038222105        116       7194  SH       DEFINED     6             7194     0         0
APPLIED MATERIALS INC            COMMON    038222105        874      53999  SH       DEFINED     8            53999     0         0
APPLIED MICRO CIRCUITS CORP      COMMON    03822W109         76      29723  SH       DEFINED     15           29723     0         0
APTARGROUP INC                   COMMON    038336103      10886     214300  SH       DEFINED     1           214300     0         0
APTARGROUP INC                   COMMON    038336103        105       2060  SH       DEFINED     24            2060     0         0
AQUA AMERICA INC                 COMMON    03836W103       7770     261250  SH       DEFINED     1           261250     0         0
AQUA AMERICA INC                 COMMON    03836W103        312      10500  SH       DEFINED     24           10500     0         0
AQUA AMERICA INC                 COMMON    03836W103         97       3264  SH       DEFINED     6             3264     0         0
AQUANTIVE INC                    COMMON    03839G105        827      46670  SH       DEFINED     18               0     0     46670
ARACRUZ CELULOSE SA ADR          COMMON    038496204        521      15000  SH       DEFINED     9            15000     0         0
ARAMARK CORP-CL B                COMMON    038521100      13536     512715  SH       DEFINED     1           512300     0       415
ARAMARK CORP-CL B                COMMON    038521100         25        950  SH       DEFINED     15             950     0         0
ARAMARK CORP-CL B                COMMON    038521100        634      24000  SH       DEFINED     2            24000     0         0
ARAMARK CORP-CL B                COMMON    038521100         13        500  SH       DEFINED     24               0     0       500
ARAMARK CORP-CL B                COMMON    038521100      34193    1295200  SH       DEFINED     3          1295200     0         0
ARAMARK CORP-CL B                COMMON    038521100        576      21820  SH       DEFINED     6            21820     0         0
ARBINET-THEXCHANGE INC           COMMON    03875P100       7729    1153600  SH       DEFINED     9          1153600     0         0
ARBINET-THEXCHANGE INC           COMMON    03875P100        426      63600  SH       DEFINED     9,22         63600     0         0
ARBITRON INC                     COMMON    03875Q108       8241     192100  SH       DEFINED     1           192100     0         0
ARBITRON INC                     COMMON    03875Q108          0          0  SH       DEFINED     15               0     0         0
ARBITRON INC                     COMMON    03875Q108        142       3300  SH       DEFINED     6             2300  1000         0
ARBOR REALTY TRUST INC           COMMON    038923108       3123     108800  SH       DEFINED     15           60500     0     48300
ARBOR REALTY TRUST INC           COMMON    038923108         66       2300  SH       DEFINED     15,14         2300     0         0
ARBOR REALTY TRUST INC           COMMON    038923108       1019      35500  SH       DEFINED     5,15         35500     0         0
ARCH CHEMICALS INC               COMMON    03937R102         31       1250  SH       DEFINED     6              275   325       650
ARCH COAL INC                    COMMON    039380100       2020      37086  SH       DEFINED     15           37086     0         0
ARCH COAL INC                    COMMON    039380100         85       1560  SH       DEFINED     24              90     0      1470
ARCH COAL INC                    COMMON    039380100       8661     159000  SH       DEFINED     6           159000     0         0
ARCHER-DANIELS-MIDLAND CO        COMMON    039483102        270      12620  SH       DEFINED     15           12620     0         0
ARCHER-DANIELS-MIDLAND CO        COMMON    039483102        575      26900  SH       DEFINED     9            26900     0         0
ARCHER-DANIELS-MIDLAND CO        COMMON    039483102      11374     532000  SH       DEFINED     9,15        532000     0         0
ARCHER-DANIELS-MIDLAND CO        COMMON    039483102      59109    2764698  SH       DEFINED     15         2537898     0    203800
ARCHER-DANIELS-MIDLAND CO        COMMON    039483102        887      41500  SH       DEFINED     15,14        41500     0         0
ARCHER-DANIELS-MIDLAND CO        COMMON    039483102       1935      90500  SH       DEFINED     15,8         90500     0         0
ARCHER-DANIELS-MIDLAND CO        COMMON    039483102        769      35955  SH       DEFINED     23           35955     0         0
ARCHER-DANIELS-MIDLAND CO        COMMON    039483102         15        710  SH       DEFINED     24               0     0       710
ARCHER-DANIELS-MIDLAND CO        COMMON    039483102       2102      98300  SH       DEFINED     5,15         98300     0         0
ARCHER-DANIELS-MIDLAND CO        COMMON    039483102        214      10000  SH       DEFINED     7            10000     0         0
ARCHER-DANIELS-MIDLAND CO        COMMON    039483102       1309      61212  SH       DEFINED     8            61212     0         0
ARCHER-DANIELS-MIDLAND CO        COMMON    039483102         53       2499  SH       DEFINED     8,10          2499     0         0
ARCHSTONE-SMITH TRUST            COMMON    039583109       2764      71560  SH       DEFINED     15           71560     0         0
ARCHSTONE-SMITH TRUST            COMMON    039583109        467      12100  SH       DEFINED     9            12100     0         0
ARCHSTONE-SMITH TRUST            COMMON    039583109       7546     195400  SH       DEFINED     9,15        195400     0         0
ARCHSTONE-SMITH TRUST            COMMON    039583109     206657    5351043  SH       DEFINED     15         4219552     0   1026431
ARCHSTONE-SMITH TRUST            COMMON    039583109        722      18700  SH       DEFINED     15,14        18700     0         0
ARCHSTONE-SMITH TRUST            COMMON    039583109       1265      32754  SH       DEFINED     24            3347     0     29407
ARCHSTONE-SMITH TRUST            COMMON    039583109      13035     337508  SH       DEFINED     5,15        337508     0         0
ARCHSTONE-SMITH TRUST            COMMON    039583109         19        500  SH       DEFINED     6              500     0         0
ARCTIC CAT INC                   COMMON    039670104        287      14000  SH       DEFINED     15            8300     0      5700
ARCTIC CAT INC                   COMMON    039670104          4        200  SH       DEFINED     15,14          200     0         0
ARCTIC CAT INC                   COMMON    039670104        111       5400  SH       DEFINED     5,15          5400     0         0
ARDEN REALTY INC                 COMMON    039793104        396      11000  SH       DEFINED     15           11000     0         0
ARDEN REALTY INC                 COMMON    039793104      45317    1259500  SH       DEFINED     15         1134400     0    125100
ARDEN REALTY INC                 COMMON    039793104          6        180  SH       DEFINED     24             180     0         0
LIFE SCIENCES RESEARC CVT(HTDL   CONVERT   0400912          995    1000000  SH       DEFINED     9          1000000     0         0
ARES CAPITAL CORP                COMMON    04010L103       5562     311971  SH       DEFINED     9           311971     0         0
ARES CAPITAL CORP                COMMON    04010L103       1270      71245  SH       DEFINED     9,22         71245     0         0
ARGONAUT GROUP INC               COMMON    040157109         14        622  SH       DEFINED     6              622     0         0
ARGOSY GAMING COMPANY            COMMON    040228108       1874      40200  SH       DEFINED     3            40200     0         0
ARIBA INC                        COMMON    04033V203          0         33  SH       DEFINED     24               0     0        33
ARKANSAS BEST CORP               COMMON    040790107         16        500  SH       DEFINED     6              500     0         0
ARM HOLDINGS PLC ADR             COMMON    042068106      13802    2247845  SH       DEFINED     1          2247845     0         0
ARM HOLDINGS PLC ADR             COMMON    042068106       4451     724942  SH       DEFINED     2           724942     0         0
ARMOR HOLDINGS INC               COMMON    042260109         48       1200  SH       DEFINED     24               0     0      1200
ARMSTRONG HOLDINGS INC           COMMON    042384107          4       1506  SH       DEFINED     6             1506     0         0
ARQULE INC                       COMMON    04269E107        648     100000  SH       DEFINED     6           100000     0         0
ARRIS GROUP INC                  COMMON    04269Q100       2305     264600  SH       DEFINED     15          138800     0    125800
ARRIS GROUP INC                  COMMON    04269Q100         51       5900  SH       DEFINED     15,14         5900     0         0
ARRIS GROUP INC                  COMMON    04269Q100        403      46300  SH       DEFINED     5,15         46300     0         0
ARRAY BIOPHARMA INC              COMMON    04269X105        202      32000  SH       DEFINED     1            32000     0         0
ARRAY BIOPHARMA INC              COMMON    04269X105        246      39000  SH       DEFINED     11,2         39000     0         0
ARRAY BIOPHARMA INC              COMMON    04269X105         32       5000  SH       DEFINED     6             5000     0         0
ARROW ELECTRONICS INC            COMMON    042735100       1850      68100  SH       DEFINED     15           59500     0      5300
ARROW ELECTRONICS INC            COMMON    042735100        163       6000  SH       DEFINED     15,8          6000     0         0
ARROW ELECTRONICS INC            COMMON    042735100         14        500  SH       DEFINED     5,15           500     0         0
ARROW ELECTRONICS INC            COMMON    042735100         46       1700  SH       DEFINED     6                0     0      1700
ART TECHNOLOGY GROUP INC         COMMON    04289L107         98      92860  SH       DEFINED     6            92860     0         0
ARTHROCARE CORP                  COMMON    043136100          7        200  SH       DEFINED     24               0     0       200
ARTHROCARE CORP                  COMMON    043136100       2935      84000  SH       DEFINED     3            84000     0         0
ASHFORD HOSPITALITY TRUST        COMMON    044103109       3108     287800  SH       DEFINED     15          237300     0     50500
ASHFORD HOSPITALITY TRUST        COMMON    044103109         18       1625  SH       DEFINED     6             1625     0         0
ASHLAND INC                      COMMON    044204105        470       6538  SH       DEFINED     15            6538     0         0
ASHLAND INC                      COMMON    044204105        216       3000  SH       DEFINED     6             3000     0         0
ASK JEEVES INC                   COMMON    045174109         76       2500  SH       DEFINED     15            2500     0         0
ASK JEEVES INC                   COMMON    045174109         38       1250  SH       DEFINED     6              275   325       650
ASPREVA PHARMACEUTICALS CORP     COMMON    04538T109       3369     217500  SH       DEFINED     1           217500     0         0
ASSET ACCEPTANCE CAPITAL CORP    COMMON    04543P100        280      10800  SH       DEFINED     15           10800     0         0
ASSOCIATED BANC CORP             COMMON    045487105         42       1250  SH       DEFINED     24             500     0       750
ASSOCIATED ESTATES REALTY CORP   COMMON    045604105        956     103600  SH       DEFINED     15           63700     0     39900
ASSOCIATED ESTATES REALTY CORP   COMMON    045604105         18       1900  SH       DEFINED     15,14         1900     0         0



                                                                                         
ASSOCIATED ESTATES REALTY CORP   COMMON    045604105        243      26300  SH       DEFINED     5,15         26300     0         0
ASSURANT INC                     COMMON    04621X108       4693     130000  SH       DEFINED     1           130000     0         0
ASSURANT INC                     COMMON    04621X108        199       5500  SH       DEFINED     6             3900  1600         0
ASTEC INDUSTRIES INC             COMMON    046224101       4413     190300  SH       DEFINED     1           190300     0         0
ASTEC INDUSTRIES INC             COMMON    046224101       1213      52300  SH       DEFINED     15           29300     0     23000
ASTEC INDUSTRIES INC             COMMON    046224101         26       1100  SH       DEFINED     15,14         1100     0         0
ASTEC INDUSTRIES INC             COMMON    046224101        348      15000  SH       DEFINED     5,15         15000     0         0
ASTORIA FINANCIAL CORP           COMMON    046265104        127       4460  SH       DEFINED     15            4460     0         0
ASTORIA FINANCIAL CORP           COMMON    046265104       9629     338200  SH       DEFINED     15          311300     0     17600
ASTORIA FINANCIAL CORP           COMMON    046265104       1426      50100  SH       DEFINED     15,8         50100     0         0
ASTORIA FINANCIAL CORP           COMMON    046265104         99       3471  SH       DEFINED     23            3471     0         0
ASTORIA FINANCIAL CORP           COMMON    046265104         74       2604  SH       DEFINED     24               0     0      2604
ASTORIA FINANCIAL CORP           COMMON    046265104         43       1500  SH       DEFINED     5,15          1500     0         0
ASTORIA FINANCIAL CORP           COMMON    046265104         21        750  SH       DEFINED     8              750     0         0
ASTRAZENECA PLC ADR              COMMON    046353108        475      11511  SH       DEFINED     24             400     0     11111
ASTRAZENECA PLC ADR              COMMON    046353108          0          0  SH       DEFINED     3                0     0         0
ASTRAZENECA PLC ADR              COMMON    046353108        294       7127  SH       DEFINED     6             7127     0         0
@ROAD INC                        COMMON    04648K105          1        200  SH       DEFINED     24               0     0       200
ATHEROGENICS INC                 COMMON    047439104       1090      68200  SH       DEFINED     1            68200     0         0
ATHEROGENICS INC                 COMMON    047439104        270      16900  SH       DEFINED     11,2         16900     0         0
ATLANTIC AMERICAN CORP           COMMON    048209100         15       5025  SH       DEFINED     24            5025     0         0
ATLANTIS BUSINESS DEVELOPMEN     COMMON    04914P309         32     159500  SH       DEFINED     24               0     0    159500
ATMEL CORP                       COMMON    049513104         15       6400  SH       DEFINED     6             6400     0         0
ATWOOD OCEANICS INC              COMMON    050095108       3798      61700  SH       DEFINED     1            61700     0         0
ATWOOD OCEANICS INC              COMMON    050095108        462       7500  SH       DEFINED     15            7500     0         0
AUDIBLE INC                      COMMON    05069A302          2        100  SH       DEFINED     24               0     0       100
AUDIOVOX CORP CL A               COMMON    050757103         70       4500  SH       DEFINED     15            4500     0         0
AUDIOVOX CORP CL A               COMMON    050757103        171      11000  SH       DEFINED     5,15         11000     0         0
AUTOBYTEL.COM INC                COMMON    05275N106         35       7300  SH       DEFINED     6             1600  2000      3700
AUTODESK INC                     COMMON    052769106      49248    1434130  SH       DEFINED     1          1434130     0         0
AUTODESK INC                     COMMON    052769106      41208    1200000  SH       DEFINED     1,2        1200000     0         0
AUTODESK INC                     COMMON    052769106       1676      48800  SH       DEFINED     1,3          48800     0         0
AUTODESK INC                     COMMON    052769106        114       3320  SH       DEFINED     9,15          3320     0         0
AUTODESK INC                     COMMON    052769106        563      16400  SH       DEFINED     9,2          16400     0         0
AUTODESK INC                     COMMON    052769106       1041      30323  SH       DEFINED     15           22423     0      7900
AUTODESK INC                     COMMON    052769106      11447     333350  SH       DEFINED     2           324050     0      9300
AUTODESK INC                     COMMON    052769106        107       3120  SH       DEFINED     24               0     0      3120
AUTODESK INC                     COMMON    052769106         57       1669  SH       DEFINED     4             1669     0         0
AUTODESK INC                     COMMON    052769106         11        330  SH       DEFINED     6              330     0         0
AUTODESK INC                     COMMON    052769106        133       3866  SH       DEFINED     8             3866     0         0
AUTOLIV INC                      COMMON    052800109       8899     203180  SH       DEFINED     1           203180     0         0
AUTOLIV INC                      COMMON    052800109        280       6395  SH       DEFINED     11,8          6395     0         0
AUTOLIV INC                      COMMON    052800109       9570     218500  SH       DEFINED     15          192400     0     16600
AUTOLIV INC                      COMMON    052800109        534      12200  SH       DEFINED     15,8         12200     0         0
AUTOLIV INC                      COMMON    052800109       2146      49000  SH       DEFINED     2            49000     0         0
AUTOLIV INC                      COMMON    052800109        430       9813  SH       DEFINED     23            9813     0         0
AUTOLIV INC                      COMMON    052800109         66       1500  SH       DEFINED     5,15          1500     0         0
AUTOLIV INC                      COMMON    052800109        395       9028  SH       DEFINED     6             9028     0         0
AUTOLIV INC                      COMMON    052800109       1286      29363  SH       DEFINED     8            29363     0         0
AUTOLIV INC                      COMMON    052800109        234       5350  SH       DEFINED     8,13          5350     0         0
AUTOMATIC DATA PROCESSING        COMMON    053015103      43961    1047440  SH       DEFINED     1          1047440     0         0
AUTOMATIC DATA PROCESSING        COMMON    053015103      41970    1000000  SH       DEFINED     1,2        1000000     0         0
AUTOMATIC DATA PROCESSING        COMMON    053015103       2170      51700  SH       DEFINED     9,15         51700     0         0
AUTOMATIC DATA PROCESSING        COMMON    053015103       9626     229363  SH       DEFINED     15          201963     0     27400
AUTOMATIC DATA PROCESSING        COMMON    053015103       1868      44500  SH       DEFINED     15,22        44500     0         0
AUTOMATIC DATA PROCESSING        COMMON    053015103       1926      45900  SH       DEFINED     15,8         45900     0         0
AUTOMATIC DATA PROCESSING        COMMON    053015103      15042     358400  SH       DEFINED     2           358400     0         0
AUTOMATIC DATA PROCESSING        COMMON    053015103       1007      24000  SH       DEFINED     20           24000     0         0
AUTOMATIC DATA PROCESSING        COMMON    053015103        302       7200  SH       DEFINED     23            7200     0         0
AUTOMATIC DATA PROCESSING        COMMON    053015103      12537     298708  SH       DEFINED     24          236725     0     61983
AUTOMATIC DATA PROCESSING        COMMON    053015103        122       2900  SH       DEFINED     5,15          2900     0         0
AUTOMATIC DATA PROCESSING        COMMON    053015103       1553      37003  SH       DEFINED     6            37003     0         0
AUTOMATIC DATA PROCESSING        COMMON    053015103        917      21847  SH       DEFINED     8            21847     0         0
AUTOMATIC DATA PROC(AUD)CVT 0.   CONVERT   053015AC7      20712   19111000  SH       DEFINED     15         2825000     0  16286000
AUTONATION INC                   COMMON    05329W102        279      13600  SH       DEFINED     11,8         13600     0         0
AUTONATION INC                   COMMON    05329W102       1746      85112  SH       DEFINED     15           78412     0      6700
AUTONATION INC                   COMMON    05329W102        439      21400  SH       DEFINED     15,8         21400     0         0
AUTONATION INC                   COMMON    05329W102         51       2500  SH       DEFINED     23            2500     0         0
AUTONATION INC                   COMMON    05329W102        135       6600  SH       DEFINED     6             6600     0         0
AUTONATION INC                   COMMON    05329W102        786      38300  SH       DEFINED     8            38300     0         0
AUTONATION INC                   COMMON    05329W102        242      11800  SH       DEFINED     8,13         11800     0         0
AUTOZONE INC                     COMMON    053332102         18        200  SH       DEFINED     15             200     0         0
AUTOZONE INC                     COMMON    053332102       1202      13000  SH       DEFINED     9            13000     0         0
AUTOZONE INC                     COMMON    053332102        610       6600  SH       DEFINED     9,15          6600     0         0
AUTOZONE INC                     COMMON    053332102        555       6000  SH       DEFINED     11,8          6000     0         0
AUTOZONE INC                     COMMON    053332102      11527     124671  SH       DEFINED     15          108971     0     14300
AUTOZONE INC                     COMMON    053332102        166       1800  SH       DEFINED     15,14         1800     0         0
AUTOZONE INC                     COMMON    053332102       1110      12000  SH       DEFINED     15,8         12000     0         0
AUTOZONE INC                     COMMON    053332102        942      10185  SH       DEFINED     23           10185     0         0
AUTOZONE INC                     COMMON    053332102        194       2099  SH       DEFINED     24             213     0      1886
AUTOZONE INC                     COMMON    053332102       2265      24500  SH       DEFINED     3            24500     0         0
AUTOZONE INC                     COMMON    053332102        361       3900  SH       DEFINED     5,15          3900     0         0
AUTOZONE INC                     COMMON    053332102      14889     161027  SH       DEFINED     6           161027     0         0
AUTOZONE INC                     COMMON    053332102       2641      28563  SH       DEFINED     8            28563     0         0
AUTOZONE INC                     COMMON    053332102         82        892  SH       DEFINED     8,10           892     0         0
AUTOZONE INC                     COMMON    053332102        481       5200  SH       DEFINED     8,13          5200     0         0
AVALONBAY COMMUNITIES INC        COMMON    053484101       2182      27000  SH       DEFINED     15           27000     0         0
AVALONBAY COMMUNITIES INC        COMMON    053484101         89       1100  SH       DEFINED     9             1100     0         0
AVALONBAY COMMUNITIES INC        COMMON    053484101        477       5900  SH       DEFINED     9,15          5900     0         0
AVALONBAY COMMUNITIES INC        COMMON    053484101     130358    1613346  SH       DEFINED     15         1258414     0    323848
AVALONBAY COMMUNITIES INC        COMMON    053484101        129       1600  SH       DEFINED     15,14         1600     0         0
AVALONBAY COMMUNITIES INC        COMMON    053484101       9068     112223  SH       DEFINED     5,15        112223     0         0
AVANT IMMUNOTHERAPEUTICS INC     COMMON    053491106          0         54  SH       DEFINED     6               54     0         0



                                                                                         
AVAYA INC                        COMMON    053499109       8243     990800  SH       DEFINED     1           990800     0         0
AVAYA INC                        COMMON    053499109      30011    3607100  SH       DEFINED     9          3607100     0         0
AVAYA INC                        COMMON    053499109       1196     143800  SH       DEFINED     9,22        143800     0         0
AVAYA INC                        COMMON    053499109        537      64519  SH       DEFINED     15           46919     0     17600
AVAYA INC                        COMMON    053499109        970     116600  SH       DEFINED     2            95400     0     21200
AVAYA INC                        COMMON    053499109         11       1373  SH       DEFINED     24             333     0      1040
AVAYA INC                        COMMON    053499109          2        202  SH       DEFINED     6              202     0         0
AVAYA INC                        COMMON    053499109         94      11270  SH       DEFINED     8            11270     0         0
AVERY DENNISON CORP              COMMON    053611109        521       9836  SH       DEFINED     15            9836     0         0
AVERY DENNISON CORP              COMMON    053611109        655      12372  SH       DEFINED     24            6504     0      5868
AVERY DENNISON CORP              COMMON    053611109         30        570  SH       DEFINED     6              570     0         0
AVERY DENNISON CORP              COMMON    053611109        201       3790  SH       DEFINED     8             3790     0         0
AVIALL INC                       COMMON    05366B102      14560     460900  SH       DEFINED     1           460900     0         0
AVIALL INC                       COMMON    05366B102         34       1075  SH       DEFINED     6              375   250       450
AVICI SYSTEMS INC                COMMON    05367L802         31       7052  SH       DEFINED     18               0     0      7052
AVID TECHNOLOGY INC              COMMON    05367P100      47243     886700  SH       DEFINED     1           886700     0         0
AVID TECHNOLOGY INC              COMMON    05367P100       2595      48700  SH       DEFINED     15,22        48700     0         0
AVID TECHNOLOGY INC              COMMON    05367P100       3666      68800  SH       DEFINED     2            68800     0         0
AVISTA CORP                      COMMON    05379B107       2472     133000  SH       DEFINED     1           133000     0         0
AVISTA CORP                      COMMON    05379B107       3926     211200  SH       DEFINED     15          119700     0     91500
AVISTA CORP                      COMMON    05379B107         80       4300  SH       DEFINED     15,14         4300     0         0
AVISTA CORP                      COMMON    05379B107       1246      67000  SH       DEFINED     5,15         67000     0         0
AVNET INC                        COMMON    053807103        372      16500  SH       DEFINED     15           16500     0         0
AVNET INC                        COMMON    053807103        140       6200  SH       DEFINED     15,8          6200     0         0
AVNET INC                        COMMON    053807103         70       3125  SH       DEFINED     8             3125     0         0
AVON PRODUCTS INC                COMMON    054303102      26639     703800  SH       DEFINED     1           703800     0         0
AVON PRODUCTS INC                COMMON    054303102       1734      45817  SH       DEFINED     15           45817     0         0
AVON PRODUCTS INC                COMMON    054303102        522      13800  SH       DEFINED     2            13800     0         0
AVON PRODUCTS INC                COMMON    054303102        611      16132  SH       DEFINED     23           16132     0         0
AVON PRODUCTS INC                COMMON    054303102       3121      82466  SH       DEFINED     24           54618     0     27848
AVON PRODUCTS INC                COMMON    054303102       7797     206000  SH       DEFINED     3           206000     0         0
AVON PRODUCTS INC                COMMON    054303102          1         29  SH       DEFINED     4               29     0         0
AVON PRODUCTS INC                COMMON    054303102      17574     464312  SH       DEFINED     6           464312     0         0
AVON PRODUCTS INC                COMMON    054303102        706      18657  SH       DEFINED     8            18657     0         0
AXA ADR                          COMMON    054536107         55       2218  SH       DEFINED     24             550     0      1668
AXA ADR                          COMMON    054536107         27       1066  SH       DEFINED     6             1066     0         0
AWARE INC/MASS                   COMMON    05453N100          6       1000  SH       DEFINED     24               0     0      1000
AXCELIS TECHNOLOGIES             COMMON    054540109         75      10900  SH       DEFINED     15           10900     0         0
AXCELIS TECHNOLOGIES             COMMON    054540109        184      26800  SH       DEFINED     5,15         26800     0         0
AXCELIS TECHNOLOGIES             COMMON    054540109          2        294  SH       DEFINED     6              294     0         0
AZTAR CORP                       COMMON    054802103       4446     129800  SH       DEFINED     1           129800     0         0
AZTAR CORP                       COMMON    054802103        545      15900  SH       DEFINED     15,14        15900     0         0
AZTAR CORP                       COMMON    054802103         11        310  SH       DEFINED     2              310     0         0
AZTAR CORP                       COMMON    054802103         17        500  SH       DEFINED     24               0     0       500
BB&T CORPORATION                 COMMON    054937107       2122      53093  SH       DEFINED     15           53093     0         0
BB&T CORPORATION                 COMMON    054937107         35        878  SH       DEFINED     24             500     0       378
BB&T CORPORATION                 COMMON    054937107       3241      81092  SH       DEFINED     6            81092     0         0
BB&T CORPORATION                 COMMON    054937107        560      14020  SH       DEFINED     8            14020     0         0
BASF AG ADR                      COMMON    055262505      20839     315749  SH       DEFINED     12          300649     0     15100
BASF AG ADR                      COMMON    055262505      43019     651797  SH       DEFINED     15          624048     0     27749
BASF AG ADR                      COMMON    055262505         17        250  SH       DEFINED     24             250     0         0
BCE INC                          COMMON    05534B109      23711    1001500  SH       DEFINED     12           30500     0    971000
BCE INC                          COMMON    05534B109      30217    1276300  SH       DEFINED     1,3        1276300     0         0
BCE INC                          COMMON    05534B109       1470      62100  SH       DEFINED     9            62100     0         0
BCE INC                          COMMON    05534B109       1231      52000  SH       DEFINED     9,12         52000     0         0
BCE INC                          COMMON    05534B109       4532     191400  SH       DEFINED     9,15        191400     0         0
BCE INC                          COMMON    05534B109     144930    6121455  SH       DEFINED     12         5508660     0    597895
BCE INC                          COMMON    05534B109        298      12575  SH       DEFINED     12,14        12575     0         0
BCE INC                          COMMON    05534B109      42261    1784730  SH       DEFINED     15         1624384     0    160346
BCE INC                          COMMON    05534B109       1283      54200  SH       DEFINED     15,22        54200     0         0
BCE INC                          COMMON    05534B109        395      16700  SH       DEFINED     2            16700     0         0
BCE INC                          COMMON    05534B109     525127   22180290  SH       DEFINED     3         22180290     0         0
BCE INC                          COMMON    05534B109      15505     654900  SH       DEFINED     5,12        654900     0         0
BCE INC                          COMMON    05534B109        315      13297  SH       DEFINED     8            13297     0         0
THE BISYS GROUP INC              COMMON    055472104       9326     624200  SH       DEFINED     1           624200     0         0
BJ SERVICES CO                   COMMON    055482103     271505    5173500  SH       DEFINED     1          5173500     0         0
BJ SERVICES CO                   COMMON    055482103      84493    1610000  SH       DEFINED     1,2        1610000     0         0
BJ SERVICES CO                   COMMON    055482103        236       4500  SH       DEFINED     1,3           4500     0         0
BJ SERVICES CO                   COMMON    055482103       2441      46519  SH       DEFINED     15           46519     0         0
BJ SERVICES CO                   COMMON    055482103       2309      44000  SH       DEFINED     15,14        44000     0         0
BJ SERVICES CO                   COMMON    055482103      19250     366800  SH       DEFINED     2           366800     0         0
BJ SERVICES CO                   COMMON    055482103      51672     984606  SH       DEFINED     4           984606     0         0
BJ SERVICES CO                   COMMON    055482103        462       8800  SH       DEFINED     5,2           8800     0         0
BJ SERVICES CO                   COMMON    055482103         10        190  SH       DEFINED     6              190     0         0
BJ SERVICES CO                   COMMON    055482103        297       5652  SH       DEFINED     8             5652     0         0
BKF CAPITAL GROUP INC            COMMON    05548G102       1194      31500  SH       DEFINED     1            31500     0         0
BJS WHOLESALE CLUB INC           COMMON    05548J106      26054     801920  SH       DEFINED     1           801920     0         0
BJS WHOLESALE CLUB INC           COMMON    05548J106      24240     746070  SH       DEFINED     15          649870     0     66200
BJS WHOLESALE CLUB INC           COMMON    05548J106         10        300  SH       DEFINED     15,14          300     0         0
BJS WHOLESALE CLUB INC           COMMON    05548J106       1036      31900  SH       DEFINED     15,8         31900     0         0
BJS WHOLESALE CLUB INC           COMMON    05548J106       4552     140100  SH       DEFINED     2           130300     0      9800
BJS WHOLESALE CLUB INC           COMMON    05548J106         21        650  SH       DEFINED     24               0     0       650
BJS WHOLESALE CLUB INC           COMMON    05548J106        247       7600  SH       DEFINED     5,15          7600     0         0
BJS WHOLESALE CLUB INC           COMMON    05548J106        403      12414  SH       DEFINED     6            12414     0         0
BP PLC ADR                       COMMON    055622104      82682    1325450  SH       DEFINED     1          1325450     0         0
BP PLC ADR                       COMMON    055622104      27503     440900  SH       DEFINED     1,2         440900     0         0
BP PLC ADR                       COMMON    055622104      13826     221640  SH       DEFINED     12          211325     0     10315
BP PLC ADR                       COMMON    055622104      31970     512500  SH       DEFINED     15          488087     0     24413
BP PLC ADR                       COMMON    055622104       3805      61000  SH       DEFINED     15,14        61000     0         0
BP PLC ADR                       COMMON    055622104        395       6325  SH       DEFINED     2             6325     0         0
BP PLC ADR                       COMMON    055622104      32177     515820  SH       DEFINED     24          111641     0    404179
BP PLC ADR                       COMMON    055622104       1258      20172  SH       DEFINED     4            20172     0         0
BP PLC ADR                       COMMON    055622104      43488     697141  SH       DEFINED     6           697141     0         0



                                                                                         
BP PRUDHOE BAY ROYALTY TRUST     COMMON    055630107        787      11000  SH       DEFINED     1            11000     0         0
BP PRUDHOE BAY ROYALTY TRUST     COMMON    055630107        630       8800  SH       DEFINED     24            8800     0         0
BRT REALTY TRUST                 COMMON    055645303        323      14000  SH       DEFINED     15            8200     0      5800
BRT REALTY TRUST                 COMMON    055645303          7        300  SH       DEFINED     15,14          300     0         0
BRT REALTY TRUST                 COMMON    055645303         92       4000  SH       DEFINED     5,15          4000     0         0
BRE PROPERTIES CL A              COMMON    05564E106         25        600  SH       DEFINED     15             600     0         0
BRE PROPERTIES CL A              COMMON    05564E106      28725     686391  SH       DEFINED     15          468781     0    201010
BRE PROPERTIES CL A              COMMON    05564E106        180       4308  SH       DEFINED     24             411     0      3897
BRE PROPERTIES CL A              COMMON    05564E106       2662      63600  SH       DEFINED     5,15         63600     0         0
BT GROUP PLC-ADS                 COMMON    05577E101         23        550  SH       DEFINED     24             550     0         0
BMC SOFTWARE INC                 COMMON    055921100        170       9470  SH       DEFINED     15            8720     0       750
BMC SOFTWARE INC                 COMMON    055921100        246      13700  SH       DEFINED     9            13700     0         0
BMC SOFTWARE INC                 COMMON    055921100       5565     310000  SH       DEFINED     9,15        310000     0         0
BMC SOFTWARE INC                 COMMON    055921100      42385    2361293  SH       DEFINED     15         2092305     0    217288
BMC SOFTWARE INC                 COMMON    055921100        379      21100  SH       DEFINED     15,14        21100     0         0
BMC SOFTWARE INC                 COMMON    055921100       1562      87000  SH       DEFINED     15,8         87000     0         0
BMC SOFTWARE INC                 COMMON    055921100        458      25538  SH       DEFINED     23           25538     0         0
BMC SOFTWARE INC                 COMMON    055921100       1249      69600  SH       DEFINED     5,15         69600     0         0
BMC SOFTWARE INC                 COMMON    055921100       1149      64000  SH       DEFINED     6            64000     0         0
BMC SOFTWARE INC                 COMMON    055921100        188      10462  SH       DEFINED     8            10462     0         0
BAKER HUGHES INC                 COMMON    057224107     101542    1984800  SH       DEFINED     1          1984800     0         0
BAKER HUGHES INC                 COMMON    057224107      75614    1478000  SH       DEFINED     1,2        1478000     0         0
BAKER HUGHES INC                 COMMON    057224107       1427      27900  SH       DEFINED     9,15         27900     0         0
BAKER HUGHES INC                 COMMON    057224107      10272     200786  SH       DEFINED     15          147386     0     53400
BAKER HUGHES INC                 COMMON    057224107       1023      20000  SH       DEFINED     15,14        20000     0         0
BAKER HUGHES INC                 COMMON    057224107       1801      35200  SH       DEFINED     15,8         35200     0         0
BAKER HUGHES INC                 COMMON    057224107       8165     159600  SH       DEFINED     2           159600     0         0
BAKER HUGHES INC                 COMMON    057224107        661      12918  SH       DEFINED     23           12918     0         0
BAKER HUGHES INC                 COMMON    057224107        747      14606  SH       DEFINED     24             500     0     14106
BAKER HUGHES INC                 COMMON    057224107        394       7706  SH       DEFINED     4             7706     0         0
BAKER HUGHES INC                 COMMON    057224107        941      18400  SH       DEFINED     5,15         18400     0         0
BAKER HUGHES INC                 COMMON    057224107        430       8399  SH       DEFINED     6             8399     0         0
BAKER HUGHES INC                 COMMON    057224107        693      13545  SH       DEFINED     8            13545     0         0
BALL CORP                        COMMON    058498106      36877    1025500  SH       DEFINED     1          1024000     0      1500
BALL CORP                        COMMON    058498106         97       2700  SH       DEFINED     1,3           2700     0         0
BALL CORP                        COMMON    058498106        556      15466  SH       DEFINED     15           15466     0         0
BALL CORP                        COMMON    058498106       4621     128500  SH       DEFINED     2           128500     0         0
BALL CORP                        COMMON    058498106        119       3300  SH       DEFINED     24               0     0      3300
BALL CORP                        COMMON    058498106        183       5100  SH       DEFINED     5,2           5100     0         0
BALL CORP                        COMMON    058498106        380      10580  SH       DEFINED     6            10580     0         0
BALL CORP                        COMMON    058498106         21        582  SH       DEFINED     8              582     0         0
BALLY TOTAL FITNESS HLDGS        COMMON    05873K108          2        550  SH       DEFINED     24               0     0       550
BANCFIRST CORP                   COMMON    05945F103       1592      18300  SH       DEFINED     15           10200     0      8100
BANCFIRST CORP                   COMMON    05945F103         35        400  SH       DEFINED     15,14          400     0         0
BANCFIRST CORP                   COMMON    05945F103        478       5500  SH       DEFINED     5,15          5500     0         0
BANCO BRADESCO SA ADR REP1 PRF   COMMON    059460303       3893     110000  SH       DEFINED     9           110000     0         0
BANCO BRADESCO SA ADR REP1 PRF   COMMON    059460303        453      12800  SH       DEFINED     9,15         12800     0         0
BANCO BRADESCO SA ADR REP1 PRF   COMMON    059460303       1101      31100  SH       DEFINED     9,22         31100     0         0
BANCO BRADESCO SA ADR REP1 PRF   COMMON    059460303       1709      48300  SH       DEFINED     12,14        48300     0         0
BANCO ITAU HOLDING FIN-ADR       COMMON    059602201       1055      11400  SH       DEFINED     1            11400     0         0
BANCO ITAU HOLDING FIN-ADR       COMMON    059602201        402       4350  SH       DEFINED     9             4350     0         0
BANCO ITAU HOLDING FIN-ADR       COMMON    059602201         46        500  SH       DEFINED     9,7            500     0         0
BANCO ITAU HOLDING FIN-ADR       COMMON    059602201        467       5050  SH       DEFINED     9,15          5050     0         0
BANCO ITAU HOLDING FIN-ADR       COMMON    059602201       1147      12400  SH       DEFINED     9,22         12400     0         0
BANCO ITAU HOLDING FIN-ADR       COMMON    059602201        379       4100  SH       DEFINED     2             4100     0         0
BANCO SANTANDER CEN ADR          COMMON    05964H105       1459     126018  SH       DEFINED     15           49800     0     76218
BANCO SANTANDER CEN ADR          COMMON    05964H105         33       2850  SH       DEFINED     24            2450     0       400
BANCO SANTANDER CHILE ADR        COMMON    05965X109        969      30000  SH       DEFINED     9            30000     0         0
BANCORPSOUTH INC                 COMMON    059692103       1475      62500  SH       DEFINED     15           31900     0     30600
BANCORPSOUTH INC                 COMMON    059692103         33       1400  SH       DEFINED     15,14         1400     0         0
BANCORPSOUTH INC                 COMMON    059692103        179       7600  SH       DEFINED     5,15          7600     0         0
BANDAG INC                       COMMON    059815100       2399      52100  SH       DEFINED     1            52100     0         0
BANDAG INC                       COMMON    059815100         23        500  SH       DEFINED     15             500     0         0
BANDAG INC                       COMMON    059815100          5        115  SH       DEFINED     6              115     0         0
BANDAG INC-CL A                  COMMON    059815308          5        117  SH       DEFINED     6              117     0         0
BANK OF AMERICA CORP             COMMON    060505104     192047    4210638  SH       DEFINED     1          4205078     0      5560
BANK OF AMERICA CORP             COMMON    060505104      82417    1807000  SH       DEFINED     1,2        1807000     0         0
BANK OF AMERICA CORP             COMMON    060505104       2385      52300  SH       DEFINED     9            52300     0         0
BANK OF AMERICA CORP             COMMON    060505104      32579     714290  SH       DEFINED     9,15        714290     0         0
BANK OF AMERICA CORP             COMMON    060505104        718      15741  SH       DEFINED     11,8         15741     0         0
BANK OF AMERICA CORP             COMMON    060505104     239244    5245437  SH       DEFINED     15         4399097     0    841000
BANK OF AMERICA CORP             COMMON    060505104       3658      80200  SH       DEFINED     15,14        80200     0         0
BANK OF AMERICA CORP             COMMON    060505104       1531      33570  SH       DEFINED     15,22        33570     0         0
BANK OF AMERICA CORP             COMMON    060505104      11891     260700  SH       DEFINED     15,8        260700     0         0
BANK OF AMERICA CORP             COMMON    060505104      29155     639224  SH       DEFINED     2           639224     0         0
BANK OF AMERICA CORP             COMMON    060505104       4852     106370  SH       DEFINED     23          106370     0         0
BANK OF AMERICA CORP             COMMON    060505104      72639    1592617  SH       DEFINED     24          237133     0   1355484
BANK OF AMERICA CORP             COMMON    060505104          6        125  SH       DEFINED     4              125     0         0
BANK OF AMERICA CORP             COMMON    060505104       7535     165200  SH       DEFINED     5,15        165200     0         0
BANK OF AMERICA CORP             COMMON    060505104      24731     542234  SH       DEFINED     6           542234     0         0
BANK OF AMERICA CORP             COMMON    060505104        319       7000  SH       DEFINED     7             7000     0         0
BANK OF AMERICA CORP             COMMON    060505104      10254     224821  SH       DEFINED     8           224821     0         0
BANK OF AMERICA CORP             COMMON    060505104        198       4344  SH       DEFINED     8,10          4344     0         0
BANK OF AMERICA CORP             COMMON    060505104        618      13545  SH       DEFINED     8,13         13545     0         0
BANK OF GRANITE CORP             COMMON    062401104         19       1000  SH       DEFINED     15            1000     0         0
BANK OF GRANITE CORP             COMMON    062401104         48       2500  SH       DEFINED     5,15          2500     0         0
BANK OF GRANITE CORP             COMMON    062401104          4        233  SH       DEFINED     6              233     0         0
BANK OF HAWAII CORP              COMMON    062540109       6177     121720  SH       DEFINED     1           121720     0         0
BANK OF HAWAII CORP              COMMON    062540109       3715      73200  SH       DEFINED     15           72200     0      1000
BANK OF HAWAII CORP              COMMON    062540109        924      18200  SH       DEFINED     15,8         18200     0         0
BANK OF HAWAII CORP              COMMON    062540109        566      11152  SH       DEFINED     24               0     0     11152
BANK OF MARIN-CA                 COMMON    063431100         48       1499  SH       DEFINED     24               0     0      1499
BANK OF MONTREAL                 COMMON    063671101      47825    1027200  SH       DEFINED     1,3        1027200     0         0



                                                                                         
BANK OF MONTREAL                 COMMON    063671101       1643      35300  SH       DEFINED     9,15         35300     0         0
BANK OF MONTREAL                 COMMON    063671101        838      18000  SH       DEFINED     11,8         18000     0         0
BANK OF MONTREAL                 COMMON    063671101        759      16300  SH       DEFINED     2            16300     0         0
BANK OF MONTREAL                 COMMON    063671101        243       5227  SH       DEFINED     23            5227     0         0
BANK OF MONTREAL                 COMMON    063671101     108920    2339400  SH       DEFINED     3          2339400     0         0
BANK OF MONTREAL                 COMMON    063671101       3128      67192  SH       DEFINED     8            67192     0         0
BANK OF MONTREAL                 COMMON    063671101        694      14896  SH       DEFINED     8,13         14896     0         0
BANK OF NEW YORK CO INC          COMMON    064057102     377801   13127215  SH       DEFINED     1         13127215     0         0
BANK OF NEW YORK CO INC          COMMON    064057102      35221    1223800  SH       DEFINED     1,2        1223800     0         0
BANK OF NEW YORK CO INC          COMMON    064057102        249       8640  SH       DEFINED     9,15          8640     0         0
BANK OF NEW YORK CO INC          COMMON    064057102      41471    1440981  SH       DEFINED     15          869098     0    564053
BANK OF NEW YORK CO INC          COMMON    064057102        998      34660  SH       DEFINED     15,22        34660     0         0
BANK OF NEW YORK CO INC          COMMON    064057102        262       9100  SH       DEFINED     15,8          9100     0         0
BANK OF NEW YORK CO INC          COMMON    064057102       7822     271800  SH       DEFINED     2           271800     0         0
BANK OF NEW YORK CO INC          COMMON    064057102        337      11700  SH       DEFINED     2,14         11700     0         0
BANK OF NEW YORK CO INC          COMMON    064057102       4952     172064  SH       DEFINED     24          162062     0     10002
BANK OF NEW YORK CO INC          COMMON    064057102        714      24800  SH       DEFINED     3            24800     0         0
BANK OF NEW YORK CO INC          COMMON    064057102      19095     663483  SH       DEFINED     4           663483     0         0
BANK OF NEW YORK CO INC          COMMON    064057102        442      15360  SH       DEFINED     5,15             0     0     15360
BANK OF NEW YORK CO INC          COMMON    064057102       4122     143217  SH       DEFINED     6           143217     0         0
BANK OF NEW YORK CO INC          COMMON    064057102        716      24877  SH       DEFINED     8            24877     0         0
BANK OF NOVA SCOTIA              COMMON    064149107      97914    2958424  SH       DEFINED     1,3        2958424     0         0
BANK OF NOVA SCOTIA              COMMON    064149107       2181      65600  SH       DEFINED     9,15         65600     0         0
BANK OF NOVA SCOTIA              COMMON    064149107        174       5261  SH       DEFINED     11,8          5261     0         0
BANK OF NOVA SCOTIA              COMMON    064149107       1605      48500  SH       DEFINED     2            48500     0         0
BANK OF NOVA SCOTIA              COMMON    064149107         36       1100  SH       DEFINED     23            1100     0         0
BANK OF NOVA SCOTIA              COMMON    064149107     649117   19612800  SH       DEFINED     3         19612800     0         0
BANK OF NOVA SCOTIA              COMMON    064149107       1980      59818  SH       DEFINED     8            59818     0         0
BANK OF NOVA SCOTIA              COMMON    064149107        147       4454  SH       DEFINED     8,13          4454     0         0
BANKATLANTIC BANCORP INC CL A    COMMON    065908501         40       2125  SH       DEFINED     6              475   575      1075
BANKUNITED FINANCIAL CORP CL A   COMMON    06652B103       3410     126100  SH       DEFINED     1           126100     0         0
BANNER CORPORATION               COMMON    06652V109         25        900  SH       DEFINED     15             900     0         0
BANNER CORPORATION               COMMON    06652V109         62       2200  SH       DEFINED     5,15          2200     0         0
BANTA CORP                       COMMON    066821109       2794      61600  SH       DEFINED     1            61600     0         0
BANTA CORP                       COMMON    066821109         41        900  SH       DEFINED     6                0     0       900
BARD (C.R.) INC                  COMMON    067383109      51128     768730  SH       DEFINED     1           768730     0         0
BARD (C.R.) INC                  COMMON    067383109      51253     770600  SH       DEFINED     1,2         770600     0         0
BARD (C.R.) INC                  COMMON    067383109         72       1090  SH       DEFINED     9,15          1090     0         0
BARD (C.R.) INC                  COMMON    067383109       1180      17738  SH       DEFINED     15           16238     0      1500
BARD (C.R.) INC                  COMMON    067383109       1104      16600  SH       DEFINED     15,22        16600     0         0
BARD (C.R.) INC                  COMMON    067383109        326       4900  SH       DEFINED     15,8          4900     0         0
BARD (C.R.) INC                  COMMON    067383109      14175     213130  SH       DEFINED     2           213130     0         0
BARD (C.R.) INC                  COMMON    067383109        133       2000  SH       DEFINED     20            2000     0         0
BARD (C.R.) INC                  COMMON    067383109       1068      16064  SH       DEFINED     23           16064     0         0
BARD (C.R.) INC                  COMMON    067383109        120       1800  SH       DEFINED     24               0     0      1800
BARD (C.R.) INC                  COMMON    067383109        164       2460  SH       DEFINED     6             1860   600         0
BARD (C.R.) INC                  COMMON    067383109        270       4062  SH       DEFINED     8             4062     0         0
BARCLAYS PLC ADR                 COMMON    06738E204          4        100  SH       DEFINED     24               0     0       100
BARNES & NOBLE INC               COMMON    067774109         40       1020  SH       DEFINED     15            1020     0         0
BARNES & NOBLE INC               COMMON    067774109      24196     623600  SH       DEFINED     15          565200     0     43500
BARNES & NOBLE INC               COMMON    067774109       1051      27100  SH       DEFINED     15,8         27100     0         0
BARNES & NOBLE INC               COMMON    067774109        233       6000  SH       DEFINED     23            6000     0         0
BARNES & NOBLE INC               COMMON    067774109        101       2600  SH       DEFINED     24               0     0      2600
BARNES & NOBLE INC               COMMON    067774109        407      10500  SH       DEFINED     5,15         10500     0         0
BARNES & NOBLE INC               COMMON    067774109         50       1287  SH       DEFINED     8             1287     0         0
BARNES GROUP INC                 COMMON    067806109         36       1100  SH       DEFINED     6                0     0      1100
BARRICK GOLD CORP                COMMON    067901108       7284     291000  SH       DEFINED     1           291000     0         0
BARRICK GOLD CORP                COMMON    067901108      22171     887500  SH       DEFINED     1,3         887500     0         0
BARRICK GOLD CORP                COMMON    067901108       2828     113000  SH       DEFINED     9,15        113000     0         0
BARRICK GOLD CORP                COMMON    067901108       2042      81600  SH       DEFINED     2            81600     0         0
BARRICK GOLD CORP                COMMON    067901108         19        750  SH       DEFINED     24               0     0       750
BARRICK GOLD CORP                COMMON    067901108     382373   15306150  SH       DEFINED     3         15306150     0         0
BARRICK GOLD CORP                COMMON    067901108        518      20716  SH       DEFINED     8            20716     0         0
BARNWELL INDUSTRIES INC          COMMON    068221100        258       3900  SH       DEFINED     1             3900     0         0
BARR PHARMACEUTICALS INC         COMMON    068306109         31        640  SH       DEFINED     15             640     0         0
BARR PHARMACEUTICALS INC         COMMON    068306109        380       7800  SH       DEFINED     9,15          7800     0         0
BARR PHARMACEUTICALS INC         COMMON    068306109      10828     222158  SH       DEFINED     15          209845     0      9313
BARR PHARMACEUTICALS INC         COMMON    068306109        551      11300  SH       DEFINED     15,8         11300     0         0
BARR PHARMACEUTICALS INC         COMMON    068306109        384       7870  SH       DEFINED     5,15           500     0      7370
BARR PHARMACEUTICALS INC         COMMON    068306109         41        850  SH       DEFINED     6              850     0         0
BILL BARRETT CORP                COMMON    06846N104       4940     167000  SH       DEFINED     1           167000     0         0
BARRY (R.G.)                     COMMON    068798107        108      22221  SH       DEFINED     24           22221     0         0
BAUSCH & LOMB INC                COMMON    071707103        126       1520  SH       DEFINED     15            1000     0       520
BAUSCH & LOMB INC                COMMON    071707103        299       3600  SH       DEFINED     9             3600     0         0
BAUSCH & LOMB INC                COMMON    071707103       3054      36800  SH       DEFINED     9,15         36800     0         0
BAUSCH & LOMB INC                COMMON    071707103      39438     475154  SH       DEFINED     15          423454     0     46000
BAUSCH & LOMB INC                COMMON    071707103        465       5600  SH       DEFINED     15,14         5600     0         0
BAUSCH & LOMB INC                COMMON    071707103       1511      18200  SH       DEFINED     15,8         18200     0         0
BAUSCH & LOMB INC                COMMON    071707103        103       1239  SH       DEFINED     23            1239     0         0
BAUSCH & LOMB INC                COMMON    071707103         98       1185  SH       DEFINED     24             660     0       525
BAUSCH & LOMB INC                COMMON    071707103       1544      18600  SH       DEFINED     5,15         18600     0         0
BAUSCH & LOMB INC                COMMON    071707103          2         19  SH       DEFINED     6               19     0         0
BAUSCH & LOMB INC                COMMON    071707103        346       4172  SH       DEFINED     8             4172     0         0
BAUSCH & LOMB INC                COMMON    071707103         31        372  SH       DEFINED     8,10           372     0         0
BAXTER INTERNATIONAL INC         COMMON    071813109     104496    2816600  SH       DEFINED     1          2816600     0         0
BAXTER INTERNATIONAL INC         COMMON    071813109       3330      89752  SH       DEFINED     15           80652     0      9100
BAXTER INTERNATIONAL INC         COMMON    071813109       1655      44600  SH       DEFINED     15,22        44600     0         0
BAXTER INTERNATIONAL INC         COMMON    071813109        712      19200  SH       DEFINED     15,8         19200     0         0
BAXTER INTERNATIONAL INC         COMMON    071813109        676      18224  SH       DEFINED     18               0     0     18224
BAXTER INTERNATIONAL INC         COMMON    071813109        672      18100  SH       DEFINED     2            18100     0         0
BAXTER INTERNATIONAL INC         COMMON    071813109        575      15500  SH       DEFINED     20           15500     0         0
BAXTER INTERNATIONAL INC         COMMON    071813109         93       2500  SH       DEFINED     23            2500     0         0
BAXTER INTERNATIONAL INC         COMMON    071813109       1380      37198  SH       DEFINED     24            2045     0     35153



                                                                                         
BAXTER INTERNATIONAL INC         COMMON    071813109      14777     398300  SH       DEFINED     3           398300     0         0
BAXTER INTERNATIONAL INC         COMMON    071813109        407      10973  SH       DEFINED     6            10973     0         0
BAXTER INTERNATIONAL INC         COMMON    071813109        766      20657  SH       DEFINED     8            20657     0         0
BAYER AG ADR                     COMMON    072730302         33       1000  SH       DEFINED     24               0     0      1000
BEA SYSTEMS INC                  COMMON    073325102      12222    1392000  SH       DEFINED     1          1392000     0         0
BEA SYSTEMS INC                  COMMON    073325102       8122     925000  SH       DEFINED     15          797400     0     78900
BEA SYSTEMS INC                  COMMON    073325102        112      12800  SH       DEFINED     15,8         12800     0         0
BEA SYSTEMS INC                  COMMON    073325102        571      65000  SH       DEFINED     2            65000     0         0
BEA SYSTEMS INC                  COMMON    073325102          3        300  SH       DEFINED     24               0     0       300
BEA SYSTEMS INC                  COMMON    073325102         70       8000  SH       DEFINED     5,15          8000     0         0
BEA SYSTEMS INC                  COMMON    073325102         87       9898  SH       DEFINED     6             9898     0         0
BEA SYSTEMS INC                  COMMON    073325102        121      13763  SH       DEFINED     8            13763     0         0
BEAR STEARNS COMPANIES INC       COMMON    073902108      28575     274920  SH       DEFINED     1            72700     0    202220
BEAR STEARNS COMPANIES INC       COMMON    073902108        811       7800  SH       DEFINED     9             7800     0         0
BEAR STEARNS COMPANIES INC       COMMON    073902108       8157      78480  SH       DEFINED     9,15         78480     0         0
BEAR STEARNS COMPANIES INC       COMMON    073902108        824       7930  SH       DEFINED     12            7930     0         0
BEAR STEARNS COMPANIES INC       COMMON    073902108        284       2730  SH       DEFINED     12,14         2730     0         0
BEAR STEARNS COMPANIES INC       COMMON    073902108      72626     698734  SH       DEFINED     15          649476     0     46218
BEAR STEARNS COMPANIES INC       COMMON    073902108       1247      12000  SH       DEFINED     15,14        12000     0         0
BEAR STEARNS COMPANIES INC       COMMON    073902108       1902      18300  SH       DEFINED     15,8         18300     0         0
BEAR STEARNS COMPANIES INC       COMMON    073902108       2999      28850  SH       DEFINED     2            28850     0         0
BEAR STEARNS COMPANIES INC       COMMON    073902108        912       8777  SH       DEFINED     23            8777     0         0
BEAR STEARNS COMPANIES INC       COMMON    073902108         30        292  SH       DEFINED     24               0     0       292
BEAR STEARNS COMPANIES INC       COMMON    073902108         44        425  SH       DEFINED     4              425     0         0
BEAR STEARNS COMPANIES INC       COMMON    073902108       3175      30545  SH       DEFINED     5,15         25400     0      5145
BEAR STEARNS COMPANIES INC       COMMON    073902108        486       4673  SH       DEFINED     6             4673     0         0
BEAR STEARNS COMPANIES INC       COMMON    073902108        353       3400  SH       DEFINED     7             3400     0         0
BEAR STEARNS COMPANIES INC       COMMON    073902108       1196      11505  SH       DEFINED     8            11505     0         0
BEAR STEARNS COMPANIES INC       COMMON    073902108        111       1068  SH       DEFINED     8,10          1068     0         0
BEAZER HOMES USA INC             COMMON    07556Q105      14722     257600  SH       DEFINED     1           257600     0         0
BEAZER HOMES USA INC             COMMON    07556Q105       4138      72400  SH       DEFINED     2            72400     0         0
BEBE STORES INC                  COMMON    075571109      10890     411412  SH       DEFINED     1           411412     0         0
BEBE STORES INC                  COMMON    075571109       3132     118309  SH       DEFINED     2           118309     0         0
BEBE STORES INC                  COMMON    075571109         29       1087  SH       DEFINED     24            1087     0         0
BECKMAN COULTER INC              COMMON    075811109       6026      94800  SH       DEFINED     1            94800     0         0
BECKMAN COULTER INC              COMMON    075811109        280       4400  SH       DEFINED     2             4400     0         0
BECKMAN COULTER INC              COMMON    075811109         35        550  SH       DEFINED     24               0     0       550
BECKMAN COULTER INC              COMMON    075811109          6        100  SH       DEFINED     6              100     0         0
BECTON DICKINSON & CO            COMMON    075887109      72921    1389760  SH       DEFINED     1          1389760     0         0
BECTON DICKINSON & CO            COMMON    075887109      54264    1034200  SH       DEFINED     1,2        1034200     0         0
BECTON DICKINSON & CO            COMMON    075887109        876      16700  SH       DEFINED     9            16700     0         0
BECTON DICKINSON & CO            COMMON    075887109      10277     195870  SH       DEFINED     9,15        195870     0         0
BECTON DICKINSON & CO            COMMON    075887109      69853    1331294  SH       DEFINED     15         1211394     0    119900
BECTON DICKINSON & CO            COMMON    075887109       1354      25800  SH       DEFINED     15,14        25800     0         0
BECTON DICKINSON & CO            COMMON    075887109        829      15800  SH       DEFINED     15,22        15800     0         0
BECTON DICKINSON & CO            COMMON    075887109       2482      47300  SH       DEFINED     15,8         47300     0         0
BECTON DICKINSON & CO            COMMON    075887109      18775     357820  SH       DEFINED     2           357820     0         0
BECTON DICKINSON & CO            COMMON    075887109        115       2200  SH       DEFINED     20            2200     0         0
BECTON DICKINSON & CO            COMMON    075887109       1180      22492  SH       DEFINED     23           22492     0         0
BECTON DICKINSON & CO            COMMON    075887109       1367      26050  SH       DEFINED     24           20000     0      6050
BECTON DICKINSON & CO            COMMON    075887109         72       1376  SH       DEFINED     4             1376     0         0
BECTON DICKINSON & CO            COMMON    075887109       3626      69100  SH       DEFINED     5,15         69100     0         0
BECTON DICKINSON & CO            COMMON    075887109        367       7000  SH       DEFINED     6             7000     0         0
BECTON DICKINSON & CO            COMMON    075887109        320       6100  SH       DEFINED     7             6100     0         0
BECTON DICKINSON & CO            COMMON    075887109       1714      32668  SH       DEFINED     8            32668     0         0
BECTON DICKINSON & CO            COMMON    075887109        117       2223  SH       DEFINED     8,10          2223     0         0
BED BATH & BEYOND INC            COMMON    075896100      54527    1305100  SH       DEFINED     1          1305100     0         0
BED BATH & BEYOND INC            COMMON    075896100      50136    1200000  SH       DEFINED     1,2        1200000     0         0
BED BATH & BEYOND INC            COMMON    075896100       2740      65575  SH       DEFINED     15           37626     0     27949
BED BATH & BEYOND INC            COMMON    075896100        305       7300  SH       DEFINED     15,8          7300     0         0
BED BATH & BEYOND INC            COMMON    075896100      16215     388115  SH       DEFINED     2           388115     0         0
BED BATH & BEYOND INC            COMMON    075896100        882      21100  SH       DEFINED     23           21100     0         0
BED BATH & BEYOND INC            COMMON    075896100       2498      59780  SH       DEFINED     24           53685     0      6095
BED BATH & BEYOND INC            COMMON    075896100          8        196  SH       DEFINED     4              196     0         0
BED BATH & BEYOND INC            COMMON    075896100      15198     363771  SH       DEFINED     6           363771     0         0
BED BATH & BEYOND INC            COMMON    075896100        415       9932  SH       DEFINED     8             9932     0         0
BEDFORD PROPERTY INVESTORS       COMMON    076446301       1006      43700  SH       DEFINED     15           13900     0     29800
BELLSOUTH CORP                   COMMON    079860102      27617    1039395  SH       DEFINED     1          1036780     0      2615
BELLSOUTH CORP                   COMMON    079860102        239       9000  SH       DEFINED     9             9000     0         0
BELLSOUTH CORP                   COMMON    079860102       1329      50000  SH       DEFINED     9,15         50000     0         0
BELLSOUTH CORP                   COMMON    079860102      25429     957065  SH       DEFINED     15          868565     0     88500
BELLSOUTH CORP                   COMMON    079860102        369      13900  SH       DEFINED     15,14        13900     0         0
BELLSOUTH CORP                   COMMON    079860102       6327     238120  SH       DEFINED     15,22       238120     0         0
BELLSOUTH CORP                   COMMON    079860102       3449     129800  SH       DEFINED     15,8        129800     0         0
BELLSOUTH CORP                   COMMON    079860102        771      29016  SH       DEFINED     23           29016     0         0
BELLSOUTH CORP                   COMMON    079860102       1854      69773  SH       DEFINED     24           11482     0     58291
BELLSOUTH CORP                   COMMON    079860102          5        200  SH       DEFINED     4              200     0         0
BELLSOUTH CORP                   COMMON    079860102        733      27600  SH       DEFINED     5,15         27600     0         0
BELLSOUTH CORP                   COMMON    079860102       1450      54560  SH       DEFINED     6            54560     0         0
BELLSOUTH CORP                   COMMON    079860102        311      11700  SH       DEFINED     7            11700     0         0
BELLSOUTH CORP                   COMMON    079860102       1691      63651  SH       DEFINED     8            63651     0         0
BELO CORPORATION                 COMMON    080555105      64846    2705316  SH       DEFINED     1          2705316     0         0
BELO CORPORATION                 COMMON    080555105        157       6550  SH       DEFINED     1,3           6550     0         0
BELO CORPORATION                 COMMON    080555105       1072      44726  SH       DEFINED     15           44726     0         0
BELO CORPORATION                 COMMON    080555105       1043      43510  SH       DEFINED     15,14        43510     0         0
BELO CORPORATION                 COMMON    080555105       6521     272050  SH       DEFINED     2           272050     0         0
BELO CORPORATION                 COMMON    080555105        452      18846  SH       DEFINED     24               0     0     18846
BELO CORPORATION                 COMMON    080555105      34190    1426380  SH       DEFINED     4          1426380     0         0
BELO CORPORATION                 COMMON    080555105        304      12700  SH       DEFINED     5,2          12700     0         0
BEMA GOLD CORPORATION            COMMON    08135F107       2390    1000000  SH       DEFINED     1          1000000     0         0
BEMA GOLD CORPORATION            COMMON    08135F107        526     220000  SH       DEFINED     2           220000     0         0
BEMIS COMPANY                    COMMON    081437105       2925     110200  SH       DEFINED     1           110200     0         0
BEMIS COMPANY                    COMMON    081437105        275      10370  SH       DEFINED     15           10370     0         0



                                                                                         
BENCHMARK ELECTRONICS INC        COMMON    08160H101      14054     462000  SH       DEFINED     1           462000     0         0
BENCHMARK ELECTRONICS INC        COMMON    08160H101          6        181  SH       DEFINED     15             181     0         0
BENCHMARK ELECTRONICS INC        COMMON    08160H101       1947      64000  SH       DEFINED     2            64000     0         0
BENCHMARK ELECTRONICS INC        COMMON    08160H101         21        675  SH       DEFINED     6              675     0         0
BERKLEY (WR) CORP                COMMON    084423102       4480     125550  SH       DEFINED     1           122900     0      2650
BERKLEY (WR) CORP                COMMON    084423102        350       9800  SH       DEFINED     9             9800     0         0
BERKLEY (WR) CORP                COMMON    084423102        211       5906  SH       DEFINED     15            5906     0         0
BERKLEY (WR) CORP                COMMON    084423102        406      11389  SH       DEFINED     24               0     0     11389
BERKSHIRE HATHAWAY INC CL A      COMMON    084670108     113143       1355  SH       DEFINED     1             1355     0         0
BERKSHIRE HATHAWAY INC CL A      COMMON    084670108      59285        710  SH       DEFINED     1,2            710     0         0
BERKSHIRE HATHAWAY INC CL A      COMMON    084670108        585          7  SH       DEFINED     2                7     0         0
BERKSHIRE HATHAWAY INC CL A      COMMON    084670108        334          4  SH       DEFINED     23               4     0         0
BERKSHIRE HATHAWAY INC CL A      COMMON    084670108       1587         19  SH       DEFINED     24              13     0         6
BERKSHIRE HATHAWAY INC CL A      COMMON    084670108       1002         12  SH       DEFINED     6               12     0         0
BERKSHIRE HATHAWAY INC CL A      COMMON    084670108         84          1  SH       DEFINED     8                1     0         0
BERKSHIRE HATHAWAY INC CLASS B   COMMON    084670207       4746       1705  SH       DEFINED     9,15          1705     0         0
BERKSHIRE HATHAWAY INC CLASS B   COMMON    084670207       5381       1933  SH       DEFINED     24             882     0      1051
BERKSHIRE HATHAWAY INC CLASS B   COMMON    084670207       3933       1413  SH       DEFINED     6             1413     0         0
BEST BUY COMPANY INC             COMMON    086516101      36006     525250  SH       DEFINED     1           525250     0         0
BEST BUY COMPANY INC             COMMON    086516101      37703     550000  SH       DEFINED     1,2         550000     0         0
BEST BUY COMPANY INC             COMMON    086516101         75       1100  SH       DEFINED     9,15          1100     0         0
BEST BUY COMPANY INC             COMMON    086516101       3153      46000  SH       DEFINED     15           42200     0      3800
BEST BUY COMPANY INC             COMMON    086516101        692      10100  SH       DEFINED     15,8         10100     0         0
BEST BUY COMPANY INC             COMMON    086516101      15846     231160  SH       DEFINED     2           231160     0         0
BEST BUY COMPANY INC             COMMON    086516101         29        418  SH       DEFINED     23             418     0         0
BEST BUY COMPANY INC             COMMON    086516101        387       5640  SH       DEFINED     24            2580     0      3060
BEST BUY COMPANY INC             COMMON    086516101      14946     218033  SH       DEFINED     6           218033     0         0
BEST BUY COMPANY INC             COMMON    086516101        645       9406  SH       DEFINED     8             9406     0         0
BEST BUY CVT (BBY) 2.25 01-15-   CONVERT   086516AF8          2       2000  SH       DEFINED     24               0     0      2000
BETHLEHEM STEEL CORP             COMMON    087509105          0      15000  SH       DEFINED     24               0     0     15000
BHP LTD-ADR                      COMMON    088606108       3167     116000  SH       DEFINED     1           116000     0         0
BHP LTD-ADR                      COMMON    088606108        410      15000  SH       DEFINED     2            15000     0         0
BHP LTD-ADR                      COMMON    088606108       1269      46473  SH       DEFINED     4            46473     0         0
BIG LOTS INC                     COMMON    089302103        146      11035  SH       DEFINED     15           11035     0         0
BINDVIEW DEVELOPMENT CORP        COMMON    090327107          1        237  SH       DEFINED     6              237     0         0
BIO RAD LABORATORIES CL A        COMMON    090572207        278       4700  SH       DEFINED     3             4700     0         0
BIO RAD LABORATORIES CL A        COMMON    090572207       4601      77700  SH       DEFINED     3            77700     0         0
BIOCRYST PHARMACEUTICALS INC     COMMON    09058V103         80      15796  SH       DEFINED     6            15796     0         0
BIOMET INC                       COMMON    090613100      99261    2866325  SH       DEFINED     1          2866325     0         0
BIOMET INC                       COMMON    090613100      76712    2215175  SH       DEFINED     1,2        2215175     0         0
BIOMET INC                       COMMON    090613100      11127     321317  SH       DEFINED     15          258877     0     62440
BIOMET INC                       COMMON    090613100       1493      43100  SH       DEFINED     15,22        43100     0         0
BIOMET INC                       COMMON    090613100      18687     539625  SH       DEFINED     2           525425     0     14200
BIOMET INC                       COMMON    090613100        489      14115  SH       DEFINED     23           14115     0         0
BIOMET INC                       COMMON    090613100        133       3845  SH       DEFINED     24             105     0      3740
BIOMET INC                       COMMON    090613100       6328     182740  SH       DEFINED     6           182740     0         0
BIOMET INC                       COMMON    090613100        301       8693  SH       DEFINED     8             8693     0         0
BIOMARIN PHARMACEUTICAL INC      COMMON    09061G101         90      12000  SH       DEFINED     1            12000     0         0
BIOGEN IDEC INC                  COMMON    09062X103      25097     728500  SH       DEFINED     1           728500     0         0
BIOGEN IDEC INC                  COMMON    09062X103       1412      41000  SH       DEFINED     11,2         41000     0         0
BIOGEN IDEC INC                  COMMON    09062X103       1152      33451  SH       DEFINED     15           33451     0         0
BIOGEN IDEC INC                  COMMON    09062X103       3758     109100  SH       DEFINED     15,22       109100     0         0
BIOGEN IDEC INC                  COMMON    09062X103       1578      45800  SH       DEFINED     2            45800     0         0
BIOGEN IDEC INC                  COMMON    09062X103        101       2940  SH       DEFINED     24            1240     0      1700
BIOGEN IDEC INC                  COMMON    09062X103        337       9780  SH       DEFINED     6             9780     0         0
BIOGEN IDEC INC                  COMMON    09062X103        369      10705  SH       DEFINED     8            10705     0         0
BIOMED REALTY TRUST INC          COMMON    09063H107       5283     221500  SH       DEFINED     1           221500     0         0
BIOMED REALTY TRUST INC          COMMON    09063H107       1753      73500  SH       DEFINED     15           33400     0     40100
BIOMED REALTY TRUST INC          COMMON    09063H107       1693      71000  SH       DEFINED     2            71000     0         0
BIOTECH HOLDERS TRUST            COMMON    09067D201         17        100  SH       DEFINED     24               0     0       100
BIOTECH HOLDERS TRUST            COMMON    09067D201         33        200  SH       DEFINED     6              200     0         0
BIOSITE INC                      COMMON    090945106          3         50  SH       DEFINED     24              50     0         0
BIOMIRA INC                      COMMON    09161R106          1        650  SH       DEFINED     24               0     0       650
BLACK & DECKER CORP              COMMON    091797100      16121     179420  SH       DEFINED     1           179420     0         0
BLACK & DECKER CORP              COMMON    091797100      17951     199792  SH       DEFINED     15          167792     0     30200
BLACK & DECKER CORP              COMMON    091797100       1429      15900  SH       DEFINED     15,8         15900     0         0
BLACK & DECKER CORP              COMMON    091797100        314       3500  SH       DEFINED     23            3500     0         0
BLACK & DECKER CORP              COMMON    091797100        925      10300  SH       DEFINED     5,15         10300     0         0
BLACK & DECKER CORP              COMMON    091797100        613       6819  SH       DEFINED     6             6819     0         0
BLACK & DECKER CORP              COMMON    091797100        405       4508  SH       DEFINED     8             4508     0         0
BLACK BOX CORPORATION            COMMON    091826107       2967      83800  SH       DEFINED     15           47300     0     36500
BLACK BOX CORPORATION            COMMON    091826107         60       1700  SH       DEFINED     15,14         1700     0         0
BLACK BOX CORPORATION            COMMON    091826107        935      26400  SH       DEFINED     5,15         26400     0         0
BLACK HILLS CORP                 COMMON    092113109          5        130  SH       DEFINED     6              130     0         0
BLACKBAUD INC                    COMMON    09227Q100         63       4644  SH       DEFINED     24             629     0      4015
BLACKBAUD INC                    COMMON    09227Q100       3780     279971  SH       DEFINED     6           279971     0         0
BLACKROCK INVT QUALITY MUNI CF   COMMON    09247D105          1         56  SH       DEFINED     24               0     0        56
BLACKROCK INSD MUNI 2008 TR CF   COMMON    09247K109         11        700  SH       DEFINED     24               0     0       700
BLACKROCK MUNI TARGET TR-06 CF   COMMON    09247M105         34       3300  SH       DEFINED     24               0     0      3300
BLACKROCK INC                    COMMON    09247X101         16        200  SH       DEFINED     15             200     0         0
BLACKROCK CVT(BLK) 144A 2.625    CONVERT   09247XAA9      26076   25850000  SH       DEFINED     15         3500000     0  22350000
BLACKROCK LTD DURATION INC CF    COMMON    09249W101         47       2550  SH       DEFINED     24               0     0      2550
BLACKROCK MUNI 2020 TERM TRS C   COMMON    09249X109         25       1700  SH       DEFINED     24               0     0      1700
BLOCK H & R INC                  COMMON    093671105     230742    3954450  SH       DEFINED     1          3954450     0         0
BLOCK H & R INC                  COMMON    093671105        140       2400  SH       DEFINED     1,3           2400     0         0
BLOCK H & R INC                  COMMON    093671105      13874     237765  SH       DEFINED     15          232178     0      4497
BLOCK H & R INC                  COMMON    093671105        443       7600  SH       DEFINED     15,8          7600     0         0
BLOCK H & R INC                  COMMON    093671105      10576     181250  SH       DEFINED     2           181250     0         0
BLOCK H & R INC                  COMMON    093671105        292       5000  SH       DEFINED     2,14          5000     0         0
BLOCK H & R INC                  COMMON    093671105        285       4888  SH       DEFINED     23            4888     0         0
BLOCK H & R INC                  COMMON    093671105         23        400  SH       DEFINED     24               0     0       400
BLOCK H & R INC                  COMMON    093671105      47002     805524  SH       DEFINED     4           805524     0         0
BLOCK H & R INC                  COMMON    093671105        473       8105  SH       DEFINED     5,15           700     0      7405



                                                                                         
BLOCK H & R INC                  COMMON    093671105        263       4500  SH       DEFINED     5,2           4500     0         0
BLOCK H & R INC                  COMMON    093671105        392       6718  SH       DEFINED     8             6718     0         0
BLOCKBUSTER INC CL A             COMMON    093679108          4        393  SH       DEFINED     6              393     0         0
BLOCKBUSTER INC-CL B             COMMON    093679207          6        712  SH       DEFINED     6              712     0         0
BLOUNT INTERNATIONAL INC         COMMON    095180105      25230    1511700  SH       DEFINED     1          1511700     0         0
BLOUNT INTERNATIONAL INC         COMMON    095180105       1092      65400  SH       DEFINED     15           37200     0     28200
BLOUNT INTERNATIONAL INC         COMMON    095180105         20       1200  SH       DEFINED     15,14         1200     0         0
BLOUNT INTERNATIONAL INC         COMMON    095180105        925      55400  SH       DEFINED     2            55400     0         0
BLOUNT INTERNATIONAL INC         COMMON    095180105        295      17700  SH       DEFINED     5,15         17700     0         0
BLUE COAT SYSTEMS INC            COMMON    09534T508       4954     165800  SH       DEFINED     1           165800     0         0
BLUE COAT SYSTEMS INC            COMMON    09534T508         81       2700  SH       DEFINED     15            2700     0         0
BLUE COAT SYSTEMS INC            COMMON    09534T508       1560      52200  SH       DEFINED     2            52200     0         0
BLUE COAT SYSTEMS INC            COMMON    09534T508         19        650  SH       DEFINED     24               0     0       650
BLUE COAT SYSTEMS INC            COMMON    09534T508        197       6600  SH       DEFINED     5,15          6600     0         0
BLUE NILE INC                    COMMON    09578R103       8228     251700  SH       DEFINED     1           251700     0         0
BLUE NILE INC                    COMMON    09578R103       1102      33700  SH       DEFINED     15           19700     0     14000
BLUE NILE INC                    COMMON    09578R103        709      21700  SH       DEFINED     15,14        21700     0         0
BLUE NILE INC                    COMMON    09578R103         12        380  SH       DEFINED     2              380     0         0
BLUE NILE INC                    COMMON    09578R103        500      15300  SH       DEFINED     5,15         15300     0         0
BLUE NILE INC                    COMMON    09578R103         60       1825  SH       DEFINED     6              400   500       925
BLYTH INDUSTRIES INC             COMMON    09643P108        171       6100  SH       DEFINED     15            6100     0         0
BLYTH INDUSTRIES INC             COMMON    09643P108         72       2560  SH       DEFINED     24             150     0      2410
BLYTH INDUSTRIES INC             COMMON    09643P108       7375     262917  SH       DEFINED     6           262917     0         0
BOEING CO                        COMMON    097023105      48559     735740  SH       DEFINED     1           735740     0         0
BOEING CO                        COMMON    097023105      21450     325000  SH       DEFINED     1,2         325000     0         0
BOEING CO                        COMMON    097023105        851      12900  SH       DEFINED     9            12900     0         0
BOEING CO                        COMMON    097023105       5787      87680  SH       DEFINED     9,15         87680     0         0
BOEING CO                        COMMON    097023105      75498    1143910  SH       DEFINED     15         1032310     0    111600
BOEING CO                        COMMON    097023105       1313      19900  SH       DEFINED     15,14        19900     0         0
BOEING CO                        COMMON    097023105       1888      28600  SH       DEFINED     15,22        28600     0         0
BOEING CO                        COMMON    097023105       4000      60600  SH       DEFINED     15,8         60600     0         0
BOEING CO                        COMMON    097023105       3809      57710  SH       DEFINED     2            57710     0         0
BOEING CO                        COMMON    097023105        473       7173  SH       DEFINED     23            7173     0         0
BOEING CO                        COMMON    097023105        938      14207  SH       DEFINED     24            1300     0     12907
BOEING CO                        COMMON    097023105         51        767  SH       DEFINED     4              767     0         0
BOEING CO                        COMMON    097023105       3769      57100  SH       DEFINED     5,15         57100     0         0
BOEING CO                        COMMON    097023105       1059      16043  SH       DEFINED     6            16043     0         0
BOEING CO                        COMMON    097023105        403       6100  SH       DEFINED     7             6100     0         0
BOEING CO                        COMMON    097023105       2125      32204  SH       DEFINED     8            32204     0         0
BOEING CO                        COMMON    097023105         47        712  SH       DEFINED     8,10           712     0         0
BOOKHAM INC                      COMMON    09856E105      20236    6383584  SH       DEFINED     9          6383584     0         0
BOOKHAM INC                      COMMON    09856E105       2441     770082  SH       DEFINED     9,22        770082     0         0
BORDERS GROUP INC                COMMON    099709107         32       1270  SH       DEFINED     15               0     0      1270
BORDERS GROUP INC                COMMON    099709107       9299     367400  SH       DEFINED     15          327500     0     24600
BORDERS GROUP INC                COMMON    099709107        552      21800  SH       DEFINED     15,8         21800     0         0
BORDERS GROUP INC                COMMON    099709107         18        700  SH       DEFINED     24               0     0       700
BORDERS GROUP INC                COMMON    099709107         63       2500  SH       DEFINED     5,15          2500     0         0
BORG WARNER INC                  COMMON    099724106       2039      38000  SH       DEFINED     15           32700     0      3300
BORG WARNER INC                  COMMON    099724106        107       2000  SH       DEFINED     24               0     0      2000
BORG WARNER INC                  COMMON    099724106         16        300  SH       DEFINED     5,15           300     0         0
BORG WARNER INC                  COMMON    099724106         82       1524  SH       DEFINED     6             1524     0         0
BORLAND SOFTWARE CORPORATION     COMMON    099849101        555      80900  SH       DEFINED     9            80900     0         0
BORLAND SOFTWARE CORPORATION     COMMON    099849101        172      25000  SH       DEFINED     9,22         25000     0         0
BOSTON BEER COMPANY INC CL A     COMMON    100557107       2958     131800  SH       DEFINED     15           82400     0     49400
BOSTON BEER COMPANY INC CL A     COMMON    100557107         58       2600  SH       DEFINED     15,14         2600     0         0
BOSTON BEER COMPANY INC CL A     COMMON    100557107        664      29600  SH       DEFINED     5,15         29600     0         0
BOSTON PRIVATE FINANCIAL HOLDI   COMMON    101119105       3669     145600  SH       DEFINED     1           145600     0         0
BOSTON PRIVATE FINANCIAL HOLDI   COMMON    101119105         10        395  SH       DEFINED     24               0     0       395
BOSTON PROPERTIES INC            COMMON    101121101       3402      48600  SH       DEFINED     15           48600     0         0
BOSTON PROPERTIES INC            COMMON    101121101     226890    3241287  SH       DEFINED     15         2443305     0    729494
BOSTON PROPERTIES INC            COMMON    101121101        243       3470  SH       DEFINED     24             170     0      3300
BOSTON PROPERTIES INC            COMMON    101121101      17511     250153  SH       DEFINED     5,15        250153     0         0
BOSTON PROPERTIES INC            COMMON    101121101       7953     113618  SH       DEFINED     6           113618     0         0
BOSTON SCIENTIFIC CORP           COMMON    101137107      16916     626500  SH       DEFINED     1           626500     0         0
BOSTON SCIENTIFIC CORP           COMMON    101137107        125       4620  SH       DEFINED     9,15          4620     0         0
BOSTON SCIENTIFIC CORP           COMMON    101137107      21961     813359  SH       DEFINED     15          463127     0    347292
BOSTON SCIENTIFIC CORP           COMMON    101137107        932      34530  SH       DEFINED     15,22        34530     0         0
BOSTON SCIENTIFIC CORP           COMMON    101137107        181       6700  SH       DEFINED     2             6700     0         0
BOSTON SCIENTIFIC CORP           COMMON    101137107        189       7000  SH       DEFINED     24               0     0      7000
BOSTON SCIENTIFIC CORP           COMMON    101137107        476      17630  SH       DEFINED     6            17630     0         0
BOSTON SCIENTIFIC CORP           COMMON    101137107        540      19984  SH       DEFINED     8            19984     0         0
BOYD GAMING CORP                 COMMON    103304101       3911      76500  SH       DEFINED     1            76500     0         0
BOYKIN LODGING COMPANY           COMMON    103430104        213      15900  SH       DEFINED     15           15900     0         0
BRADLEY PHARMACEUTICALS INC      COMMON    104576103          0         20  SH       DEFINED     24              20     0         0
BRADY CORP- CL A                 COMMON    104674106       4600     148400  SH       DEFINED     1           148400     0         0
BRANDYWINE REALTY TRUST          COMMON    105368203        481      15700  SH       DEFINED     15           15700     0         0
BRANDYWINE REALTY TRUST          COMMON    105368203      55754    1819048  SH       DEFINED     15         1441099     0    354049
BRANDYWINE REALTY TRUST          COMMON    105368203       2648      86400  SH       DEFINED     5,15         86400     0         0
BRASCAN CORPORATION              COMMON    10549P606       6484     169700  SH       DEFINED     1           169700     0         0
BRASCAN CORPORATION              COMMON    10549P606      49056    1283950  SH       DEFINED     1,3        1283950     0         0
BRASCAN CORPORATION              COMMON    10549P606       1179      30900  SH       DEFINED     9,15         30900     0         0
BRASCAN CORPORATION              COMMON    10549P606        831      21750  SH       DEFINED     2            21750     0         0
BRASCAN CORPORATION              COMMON    10549P606        233       6100  SH       DEFINED     6             4350  1750         0
BRASCAN CORPORATION              COMMON    10549P606        382       9996  SH       DEFINED     8             9996     0         0
BRASIL TELECOM PART SA ADR       COMMON    105530109        253       7000  SH       DEFINED     9,15          7000     0         0
BRIGGS & STRATTON                COMMON    109043109      59159    1708800  SH       DEFINED     1          1708800     0         0
BRIGGS & STRATTON                COMMON    109043109        159       4600  SH       DEFINED     1,3           4600     0         0
BRIGGS & STRATTON                COMMON    109043109       6720     194100  SH       DEFINED     2           194100     0         0
BRIGGS & STRATTON                COMMON    109043109        312       9000  SH       DEFINED     5,2           9000     0         0
BRIGGS & STRATTON                COMMON    109043109        138       4000  SH       DEFINED     6             4000     0         0
BRIGHT HORIZONS FAMILY SOLUTIO   COMMON    109195107         16        400  SH       DEFINED     6              400     0         0
BRIGHTPOINT INC                  COMMON    109473405       4693     211500  SH       DEFINED     15          120900     0     90600
BRIGHTPOINT INC                  COMMON    109473405         91       4100  SH       DEFINED     15,14         4100     0         0



                                                                                         
BRIGHTPOINT INC                  COMMON    109473405       1287      58000  SH       DEFINED     5,15         58000     0         0
BRIGHTPOINT INC                  COMMON    109473405         67       3000  SH       DEFINED     6              650   825      1525
BRINKER INTERNATIONAL INC        COMMON    109641100       3869      96600  SH       DEFINED     1            96600     0         0
BRINKER INTERNATIONAL INC        COMMON    109641100      22196     554200  SH       DEFINED     1,2         554200     0         0
BRINKER INTERNATIONAL INC        COMMON    109641100       3933      98200  SH       DEFINED     2            98200     0         0
BRINKER INTERNATIONAL INC        COMMON    109641100         64       1600  SH       DEFINED     24             100     0      1500
BRINKER INTERNATIONAL INC        COMMON    109641100        137       3430  SH       DEFINED     8             3430     0         0
THE BRINK'S CO                   COMMON    109696104        979      27200  SH       DEFINED     15           24000     0      2000
THE BRINK'S CO                   COMMON    109696104          7        200  SH       DEFINED     5,15           200     0         0
BRISTOL-MYERS SQUIBB CO          COMMON    110122108      96924    3880065  SH       DEFINED     1          3088160     0    791905
BRISTOL-MYERS SQUIBB CO          COMMON    110122108      40842    1635000  SH       DEFINED     1,2        1635000     0         0
BRISTOL-MYERS SQUIBB CO          COMMON    110122108        255      10200  SH       DEFINED     9            10200     0         0
BRISTOL-MYERS SQUIBB CO          COMMON    110122108      10101     404350  SH       DEFINED     9,15        404350     0         0
BRISTOL-MYERS SQUIBB CO          COMMON    110122108       1083      43350  SH       DEFINED     12           43350     0         0
BRISTOL-MYERS SQUIBB CO          COMMON    110122108        385      15400  SH       DEFINED     12,14        15400     0         0
BRISTOL-MYERS SQUIBB CO          COMMON    110122108      62492    2501663  SH       DEFINED     15         2304099     0    193884
BRISTOL-MYERS SQUIBB CO          COMMON    110122108        395      15800  SH       DEFINED     15,14        15800     0         0
BRISTOL-MYERS SQUIBB CO          COMMON    110122108       4269     170900  SH       DEFINED     15,8        170900     0         0
BRISTOL-MYERS SQUIBB CO          COMMON    110122108        562      22500  SH       DEFINED     2            22500     0         0
BRISTOL-MYERS SQUIBB CO          COMMON    110122108        561      22473  SH       DEFINED     23           22473     0         0
BRISTOL-MYERS SQUIBB CO          COMMON    110122108       4494     179912  SH       DEFINED     24           84417     0     95495
BRISTOL-MYERS SQUIBB CO          COMMON    110122108          2         74  SH       DEFINED     4               74     0         0
BRISTOL-MYERS SQUIBB CO          COMMON    110122108       2215      88685  SH       DEFINED     5,15         62200     0     26485
BRISTOL-MYERS SQUIBB CO          COMMON    110122108       2561     102507  SH       DEFINED     6           102507     0         0
BRISTOL-MYERS SQUIBB CO          COMMON    110122108       1801      72083  SH       DEFINED     8            72083     0         0
BRISTOL-MYERS SQUIBB CO          COMMON    110122108         17        672  SH       DEFINED     8,10           672     0         0
BRISTOL WEST HOLDINGS INC        COMMON    11037M105        602      32900  SH       DEFINED     15           32900     0         0
BRITISH AMERN TOB PLC ADR        COMMON    110448107          8        200  SH       DEFINED     6              200     0         0
BROADCOM CORP CL A               COMMON    111320107      14475     407400  SH       DEFINED     1           407400     0         0
BROADCOM CORP CL A               COMMON    111320107       3086      86869  SH       DEFINED     15           86869     0         0
BROADCOM CORP CL A               COMMON    111320107       1613      45400  SH       DEFINED     15,22        45400     0         0
BROADCOM CORP CL A               COMMON    111320107       1553      43700  SH       DEFINED     20           43700     0         0
BROADCOM CORP CL A               COMMON    111320107         61       1727  SH       DEFINED     24            1387     0       340
BROADCOM CORP CL A               COMMON    111320107        263       7416  SH       DEFINED     8             7416     0         0
BROADWING CORP                   COMMON    11161E101          0         30  SH       DEFINED     24               0     0        30
BROCADE COMMUNICATIONS SYS       COMMON    111621108       7931    2044200  SH       DEFINED     1          2044200     0         0
BROCADE COMMUNICATIONS SYS       COMMON    111621108       5596    1442200  SH       DEFINED     15         1242400     0    123400
BROCADE COMMUNICATIONS SYS       COMMON    111621108        301      77500  SH       DEFINED     2            77500     0         0
BROCADE COMMUNICATIONS SYS       COMMON    111621108        358      92353  SH       DEFINED     23           92353     0         0
BROCADE COMMUNICATIONS SYS       COMMON    111621108         38       9792  SH       DEFINED     24            9792     0         0
BROCADE COMMUNICATIONS SYS       COMMON    111621108         49      12500  SH       DEFINED     5,15         12500     0         0
BROCADE COMMUNICATIONS SYS       COMMON    111621108        424     109332  SH       DEFINED     8           109332     0         0
BROCADE COMMUNICATIONS SYS       COMMON    111621108         24       6184  SH       DEFINED     8,10          6184     0         0
BROOKFIELD HOMES CORP            COMMON    112723101       3452      75700  SH       DEFINED     15           39200     0     36500
BROOKFIELD HOMES CORP            COMMON    112723101         78       1700  SH       DEFINED     15,14         1700     0         0
BROOKFIELD HOMES CORP            COMMON    112723101        406       8900  SH       DEFINED     5,15          8900     0         0
BROOKFIELD PROPERTIES CORP       COMMON    112900105       1139      39700  SH       DEFINED     15           39700     0         0
BROOKFIELD PROPERTIES CORP       COMMON    112900105      73243    2544440  SH       DEFINED     15         1814667     0    650473
BROOKFIELD PROPERTIES CORP       COMMON    112900105       2571      90900  SH       DEFINED     3            90900     0         0
BROOKFIELD PROPERTIES CORP       COMMON    112900105       5678     197150  SH       DEFINED     5,15        197150     0         0
BROOKFIELD PROPERTIES CORP       COMMON    112900105        484      17116  SH       DEFINED     8            17116     0         0
BROOKLINE BANCORP INC            COMMON    11373M107       2169     133400  SH       DEFINED     1           133400     0         0
BROOKLINE BANCORP INC            COMMON    11373M107          9        568  SH       DEFINED     6              568     0         0
BROOKS AUTOMATION INC            COMMON    114340102       4214     283754  SH       DEFINED     1           283754     0         0
BROOKS AUTOMATION INC            COMMON    114340102         74       5000  SH       DEFINED     15            5000     0         0
BROOKS AUTOMATION INC            COMMON    114340102        183      12300  SH       DEFINED     5,15         12300     0         0
BROWN & BROWN INC                COMMON    115236101         54       1200  SH       DEFINED     24               0     0      1200
BROWN FORMAN CORP CL B           COMMON    115637209        527       8724  SH       DEFINED     15            8724     0         0
BROWN SHOE COMPANY INC           COMMON    115736100         27        700  SH       DEFINED     24               0     0       700
BRUNSWICK CORP                   COMMON    117043109      21901     505570  SH       DEFINED     1           505570     0         0
BRUNSWICK CORP                   COMMON    117043109       2628      60676  SH       DEFINED     15           60676     0         0
BRUNSWICK CORP                   COMMON    117043109       1430      33000  SH       DEFINED     2            33000     0         0
BRUNSWICK CORP                   COMMON    117043109         22        500  SH       DEFINED     24               0     0       500
BUCKEYE PARTNERS LP              COMMON    118230101        175       3800  SH       DEFINED     24               0     0      3800
BUCKEYE PARTNERS LP              COMMON    118230101       9860     214490  SH       DEFINED     6           214490     0         0
BUCKEYE TECHNOLOGIES INC         COMMON    118255108         55       6900  SH       DEFINED     15            6900     0         0
BUCKEYE TECHNOLOGIES INC         COMMON    118255108        135      17000  SH       DEFINED     5,15         17000     0         0
THE BUCKLE INC                   COMMON    118440106       2816      63500  SH       DEFINED     1            63500     0         0
BUILDING MATERIAL HOLDING CP     COMMON    120113105        111       1600  SH       DEFINED     15            1400     0       200
BUILDING MATERIAL HOLDING CP     COMMON    120113105        139       2000  SH       DEFINED     5,15          2000     0         0
BUNGE LTD FINANCE CVT(BG) 3.75   CONVERT   120568AE0      12314    6235000  SH       DEFINED     15          900000     0   5335000
BUNZL PLC -SPONS ADR             COMMON    120738406        480      10293  SH       DEFINED     4            10293     0         0
BURLINGTON NORTHERN SANTA FE     COMMON    12189T104      26703     567185  SH       DEFINED     1           565310     0      1875
BURLINGTON NORTHERN SANTA FE     COMMON    12189T104      12194     259000  SH       DEFINED     1,3         259000     0         0
BURLINGTON NORTHERN SANTA FE     COMMON    12189T104       1186      25200  SH       DEFINED     9            25200     0         0
BURLINGTON NORTHERN SANTA FE     COMMON    12189T104        311       6600  SH       DEFINED     9,7           6600     0         0
BURLINGTON NORTHERN SANTA FE     COMMON    12189T104      12888     273750  SH       DEFINED     9,15        273750     0         0
BURLINGTON NORTHERN SANTA FE     COMMON    12189T104       4072      86500  SH       DEFINED     9,2          86500     0         0
BURLINGTON NORTHERN SANTA FE     COMMON    12189T104     101861    2163576  SH       DEFINED     15         1983376     0    164800
BURLINGTON NORTHERN SANTA FE     COMMON    12189T104       1817      38600  SH       DEFINED     15,14        38600     0         0
BURLINGTON NORTHERN SANTA FE     COMMON    12189T104       4449      94500  SH       DEFINED     15,8         94500     0         0
BURLINGTON NORTHERN SANTA FE     COMMON    12189T104       9615     204230  SH       DEFINED     2           204230     0         0
BURLINGTON NORTHERN SANTA FE     COMMON    12189T104        964      20478  SH       DEFINED     23           20478     0         0
BURLINGTON NORTHERN SANTA FE     COMMON    12189T104         13        268  SH       DEFINED     24               0     0       268
BURLINGTON NORTHERN SANTA FE     COMMON    12189T104       3804      80800  SH       DEFINED     5,15         80800     0         0
BURLINGTON NORTHERN SANTA FE     COMMON    12189T104        712      15125  SH       DEFINED     6            15125     0         0
BURLINGTON NORTHERN SANTA FE     COMMON    12189T104        358       7600  SH       DEFINED     7             7600     0         0
BURLINGTON NORTHERN SANTA FE     COMMON    12189T104       1443      30652  SH       DEFINED     8            30652     0         0
BURLINGTON NORTHERN SANTA FE     COMMON    12189T104         64       1359  SH       DEFINED     8,10          1359     0         0
BURLINGTON RESOURCES INC         COMMON    122014103      33173     600520  SH       DEFINED     1           600520     0         0
BURLINGTON RESOURCES INC         COMMON    122014103      31238     565500  SH       DEFINED     1,2         565500     0         0
BURLINGTON RESOURCES INC         COMMON    122014103       1276      23100  SH       DEFINED     9            23100     0         0
BURLINGTON RESOURCES INC         COMMON    122014103         39        700  SH       DEFINED     9,7            700     0         0



                                                                                         
BURLINGTON RESOURCES INC         COMMON    122014103      13838     250500  SH       DEFINED     9,15        250500     0         0
BURLINGTON RESOURCES INC         COMMON    122014103     101954    1845654  SH       DEFINED     15         1675854     0    145100
BURLINGTON RESOURCES INC         COMMON    122014103       1353      24500  SH       DEFINED     15,14        24500     0         0
BURLINGTON RESOURCES INC         COMMON    122014103       4778      86500  SH       DEFINED     15,8         86500     0         0
BURLINGTON RESOURCES INC         COMMON    122014103       5988     108400  SH       DEFINED     2           108400     0         0
BURLINGTON RESOURCES INC         COMMON    122014103       1100      19922  SH       DEFINED     23           19922     0         0
BURLINGTON RESOURCES INC         COMMON    122014103       5761     104285  SH       DEFINED     24           36804     0     67481
BURLINGTON RESOURCES INC         COMMON    122014103        458       8290  SH       DEFINED     4             8290     0         0
BURLINGTON RESOURCES INC         COMMON    122014103       3099      56100  SH       DEFINED     5,15         56100     0         0
BURLINGTON RESOURCES INC         COMMON    122014103      10299     186436  SH       DEFINED     6           186436     0         0
BURLINGTON RESOURCES INC         COMMON    122014103        447       8100  SH       DEFINED     7             8100     0         0
BURLINGTON RESOURCES INC         COMMON    122014103       1591      28799  SH       DEFINED     8            28799     0         0
BURLINGTON RESOURCES INC         COMMON    122014103         56       1020  SH       DEFINED     8,10          1020     0         0
C&D TECHNOLOGIES INC             COMMON    124661109         30       3300  SH       DEFINED     15            3300     0         0
C&D TECHNOLOGIES INC             COMMON    124661109         74       8100  SH       DEFINED     5,15          8100     0         0
C&D TECHNOLOGIES INC             COMMON    124661109          8        875  SH       DEFINED     6              875     0         0
CBL & ASSOCIATES PROPERTIES      COMMON    124830100      10651     247300  SH       DEFINED     15          155500     0     87600
CBL & ASSOCIATES PROPERTIES      COMMON    124830100         52       1200  SH       DEFINED     24               0     0      1200
CBL & ASSOCIATES PROPERTIES      COMMON    124830100         26        600  SH       DEFINED     5,15           600     0         0
CBL & ASSOCIATES PROPERTIES      COMMON    124830100         69       1597  SH       DEFINED     6              697   300       600
CCC INFORMATION SERVICES GRP     COMMON    12487Q109        345      14400  SH       DEFINED     15            7900     0      6500
CCC INFORMATION SERVICES GRP     COMMON    12487Q109          7        300  SH       DEFINED     15,14          300     0         0
CCC INFORMATION SERVICES GRP     COMMON    12487Q109         91       3800  SH       DEFINED     5,15          3800     0         0
CBRL GROUP INC                   COMMON    12489V106      16477     423998  SH       DEFINED     1           423998     0         0
CBRL GROUP INC                   COMMON    12489V106       1683      43300  SH       DEFINED     15,14        43300     0         0
CBRL GROUP INC                   COMMON    12489V106         31        790  SH       DEFINED     2              790     0         0
CBRL GROUP INC                   COMMON    12489V106         37        950  SH       DEFINED     6              950     0         0
CB RICHARD ELLIS GROUP, INC.     COMMON    12497T101      46325    1056200  SH       DEFINED     1          1056200     0         0
CB RICHARD ELLIS GROUP, INC.     COMMON    12497T101        976      22245  SH       DEFINED     15            9445     0     12800
CB RICHARD ELLIS GROUP, INC.     COMMON    12497T101       3044      69400  SH       DEFINED     2            54000     0     15400
CB RICHARD ELLIS GROUP, INC.     COMMON    12497T101         59       1350  SH       DEFINED     6              300   350       700
CCL CONVERT BOND TRUST 144A 2.   CONVERT   12502RAA6      20991   15000000  SH       DEFINED     15         2100000     0  12900000
CDI CORP                         COMMON    125071100         11        500  SH       DEFINED     6              500     0         0
CDW CORP                         COMMON    12512N105      38299     672500  SH       DEFINED     1           672500     0         0
CDW CORP                         COMMON    12512N105      45560     800000  SH       DEFINED     1,2         800000     0         0
CDW CORP                         COMMON    12512N105       9630     169100  SH       DEFINED     2           169100     0         0
CDW CORP                         COMMON    12512N105        182       3200  SH       DEFINED     6             2300   900         0
CDW CORP                         COMMON    12512N105        218       3834  SH       DEFINED     8             3834     0         0
CEC ENTERTAINMENT INC            COMMON    125137109       4757     113030  SH       DEFINED     1           113030     0         0
CEC ENTERTAINMENT INC            COMMON    125137109      14420     342600  SH       DEFINED     15          301900     0     28900
CEC ENTERTAINMENT INC            COMMON    125137109        442      10500  SH       DEFINED     15,8         10500     0         0
CEC ENTERTAINMENT INC            COMMON    125137109        269       6400  SH       DEFINED     5,15          6400     0         0
CH ENERGY GROUP INC              COMMON    12541M102          5        100  SH       DEFINED     6              100     0         0
C.H. ROBINSON WORLDWIDE INC      COMMON    12541W100      33628     577801  SH       DEFINED     1           577801     0         0
C.H. ROBINSON WORLDWIDE INC      COMMON    12541W100        401       6889  SH       DEFINED     15             189     0      6700
C.H. ROBINSON WORLDWIDE INC      COMMON    12541W100       2351      40400  SH       DEFINED     2            32000     0      8400
C.H. ROBINSON WORLDWIDE INC      COMMON    12541W100         90       1540  SH       DEFINED     24              90     0      1450
C.H. ROBINSON WORLDWIDE INC      COMMON    12541W100       8942     153636  SH       DEFINED     6           153636     0         0
CIGNA CORP                       COMMON    125509109      48280     451085  SH       DEFINED     1           450885     0       200
CIGNA CORP                       COMMON    125509109       9943      92900  SH       DEFINED     1,3          92900     0         0
CIGNA CORP                       COMMON    125509109       1531      14300  SH       DEFINED     9            14300     0         0
CIGNA CORP                       COMMON    125509109        182       1700  SH       DEFINED     9,7           1700     0         0
CIGNA CORP                       COMMON    125509109      17651     164915  SH       DEFINED     9,15        164915     0         0
CIGNA CORP                       COMMON    125509109       3371      31500  SH       DEFINED     9,2          31500     0         0
CIGNA CORP                       COMMON    125509109     125952    1176795  SH       DEFINED     15         1071495     0     96900
CIGNA CORP                       COMMON    125509109       2365      22100  SH       DEFINED     15,14        22100     0         0
CIGNA CORP                       COMMON    125509109       4238      39600  SH       DEFINED     15,8         39600     0         0
CIGNA CORP                       COMMON    125509109       6023      56270  SH       DEFINED     2            53270     0      3000
CIGNA CORP                       COMMON    125509109        745       6959  SH       DEFINED     23            6959     0         0
CIGNA CORP                       COMMON    125509109        849       7930  SH       DEFINED     24             990     0      6940
CIGNA CORP                       COMMON    125509109          0          3  SH       DEFINED     4                3     0         0
CIGNA CORP                       COMMON    125509109       5116      47800  SH       DEFINED     5,15         47800     0         0
CIGNA CORP                       COMMON    125509109        532       4970  SH       DEFINED     6             4970     0         0
CIGNA CORP                       COMMON    125509109        428       4000  SH       DEFINED     7             4000     0         0
CIGNA CORP                       COMMON    125509109        765       7152  SH       DEFINED     8             7152     0         0
CIT GROUP INC                    COMMON    125581108       5743     133640  SH       DEFINED     1           133640     0         0
CIT GROUP INC                    COMMON    125581108        112       2600  SH       DEFINED     9,7           2600     0         0
CIT GROUP INC                    COMMON    125581108       4129      96100  SH       DEFINED     9,15         96100     0         0
CIT GROUP INC                    COMMON    125581108      21503     500411  SH       DEFINED     15          450311     0     40300
CIT GROUP INC                    COMMON    125581108       2149      50000  SH       DEFINED     15,8         50000     0         0
CIT GROUP INC                    COMMON    125581108        950      22100  SH       DEFINED     2            22100     0         0
CIT GROUP INC                    COMMON    125581108        215       5000  SH       DEFINED     23            5000     0         0
CIT GROUP INC                    COMMON    125581108        314       7300  SH       DEFINED     5,15          7300     0         0
CIT GROUP INC                    COMMON    125581108        247       5755  SH       DEFINED     6             4155  1600         0
CIT GROUP INC                    COMMON    125581108        377       8769  SH       DEFINED     8             8769     0         0
CKE RESTAURANTS INC              COMMON    12561E105       5173     371600  SH       DEFINED     15          198200     0    173400
CKE RESTAURANTS INC              COMMON    12561E105        113       8100  SH       DEFINED     15,14         8100     0         0
CKE RESTAURANTS INC              COMMON    12561E105        788      56600  SH       DEFINED     5,15         56600     0         0
CLECO CORPORATION                COMMON    12561W105       3378     156600  SH       DEFINED     15           89200     0     67400
CLECO CORPORATION                COMMON    12561W105         67       3100  SH       DEFINED     15,14         3100     0         0
CLECO CORPORATION                COMMON    12561W105         65       3000  SH       DEFINED     24               0     0      3000
CLECO CORPORATION                COMMON    12561W105       1115      51700  SH       DEFINED     5,15         51700     0         0
CMGI INC                         COMMON    125750109          0        198  SH       DEFINED     24               0     0       198
CMS ENERGY CORP                  COMMON    125896100         31       2080  SH       DEFINED     15            2080     0         0
CMS ENERGY CORP                  COMMON    125896100        543      36080  SH       DEFINED     15           34880     0      1200
CMS ENERGY CORP                  COMMON    125896100        169      11200  SH       DEFINED     15,8         11200     0         0
CMS ENERGY CORP                  COMMON    125896100          8        500  SH       DEFINED     24               0     0       500
CMS ENERGY CORP                  COMMON    125896100        179      11875  SH       DEFINED     6             2600  3175      6100
CSK AUTO CORP                    COMMON    125965103       6347     380500  SH       DEFINED     1           380500     0         0
CSK AUTO CORP                    COMMON    125965103       3755     225100  SH       DEFINED     1,3         225100     0         0
CSK AUTO CORP                    COMMON    125965103         52       3100  SH       DEFINED     9,7           3100     0         0
CSK AUTO CORP                    COMMON    125965103       1273      76300  SH       DEFINED     9,2          76300     0         0
CSK AUTO CORP                    COMMON    125965103        455      27300  SH       DEFINED     2            27300     0         0



                                                                                         
CNF INC                          COMMON    12612W104       2389      53200  SH       DEFINED     1            53200     0         0
CNF INC                          COMMON    12612W104         99       2200  SH       DEFINED     9,7           2200     0         0
CNF INC                          COMMON    12612W104        844      18800  SH       DEFINED     2            18800     0         0
CNF INC                          COMMON    12612W104        294       6550  SH       DEFINED     6             4125  1900       525
CNOOC LTD- ADR                   COMMON    126132109        955      16100  SH       DEFINED     1            16100     0         0
CNOOC LTD- ADR                   COMMON    126132109        934      15749  SH       DEFINED     4            15749     0         0
CNS INC                          COMMON    126136100        482      21100  SH       DEFINED     15           10900     0     10200
CNS INC                          COMMON    126136100         11        500  SH       DEFINED     15,14          500     0         0
CNS INC                          COMMON    126136100         57       2500  SH       DEFINED     5,15          2500     0         0
CNET NETWORKS INC                COMMON    12613R104          4        300  SH       DEFINED     24               0     0       300
CPFL ENERGIA SA-ADR              COMMON    126153105        901      38000  SH       DEFINED     9            38000     0         0
CP HOLDRS                        COMMON    12616K106        397       4000  SH       DEFINED     6             4000     0         0
CRA INTERNATIONAL INC            COMMON    12618T105      12084     224400  SH       DEFINED     1           224400     0         0
CRA INTERNATIONAL INC            COMMON    12618T105       3807      70700  SH       DEFINED     2            70700     0         0
CRA INTERNATIONAL INC            COMMON    12618T105         30        550  SH       DEFINED     6              125   150       275
CRH PLC ADR                      COMMON    12626K203        770      29643  SH       DEFINED     4            29643     0         0
CSG SYSTEMS INTL INC             COMMON    126349109      14569     767600  SH       DEFINED     1           767600     0         0
CSG SYSTEMS INTL INC             COMMON    126349109       4736     249500  SH       DEFINED     15          173600     0     75900
CSG SYSTEMS INTL INC             COMMON    126349109         68       3600  SH       DEFINED     15,14         3600     0         0
CSG SYSTEMS INTL INC             COMMON    126349109        133       7000  SH       DEFINED     23            7000     0         0
CSG SYSTEMS INTL INC             COMMON    126349109        919      48400  SH       DEFINED     5,15         48400     0         0
CSG SYSTEMS INTL INC             COMMON    126349109         29       1502  SH       DEFINED     8             1502     0         0
CSX CORP                         COMMON    126408103      18320     429440  SH       DEFINED     1           429440     0         0
CSX CORP                         COMMON    126408103       7427     174104  SH       DEFINED     15          148304     0     20500
CSX CORP                         COMMON    126408103        589      13800  SH       DEFINED     15,8         13800     0         0
CSX CORP                         COMMON    126408103       1327      31100  SH       DEFINED     2            25500     0      5600
CSX CORP                         COMMON    126408103        220       5148  SH       DEFINED     24            3448     0      1700
CSX CORP                         COMMON    126408103         38        900  SH       DEFINED     5,15           900     0         0
CSX CORP                         COMMON    126408103        301       7065  SH       DEFINED     6             5465  1600         0
CSX CORP                         COMMON    126408103        348       8157  SH       DEFINED     8             8157     0         0
CT COMMUNICATIONS INC            COMMON    126426402        808      61900  SH       DEFINED     15           34300     0     27600
CT COMMUNICATIONS INC            COMMON    126426402         17       1300  SH       DEFINED     15,14         1300     0         0
CT COMMUNICATIONS INC            COMMON    126426402        247      18900  SH       DEFINED     5,15         18900     0         0
CUNO INC                         COMMON    126583103         18        250  SH       DEFINED     6              250     0         0
CVB FINANCIAL CORP               COMMON    126600105       2695     136925  SH       DEFINED     1           136925     0         0
CVS CORP                         COMMON    126650100      19352     665700  SH       DEFINED     1           665700     0         0
CVS CORP                         COMMON    126650100      14535     500000  SH       DEFINED     1,2         500000     0         0
CVS CORP                         COMMON    126650100       9000     309600  SH       DEFINED     9           309600     0         0
CVS CORP                         COMMON    126650100      12739     438201  SH       DEFINED     15          356121     0     82080
CVS CORP                         COMMON    126650100       5331     183400  SH       DEFINED     2           183400     0         0
CVS CORP                         COMMON    126650100        195       6715  SH       DEFINED     24             214     0      6501
CVS CORP                         COMMON    126650100      10012     344400  SH       DEFINED     3           344400     0         0
CVS CORP                         COMMON    126650100        188       6476  SH       DEFINED     6             5276  1200         0
CVS CORP                         COMMON    126650100        773      26576  SH       DEFINED     8            26576     0         0
CV THERAPEUTICS INC              COMMON    126667104       1872      83500  SH       DEFINED     1            83500     0         0
CV THERAPEUTICS INC              COMMON    126667104       3924     175000  SH       DEFINED     3           175000     0         0
CABLEVISION SYSTEMS CL A         COMMON    12686C109      32422    1006893  SH       DEFINED     1          1006893     0         0
CABLEVISION SYSTEMS CL A         COMMON    12686C109        747      23200  SH       DEFINED     15           23200     0         0
CABLEVISION SYSTEMS CL A         COMMON    12686C109       3186      98950  SH       DEFINED     15,14        98950     0         0
CABLEVISION SYSTEMS CL A         COMMON    12686C109        164       5100  SH       DEFINED     15,8          5100     0         0
CABLEVISION SYSTEMS CL A         COMMON    12686C109         61       1900  SH       DEFINED     2             1900     0         0
CABLEVISION SYSTEMS CL A         COMMON    12686C109         10        319  SH       DEFINED     24               0     0       319
CABLEVISION SYSTEMS CL A         COMMON    12686C109        676      21000  SH       DEFINED     6            16800     0      4200
CABLEVISION SYSTEMS CL A         COMMON    12686C109        175       5439  SH       DEFINED     8             5439     0         0
CABOT CORP                       COMMON    127055101         31        945  SH       DEFINED     15               0     0       945
CABOT CORP                       COMMON    127055101         69       2100  SH       DEFINED     15            2100     0         0
CABOT CORP                       COMMON    127055101         75       2268  SH       DEFINED     6             2268     0         0
CABOT OIL & GAS CORP CL A        COMMON    127097103       5177     149200  SH       DEFINED     15           81200     0     68000
CABOT OIL & GAS CORP CL A        COMMON    127097103        111       3200  SH       DEFINED     15,14         3200     0         0
CABOT OIL & GAS CORP CL A        COMMON    127097103         21        600  SH       DEFINED     24               0     0       600
CABOT OIL & GAS CORP CL A        COMMON    127097103       1357      39100  SH       DEFINED     5,15         39100     0         0
CABOT OIL & GAS CORP CL A        COMMON    127097103         94       2700  SH       DEFINED     6              600   750      1350
CABOT MICROELECTRONICS CORP      COMMON    12709P103         18        638  SH       DEFINED     6              638     0         0
CACI INTERNATIONAL INC CL A      COMMON    127190304       3834      60700  SH       DEFINED     1            60700     0         0
CACI INTERNATIONAL INC CL A      COMMON    127190304        436       6900  SH       DEFINED     15,22         6900     0         0
CACI INTERNATIONAL INC CL A      COMMON    127190304       1491      23600  SH       DEFINED     6            23600     0         0
CADBURY SCHWEPPES PLC ADR        COMMON    127209302       5474     142800  SH       DEFINED     1           142800     0         0
CADBURY SCHWEPPES PLC ADR        COMMON    127209302      15124     394584  SH       DEFINED     12          374184     0     20400
CADBURY SCHWEPPES PLC ADR        COMMON    127209302      56726    1479935  SH       DEFINED     15         1432923     0     47012
CADENCE DESIGN SYS INC           COMMON    127387108      44925    3288803  SH       DEFINED     9          3288803     0         0
CADENCE DESIGN SYS INC           COMMON    127387108       1460     106900  SH       DEFINED     9,22        106900     0         0
CADENCE DESIGN SYS INC           COMMON    127387108          1         60  SH       DEFINED     6               60     0         0
CADENCE DESIGN SYS INC           COMMON    127387108        158      11570  SH       DEFINED     8            11570     0         0
CADMUS COMMUNICATIONS CORP       COMMON    127587103         36       2000  SH       DEFINED     6             2000     0         0
CAL DIVE INTERNATIONAL INC       COMMON    127914109      42173     805280  SH       DEFINED     1           805280     0         0
CAL DIVE INTERNATIONAL INC       COMMON    127914109      19005     362900  SH       DEFINED     15          271300     0     81700
CAL DIVE INTERNATIONAL INC       COMMON    127914109       2880      55000  SH       DEFINED     15,14        55000     0         0
CAL DIVE INTERNATIONAL INC       COMMON    127914109        670      12800  SH       DEFINED     15,8         12800     0         0
CAL DIVE INTERNATIONAL INC       COMMON    127914109       5490     104840  SH       DEFINED     2           104840     0         0
CAL DIVE INTERNATIONAL INC       COMMON    127914109        168       3200  SH       DEFINED     23            3200     0         0
CAL DIVE INTERNATIONAL INC       COMMON    127914109       1555      29700  SH       DEFINED     5,15         29700     0         0
CAL DIVE INTERNATIONAL INC       COMMON    127914109         36        687  SH       DEFINED     8              687     0         0
CALAMOS CVT AND HIGH INCOME CF   COMMON    12811P108         34       2073  SH       DEFINED     24               0     0      2073
CALAMOS CVT AND HIGH INCOME CF   COMMON    12811P108         25       1500  SH       DEFINED     6             1500     0         0
CALAMOS STRAT TOT RETURN FD CF   COMMON    128125101         28       2000  SH       DEFINED     6             2000     0         0
CALIFORNIA COASTAL COMM INC      COMMON    129915203        258       7500  SH       DEFINED     1             7500     0         0
CALIFORNIA MICRO DEVICES CP      COMMON    130439102          3        516  SH       DEFINED     24               0     0       516
CALLAWAY GOLF COMPANY            COMMON    131193104          2        100  SH       DEFINED     24               0     0       100
CALLAWAY GOLF COMPANY            COMMON    131193104         71       4600  SH       DEFINED     6             1000  1300      2300
CALLIDUS SOFTWARE INC            COMMON    13123E500      10349    2843229  SH       DEFINED     18         1031239     0   1811990
CALPINE CORPORATION              COMMON    131347106        178      52224  SH       DEFINED     15           52224     0         0
CALPINE CORPORATION              COMMON    131347106         47      13800  SH       DEFINED     6            13800     0         0
CAMBREX CORP                     COMMON    132011107          3        145  SH       DEFINED     6              145     0         0



                                                                                         
CAMBIOR INC                      COMMON    13201L103       3706    1700000  SH       DEFINED     1          1700000     0         0
CAMBIOR INC                      COMMON    13201L103       1090     500000  SH       DEFINED     2           500000     0         0
CAMBIOR INC                      COMMON    13201L103          8       3500  SH       DEFINED     24               0     0      3500
CAMDEN NATIONAL CORP             COMMON    133034108        599      18300  SH       DEFINED     15           10200     0      8100
CAMDEN NATIONAL CORP             COMMON    133034108         13        400  SH       DEFINED     15,14          400     0         0
CAMDEN NATIONAL CORP             COMMON    133034108        190       5800  SH       DEFINED     5,15          5800     0         0
CAMDEN PROPERTY TRUST            COMMON    133131102        726      13500  SH       DEFINED     15           13500     0         0
CAMDEN PROPERTY TRUST            COMMON    133131102      56525    1051625  SH       DEFINED     15          739940     0    288185
CAMDEN PROPERTY TRUST            COMMON    133131102         17        320  SH       DEFINED     24               0     0       320
CAMDEN PROPERTY TRUST            COMMON    133131102       4703      87500  SH       DEFINED     5,15         87500     0         0
CAMECO CORP                      COMMON    13321L108       1780      39900  SH       DEFINED     1            39900     0         0
CAMECO CORP                      COMMON    13321L108      40063     897950  SH       DEFINED     1,3         897950     0         0
CAMECO CORP                      COMMON    13321L108        622      13950  SH       DEFINED     2            13950     0         0
CAMECO CORP                      COMMON    13321L108         22        500  SH       DEFINED     6              500     0         0
CAMPBELL SOUP CO                 COMMON    134429109      91784    2982900  SH       DEFINED     1          2982900     0         0
CAMPBELL SOUP CO                 COMMON    134429109      26062     847000  SH       DEFINED     1,2         847000     0         0
CAMPBELL SOUP CO                 COMMON    134429109        117       3800  SH       DEFINED     1,3           3800     0         0
CAMPBELL SOUP CO                 COMMON    134429109       2349      76353  SH       DEFINED     15           76353     0         0
CAMPBELL SOUP CO                 COMMON    134429109       5046     164000  SH       DEFINED     2           164000     0         0
CAMPBELL SOUP CO                 COMMON    134429109         39       1270  SH       DEFINED     24               0     0      1270
CAMPBELL SOUP CO                 COMMON    134429109      44227    1437335  SH       DEFINED     4          1437335     0         0
CAMPBELL SOUP CO                 COMMON    134429109        228       7400  SH       DEFINED     5,2           7400     0         0
CAMPBELL SOUP CO                 COMMON    134429109        236       7658  SH       DEFINED     8             7658     0         0
CAN IMPERIAL BK OF COMMERCE      COMMON    136069101      19422     313900  SH       DEFINED     1,3         313900     0         0
CAN IMPERIAL BK OF COMMERCE      COMMON    136069101       1605      25900  SH       DEFINED     9,15         25900     0         0
CAN IMPERIAL BK OF COMMERCE      COMMON    136069101        254       4100  SH       DEFINED     2             4100     0         0
CAN IMPERIAL BK OF COMMERCE      COMMON    136069101     146519    2368000  SH       DEFINED     3          2368000     0         0
CAN IMPERIAL BK OF COMMERCE      COMMON    136069101       1154      18652  SH       DEFINED     8            18652     0         0
CANADIAN NATL RAILWAY CO         COMMON    136375102      38664     670300  SH       DEFINED     1           670300     0         0
CANADIAN NATL RAILWAY CO         COMMON    136375102      60734    1052529  SH       DEFINED     1,3        1052529     0         0
CANADIAN NATL RAILWAY CO         COMMON    136375102       1591      27600  SH       DEFINED     9,15         27600     0         0
CANADIAN NATL RAILWAY CO         COMMON    136375102       9409     163175  SH       DEFINED     2           163175     0         0
CANADIAN NATL RAILWAY CO         COMMON    136375102          3         48  SH       DEFINED     24              48     0         0
CANADIAN NATL RAILWAY CO         COMMON    136375102        826      14322  SH       DEFINED     4            14322     0         0
CANADIAN NATL RAILWAY CO         COMMON    136375102        346       6000  SH       DEFINED     6             6000     0         0
CANADIAN NATL RAILWAY CO         COMMON    136375102        537       9312  SH       DEFINED     8             9312     0         0
CANADIAN NATURAL RESOURCES       COMMON    136385101      20701     571100  SH       DEFINED     1           571100     0         0
CANADIAN NATURAL RESOURCES       COMMON    136385101      71186    1963880  SH       DEFINED     1,3        1963880     0         0
CANADIAN NATURAL RESOURCES       COMMON    136385101       2603      71800  SH       DEFINED     2            71800     0         0
CANADIAN NATURAL RESOURCES       COMMON    136385101        326       8985  SH       DEFINED     23            8985     0         0
CANADIAN NATURAL RESOURCES       COMMON    136385101       1411      38919  SH       DEFINED     8            38919     0         0
CP RAILWAY LIMITED               COMMON    13645T100      12334     356400  SH       DEFINED     1,3         356400     0         0
CP RAILWAY LIMITED               COMMON    13645T100        242       7000  SH       DEFINED     2             7000     0         0
CP RAILWAY LIMITED               COMMON    13645T100      32517     939600  SH       DEFINED     3           939600     0         0
CANADIAN PACIFIC RAILWAY LTD     COMMON    13645T100        588      17030  SH       DEFINED     4            17030     0         0
CP RAILWAY LIMITED               COMMON    13645T100        253       7301  SH       DEFINED     8             7301     0         0
CANDELA CORP                     COMMON    136907102        245      23400  SH       DEFINED     1            23400     0         0
CANON INC- SP ADR                COMMON    138006309      32043     608838  SH       DEFINED     12          591573     0     17265
CANON INC- SP ADR                COMMON    138006309          0          0  SH       DEFINED     12,14            0     0         0
CANON INC- SP ADR                COMMON    138006309      39252     745815  SH       DEFINED     15          721631     0     24184
CANON INC- SP ADR                COMMON    138006309        632      12000  SH       DEFINED     24           11600     0       400
CANON INC- SP ADR                COMMON    138006309       1411      26819  SH       DEFINED     4            26819     0         0
CANTEL MEDICAL CORP              COMMON    138098108       2181     133300  SH       DEFINED     1           133300     0         0
CAPITAL AUTOMOTIVE REIT          COMMON    139733109        420      11000  SH       DEFINED     15           11000     0         0
CAPITAL AUTOMOTIVE REIT          COMMON    139733109      13883     363800  SH       DEFINED     15          313900     0     49900
CAPITAL AUTOMOTIVE REIT          COMMON    139733109         49       1275  SH       DEFINED     24            1275     0         0
CAPITAL CORP OF THE WEST         COMMON    140065202         30       1080  SH       DEFINED     15            1080     0         0
CAPITAL CORP OF THE WEST         COMMON    140065202         70       2520  SH       DEFINED     5,15          2520     0         0
CAPITAL CROSSING BANK            COMMON    140071101       1163      34100  SH       DEFINED     15           18500     0     15600
CAPITAL CROSSING BANK            COMMON    140071101         24        700  SH       DEFINED     15,14          700     0         0
CAPITAL CROSSING BANK            COMMON    140071101        314       9200  SH       DEFINED     5,15          9200     0         0
CAPITAL ONE FINANCIAL CORP       COMMON    14040H105      32687     408540  SH       DEFINED     15          407400     0      1140
CAPITAL ONE FINANCIAL CORP       COMMON    14040H105        696       8700  SH       DEFINED     9,15          8700     0         0
CAPITAL ONE FINANCIAL CORP       COMMON    14040H105        248       3100  SH       DEFINED     11,8          3100     0         0
CAPITAL ONE FINANCIAL CORP       COMMON    14040H105       7603      95020  SH       DEFINED     15           80520     0     14500
CAPITAL ONE FINANCIAL CORP       COMMON    14040H105       1712      21400  SH       DEFINED     15,8         21400     0         0
CAPITAL ONE FINANCIAL CORP       COMMON    14040H105       2624      32800  SH       DEFINED     2            32800     0         0
CAPITAL ONE FINANCIAL CORP       COMMON    14040H105        636       7945  SH       DEFINED     23            7945     0         0
CAPITAL ONE FINANCIAL CORP       COMMON    14040H105        440       5500  SH       DEFINED     24             263     0      5237
CAPITAL ONE FINANCIAL CORP       COMMON    14040H105        232       2900  SH       DEFINED     5,15          2900     0         0
CAPITAL ONE FINANCIAL CORP       COMMON    14040H105      20805     260032  SH       DEFINED     6           260032     0         0
CAPITAL ONE FINANCIAL CORP       COMMON    14040H105       1058      13227  SH       DEFINED     8            13227     0         0
CAPITAL ONE FINANCIAL CORP       COMMON    14040H105        216       2700  SH       DEFINED     8,13          2700     0         0
CAPITAL TRUST CL A               COMMON    14052H506       2235      66900  SH       DEFINED     15           37100     0     29800
CAPITAL TRUST CL A               COMMON    14052H506         47       1400  SH       DEFINED     15,14         1400     0         0
CAPITAL TRUST CL A               COMMON    14052H506        705      21100  SH       DEFINED     5,15         21100     0         0
CAPITALSOURCE INC                COMMON    14055X102      38123    1942100  SH       DEFINED     1          1942100     0         0
CAPITALSOURCE INC                COMMON    14055X102        472      24055  SH       DEFINED     15             355     0     23700
CAPITALSOURCE INC                COMMON    14055X102       2844     144900  SH       DEFINED     2           116900     0     28000
CAPITALSOURCE INC                COMMON    14055X102         52       2625  SH       DEFINED     24             155     0      2470
CAPITALSOURCE INC                COMMON    14055X102       5600     285299  SH       DEFINED     6           285299     0         0
CARAUSTAR INDUSTRIES INC         COMMON    140909102         43       4100  SH       DEFINED     15            4100     0         0
CARAUSTAR INDUSTRIES INC         COMMON    140909102        105      10000  SH       DEFINED     5,15         10000     0         0
CARDIMA INC                      COMMON    14147M106          2      30000  SH       DEFINED     24               0     0     30000
CARDINAL HEALTH INC              COMMON    14149Y108     495314    8602180  SH       DEFINED     1          8602180     0         0
CARDINAL HEALTH INC              COMMON    14149Y108      49306     856300  SH       DEFINED     9           856300     0         0
CARDINAL HEALTH INC              COMMON    14149Y108        754      13100  SH       DEFINED     9,15         13100     0         0
CARDINAL HEALTH INC              COMMON    14149Y108        277       4814  SH       DEFINED     11,8          4814     0         0
CARDINAL HEALTH INC              COMMON    14149Y108      11487     199488  SH       DEFINED     15          188188     0     11300
CARDINAL HEALTH INC              COMMON    14149Y108       1491      25900  SH       DEFINED     15,8         25900     0         0
CARDINAL HEALTH INC              COMMON    14149Y108       7108     123450  SH       DEFINED     2           123450     0         0
CARDINAL HEALTH INC              COMMON    14149Y108        622      10800  SH       DEFINED     2,14         10800     0         0
CARDINAL HEALTH INC              COMMON    14149Y108        855      14841  SH       DEFINED     23           14841     0         0



                                                                                         
CARDINAL HEALTH INC              COMMON    14149Y108        365       6338  SH       DEFINED     24            4353     0      1985
CARDINAL HEALTH INC              COMMON    14149Y108      36191     628528  SH       DEFINED     4           628528     0         0
CARDINAL HEALTH INC              COMMON    14149Y108        449       7791  SH       DEFINED     6             7791     0         0
CARDINAL HEALTH INC              COMMON    14149Y108       1777      30854  SH       DEFINED     8            30854     0         0
CARDINAL HEALTH INC              COMMON    14149Y108        235       4084  SH       DEFINED     8,13          4084     0         0
CARDIODYNAMICS INTERNATIONAL     COMMON    141597104          2       1100  SH       DEFINED     24            1100     0         0
CAREER EDUCATION CORP            COMMON    141665109      59173    1616300  SH       DEFINED     1          1616300     0         0
CAREER EDUCATION CORP            COMMON    141665109        445      12156  SH       DEFINED     15             156     0     12000
CAREER EDUCATION CORP            COMMON    141665109       3485      95200  SH       DEFINED     2            79600     0     15600
CAREER EDUCATION CORP            COMMON    141665109         54       1465  SH       DEFINED     24              85     0      1380
CAREER EDUCATION CORP            COMMON    141665109       5392     147289  SH       DEFINED     6           147289     0         0
CAREER EDUCATION CORP            COMMON    141665109         91       2496  SH       DEFINED     8             2496     0         0
CAREMARK RX INC                  COMMON    141705103      68153    1530830  SH       DEFINED     1          1530830     0         0
CAREMARK RX INC                  COMMON    141705103     132575    2977881  SH       DEFINED     1,2        2977881     0         0
CAREMARK RX INC                  COMMON    141705103         78       1750  SH       DEFINED     9,15          1750     0         0
CAREMARK RX INC                  COMMON    141705103       6135     137796  SH       DEFINED     15          123196     0     14600
CAREMARK RX INC                  COMMON    141705103       1759      39500  SH       DEFINED     15,22        39500     0         0
CAREMARK RX INC                  COMMON    141705103       1451      32600  SH       DEFINED     15,8         32600     0         0
CAREMARK RX INC                  COMMON    141705103      22623     508163  SH       DEFINED     2           508163     0         0
CAREMARK RX INC                  COMMON    141705103        165       3707  SH       DEFINED     20            3707     0         0
CAREMARK RX INC                  COMMON    141705103        297       6676  SH       DEFINED     23            6676     0         0
CAREMARK RX INC                  COMMON    141705103      46955    1054695  SH       DEFINED     24          194850     0    859845
CAREMARK RX INC                  COMMON    141705103         68       1534  SH       DEFINED     4             1534     0         0
CAREMARK RX INC                  COMMON    141705103      46654    1047923  SH       DEFINED     6          1047923     0         0
CAREMARK RX INC                  COMMON    141705103        721      16198  SH       DEFINED     8            16198     0         0
CAREMARK RX INC                  COMMON    141705103         22        505  SH       DEFINED     8,10           505     0         0
CARLISLE COS INC                 COMMON    142339100        197       2875  SH       DEFINED     6             2275   600         0
CARMAX INC                       COMMON    143130102         25        945  SH       DEFINED     24               0     0       945
CARMAX INC                       COMMON    143130102         16        600  SH       DEFINED     6              600     0         0
CARNIVAL CORP                    COMMON    143658300      53431     979483  SH       DEFINED     1           979483     0         0
CARNIVAL CORP                    COMMON    143658300      49095     900000  SH       DEFINED     1,2         900000     0         0
CARNIVAL CORP                    COMMON    143658300      15894     291365  SH       DEFINED     15          247775     0     43590
CARNIVAL CORP                    COMMON    143658300       3328      61000  SH       DEFINED     15,14        61000     0         0
CARNIVAL CORP                    COMMON    143658300      15793     289520  SH       DEFINED     2           289520     0         0
CARNIVAL CORP                    COMMON    143658300        591      10827  SH       DEFINED     24            5193     0      5634
CARNIVAL CORP                    COMMON    143658300      17228     315813  SH       DEFINED     6           315813     0         0
CARNIVAL CORP                    COMMON    143658300        754      13828  SH       DEFINED     8            13828     0         0
CARPENTER TECHNOLOGY             COMMON    144285103      12002     231700  SH       DEFINED     1           231700     0         0
CARPENTER TECHNOLOGY             COMMON    144285103         47        900  SH       DEFINED     15             900     0         0
CARPENTER TECHNOLOGY             COMMON    144285103       3776      72900  SH       DEFINED     2            72900     0         0
CARRAMERICA REALTY CORP          COMMON    144418100        554      15300  SH       DEFINED     15           15300     0         0
CARRAMERICA REALTY CORP          COMMON    144418100      69209    1912912  SH       DEFINED     15         1491193     0    391665
CARRAMERICA REALTY CORP          COMMON    144418100       3953     109266  SH       DEFINED     5,15        109266     0         0
CARREKER CORPORATION             COMMON    144433109         25       4550  SH       DEFINED     6             1000  1250      2300
CARTERS INC                      COMMON    146229109       3865      66200  SH       DEFINED     1            66200     0         0
CARTERS INC                      COMMON    146229109      12563     215200  SH       DEFINED     1,3         215200     0         0
CARTERS INC                      COMMON    146229109        455       7800  SH       DEFINED     15,14         7800     0         0
CARTERS INC                      COMMON    146229109        254       4350  SH       DEFINED     2             4350     0         0
CASCADE MICROTECH                COMMON    147322101       1222      83700  SH       DEFINED     1            83700     0         0
CASCADE NATURAL GAS CORP         COMMON    147339105       1148      56000  SH       DEFINED     15           31900     0     24100
CASCADE NATURAL GAS CORP         COMMON    147339105         21       1000  SH       DEFINED     15,14         1000     0         0
CASCADE NATURAL GAS CORP         COMMON    147339105        381      18600  SH       DEFINED     5,15         18600     0         0
CASEY'S GENERAL STORES INC       COMMON    147528103         79       4000  SH       DEFINED     24               0     0      4000
CASH AMERICA INTL INC            COMMON    14754D100        113       5625  SH       DEFINED     6             5625     0         0
CASUAL MALE RETAIL GROUP INC     COMMON    148711104         25       3475  SH       DEFINED     6             3475     0         0
CATALINA MARKETING CORP          COMMON    148867104      10289     404900  SH       DEFINED     15          247600     0    157300
CATALINA MARKETING CORP          COMMON    148867104        188       7400  SH       DEFINED     15,14         7400     0         0
CATALINA MARKETING CORP          COMMON    148867104       2198      86500  SH       DEFINED     5,15         86500     0         0
CATAPULT COMMUNICATIONS CORP     COMMON    149016107       7916     464027  SH       DEFINED     1           464027     0         0
CATAPULT COMMUNICATIONS CORP     COMMON    149016107       2008     117700  SH       DEFINED     2           117700     0         0
CATELLUS DEVELOPMENT CORP        COMMON    149113102        813      24800  SH       DEFINED     15           24800     0         0
CATELLUS DEVELOPMENT CORP        COMMON    149113102      54628    1665495  SH       DEFINED     15         1247241     0    380254
CATELLUS DEVELOPMENT CORP        COMMON    149113102       4521     137835  SH       DEFINED     5,15        137835     0         0
CATERPILLAR INC                  COMMON    149123101      22763     238835  SH       DEFINED     1           238200     0       635
CATERPILLAR INC                  COMMON    149123101      57186     600000  SH       DEFINED     1,2         600000     0         0
CATERPILLAR INC                  COMMON    149123101        311       3260  SH       DEFINED     9,15          3260     0         0
CATERPILLAR INC                  COMMON    149123101      35925     376926  SH       DEFINED     15          180876     0    193970
CATERPILLAR INC                  COMMON    149123101       1247      13080  SH       DEFINED     15,22        13080     0         0
CATERPILLAR INC                  COMMON    149123101      10444     109580  SH       DEFINED     2           109580     0         0
CATERPILLAR INC                  COMMON    149123101        762       8000  SH       DEFINED     23            8000     0         0
CATERPILLAR INC                  COMMON    149123101       2650      27806  SH       DEFINED     24             818     0     26988
CATERPILLAR INC                  COMMON    149123101       9233      96878  SH       DEFINED     6            96878     0         0
CATERPILLAR INC                  COMMON    149123101       1061      11137  SH       DEFINED     8            11137     0         0
CATO CORP CL A                   COMMON    149205106       1347      65250  SH       DEFINED     15           47100     0     18150
CATO CORP CL A                   COMMON    149205106         19        900  SH       DEFINED     15,14          900     0         0
CATO CORP CL A                   COMMON    149205106        511      24750  SH       DEFINED     5,15         24750     0         0
CEDAR FAIR LP                    COMMON    150185106       3051      94777  SH       DEFINED     1            94777     0         0
CEDAR FAIR LP                    COMMON    150185106        286       8900  SH       DEFINED     15,14         8900     0         0
CEDAR FAIR LP                    COMMON    150185106        106       3300  SH       DEFINED     24               0     0      3300
CEDAR SHOPPING CENTERS INC       COMMON    150602209       3956     268200  SH       DEFINED     15          227100     0     41100
CELADON GROUP INC                COMMON    150838100         44       2575  SH       DEFINED     6              550   675      1350
CELANESE CORP-SERIES A           COMMON    150870103      37149    2337900  SH       DEFINED     1          2337900     0         0
CELANESE CORP-SERIES A           COMMON    150870103        434      27300  SH       DEFINED     15               0     0     27300
CELANESE CORP-SERIES A           COMMON    150870103       2925     184100  SH       DEFINED     2           150000     0     34100
CELL THERAPEUTICS INC            COMMON    150934107        350     129112  SH       DEFINED     18               0     0    129112
CELESTICA INC                    COMMON    15101Q108        301      22492  SH       DEFINED     24               0     0     22492
CELESTICA INC                    COMMON    15101Q108        132       9839  SH       DEFINED     8             9839     0         0
CELGENE CORP                     COMMON    151020104         24        600  SH       DEFINED     15             600     0         0
CELGENE CORP                     COMMON    151020104        183       4500  SH       DEFINED     9             4500     0         0
CELGENE CORP                     COMMON    151020104       2503      61500  SH       DEFINED     9,15         61500     0         0
CELGENE CORP                     COMMON    151020104      27741     681600  SH       DEFINED     15          603700     0     60800
CELGENE CORP                     COMMON    151020104        281       6900  SH       DEFINED     15,14         6900     0         0
CELGENE CORP                     COMMON    151020104        928      22800  SH       DEFINED     15,8         22800     0         0



                                                                                         
CELGENE CORP                     COMMON    151020104       8140     200000  SH       DEFINED     18               0     0    200000
CELGENE CORP                     COMMON    151020104         55       1362  SH       DEFINED     23            1362     0         0
CELGENE CORP                     COMMON    151020104        859      21100  SH       DEFINED     5,15         21100     0         0
CEMEX SA ADR                     COMMON    151290889        328       7736  SH       DEFINED     9             7736     0         0
CEMEX SA ADR                     COMMON    151290889        322       7600  SH       DEFINED     9,15          7600     0         0
CEMEX SA ADR                     COMMON    151290889        991      23371  SH       DEFINED     9,22         23371     0         0
CEMEX SA ADR                     COMMON    151290889     528401   12456415  SH       DEFINED     3         12456415     0         0
CEMEX SA ADR                     COMMON    151290889       5845     137778  SH       DEFINED     3,22        137778     0         0
CEMEX SA ADR                     COMMON    151290889          5        124  SH       DEFINED     6              124     0         0
CENDANT CORP                     COMMON    151313103     353655   15809336  SH       DEFINED     1         15804441     0      4895
CENDANT CORP                     COMMON    151313103      22370    1000000  SH       DEFINED     1,2        1000000     0         0
CENDANT CORP                     COMMON    151313103       5652     252667  SH       DEFINED     15          252667     0         0
CENDANT CORP                     COMMON    151313103       2090      93420  SH       DEFINED     15,14        93420     0         0
CENDANT CORP                     COMMON    151313103      11796     527300  SH       DEFINED     2           527300     0         0
CENDANT CORP                     COMMON    151313103        342      15300  SH       DEFINED     2,14         15300     0         0
CENDANT CORP                     COMMON    151313103         83       3700  SH       DEFINED     24            1800     0      1900
CENDANT CORP                     COMMON    151313103      12527     560000  SH       DEFINED     3           560000     0         0
CENDANT CORP                     COMMON    151313103      20970     937425  SH       DEFINED     4           937425     0         0
CENDANT CORP                     COMMON    151313103        274      12237  SH       DEFINED     6            12237     0         0
CENDANT CORP                     COMMON    151313103        735      32841  SH       DEFINED     8            32841     0         0
CENTENNIAL COMMUNCTNS CORP NEW   COMMON    15133V208        511      36800  SH       DEFINED     15           25800     0     11000
CENTENNIAL COMMUNCTNS CORP NEW   COMMON    15133V208          7        500  SH       DEFINED     15,14          500     0         0
CENTENNIAL COMMUNCTNS CORP NEW   COMMON    15133V208         37       2700  SH       DEFINED     5,15          2700     0         0
CENTENE CORP                     COMMON    15135B101      13499     402000  SH       DEFINED     1           402000     0         0
CENTENE CORP                     COMMON    15135B101       2861      85200  SH       DEFINED     2            85200     0         0
CENTENE CORP                     COMMON    15135B101         25        750  SH       DEFINED     24               0     0       750
CENTENE CORP                     COMMON    15135B101         55       1625  SH       DEFINED     6              350   450       825
CENTER FINANCIAL CORP            COMMON    15146E102         52       2100  SH       DEFINED     15            2100     0         0
CENTER FINANCIAL CORP            COMMON    15146E102        124       5000  SH       DEFINED     5,15          5000     0         0
CENTERPOINT PROPERTIES CORP      COMMON    151895109       2305      54500  SH       DEFINED     15           54500     0         0
CENTERPOINT PROPERTIES CORP      COMMON    151895109     118887    2810572  SH       DEFINED     15         2185439     0    569433
CENTERPOINT PROPERTIES CORP      COMMON    151895109       8448     199722  SH       DEFINED     5,15        199722     0         0
CENTERPOINT ENERGY INC           COMMON    15189T107       7464     565060  SH       DEFINED     1           565060     0         0
CENTERPOINT ENERGY INC           COMMON    15189T107         40       3000  SH       DEFINED     9             3000     0         0
CENTERPOINT ENERGY INC           COMMON    15189T107       1456     110200  SH       DEFINED     9,15        110200     0         0
CENTERPOINT ENERGY INC           COMMON    15189T107      28408    2150474  SH       DEFINED     15         1917427     0    172447
CENTERPOINT ENERGY INC           COMMON    15189T107         61       4600  SH       DEFINED     15,14         4600     0         0
CENTERPOINT ENERGY INC           COMMON    15189T107       2318     175500  SH       DEFINED     15,8        175500     0         0
CENTERPOINT ENERGY INC           COMMON    15189T107        415      31388  SH       DEFINED     23           31388     0         0
CENTERPOINT ENERGY INC           COMMON    15189T107        256      19400  SH       DEFINED     5,15         19400     0         0
CENTERPOINT ENERGY INC           COMMON    15189T107        110       8325  SH       DEFINED     6             5300  1175      1850
CENTERPOINT ENERGY INC           COMMON    15189T107        379      28686  SH       DEFINED     8            28686     0         0
AOL TIME WARNER(CNP) CVT FLOAT   CONVERT   15189T206          0         55  SH       DEFINED     24               0     0        55
CENTEX CORP                      COMMON    152312104      13449     190300  SH       DEFINED     1           190300     0         0
CENTEX CORP                      COMMON    152312104        877      12416  SH       DEFINED     15           12416     0         0
CENTEX CORP                      COMMON    152312104        115       1621  SH       DEFINED     23            1621     0         0
CENTEX CORP                      COMMON    152312104         25        360  SH       DEFINED     6              360     0         0
CENTEX CORP                      COMMON    152312104        321       4541  SH       DEFINED     8             4541     0         0
CENTRAL COAST BANCORP            COMMON    153145107         32       1750  SH       DEFINED     15            1750     0         0
CENTRAL COAST BANCORP            COMMON    153145107         81       4500  SH       DEFINED     5,15          4500     0         0
CENTRAL FUND CANADA CL A CF      COMMON    153501101         37       7000  SH       DEFINED     24               0     0      7000
CENTRAL FUND CANADA CL A CF      COMMON    153501101       7990    1501000  SH       DEFINED     3          1501000     0         0
CENTRAL GARDEN & PET CO          COMMON    153527106       8090     164700  SH       DEFINED     1           164700     0         0
CENTRAL GARDEN & PET CO          COMMON    153527106         11        230  SH       DEFINED     15             230     0         0
CENTRAL VERMONT PUB SERV         COMMON    155771108          9        500  SH       DEFINED     6              500     0         0
CENTURY ALUMINUM COMPANY         COMMON    156431108       1956      95900  SH       DEFINED     1            95900     0         0
CENTURYTEL INC                   COMMON    156700106       8341     240870  SH       DEFINED     1           239160     0      1710
CENTURYTEL INC                   COMMON    156700106         45       1300  SH       DEFINED     9,7           1300     0         0
CENTURYTEL INC                   COMMON    156700106       1399      40400  SH       DEFINED     9,15         40400     0         0
CENTURYTEL INC                   COMMON    156700106        391      11300  SH       DEFINED     11,8         11300     0         0
CENTURYTEL INC                   COMMON    156700106      15303     441906  SH       DEFINED     15          411123     0     21123
CENTURYTEL INC                   COMMON    156700106        516      14900  SH       DEFINED     15,8         14900     0         0
CENTURYTEL INC                   COMMON    156700106        388      11200  SH       DEFINED     2            11200     0         0
CENTURYTEL INC                   COMMON    156700106        441      12741  SH       DEFINED     23           12741     0         0
CENTURYTEL INC                   COMMON    156700106         99       2847  SH       DEFINED     24               0     0      2847
CENTURYTEL INC                   COMMON    156700106          6        170  SH       DEFINED     4              170     0         0
CENTURYTEL INC                   COMMON    156700106        432      12475  SH       DEFINED     5,15          1300     0     11175
CENTURYTEL INC                   COMMON    156700106         43       1240  SH       DEFINED     6             1240     0         0
CENTURYTEL INC                   COMMON    156700106       1292      37301  SH       DEFINED     8            37301     0         0
CENTURYTEL INC                   COMMON    156700106        339       9800  SH       DEFINED     8,13          9800     0         0
CEPHALON INC                     COMMON    156708109         16        400  SH       DEFINED     24               0     0       400
CEPHALON INC                     COMMON    156708109        115       2880  SH       DEFINED     6             2880     0         0
CERADYNE INC                     COMMON    156710105       4689     194800  SH       DEFINED     1           194800     0         0
CERIDIAN CORP-NEW                COMMON    156779100     220814   11335430  SH       DEFINED     1         11335430     0         0
CERIDIAN CORP-NEW                COMMON    156779100        116       5950  SH       DEFINED     1,3           5950     0         0
CERIDIAN CORP-NEW                COMMON    156779100       3407     174886  SH       DEFINED     15          174886     0         0
CERIDIAN CORP-NEW                COMMON    156779100       7398     379750  SH       DEFINED     2           379750     0         0
CERIDIAN CORP-NEW                COMMON    156779100        249      12800  SH       DEFINED     2,14         12800     0         0
CERIDIAN CORP-NEW                COMMON    156779100      51464    2641872  SH       DEFINED     4          2641872     0         0
CERIDIAN CORP-NEW                COMMON    156779100        226      11600  SH       DEFINED     5,2          11600     0         0
CERIDIAN CORP-NEW                COMMON    156779100         14        700  SH       DEFINED     6              500   200         0
CERNER CORP                      COMMON    156782104      40768     599800  SH       DEFINED     1           599800     0         0
CERNER CORP                      COMMON    156782104        211       3100  SH       DEFINED     15               0     0      3100
CERNER CORP                      COMMON    156782104       7777     114420  SH       DEFINED     2           110720     0      3700
CERNER CORP                      COMMON    156782104         86       1258  SH       DEFINED     24               0     0      1258
CERTEGY INC                      COMMON    156880106       5941     155450  SH       DEFINED     1           155450     0         0
CERTEGY INC                      COMMON    156880106         35        922  SH       DEFINED     4              922     0         0
CHARLES RIVER LABORATORIES       COMMON    159864107      15956     330700  SH       DEFINED     1           330700     0         0
CHARLES RIVER LABORATORIES       COMMON    159864107       2268      47000  SH       DEFINED     2            47000     0         0
CHARLES RIVER LABORATORIES       COMMON    159864107        112       2315  SH       DEFINED     24             135     0      2180
CHARLES RIVER LABORATORIES       COMMON    159864107      12089     250557  SH       DEFINED     6           250557     0         0
CHARLOTTE RUSSE HOLDING INC      COMMON    161048103         44       3550  SH       DEFINED     6              775   975      1800
CHARMING SHOPPES                 COMMON    161133103        236      25300  SH       DEFINED     15           25300     0         0



                                                                                         
CHARTER COMMUNICATIONS INC CL    COMMON    16117M107          1       1000  SH       DEFINED     24               0     0      1000
CHATTEM INC                      COMMON    162456107       5138     124100  SH       DEFINED     15           66800     0     57300
CHATTEM INC                      COMMON    162456107        112       2700  SH       DEFINED     15,14         2700     0         0
CHATTEM INC                      COMMON    162456107       1031      24900  SH       DEFINED     5,15         24900     0         0
CHAUS (BERNARD) INC              COMMON    162510200         41      38493  SH       DEFINED     24           38493     0         0
CHECKFREE CORP                   COMMON    162813109         21        620  SH       DEFINED     15             620     0         0
CHECKFREE CORP                   COMMON    162813109      24285     713000  SH       DEFINED     15          637400     0     55200
CHECKFREE CORP                   COMMON    162813109       1485      43600  SH       DEFINED     15,8         43600     0         0
CHECKFREE CORP                   COMMON    162813109        265       7788  SH       DEFINED     23            7788     0         0
CHECKFREE CORP                   COMMON    162813109        113       3315  SH       DEFINED     24             195     0      3120
CHECKFREE CORP                   COMMON    162813109        470      13800  SH       DEFINED     5,15         13800     0         0
CHECKFREE CORP                   COMMON    162813109      11173     328045  SH       DEFINED     6           328045     0         0
CHECKFREE CORP                   COMMON    162813109        207       6073  SH       DEFINED     8             6073     0         0
CHECKPOINT SYSTEMS INC           COMMON    162825103         40       2250  SH       DEFINED     6              500   600      1150
CHEESECAKE FACTORY (THE)         COMMON    163072101          0          0  SH       DEFINED     15               0     0         0
CHEESECAKE FACTORY (THE)         COMMON    163072101          7        200  SH       DEFINED     24               0     0       200
CHEESECAKE FACTORY (THE)         COMMON    163072101          0          0  SH       DEFINED     5,15             0     0         0
CHEMED CORP                      COMMON    16359R103       2461      60200  SH       DEFINED     1            60200     0         0
CHENIERE ENERGY INC              COMMON    16411R208      21770     700000  SH       DEFINED     1           700000     0         0
CHENIERE ENERGY INC              COMMON    16411R208       2488      80000  SH       DEFINED     15,14        80000     0         0
CHENIERE ENERGY INC              COMMON    16411R208        883      28400  SH       DEFINED     4            28400     0         0
CHESAPEAKE ENERGY CORP           COMMON    165167107        290      12717  SH       DEFINED     24             756     0     11961
CHESAPEAKE ENERGY CORP           COMMON    165167107      21648     949453  SH       DEFINED     6           949453     0         0
CHESTER VALLEY BANCORP           COMMON    166335109         19        771  SH       DEFINED     24               0     0       771
CHEVRON CORP                     COMMON    166764100      54296     970950  SH       DEFINED     1           545680     0    425270
CHEVRON CORP                     COMMON    166764100      27289     488000  SH       DEFINED     1,2         488000     0         0
CHEVRON CORP                     COMMON    166764100        218       3900  SH       DEFINED     9             3900     0         0
CHEVRON CORP                     COMMON    166764100      10958     195950  SH       DEFINED     9,15        195950     0         0
CHEVRON CORP                     COMMON    166764100       1177      21050  SH       DEFINED     12           21050     0         0
CHEVRON CORP                     COMMON    166764100        421       7525  SH       DEFINED     12,14         7525     0         0
CHEVRON CORP                     COMMON    166764100      67926    1214698  SH       DEFINED     15         1128935     0     84353
CHEVRON CORP                     COMMON    166764100        336       6000  SH       DEFINED     15,14         6000     0         0
CHEVRON CORP                     COMMON    166764100       7359     131600  SH       DEFINED     15,8        131600     0         0
CHEVRON CORP                     COMMON    166764100       9828     175760  SH       DEFINED     2           175760     0         0
CHEVRON CORP                     COMMON    166764100       2140      38268  SH       DEFINED     23           38268     0         0
CHEVRON CORP                     COMMON    166764100      14470     258764  SH       DEFINED     24           41804     0    216960
CHEVRON CORP                     COMMON    166764100         70       1244  SH       DEFINED     4             1244     0         0
CHEVRON CORP                     COMMON    166764100       1222      21860  SH       DEFINED     5,15         12100     0      9760
CHEVRON CORP                     COMMON    166764100      14852     265594  SH       DEFINED     6           265594     0         0
CHEVRON CORP                     COMMON    166764100        157       2800  SH       DEFINED     7             2800     0         0
CHEVRON CORP                     COMMON    166764100       4153      74270  SH       DEFINED     8            74270     0         0
CHEVRON CORP                     COMMON    166764100         24        432  SH       DEFINED     8,10           432     0         0
CHICAGO BRIDGE & IRON-NY SHR     COMMON    167250109      18055     789800  SH       DEFINED     1           789800     0         0
CHICAGO BRIDGE & IRON-NY SHR     COMMON    167250109        347      15200  SH       DEFINED     15               0     0     15200
CHICAGO BRIDGE & IRON-NY SHR     COMMON    167250109        434      19000  SH       DEFINED     2                0     0     19000
CHICAGO MERCANTILE EXCHANGE      COMMON    167760107      53486     181000  SH       DEFINED     1           181000     0         0
CHICAGO MERCANTILE EXCHANGE      COMMON    167760107      37292     126200  SH       DEFINED     1,2         126200     0         0
CHICAGO MERCANTILE EXCHANGE      COMMON    167760107        450       1523  SH       DEFINED     15              23     0      1500
CHICAGO MERCANTILE EXCHANGE      COMMON    167760107       5349      18100  SH       DEFINED     2            16300     0      1800
CHICAGO MERCANTILE EXCHANGE      COMMON    167760107        296       1000  SH       DEFINED     24               0     0      1000
CHICAGO MERCANTILE EXCHANGE      COMMON    167760107        703       2380  SH       DEFINED     6              980     0      1400
CHICAGO MERCANTILE EXCHANGE      COMMON    167760107        169        573  SH       DEFINED     8              573     0         0
CHICO'S FAS INC                  COMMON    168615102      42493    1239580  SH       DEFINED     1          1239580     0         0
CHICO'S FAS INC                  COMMON    168615102      22282     650000  SH       DEFINED     1,2         650000     0         0
CHICO'S FAS INC                  COMMON    168615102         97       2840  SH       DEFINED     9,15          2840     0         0
CHICO'S FAS INC                  COMMON    168615102       4795     139890  SH       DEFINED     2           139890     0         0
CHICO'S FAS INC                  COMMON    168615102        199       5800  SH       DEFINED     24            1600     0      4200
CHICO'S FAS INC                  COMMON    168615102        431      12560  SH       DEFINED     6            12560     0         0
CHICO'S FAS INC                  COMMON    168615102         46       1340  SH       DEFINED     8             1340     0         0
CHILDREN'S PLACE                 COMMON    168905107      14304     306500  SH       DEFINED     1           306500     0         0
CHILDREN'S PLACE                 COMMON    168905107       1498      32100  SH       DEFINED     1,3          32100     0         0
CHILDREN'S PLACE                 COMMON    168905107        509      10900  SH       DEFINED     9,2          10900     0         0
CHILDREN'S PLACE                 COMMON    168905107       3468      74300  SH       DEFINED     15           38400     0     35900
CHILDREN'S PLACE                 COMMON    168905107         79       1700  SH       DEFINED     15,14         1700     0         0
CHILDREN'S PLACE                 COMMON    168905107       4536      97200  SH       DEFINED     2            97200     0         0
CHILDREN'S PLACE                 COMMON    168905107        411       8800  SH       DEFINED     5,15          8800     0         0
CHINA LIFE INSURANCE CO- ADR     COMMON    16939P106       1597      58500  SH       DEFINED     12           58500     0         0
CHINA SOUTHN AIRLS LTD ADR       COMMON    169409109          3        200  SH       DEFINED     24               0     0       200
CHINA MOBILE HK LTD SP ADR       COMMON    16941M109        822      44234  SH       DEFINED     4            44234     0         0
CHOICE HOTELS INTL INC           COMMON    169905106      16642     253300  SH       DEFINED     1           253300     0         0
CHOICE HOTELS INTL INC           COMMON    169905106       7845     119400  SH       DEFINED     15           64100     0     55300
CHOICE HOTELS INTL INC           COMMON    169905106        171       2600  SH       DEFINED     15,14         2600     0         0
CHOICE HOTELS INTL INC           COMMON    169905106       5190      79000  SH       DEFINED     2            79000     0         0
CHOICE HOTELS INTL INC           COMMON    169905106       1327      20200  SH       DEFINED     5,15         20200     0         0
CHIQUITA BRANDS INTL             COMMON    170032809       7206     262400  SH       DEFINED     15          160900     0    101500
CHIQUITA BRANDS INTL             COMMON    170032809        132       4800  SH       DEFINED     15,14         4800     0         0
CHIQUITA BRANDS INTL             COMMON    170032809        110       4000  SH       DEFINED     24               0     0      4000
CHIQUITA BRANDS INTL             COMMON    170032809       1461      53200  SH       DEFINED     5,15         53200     0         0
CHIQUITA BRANDS INTL             COMMON    170032809        114       4150  SH       DEFINED     6              500   650      3000
CHIRON CORP                      COMMON    170040109        502      14388  SH       DEFINED     15           14388     0         0
CHIRON CORP                      COMMON    170040109        666      19092  SH       DEFINED     24               0     0     19092
CHIRON CORP                      COMMON    170040109        140       4016  SH       DEFINED     8             4016     0         0
CHIRON CORP CVT (CHIR)  2.75 0   CONVERT   170040AJ8      14288   15000000  SH       DEFINED     15         2200000     0  12800000
CHOICEPOINT INC                  COMMON    170388102      53423    1333900  SH       DEFINED     1          1333900     0         0
CHOICEPOINT INC                  COMMON    170388102        437      10913  SH       DEFINED     15             213     0     10700
CHOICEPOINT INC                  COMMON    170388102       3520      87900  SH       DEFINED     2            74200     0     13700
CHOICEPOINT INC                  COMMON    170388102        881      22000  SH       DEFINED     3            22000     0         0
CHOICEPOINT INC                  COMMON    170388102        156       3900  SH       DEFINED     6             2800  1100         0
CHOICEPOINT INC                  COMMON    170388102        172       4301  SH       DEFINED     8             4301     0         0
CHUBB CORP                       COMMON    171232101      77862     909500  SH       DEFINED     1           909500     0         0
CHUBB CORP                       COMMON    171232101      34073     398000  SH       DEFINED     1,2         398000     0         0
CHUBB CORP                       COMMON    171232101         79        920  SH       DEFINED     9,15           920     0         0
CHUBB CORP                       COMMON    171232101       1686      19694  SH       DEFINED     15           19407     0       287



                                                                                         
CHUBB CORP                       COMMON    171232101        120       1400  SH       DEFINED     15,8          1400     0         0
CHUBB CORP                       COMMON    171232101       3583      41850  SH       DEFINED     2            41850     0         0
CHUBB CORP                       COMMON    171232101      17841     208403  SH       DEFINED     24           22758     0    185645
CHUBB CORP                       COMMON    171232101          2         18  SH       DEFINED     4               18     0         0
CHUBB CORP                       COMMON    171232101        371       4329  SH       DEFINED     6             4329     0         0
CHUBB CORP                       COMMON    171232101        510       5960  SH       DEFINED     8             5960     0         0
CHUBB CORPORATION CVP(CB) 7.0    CONVERT   171232309        481      15150  SH       DEFINED     24            1000     0     14150
CHUBB CORPORATION CVP(CB) 7.0    CONVERT   171232309        476      15000  SH       DEFINED     6            15000     0         0
CHUBB CORPORATION CVP 7.0        CONVERT   171232507       2157      67925  SH       DEFINED     24            4850     0     63075
CHUBB CORPORATION CVP 7.0        CONVERT   171232507         48       1500  SH       DEFINED     6             1500     0         0
CHUNGHWA TELECOM CO LTD ADR      COMMON    17133Q205       2147     100200  SH       DEFINED     15,22       100200     0         0
CHUNGHWA TELECOM CO LTD ADR      COMMON    17133Q205         43       2000  SH       DEFINED     24               0     0      2000
CHUNGHWA TELECOM CO LTD ADR      COMMON    17133Q205       1056      49300  SH       DEFINED     7            49300     0         0
CHURCH & DWIGHT CO INC           COMMON    171340102      12160     335900  SH       DEFINED     1           335900     0         0
CHURCH & DWIGHT CO INC           COMMON    171340102       3866     106800  SH       DEFINED     2           106800     0         0
CHURCH & DWIGHT CO INC           COMMON    171340102       1078      29784  SH       DEFINED     23           29784     0         0
CHURCH & DWIGHT CO INC           COMMON    171340102         33        900  SH       DEFINED     24               0     0       900
CHURCH & DWIGHT CO INC           COMMON    171340102        109       3000  SH       DEFINED     6             3000     0         0
CHURCHILL DOWNS INC              COMMON    171484108       8147     191750  SH       DEFINED     15          191750     0         0
CHURCHILL DOWNS INC              COMMON    171484108          8        200  SH       DEFINED     24               0     0       200
CIBER INC                        COMMON    17163B102          3        400  SH       DEFINED     24               0     0       400
CIBER INC                        COMMON    17163B102         58       7325  SH       DEFINED     6             1600  2000      3725
CIENA CORP                       COMMON    171779101        190      90834  SH       DEFINED     15           90834     0         0
CIENA CORP                       COMMON    171779101        196      93995  SH       DEFINED     18               0     0     93995
CIENA CORP                       COMMON    171779101          0        200  SH       DEFINED     6              200     0         0
CIENA CORP                       COMMON    171779101          8       3885  SH       DEFINED     8             3885     0         0
CINCINNATI BELL INC              COMMON    171871106        172      40000  SH       DEFINED     23           40000     0         0
CINCINNATI BELL INC              COMMON    171871106         37       8582  SH       DEFINED     8             8582     0         0
CINCINNATI FINANCIAL CORP        COMMON    172062101        692      17499  SH       DEFINED     15           16148     0      1351
CINCINNATI FINANCIAL CORP        COMMON    172062101        142       3600  SH       DEFINED     15,8          3600     0         0
CINCINNATI FINANCIAL CORP        COMMON    172062101         11        272  SH       DEFINED     6              272     0         0
CINCINNATI FINANCIAL CORP        COMMON    172062101        208       5252  SH       DEFINED     8             5252     0         0
CINERGY CORP                     COMMON    172474108       8036     179300  SH       DEFINED     1           179300     0         0
CINERGY CORP                     COMMON    172474108        502      11200  SH       DEFINED     9,15         11200     0         0
CINERGY CORP                     COMMON    172474108       3030      67599  SH       DEFINED     15           63399     0      4200
CINERGY CORP                     COMMON    172474108        480      10700  SH       DEFINED     15,8         10700     0         0
CINERGY CORP                     COMMON    172474108         65       1457  SH       DEFINED     23            1457     0         0
CINERGY CORP                     COMMON    172474108         67       1500  SH       DEFINED     24               0     0      1500
CINERGY CORP                     COMMON    172474108        178       3974  SH       DEFINED     6             3974     0         0
CINERGY CORP                     COMMON    172474108        289       6458  SH       DEFINED     8             6458     0         0
CIPHERGEN BIOSYSTEMS INC         COMMON    17252Y104          3       1500  SH       DEFINED     2             1500     0         0
CIRCUIT CITY STORES-CIRCUIT      COMMON    172737108         72       4180  SH       DEFINED     15            3020     0      1160
CIRCUIT CITY STORES-CIRCUIT      COMMON    172737108        150       8700  SH       DEFINED     9             8700     0         0
CIRCUIT CITY STORES-CIRCUIT      COMMON    172737108       2894     167400  SH       DEFINED     9,15        167400     0         0
CIRCUIT CITY STORES-CIRCUIT      COMMON    172737108        169       9800  SH       DEFINED     11,8          9800     0         0
CIRCUIT CITY STORES-CIRCUIT      COMMON    172737108      25104    1451947  SH       DEFINED     15         1274747     0    137600
CIRCUIT CITY STORES-CIRCUIT      COMMON    172737108        233      13500  SH       DEFINED     15,14        13500     0         0
CIRCUIT CITY STORES-CIRCUIT      COMMON    172737108        999      57800  SH       DEFINED     15,8         57800     0         0
CIRCUIT CITY STORES-CIRCUIT      COMMON    172737108        325      18823  SH       DEFINED     23           18823     0         0
CIRCUIT CITY STORES-CIRCUIT      COMMON    172737108         52       3013  SH       DEFINED     24               0     0      3013
CIRCUIT CITY STORES-CIRCUIT      COMMON    172737108        633      36600  SH       DEFINED     5,15         36600     0         0
CIRCUIT CITY STORES-CIRCUIT      COMMON    172737108        207      12000  SH       DEFINED     6            12000     0         0
CIRCUIT CITY STORES-CIRCUIT      COMMON    172737108        511      29553  SH       DEFINED     8            29553     0         0
CIRCUIT CITY STORES-CIRCUIT      COMMON    172737108        149       8600  SH       DEFINED     8,13          8600     0         0
CIRCOR INTERNATIONAL INC         COMMON    17273K109       1076      43600  SH       DEFINED     15           23900     0     19700
CIRCOR INTERNATIONAL INC         COMMON    17273K109         22        900  SH       DEFINED     15,14          900     0         0
CIRCOR INTERNATIONAL INC         COMMON    17273K109        276      11200  SH       DEFINED     5,15         11200     0         0
CIRCOR INTERNATIONAL INC         COMMON    17273K109         28       1125  SH       DEFINED     6               75   175       875
CISCO SYSTEMS INC                COMMON    17275R102     269897   14145542  SH       DEFINED     1         14145542     0         0
CISCO SYSTEMS INC                COMMON    17275R102     123963    6497000  SH       DEFINED     1,2        6497000     0         0
CISCO SYSTEMS INC                COMMON    17275R102      13658     715811  SH       DEFINED     9           715811     0         0
CISCO SYSTEMS INC                COMMON    17275R102       5001     262131  SH       DEFINED     9,15        262131     0         0
CISCO SYSTEMS INC                COMMON    17275R102        286      15000  SH       DEFINED     11,8         15000     0         0
CISCO SYSTEMS INC                COMMON    17275R102     147311    7720701  SH       DEFINED     15         5736418     0   1971603
CISCO SYSTEMS INC                COMMON    17275R102       1236      64800  SH       DEFINED     15,14        64800     0         0
CISCO SYSTEMS INC                COMMON    17275R102      11184     586178  SH       DEFINED     15,22       586178     0         0
CISCO SYSTEMS INC                COMMON    17275R102       7684     402700  SH       DEFINED     15,8        402700     0         0
CISCO SYSTEMS INC                COMMON    17275R102      36218    1898225  SH       DEFINED     2          1898225     0         0
CISCO SYSTEMS INC                COMMON    17275R102       4989     261500  SH       DEFINED     20          261500     0         0
CISCO SYSTEMS INC                COMMON    17275R102       1565      82034  SH       DEFINED     23           82034     0         0
CISCO SYSTEMS INC                COMMON    17275R102      68937    3613076  SH       DEFINED     24          585607     0   3027469
CISCO SYSTEMS INC                COMMON    17275R102       8336     436900  SH       DEFINED     3           436900     0         0
CISCO SYSTEMS INC                COMMON    17275R102         60       3123  SH       DEFINED     4             3123     0         0
CISCO SYSTEMS INC                COMMON    17275R102       4148     217380  SH       DEFINED     5,15        191700     0     25680
CISCO SYSTEMS INC                COMMON    17275R102      21321    1117466  SH       DEFINED     6          1117466     0         0
CISCO SYSTEMS INC                COMMON    17275R102        473      24800  SH       DEFINED     7            24800     0         0
CISCO SYSTEMS INC                COMMON    17275R102       6747     353633  SH       DEFINED     8           353633     0         0
CISCO SYSTEMS INC                COMMON    17275R102        115       6018  SH       DEFINED     8,10          6018     0         0
CISCO SYSTEMS INC                COMMON    17275R102        248      13000  SH       DEFINED     8,13         13000     0         0
CITADEL BROADCASTING CORP        COMMON    17285T106       1672     146000  SH       DEFINED     15           91100     0     54900
CITADEL BROADCASTING CORP        COMMON    17285T106         30       2600  SH       DEFINED     15,14         2600     0         0
CITADEL BROADCASTING CORP        COMMON    17285T106        503      43900  SH       DEFINED     5,15         43900     0         0
CINTAS CORP                      COMMON    172908105      19381     502100  SH       DEFINED     1           502100     0         0
CINTAS CORP                      COMMON    172908105        562      14562  SH       DEFINED     15           14562     0         0
CINTAS CORP                      COMMON    172908105        907      23500  SH       DEFINED     2            23500     0         0
CINTAS CORP                      COMMON    172908105        154       3999  SH       DEFINED     24             899     0      3100
CINTAS CORP                      COMMON    172908105        386      10000  SH       DEFINED     6            10000     0         0
CINTAS CORP                      COMMON    172908105        195       5064  SH       DEFINED     8             5064     0         0
CITIGROUP INC                    COMMON    172967101     654089   14148590  SH       DEFINED     1         13162455     0    986135
CITIGROUP INC                    COMMON    172967101      94124    2036000  SH       DEFINED     1,2        2036000     0         0
CITIGROUP INC                    COMMON    172967101       6662     144100  SH       DEFINED     1,3         144100     0         0
CITIGROUP INC                    COMMON    172967101       2954      63900  SH       DEFINED     9            63900     0         0
CITIGROUP INC                    COMMON    172967101      46408    1003845  SH       DEFINED     9,15       1003845     0         0



                                                                                         
CITIGROUP INC                    COMMON    172967101       1663      35968  SH       DEFINED     11,8         35968     0         0
CITIGROUP INC                    COMMON    172967101       2255      48775  SH       DEFINED     12           48775     0         0
CITIGROUP INC                    COMMON    172967101        761      16460  SH       DEFINED     12,14        16460     0         0
CITIGROUP INC                    COMMON    172967101     372936    8066978  SH       DEFINED     15         6725849     0   1329244
CITIGROUP INC                    COMMON    172967101       4563      98700  SH       DEFINED     15,14        98700     0         0
CITIGROUP INC                    COMMON    172967101       2439      52750  SH       DEFINED     15,22        52750     0         0
CITIGROUP INC                    COMMON    172967101      18118     391900  SH       DEFINED     15,8        391900     0         0
CITIGROUP INC                    COMMON    172967101      44857     970301  SH       DEFINED     2           970301     0         0
CITIGROUP INC                    COMMON    172967101        379       8200  SH       DEFINED     2,14          8200     0         0
CITIGROUP INC                    COMMON    172967101      10914     236070  SH       DEFINED     23          236070     0         0
CITIGROUP INC                    COMMON    172967101      71421    1544905  SH       DEFINED     24          234053     0   1310852
CITIGROUP INC                    COMMON    172967101      26267     568180  SH       DEFINED     4           568180     0         0
CITIGROUP INC                    COMMON    172967101      10372     224355  SH       DEFINED     5,15        201500     0     22855
CITIGROUP INC                    COMMON    172967101      41920     906763  SH       DEFINED     6           906763     0         0
CITIGROUP INC                    COMMON    172967101        763      16500  SH       DEFINED     7            16500     0         0
CITIGROUP INC                    COMMON    172967101      16296     352506  SH       DEFINED     8           352506     0         0
CITIGROUP INC                    COMMON    172967101        292       6310  SH       DEFINED     8,10          6310     0         0
CITIGROUP INC                    COMMON    172967101       1454      31444  SH       DEFINED     8,13         31444     0         0
CITIGROUP CVT(CEXCH) 144A 1.0    CONVERT   173068AA5      30841   32250000  SH       DEFINED     15         4800000     0  27450000
CALIF FED BK GOODWILL CERTIF (   COMMON    17306J202          0         20  SH       DEFINED     24               0     0        20
CITIZENS BANKING CORP MICH       COMMON    174420109         28        937  SH       DEFINED     6              937     0         0
CITIZENS COMMUNICATIONS CO       COMMON    17453B101       9072     675000  SH       DEFINED     1           675000     0         0
CITIZENS COMMUNICATIONS CO       COMMON    17453B101        444      33060  SH       DEFINED     15           33060     0         0
CITIZENS COMMUNICATIONS CO       COMMON    17453B101          0         16  SH       DEFINED     24               0     0        16
CITRIX SYSTEMS INC               COMMON    177376100       9866     455500  SH       DEFINED     1           455500     0         0
CITRIX SYSTEMS INC               COMMON    177376100       4378     202146  SH       DEFINED     15          174046     0     19000
CITRIX SYSTEMS INC               COMMON    177376100        199       9200  SH       DEFINED     15,8          9200     0         0
CITRIX SYSTEMS INC               COMMON    177376100          3        160  SH       DEFINED     24               0     0       160
CITRIX SYSTEMS INC               COMMON    177376100         32       1500  SH       DEFINED     5,15          1500     0         0
CITRIX SYSTEMS INC               COMMON    177376100        105       4864  SH       DEFINED     8             4864     0         0
CITY HOLDING CO                  COMMON    177835105        413      11300  SH       DEFINED     1            11300     0         0
CITY HOLDING CO                  COMMON    177835105       1932      52900  SH       DEFINED     15           29300     0     23600
CITY HOLDING CO                  COMMON    177835105         40       1100  SH       DEFINED     15,14         1100     0         0
CITY HOLDING CO                  COMMON    177835105        577      15800  SH       DEFINED     5,15         15800     0         0
CITY NATIONAL CORP               COMMON    178566105      37443     522150  SH       DEFINED     1           522150     0         0
CITY NATIONAL CORP               COMMON    178566105         93       1300  SH       DEFINED     1,3           1300     0         0
CITY NATIONAL CORP               COMMON    178566105       4665      65050  SH       DEFINED     2            65050     0         0
CITY NATIONAL CORP               COMMON    178566105         41        569  SH       DEFINED     24               0     0       569
CITY NATIONAL CORP               COMMON    178566105        172       2400  SH       DEFINED     5,2           2400     0         0
CITY NATIONAL CORP               COMMON    178566105        143       2000  SH       DEFINED     6             2000     0         0
CLAIRE'S STORES INC              COMMON    179584107       8660     360100  SH       DEFINED     15          314500     0     28200
CLAIRE'S STORES INC              COMMON    179584107        238       9900  SH       DEFINED     15,8          9900     0         0
CLAIRE'S STORES INC              COMMON    179584107         67       2800  SH       DEFINED     5,15          2800     0         0
CLEAN HARBORS INC                COMMON    184496107        494      22800  SH       DEFINED     15           12300     0     10500
CLEAN HARBORS INC                COMMON    184496107         11        500  SH       DEFINED     15,14          500     0         0
CLEAN HARBORS INC                COMMON    184496107        134       6200  SH       DEFINED     5,15          6200     0         0
CLEAR CHANNEL COMMUNICATIONS     COMMON    184502102      10018     323884  SH       DEFINED     1           323884     0         0
CLEAR CHANNEL COMMUNICATIONS     COMMON    184502102      37295    1205800  SH       DEFINED     9          1205800     0         0
CLEAR CHANNEL COMMUNICATIONS     COMMON    184502102       7278     235300  SH       DEFINED     9,15        235300     0         0
CLEAR CHANNEL COMMUNICATIONS     COMMON    184502102      48600    1571295  SH       DEFINED     15         1408095     0    144100
CLEAR CHANNEL COMMUNICATIONS     COMMON    184502102       1460      47200  SH       DEFINED     15,14        47200     0         0
CLEAR CHANNEL COMMUNICATIONS     COMMON    184502102       3653     118100  SH       DEFINED     15,8        118100     0         0
CLEAR CHANNEL COMMUNICATIONS     COMMON    184502102         23        730  SH       DEFINED     2              730     0         0
CLEAR CHANNEL COMMUNICATIONS     COMMON    184502102        539      17438  SH       DEFINED     23           17438     0         0
CLEAR CHANNEL COMMUNICATIONS     COMMON    184502102        318      10276  SH       DEFINED     24               0     0     10276
CLEAR CHANNEL COMMUNICATIONS     COMMON    184502102     109440    3538300  SH       DEFINED     3          3538300     0         0
CLEAR CHANNEL COMMUNICATIONS     COMMON    184502102       3245     104900  SH       DEFINED     3,22        104900     0         0
CLEAR CHANNEL COMMUNICATIONS     COMMON    184502102         23        740  SH       DEFINED     4              740     0         0
CLEAR CHANNEL COMMUNICATIONS     COMMON    184502102       1086      35100  SH       DEFINED     5,15         35100     0         0
CLEAR CHANNEL COMMUNICATIONS     COMMON    184502102        193       6256  SH       DEFINED     6             6256     0         0
CLEAR CHANNEL COMMUNICATIONS     COMMON    184502102       1205      38944  SH       DEFINED     8            38944     0         0
CLEAR CHANNEL COMMUNICATIONS     COMMON    184502102         57       1834  SH       DEFINED     8,10          1834     0         0
CLOROX COMPANY                   COMMON    189054109      45600     818380  SH       DEFINED     1           818380     0         0
CLOROX COMPANY                   COMMON    189054109      19502     350000  SH       DEFINED     1,2         350000     0         0
CLOROX COMPANY                   COMMON    189054109       1293      23200  SH       DEFINED     1,3          23200     0         0
CLOROX COMPANY                   COMMON    189054109       1410      25300  SH       DEFINED     9,15         25300     0         0
CLOROX COMPANY                   COMMON    189054109        435       7800  SH       DEFINED     9,2           7800     0         0
CLOROX COMPANY                   COMMON    189054109       4640      83279  SH       DEFINED     15           73579     0      9700
CLOROX COMPANY                   COMMON    189054109       1621      29100  SH       DEFINED     15,8         29100     0         0
CLOROX COMPANY                   COMMON    189054109       5806     104200  SH       DEFINED     2           104200     0         0
CLOROX COMPANY                   COMMON    189054109        396       7105  SH       DEFINED     23            7105     0         0
CLOROX COMPANY                   COMMON    189054109        537       9645  SH       DEFINED     24             350     0      9295
CLOROX COMPANY                   COMMON    189054109          8        141  SH       DEFINED     4              141     0         0
CLOROX COMPANY                   COMMON    189054109        239       4287  SH       DEFINED     6             4287     0         0
CLOROX COMPANY                   COMMON    189054109        393       7052  SH       DEFINED     8             7052     0         0
COACH INC                        COMMON    189754104      51240    1526350  SH       DEFINED     1          1526350     0         0
COACH INC                        COMMON    189754104      50526    1505100  SH       DEFINED     1,2        1505100     0         0
COACH INC                        COMMON    189754104       1880      56000  SH       DEFINED     1,3          56000     0         0
COACH INC                        COMMON    189754104         90       2690  SH       DEFINED     9,15          2690     0         0
COACH INC                        COMMON    189754104        645      19200  SH       DEFINED     9,2          19200     0         0
COACH INC                        COMMON    189754104       4668     139048  SH       DEFINED     15          119048     0     20000
COACH INC                        COMMON    189754104        248       7400  SH       DEFINED     15,8          7400     0         0
COACH INC                        COMMON    189754104      15562     463580  SH       DEFINED     2           443180     0     20400
COACH INC                        COMMON    189754104        148       4400  SH       DEFINED     23            4400     0         0
COACH INC                        COMMON    189754104       3986     118732  SH       DEFINED     24               0     0    118732
COACH INC                        COMMON    189754104          7        204  SH       DEFINED     4              204     0         0
COACH INC                        COMMON    189754104       1270      37840  SH       DEFINED     6            37840     0         0
COACH INC                        COMMON    189754104        487      14496  SH       DEFINED     8            14496     0         0
COCA-COLA COMPANY                COMMON    191216100      85763    2054210  SH       DEFINED     1          2054210     0         0
COCA-COLA COMPANY                COMMON    191216100      37993     910000  SH       DEFINED     1,2         910000     0         0
COCA-COLA COMPANY                COMMON    191216100        589      14100  SH       DEFINED     9            14100     0         0
COCA-COLA COMPANY                COMMON    191216100       8782     210340  SH       DEFINED     9,15        210340     0         0
COCA-COLA COMPANY                COMMON    191216100     194097    4649023  SH       DEFINED     15         2294536     0   2347337



                                                                                         
COCA-COLA COMPANY                COMMON    191216100        906      21700  SH       DEFINED     15,14        21700     0         0
COCA-COLA COMPANY                COMMON    191216100       1538      36840  SH       DEFINED     15,22        36840     0         0
COCA-COLA COMPANY                COMMON    191216100       6204     148600  SH       DEFINED     15,8        148600     0         0
COCA-COLA COMPANY                COMMON    191216100        526      12600  SH       DEFINED     2            12600     0         0
COCA-COLA COMPANY                COMMON    191216100       1010      24203  SH       DEFINED     23           24203     0         0
COCA-COLA COMPANY                COMMON    191216100      12903     309059  SH       DEFINED     24           39037     0    270022
COCA-COLA COMPANY                COMMON    191216100          2         44  SH       DEFINED     4               44     0         0
COCA-COLA COMPANY                COMMON    191216100       3264      78180  SH       DEFINED     5,15         68000     0     10180
COCA-COLA COMPANY                COMMON    191216100       3992      95627  SH       DEFINED     6            95627     0         0
COCA-COLA COMPANY                COMMON    191216100       3009      72071  SH       DEFINED     8            72071     0         0
COCA-COLA ENTERPRISES            COMMON    191219104      15365     698100  SH       DEFINED     1           698100     0         0
COCA-COLA ENTERPRISES            COMMON    191219104       6975     316900  SH       DEFINED     9           316900     0         0
COCA-COLA ENTERPRISES            COMMON    191219104        754      34244  SH       DEFINED     15           34244     0         0
COCA-COLA ENTERPRISES            COMMON    191219104        722      32800  SH       DEFINED     2            32800     0         0
COCA-COLA ENTERPRISES            COMMON    191219104          7        300  SH       DEFINED     4              300     0         0
COCA-COLA ENTERPRISES            COMMON    191219104         54       2469  SH       DEFINED     6             2469     0         0
COCA-COLA FEMSA SA DE CV ADR     COMMON    191241108        347      13000  SH       DEFINED     9            13000     0         0
COCA COLA HELLENIC BTLNG-ADS     COMMON    1912EP104       1080      39765  SH       DEFINED     4            39765     0         0
COGENT INC                       COMMON    19239Y108      32935    1153600  SH       DEFINED     1          1153600     0         0
COGENT INC                       COMMON    19239Y108      70436    2467114  SH       DEFINED     9          2467114     0         0
COGENT INC                       COMMON    19239Y108       2021      70786  SH       DEFINED     9,22         70786     0         0
COGENT INC                       COMMON    19239Y108        228       8000  SH       DEFINED     15               0     0      8000
COGENT INC                       COMMON    19239Y108       2287      80100  SH       DEFINED     2            70500     0      9600
COGENT INC                       COMMON    19239Y108       2141      75000  SH       DEFINED     3            75000     0         0
COGNIZANT TECH SOLUTIONS CRP     COMMON    192446102      49034    1040400  SH       DEFINED     1          1040400     0         0
COGNIZANT TECH SOLUTIONS CRP     COMMON    192446102        386       8200  SH       DEFINED     15               0     0      8200
COGNIZANT TECH SOLUTIONS CRP     COMMON    192446102       3115      66100  SH       DEFINED     15,22        66100     0         0
COGNIZANT TECH SOLUTIONS CRP     COMMON    192446102       2691      57100  SH       DEFINED     2            48000     0      9100
COGNIZANT TECH SOLUTIONS CRP     COMMON    192446102       1824      38700  SH       DEFINED     20           38700     0         0
COGNIZANT TECH SOLUTIONS CRP     COMMON    192446102        409       8671  SH       DEFINED     24             255     0      8416
COGNIZANT TECH SOLUTIONS CRP     COMMON    192446102       4477      95000  SH       DEFINED     3            95000     0         0
COGNIZANT TECH SOLUTIONS CRP     COMMON    192446102      20554     436114  SH       DEFINED     6           436114     0         0
COGNOS INC                       COMMON    19244C109      10645     311800  SH       DEFINED     1           311800     0         0
COGNOS INC                       COMMON    19244C109        451      13200  SH       DEFINED     2            13200     0         0
COGNOS INC                       COMMON    19244C109         95       2785  SH       DEFINED     24             165     0      2620
COGNOS INC                       COMMON    19244C109       9402     275395  SH       DEFINED     6           275395     0         0
COHERENT INC                     COMMON    192479103       1584      44000  SH       DEFINED     1            44000     0         0
COHERENT INC                     COMMON    192479103       6637     184300  SH       DEFINED     15           97500     0     86800
COHERENT INC                     COMMON    192479103        148       4100  SH       DEFINED     15,14         4100     0         0
COHERENT INC                     COMMON    192479103          7        200  SH       DEFINED     24               0     0       200
COHERENT INC                     COMMON    192479103       1156      32100  SH       DEFINED     5,15         32100     0         0
COHEN & STEERS QUAL INC RLTY C   COMMON    19247L106         64       3000  SH       DEFINED     6             3000     0         0
COHEN & STEERS ADV INC CF        COMMON    19247W102         12        550  SH       DEFINED     24               0     0       550
COHU INC                         COMMON    192576106       1025      51100  SH       DEFINED     15           27800     0     23300
COHU INC                         COMMON    192576106         22       1100  SH       DEFINED     15,14         1100     0         0
COHU INC                         COMMON    192576106         80       4000  SH       DEFINED     24               0     0      4000
COHU INC                         COMMON    192576106        271      13500  SH       DEFINED     5,15         13500     0         0
COLDWATER CREEK INC              COMMON    193068103         22        900  SH       DEFINED     15             900     0         0
KENNETH COLE PRODUCTIONS CL A    COMMON    193294105        834      26800  SH       DEFINED     1            26800     0         0
KENNETH COLE PRODUCTIONS CL A    COMMON    193294105         51       1650  SH       DEFINED     6              350   475       825
COLGATE-PALMOLIVE CO             COMMON    194162103      26887     538700  SH       DEFINED     1            78200     0    460500
COLGATE-PALMOLIVE CO             COMMON    194162103       4617      92500  SH       DEFINED     9,15         92500     0         0
COLGATE-PALMOLIVE CO             COMMON    194162103       1358      27209  SH       DEFINED     12           27209     0         0
COLGATE-PALMOLIVE CO             COMMON    194162103        478       9586  SH       DEFINED     12,14         9586     0         0
COLGATE-PALMOLIVE CO             COMMON    194162103      25547     511870  SH       DEFINED     15          504254     0      5871
COLGATE-PALMOLIVE CO             COMMON    194162103        304       6100  SH       DEFINED     15,8          6100     0         0
COLGATE-PALMOLIVE CO             COMMON    194162103      39466     790735  SH       DEFINED     24          125441     0    665294
COLGATE-PALMOLIVE CO             COMMON    194162103        599      12000  SH       DEFINED     5,15             0     0     12000
COLGATE-PALMOLIVE CO             COMMON    194162103       8507     170448  SH       DEFINED     6           170448     0         0
COLLEGE PARTNERSHIP INC          COMMON    194375101          4      36174  SH       DEFINED     6            36174     0         0
COLONIAL BANCGROUP INC           COMMON    195493309        148       6700  SH       DEFINED     6             1450  1900      3350
COLONIAL PROPERTIES TRUST        COMMON    195872106        277       6300  SH       DEFINED     15            6300     0         0
COLONIAL PROPERTIES TRUST        COMMON    195872106      66679    1515441  SH       DEFINED     15         1217141     0    294400
COLONIAL PROPERTIES TRUST        COMMON    195872106          3         57  SH       DEFINED     24               0     0        57
COLONIAL PROPERTIES TRUST        COMMON    195872106       2758      62684  SH       DEFINED     5,15         62684     0         0
COLUMBIA BANCORP                 COMMON    197227101         55       1500  SH       DEFINED     15            1200     0       300
COLUMBIA BANCORP                 COMMON    197227101         91       2500  SH       DEFINED     5,15          2500     0         0
COLUMBIA BANKING SYSTEM INC      COMMON    197236102       2373      96400  SH       DEFINED     1            96400     0         0
COLUMBIA BANKING SYSTEM INC      COMMON    197236102       1542      62640  SH       DEFINED     15           34850     0     27790
COLUMBIA BANKING SYSTEM INC      COMMON    197236102         32       1300  SH       DEFINED     15,14         1300     0         0
COLUMBIA BANKING SYSTEM INC      COMMON    197236102        451      18300  SH       DEFINED     5,15         18300     0         0
COLUMBIA SPORTSWEAR CO           COMMON    198516106       4549      92200  SH       DEFINED     1            92200     0         0
COLUMBIA SPORTSWEAR CO           COMMON    198516106        562      11400  SH       DEFINED     15,14        11400     0         0
COLUMBIA SPORTSWEAR CO           COMMON    198516106         12        240  SH       DEFINED     2              240     0         0
COMCAST CORP CL A                COMMON    20030N101      56585    1844957  SH       DEFINED     15          993905     0    851052
COMCAST CORP CL A                COMMON    20030N101       4282     139600  SH       DEFINED     9,15        139600     0         0
COMCAST CORP CL A                COMMON    20030N101       1248      40705  SH       DEFINED     12           40705     0         0
COMCAST CORP CL A                COMMON    20030N101        435      14180  SH       DEFINED     12,14        14180     0         0
COMCAST CORP CL A                COMMON    20030N101      29599     965096  SH       DEFINED     15          916053     0     49043
COMCAST CORP CL A                COMMON    20030N101       1800      58700  SH       DEFINED     15,14        58700     0         0
COMCAST CORP CL A                COMMON    20030N101       1776      57900  SH       DEFINED     15,22        57900     0         0
COMCAST CORP CL A                COMMON    20030N101       3067     100000  SH       DEFINED     15,8        100000     0         0
COMCAST CORP CL A                COMMON    20030N101         33       1070  SH       DEFINED     2             1070     0         0
COMCAST CORP CL A                COMMON    20030N101        104       3400  SH       DEFINED     23            3400     0         0
COMCAST CORP CL A                COMMON    20030N101       8054     262615  SH       DEFINED     24           67643     0    194972
COMCAST CORP CL A                COMMON    20030N101        340      11100  SH       DEFINED     5,15             0     0     11100
COMCAST CORP CL A                COMMON    20030N101        560      18258  SH       DEFINED     6            18258     0         0
COMCAST CORP CL A                COMMON    20030N101       1261      41103  SH       DEFINED     8            41103     0         0
COMCAST CORP  SPECIAL CL A       COMMON    20030N200        988      33000  SH       DEFINED     20           33000     0         0
COMCAST CORP  SPECIAL CL A       COMMON    20030N200        248       8285  SH       DEFINED     23            8285     0         0
COMCAST CORP  SPECIAL CL A       COMMON    20030N200       9239     308481  SH       DEFINED     24          105203     0    203278
COMCAST CORP  SPECIAL CL A       COMMON    20030N200      28202     941652  SH       DEFINED     6           937152     0      4500
COMCAST CORP  SPECIAL CL A       COMMON    20030N200       1274      42536  SH       DEFINED     8            42536     0         0



                                                                                         
COMCAST CORP  SPECIAL CL A       COMMON    20030N200         34       1150  SH       DEFINED     8,10          1150     0         0
COMERICA INC                     COMMON    200340107        186       3220  SH       DEFINED     15            3220     0         0
COMERICA INC                     COMMON    200340107        295       5100  SH       DEFINED     9             5100     0         0
COMERICA INC                     COMMON    200340107       6057     104800  SH       DEFINED     9,15        104800     0         0
COMERICA INC                     COMMON    200340107      25454     440375  SH       DEFINED     15          398975     0     41400
COMERICA INC                     COMMON    200340107        457       7900  SH       DEFINED     15,14         7900     0         0
COMERICA INC                     COMMON    200340107       2433      42100  SH       DEFINED     15,8         42100     0         0
COMERICA INC                     COMMON    200340107        440       7609  SH       DEFINED     23            7609     0         0
COMERICA INC                     COMMON    200340107        907      15700  SH       DEFINED     5,15         15700     0         0
COMERICA INC                     COMMON    200340107       1098      19000  SH       DEFINED     6            19000     0         0
COMERICA INC                     COMMON    200340107        418       7233  SH       DEFINED     8             7233     0         0
COMMERCE BANCORP INC/NJ          COMMON    200519106         34       1125  SH       DEFINED     6             1125     0         0
COMMERCE BANCORP INC/NJ          COMMON    200519106        158       5206  SH       DEFINED     8             5206     0         0
COMMERCE BANCSHARES INC          COMMON    200525103        228       4515  SH       DEFINED     1             4515     0         0
COMMERCE BANCSHARES INC          COMMON    200525103         97       1916  SH       DEFINED     24               0     0      1916
COMMERCE BANCSHARES INC          COMMON    200525103         75       1485  SH       DEFINED     6             1485     0         0
COMMERCE GROUP INC               COMMON    200641108         31        500  SH       DEFINED     15             500     0         0
COMMERCE GROUP INC               COMMON    200641108         75       1200  SH       DEFINED     5,15          1200     0         0
COMMERCIAL CAPITAL BANCORP       COMMON    20162L105       3252     194600  SH       DEFINED     1           194600     0         0
COMMERCIAL CAPITAL BANCORP       COMMON    20162L105         10        625  SH       DEFINED     6              625     0         0
COMMERCIAL FEDERAL CORP          COMMON    201647104        559      16600  SH       DEFINED     1            16600     0         0
COMMERCIAL FEDERAL CORP          COMMON    201647104         47       1400  SH       DEFINED     15            1400     0         0
COMMERCIAL METALS CO             COMMON    201723103       3070     128900  SH       DEFINED     1           128900     0         0
COMMERCIAL METALS CO             COMMON    201723103       2887     121200  SH       DEFINED     15           62800     0     58400
COMMERCIAL METALS CO             COMMON    201723103         64       2700  SH       DEFINED     15,14         2700     0         0
COMMERCIAL METALS CO             COMMON    201723103        424      17800  SH       DEFINED     5,15         17800     0         0
COMMERCIAL NET LEASE REALTY      COMMON    202218103      37192    1816900  SH       DEFINED     15         1593000     0    223900
COMMERCIAL NET LEASE REALTY      COMMON    202218103         18        900  SH       DEFINED     15,14          900     0         0
COMMERCIAL NET LEASE REALTY      COMMON    202218103        403      19700  SH       DEFINED     5,15         19700     0         0
COMMERCIAL NET LEASE REALTY      COMMON    202218103          8        400  SH       DEFINED     6              400     0         0
COMMERCIAL VEHICLE GROUP INC     COMMON    202608105        873      49200  SH       DEFINED     15           33500     0     15700
COMMERCIAL VEHICLE GROUP INC     COMMON    202608105         12        700  SH       DEFINED     15,14          700     0         0
COMMERCIAL VEHICLE GROUP INC     COMMON    202608105        355      20000  SH       DEFINED     5,15         20000     0         0
COMMONWEALTH TELEPHONE ENTRP     COMMON    203349105       7003     167100  SH       DEFINED     15          105900     0     61200
COMMONWEALTH TELEPHONE ENTRP     COMMON    203349105        122       2900  SH       DEFINED     15,14         2900     0         0
COMMONWEALTH TELEPHONE ENTRP     COMMON    203349105       1530      36500  SH       DEFINED     5,15         36500     0         0
COMMSCOPE INC                    COMMON    203372107       9210     529000  SH       DEFINED     1           529000     0         0
COMMSCOPE INC                    COMMON    203372107       6530     375100  SH       DEFINED     15          214500     0    160600
COMMSCOPE INC                    COMMON    203372107        131       7500  SH       DEFINED     15,14         7500     0         0
COMMSCOPE INC                    COMMON    203372107          2        100  SH       DEFINED     24               0     0       100
COMMSCOPE INC                    COMMON    203372107       1697      97500  SH       DEFINED     5,15         97500     0         0
COMMUNITY BANCORP                COMMON    20343T100         34       1100  SH       DEFINED     15             900     0       200
COMMUNITY BANCORP                COMMON    20343T100         62       2000  SH       DEFINED     5,15          2000     0         0
COMMUNITY HEALTH SYSTEMS         COMMON    203668108      81090    2145800  SH       DEFINED     1          2145800     0         0
COMMUNITY HEALTH SYSTEMS         COMMON    203668108        208       5500  SH       DEFINED     9             5500     0         0
COMMUNITY HEALTH SYSTEMS         COMMON    203668108       8832     233700  SH       DEFINED     15,22       233700     0         0
COMMUNITY HEALTH SYSTEMS         COMMON    203668108       6209     164300  SH       DEFINED     2           164300     0         0
COMMUNITY HEALTH SYSTEMS         COMMON    203668108        321       8500  SH       DEFINED     20            8500     0         0
COMMUNITY HEALTH SYSTEMS         COMMON    203668108        297       7865  SH       DEFINED     6             6165   600      1100
COMMUNITY TRUST BANCORP INC      COMMON    204149108       1020      31170  SH       DEFINED     15           17280     0     13890
COMMUNITY TRUST BANCORP INC      COMMON    204149108         23        700  SH       DEFINED     15,14          700     0         0
COMMUNITY TRUST BANCORP INC      COMMON    204149108        308       9400  SH       DEFINED     5,15          9400     0         0
COMPANHIA ENERGETICA DE MINAS    COMMON    204409601       3312     104000  SH       DEFINED     9           104000     0         0
COMPANHIA ENERGETICA DE MINAS    COMMON    204409601        417      13100  SH       DEFINED     9,15         13100     0         0
COMPANHIA ENERGETICA DE MINAS    COMMON    204409601       1264      39700  SH       DEFINED     9,22         39700     0         0
COMPANHIA ENERGETICA DE MINAS    COMMON    204409601       1640      51500  SH       DEFINED     12,14        51500     0         0
COMPANHIA ENERGETICA DE MINAS    COMMON    204409601       1188      37300  SH       DEFINED     15           37300     0         0
COMPANHIA ENERGETICA DE MINAS    COMMON    204409601       3535     111000  SH       DEFINED     5,12        111000     0         0
COMPANHIA BRASILEIRA DE DISTRB   COMMON    20440T201       1798      90400  SH       DEFINED     1            90400     0         0
CIA VALE DO RIO DOCE-ADR         COMMON    204412209       4524     154500  SH       DEFINED     9           154500     0         0
CIA VALE DO RIO DOCE-ADR         COMMON    204412209        237       8100  SH       DEFINED     9,15          8100     0         0
CIA VALE DO RIO DOCE-ADR         COMMON    204412209        641      21900  SH       DEFINED     9,22         21900     0         0
CIA VALE DO RIO DOCE-ADR         COMMON    204412209        409      13975  SH       DEFINED     15           13975     0         0
CIA VALE DO RIO DOCE-ADR         COMMON    204412209       1267      43285  SH       DEFINED     5,12         43285     0         0
CIA VALE DO RIO DOCE-ADR         COMMON    204412209       1744      59550  SH       DEFINED     6            59550     0         0
COMPANHIA DE BEBIDAS-CM ADR      COMMON    20441W104       5027     197466  SH       DEFINED     1           197466     0         0
COMPANHIA DE BEBIDAS-CM ADR      COMMON    20441W104         21        840  SH       DEFINED     1,3            840     0         0
COMPANHIA DE BEBIDAS-CM ADR      COMMON    20441W104        334      13100  SH       DEFINED     9            13100     0         0
COMPANHIA DE BEBIDAS-CM ADR      COMMON    20441W104         49       1940  SH       DEFINED     9,15          1940     0         0
COMPANHIA DE BEBIDAS-CM ADR      COMMON    20441W104        101       3980  SH       DEFINED     9,22          3980     0         0
COMPANHIA DE BEBIDAS-CM ADR      COMMON    20441W104        146       5746  SH       DEFINED     15,14         5746     0         0
COMPANHIA DE BEBIDAS-CM ADR      COMMON    20441W104        136       5330  SH       DEFINED     2             5330     0         0
COMPANHIA DE BEBIDAS ADR         COMMON    20441W203      31924    1033130  SH       DEFINED     1          1033130     0         0
COMPANHIA DE BEBIDAS ADR         COMMON    20441W203        158       5100  SH       DEFINED     1,3           5100     0         0
COMPANHIA DE BEBIDAS ADR         COMMON    20441W203       2426      78500  SH       DEFINED     9            78500     0         0
COMPANHIA DE BEBIDAS ADR         COMMON    20441W203        300       9700  SH       DEFINED     9,15          9700     0         0
COMPANHIA DE BEBIDAS ADR         COMMON    20441W203        615      19900  SH       DEFINED     9,22         19900     0         0
COMPANHIA DE BEBIDAS ADR         COMMON    20441W203        814      26330  SH       DEFINED     15,14        26330     0         0
COMPANHIA DE BEBIDAS ADR         COMMON    20441W203       1068      34550  SH       DEFINED     2            34550     0         0
COMPANIA DE MINAS BUENAVENTURA   COMMON    204448104       5770     251000  SH       DEFINED     1           251000     0         0
COMPANIA DE MINAS BUENAVENTURA   COMMON    204448104        736      32000  SH       DEFINED     9            32000     0         0
COMPANIA DE MINAS BUENAVENTURA   COMMON    204448104       1081      47000  SH       DEFINED     2            47000     0         0
COMPANIA DE TELECOMUNICS CHILE   COMMON    204449300       1117     109800  SH       DEFINED     9           109800     0         0
COMPANIA DE TELECOMUNICS CHILE   COMMON    204449300        195      19200  SH       DEFINED     9,15         19200     0         0
COMPANIA DE TELECOMUNICS CHILE   COMMON    204449300        526      51700  SH       DEFINED     9,22         51700     0         0
COMPAQ COMPUTER CORP             COMMON    204493100          0        500  SH       DEFINED     6              500     0         0
COMPASS BANCSHARES INC           COMMON    20449H109      31773     706060  SH       DEFINED     1           706060     0         0
COMPASS BANCSHARES INC           COMMON    20449H109         89       1975  SH       DEFINED     1,3           1975     0         0
COMPASS BANCSHARES INC           COMMON    20449H109       1789      39746  SH       DEFINED     15           37446     0      2300
COMPASS BANCSHARES INC           COMMON    20449H109        261       5800  SH       DEFINED     15,8          5800     0         0
COMPASS BANCSHARES INC           COMMON    20449H109       4140      92000  SH       DEFINED     2            92000     0         0
COMPASS BANCSHARES INC           COMMON    20449H109       8285     184100  SH       DEFINED     3           184100     0         0
COMPASS BANCSHARES INC           COMMON    20449H109      20561     456900  SH       DEFINED     4           456900     0         0



                                                                                         
COMPASS BANCSHARES INC           COMMON    20449H109        162       3600  SH       DEFINED     5,2           3600     0         0
COMPASS BANCSHARES INC           COMMON    20449H109          9        200  SH       DEFINED     6              200     0         0
COMPASS BANCSHARES INC           COMMON    20449H109        213       4741  SH       DEFINED     8             4741     0         0
COMPETITIVE TECHNOLOGIES INC     COMMON    204512107          5        700  SH       DEFINED     24               0     0       700
COMPASS MINERALS INTERNATIONAL   COMMON    20451N101       4600     196600  SH       DEFINED     1           196600     0         0
COMPASS MINERALS INTERNATIONAL   COMMON    20451N101        753      32200  SH       DEFINED     15           18700     0     13500
COMPASS MINERALS INTERNATIONAL   COMMON    20451N101         14        600  SH       DEFINED     15,14          600     0         0
COMPASS MINERALS INTERNATIONAL   COMMON    20451N101         82       3486  SH       DEFINED     24             472     0      3014
COMPASS MINERALS INTERNATIONAL   COMMON    20451N101        136       5800  SH       DEFINED     5,15          5800     0         0
COMPASS MINERALS INTERNATIONAL   COMMON    20451N101       5426     231870  SH       DEFINED     6           231870     0         0
COMPOSITE TECHNOLOGY CORPORA     COMMON    20461S108         15      10000  SH       DEFINED     6            10000     0         0
COMPUCREDIT CORP                 COMMON    20478N100       4450     129800  SH       DEFINED     15           76900     0     52900
COMPUCREDIT CORP                 COMMON    20478N100         86       2500  SH       DEFINED     15,14         2500     0         0
COMPUCREDIT CORP                 COMMON    20478N100       1111      32400  SH       DEFINED     5,15         32400     0         0
COMPUTER ASSOCIATES INTL INC     COMMON    204912109     541843   19717726  SH       DEFINED     1         19716659     0      1067
COMPUTER ASSOCIATES INTL INC     COMMON    204912109      38557    1403093  SH       DEFINED     1,2        1403093     0         0
COMPUTER ASSOCIATES INTL INC     COMMON    204912109        151       5500  SH       DEFINED     1,3           5500     0         0
COMPUTER ASSOCIATES INTL INC     COMMON    204912109          1         23  SH       DEFINED     9,15            23     0         0
COMPUTER ASSOCIATES INTL INC     COMMON    204912109       7910     287837  SH       DEFINED     15          287711     0       126
COMPUTER ASSOCIATES INTL INC     COMMON    204912109        143       5200  SH       DEFINED     15,8          5200     0         0
COMPUTER ASSOCIATES INTL INC     COMMON    204912109      13052     474967  SH       DEFINED     2           474967     0         0
COMPUTER ASSOCIATES INTL INC     COMMON    204912109        519      18900  SH       DEFINED     2,14         18900     0         0
COMPUTER ASSOCIATES INTL INC     COMMON    204912109        157       5709  SH       DEFINED     24               0     0      5709
COMPUTER ASSOCIATES INTL INC     COMMON    204912109      71644    2607121  SH       DEFINED     4          2607121     0         0
COMPUTER ASSOCIATES INTL INC     COMMON    204912109        294      10700  SH       DEFINED     5,2          10700     0         0
COMPUTER ASSOCIATES INTL INC     COMMON    204912109          1         24  SH       DEFINED     6               24     0         0
COMPUTER ASSOCIATES INTL INC     COMMON    204912109        415      15113  SH       DEFINED     8            15113     0         0
COMPUTER ASSOCIATES INTL INC     COMMON    204912109          0         12  SH       DEFINED     8,13            12     0         0
COMPUTER PROGRAMS & SYSTEMS      COMMON    205306103       1502      40300  SH       DEFINED     1            40300     0         0
COMPUTER SCIENCES CORP           COMMON    205363104        174       3990  SH       DEFINED     15            3220     0       770
COMPUTER SCIENCES CORP           COMMON    205363104        109       2500  SH       DEFINED     9             2500     0         0
COMPUTER SCIENCES CORP           COMMON    205363104       5856     134000  SH       DEFINED     9,15        134000     0         0
COMPUTER SCIENCES CORP           COMMON    205363104      28500     652169  SH       DEFINED     15          577369     0     61600
COMPUTER SCIENCES CORP           COMMON    205363104        170       3900  SH       DEFINED     15,14         3900     0         0
COMPUTER SCIENCES CORP           COMMON    205363104       1783      40800  SH       DEFINED     15,8         40800     0         0
COMPUTER SCIENCES CORP           COMMON    205363104        175       4000  SH       DEFINED     20            4000     0         0
COMPUTER SCIENCES CORP           COMMON    205363104        180       4119  SH       DEFINED     23            4119     0         0
COMPUTER SCIENCES CORP           COMMON    205363104         42        970  SH       DEFINED     24             270     0       700
COMPUTER SCIENCES CORP           COMMON    205363104        660      15100  SH       DEFINED     5,15         15100     0         0
COMPUTER SCIENCES CORP           COMMON    205363104        170       3889  SH       DEFINED     6             3889     0         0
COMPUTER SCIENCES CORP           COMMON    205363104        346       7914  SH       DEFINED     8             7914     0         0
COMPUWARE CORP                   COMMON    205638109       2861     397961  SH       DEFINED     15          351961     0     28400
COMPUWARE CORP                   COMMON    205638109         21       2900  SH       DEFINED     5,15          2900     0         0
COMPUWARE CORP                   COMMON    205638109         82      11412  SH       DEFINED     8            11412     0         0
COMSTOCK HOMEBUILDING COS-A      COMMON    205684103         19        800  SH       DEFINED     6              800     0         0
COMSTOCK RESOURCES INC           COMMON    205768203       3776     149300  SH       DEFINED     1           149300     0         0
COMTECH TELECOMMUNICATIONS       COMMON    205826209        235       7200  SH       DEFINED     1             7200     0         0
COMVERSE TECHNOLOGY INC          COMMON    205862402      64410    2725780  SH       DEFINED     1          2725780     0         0
COMVERSE TECHNOLOGY INC          COMMON    205862402      23630    1000000  SH       DEFINED     1,2        1000000     0         0
COMVERSE TECHNOLOGY INC          COMMON    205862402        983      41600  SH       DEFINED     9,15         41600     0         0
COMVERSE TECHNOLOGY INC          COMMON    205862402      12331     521851  SH       DEFINED     15          432851     0     68300
COMVERSE TECHNOLOGY INC          COMMON    205862402       5550     234870  SH       DEFINED     15,22       234870     0         0
COMVERSE TECHNOLOGY INC          COMMON    205862402        803      34000  SH       DEFINED     15,8         34000     0         0
COMVERSE TECHNOLOGY INC          COMMON    205862402       6489     274620  SH       DEFINED     2           250720     0     23900
COMVERSE TECHNOLOGY INC          COMMON    205862402       1853      78400  SH       DEFINED     20           78400     0         0
COMVERSE TECHNOLOGY INC          COMMON    205862402          6        273  SH       DEFINED     4              273     0         0
COMVERSE TECHNOLOGY INC          COMMON    205862402         80       3400  SH       DEFINED     5,15          3400     0         0
COMVERSE TECHNOLOGY INC          COMMON    205862402         43       1810  SH       DEFINED     8             1810     0         0
CONAGRA FOODS INC                COMMON    205887102       1165      50293  SH       DEFINED     15           50293     0         0
CONAGRA FOODS INC                COMMON    205887102        204       8800  SH       DEFINED     24               0     0      8800
CONAGRA FOODS INC                COMMON    205887102        220       9500  SH       DEFINED     6             9500     0         0
CONAGRA FOODS INC                COMMON    205887102        406      17534  SH       DEFINED     8            17534     0         0
CONCEPTUS INC                    COMMON    206016107       1380     244313  SH       DEFINED     1           244313     0         0
CONCEPTUS INC                    COMMON    206016107        190      33600  SH       DEFINED     11,2         33600     0         0
CONCURRENT COMPUTER CORP         COMMON    206710204          4       2000  SH       DEFINED     6             2000     0         0
CONEXANT SYSTEMS INC             COMMON    207142100          2       1000  SH       DEFINED     24               0     0      1000
CONNECTICS CORP                  COMMON    208192104       5696     322900  SH       DEFINED     3           322900     0         0
CONN INC                         COMMON    208242107        455      18600  SH       DEFINED     15           10900     0      7700
CONN INC                         COMMON    208242107         10        400  SH       DEFINED     15,14          400     0         0
CONN INC                         COMMON    208242107        208       8500  SH       DEFINED     5,15          8500     0         0
CONOCOPHILLIPS                   COMMON    20825C104     123866    2154570  SH       DEFINED     1          2154570     0         0
CONOCOPHILLIPS                   COMMON    20825C104      83361    1450000  SH       DEFINED     1,2        1450000     0         0
CONOCOPHILLIPS                   COMMON    20825C104        215       3740  SH       DEFINED     9,15          3740     0         0
CONOCOPHILLIPS                   COMMON    20825C104      10403     180959  SH       DEFINED     15          168159     0     12800
CONOCOPHILLIPS                   COMMON    20825C104       3449      60000  SH       DEFINED     15,14        60000     0         0
CONOCOPHILLIPS                   COMMON    20825C104       1311      22800  SH       DEFINED     15,8         22800     0         0
CONOCOPHILLIPS                   COMMON    20825C104      17269     300380  SH       DEFINED     2           300380     0         0
CONOCOPHILLIPS                   COMMON    20825C104       9615     167250  SH       DEFINED     24           35886     0    131364
CONOCOPHILLIPS                   COMMON    20825C104        657      11432  SH       DEFINED     4            11432     0         0
CONOCOPHILLIPS                   COMMON    20825C104       3858      67102  SH       DEFINED     6            67102     0         0
CONOCOPHILLIPS                   COMMON    20825C104        165       2870  SH       DEFINED     8             2870     0         0
CONSECO INC                      COMMON    208464883          9        400  SH       DEFINED     15             400     0         0
CONSECO INC                      COMMON    208464883         13        600  SH       DEFINED     15             400     0       200
CONSECO INC                      COMMON    208464883        127       5800  SH       DEFINED     15,8          5800     0         0
CONSOL ENERGY INC                COMMON    20854P109        600      11200  SH       DEFINED     24           11200     0         0
CONSOLIDATED EDISON INC          COMMON    209115104       1105      23581  SH       DEFINED     15           23581     0         0
CONSOLIDATED EDISON INC          COMMON    209115104        909      19413  SH       DEFINED     24             237     0     19176
CONSOLIDATED EDISON INC          COMMON    209115104         84       1800  SH       DEFINED     6             1800     0         0
CONSOLIDATED EDISON INC          COMMON    209115104        362       7738  SH       DEFINED     8             7738     0         0
CONSOLIDATED GRAPHICS INC        COMMON    209341106       1937      47513  SH       DEFINED     15           26400     0     21113
CONSOLIDATED GRAPHICS INC        COMMON    209341106         41       1000  SH       DEFINED     15,14         1000     0         0
CONSOLIDATED GRAPHICS INC        COMMON    209341106        546      13400  SH       DEFINED     5,15         13400     0         0
CONSTELLATION BRANDS INC CL A    COMMON    21036P108      42153    1428900  SH       DEFINED     1          1428900     0         0



                                                                                         
CONSTELLATION BRANDS INC CL A    COMMON    21036P108      16225     550000  SH       DEFINED     1,2         550000     0         0
CONSTELLATION BRANDS INC CL A    COMMON    21036P108        342      11600  SH       DEFINED     15               0     0     11600
CONSTELLATION BRANDS INC CL A    COMMON    21036P108        425      14400  SH       DEFINED     2                0     0     14400
CONSTELLATION BRANDS INC CL A    COMMON    21036P108        118       4000  SH       DEFINED     24               0     0      4000
CONSTELLATION BRANDS INC CL A    COMMON    21036P108         12        400  SH       DEFINED     6              400     0         0
CONSTELLATION ENERGY GROUP       COMMON    210371100      10278     178160  SH       DEFINED     1           178160     0         0
CONSTELLATION ENERGY GROUP       COMMON    210371100       2812      48748  SH       DEFINED     15           39535     0      9213
CONSTELLATION ENERGY GROUP       COMMON    210371100        906      15700  SH       DEFINED     15,8         15700     0         0
CONSTELLATION ENERGY GROUP       COMMON    210371100        143       2477  SH       DEFINED     23            2477     0         0
CONSTELLATION ENERGY GROUP       COMMON    210371100        142       2457  SH       DEFINED     24               0     0      2457
CONSTELLATION ENERGY GROUP       COMMON    210371100        614      10642  SH       DEFINED     6            10642     0         0
CONSTELLATION ENERGY GROUP       COMMON    210371100        371       6428  SH       DEFINED     8             6428     0         0
CONTINENTAL AIRLINES CL B        COMMON    210795308        292      22000  SH       DEFINED     15           11400     0     10600
CONTINENTAL AIRLINES CL B        COMMON    210795308          7        500  SH       DEFINED     15,14          500     0         0
CONTINENTAL AIRLINES CL B        COMMON    210795308         36       2700  SH       DEFINED     5,15          2700     0         0
CONVERGYS CORP                   COMMON    212485106         59       4130  SH       DEFINED     15               0     0      4130
CONVERGYS CORP                   COMMON    212485106        354      24920  SH       DEFINED     15           24920     0         0
PEPSICO(CNVTLT)CVT PV 144A 2.0   CONVERT   212573AA7      13948   14125000  SH       DEFINED     15         2125000     0  12000000
COOPER CAMERON CORP              COMMON    216640102      10238     165000  SH       DEFINED     1           165000     0         0
COOPER CAMERON CORP              COMMON    216640102       1179      19000  SH       DEFINED     15,14        19000     0         0
COOPER CAMERON CORP              COMMON    216640102         12        197  SH       DEFINED     4              197     0         0
THE COOPER COMPANIES INC         COMMON    216648402      51046     838750  SH       DEFINED     1           838750     0         0
THE COOPER COMPANIES INC         COMMON    216648402        341       5600  SH       DEFINED     15               0     0      5600
THE COOPER COMPANIES INC         COMMON    216648402       1089      17900  SH       DEFINED     15,22        17900     0         0
THE COOPER COMPANIES INC         COMMON    216648402       3420      56200  SH       DEFINED     2            48900     0      7300
THE COOPER COMPANIES INC         COMMON    216648402       9227     151612  SH       DEFINED     3           151612     0         0
COOPER TIRE & RUBBER             COMMON    216831107        114       6165  SH       DEFINED     15            6165     0         0
COPANO ENERGY LLC                COMMON    217202100        736      20000  SH       DEFINED     6            20000     0         0
COPART INC                       COMMON    217204106        112       4700  SH       DEFINED     15,8          4700     0         0
COPART INC                       COMMON    217204106          7        300  SH       DEFINED     24               0     0       300
CORGENTECH INC                   COMMON    21872P105       1103     424150  SH       DEFINED     1           424150     0         0
CORGENTECH INC                   COMMON    21872P105         29      11000  SH       DEFINED     11,2         11000     0         0
CORGENTECH INC                   COMMON    21872P105        176      67500  SH       DEFINED     15,22        67500     0         0
CORGENTECH INC                   COMMON    21872P105         63      24200  SH       DEFINED     2            24200     0         0
CORGENTECH INC                   COMMON    21872P105          0        106  SH       DEFINED     24               0     0       106
CORINTHIAN COLLEGES INC          COMMON    218868107         15       1200  SH       DEFINED     24               0     0      1200
CORIXA CORP                      COMMON    21887F100         10       2208  SH       DEFINED     15               0     0      2208
CORIXA CORP                      COMMON    21887F100        121      27734  SH       DEFINED     18               0     0     27734
CORN PRODUCTS INTL INC           COMMON    219023108      17370     731080  SH       DEFINED     1           731080     0         0
CORN PRODUCTS INTL INC           COMMON    219023108       1620      68200  SH       DEFINED     15           58600     0      6000
CORN PRODUCTS INTL INC           COMMON    219023108        658      27700  SH       DEFINED     2            27700     0         0
CORN PRODUCTS INTL INC           COMMON    219023108        114       4806  SH       DEFINED     24            1200     0      3606
CORN PRODUCTS INTL INC           COMMON    219023108         14        600  SH       DEFINED     5,15           600     0         0
CORN PRODUCTS INTL INC           COMMON    219023108         10        400  SH       DEFINED     6              400     0         0
CORNING INC                      COMMON    219350105      60206    3622500  SH       DEFINED     1          3622500     0         0
CORNING INC                      COMMON    219350105       4996     300578  SH       DEFINED     15          257178     0     43400
CORNING INC                      COMMON    219350105       4454     268000  SH       DEFINED     15,22       268000     0         0
CORNING INC                      COMMON    219350105        853      51300  SH       DEFINED     15,8         51300     0         0
CORNING INC                      COMMON    219350105       2415     145300  SH       DEFINED     2           115000     0     30300
CORNING INC                      COMMON    219350105       3058     184000  SH       DEFINED     20          184000     0         0
CORNING INC                      COMMON    219350105       1181      71036  SH       DEFINED     24           11600     0     59436
CORNING INC                      COMMON    219350105        264      15862  SH       DEFINED     6            15862     0         0
CORNING INC                      COMMON    219350105        717      43150  SH       DEFINED     8            43150     0         0
CORPORATE EXECUTIVE BOARD CO     COMMON    21988R102      18184     232140  SH       DEFINED     1           232140     0         0
CORPORATE EXECUTIVE BOARD CO     COMMON    21988R102      19710     251626  SH       DEFINED     15          213346     0     33080
CORPORATE EXECUTIVE BOARD CO     COMMON    21988R102        407       5200  SH       DEFINED     15,8          5200     0         0
CORPORATE EXECUTIVE BOARD CO     COMMON    21988R102       7697      98260  SH       DEFINED     2            98260     0         0
CORPORATE EXECUTIVE BOARD CO     COMMON    21988R102        136       1730  SH       DEFINED     24              90     0      1640
CORPORATE EXECUTIVE BOARD CO     COMMON    21988R102        141       1800  SH       DEFINED     5,15          1800     0         0
CORPORATE EXECUTIVE BOARD CO     COMMON    21988R102      11597     148051  SH       DEFINED     6           148051     0         0
CORPORATE OFFICE PROPERTIES      COMMON    22002T108       1172      39800  SH       DEFINED     15           39800     0         0
CORPORATE OFFICE PROPERTIES      COMMON    22002T108        636      21600  SH       DEFINED     5,15         21600     0         0
CORRECTIONAL PROPERTIES TRST     COMMON    22025E104       3625     128100  SH       DEFINED     15           88300     0     39800
CORRECTIONS CORP OF AMERICA      COMMON    22025Y407      47706    1215450  SH       DEFINED     1          1215450     0         0
CORRECTIONS CORP OF AMERICA      COMMON    22025Y407        608      15500  SH       DEFINED     15               0     0     15500
CORRECTIONS CORP OF AMERICA      COMMON    22025Y407       3160      80500  SH       DEFINED     2            63000     0     17500
CORRECTIONS CORP OF AMERICA      COMMON    22025Y407        203       5172  SH       DEFINED     6             5172     0         0
CORUS BANCSHARES INC             COMMON    220873103        466       8400  SH       DEFINED     1             8400     0         0
CORUS BANCSHARES INC             COMMON    220873103       5371      96800  SH       DEFINED     15           54100     0     42700
CORUS BANCSHARES INC             COMMON    220873103        111       2000  SH       DEFINED     15,14         2000     0         0
CORUS BANCSHARES INC             COMMON    220873103       1604      28900  SH       DEFINED     5,15         28900     0         0
CORUS ENTERTAINMENT INC CL B     COMMON    220874101       8553     334700  SH       DEFINED     1,3         334700     0         0
CORUS ENTERTAINMENT INC CL B     COMMON    220874101        166       6500  SH       DEFINED     2             6500     0         0
CORUS ENTERTAINMENT INC CL B     COMMON    220874101       2555     100000  SH       DEFINED     3           100000     0         0
COSI INC                         COMMON    22122P101       4050     587011  SH       DEFINED     18               0     0    587011
COSTCO CORP CVT(COSTCV) 144A 0   CONVERT   221479AA6      33542   33375000  SH       DEFINED     15         4825000     0  28550000
COST PLUS INC/CALIFORNIA         COMMON    221485105       3399     136300  SH       DEFINED     1           136300     0         0
COSTCO WHOLESALE CORP            COMMON    22160K105         16        360  SH       DEFINED     15             360     0         0
COSTCO WHOLESALE CORP            COMMON    22160K105        327       7300  SH       DEFINED     9,15          7300     0         0
COSTCO WHOLESALE CORP            COMMON    22160K105       4677     104565  SH       DEFINED     15           76765     0     27800
COSTCO WHOLESALE CORP            COMMON    22160K105        689      15400  SH       DEFINED     15,8         15400     0         0
COSTCO WHOLESALE CORP            COMMON    22160K105       7100     158739  SH       DEFINED     24            8135     0    150604
COSTCO WHOLESALE CORP            COMMON    22160K105     247066    5523500  SH       DEFINED     3          5523500     0         0
COSTCO WHOLESALE CORP            COMMON    22160K105       3176      71000  SH       DEFINED     3,22         71000     0         0
COSTCO WHOLESALE CORP            COMMON    22160K105        336       7510  SH       DEFINED     6             7510     0         0
COSTCO WHOLESALE CORP            COMMON    22160K105        678      15155  SH       DEFINED     8            15155     0         0
COSTAR GROUP INC                 COMMON    22160N109      31867     730900  SH       DEFINED     1           730900     0         0
COSTAR GROUP INC                 COMMON    22160N109       5490     125920  SH       DEFINED     2           125920     0         0
COTT CORPORATION                 COMMON    22163N106     158565    7277100  SH       DEFINED     3          7277100     0         0
COTT CORPORATION                 COMMON    22163N106          5        220  SH       DEFINED     6              220     0         0
COUNTRYWIDE FINANCIAL CORP       COMMON    222372104      46487    1204020  SH       DEFINED     1          1200400     0      3620
COUNTRYWIDE FINANCIAL CORP       COMMON    222372104       1293      33500  SH       DEFINED     9            33500     0         0
COUNTRYWIDE FINANCIAL CORP       COMMON    222372104         50       1300  SH       DEFINED     9,7           1300     0         0



                                                                                         
COUNTRYWIDE FINANCIAL CORP       COMMON    222372104       9444     244600  SH       DEFINED     9,15        244600     0         0
COUNTRYWIDE FINANCIAL CORP       COMMON    222372104        315       8154  SH       DEFINED     11,8          8154     0         0
COUNTRYWIDE FINANCIAL CORP       COMMON    222372104      61081    1582001  SH       DEFINED     15         1449096     0    129105
COUNTRYWIDE FINANCIAL CORP       COMMON    222372104       1236      32000  SH       DEFINED     15,14        32000     0         0
COUNTRYWIDE FINANCIAL CORP       COMMON    222372104       2147      55600  SH       DEFINED     15,8         55600     0         0
COUNTRYWIDE FINANCIAL CORP       COMMON    222372104       6595     170800  SH       DEFINED     2           170800     0         0
COUNTRYWIDE FINANCIAL CORP       COMMON    222372104       2215      57363  SH       DEFINED     23           57363     0         0
COUNTRYWIDE FINANCIAL CORP       COMMON    222372104         46       1200  SH       DEFINED     24               0     0      1200
COUNTRYWIDE FINANCIAL CORP       COMMON    222372104         69       1776  SH       DEFINED     4             1776     0         0
COUNTRYWIDE FINANCIAL CORP       COMMON    222372104       2950      76400  SH       DEFINED     5,15         76400     0         0
COUNTRYWIDE FINANCIAL CORP       COMMON    222372104         46       1200  SH       DEFINED     6             1200     0         0
COUNTRYWIDE FINANCIAL CORP       COMMON    222372104        405      10500  SH       DEFINED     7            10500     0         0
COUNTRYWIDE FINANCIAL CORP       COMMON    222372104       2328      60289  SH       DEFINED     8            60289     0         0
COUNTRYWIDE FINANCIAL CORP       COMMON    222372104         33        854  SH       DEFINED     8,10           854     0         0
COUNTRYWIDE FINANCIAL CORP       COMMON    222372104        269       6970  SH       DEFINED     8,13          6970     0         0
COURIER CORP                     COMMON    222660102         17        450  SH       DEFINED     24               0     0       450
COUSINS PROPERTIES INC           COMMON    222795106       2272      76800  SH       DEFINED     15           48200     0     28600
COUSINS PROPERTIES INC           COMMON    222795106        102       3433  SH       DEFINED     6             3433     0         0
COVAD COMMUNICATIONS GROUP       COMMON    222814204          0        100  SH       DEFINED     24               0     0       100
COVANCE INC                      COMMON    222816100      12815     285600  SH       DEFINED     1           285600     0         0
COVANCE INC                      COMMON    222816100       9455     210727  SH       DEFINED     15          178677     0     32050
COVANCE INC                      COMMON    222816100          8        183  SH       DEFINED     24               0     0       183
COVANCE INC                      COMMON    222816100         16        356  SH       DEFINED     6              356     0         0
COVANSYS CORPORATION             COMMON    22281W103       1410     109700  SH       DEFINED     15           59700     0     50000
COVANSYS CORPORATION             COMMON    22281W103         31       2400  SH       DEFINED     15,14         2400     0         0
COVANSYS CORPORATION             COMMON    22281W103        348      27100  SH       DEFINED     5,15         27100     0         0
COVENTRY HEALTH CARE INC         COMMON    222862104      14546     205600  SH       DEFINED     1           205600     0         0
COVENTRY HEALTH CARE INC         COMMON    222862104        106       1500  SH       DEFINED     9             1500     0         0
COVENTRY HEALTH CARE INC         COMMON    222862104        587       8300  SH       DEFINED     9,15          8300     0         0
COVENTRY HEALTH CARE INC         COMMON    222862104       5087      71900  SH       DEFINED     15           65400     0      6500
COVENTRY HEALTH CARE INC         COMMON    222862104        163       2300  SH       DEFINED     15,14         2300     0         0
COVENTRY HEALTH CARE INC         COMMON    222862104         27        387  SH       DEFINED     23             387     0         0
COVENTRY HEALTH CARE INC         COMMON    222862104         81       1150  SH       DEFINED     24             750     0       400
COVENTRY HEALTH CARE INC         COMMON    222862104        361       5100  SH       DEFINED     5,15          5100     0         0
COVENTRY HEALTH CARE INC         COMMON    222862104         73       1034  SH       DEFINED     6              234     0       800
COVENTRY HEALTH CARE INC         COMMON    222862104        241       3400  SH       DEFINED     7             3400     0         0
COVENTRY HEALTH CARE INC         COMMON    222862104        127       1789  SH       DEFINED     8             1789     0         0
COX RADIO INC CL A               COMMON    224051102         18       1140  SH       DEFINED     15            1140     0         0
COX RADIO INC CL A               COMMON    224051102        142       9000  SH       DEFINED     15            8300     0       700
COX RADIO INC CL A               COMMON    224051102        106       6700  SH       DEFINED     15,8          6700     0         0
COX RADIO INC CL A               COMMON    224051102       3497     222000  SH       DEFINED     3           222000     0         0
CRANE CO                         COMMON    224399105         82       3100  SH       DEFINED     15            3100     0         0
CRANE CO                         COMMON    224399105         44       1664  SH       DEFINED     6             1664     0         0
CREDIT SUISSE GROUP ADR          COMMON    225401108      11229     286890  SH       DEFINED     12          272210     0     14680
CREDIT SUISSE GROUP ADR          COMMON    225401108      33019     843619  SH       DEFINED     15          813587     0     30032
CREDIT SUISSE GROUP ADR          COMMON    225401108         44       1125  SH       DEFINED     24            1125     0         0
CREE INC                         COMMON    225447101       2262      88800  SH       DEFINED     9            88800     0         0
CREE INC                         COMMON    225447101        247       9700  SH       DEFINED     9,22          9700     0         0
CREE INC                         COMMON    225447101         10        400  SH       DEFINED     24             400     0         0
CREE INC                         COMMON    225447101         25       1000  SH       DEFINED     6             1000     0         0
CRESCENT REAL ESTATE EQT CO      COMMON    225756105      11627     620100  SH       DEFINED     15          589100     0     31000
CRESCENT REAL ESTATE EQT CO      COMMON    225756105         19       1000  SH       DEFINED     24               0     0      1000
CRESUD SA ADR                    COMMON    226406106         97       8000  SH       DEFINED     24               0     0      8000
CROMPTON CORP                    COMMON    227116100          5        368  SH       DEFINED     6              368     0         0
CROWN CASTLE INTL CORP           COMMON    228227104       3148     154900  SH       DEFINED     15          133300     0     13300
CROWN CASTLE INTL CORP           COMMON    228227104        134       6600  SH       DEFINED     15,8          6600     0         0
CROWN CASTLE INTL CORP           COMMON    228227104        137       6734  SH       DEFINED     23            6734     0         0
CROWN CASTLE INTL CORP           COMMON    228227104         28       1400  SH       DEFINED     5,15          1400     0         0
CROWN CASTLE INTL CORP           COMMON    228227104         29       1440  SH       DEFINED     8             1440     0         0
CROWN HOLDINGS INC               COMMON    228368106      11684     821100  SH       DEFINED     1           821100     0         0
CROWN HOLDINGS INC               COMMON    228368106       2524     177400  SH       DEFINED     15          158700     0     11500
CROWN HOLDINGS INC               COMMON    228368106        112       7900  SH       DEFINED     15,8          7900     0         0
CROWN HOLDINGS INC               COMMON    228368106        440      30900  SH       DEFINED     2            30900     0         0
CROWN HOLDINGS INC               COMMON    228368106         17       1200  SH       DEFINED     5,15          1200     0         0
CROWN HOLDINGS INC               COMMON    228368106        164      11496  SH       DEFINED     6             8821   925      1750
CRT PROPERTIES INC               COMMON    22876P109        778      28500  SH       DEFINED     15           28500     0         0
CRT PROPERTIES INC               COMMON    22876P109         55       2000  SH       DEFINED     6             2000     0         0
CRYPTOLOGIC INC                  COMMON    228906103       8491     282090  SH       DEFINED     1           282090     0         0
CRYPTOLOGIC INC                  COMMON    228906103       5963     198100  SH       DEFINED     1,3         198100     0         0
CRYPTOLOGIC INC                  COMMON    228906103        117       3900  SH       DEFINED     2             3900     0         0
CISCO SYS(EXCHTR) 144A CVT 0.0   CONVERT   22943BAA7      23912   19550000  SH       DEFINED     15         2275000     0  17275000
CUBIC CORP                       COMMON    229669106          7        405  SH       DEFINED     24             405     0         0
CUBIC CORP                       COMMON    229669106         18       1025  SH       DEFINED     6             1025     0         0
CUBIST PHARMACEUTICALS INC       COMMON    229678107      34702    2634900  SH       DEFINED     1          2634900     0         0
CUBIST PHARMACEUTICALS INC       COMMON    229678107        898      68200  SH       DEFINED     11,2         68200     0         0
CUBIST PHARMACEUTICALS INC       COMMON    229678107       4814     365500  SH       DEFINED     15,22       365500     0         0
CUBIST PHARMACEUTICALS INC       COMMON    229678107       2110     160200  SH       DEFINED     2           160200     0         0
CUBIST PHARMACEUTICALS INC       COMMON    229678107        171      13000  SH       DEFINED     20           13000     0         0
CULLEN/FROST BANKERS INC         COMMON    229899109      23310     489200  SH       DEFINED     1           489200     0         0
CULLEN/FROST BANKERS INC         COMMON    229899109       1015      21300  SH       DEFINED     2            21300     0         0
CULP INC                         COMMON    230215105       1338     304019  SH       DEFINED     6           304019     0         0
CUMMINS ENGINE                   COMMON    231021106        619       8300  SH       DEFINED     1             8300     0         0
CUMMINS ENGINE                   COMMON    231021106         37        500  SH       DEFINED     9              500     0         0
CUMMINS ENGINE                   COMMON    231021106       4768      63900  SH       DEFINED     9,15         63900     0         0
CUMMINS ENGINE                   COMMON    231021106      28267     378860  SH       DEFINED     15          331860     0     33800
CUMMINS ENGINE                   COMMON    231021106         60        800  SH       DEFINED     15,14          800     0         0
CUMMINS ENGINE                   COMMON    231021106       1336      17900  SH       DEFINED     15,8         17900     0         0
CUMMINS ENGINE                   COMMON    231021106        196       2629  SH       DEFINED     23            2629     0         0
CUMMINS ENGINE                   COMMON    231021106        351       4700  SH       DEFINED     5,15          4700     0         0
CUMMINS ENGINE                   COMMON    231021106         40        532  SH       DEFINED     8              532     0         0
CUMULUS MEDIA INC CL A           COMMON    231082108      15907    1350305  SH       DEFINED     6          1345505  1725      3075
CURTISS-WRIGHT CORP              COMMON    231561101       4715      87400  SH       DEFINED     1            87400     0         0
CURTISS-WRIGHT CORP              COMMON    231561101         40        750  SH       DEFINED     24               0     0       750



                                                                                         
CURTISS-WRIGHT CORP              COMMON    231561101         58       1084  SH       DEFINED     6             1084     0         0
CYBERSOURCE CORP                 COMMON    23251J106       2037     278600  SH       DEFINED     1           278600     0         0
CYBERONICS                       COMMON    23251P102          4        100  SH       DEFINED     24             100     0         0
CYMER INC                        COMMON    232572107         40       1500  SH       DEFINED     6              300   425       775
CYPRESS SEMICONDUCTOR CORP       COMMON    232806109       8643     686500  SH       DEFINED     1           686500     0         0
CYPRESS SEMICONDUCTOR CORP       COMMON    232806109       7789     618700  SH       DEFINED     9           618700     0         0
CYPRESS SEMICONDUCTOR CORP       COMMON    232806109        447      35500  SH       DEFINED     9,22         35500     0         0
CYPRESS SEMICONDUCTOR CORP       COMMON    232806109        719      57100  SH       DEFINED     15,22        57100     0         0
CYPRESS SEMICONDUCTOR CORP       COMMON    232806109          9        690  SH       DEFINED     24               0     0       690
CYPRESS SEMICONDUCTOR CORP       COMMON    232806109          5        370  SH       DEFINED     6              370     0         0
CYTEC INDUSTRIES INC             COMMON    232820100          8        189  SH       DEFINED     6              189     0         0
D & K HEALTHCARE RESOURCES       COMMON    232861104        169      20000  SH       DEFINED     24               0     0     20000
CYTYC CORPORATION                COMMON    232946103      42310    1917973  SH       DEFINED     1          1917973     0         0
CYTYC CORPORATION                COMMON    232946103        474      21500  SH       DEFINED     11,2         21500     0         0
CYTYC CORPORATION                COMMON    232946103       2071      93900  SH       DEFINED     15,22        93900     0         0
CYTYC CORPORATION                COMMON    232946103       1904      86300  SH       DEFINED     2            86300     0         0
CYTYC CORPORATION                COMMON    232946103         68       3100  SH       DEFINED     24             180     0      2920
CYTYC CORPORATION                COMMON    232946103      62852    2849150  SH       DEFINED     3          2849150     0         0
CYTYC CORPORATION                COMMON    232946103       7034     318845  SH       DEFINED     6           318845     0         0
DJ ORTHOPEDICS INC               COMMON    23325G104       8336     303900  SH       DEFINED     1           303900     0         0
DJ ORTHOPEDICS INC               COMMON    23325G104       2175      79300  SH       DEFINED     15           40800     0     38500
DJ ORTHOPEDICS INC               COMMON    23325G104         49       1800  SH       DEFINED     15,14         1800     0         0
DJ ORTHOPEDICS INC               COMMON    23325G104        263       9600  SH       DEFINED     5,15          9600     0         0
DPL INC                          COMMON    233293109      16196     590000  SH       DEFINED     1           590000     0         0
DPL INC                          COMMON    233293109        760      27700  SH       DEFINED     2            27700     0         0
DPL INC                          COMMON    233293109        283      10300  SH       DEFINED     24               0     0     10300
D.R. HORTON INC                  COMMON    23331A109      51363    1365673  SH       DEFINED     1          1365673     0         0
D.R. HORTON INC                  COMMON    23331A109      18805     500000  SH       DEFINED     1,2         500000     0         0
D.R. HORTON INC                  COMMON    23331A109        123       3273  SH       DEFINED     9,15          3273     0         0
D.R. HORTON INC                  COMMON    23331A109       3671      97594  SH       DEFINED     2            97594     0         0
D.R. HORTON INC                  COMMON    23331A109         61       1625  SH       DEFINED     4             1625     0         0
D.R. HORTON INC                  COMMON    23331A109        279       7410  SH       DEFINED     8             7410     0         0
DST SYSTEMS INC                  COMMON    233326107      22500     480770  SH       DEFINED     1           480770     0         0
DST SYSTEMS INC                  COMMON    233326107       1849      39500  SH       DEFINED     15,22        39500     0         0
DST SYSTEMS INC                  COMMON    233326107        168       3600  SH       DEFINED     6             3600     0         0
DSP GROUP INC                    COMMON    23332B106       6015     252000  SH       DEFINED     1           252000     0         0
DTE ENERGY COMPANY               COMMON    233331107       4457      95300  SH       DEFINED     15           94780     0       520
DTE ENERGY COMPANY               COMMON    233331107        905      19344  SH       DEFINED     15           18844     0       500
DTE ENERGY COMPANY               COMMON    233331107        304       6500  SH       DEFINED     24            5700     0       800
DTE ENERGY COMPANY               COMMON    233331107         19        400  SH       DEFINED     6              400     0         0
DTE ENERGY COMPANY               COMMON    233331107        285       6083  SH       DEFINED     8             6083     0         0
DTE ENERGY COMPANY CVP(DTE) 8.   CONVERT   233331206        141       5600  SH       DEFINED     6             5600     0         0
DADE BEHRING HOLDINGS INC        COMMON    23342J206        280       4300  SH       DEFINED     1             4300     0         0
DADE BEHRING HOLDINGS INC        COMMON    23342J206      12488     192100  SH       DEFINED     15          172900     0     15100
DADE BEHRING HOLDINGS INC        COMMON    23342J206        319       4900  SH       DEFINED     15,8          4900     0         0
DADE BEHRING HOLDINGS INC        COMMON    23342J206        293       4500  SH       DEFINED     5,15          4500     0         0
DADE BEHRING HOLDINGS INC        COMMON    23342J206         10        160  SH       DEFINED     6              160     0         0
DAKTRONICS INC                   COMMON    234264109        632      31600  SH       DEFINED     1            31600     0         0
DAKTRONICS INC                   COMMON    234264109        162       8100  SH       DEFINED     2             8100     0         0
DANA CORP                        COMMON    235811106        860      57271  SH       DEFINED     15           57271     0         0
DANA CORP                        COMMON    235811106         40       2696  SH       DEFINED     6             2696     0         0
DANAHER CORP                     COMMON    235851102      36528     697900  SH       DEFINED     1           697900     0         0
DANAHER CORP                     COMMON    235851102      68042    1300000  SH       DEFINED     1,2        1300000     0         0
DANAHER CORP                     COMMON    235851102       1052      20100  SH       DEFINED     9,15         20100     0         0
DANAHER CORP                     COMMON    235851102        429       8198  SH       DEFINED     11,8          8198     0         0
DANAHER CORP                     COMMON    235851102       8036     153539  SH       DEFINED     15          135839     0     17700
DANAHER CORP                     COMMON    235851102       1722      32900  SH       DEFINED     15,8         32900     0         0
DANAHER CORP                     COMMON    235851102      19743     377200  SH       DEFINED     2           377200     0         0
DANAHER CORP                     COMMON    235851102        344       6570  SH       DEFINED     23            6570     0         0
DANAHER CORP                     COMMON    235851102        230       4385  SH       DEFINED     24            1155     0      3230
DANAHER CORP                     COMMON    235851102       9858     188348  SH       DEFINED     6           188348     0         0
DANAHER CORP                     COMMON    235851102       2911      55624  SH       DEFINED     8            55624     0         0
DANAHER CORP                     COMMON    235851102         71       1357  SH       DEFINED     8,10          1357     0         0
DANAHER CORP                     COMMON    235851102        391       7468  SH       DEFINED     8,13          7468     0         0
DARDEN RESTAURANTS INC           COMMON    237194105      13954     423120  SH       DEFINED     1           423120     0         0
DARDEN RESTAURANTS INC           COMMON    237194105        158       4800  SH       DEFINED     9             4800     0         0
DARDEN RESTAURANTS INC           COMMON    237194105       3087      93590  SH       DEFINED     9,15         93590     0         0
DARDEN RESTAURANTS INC           COMMON    237194105      28174     854275  SH       DEFINED     15          742875     0     93100
DARDEN RESTAURANTS INC           COMMON    237194105        251       7600  SH       DEFINED     15,14         7600     0         0
DARDEN RESTAURANTS INC           COMMON    237194105       1421      43100  SH       DEFINED     15,8         43100     0         0
DARDEN RESTAURANTS INC           COMMON    237194105       3587     108750  SH       DEFINED     2           108750     0         0
DARDEN RESTAURANTS INC           COMMON    237194105        149       4527  SH       DEFINED     23            4527     0         0
DARDEN RESTAURANTS INC           COMMON    237194105        228       6900  SH       DEFINED     24            6000     0       900
DARDEN RESTAURANTS INC           COMMON    237194105         64       1940  SH       DEFINED     4             1940     0         0
DARDEN RESTAURANTS INC           COMMON    237194105       1012      30700  SH       DEFINED     5,15         30700     0         0
DARDEN RESTAURANTS INC           COMMON    237194105        192       5808  SH       DEFINED     6             5808     0         0
DARDEN RESTAURANTS INC           COMMON    237194105       1071      32471  SH       DEFINED     8            32471     0         0
DARDEN RESTAURANTS INC           COMMON    237194105         67       2041  SH       DEFINED     8,10          2041     0         0
DAVE & BUSTER'S INC              COMMON    23833N104       4794     260000  SH       DEFINED     1           260000     0         0
DAVE & BUSTER'S INC              COMMON    23833N104       2335     126600  SH       DEFINED     15           68600     0     58000
DAVE & BUSTER'S INC              COMMON    23833N104         48       2600  SH       DEFINED     15,14         2600     0         0
DAVE & BUSTER'S INC              COMMON    23833N104         10        540  SH       DEFINED     24               0     0       540
DAVE & BUSTER'S INC              COMMON    23833N104        679      36800  SH       DEFINED     5,15         36800     0         0
DAVITA INC                       COMMON    23918K108      60102    1321500  SH       DEFINED     1          1321500     0         0
DAVITA INC                       COMMON    23918K108       3612      79423  SH       DEFINED     15           69723     0      9700
DAVITA INC                       COMMON    23918K108       1223      26900  SH       DEFINED     15,22        26900     0         0
DAVITA INC                       COMMON    23918K108        141       3100  SH       DEFINED     15,8          3100     0         0
DAVITA INC                       COMMON    23918K108       3825      84100  SH       DEFINED     2            72500     0     11600
DAVITA INC                       COMMON    23918K108        100       2200  SH       DEFINED     20            2200     0         0
DAVITA INC                       COMMON    23918K108         16        350  SH       DEFINED     24               0     0       350
DAVITA INC                       COMMON    23918K108         77       1690  SH       DEFINED     6              490     0      1200
DAYSTAR TECHNOLOGIES I WT        COMMON    23962Q126         85      16000  SH       DEFINED     24               0     0     16000
DEAN FOODS CO                    COMMON    242370104        394      11190  SH       DEFINED     6            11190     0         0



                                                                                         
DEAN FOODS CO                    COMMON    242370104        172       4879  SH       DEFINED     8             4879     0         0
DECODE GENETICS INC              COMMON    243586104        808      86000  SH       DEFINED     15           44200     0     41800
DECODE GENETICS INC              COMMON    243586104         19       2000  SH       DEFINED     15,14         2000     0         0
DECODE GENETICS INC              COMMON    243586104         97      10300  SH       DEFINED     5,15         10300     0         0
DEERE & CO                       COMMON    244199105      44464     678940  SH       DEFINED     1           678410     0       530
DEERE & CO                       COMMON    244199105      32745     500000  SH       DEFINED     1,2         500000     0         0
DEERE & CO                       COMMON    244199105       5339      81525  SH       DEFINED     15           62646     0     18879
DEERE & CO                       COMMON    244199105       5894      90000  SH       DEFINED     2            90000     0         0
DEERE & CO                       COMMON    244199105       3899      59536  SH       DEFINED     24           15665     0     43871
DEERE & CO                       COMMON    244199105        164       2499  SH       DEFINED     6             2499     0         0
DEERE & CO                       COMMON    244199105        196       3000  SH       DEFINED     7             3000     0         0
DEERE & CO                       COMMON    244199105        522       7966  SH       DEFINED     8             7966     0         0
DEL MONTE FOODS CO               COMMON    24522P103         50       4616  SH       DEFINED     24            4616     0         0
DEL MONTE FOODS CO               COMMON    24522P103          2        229  SH       DEFINED     6              229     0         0
DELL INC                         COMMON    24702R101     319863    8106000  SH       DEFINED     1          8106000     0         0
DELL INC                         COMMON    24702R101     219003    5550000  SH       DEFINED     1,2        5550000     0         0
DELL INC                         COMMON    24702R101      15559     394300  SH       DEFINED     1,3         394300     0         0
DELL INC                         COMMON    24702R101        375       9500  SH       DEFINED     9,7           9500     0         0
DELL INC                         COMMON    24702R101       5556     140810  SH       DEFINED     9,15        140810     0         0
DELL INC                         COMMON    24702R101       5272     133600  SH       DEFINED     9,2         133600     0         0
DELL INC                         COMMON    24702R101         67       1700  SH       DEFINED     11,8          1700     0         0
DELL INC                         COMMON    24702R101      93851    2378372  SH       DEFINED     15         1528093     0    843179
DELL INC                         COMMON    24702R101       5445     137990  SH       DEFINED     15,22       137990     0         0
DELL INC                         COMMON    24702R101       5528     140100  SH       DEFINED     15,8        140100     0         0
DELL INC                         COMMON    24702R101      66399    1682695  SH       DEFINED     2          1682695     0         0
DELL INC                         COMMON    24702R101       2060      52200  SH       DEFINED     20           52200     0         0
DELL INC                         COMMON    24702R101       2293      58121  SH       DEFINED     23           58121     0         0
DELL INC                         COMMON    24702R101      43840    1111007  SH       DEFINED     24          247504     0    863503
DELL INC                         COMMON    24702R101      15232     386000  SH       DEFINED     3           386000     0         0
DELL INC                         COMMON    24702R101        136       3455  SH       DEFINED     4             3455     0         0
DELL INC                         COMMON    24702R101        272       6900  SH       DEFINED     5,15          6900     0         0
DELL INC                         COMMON    24702R101      34684     878962  SH       DEFINED     6           878962     0         0
DELL INC                         COMMON    24702R101       4588     116282  SH       DEFINED     8           116282     0         0
DELL INC                         COMMON    24702R101         84       2118  SH       DEFINED     8,10          2118     0         0
DELL INC                         COMMON    24702R101         55       1400  SH       DEFINED     8,13          1400     0         0
DELPHI CORP                      COMMON    247126105         25       5360  SH       DEFINED     15               0     0      5360
DELPHI CORP                      COMMON    247126105        310      66770  SH       DEFINED     15           66340     0       430
DELPHI CORP                      COMMON    247126105          1        300  SH       DEFINED     24               0     0       300
DELPHI CORP                      COMMON    247126105         14       2913  SH       DEFINED     6             2913     0         0
DELPHI CORP                      COMMON    247126105         88      18931  SH       DEFINED     8            18931     0         0
DELPHI FINANCIAL GROUP CL A      COMMON    247131105         25        575  SH       DEFINED     6              575     0         0
DELTA & PINE LAND CO             COMMON    247357106        368      14700  SH       DEFINED     3            14700     0         0
DELTA & PINE LAND CO             COMMON    247357106       6771     270200  SH       DEFINED     3           270200     0         0
DELTA AIR LINES INC              COMMON    247361108         52      13942  SH       DEFINED     15           13942     0         0
DELTA AIR LINES INC              COMMON    247361108          1        313  SH       DEFINED     24               0     0       313
DENBURY RESOURCES INC            COMMON    247916208        952      23950  SH       DEFINED     9            23950     0         0
DENBURY RESOURCES INC            COMMON    247916208         67       1675  SH       DEFINED     6              350   475       850
DELUXE CORP                      COMMON    248019101       8814     217093  SH       DEFINED     15          213290     0      2518
DELUXE CORP                      COMMON    248019101        175       4300  SH       DEFINED     24               0     0      4300
DELUXE CORP                      COMMON    248019101        376       9265  SH       DEFINED     5,15             0     0      9265
DELUXE CORP                      COMMON    248019101         41       1000  SH       DEFINED     6             1000     0         0
DENDREON CORP                    COMMON    24823Q107          2        350  SH       DEFINED     24               0     0       350
DENTSPLY INTERNATIONAL INC       COMMON    249030107       7884     146000  SH       DEFINED     1           146000     0         0
DENTSPLY INTERNATIONAL INC       COMMON    249030107        950      17600  SH       DEFINED     15,22        17600     0         0
DENTSPLY INTERNATIONAL INC       COMMON    249030107        113       2100  SH       DEFINED     15,8          2100     0         0
DENTSPLY INTERNATIONAL INC       COMMON    249030107        454       8400  SH       DEFINED     2             8400     0         0
DENTSPLY INTERNATIONAL INC       COMMON    249030107         38        700  SH       DEFINED     24             100     0       600
DENTSPLY INTERNATIONAL INC       COMMON    249030107      77271    1430950  SH       DEFINED     3          1430950     0         0
DEPARTMENT 56 INC                COMMON    249509100        403      39300  SH       DEFINED     15           23200     0     16100
DEPARTMENT 56 INC                COMMON    249509100          8        800  SH       DEFINED     15,14          800     0         0
DEPARTMENT 56 INC                COMMON    249509100        179      17500  SH       DEFINED     5,15         17500     0         0
DESIGN WITHIN REACH INC          COMMON    250557105       3224     178100  SH       DEFINED     1           178100     0         0
DEVELOPERS DIVERS REALTY CRP     COMMON    251591103       2583      56200  SH       DEFINED     15           56200     0         0
DEVELOPERS DIVERS REALTY CRP     COMMON    251591103     175796    3824969  SH       DEFINED     15         2813053     0    927034
DEVELOPERS DIVERS REALTY CRP     COMMON    251591103         96       2087  SH       DEFINED     24             195     0      1892
DEVELOPERS DIVERS REALTY CRP     COMMON    251591103      14381     312900  SH       DEFINED     5,15        312900     0         0
DEVELOPERS DIVERS REALTY CRP     COMMON    251591103       6323     137574  SH       DEFINED     6           137574     0         0
DEVON ENERGY CORPORATION         COMMON    25179M103      57115    1126970  SH       DEFINED     1           953970     0    173000
DEVON ENERGY CORPORATION         COMMON    25179M103      57268    1130000  SH       DEFINED     1,2        1130000     0         0
DEVON ENERGY CORPORATION         COMMON    25179M103       4341      85660  SH       DEFINED     9,15         85660     0         0
DEVON ENERGY CORPORATION         COMMON    25179M103       1267      25000  SH       DEFINED     12           25000     0         0
DEVON ENERGY CORPORATION         COMMON    25179M103        437       8620  SH       DEFINED     12,14         8620     0         0
DEVON ENERGY CORPORATION         COMMON    25179M103      28517     562678  SH       DEFINED     15          541225     0     15168
DEVON ENERGY CORPORATION         COMMON    25179M103        775      15300  SH       DEFINED     15,8         15300     0         0
DEVON ENERGY CORPORATION         COMMON    25179M103      13953     275320  SH       DEFINED     2           275320     0         0
DEVON ENERGY CORPORATION         COMMON    25179M103         35        685  SH       DEFINED     23             685     0         0
DEVON ENERGY CORPORATION         COMMON    25179M103        663      13086  SH       DEFINED     24             936     0     12150
DEVON ENERGY CORPORATION         COMMON    25179M103       4400      86818  SH       DEFINED     3            86818     0         0
DEVON ENERGY CORPORATION         COMMON    25179M103         11        224  SH       DEFINED     4              224     0         0
DEVON ENERGY CORPORATION         COMMON    25179M103        526      10376  SH       DEFINED     5,15           800     0      9576
DEVON ENERGY CORPORATION         COMMON    25179M103      16349     322601  SH       DEFINED     6           322601     0         0
DEVON ENERGY CORPORATION         COMMON    25179M103        716      14132  SH       DEFINED     8            14132     0         0
CHEVRONTEXACO CVT(DVN) 4.95 08   CONVERT   25179MAB9      16575   14750000  SH       DEFINED     15         2125000     0  12625000
DEX MEDIA INC                    COMMON    25212E100        304      12450  SH       DEFINED     6            12450     0         0
DIAGEO PLC ADR                   COMMON    25243Q205      20698     349040  SH       DEFINED     12          330765     0     18275
DIAGEO PLC ADR                   COMMON    25243Q205      50927     858799  SH       DEFINED     15          826974     0     31825
DIAGEO PLC ADR                   COMMON    25243Q205         42        700  SH       DEFINED     24               0     0       700
DIAGEO PLC ADR                   COMMON    25243Q205       2341      39475  SH       DEFINED     6            39475     0         0
DIAMETRICS MEDICAL INC           COMMON    252532106          0        140  SH       DEFINED     24               0     0       140
DIAMOND OFFSHORE DRILLING        COMMON    25271C102        214       4000  SH       DEFINED     11,8          4000     0         0
DIAMOND OFFSHORE DRILLING        COMMON    25271C102       4871      91175  SH       DEFINED     15           78975     0      7500
DIAMOND OFFSHORE DRILLING        COMMON    25271C102        187       3500  SH       DEFINED     15,8          3500     0         0
DIAMOND OFFSHORE DRILLING        COMMON    25271C102         37        700  SH       DEFINED     23             700     0         0



                                                                                         
DIAMOND OFFSHORE DRILLING        COMMON    25271C102         16        300  SH       DEFINED     24               0     0       300
DIAMOND OFFSHORE DRILLING        COMMON    25271C102         43        800  SH       DEFINED     5,15           800     0         0
DIAMOND OFFSHORE DRILLING        COMMON    25271C102        604      11300  SH       DEFINED     8            11300     0         0
DIAMOND OFFSHORE DRILLING        COMMON    25271C102        182       3400  SH       DEFINED     8,13          3400     0         0
DIAMOND OFFSHORE DRILL(DO)CVT    CONVERT   25271CAE2      13475   11000000  SH       DEFINED     15         1550000     0   9450000
DIAMONDROCK HOSPITALITY CO       COMMON    252784301       1752     155000  SH       DEFINED     15          155000     0         0
DIAMONDS TRUST SERIES I ETF      COMMON    252787106         31        300  SH       DEFINED     24               0     0       300
DIAMONDS TRUST SERIES I ETF      COMMON    252787106         63        613  SH       DEFINED     6              613     0         0
DIASYS CORP                      COMMON    252838107          7      25000  SH       DEFINED     24               0     0     25000
DICKS SPORTING GOODS INC         COMMON    253393102        359       9300  SH       DEFINED     15            8000     0       800
DICKS SPORTING GOODS INC         COMMON    253393102          4        100  SH       DEFINED     5,15           100     0         0
DIEBOLD INC                      COMMON    253651103      58598    1299000  SH       DEFINED     1          1299000     0         0
DIEBOLD INC                      COMMON    253651103        158       3500  SH       DEFINED     1,3           3500     0         0
DIEBOLD INC                      COMMON    253651103        964      21371  SH       DEFINED     15           21371     0         0
DIEBOLD INC                      COMMON    253651103       6627     146900  SH       DEFINED     2           146900     0         0
DIEBOLD INC                      COMMON    253651103        180       4000  SH       DEFINED     24            1000     0      3000
DIEBOLD INC                      COMMON    253651103      30614     678647  SH       DEFINED     4           678647     0         0
DIEBOLD INC                      COMMON    253651103        307       6800  SH       DEFINED     5,2           6800     0         0
DIEBOLD INC                      COMMON    253651103        176       3900  SH       DEFINED     6             2800  1100         0
DIGENE CORP                      COMMON    253752109       3543     128000  SH       DEFINED     1           128000     0         0
DIGI INTERNATIONAL INC           COMMON    253798102       2293     193300  SH       DEFINED     15          103400     0     89900
DIGI INTERNATIONAL INC           COMMON    253798102         49       4100  SH       DEFINED     15,14         4100     0         0
DIGI INTERNATIONAL INC           COMMON    253798102        565      47600  SH       DEFINED     5,15         47600     0         0
DIGITAL REALTY TRUST INC         COMMON    253868103       6493     373600  SH       DEFINED     15          330500     0     43100
DIGITAL REALTY TRUST INC         COMMON    253868103          7        400  SH       DEFINED     15,14          400     0         0
DIGITAL REALTY TRUST INC         COMMON    253868103         99       5700  SH       DEFINED     5,15          5700     0         0
DIGITAL RIVER INC                COMMON    25388B104      11833     372700  SH       DEFINED     1           372700     0         0
DIGITAL RIVER INC                COMMON    25388B104       4001     126000  SH       DEFINED     15           64700     0     61300
DIGITAL RIVER INC                COMMON    25388B104         92       2900  SH       DEFINED     15,14         2900     0         0
DIGITAL RIVER INC                COMMON    25388B104       2223      70000  SH       DEFINED     2            70000     0         0
DIGITAL RIVER INC                COMMON    25388B104        473      14900  SH       DEFINED     5,15         14900     0         0
DIME COMMUNITY BANCSHARES        COMMON    253922108         79       5200  SH       DEFINED     15            5200     0         0
DIME COMMUNITY BANCSHARES        COMMON    253922108        182      12000  SH       DEFINED     5,15         12000     0         0
DILLARDS INC CL A                COMMON    254067101         63       2700  SH       DEFINED     15            2700     0         0
DILLARDS INC CL A                COMMON    254067101        309      13200  SH       DEFINED     9            13200     0         0
DILLARDS INC CL A                COMMON    254067101       3743     159800  SH       DEFINED     9,15        159800     0         0
DILLARDS INC CL A                COMMON    254067101      20901     892436  SH       DEFINED     15          799936     0     84800
DILLARDS INC CL A                COMMON    254067101        478      20400  SH       DEFINED     15,14        20400     0         0
DILLARDS INC CL A                COMMON    254067101        609      26000  SH       DEFINED     15,8         26000     0         0
DILLARDS INC CL A                COMMON    254067101         89       3788  SH       DEFINED     23            3788     0         0
DILLARDS INC CL A                COMMON    254067101        981      41900  SH       DEFINED     5,15         41900     0         0
DILLARDS INC CL A                COMMON    254067101         84       3600  SH       DEFINED     6              775  1000      1825
DIME BANCORP- LITIGATION TRACK   COMMON    25429Q110          5      27926  SH       DEFINED     24           27926     0         0
DIONEX CORP                      COMMON    254546104      10560     242200  SH       DEFINED     1           242200     0         0
DIONEX CORP                      COMMON    254546104        126       2900  SH       DEFINED     11,2          2900     0         0
DIONEX CORP                      COMMON    254546104          4        100  SH       DEFINED     15             100     0         0
DIONEX CORP                      COMMON    254546104       1583      36300  SH       DEFINED     15,22        36300     0         0
DIONEX CORP                      COMMON    254546104        667      15300  SH       DEFINED     2            15300     0         0
DIRECT GENERAL CORP              COMMON    25456W204        320      17200  SH       DEFINED     15           17200     0         0
DIRECT GENERAL CORP              COMMON    25456W204        311      16700  SH       DEFINED     5,15         16700     0         0
DIRECTV GROUP INC/THE            COMMON    25459L106         93       6004  SH       DEFINED     24             456     0      5548
DIRECTV GROUP INC/THE            COMMON    25459L106          5        310  SH       DEFINED     6              310     0         0
DIRECTV GROUP INC/THE            COMMON    25459L106        294      18979  SH       DEFINED     8            18979     0         0
DISCOVERY PARTNERS INTL          COMMON    254675101         25       8679  SH       DEFINED     15               0     0      8679
DISCOVERY PARTNERS INTL          COMMON    254675101        325     113752  SH       DEFINED     18               0     0    113752
THE WALT DISNEY CO               COMMON    254687106     362740   14405864  SH       DEFINED     1         13975119     0    430745
THE WALT DISNEY CO               COMMON    254687106      28957    1150000  SH       DEFINED     1,2        1150000     0         0
THE WALT DISNEY CO               COMMON    254687106       1372      54500  SH       DEFINED     9            54500     0         0
THE WALT DISNEY CO               COMMON    254687106      19914     790850  SH       DEFINED     9,15        790850     0         0
THE WALT DISNEY CO               COMMON    254687106        653      25935  SH       DEFINED     12           25935     0         0
THE WALT DISNEY CO               COMMON    254687106        227       9025  SH       DEFINED     12,14         9025     0         0
THE WALT DISNEY CO               COMMON    254687106      99340    3945210  SH       DEFINED     15         3601215     0    343995
THE WALT DISNEY CO               COMMON    254687106       3328     132170  SH       DEFINED     15,14       132170     0         0
THE WALT DISNEY CO               COMMON    254687106       4157     165100  SH       DEFINED     15,8        165100     0         0
THE WALT DISNEY CO               COMMON    254687106      13602     540200  SH       DEFINED     2           540200     0         0
THE WALT DISNEY CO               COMMON    254687106        317      12600  SH       DEFINED     2,14         12600     0         0
THE WALT DISNEY CO               COMMON    254687106       1127      44740  SH       DEFINED     23           44740     0         0
THE WALT DISNEY CO               COMMON    254687106       3435     136402  SH       DEFINED     24           54895     0     81507
THE WALT DISNEY CO               COMMON    254687106      64849    2575400  SH       DEFINED     3          2575400     0         0
THE WALT DISNEY CO               COMMON    254687106      17754     705070  SH       DEFINED     4           705070     0         0
THE WALT DISNEY CO               COMMON    254687106       4779     189800  SH       DEFINED     5,15        189800     0         0
THE WALT DISNEY CO               COMMON    254687106        694      27549  SH       DEFINED     6            27549     0         0
THE WALT DISNEY CO               COMMON    254687106        310      12300  SH       DEFINED     7            12300     0         0
THE WALT DISNEY CO               COMMON    254687106       2943     116874  SH       DEFINED     8           116874     0         0
THE WALT DISNEY CO               COMMON    254687106        112       4442  SH       DEFINED     8,10          4442     0         0
WALT DISNEY CO CVT(DIS) 2.125    CONVERT   254687AU0      22783   22200000  SH       DEFINED     15         3225000     0  18975000
DOCUCORP INTERNATIONAL INC       COMMON    255911109          0         60  SH       DEFINED     6               60     0         0
DOCTOR REDDY'S LAB ADR           COMMON    256135203         34       2000  SH       DEFINED     24               0     0      2000
DOLLAR FINANCIAL CORP            COMMON    256664103       1937     182546  SH       DEFINED     9           182546     0         0
DOLLAR FINANCIAL CORP            COMMON    256664103        358      33754  SH       DEFINED     9,22         33754     0         0
DOLLAR GENERAL                   COMMON    256669102      39069    1918900  SH       DEFINED     1          1918900     0         0
DOLLAR GENERAL                   COMMON    256669102       1050      51581  SH       DEFINED     15           29281     0     22300
DOLLAR GENERAL                   COMMON    256669102       2834     139200  SH       DEFINED     2           112000     0     27200
DOLLAR GENERAL                   COMMON    256669102         71       3470  SH       DEFINED     24             210     0      3260
DOLLAR GENERAL                   COMMON    256669102       6978     342722  SH       DEFINED     6           342722     0         0
DOLLAR GENERAL                   COMMON    256669102        207      10156  SH       DEFINED     8            10156     0         0
DOLLAR THRIFTY AUTOMOTIVE GP     COMMON    256743105         81       2125  SH       DEFINED     6              450   600      1075
DOLLAR TREE STORES INC           COMMON    256747106        382      15900  SH       DEFINED     6            13600  2300         0
DOMINION RESOURCES INC-VA        COMMON    25746U109     126504    1723725  SH       DEFINED     1          1722500     0      1225
DOMINION RESOURCES INC-VA        COMMON    25746U109      32659     445000  SH       DEFINED     1,2         445000     0         0
DOMINION RESOURCES INC-VA        COMMON    25746U109       2658      36212  SH       DEFINED     15           36212     0         0
DOMINION RESOURCES INC-VA        COMMON    25746U109       8946     121900  SH       DEFINED     2           121900     0         0
DOMINION RESOURCES INC-VA        COMMON    25746U109        169       2308  SH       DEFINED     24             100     0      2208



                                                                                         
DOMINION RESOURCES INC-VA        COMMON    25746U109        666       9079  SH       DEFINED     6             9079     0         0
DOMINION RESOURCES INC-VA        COMMON    25746U109        762      10384  SH       DEFINED     8            10384     0         0
DOMINO'S PIZZA INC               COMMON    25754A201        804      36100  SH       DEFINED     1            36100     0         0
DOMTAR INC                       COMMON    257561100     109794   14844000  SH       DEFINED     3         14844000     0         0
DONALDSON CO INC                 COMMON    257651109       3160     104200  SH       DEFINED     9           104200     0         0
DONALDSON CO INC                 COMMON    257651109        898      29600  SH       DEFINED     9,22         29600     0         0
DONALDSON CO INC                 COMMON    257651109         45       1475  SH       DEFINED     24              85     0      1390
DONALDSON CO INC                 COMMON    257651109       4811     158634  SH       DEFINED     6           158634     0         0
DONNELLEY (R.R.) & SONS CO       COMMON    257867101         24        685  SH       DEFINED     15               0     0       685
DONNELLEY (R.R.) & SONS CO       COMMON    257867101        768      22253  SH       DEFINED     15           22253     0         0
DONNELLEY (R.R.) & SONS CO       COMMON    257867101        318       9212  SH       DEFINED     24               0     0      9212
DONNELLEY (R.R.) & SONS CO       COMMON    257867101      11411     330656  SH       DEFINED     3           330656     0         0
DONNELLEY (R.R.) & SONS CO       COMMON    257867101        616      17846  SH       DEFINED     6            17846     0         0
DONNELLEY (R.R.) & SONS CO       COMMON    257867101         31        885  SH       DEFINED     8              885     0         0
DORAL FINANCIAL CORP             COMMON    25811P100       2448     148000  SH       DEFINED     1           148000     0         0
DORAL FINANCIAL CORP             COMMON    25811P100        229      13860  SH       DEFINED     24               0     0     13860
DOREL INDUSTRIES CL B            COMMON    25822C205       2428      69800  SH       DEFINED     1            69800     0         0
DOREL INDUSTRIES CL B            COMMON    25822C205       8775     252300  SH       DEFINED     1,3         252300     0         0
DOREL INDUSTRIES CL B            COMMON    25822C205        198       5700  SH       DEFINED     2             5700     0         0
DOV PHARMACEUTICAL INC           COMMON    259858108       2534     135800  SH       DEFINED     1           135800     0         0
DOV PHARMACEUTICAL INC           COMMON    259858108        403      21600  SH       DEFINED     11,2         21600     0         0
DOVER CORP                       COMMON    260003108     164320    4516775  SH       DEFINED     1          4515900     0       875
DOVER CORP                       COMMON    260003108      47727    1311900  SH       DEFINED     1,2        1311900     0         0
DOVER CORP                       COMMON    260003108        211       5800  SH       DEFINED     1,3           5800     0         0
DOVER CORP                       COMMON    260003108       2086      57342  SH       DEFINED     15           57342     0         0
DOVER CORP                       COMMON    260003108        175       4800  SH       DEFINED     15,8          4800     0         0
DOVER CORP                       COMMON    260003108       9361     257300  SH       DEFINED     2           257300     0         0
DOVER CORP                       COMMON    260003108        167       4600  SH       DEFINED     23            4600     0         0
DOVER CORP                       COMMON    260003108        548      15051  SH       DEFINED     24            7800     0      7251
DOVER CORP                       COMMON    260003108      41105    1129871  SH       DEFINED     4          1129871     0         0
DOVER CORP                       COMMON    260003108        411      11300  SH       DEFINED     5,2          11300     0         0
DOVER CORP                       COMMON    260003108        573      15738  SH       DEFINED     6            15738     0         0
DOVER CORP                       COMMON    260003108        308       8465  SH       DEFINED     8             8465     0         0
DOVER DOWNS GAMING & ENTERTA     COMMON    260095104         24       1800  SH       DEFINED     15            1800     0         0
DOVER DOWNS GAMING & ENTERTA     COMMON    260095104         60       4500  SH       DEFINED     5,15          4500     0         0
DOW CHEMICAL                     COMMON    260543103      65312    1466700  SH       DEFINED     1          1466700     0         0
DOW CHEMICAL                     COMMON    260543103      28945     650000  SH       DEFINED     1,2         650000     0         0
DOW CHEMICAL                     COMMON    260543103        557      12500  SH       DEFINED     9            12500     0         0
DOW CHEMICAL                     COMMON    260543103       5829     130900  SH       DEFINED     9,15        130900     0         0
DOW CHEMICAL                     COMMON    260543103      47057    1056755  SH       DEFINED     15          930255     0    126500
DOW CHEMICAL                     COMMON    260543103        859      19300  SH       DEFINED     15,14        19300     0         0
DOW CHEMICAL                     COMMON    260543103       3745      84100  SH       DEFINED     15,8         84100     0         0
DOW CHEMICAL                     COMMON    260543103      14523     326150  SH       DEFINED     2           326150     0         0
DOW CHEMICAL                     COMMON    260543103        638      14329  SH       DEFINED     23           14329     0         0
DOW CHEMICAL                     COMMON    260543103        447      10031  SH       DEFINED     24               0     0     10031
DOW CHEMICAL                     COMMON    260543103       2503      56200  SH       DEFINED     5,15         56200     0         0
DOW CHEMICAL                     COMMON    260543103        585      13133  SH       DEFINED     6            13133     0         0
DOW CHEMICAL                     COMMON    260543103       1700      38178  SH       DEFINED     8            38178     0         0
DOW CHEMICAL                     COMMON    260543103         28        622  SH       DEFINED     8,10           622     0         0
DOW JONES & CO INC               COMMON    260561105        242       6833  SH       DEFINED     15            6833     0         0
DOW JONES & CO INC               COMMON    260561105          4        100  SH       DEFINED     24               0     0       100
DOW JONES & CO INC               COMMON    260561105         59       1665  SH       DEFINED     6             1665     0         0
DOW JONES & CO INC               COMMON    260561105        248       7000  SH       DEFINED     7             7000     0         0
DOW 30 PREM & DVD INCM F INC C   COMMON    260582101         49       2500  SH       DEFINED     24               0     0      2500
DOWNEY FINANCIAL CORP            COMMON    261018105         88       1200  SH       DEFINED     15            1200     0         0
DREAMWORKS ANIMATION SKG-A       COMMON    26153C103          0         10  SH       DEFINED     24               0     0        10
DREAMWORKS ANIMATION SKG-A       COMMON    26153C103          3        100  SH       DEFINED     6              100     0         0
DREMAN/CLAYMORE DVD & INCOME C   COMMON    26153R100         20       1033  SH       DEFINED     24               0     0      1033
DRESS BARN INC                   COMMON    261570105       5807     256600  SH       DEFINED     1           256600     0         0
DREYFUS HIGH YIELD STRAT FD CF   COMMON    26200S101          2        500  SH       DEFINED     24               0     0       500
DRIL-QUIP                        COMMON    262037104        748      25800  SH       DEFINED     15           13500     0     12300
DRIL-QUIP                        COMMON    262037104         17        600  SH       DEFINED     15,14          600     0         0
DRIL-QUIP                        COMMON    262037104          3        100  SH       DEFINED     24               0     0       100
DRIL-QUIP                        COMMON    262037104        133       4600  SH       DEFINED     5,15          4600     0         0
DU PONT (E.I.) DE NEMOURS        COMMON    263534109      29845     693920  SH       DEFINED     1           693920     0         0
DU PONT (E.I.) DE NEMOURS        COMMON    263534109      32296     750900  SH       DEFINED     1,2         750900     0         0
DU PONT (E.I.) DE NEMOURS        COMMON    263534109       9901     230200  SH       DEFINED     9           230200     0         0
DU PONT (E.I.) DE NEMOURS        COMMON    263534109        147       3420  SH       DEFINED     9,15          3420     0         0
DU PONT (E.I.) DE NEMOURS        COMMON    263534109      19715     458377  SH       DEFINED     15          218008     0    238189
DU PONT (E.I.) DE NEMOURS        COMMON    263534109        591      13730  SH       DEFINED     15,22        13730     0         0
DU PONT (E.I.) DE NEMOURS        COMMON    263534109        181       4200  SH       DEFINED     15,8          4200     0         0
DU PONT (E.I.) DE NEMOURS        COMMON    263534109       5827     135470  SH       DEFINED     2           135470     0         0
DU PONT (E.I.) DE NEMOURS        COMMON    263534109        920      21393  SH       DEFINED     23           21393     0         0
DU PONT (E.I.) DE NEMOURS        COMMON    263534109       5879     136679  SH       DEFINED     24           26866     0    109813
DU PONT (E.I.) DE NEMOURS        COMMON    263534109       1983      46113  SH       DEFINED     6            46113     0         0
DU PONT (E.I.) DE NEMOURS        COMMON    263534109       1183      27502  SH       DEFINED     8            27502     0         0
DUKE ENERGY CORP                 COMMON    264399106       7009     235760  SH       DEFINED     1           235760     0         0
DUKE ENERGY CORP                 COMMON    264399106        140       4700  SH       DEFINED     9             4700     0         0
DUKE ENERGY CORP                 COMMON    264399106       3137     105500  SH       DEFINED     9,15        105500     0         0
DUKE ENERGY CORP                 COMMON    264399106      19519     656554  SH       DEFINED     15          601254     0     55300
DUKE ENERGY CORP                 COMMON    264399106        214       7200  SH       DEFINED     15,14         7200     0         0
DUKE ENERGY CORP                 COMMON    264399106       3267     109900  SH       DEFINED     15,8        109900     0         0
DUKE ENERGY CORP                 COMMON    264399106        150       5049  SH       DEFINED     23            5049     0         0
DUKE ENERGY CORP                 COMMON    264399106        533      17915  SH       DEFINED     24            2310     0     15605
DUKE ENERGY CORP                 COMMON    264399106        428      14400  SH       DEFINED     5,15         14400     0         0
DUKE ENERGY CORP                 COMMON    264399106        819      27547  SH       DEFINED     6            27547     0         0
DUKE ENERGY CORP                 COMMON    264399106        906      30460  SH       DEFINED     8            30460     0         0
DUKE REALTY CORP                 COMMON    264411505      14446     456298  SH       DEFINED     15          330715     0    125583
DUKE REALTY CORP                 COMMON    264411505         39       1230  SH       DEFINED     6             1230     0         0
DUN & BRADSTREET CORP-NEW        COMMON    26483E100        111       1800  SH       DEFINED     15            1800     0         0
DUN & BRADSTREET CORP-NEW        COMMON    26483E100        129       2100  SH       DEFINED     15,8          2100     0         0
DUN & BRADSTREET CORP-NEW        COMMON    26483E100        163       2650  SH       DEFINED     24            1400     0      1250
DUN & BRADSTREET CORP-NEW        COMMON    26483E100        840      13623  SH       DEFINED     6            12923   700         0



                                                                                         
DUSA PHARMACEUTICALS INC         COMMON    266898105         11       1200  SH       DEFINED     24               0     0      1200
DYCOM INDUSTRIES INC             COMMON    267475101         20       1000  SH       DEFINED     15            1000     0         0
DYCOM INDUSTRIES INC             COMMON    267475101         50       2500  SH       DEFINED     5,15          2500     0         0
DYNAMEX INC                      COMMON    26784F103        457      26800  SH       DEFINED     3            26800     0         0
DYNAMEX INC                      COMMON    26784F103      14478     849628  SH       DEFINED     3           849628     0         0
DYNEGY INC CL A                  COMMON    26816Q101        156      32188  SH       DEFINED     15           32188     0         0
EGL INC                          COMMON    268484102       3670     180600  SH       DEFINED     1           180600     0         0
EMC CORP/MASS                    COMMON    268648102     145595   10619592  SH       DEFINED     1         10619592     0         0
EMC CORP/MASS                    COMMON    268648102      91172    6650000  SH       DEFINED     1,2        6650000     0         0
EMC CORP/MASS                    COMMON    268648102       6481     472700  SH       DEFINED     1,3         472700     0         0
EMC CORP/MASS                    COMMON    268648102        798      58200  SH       DEFINED     9            58200     0         0
EMC CORP/MASS                    COMMON    268648102         45       3300  SH       DEFINED     9,7           3300     0         0
EMC CORP/MASS                    COMMON    268648102      11510     839550  SH       DEFINED     9,15        839550     0         0
EMC CORP/MASS                    COMMON    268648102       2185     159400  SH       DEFINED     9,2         159400     0         0
EMC CORP/MASS                    COMMON    268648102        524      38200  SH       DEFINED     11,8         38200     0         0
EMC CORP/MASS                    COMMON    268648102     120245    8770634  SH       DEFINED     15         6436836     0   2295878
EMC CORP/MASS                    COMMON    268648102       1223      89200  SH       DEFINED     15,14        89200     0         0
EMC CORP/MASS                    COMMON    268648102       7976     581730  SH       DEFINED     15,22       581730     0         0
EMC CORP/MASS                    COMMON    268648102       3543     258400  SH       DEFINED     15,8        258400     0         0
EMC CORP/MASS                    COMMON    268648102      26217    1912230  SH       DEFINED     2          1912230     0         0
EMC CORP/MASS                    COMMON    268648102       3140     229000  SH       DEFINED     20          229000     0         0
EMC CORP/MASS                    COMMON    268648102       1854     135203  SH       DEFINED     23          135203     0         0
EMC CORP/MASS                    COMMON    268648102      29786    2172563  SH       DEFINED     24          376995     0   1795568
EMC CORP/MASS                    COMMON    268648102       3438     250800  SH       DEFINED     5,15        250800     0         0
EMC CORP/MASS                    COMMON    268648102       1387     101181  SH       DEFINED     6           101181     0         0
EMC CORP/MASS                    COMMON    268648102       3156     230170  SH       DEFINED     8           230170     0         0
EMC CORP/MASS                    COMMON    268648102         37       2686  SH       DEFINED     8,10          2686     0         0
EMC CORP/MASS                    COMMON    268648102        452      33000  SH       DEFINED     8,13         33000     0         0
EMS TECHNOLOGIES INC             COMMON    26873N108         22       1500  SH       DEFINED     6             1500     0         0
ENSCO INTERNATIONAL INC          COMMON    26874Q100     106467    2978100  SH       DEFINED     1          2978100     0         0
ENSCO INTERNATIONAL INC          COMMON    26874Q100      37967    1062000  SH       DEFINED     1,2        1062000     0         0
ENSCO INTERNATIONAL INC          COMMON    26874Q100        101       2830  SH       DEFINED     9,15          2830     0         0
ENSCO INTERNATIONAL INC          COMMON    26874Q100      11382     318382  SH       DEFINED     15          147772     0    168810
ENSCO INTERNATIONAL INC          COMMON    26874Q100        405      11330  SH       DEFINED     15,22        11330     0         0
ENSCO INTERNATIONAL INC          COMMON    26874Q100      16352     457400  SH       DEFINED     2           457400     0         0
ENSCO INTERNATIONAL INC          COMMON    26874Q100         89       2500  SH       DEFINED     2,14          2500     0         0
ENSCO INTERNATIONAL INC          COMMON    26874Q100      12334     345000  SH       DEFINED     4           345000     0         0
ENSCO INTERNATIONAL INC          COMMON    26874Q100        168       4700  SH       DEFINED     6             4700     0         0
ENI SPA ADR                      COMMON    26874R108      16666     130000  SH       DEFINED     1           130000     0         0
ENI SPA ADR                      COMMON    26874R108        724       5650  SH       DEFINED     9,15          5650     0         0
ENI SPA ADR                      COMMON    26874R108      80909     631115  SH       DEFINED     12          574520     0     56595
ENI SPA ADR                      COMMON    26874R108          0          0  SH       DEFINED     12,14            0     0         0
ENI SPA ADR                      COMMON    26874R108      45684     356349  SH       DEFINED     15          317763     0     38586
ENI SPA ADR                      COMMON    26874R108       2179      17000  SH       DEFINED     15,14        17000     0         0
ENI SPA ADR                      COMMON    26874R108          5         38  SH       DEFINED     24               0     0        38
ENI SPA ADR                      COMMON    26874R108       2427      18934  SH       DEFINED     4            18934     0         0
EOG RESOURCES INC                COMMON    26875P101      17722     312000  SH       DEFINED     1           312000     0         0
EOG RESOURCES INC                COMMON    26875P101       1320      23234  SH       DEFINED     15           23234     0         0
EOG RESOURCES INC                COMMON    26875P101       2329      41000  SH       DEFINED     15,14        41000     0         0
EOG RESOURCES INC                COMMON    26875P101       3962      69747  SH       DEFINED     24            3500     0     66247
EOG RESOURCES INC                COMMON    26875P101        741      13054  SH       DEFINED     4            13054     0         0
EOG RESOURCES INC                COMMON    26875P101        124       2190  SH       DEFINED     6             2190     0         0
EOG RESOURCES INC                COMMON    26875P101        450       7928  SH       DEFINED     8             7928     0         0
E.ON AG ADR                      COMMON    268780103         13        450  SH       DEFINED     24             450     0         0
EPIX PHARMACEUTICALS INC         COMMON    26881Q101       3319     375029  SH       DEFINED     1           375029     0         0
EPIX PHARMACEUTICALS INC         COMMON    26881Q101         94      10600  SH       DEFINED     11,2         10600     0         0
EPIX PHARMACEUTICALS INC         COMMON    26881Q101        466      52700  SH       DEFINED     15,22        52700     0         0
EPIX PHARMACEUTICALS INC         COMMON    26881Q101        212      24000  SH       DEFINED     2            24000     0         0
ESS TECHNOLOGY                   COMMON    269151106         14       3350  SH       DEFINED     6              700   950      1700
E*TRADE FINANCIAL CORPORATION    COMMON    269246104        123       8825  SH       DEFINED     15            2400     0      6425
E*TRADE FINANCIAL CORPORATION    COMMON    269246104       2137     152779  SH       DEFINED     15          143979     0      8800
E*TRADE FINANCIAL CORPORATION    COMMON    269246104        288      20600  SH       DEFINED     15,8         20600     0         0
E*TRADE FINANCIAL CORPORATION    COMMON    269246104         14       1000  SH       DEFINED     24               0     0      1000
E*TRADE FINANCIAL CORPORATION    COMMON    269246104        272      19418  SH       DEFINED     6            13818  5600         0
EAGLE MATERIALS INC              COMMON    26969P108      18787     202900  SH       DEFINED     1           202900     0         0
EAGLE MATERIALS INC              COMMON    26969P108      12796     138200  SH       DEFINED     15           90900     0     45100
EAGLE MATERIALS INC              COMMON    26969P108        185       2000  SH       DEFINED     15,14         2000     0         0
EAGLE MATERIALS INC              COMMON    26969P108        120       1300  SH       DEFINED     15,8          1300     0         0
EAGLE MATERIALS INC              COMMON    26969P108       5357      57860  SH       DEFINED     2            57860     0         0
EAGLE MATERIALS INC              COMMON    26969P108       3407      36800  SH       DEFINED     5,15         36800     0         0
EARTHLINK INC                    COMMON    270321102       5687     656700  SH       DEFINED     1           656700     0         0
EARTHLINK INC                    COMMON    270321102      22836    2637000  SH       DEFINED     15         2064100     0    526000
EARTHLINK INC                    COMMON    270321102        164      18900  SH       DEFINED     15,14        18900     0         0
EARTHLINK INC                    COMMON    270321102        614      70900  SH       DEFINED     15,8         70900     0         0
EARTHLINK INC                    COMMON    270321102         48       5500  SH       DEFINED     24               0     0      5500
EARTHLINK INC                    COMMON    270321102       2150     248300  SH       DEFINED     5,15        248300     0         0
EARTHLINK INC                    COMMON    270321102          1        104  SH       DEFINED     6              104     0         0
EARTHSHELL CORP                  COMMON    27032B209          2        669  SH       DEFINED     6              669     0         0
EAST WEST BANCORP INC            COMMON    27579R104      16882     502600  SH       DEFINED     1           502600     0         0
EAST WEST BANCORP INC            COMMON    27579R104       4159     123820  SH       DEFINED     2           123820     0         0
EAST WEST BANCORP INC            COMMON    27579R104         13        400  SH       DEFINED     6              400     0         0
EASTERN AMER NATURAL GAS TR      COMMON    276217106         14        500  SH       DEFINED     24               0     0       500
EASTGROUP PROPERTIES             COMMON    277276101       2299      54600  SH       DEFINED     15           20000     0     34600
EASTGROUP PROPERTIES             COMMON    277276101         15        365  SH       DEFINED     6              365     0         0
EASTMAN CHEMICAL COMPANY         COMMON    277432100      11649     211220  SH       DEFINED     1           211220     0         0
EASTMAN CHEMICAL COMPANY         COMMON    277432100      22060     400000  SH       DEFINED     1,2         400000     0         0
EASTMAN CHEMICAL COMPANY         COMMON    277432100       7969     144499  SH       DEFINED     15          125999     0     18500
EASTMAN CHEMICAL COMPANY         COMMON    277432100       1324      24000  SH       DEFINED     15,8         24000     0         0
EASTMAN CHEMICAL COMPANY         COMMON    277432100       3918      71050  SH       DEFINED     2            71050     0         0
EASTMAN CHEMICAL COMPANY         COMMON    277432100         83       1500  SH       DEFINED     23            1500     0         0
EASTMAN CHEMICAL COMPANY         COMMON    277432100        226       4100  SH       DEFINED     5,15          4100     0         0
EASTMAN CHEMICAL COMPANY         COMMON    277432100         11        194  SH       DEFINED     6              194     0         0
EASTMAN CHEMICAL COMPANY         COMMON    277432100         18        320  SH       DEFINED     8              320     0         0



                                                                                         
EASTMAN KODAK CO                 COMMON    277461109        294      10935  SH       DEFINED     15            9500     0      1435
EASTMAN KODAK CO                 COMMON    277461109        395      14700  SH       DEFINED     9            14700     0         0
EASTMAN KODAK CO                 COMMON    277461109       9585     357000  SH       DEFINED     9,15        357000     0         0
EASTMAN KODAK CO                 COMMON    277461109      58612    2182938  SH       DEFINED     15         1962938     0    182200
EASTMAN KODAK CO                 COMMON    277461109        607      22600  SH       DEFINED     15,14        22600     0         0
EASTMAN KODAK CO                 COMMON    277461109       2647      98600  SH       DEFINED     15,8         98600     0         0
EASTMAN KODAK CO                 COMMON    277461109        257       9577  SH       DEFINED     23            9577     0         0
EASTMAN KODAK CO                 COMMON    277461109          0          1  SH       DEFINED     24               1     0         0
EASTMAN KODAK CO                 COMMON    277461109       1600      59600  SH       DEFINED     5,15         59600     0         0
EASTMAN KODAK CO                 COMMON    277461109         21        778  SH       DEFINED     6              778     0         0
EASTMAN KODAK CO                 COMMON    277461109        738      27468  SH       DEFINED     8            27468     0         0
EASTMAN KODAK CO                 COMMON    277461109         38       1400  SH       DEFINED     8,10          1400     0         0
EATON CORP                       COMMON    278058102      27404     457500  SH       DEFINED     1           457500     0         0
EATON CORP                       COMMON    278058102      29950     500000  SH       DEFINED     1,2         500000     0         0
EATON CORP                       COMMON    278058102        290       4840  SH       DEFINED     9,15          4840     0         0
EATON CORP                       COMMON    278058102      33138     553229  SH       DEFINED     15          224360     0    325789
EATON CORP                       COMMON    278058102       1162      19400  SH       DEFINED     15,22        19400     0         0
EATON CORP                       COMMON    278058102       5398      90120  SH       DEFINED     2            90120     0         0
EATON CORP                       COMMON    278058102        120       2000  SH       DEFINED     23            2000     0         0
EATON CORP                       COMMON    278058102      24393     407224  SH       DEFINED     24           82576     0    324648
EATON CORP                       COMMON    278058102        277       4630  SH       DEFINED     6             4630     0         0
EATON CORP                       COMMON    278058102        323       5392  SH       DEFINED     8             5392     0         0
EATON VANCE MUNICIPAL INCOME C   COMMON    27826U108         43       2555  SH       DEFINED     24               0     0      2555
EATON VANCE ENHANCED EQ INCM C   COMMON    278274105         40       2000  SH       DEFINED     24               0     0      2000
EATON VANCE INSURED NEW YORK C   COMMON    27827Y109        224      15439  SH       DEFINED     6            15439     0         0
EBAY INC                         COMMON    278642103      29854     904400  SH       DEFINED     1           904400     0         0
EBAY INC                         COMMON    278642103      14029     425000  SH       DEFINED     1,2         425000     0         0
EBAY INC                         COMMON    278642103       7423     224862  SH       DEFINED     15          190962     0     33900
EBAY INC                         COMMON    278642103       1697      51400  SH       DEFINED     15,22        51400     0         0
EBAY INC                         COMMON    278642103        261       7900  SH       DEFINED     15,8          7900     0         0
EBAY INC                         COMMON    278642103       2971      90000  SH       DEFINED     2            90000     0         0
EBAY INC                         COMMON    278642103        528      16000  SH       DEFINED     20           16000     0         0
EBAY INC                         COMMON    278642103      13263     401788  SH       DEFINED     24           38970     0    362818
EBAY INC                         COMMON    278642103       8581     259966  SH       DEFINED     6           249566     0     10400
EBAY INC                         COMMON    278642103       1103      33400  SH       DEFINED     8            33400     0         0
ECHOSTAR COMMUNICATIONS CL A     COMMON    278762109      11202     371425  SH       DEFINED     1           371425     0         0
ECHOSTAR COMMUNICATIONS CL A     COMMON    278762109        100       3300  SH       DEFINED     15            3300     0         0
ECHOSTAR COMMUNICATIONS CL A     COMMON    278762109       1383      45850  SH       DEFINED     15,14        45850     0         0
ECHOSTAR COMMUNICATIONS CL A     COMMON    278762109        118       3900  SH       DEFINED     15,8          3900     0         0
ECHOSTAR COMMUNICATIONS CL A     COMMON    278762109         27        910  SH       DEFINED     2              910     0         0
ECHOSTAR COMMUNICATIONS CL A     COMMON    278762109          3        100  SH       DEFINED     24               0     0       100
ECHOSTAR COMMUNICATIONS CL A     COMMON    278762109        256       8482  SH       DEFINED     8             8482     0         0
ECLIPSYS CORP                    COMMON    278856109       1487     105700  SH       DEFINED     1           105700     0         0
ECLIPSYS CORP                    COMMON    278856109       3043     216258  SH       DEFINED     6           216258     0         0
ECOLAB INC                       COMMON    278865100      36460    1126700  SH       DEFINED     1          1126700     0         0
ECOLAB INC                       COMMON    278865100      46922    1450000  SH       DEFINED     1,2        1450000     0         0
ECOLAB INC                       COMMON    278865100        692      21374  SH       DEFINED     15           21374     0         0
ECOLAB INC                       COMMON    278865100       4594     141950  SH       DEFINED     2           141950     0         0
ECOLAB INC                       COMMON    278865100      36742    1135412  SH       DEFINED     24          149511     0    985901
ECOLAB INC                       COMMON    278865100       1100      34000  SH       DEFINED     3            34000     0         0
ECOLAB INC                       COMMON    278865100        545      16840  SH       DEFINED     6            16840     0         0
ECOLAB INC                       COMMON    278865100        242       7471  SH       DEFINED     8             7471     0         0
EDISON INTERNATIONAL             COMMON    281020107      24503     604260  SH       DEFINED     1           604260     0         0
EDISON INTERNATIONAL             COMMON    281020107        714      17600  SH       DEFINED     9            17600     0         0
EDISON INTERNATIONAL             COMMON    281020107         93       2300  SH       DEFINED     9,7           2300     0         0
EDISON INTERNATIONAL             COMMON    281020107       7709     190100  SH       DEFINED     9,15        190100     0         0
EDISON INTERNATIONAL             COMMON    281020107      50141    1236515  SH       DEFINED     15         1146715     0     89800
EDISON INTERNATIONAL             COMMON    281020107       1099      27100  SH       DEFINED     15,14        27100     0         0
EDISON INTERNATIONAL             COMMON    281020107       1091      26900  SH       DEFINED     15,8         26900     0         0
EDISON INTERNATIONAL             COMMON    281020107        803      19800  SH       DEFINED     2            19800     0         0
EDISON INTERNATIONAL             COMMON    281020107        518      12783  SH       DEFINED     23           12783     0         0
EDISON INTERNATIONAL             COMMON    281020107        161       3981  SH       DEFINED     24               0     0      3981
EDISON INTERNATIONAL             COMMON    281020107       2194      54100  SH       DEFINED     5,15         54100     0         0
EDISON INTERNATIONAL             COMMON    281020107        408      10050  SH       DEFINED     6            10050     0         0
EDISON INTERNATIONAL             COMMON    281020107        414      10200  SH       DEFINED     7            10200     0         0
EDISON INTERNATIONAL             COMMON    281020107        472      11651  SH       DEFINED     8            11651     0         0
EDUCATE INC                      COMMON    28138P100       3460     244500  SH       DEFINED     9           244500     0         0
EDUCATE INC                      COMMON    28138P100        761      53800  SH       DEFINED     9,22         53800     0         0
EDUCATION MANAGEMENT CORP        COMMON    28139T101        523      15500  SH       DEFINED     1            15500     0         0
EDUCATION MANAGEMENT CORP        COMMON    28139T101       5093     151000  SH       DEFINED     3           151000     0         0
EDUCATION REALTY TRUST INC       COMMON    28140H104        174       9500  SH       DEFINED     15            9500     0         0
EDUCATION REALTY TRUST INC       COMMON    28140H104      11873     648800  SH       DEFINED     15          636400     0     12400
EDWARDS (A.G.) INC               COMMON    281760108       2605      57700  SH       DEFINED     15           49600     0      5000
EDWARDS (A.G.) INC               COMMON    281760108        106       2343  SH       DEFINED     24            2343     0         0
EDWARDS (A.G.) INC               COMMON    281760108         23        500  SH       DEFINED     5,15           500     0         0
EDWARDS (A.G.) INC               COMMON    281760108        119       2639  SH       DEFINED     6             2089   175       375
EDWARDS LIFESCIENCES CORP        COMMON    28176E108       2121      49300  SH       DEFINED     1            49300     0         0
EDWARDS LIFESCIENCES CORP        COMMON    28176E108         82       1900  SH       DEFINED     15            1900     0         0
EDWARDS LIFESCIENCES CORP        COMMON    28176E108         59       1370  SH       DEFINED     24             170     0      1200
EDWARDS LIFESCIENCES CORP        COMMON    28176E108        205       4770  SH       DEFINED     6             4770     0         0
EFUNDS CORP                      COMMON    28224R101        173       9600  SH       DEFINED     15            9600     0         0
EFUNDS CORP                      COMMON    28224R101          8        441  SH       DEFINED     24               0     0       441
EFUNDS CORP                      COMMON    28224R101         40       2251  SH       DEFINED     6              926   475       850
EL PASO CORPORATION              COMMON    28336L109       2266     196702  SH       DEFINED     15          196702     0         0
EL PASO CORPORATION              COMMON    28336L109        143      12400  SH       DEFINED     15,8         12400     0         0
EL PASO CORPORATION              COMMON    28336L109        107       9251  SH       DEFINED     6             9251     0         0
EL PASO CORPORATION              COMMON    28336L109        255      22156  SH       DEFINED     8            22156     0         0
EL PASO ELECTRIC COMPANY         COMMON    283677854         63       3100  SH       DEFINED     6              650   850      1600
EL PASO ENER CAP TRUST I CVT P   CONVERT   283678209         42       1100  SH       DEFINED     24               0     0      1100
ELAN CORP PLC ADR                COMMON    284131208         20       3000  SH       DEFINED     24               0     0      3000
ELAN CORP PLC ADR                COMMON    284131208         20       3000  SH       DEFINED     6             3000     0         0
ELDORADO GOLD CORP               COMMON    284902103       4378    1650000  SH       DEFINED     1          1650000     0         0
ELDORADO GOLD CORP               COMMON    284902103       1385     522000  SH       DEFINED     2           522000     0         0



                                                                                         
ELDORADO GOLD CORP               COMMON    284902103       3502    1320000  SH       DEFINED     3          1320000     0         0
ELECTRO RENT CORP                COMMON    285218103        478      32900  SH       DEFINED     15           18900     0     14000
ELECTRO RENT CORP                COMMON    285218103         10        700  SH       DEFINED     15,14          700     0         0
ELECTRO RENT CORP                COMMON    285218103        124       8500  SH       DEFINED     5,15          8500     0         0
ELECTRO SCIENTIFIC INDS INC      COMMON    285229100       1666      93200  SH       DEFINED     15           53000     0     40200
ELECTRO SCIENTIFIC INDS INC      COMMON    285229100         34       1900  SH       DEFINED     15,14         1900     0         0
ELECTRO SCIENTIFIC INDS INC      COMMON    285229100        586      32800  SH       DEFINED     5,15         32800     0         0
ELECTROGLAS INC                  COMMON    285324109          0        100  SH       DEFINED     6              100     0         0
ELECTRONIC ARTS INC              COMMON    285512109       9132     161322  SH       DEFINED     1           161322     0         0
ELECTRONIC ARTS INC              COMMON    285512109      31136     550000  SH       DEFINED     1,2         550000     0         0
ELECTRONIC ARTS INC              COMMON    285512109      12088     213535  SH       DEFINED     15          180535     0     33000
ELECTRONIC ARTS INC              COMMON    285512109        442       7800  SH       DEFINED     15,14         7800     0         0
ELECTRONIC ARTS INC              COMMON    285512109       5613      99150  SH       DEFINED     2            99150     0         0
ELECTRONIC ARTS INC              COMMON    285512109      35635     629479  SH       DEFINED     24          134994     0    494485
ELECTRONIC ARTS INC              COMMON    285512109        769      13590  SH       DEFINED     6            13590     0         0
ELECTRONIC ARTS INC              COMMON    285512109        559       9867  SH       DEFINED     8             9867     0         0
ELECTRONIC DATA SYSTEMS CORP     COMMON    285661104         10        540  SH       DEFINED     15             540     0         0
ELECTRONIC DATA SYSTEMS CORP     COMMON    285661104       3179     165156  SH       DEFINED     15          164577     0       579
ELECTRONIC DATA SYSTEMS CORP     COMMON    285661104         10        500  SH       DEFINED     24               0     0       500
ELECTRONIC DATA SYSTEMS CORP     COMMON    285661104         18        959  SH       DEFINED     6              959     0         0
ELECTRONIC DATA SYSTEMS CORP     COMMON    285661104        308      16000  SH       DEFINED     8            16000     0         0
ELITE PHARMACEUTICALS INC -A     COMMON    28659T200          2        500  SH       DEFINED     24               0     0       500
ELKCORP                          COMMON    287456107       2004      70200  SH       DEFINED     1            70200     0         0
ELKCORP                          COMMON    287456107         53       1850  SH       DEFINED     6             1850     0         0
ELOYALTY CORP CVP 7.0 SER B      CONVERT   290151208          0         39  SH       DEFINED     24               0     0        39
EMBARCADERO TECHNOLOGIES INC     COMMON    290787100        180      32000  SH       DEFINED     3            32000     0         0
EMBARCADERO TECHNOLOGIES INC     COMMON    290787100       3447     614500  SH       DEFINED     3           614500     0         0
EMBRAER AIRCRAFT CORP ADR        COMMON    29081M102       1111      33600  SH       DEFINED     15           33600     0         0
EMBRAER AIRCRAFT CORP ADR        COMMON    29081M102          5        150  SH       DEFINED     24               0     0       150
EMBRAER AIRCRAFT CORP ADR        COMMON    29081M102       3312     100150  SH       DEFINED     5,12        100150     0         0
EMBRAER AIRCRAFT CORP ADR        COMMON    29081M102        480      14500  SH       DEFINED     6            14500     0         0
EMBOTELLADORA ANDINA ADR B       COMMON    29081P303        688      50000  SH       DEFINED     9            50000     0         0
EMCOR GROUP INC                  COMMON    29084Q100         45        925  SH       DEFINED     6              200   250       475
EMERGING VISION INC              COMMON    29089W102          1       5500  SH       DEFINED     24               0     0      5500
EMERSON ELECTRIC CO              COMMON    291011104      87690    1400133  SH       DEFINED     1           920133     0    480000
EMERSON ELECTRIC CO              COMMON    291011104      31973     510500  SH       DEFINED     1,2         510500     0         0
EMERSON ELECTRIC CO              COMMON    291011104       2718      43400  SH       DEFINED     9,15         43400     0         0
EMERSON ELECTRIC CO              COMMON    291011104        783      12495  SH       DEFINED     12           12495     0         0
EMERSON ELECTRIC CO              COMMON    291011104        276       4400  SH       DEFINED     12,14         4400     0         0
EMERSON ELECTRIC CO              COMMON    291011104      10767     171918  SH       DEFINED     15          144357     0     27561
EMERSON ELECTRIC CO              COMMON    291011104        276       4400  SH       DEFINED     15,8          4400     0         0
EMERSON ELECTRIC CO              COMMON    291011104       5756      91910  SH       DEFINED     2            91910     0         0
EMERSON ELECTRIC CO              COMMON    291011104      47666     761079  SH       DEFINED     24          183554     0    577525
EMERSON ELECTRIC CO              COMMON    291011104      62323     995100  SH       DEFINED     3           995100     0         0
EMERSON ELECTRIC CO              COMMON    291011104          0          1  SH       DEFINED     4                1     0         0
EMERSON ELECTRIC CO              COMMON    291011104      14729     235171  SH       DEFINED     6           235171     0         0
EMERSON ELECTRIC CO              COMMON    291011104        917      14647  SH       DEFINED     8            14647     0         0
EMULEX CORP                      COMMON    292475209      22553    1235100  SH       DEFINED     1          1235100     0         0
EMULEX CORP                      COMMON    292475209       7110     389400  SH       DEFINED     15          213900     0    175500
EMULEX CORP                      COMMON    292475209        152       8300  SH       DEFINED     15,14         8300     0         0
EMULEX CORP                      COMMON    292475209       1349      73900  SH       DEFINED     15,22        73900     0         0
EMULEX CORP                      COMMON    292475209       1726      94500  SH       DEFINED     5,15         94500     0         0
ENCANA CORPORATION               COMMON    292505104      34394     871700  SH       DEFINED     1           517700     0    354000
ENCANA CORPORATION               COMMON    292505104      60302    1528312  SH       DEFINED     1,3        1528312     0         0
ENCANA CORPORATION               COMMON    292505104        623      15800  SH       DEFINED     9            15800     0         0
ENCANA CORPORATION               COMMON    292505104       1752      44400  SH       DEFINED     9,12         44400     0         0
ENCANA CORP                      COMMON    292505104       4569     115400  SH       DEFINED     9,15        115400     0         0
ENCANA CORP                      COMMON    292505104     166522    4219350  SH       DEFINED     12         3795900     0    413650
ENCANA CORP                      COMMON    292505104      37373     944306  SH       DEFINED     15          823010     0    121296
ENCANA CORPORATION               COMMON    292505104       2348      59500  SH       DEFINED     2            59500     0         0
ENCANA CORPORATION               COMMON    292505104        235       5961  SH       DEFINED     23            5961     0         0
ENCANA CORP                      COMMON    292505104       4805     121365  SH       DEFINED     24           13425     0    107940
ENCANA CORPORATION               COMMON    292505104     148280    3758096  SH       DEFINED     3          3758096     0         0
ENCANA CORP                      COMMON    292505104       1610      40675  SH       DEFINED     4            40675     0         0
ENCANA CORPORATION               COMMON    292505104      18268     463000  SH       DEFINED     5,12        463000     0         0
ENCANA CORP                      COMMON    292505104        206       5200  SH       DEFINED     6             3800  1400         0
ENCANA CORPORATION               COMMON    292505104       1163      29484  SH       DEFINED     8            29484     0         0
ENBRIDGE INC                     COMMON    29250N105       1084      38000  SH       DEFINED     9            38000     0         0
ENBRIDGE INC                     COMMON    29250N105        542      19000  SH       DEFINED     9,15         19000     0         0
ENBRIDGE INC                     COMMON    29250N105        274       9620  SH       DEFINED     8             9620     0         0
ENBRIDGE ENERGY PARTNERS LP      COMMON    29250R106         11        200  SH       DEFINED     24               0     0       200
ENBRIDGE ENERGY PARTNERS LP      COMMON    29250R106        107       2000  SH       DEFINED     6             2000     0         0
ENBRIDGE ENERGY MANAGEMENT L     COMMON    29250X103          0          2  SH       DEFINED     24               0     0         2
ENBRIDGE ENERGY MANAGEMENT L     COMMON    29250X103          0          0  SH       DEFINED     4                0     0         0
ENCORE ACQUISITION CO            COMMON    29255W100      14522     354200  SH       DEFINED     1           354200     0         0
ENCORE ACQUISITION CO            COMMON    29255W100       4629     112900  SH       DEFINED     2           112900     0         0
ENCORE ACQUISITION CO            COMMON    29255W100         93       2275  SH       DEFINED     6              500   625      1150
ENCYSIVE PHARMACEUTICALS INC     COMMON    29256X107        348      32200  SH       DEFINED     11,2         32200     0         0
ENDESA ADR                       COMMON    29258N107        592      25850  SH       DEFINED     9,15         25850     0         0
ENDESA ADR                       COMMON    29258N107      33172    1447291  SH       DEFINED     12         1260936     0    186355
ENDESA ADR                       COMMON    29258N107        355      15480  SH       DEFINED     12,14        15480     0         0
ENDESA ADR                       COMMON    29258N107      31411    1370457  SH       DEFINED     15         1312175     0     58282
ENDESA ADR                       COMMON    29258N107        649      28300  SH       DEFINED     24               0     0     28300
ENDO PHARMACEUTICAL HOLDINGS I   COMMON    29264F205       1611      61320  SH       DEFINED     1            61320     0         0
ENDO PHARMACEUTICAL HOLDINGS I   COMMON    29264F205      12113     460914  SH       DEFINED     15          371664     0     89250
ENDO PHARMACEUTICAL HOLDINGS I   COMMON    29264F205        116       4400  SH       DEFINED     15,8          4400     0         0
ENDO PHARMACEUTICAL HOLDINGS I   COMMON    29264F205     164460    6258000  SH       DEFINED     3          6258000     0         0
ENERGEN CORP                     COMMON    29265N108      12786     364800  SH       DEFINED     1           364800     0         0
ENERGEN CORP                     COMMON    29265N108       4437     126600  SH       DEFINED     1,3         126600     0         0
ENERGEN CORP                     COMMON    29265N108       1504      42900  SH       DEFINED     9,2          42900     0         0
ENERGEN CORP                     COMMON    29265N108         46       1325  SH       DEFINED     6             1325     0         0
ENEL SPA ADR                     COMMON    29265W108       7551     173950  SH       DEFINED     12          170580     0      3370
ENEL SPA ADR                     COMMON    29265W108      25779     593843  SH       DEFINED     15          593843     0         0



                                                                                         
ENERGY EAST CORPORATION          COMMON    29266M109         20        700  SH       DEFINED     24               0     0       700
ENERGIZER HOLDINGS INC           COMMON    29266R108       2474      39800  SH       DEFINED     1            39800     0         0
ENERGIZER HOLDINGS INC           COMMON    29266R108        765      12300  SH       DEFINED     9            12300     0         0
ENERGIZER HOLDINGS INC           COMMON    29266R108       2617      42100  SH       DEFINED     9,15         42100     0         0
ENERGIZER HOLDINGS INC           COMMON    29266R108      34840     560400  SH       DEFINED     15          499800     0     54100
ENERGIZER HOLDINGS INC           COMMON    29266R108        404       6500  SH       DEFINED     15,14         6500     0         0
ENERGIZER HOLDINGS INC           COMMON    29266R108       1679      27000  SH       DEFINED     15,8         27000     0         0
ENERGIZER HOLDINGS INC           COMMON    29266R108        277       4455  SH       DEFINED     23            4455     0         0
ENERGIZER HOLDINGS INC           COMMON    29266R108        771      12406  SH       DEFINED     24               0     0     12406
ENERGIZER HOLDINGS INC           COMMON    29266R108       1380      22200  SH       DEFINED     5,15         22200     0         0
ENERGIZER HOLDINGS INC           COMMON    29266R108        155       2500  SH       DEFINED     6             1875   225       400
ENERGIZER HOLDINGS INC           COMMON    29266R108        335       5394  SH       DEFINED     8             5394     0         0
ENERGIZER HOLDINGS INC           COMMON    29266R108         24        388  SH       DEFINED     8,10           388     0         0
ENERGY PARTNERS LTD              COMMON    29270U105       7050     269000  SH       DEFINED     1           269000     0         0
ENERGY PARTNERS LTD              COMMON    29270U105          8        300  SH       DEFINED     15             300     0         0
ENERGY PARTNERS LTD              COMMON    29270U105         15        575  SH       DEFINED     6              575     0         0
ENERGY TRANSFER PARTNERS LP      COMMON    29273R109       7066     204215  SH       DEFINED     6           204215     0         0
ENERSYS INC                      COMMON    29275Y102      16306    1196300  SH       DEFINED     1          1196300     0         0
ENERSYS INC                      COMMON    29275Y102        611      44800  SH       DEFINED     2            44800     0         0
ENGELHARD CORP                   COMMON    292845104      41774    1463200  SH       DEFINED     1          1463200     0         0
ENGELHARD CORP                   COMMON    292845104        111       3900  SH       DEFINED     1,3           3900     0         0
ENGELHARD CORP                   COMMON    292845104       1084      37978  SH       DEFINED     15           37978     0         0
ENGELHARD CORP                   COMMON    292845104       5276     184800  SH       DEFINED     2           184800     0         0
ENGELHARD CORP                   COMMON    292845104         57       2000  SH       DEFINED     24            2000     0         0
ENGELHARD CORP                   COMMON    292845104     259114    9075800  SH       DEFINED     3          9075800     0         0
ENGELHARD CORP                   COMMON    292845104       3366     117900  SH       DEFINED     3,22        117900     0         0
ENGELHARD CORP                   COMMON    292845104      23388     819185  SH       DEFINED     4           819185     0         0
ENGELHARD CORP                   COMMON    292845104        217       7600  SH       DEFINED     5,2           7600     0         0
ENGINEERED SUPPORT SYSTEMS       COMMON    292866100      17188     479722  SH       DEFINED     1           479722     0         0
ENGINEERED SUPPORT SYSTEMS       COMMON    292866100        419      11700  SH       DEFINED     2            11700     0         0
ENESCO GROUP                     COMMON    292973104          6       2050  SH       DEFINED     6             2050     0         0
ENTERASYS NETWORKS INC           COMMON    293637104          0         30  SH       DEFINED     15              30     0         0
ENTERASYS NETWORKS INC           COMMON    293637104          0        100  SH       DEFINED     6              100     0         0
ENTERCOM COMMUNICATIONS CORP     COMMON    293639100         19        560  SH       DEFINED     15             560     0         0
ENTERCOM COMMUNICATIONS CORP     COMMON    293639100       7211     216600  SH       DEFINED     15          190100     0     16500
ENTERCOM COMMUNICATIONS CORP     COMMON    293639100        389      11700  SH       DEFINED     15,8         11700     0         0
ENTERCOM COMMUNICATIONS CORP     COMMON    293639100         53       1600  SH       DEFINED     5,15          1600     0         0
ENTERGY CORP                     COMMON    29364G103      20524     271660  SH       DEFINED     1           271660     0         0
ENTERGY CORP                     COMMON    29364G103       1816      24033  SH       DEFINED     15           23333     0       700
ENTERGY CORP                     COMMON    29364G103        128       1700  SH       DEFINED     15,8          1700     0         0
ENTERGY CORP                     COMMON    29364G103        128       1700  SH       DEFINED     23            1700     0         0
ENTERGY CORP                     COMMON    29364G103         23        300  SH       DEFINED     24               0     0       300
ENTERGY CORP                     COMMON    29364G103         10        136  SH       DEFINED     6              136     0         0
ENTERGY CORP                     COMMON    29364G103        805      10658  SH       DEFINED     8            10658     0         0
ENTERGY CORP                     COMMON    29364G103         19        257  SH       DEFINED     8,10           257     0         0
ENTERPRISE PRODUCTS PARTNERS     COMMON    293792107         51       1917  SH       DEFINED     24               0     0      1917
ENTERPRISE PRODUCTS PARTNERS     COMMON    293792107       8935     333522  SH       DEFINED     6           333522     0         0
ENTERTAINMENT PROPERTIES TR      COMMON    29380T105        313       6800  SH       DEFINED     15            6800     0         0
ENTERTAINMENT PROPERTIES TR      COMMON    29380T105      13234     287700  SH       DEFINED     15          200200     0     87500
ENTERTAINMENT PROPERTIES TR      COMMON    29380T105        722      15700  SH       DEFINED     5,15         15700     0         0
ENTERRA ENERGY TRUST             COMMON    29381P102         12        500  SH       DEFINED     6              500     0         0
ENTRAVISION COMMUNICATIONS       COMMON    29382R107         70       9000  SH       DEFINED     6             2000  2450      4550
ENZON PHARMACEUTICALS INC        COMMON    293904108       3031     467800  SH       DEFINED     15          240700     0    227100
ENZON PHARMACEUTICALS INC        COMMON    293904108         68      10500  SH       DEFINED     15,14        10500     0         0
ENZON PHARMACEUTICALS INC        COMMON    293904108        370      57100  SH       DEFINED     5,15         57100     0         0
ENVIRO VORAXIAL TECHNOLOGY       COMMON    29403V103          0        100  SH       DEFINED     24               0     0       100
ENZO BIOCHEM INC                 COMMON    294100102       1330      74194  SH       DEFINED     15           38874     0     35320
ENZO BIOCHEM INC                 COMMON    294100102         29       1600  SH       DEFINED     15,14         1600     0         0
ENZO BIOCHEM INC                 COMMON    294100102        161       9000  SH       DEFINED     5,15          9000     0         0
EPHRATA NATIONAL BANK/PA         COMMON    294209200         27        830  SH       DEFINED     24               0     0       830
EPIMMUNE INC                     COMMON    29425Y101          4       5000  SH       DEFINED     24               0     0      5000
EPICOR SOFTWARE CORP             COMMON    29426L108      12659     959000  SH       DEFINED     1           959000     0         0
EPICOR SOFTWARE CORP             COMMON    29426L108       3704     280600  SH       DEFINED     2           280600     0         0
EQUIFAX INC                      COMMON    294429105         26        740  SH       DEFINED     15             740     0         0
EQUIFAX INC                      COMMON    294429105       1414      39600  SH       DEFINED     9,15         39600     0         0
EQUIFAX INC                      COMMON    294429105       3442      96380  SH       DEFINED     15           82780     0     13600
EQUIFAX INC                      COMMON    294429105        982      27500  SH       DEFINED     15,8         27500     0         0
EQUIFAX INC                      COMMON    294429105        206       5756  SH       DEFINED     23            5756     0         0
EQUIFAX INC                      COMMON    294429105        194       5430  SH       DEFINED     6             4805   225       400
EQUIFAX INC                      COMMON    294429105        269       7535  SH       DEFINED     8             7535     0         0
EQUITABLE RESOURCES INC          COMMON    294549100      12580     185000  SH       DEFINED     1           185000     0         0
EQUITABLE RESOURCES INC          COMMON    294549100        399       5869  SH       DEFINED     24             344     0      5525
EQUITABLE RESOURCES INC          COMMON    294549100      10679     157039  SH       DEFINED     6           156339   700         0
EQUITY INNS INC                  COMMON    294703103        225      16900  SH       DEFINED     15           16900     0         0
EQUITY INNS INC                  COMMON    294703103      12829     964600  SH       DEFINED     15          754700     0    209900
EQUITY INNS INC                  COMMON    294703103        132       9900  SH       DEFINED     15,14         9900     0         0
EQUITY INNS INC                  COMMON    294703103       1931     145200  SH       DEFINED     5,15        145200     0         0
EQUITY LIFESTYLE PROPERTIES      COMMON    29472R108       1300      32700  SH       DEFINED     15           32700     0         0
EQUITY OFFICE PROPERTIES TR      COMMON    294741103      30934     934571  SH       DEFINED     15          812871     0    121700
EQUITY OFFICE PROPERTIES TR      COMMON    294741103        427      12909  SH       DEFINED     24             669     0     12240
EQUITY OFFICE PROPERTIES TR      COMMON    294741103        579      17485  SH       DEFINED     6            17485     0         0
EQUITY ONE INC                   COMMON    294752100       7155     315200  SH       DEFINED     15          190000     0    125200
EQUITY ONE INC                   COMMON    294752100        134       5900  SH       DEFINED     15,14         5900     0         0
EQUITY ONE INC                   COMMON    294752100       2007      88400  SH       DEFINED     5,15         88400     0         0
EQUITY RESIDENTIAL               COMMON    29476L107       3218      87400  SH       DEFINED     15           87400     0         0
EQUITY RESIDENTIAL               COMMON    29476L107     212813    5779823  SH       DEFINED     15         4392959     0   1271364
EQUITY RESIDENTIAL               COMMON    29476L107        607      16494  SH       DEFINED     24             510     0     15984
EQUITY RESIDENTIAL               COMMON    29476L107      15788     428784  SH       DEFINED     5,15        428784     0         0
EQUITY RESIDENTIAL               COMMON    29476L107        116       3155  SH       DEFINED     6             3155     0         0
ERICSSON (LM) TEL ADR            COMMON    294821608       1278      40000  SH       DEFINED     20           40000     0         0
ERICSSON (LM) TEL ADR            COMMON    294821608        325      10169  SH       DEFINED     24               0     0     10169
ERICSSON (LM) TEL ADR            COMMON    294821608        619      19380  SH       DEFINED     6            19380     0         0
ESCO ELECTRONICS CORP            COMMON    296315104        950       9425  SH       DEFINED     6             9425     0         0



                                                                                         
ESPIRITO SANTO FINL GROUP SA A   COMMON    29665F200         27       1010  SH       DEFINED     24               0     0      1010
ESSEX CORP                       COMMON    296744105       3107     135800  SH       DEFINED     1           135800     0         0
ESSEX PROPERTY TRUST INC         COMMON    297178105       1728      20800  SH       DEFINED     15           20800     0         0
ESSEX PROPERTY TRUST INC         COMMON    297178105      90461    1089100  SH       DEFINED     15          835970     0    231730
ESSEX PROPERTY TRUST INC         COMMON    297178105       6636      79900  SH       DEFINED     5,15         79900     0         0
DELHAIZE LE LION ADR             COMMON    29759W101      60494    1016705  SH       DEFINED     15         1016705     0         0
ETHAN ALLEN INTERIORS INC        COMMON    297602104      49578    1479500  SH       DEFINED     1          1479500     0         0
ETHAN ALLEN INTERIORS INC        COMMON    297602104       5506     164300  SH       DEFINED     1,3         164300     0         0
ETHAN ALLEN INTERIORS INC        COMMON    297602104        826      24661  SH       DEFINED     15           24661     0         0
ETHAN ALLEN INTERIORS INC        COMMON    297602104       5640     168300  SH       DEFINED     2           168300     0         0
ETHAN ALLEN INTERIORS INC        COMMON    297602104      26523     791490  SH       DEFINED     4           791490     0         0
ETHAN ALLEN INTERIORS INC        COMMON    297602104        245       7300  SH       DEFINED     5,2           7300     0         0
ETHAN ALLEN INTERIORS INC        COMMON    297602104         17        500  SH       DEFINED     6              500     0         0
EURONET WORLDWIDE INC            COMMON    298736109      15448     531400  SH       DEFINED     1           531400     0         0
EURONET WORLDWIDE INC            COMMON    298736109        358      12300  SH       DEFINED     15            6600     0      5700
EURONET WORLDWIDE INC            COMMON    298736109          9        300  SH       DEFINED     15,14          300     0         0
EURONET WORLDWIDE INC            COMMON    298736109       4869     167500  SH       DEFINED     2           167500     0         0
EURONET WORLDWIDE INC            COMMON    298736109         44       1500  SH       DEFINED     24               0     0      1500
EURONET WORLDWIDE INC            COMMON    298736109         44       1500  SH       DEFINED     5,15          1500     0         0
EVERGREEN INC ADVANTAGE FUND C   COMMON    30023Y105         15       1037  SH       DEFINED     24               0     0      1037
EXAR CORP                        COMMON    300645108         58       3875  SH       DEFINED     6              850  1075      1950
EXELON CORPORATION               COMMON    30161N101      39430     768174  SH       DEFINED     1           768174     0         0
EXELON CORPORATION               COMMON    30161N101       2002      39000  SH       DEFINED     9,15         39000     0         0
EXELON CORPORATION               COMMON    30161N101      12240     238451  SH       DEFINED     15          219351     0     19100
EXELON CORPORATION               COMMON    30161N101       1986      38700  SH       DEFINED     15,8         38700     0         0
EXELON CORPORATION               COMMON    30161N101        419       8170  SH       DEFINED     23            8170     0         0
EXELON CORPORATION               COMMON    30161N101       1628      31710  SH       DEFINED     24           14060     0     17650
EXELON CORPORATION               COMMON    30161N101      10868     211725  SH       DEFINED     6           211725     0         0
EXELON CORPORATION               COMMON    30161N101       1991      38786  SH       DEFINED     8            38786     0         0
EXELON CORPORATION               COMMON    30161N101         82       1596  SH       DEFINED     8,10          1596     0         0
EXELIXIS INC                     COMMON    30161Q104       5441     732300  SH       DEFINED     3           732300     0         0
EXPEDITORS INTL WASH INC         COMMON    302130109       7222     145000  SH       DEFINED     1           145000     0         0
EXPEDITORS INTL WASH INC         COMMON    302130109        485       9735  SH       DEFINED     6             3135     0      6600
EXPEDITORS INTL WASH INC         COMMON    302130109        229       4597  SH       DEFINED     8             4597     0         0
EXPRESS SCRIPTS INC -COMMON      COMMON    302182100      60933    1219150  SH       DEFINED     1          1219150     0         0
EXPRESS SCRIPTS INC -COMMON      COMMON    302182100       1000      20000  SH       DEFINED     9            20000     0         0
EXPRESS SCRIPTS INC -COMMON      COMMON    302182100         86       1720  SH       DEFINED     9,15          1720     0         0
EXPRESS SCRIPTS INC -COMMON      COMMON    302182100       1856      37126  SH       DEFINED     15           26726     0     10400
EXPRESS SCRIPTS INC -COMMON      COMMON    302182100        500      10000  SH       DEFINED     15,8         10000     0         0
EXPRESS SCRIPTS INC -COMMON      COMMON    302182100      12994     259980  SH       DEFINED     2           251380     0      8600
EXPRESS SCRIPTS INC -COMMON      COMMON    302182100        166       3314  SH       DEFINED     23            3314     0         0
EXPRESS SCRIPTS INC -COMMON      COMMON    302182100      61516    1230822  SH       DEFINED     24          159976     0   1070846
EXPRESS SCRIPTS INC -COMMON      COMMON    302182100      35456     709403  SH       DEFINED     6           709403     0         0
EXPRESS SCRIPTS INC -COMMON      COMMON    302182100        259       5192  SH       DEFINED     8             5192     0         0
EXPRESSJET HOLDINGS              COMMON    30218U108       7031     826200  SH       DEFINED     15          535400     0    290800
EXPRESSJET HOLDINGS              COMMON    30218U108        117      13800  SH       DEFINED     15,14        13800     0         0
EXPRESSJET HOLDINGS              COMMON    30218U108       1796     211000  SH       DEFINED     5,15        211000     0         0
EXTENDICARE INC CL A             COMMON    30224T871       1442      98040  SH       DEFINED     1            98040     0         0
EXTENDICARE INC CL A             COMMON    30224T871      11634     790800  SH       DEFINED     1,3         790800     0         0
EXTENDICARE INC CL A             COMMON    30224T871        241      16400  SH       DEFINED     2            16400     0         0
EXTRA SPACE STORAGE INC          COMMON    30225T102        136       9500  SH       DEFINED     15            9500     0         0
EXTRA SPACE STORAGE INC          COMMON    30225T102      20831    1453669  SH       DEFINED     15         1145682     0    291387
EXTRA SPACE STORAGE INC          COMMON    30225T102        870      60700  SH       DEFINED     5,15         60700     0         0
EXTREME NETWORKS INC             COMMON    30226D106       1161     285200  SH       DEFINED     15          154600     0    130600
EXTREME NETWORKS INC             COMMON    30226D106         25       6100  SH       DEFINED     15,14         6100     0         0
EXTREME NETWORKS INC             COMMON    30226D106        273      67000  SH       DEFINED     5,15         67000     0         0
EXXON MOBIL CORPORATION          COMMON    30231G102     296793    5164317  SH       DEFINED     1          4601300     0    563017
EXXON MOBIL CORPORATION          COMMON    30231G102     120888    2103500  SH       DEFINED     1,2        2103500     0         0
EXXON MOBIL CORPORATION          COMMON    30231G102      39327     684300  SH       DEFINED     9           684300     0         0
EXXON MOBIL CORPORATION          COMMON    30231G102        144       2500  SH       DEFINED     9,7           2500     0         0
EXXON MOBIL CORPORATION          COMMON    30231G102      57010     992000  SH       DEFINED     9,15        992000     0         0
EXXON MOBIL CORPORATION          COMMON    30231G102       1736      30202  SH       DEFINED     11,8         30202     0         0
EXXON MOBIL CORPORATION          COMMON    30231G102       1609      28000  SH       DEFINED     12           28000     0         0
EXXON MOBIL CORPORATION          COMMON    30231G102        569       9895  SH       DEFINED     12,14         9895     0         0
EXXON MOBIL CORPORATION          COMMON    30231G102     455138    7919570  SH       DEFINED     15         6800061     0   1110409
EXXON MOBIL CORPORATION          COMMON    30231G102       7506     130600  SH       DEFINED     15,14       130600     0         0
EXXON MOBIL CORPORATION          COMMON    30231G102       2242      39020  SH       DEFINED     15,22        39020     0         0
EXXON MOBIL CORPORATION          COMMON    30231G102      26413     459600  SH       DEFINED     15,8        459600     0         0
EXXON MOBIL CORPORATION          COMMON    30231G102      57999    1009200  SH       DEFINED     2          1009200     0         0
EXXON MOBIL CORPORATION          COMMON    30231G102       7805     135804  SH       DEFINED     23          135804     0         0
EXXON MOBIL CORPORATION          COMMON    30231G102     118290    2058284  SH       DEFINED     24          391724     0   1666560
EXXON MOBIL CORPORATION          COMMON    30231G102          2         31  SH       DEFINED     4               31     0         0
EXXON MOBIL CORPORATION          COMMON    30231G102      13298     231395  SH       DEFINED     5,15        211000     0     20395
EXXON MOBIL CORPORATION          COMMON    30231G102      32900     572468  SH       DEFINED     6           572468     0         0
EXXON MOBIL CORPORATION          COMMON    30231G102       1402      24400  SH       DEFINED     7            24400     0         0
EXXON MOBIL CORPORATION          COMMON    30231G102      22618     393559  SH       DEFINED     8           393559     0         0
EXXON MOBIL CORPORATION          COMMON    30231G102        484       8429  SH       DEFINED     8,10          8429     0         0
EXXON MOBIL CORPORATION          COMMON    30231G102       1468      25547  SH       DEFINED     8,13         25547     0         0
FLIR SYSTEMS INC                 COMMON    302445101      16012     536600  SH       DEFINED     1           536600     0         0
FLIR SYSTEMS INC                 COMMON    302445101       5055     169400  SH       DEFINED     2           169400     0         0
FLIR SYSTEMS INC                 COMMON    302445101         12        400  SH       DEFINED     6              400     0         0
FMC CORP                         COMMON    302491303      19464     346700  SH       DEFINED     1           346700     0         0
FMC CORP                         COMMON    302491303       8157     145300  SH       DEFINED     15           90100     0     55200
FMC CORP                         COMMON    302491303        135       2400  SH       DEFINED     15,14         2400     0         0
FMC CORP                         COMMON    302491303        320       5700  SH       DEFINED     15,8          5700     0         0
FMC CORP                         COMMON    302491303       4547      81000  SH       DEFINED     2            81000     0         0
FMC CORP                         COMMON    302491303       2689      47900  SH       DEFINED     5,15         47900     0         0
FMC TECHNOLOGIES COM             COMMON    30249U101      95544    2988550  SH       DEFINED     1          2988550     0         0
FMC TECHNOLOGIES COM             COMMON    30249U101        169       5300  SH       DEFINED     1,3           5300     0         0
FMC TECHNOLOGIES COM             COMMON    30249U101       1148      35897  SH       DEFINED     15           35897     0         0
FMC TECHNOLOGIES COM             COMMON    30249U101       2238      70000  SH       DEFINED     15,14        70000     0         0
FMC TECHNOLOGIES COM             COMMON    30249U101      10857     339600  SH       DEFINED     2           339600     0         0
FMC TECHNOLOGIES COM             COMMON    30249U101          3        100  SH       DEFINED     24               0     0       100



                                                                                         
FMC TECHNOLOGIES COM             COMMON    30249U101      36945    1155601  SH       DEFINED     4          1155601     0         0
FMC TECHNOLOGIES COM             COMMON    30249U101        329      10300  SH       DEFINED     5,2          10300     0         0
FNB CORP/NORTH CAROLINA          COMMON    302519103         30       1500  SH       DEFINED     6             1500     0         0
FPIC INSURANCE GROUP INC         COMMON    302563101       1015      34600  SH       DEFINED     15           19200     0     15400
FPIC INSURANCE GROUP INC         COMMON    302563101         21        700  SH       DEFINED     15,14          700     0         0
FPIC INSURANCE GROUP INC         COMMON    302563101        328      11200  SH       DEFINED     5,15         11200     0         0
FPIC INSURANCE GROUP INC         COMMON    302563101         45       1525  SH       DEFINED     6              325   425       775
FPL GROUP INC                    COMMON    302571104      90230    2145270  SH       DEFINED     1          2144400     0       870
FPL GROUP INC                    COMMON    302571104      26683     634400  SH       DEFINED     1,2         634400     0         0
FPL GROUP INC                    COMMON    302571104      10055     239066  SH       DEFINED     15          206766     0     32300
FPL GROUP INC                    COMMON    302571104       2334      55500  SH       DEFINED     15,8         55500     0         0
FPL GROUP INC                    COMMON    302571104      10873     258500  SH       DEFINED     2           258500     0         0
FPL GROUP INC                    COMMON    302571104       1492      35468  SH       DEFINED     24            2700     0     32768
FPL GROUP INC                    COMMON    302571104         81       1933  SH       DEFINED     4             1933     0         0
FPL GROUP INC                    COMMON    302571104        676      16075  SH       DEFINED     6            16075     0         0
FPL GROUP INC                    COMMON    302571104       1525      36258  SH       DEFINED     8            36258     0         0
FPL GROUP INC                    COMMON    302571104         91       2158  SH       DEFINED     8,10          2158     0         0
FTD GROUP INC                    COMMON    30267U108       2792     246000  SH       DEFINED     1           246000     0         0
FTI CONSULTING INC               COMMON    302941109        372      17800  SH       DEFINED     3            17800     0         0
FTI CONSULTING INC               COMMON    302941109      30424    1455700  SH       DEFINED     3          1455700     0         0
FTI CONSULTING INC               COMMON    302941109         54       2575  SH       DEFINED     6              275   350      1950
FACTSET RESEARCH SYSTEMS INC     COMMON    303075105       3100      86500  SH       DEFINED     1            86500     0         0
FAIR ISAAC CORP                  COMMON    303250104      42019    1151200  SH       DEFINED     1          1151200     0         0
FAIR ISAAC CORP                  COMMON    303250104        113       3100  SH       DEFINED     1,3           3100     0         0
FAIR ISAAC CORP                  COMMON    303250104        852      23352  SH       DEFINED     15           23352     0         0
FAIR ISAAC CORP                  COMMON    303250104       4727     129500  SH       DEFINED     2           129500     0         0
FAIR ISAAC CORP                  COMMON    303250104      27391     750438  SH       DEFINED     4           750438     0         0
FAIR ISAAC CORP                  COMMON    303250104        256       7000  SH       DEFINED     5,2           7000     0         0
FAIRCHILD SEMICON INTL CL A      COMMON    303726103         75       5100  SH       DEFINED     6             1100  1400      2600
FAIRFAX FINANCIAL HLDGS LTD      COMMON    303901102         56        339  SH       DEFINED     8              339     0         0
FAIRMONT HOTELS & RESORTS        COMMON    305204109       5952     170887  SH       DEFINED     15          168600     0      2287
FAIRMONT HOTELS & RESORTS        COMMON    305204109        104       3000  SH       DEFINED     24               0     0      3000
FAIRMONT HOTELS & RESORTS        COMMON    305204109       7661     221000  SH       DEFINED     3           221000     0         0
FAMILY DOLLAR STORES             COMMON    307000109      28606    1096000  SH       DEFINED     1          1096000     0         0
FAMILY DOLLAR STORES             COMMON    307000109         78       3000  SH       DEFINED     1,3           3000     0         0
FAMILY DOLLAR STORES             COMMON    307000109       1116      42771  SH       DEFINED     15           42771     0         0
FAMILY DOLLAR STORES             COMMON    307000109       4069     155900  SH       DEFINED     2           155900     0         0
FAMILY DOLLAR STORES             COMMON    307000109      22079     845920  SH       DEFINED     4           845920     0         0
FAMILY DOLLAR STORES             COMMON    307000109        169       6460  SH       DEFINED     5,2           6460     0         0
FAMILY DOLLAR STORES             COMMON    307000109        135       5182  SH       DEFINED     6             5182     0         0
FAMILY DOLLAR STORES             COMMON    307000109        146       5609  SH       DEFINED     8             5609     0         0
FARGO ELECTRONICS                COMMON    30744P102         48       2400  SH       DEFINED     15             900     0      1500
FARO TECHNOLOGIES INC            COMMON    311642102      13644     500500  SH       DEFINED     1           500500     0         0
FARO TECHNOLOGIES INC            COMMON    311642102       4343     159300  SH       DEFINED     2           159300     0         0
FASTENAL CO                      COMMON    311900104         74       1214  SH       DEFINED     6             1214     0         0
INTEL INC (CVT FDXEXC) 144A 0.   CONVERT   31304GAA0      27783   25000000  SH       DEFINED     15         3700000     0  21300000
FEDERAL AGRIC MTG CORP CL C      COMMON    313148306       2461     111600  SH       DEFINED     1           111600     0         0
FEDERAL AGRIC MTG CORP CL C      COMMON    313148306         40       1800  SH       DEFINED     15            1800     0         0
FEDERAL AGRIC MTG CORP CL C      COMMON    313148306         99       4500  SH       DEFINED     5,15          4500     0         0
FREDDIE MAC                      COMMON    313400301      76163    1167600  SH       DEFINED     1           914600     0    253000
FREDDIE MAC                      COMMON    313400301        307       4700  SH       DEFINED     9             4700     0         0
FREDDIE MAC                      COMMON    313400301       9824     150600  SH       DEFINED     9,15        150600     0         0
FREDDIE MAC                      COMMON    313400301       1567      24025  SH       DEFINED     12           24025     0         0
FREDDIE MAC                      COMMON    313400301        559       8575  SH       DEFINED     12,14         8575     0         0
FREDDIE MAC                      COMMON    313400301      58955     903800  SH       DEFINED     15          859815     0     42270
FREDDIE MAC                      COMMON    313400301        470       7200  SH       DEFINED     15,14         7200     0         0
FREDDIE MAC                      COMMON    313400301       2661      40800  SH       DEFINED     15,8         40800     0         0
FREDDIE MAC                      COMMON    313400301       3425      52500  SH       DEFINED     2            52500     0         0
FREDDIE MAC                      COMMON    313400301        522       8001  SH       DEFINED     23            8001     0         0
FREDDIE MAC                      COMMON    313400301      18288     280363  SH       DEFINED     24           89575     0    190788
FREDDIE MAC                      COMMON    313400301       1726      26465  SH       DEFINED     5,15         14600     0     11865
FREDDIE MAC                      COMMON    313400301       1180      18083  SH       DEFINED     6            18083     0         0
FREDDIE MAC                      COMMON    313400301       2402      36818  SH       DEFINED     8            36818     0         0
FREDDIE MAC                      COMMON    313400301         46        704  SH       DEFINED     8,10           704     0         0
FANNIE MAE                       COMMON    313586109     475522    8142499  SH       DEFINED     1          8141799     0       700
FANNIE MAE                       COMMON    313586109      61927    1060400  SH       DEFINED     9          1060400     0         0
FANNIE MAE                       COMMON    313586109       5872     100540  SH       DEFINED     9,15        100540     0         0
FANNIE MAE                       COMMON    313586109        607      10400  SH       DEFINED     11,8         10400     0         0
FANNIE MAE                       COMMON    313586109      92848    1589865  SH       DEFINED     15         1157710     0    427691
FANNIE MAE                       COMMON    313586109        596      10200  SH       DEFINED     15,14        10200     0         0
FANNIE MAE                       COMMON    313586109       1247      21360  SH       DEFINED     15,22        21360     0         0
FANNIE MAE                       COMMON    313586109       3340      57200  SH       DEFINED     15,8         57200     0         0
FANNIE MAE                       COMMON    313586109      10769     184400  SH       DEFINED     2           184400     0         0
FANNIE MAE                       COMMON    313586109        473       8100  SH       DEFINED     2,14          8100     0         0
FANNIE MAE                       COMMON    313586109       2775      47517  SH       DEFINED     23           47517     0         0
FANNIE MAE                       COMMON    313586109      45304     775756  SH       DEFINED     24          121798     0    653958
FANNIE MAE                       COMMON    313586109      27954     478657  SH       DEFINED     4           478657     0         0
FANNIE MAE                       COMMON    313586109       1619      27715  SH       DEFINED     5,15         20400     0      7315
FANNIE MAE                       COMMON    313586109       6144     105203  SH       DEFINED     6           105203     0         0
FANNIE MAE                       COMMON    313586109       5961     102065  SH       DEFINED     8           102065     0         0
FANNIE MAE                       COMMON    313586109        151       2579  SH       DEFINED     8,10          2579     0         0
FANNIE MAE                       COMMON    313586109        531       9099  SH       DEFINED     8,13          9099     0         0
FEDERAL REALTY INVS TRUST        COMMON    313747206        997      16900  SH       DEFINED     15           16900     0         0
FEDERAL REALTY INVS TRUST        COMMON    313747206      55719     944395  SH       DEFINED     15          752445     0    174450
FEDERAL REALTY INVS TRUST        COMMON    313747206         72       1214  SH       DEFINED     24               0     0      1214
FEDERAL REALTY INVS TRUST        COMMON    313747206       3729      63200  SH       DEFINED     5,15         63200     0         0
FEDERAL SIGNAL CORP              COMMON    313855108         12        800  SH       DEFINED     15             800     0         0
FEDERATED DEPARTMENT STORES      COMMON    31410H101      29267     399380  SH       DEFINED     1           399380     0         0
FEDERATED DEPARTMENT STORES      COMMON    31410H101      16488     225000  SH       DEFINED     1,2         225000     0         0
FEDERATED DEPARTMENT STORES      COMMON    31410H101        804      10970  SH       DEFINED     9,15         10970     0         0
FEDERATED DEPARTMENT STORES      COMMON    31410H101        835      11400  SH       DEFINED     11,8         11400     0         0
FEDERATED DEPARTMENT STORES      COMMON    31410H101       4517      61642  SH       DEFINED     15           56842     0      4800
FEDERATED DEPARTMENT STORES      COMMON    31410H101        733      10000  SH       DEFINED     15,8         10000     0         0



                                                                                         
FEDERATED DEPARTMENT STORES      COMMON    31410H101       2552      34830  SH       DEFINED     2            34830     0         0
FEDERATED DEPARTMENT STORES      COMMON    31410H101       2381      32485  SH       DEFINED     23           32485     0         0
FEDERATED DEPARTMENT STORES      COMMON    31410H101        377       5150  SH       DEFINED     6             3650  1500         0
FEDERATED DEPARTMENT STORES      COMMON    31410H101        447       6100  SH       DEFINED     7             6100     0         0
FEDERATED DEPARTMENT STORES      COMMON    31410H101       4030      54992  SH       DEFINED     8            54992     0         0
FEDERATED DEPARTMENT STORES      COMMON    31410H101         56        762  SH       DEFINED     8,10           762     0         0
FEDERATED DEPARTMENT STORES      COMMON    31410H101        733       9998  SH       DEFINED     8,13          9998     0         0
FEDERATED INVESTORS INC CL B     COMMON    314211103      20489     682750  SH       DEFINED     1           682750     0         0
FEDERATED INVESTORS INC CL B     COMMON    314211103        276       9209  SH       DEFINED     15            9209     0         0
FEDERATED INVESTORS INC CL B     COMMON    314211103       1349      44950  SH       DEFINED     2            44950     0         0
FEDERATED PREMIER MUNI INC CF    COMMON    31423P108        120       7734  SH       DEFINED     24               0     0      7734
FEDEX CORPORATION                COMMON    31428X106      35499     438200  SH       DEFINED     1           438200     0         0
FEDEX CORPORATION                COMMON    31428X106      48606     600000  SH       DEFINED     1,2         600000     0         0
FEDEX CORPORATION                COMMON    31428X106       4554      56221  SH       DEFINED     15           51621     0      4600
FEDEX CORPORATION                COMMON    31428X106        373       4600  SH       DEFINED     15,8          4600     0         0
FEDEX CORPORATION                COMMON    31428X106      14738     181930  SH       DEFINED     2           181930     0         0
FEDEX CORPORATION                COMMON    31428X106        154       1900  SH       DEFINED     23            1900     0         0
FEDEX CORPORATION                COMMON    31428X106        427       5274  SH       DEFINED     24            1400     0      3874
FEDEX CORPORATION                COMMON    31428X106      24692     304800  SH       DEFINED     3           304800     0         0
FEDEX CORPORATION                COMMON    31428X106        587       7241  SH       DEFINED     6             7241     0         0
FEDEX CORPORATION                COMMON    31428X106        789       9735  SH       DEFINED     8             9735     0         0
FELCOR LODGING TRUST INC         COMMON    31430F101       1489     102800  SH       DEFINED     15           75200     0     27600
FELCOR LODGING TRUST INC         COMMON    31430F101         19       1300  SH       DEFINED     15,14         1300     0         0
FELCOR LODGING TRUST INC         COMMON    31430F101          6        425  SH       DEFINED     24               0     0       425
FELCOR LODGING TRUST INC         COMMON    31430F101        236      16300  SH       DEFINED     5,15         16300     0         0
FELCOR LODGING TRUST INC         COMMON    31430F101        205      14125  SH       DEFINED     6             3000  3925      7200
FERRELLGAS PARTNERS-LP           COMMON    315293100          8        400  SH       DEFINED     24               0     0       400
F5 NETWORKS INC                  COMMON    315616102      17131     362406  SH       DEFINED     1           362406     0         0
F5 NETWORKS INC                  COMMON    315616102        974      20600  SH       DEFINED     15,22        20600     0         0
F5 NETWORKS INC                  COMMON    315616102       2477      52400  SH       DEFINED     2            52400     0         0
F5 NETWORKS INC                  COMMON    315616102       1040      22000  SH       DEFINED     20           22000     0         0
F5 NETWORKS INC                  COMMON    315616102         38        800  SH       DEFINED     24             800     0         0
FIDELITY NATIONAL FINL INC       COMMON    316326107         13        374  SH       DEFINED     24               0     0       374
FIDELITY NATIONAL FINL INC       COMMON    316326107          2         54  SH       DEFINED     6               54     0         0
FIDELITY NATIONAL FINL INC       COMMON    316326107        183       5119  SH       DEFINED     8             5119     0         0
FIELDSTONE INVESTMENT CORP       COMMON    31659U300        432      29967  SH       DEFINED     1            29967     0         0
FIFTH THIRD BANCORP              COMMON    316773100      99453    2415675  SH       DEFINED     1          2415675     0         0
FIFTH THIRD BANCORP              COMMON    316773100      25995     631400  SH       DEFINED     1,2         631400     0         0
FIFTH THIRD BANCORP              COMMON    316773100       3461      84067  SH       DEFINED     15           83542     0       525
FIFTH THIRD BANCORP              COMMON    316773100       2643      64200  SH       DEFINED     2            64200     0         0
FIFTH THIRD BANCORP              COMMON    316773100       1817      44138  SH       DEFINED     24             488     0     43650
FIFTH THIRD BANCORP              COMMON    316773100          1         30  SH       DEFINED     4               30     0         0
FIFTH THIRD BANCORP              COMMON    316773100        411       9980  SH       DEFINED     6             9980     0         0
FIFTH THIRD BANCORP              COMMON    316773100        613      14887  SH       DEFINED     8            14887     0         0
FINLAY ENTERPRISES INC           COMMON    317884203         15       1200  SH       DEFINED     15             500     0       700
THE FINISH LINE CL A             COMMON    317923100       3052     161300  SH       DEFINED     1           161300     0         0
FIRST ACCEPTANCE CORP            COMMON    318457108         32       3400  SH       DEFINED     15            3400     0         0
FIRST ACCEPTANCE CORP            COMMON    318457108         79       8300  SH       DEFINED     5,15          8300     0         0
FIRST AMERICAN CORPORATION       COMMON    318522307        162       4045  SH       DEFINED     15            1160     0      2885
FIRST AMERICAN CORPORATION       COMMON    318522307        209       5200  SH       DEFINED     9             5200     0         0
FIRST AMERICAN CORPORATION       COMMON    318522307        706      17600  SH       DEFINED     15           16900     0       700
FIRST AMERICAN CORPORATION       COMMON    318522307        434      10800  SH       DEFINED     15,8         10800     0         0
FIRST AMERICAN CORPORATION       COMMON    318522307        126       3150  SH       DEFINED     24               0     0      3150
FIRST BANCORP/PUERTO RICO        COMMON    318672102       6231     155200  SH       DEFINED     15           88500     0     66700
FIRST BANCORP/PUERTO RICO        COMMON    318672102        124       3100  SH       DEFINED     15,14         3100     0         0
FIRST BANCORP/PUERTO RICO        COMMON    318672102       1995      49700  SH       DEFINED     5,15         49700     0         0
FIRST BANCORP/NC                 COMMON    318910106          7        300  SH       DEFINED     15             300     0         0
FIRST CHARTER CORP               COMMON    319439105        868      39500  SH       DEFINED     15           22400     0     17100
FIRST CHARTER CORP               COMMON    319439105         18        800  SH       DEFINED     15,14          800     0         0
FIRST CHARTER CORP               COMMON    319439105        281      12800  SH       DEFINED     5,15         12800     0         0
FIRST CITIZENS BCSHS  -CL A      COMMON    31946M103       1648      11400  SH       DEFINED     15            6300     0      5100
FIRST CITIZENS BCSHS  -CL A      COMMON    31946M103         29        200  SH       DEFINED     15,14          200     0         0
FIRST CITIZENS BCSHS  -CL A      COMMON    31946M103        578       4000  SH       DEFINED     5,15          4000     0         0
FIRST CITIZENS BCSHS  -CL A      COMMON    31946M103         87        600  SH       DEFINED     6              600     0         0
FIRST COMMUNITY BANCSHARES       COMMON    31983A103         20        600  SH       DEFINED     15             600     0         0
FIRST COMMUNITY BANCSHARES       COMMON    31983A103         52       1600  SH       DEFINED     5,15          1600     0         0
FIRST COMMUNITY BANCORP /CA      COMMON    31983B101        831      17500  SH       DEFINED     1            17500     0         0
FIRST COMMUNITY BANCORP /CA      COMMON    31983B101         29        600  SH       DEFINED     15             600     0         0
FIRST COMMUNITY BANCORP /CA      COMMON    31983B101         71       1500  SH       DEFINED     5,15          1500     0         0
FIRST DATA CORP                  COMMON    319963104     440347   10970280  SH       DEFINED     1         10970280     0         0
FIRST DATA CORP                  COMMON    319963104      27496     685000  SH       DEFINED     1,2         685000     0         0
FIRST DATA CORP                  COMMON    319963104        246       6140  SH       DEFINED     9,15          6140     0         0
FIRST DATA CORP                  COMMON    319963104      38161     950692  SH       DEFINED     15          521342     0    425440
FIRST DATA CORP                  COMMON    319963104        989      24630  SH       DEFINED     15,22        24630     0         0
FIRST DATA CORP                  COMMON    319963104       5636     140400  SH       DEFINED     2           140400     0         0
FIRST DATA CORP                  COMMON    319963104        458      11400  SH       DEFINED     2,14         11400     0         0
FIRST DATA CORP                  COMMON    319963104       1004      25000  SH       DEFINED     20           25000     0         0
FIRST DATA CORP                  COMMON    319963104       1895      47204  SH       DEFINED     24           10667     0     36537
FIRST DATA CORP                  COMMON    319963104      26812     667951  SH       DEFINED     4           667951     0         0
FIRST DATA CORP                  COMMON    319963104      22592     562831  SH       DEFINED     6           550531     0     12300
FIRST DATA CORP                  COMMON    319963104        161       4000  SH       DEFINED     7             4000     0         0
FIRST DATA CORP                  COMMON    319963104       1235      30756  SH       DEFINED     8            30756     0         0
FIRST FINANCIAL BANCORP          COMMON    320209109       1778      94100  SH       DEFINED     15           53900     0     40200
FIRST FINANCIAL BANCORP          COMMON    320209109         36       1900  SH       DEFINED     15,14         1900     0         0
FIRST FINANCIAL BANCORP          COMMON    320209109        665      35200  SH       DEFINED     5,15         35200     0         0
FIRST FINL BANKSHARES INC        COMMON    32020R109        403      11900  SH       DEFINED     1            11900     0         0
FIRST FINL BANKSHARES INC        COMMON    32020R109       1316      38902  SH       DEFINED     15           22200     0     16701
FIRST FINL BANKSHARES INC        COMMON    32020R109         27        800  SH       DEFINED     15,14          800     0         0
FIRST FINL BANKSHARES INC        COMMON    32020R109        508      15001  SH       DEFINED     5,15         15001     0         0
FIRST FINANCIAL CORP/INDIANA     COMMON    320218100         34       1200  SH       DEFINED     15            1200     0         0
FIRST FINANCIAL CORP/INDIANA     COMMON    320218100         86       3000  SH       DEFINED     5,15          3000     0         0
FIRST FINANCIAL HOLDINGS INC     COMMON    320239106        419      14000  SH       DEFINED     15            7700     0      6300
FIRST FINANCIAL HOLDINGS INC     COMMON    320239106          9        300  SH       DEFINED     15,14          300     0         0



                                                                                         
FIRST FINANCIAL HOLDINGS INC     COMMON    320239106        123       4100  SH       DEFINED     5,15          4100     0         0
FIRST HORIZON NATIONAL CORP      COMMON    320517105         65       1540  SH       DEFINED     15            1540     0         0
FIRST HORIZON NATIONAL CORP      COMMON    320517105       2163      51248  SH       DEFINED     15           47148     0      4100
FIRST HORIZON NATIONAL CORP      COMMON    320517105        739      17500  SH       DEFINED     15,8         17500     0         0
FIRST HORIZON NATIONAL CORP      COMMON    320517105         89       2100  SH       DEFINED     23            2100     0         0
FIRST HORIZON NATIONAL CORP      COMMON    320517105        582      13800  SH       DEFINED     6            12700  1100         0
FIRST HORIZON NATIONAL CORP      COMMON    320517105        325       7704  SH       DEFINED     8             7704     0         0
FIRST HORIZON PHARMACEUTICAL     COMMON    32051K106      10735     563800  SH       DEFINED     1           563800     0         0
FIRST HORIZON PHARMACEUTICAL     COMMON    32051K106       5082     266900  SH       DEFINED     15          140500     0    126400
FIRST HORIZON PHARMACEUTICAL     COMMON    32051K106        112       5900  SH       DEFINED     15,14         5900     0         0
FIRST HORIZON PHARMACEUTICAL     COMMON    32051K106       3406     178900  SH       DEFINED     2           178900     0         0
FIRST HORIZON PHARMACEUTICAL     COMMON    32051K106        832      43700  SH       DEFINED     5,15         43700     0         0
FIRST INDUSTRIAL REALTY TR       COMMON    32054K103      20381     510800  SH       DEFINED     15          482200     0     28600
FIRST INDUSTRIAL REALTY TR       COMMON    32054K103         48       1200  SH       DEFINED     6             1200     0         0
FIRST INDIANA CORP               COMMON    32054R108       1804      60800  SH       DEFINED     1            60800     0         0
FIRST INDIANA CORP               COMMON    32054R108       1638      55200  SH       DEFINED     15           30600     0     24600
FIRST INDIANA CORP               COMMON    32054R108         36       1200  SH       DEFINED     15,14         1200     0         0
FIRST INDIANA CORP               COMMON    32054R108        475      16000  SH       DEFINED     5,15         16000     0         0
FIRST LITCHFIELD FN CORP         COMMON    320724107         81       2902  SH       DEFINED     6             2902     0         0
FIRST MARBLEHEAD CORP            COMMON    320771108         51       1455  SH       DEFINED     24              85     0      1370
FIRST MARBLEHEAD CORP            COMMON    320771108       5000     142606  SH       DEFINED     6           142606     0         0
FIRST MIDWEST BANCORP INC/IL     COMMON    320867104       2649      75500  SH       DEFINED     15           42700     0     32800
FIRST MIDWEST BANCORP INC/IL     COMMON    320867104         53       1500  SH       DEFINED     15,14         1500     0         0
FIRST MIDWEST BANCORP INC/IL     COMMON    320867104         96       2732  SH       DEFINED     24               0     0      2732
FIRST MIDWEST BANCORP INC/IL     COMMON    320867104        852      24300  SH       DEFINED     5,15         24300     0         0
FIRST NIAGARA FINANCIAL          COMMON    33582V108       1204      82600  SH       DEFINED     1            82600     0         0
FIRST OAK BROOK BANCSHARES       COMMON    335847208         48       1686  SH       DEFINED     6             1686     0         0
FIRST POTOMAC REALTY TRUST       COMMON    33610F109         97       3900  SH       DEFINED     15            3900     0         0
FIRST POTOMAC REALTY TRUST       COMMON    33610F109       2574     103800  SH       DEFINED     15          103800     0         0
FIRST PLACE FINANCIAL /OHIO      COMMON    33610T109        502      25000  SH       DEFINED     15           14000     0     11000
FIRST PLACE FINANCIAL /OHIO      COMMON    33610T109         10        500  SH       DEFINED     15,14          500     0         0
FIRST PLACE FINANCIAL /OHIO      COMMON    33610T109        161       8000  SH       DEFINED     5,15          8000     0         0
FIRST REPUBLIC BANK              COMMON    336158100       1318      37300  SH       DEFINED     15           20300     0     17000
FIRST REPUBLIC BANK              COMMON    336158100         26        750  SH       DEFINED     15,14          750     0         0
FIRST REPUBLIC BANK              COMMON    336158100          4        100  SH       DEFINED     24               0     0       100
FIRST REPUBLIC BANK              COMMON    336158100        343       9700  SH       DEFINED     5,15          9700     0         0
1ST SOURCE CORP                  COMMON    336901103         34       1500  SH       DEFINED     15            1500     0         0
1ST SOURCE CORP                  COMMON    336901103         89       3900  SH       DEFINED     5,15          3900     0         0
FIRST UNITED CORP                COMMON    33741H107        200       9999  SH       DEFINED     15            9999     0         0
FIRSTSERVICE CORP                COMMON    33761N109       4098     203400  SH       DEFINED     1           203400     0         0
FIRSTSERVICE CORP                COMMON    33761N109      45538    2260100  SH       DEFINED     3          2260100     0         0
FISERV INC                       COMMON    337738108      36594     853197  SH       DEFINED     1           853197     0         0
FISERV INC                       COMMON    337738108      64335    1500000  SH       DEFINED     1,2        1500000     0         0
FISERV INC                       COMMON    337738108        797      18576  SH       DEFINED     15           18576     0         0
FISERV INC                       COMMON    337738108       1312      30600  SH       DEFINED     15,22        30600     0         0
FISERV INC                       COMMON    337738108      12079     281632  SH       DEFINED     2           281632     0         0
FISERV INC                       COMMON    337738108        363       8465  SH       DEFINED     24             585     0      7880
FISERV INC                       COMMON    337738108      13853     323000  SH       DEFINED     3           323000     0         0
FISERV INC                       COMMON    337738108      24424     569461  SH       DEFINED     6           569461     0         0
FISERV INC                       COMMON    337738108        310       7228  SH       DEFINED     8             7228     0         0
FIRSTFED FINANCIAL CORP          COMMON    337907109       8059     135200  SH       DEFINED     15           84100     0     51100
FIRSTFED FINANCIAL CORP          COMMON    337907109        143       2400  SH       DEFINED     15,14         2400     0         0
FIRSTFED FINANCIAL CORP          COMMON    337907109         60       1000  SH       DEFINED     24               0     0      1000
FIRSTFED FINANCIAL CORP          COMMON    337907109       2903      48700  SH       DEFINED     5,15         48700     0         0
FIRSTMERIT CORPORATION           COMMON    337915102        117       4500  SH       DEFINED     24               0     0      4500
FIRSTMERIT CORPORATION           COMMON    337915102         10        400  SH       DEFINED     6              400     0         0
FLAGSTAR BANCORP INC             COMMON    337930101          9        500  SH       DEFINED     24               0     0       500
FIRSTENERGY CORP                 COMMON    337932107      15458     321305  SH       DEFINED     15          320620     0       685
FIRSTENERGY CORP                 COMMON    337932107       1664      34579  SH       DEFINED     15           34179     0       400
FIRSTENERGY CORP                 COMMON    337932107        125       2600  SH       DEFINED     15,8          2600     0         0
FIRSTENERGY CORP                 COMMON    337932107        193       4014  SH       DEFINED     24            2185     0      1829
FIRSTENERGY CORP                 COMMON    337932107        223       4626  SH       DEFINED     6             3626  1000         0
FIRSTENERGY CORP                 COMMON    337932107        471       9798  SH       DEFINED     8             9798     0         0
FISHER SCIENTIFIC INTL           COMMON    338032204      94527    1456500  SH       DEFINED     1          1456500     0         0
FISHER SCIENTIFIC INTL           COMMON    338032204      43178     665300  SH       DEFINED     1,2         665300     0         0
FISHER SCIENTIFIC INTL           COMMON    338032204        344       5300  SH       DEFINED     11,2          5300     0         0
FISHER SCIENTIFIC INTL           COMMON    338032204        766      11803  SH       DEFINED     15           11803     0         0
FISHER SCIENTIFIC INTL           COMMON    338032204       4017      61900  SH       DEFINED     15,22        61900     0         0
FISHER SCIENTIFIC INTL           COMMON    338032204      13319     205220  SH       DEFINED     2           205220     0         0
FISHER SCIENTIFIC INTL           COMMON    338032204        162       2500  SH       DEFINED     20            2500     0         0
FISHER SCIENTIFIC INTL           COMMON    338032204          6         89  SH       DEFINED     24              89     0         0
FISHER SCIENTIFIC INTL           COMMON    338032204      11861     182764  SH       DEFINED     3           182764     0         0
FISHER SCIENTIFIC INTL           COMMON    338032204         10        149  SH       DEFINED     4              149     0         0
FISHER SCIENTIFIC INTL           COMMON    338032204        770      11860  SH       DEFINED     6            11860     0         0
FISHER SCIENTIFIC INTL           COMMON    338032204        244       3752  SH       DEFINED     8             3752     0         0
FIVE STAR QUALITY CARE INC       COMMON    33832D106          0         17  SH       DEFINED     24               0     0        17
FLEETWOOD ENTERPRISES            COMMON    339099103          1        100  SH       DEFINED     24               0     0       100
FLORIDA EAST COAST INDS-A        COMMON    340632108        238       5500  SH       DEFINED     6             3900  1600         0
FLORIDA ROCK INDS                COMMON    341140101       1467      20000  SH       DEFINED     1            20000     0         0
FLUOR CORP                       COMMON    343412102       1492      25900  SH       DEFINED     1            25900     0         0
FLUOR CORP                       COMMON    343412102        484       8407  SH       DEFINED     15            8407     0         0
FLUOR CORP                       COMMON    343412102         10        175  SH       DEFINED     24             175     0         0
FLUOR CORP                       COMMON    343412102        167       2906  SH       DEFINED     8             2906     0         0
FLOW INTL CORP                   COMMON    343468104       1072     167700  SH       DEFINED     15           89800     0     77900
FLOW INTL CORP                   COMMON    343468104         24       3700  SH       DEFINED     15,14         3700     0         0
FLOW INTL CORP                   COMMON    343468104        244      38200  SH       DEFINED     5,15         38200     0         0
FLOWERS FOODS INC                COMMON    343498101       8150     230500  SH       DEFINED     1           230500     0         0
FLOWSERVE CORPORATION            COMMON    34354P105         60       1975  SH       DEFINED     6              425   550      1000
FLUSHING FINANCIAL CORP          COMMON    343873105        778      42300  SH       DEFINED     15           23200     0     19100
FLUSHING FINANCIAL CORP          COMMON    343873105         15        800  SH       DEFINED     15,14          800     0         0
FLUSHING FINANCIAL CORP          COMMON    343873105        219      11900  SH       DEFINED     5,15         11900     0         0
FOMENTO ECONOMICO MEX ADR        COMMON    344419106       2746      46100  SH       DEFINED     9            46100     0         0
FOMENTO ECONOMICO MEX ADR        COMMON    344419106        363       6100  SH       DEFINED     9,15          6100     0         0



                                                                                         
FOMENTO ECONOMICO MEX ADR        COMMON    344419106        971      16300  SH       DEFINED     9,22         16300     0         0
FOMENTO ECONOMICO MEX ADR        COMMON    344419106       3848      64600  SH       DEFINED     12           61700     0         0
FOMENTO ECONOMICO MEX ADR        COMMON    344419106       1689      28357  SH       DEFINED     12,14        28357     0         0
FOMENTO ECONOMICO MEX ADR        COMMON    344419106       2573      43200  SH       DEFINED     15           43200     0         0
FOMENTO ECONOMICO MEX ADR        COMMON    344419106       7643     128300  SH       DEFINED     5,12        128300     0         0
FOOT LOCKER INC                  COMMON    344849104         14        500  SH       DEFINED     24               0     0       500
FOOT LOCKER INC                  COMMON    344849104          6        204  SH       DEFINED     4              204     0         0
FOOT LOCKER INC                  COMMON    344849104        300      11030  SH       DEFINED     6             6680  2400      1950
FOOT LOCKER INC                  COMMON    344849104         37       1341  SH       DEFINED     8             1341     0         0
FORD MOTOR COMPANY               COMMON    345370860        299      29214  SH       DEFINED     15           20880     0      8334
FORD MOTOR COMPANY               COMMON    345370860        244      23800  SH       DEFINED     9            23800     0         0
FORD MOTOR COMPANY               COMMON    345370860       1352     132000  SH       DEFINED     9,15        132000     0         0
FORD MOTOR COMPANY               COMMON    345370860      30585    2986817  SH       DEFINED     15         2669417     0    267300
FORD MOTOR COMPANY               COMMON    345370860        378      36900  SH       DEFINED     15,14        36900     0         0
FORD MOTOR COMPANY               COMMON    345370860       1883     183900  SH       DEFINED     15,8        183900     0         0
FORD MOTOR COMPANY               COMMON    345370860        468      45745  SH       DEFINED     23           45745     0         0
FORD MOTOR COMPANY               COMMON    345370860        286      27922  SH       DEFINED     24               0     0     27922
FORD MOTOR COMPANY               COMMON    345370860        830      81100  SH       DEFINED     5,15         81100     0         0
FORD MOTOR COMPANY               COMMON    345370860         90       8822  SH       DEFINED     6             8822     0         0
FORD MOTOR COMPANY               COMMON    345370860       1048     102298  SH       DEFINED     8           102298     0         0
FORD MOTOR COMPANY               COMMON    345370860         33       3226  SH       DEFINED     8,10          3226     0         0
FORD MOTOR CO CAP TR II CVP 6.   CONVERT   345395206          2         55  SH       DEFINED     24               0     0        55
FORDING CANADA COAL TRUST        COMMON    345425102       1978      21600  SH       DEFINED     1            21600     0         0
FORDING CANADA COAL TRUST        COMMON    345425102      23491     256500  SH       DEFINED     1,3         256500     0         0
FORDING CANADA COAL TRUST        COMMON    345425102        311       3400  SH       DEFINED     2             3400     0         0
FOREST LABORATORIES INC          COMMON    345838106     143007    3681000  SH       DEFINED     1          3681000     0         0
FOREST LABORATORIES INC          COMMON    345838106      34343     884000  SH       DEFINED     1,2         884000     0         0
FOREST LABORATORIES INC          COMMON    345838106        155       4000  SH       DEFINED     1,3           4000     0         0
FOREST LABORATORIES INC          COMMON    345838106       2809      72296  SH       DEFINED     15           72096     0       200
FOREST LABORATORIES INC          COMMON    345838106       3100      79800  SH       DEFINED     15,22        79800     0         0
FOREST LABORATORIES INC          COMMON    345838106       7964     205000  SH       DEFINED     2           205000     0         0
FOREST LABORATORIES INC          COMMON    345838106        148       3800  SH       DEFINED     20            3800     0         0
FOREST LABORATORIES INC          COMMON    345838106        182       4680  SH       DEFINED     24               0     0      4680
FOREST LABORATORIES INC          COMMON    345838106       5167     133000  SH       DEFINED     3           133000     0         0
FOREST LABORATORIES INC          COMMON    345838106      44722    1151138  SH       DEFINED     4          1151138     0         0
FOREST LABORATORIES INC          COMMON    345838106        303       7800  SH       DEFINED     5,2           7800     0         0
FOREST LABORATORIES INC          COMMON    345838106         50       1298  SH       DEFINED     6             1298     0         0
FOREST OIL CORP                  COMMON    346091705         10        240  SH       DEFINED     15             240     0         0
FOREST OIL CORP                  COMMON    346091705      13356     318000  SH       DEFINED     15          274300     0     27100
FOREST OIL CORP                  COMMON    346091705        113       2700  SH       DEFINED     5,15          2700     0         0
FOREST OIL CORP                  COMMON    346091705         38        900  SH       DEFINED     6                0     0       900
FORMFACTOR INC                   COMMON    346375108      13501     511000  SH       DEFINED     1           511000     0         0
FORMFACTOR INC                   COMMON    346375108       4249     160840  SH       DEFINED     2           160840     0         0
FORRESTER RESEARCH INC           COMMON    346563109        587      32900  SH       DEFINED     15           23100     0      9800
FORRESTER RESEARCH INC           COMMON    346563109          9        500  SH       DEFINED     15,14          500     0         0
FORRESTER RESEARCH INC           COMMON    346563109         45       2500  SH       DEFINED     5,15          2500     0         0
FORTUNE BRANDS INC               COMMON    349631101      99899    1124990  SH       DEFINED     1          1124990     0         0
FORTUNE BRANDS INC               COMMON    349631101      31080     350000  SH       DEFINED     1,2         350000     0         0
FORTUNE BRANDS INC               COMMON    349631101        890      10020  SH       DEFINED     9,15         10020     0         0
FORTUNE BRANDS INC               COMMON    349631101       4710      53044  SH       DEFINED     15           47244     0      5800
FORTUNE BRANDS INC               COMMON    349631101        746       8400  SH       DEFINED     15,8          8400     0         0
FORTUNE BRANDS INC               COMMON    349631101      14892     167700  SH       DEFINED     2           165000     0      2700
FORTUNE BRANDS INC               COMMON    349631101       1089      12267  SH       DEFINED     23           12267     0         0
FORTUNE BRANDS INC               COMMON    349631101        533       6003  SH       DEFINED     24            1105     0      4898
FORTUNE BRANDS INC               COMMON    349631101         89        997  SH       DEFINED     4              997     0         0
FORTUNE BRANDS INC               COMMON    349631101      13990     157545  SH       DEFINED     6           157045   500         0
FORTUNE BRANDS INC               COMMON    349631101        491       5534  SH       DEFINED     8             5534     0         0
FORWARD AIR CORP                 COMMON    349853101      12620     446400  SH       DEFINED     1           446400     0         0
FORWARD AIR CORP                 COMMON    349853101        390      13800  SH       DEFINED     15           13800     0         0
FORWARD AIR CORP                 COMMON    349853101       3965     140250  SH       DEFINED     2           140250     0         0
FORWARD AIR CORP                 COMMON    349853101        170       6000  SH       DEFINED     6             6000     0         0
FOSSIL INC                       COMMON    349882100      13450     592500  SH       DEFINED     1           592500     0         0
FOSSIL INC                       COMMON    349882100        631      27800  SH       DEFINED     2            27800     0         0
FOUR SEASONS CVT(FSHCN) 1.875    CONVERT   35100EAE4      10913   10000000  SH       DEFINED     15         1450000     0   8550000
FRANKLIN BANK CORP-HOUSTON T     COMMON    352451108       4699     250500  SH       DEFINED     1           250500     0         0
FRANKLIN RESOURCES INC           COMMON    354613101      39939     518820  SH       DEFINED     1           518700     0       120
FRANKLIN RESOURCES INC           COMMON    354613101      23094     300000  SH       DEFINED     1,2         300000     0         0
FRANKLIN RESOURCES INC           COMMON    354613101       1643      21347  SH       DEFINED     15           21219     0       128
FRANKLIN RESOURCES INC           COMMON    354613101      12525     162700  SH       DEFINED     2           162700     0         0
FRANKLIN RESOURCES INC           COMMON    354613101         67        867  SH       DEFINED     24               0     0       867
FRANKLIN RESOURCES INC           COMMON    354613101        140       1823  SH       DEFINED     6             1823     0         0
FRANKLIN RESOURCES INC           COMMON    354613101        415       5392  SH       DEFINED     8             5392     0         0
FREEPORT-MCMORAN COPPER CL B     COMMON    35671D857       7497     200240  SH       DEFINED     1           200240     0         0
FREEPORT-MCMORAN COPPER CL B     COMMON    35671D857        829      22130  SH       DEFINED     15           21930     0       200
FREEPORT-MCMORAN COPPER CL B     COMMON    35671D857        165       4400  SH       DEFINED     15,8          4400     0         0
FREEPORT-MCMORAN COPPER CL B     COMMON    35671D857       1797      48000  SH       DEFINED     2            48000     0         0
FREEPORT-MCMORAN COPPER CL B     COMMON    35671D857        181       4822  SH       DEFINED     24               0     0      4822
FREEPORT-MCMORAN COPPER CL B     COMMON    35671D857       1206      32200  SH       DEFINED     6            32200     0         0
FREEPORT-MCMORAN COPPER CL B     COMMON    35671D857        252       6742  SH       DEFINED     8             6742     0         0
FREESCALE SEMICONDUCTOR-A        COMMON    35687M107       6223     296200  SH       DEFINED     1           296200     0         0
FREESCALE SEMICONDUCTOR-B        COMMON    35687M206       8784     414740  SH       DEFINED     1           414740     0         0
FREESCALE SEMICONDUCTOR-B        COMMON    35687M206        322      15200  SH       DEFINED     9            15200     0         0
FREESCALE SEMICONDUCTOR-B        COMMON    35687M206       1368      64600  SH       DEFINED     9,15         64600     0         0
FREESCALE SEMICONDUCTOR-B        COMMON    35687M206        212      10000  SH       DEFINED     11,8         10000     0         0
FREESCALE SEMICONDUCTOR-B        COMMON    35687M206      31261    1475973  SH       DEFINED     15         1263173     0    170800
FREESCALE SEMICONDUCTOR-B        COMMON    35687M206        152       7200  SH       DEFINED     15,14         7200     0         0
FREESCALE SEMICONDUCTOR-B        COMMON    35687M206       1821      86000  SH       DEFINED     15,8         86000     0         0
FREESCALE SEMICONDUCTOR-B        COMMON    35687M206        388      18327  SH       DEFINED     20           18327     0         0
FREESCALE SEMICONDUCTOR-B        COMMON    35687M206        170       8025  SH       DEFINED     23            8025     0         0
FREESCALE SEMICONDUCTOR-B        COMMON    35687M206         40       1901  SH       DEFINED     24               0     0      1901
FREESCALE SEMICONDUCTOR-B        COMMON    35687M206          1         26  SH       DEFINED     4               26     0         0
FREESCALE SEMICONDUCTOR-B        COMMON    35687M206        832      39300  SH       DEFINED     5,15         39300     0         0
FREESCALE SEMICONDUCTOR-B        COMMON    35687M206         25       1182  SH       DEFINED     6             1182     0         0



                                                                                         
FREESCALE SEMICONDUCTOR-B        COMMON    35687M206       1692      79877  SH       DEFINED     8            79877     0         0
FREESCALE SEMICONDUCTOR-B        COMMON    35687M206        122       5779  SH       DEFINED     8,10          5779     0         0
FREESCALE SEMICONDUCTOR-B        COMMON    35687M206        182       8601  SH       DEFINED     8,13          8601     0         0
FREMONT GENERAL CORP             COMMON    357288109       3907     160600  SH       DEFINED     1           160600     0         0
FREMONT GENERAL CORP             COMMON    357288109       2068      85000  SH       DEFINED     1,3          85000     0         0
FREMONT GENERAL CORP             COMMON    357288109         95       3900  SH       DEFINED     9,7           3900     0         0
FREMONT GENERAL CORP             COMMON    357288109        693      28500  SH       DEFINED     9,2          28500     0         0
FREMONT GENERAL CORP             COMMON    357288109       4975     204500  SH       DEFINED     15          121000     0     83500
FREMONT GENERAL CORP             COMMON    357288109         95       3900  SH       DEFINED     15,14         3900     0         0
FREMONT GENERAL CORP             COMMON    357288109        830      34100  SH       DEFINED     2            34100     0         0
FREMONT GENERAL CORP             COMMON    357288109        925      38000  SH       DEFINED     5,15         38000     0         0
FRESENIUS MEDICAL CARE ADR       COMMON    358029106        269       9458  SH       DEFINED     24               0     0      9458
FRONTIER FINANCIAL CORP          COMMON    35907K105       1312      51950  SH       DEFINED     15           28700     0     23250
FRONTIER FINANCIAL CORP          COMMON    35907K105         27       1050  SH       DEFINED     15,14         1050     0         0
FRONTIER FINANCIAL CORP          COMMON    35907K105        369      14600  SH       DEFINED     5,15         14600     0         0
FRONTIER OIL CORP                COMMON    35914P105         29       1000  SH       DEFINED     24               0     0      1000
FRONTIER OIL CORP                COMMON    35914P105          9        300  SH       DEFINED     6              300     0         0
FUJI PHOTO FILM COMPANY LTD AD   COMMON    359586302      32126     985770  SH       DEFINED     12          944080     0     41690
FUJI PHOTO FILM COMPANY LTD AD   COMMON    359586302          0          0  SH       DEFINED     12,14            0     0         0
FUJI PHOTO FILM COMPANY LTD AD   COMMON    359586302      63046    1934516  SH       DEFINED     15         1875773     0     58743
H.B. FULLER CO                   COMMON    359694106          2         58  SH       DEFINED     6               58     0         0
FULTON FIN CORP                  COMMON    360271100        638      35417  SH       DEFINED     24               0     0     35417
G & K SERVICES INC CL A          COMMON    361268105       3150      83500  SH       DEFINED     1            83500     0         0
GATX CORP                        COMMON    361448103       8735     253200  SH       DEFINED     1           253200     0         0
GATX CORP                        COMMON    361448103         97       2800  SH       DEFINED     6             2175   225       400
GB&T BANCSHARES INC              COMMON    361462104          9        375  SH       DEFINED     6              375     0         0
THE GEO GROUP INC                COMMON    36159R103       2174      86800  SH       DEFINED     15           47200     0     39600
THE GEO GROUP INC                COMMON    36159R103         45       1800  SH       DEFINED     15,14         1800     0         0
THE GEO GROUP INC                COMMON    36159R103        569      22700  SH       DEFINED     5,15         22700     0         0
GMH COMMUNITIES TRUST            COMMON    36188G102         71       5100  SH       DEFINED     15            5100     0         0
GMH COMMUNITIES TRUST            COMMON    36188G102       7575     546900  SH       DEFINED     15          526900     0     20000
GSI COMMERCE INC                 COMMON    36238G102          2        110  SH       DEFINED     6              110     0         0
GABELLI EQUITY TRUST CEF         COMMON    362397101        108      12000  SH       DEFINED     24               0     0     12000
GABLES RESIDENTIAL TRUST         COMMON    362418105       4003      92600  SH       DEFINED     15           82300     0     10300
GABLES RESIDENTIAL TRUST         COMMON    362418105          8        180  SH       DEFINED     6              180     0         0
MRK-PFE (GS) CVT 144A 1.0 01-1   CONVERT   36293AAA5      27489   30000000  SH       DEFINED     15         4450000     0  25550000
GALLAGHER (ARTHUR J.) & CO       COMMON    363576109      72143    2659150  SH       DEFINED     3          2659150     0         0
GAMESTOP CORP CL A               COMMON    36466R101      12819     391900  SH       DEFINED     1           391900     0         0
GAMESTOP CORP CL A               COMMON    36466R101       4138     126510  SH       DEFINED     2           126510     0         0
GAMESTOP CORP CL A               COMMON    36466R101         29        900  SH       DEFINED     24               0     0       900
GAMESTOP CORP-CL B               COMMON    36466R200          8        254  SH       DEFINED     24               0     0       254
GANDALF TECHNOLOGIES INC         COMMON    364717108          0       5000  SH       DEFINED     24               0     0      5000
GANDER MOUNTAIN CO               COMMON    36471P108       1586     139100  SH       DEFINED     1           139100     0         0
GANNETT CO                       COMMON    364730101     136714    1922030  SH       DEFINED     1          1770880     0    151150
GANNETT CO                       COMMON    364730101      46718     656800  SH       DEFINED     1,2         656800     0         0
GANNETT CO                       COMMON    364730101       2098      29500  SH       DEFINED     9,15         29500     0         0
GANNETT CO                       COMMON    364730101        621       8730  SH       DEFINED     12            8730     0         0
GANNETT CO                       COMMON    364730101        208       2925  SH       DEFINED     12,14         2925     0         0
GANNETT CO                       COMMON    364730101      13201     185586  SH       DEFINED     15          182110     0      2816
GANNETT CO                       COMMON    364730101       1361      19130  SH       DEFINED     15,14        19130     0         0
GANNETT CO                       COMMON    364730101         78       1100  SH       DEFINED     15,8          1100     0         0
GANNETT CO                       COMMON    364730101        632       8880  SH       DEFINED     2             8880     0         0
GANNETT CO                       COMMON    364730101        500       7025  SH       DEFINED     23            7025     0         0
GANNETT CO                       COMMON    364730101       2369      33310  SH       DEFINED     24            5369     0     27941
GANNETT CO                       COMMON    364730101      57096     802700  SH       DEFINED     3           802700     0         0
GANNETT CO                       COMMON    364730101          1         16  SH       DEFINED     4               16     0         0
GANNETT CO                       COMMON    364730101        320       4500  SH       DEFINED     5,15             0     0      4500
GANNETT CO                       COMMON    364730101        906      12735  SH       DEFINED     6            12735     0         0
GANNETT CO                       COMMON    364730101        685       9624  SH       DEFINED     8             9624     0         0
GAP INC                          COMMON    364760108     245802   12445650  SH       DEFINED     1         11700650     0    745000
GAP INC                          COMMON    364760108       2473     125200  SH       DEFINED     9,15        125200     0         0
GAP INC                          COMMON    364760108        754      38200  SH       DEFINED     12           38200     0         0
GAP INC                          COMMON    364760108        252      12750  SH       DEFINED     12,14        12750     0         0
GAP INC                          COMMON    364760108      22018    1114860  SH       DEFINED     15         1081232     0     29923
GAP INC                          COMMON    364760108        845      42800  SH       DEFINED     15,8         42800     0         0
GAP INC                          COMMON    364760108       3092     156550  SH       DEFINED     2           156550     0         0
GAP INC                          COMMON    364760108        261      13200  SH       DEFINED     2,14         13200     0         0
GAP INC                          COMMON    364760108        557      28179  SH       DEFINED     23           28179     0         0
GAP INC                          COMMON    364760108        240      12135  SH       DEFINED     24               0     0     12135
GAP INC                          COMMON    364760108      17641     893199  SH       DEFINED     4           893199     0         0
GAP INC                          COMMON    364760108        514      26020  SH       DEFINED     5,15             0     0     26020
GAP INC                          COMMON    364760108         26       1329  SH       DEFINED     6             1329     0         0
GAP INC                          COMMON    364760108        438      22154  SH       DEFINED     8            22154     0         0
GAMMON LAKE RESOURCES INC        COMMON    364915108       4038     600000  SH       DEFINED     1           600000     0         0
GAMMON LAKE RESOURCES INC        COMMON    364915108        909     135000  SH       DEFINED     2           135000     0         0
GAMMON LAKE RESOURCES INC        COMMON    364915108         34       5000  SH       DEFINED     6             5000     0         0
GARDNER DENVER INC               COMMON    365558105         74       2100  SH       DEFINED     6             1525   200       375
GATEWAY INC                      COMMON    367626108         95      28838  SH       DEFINED     15           28838     0         0
GEAC COMPUTER CORP LTD           COMMON    368289104       7940     912300  SH       DEFINED     1,3         912300     0         0
GEAC COMPUTER CORP LTD           COMMON    368289104        155      17800  SH       DEFINED     2            17800     0         0
GEN PROBE INC                    COMMON    36866T103      38574    1064700  SH       DEFINED     1          1064700     0         0
GEN PROBE INC                    COMMON    36866T103        301       8300  SH       DEFINED     11,2          8300     0         0
GEN PROBE INC                    COMMON    36866T103        105       2900  SH       DEFINED     15               0     0      2900
GEN PROBE INC                    COMMON    36866T103         40       1100  SH       DEFINED     15,22         1100     0         0
GEN PROBE INC                    COMMON    36866T103       5400     149040  SH       DEFINED     2           145640     0      3400
GEMSTAR TV GUIDE INTERNATIONAL   COMMON    36866W106         20       5660  SH       DEFINED     15               0     0      5660
GEMSTAR TV GUIDE INTERNATIONAL   COMMON    36866W106         45      12600  SH       DEFINED     15           12600     0         0
GEMSTAR TV GUIDE INTERNATIONAL   COMMON    36866W106        140      38957  SH       DEFINED     6            38957     0         0
GENENTECH INC                    COMMON    368710406      27928     347880  SH       DEFINED     1           347880     0         0
GENENTECH INC                    COMMON    368710406       1284      16000  SH       DEFINED     1,3          16000     0         0
GENENTECH INC                    COMMON    368710406        249       3100  SH       DEFINED     9             3100     0         0
GENENTECH INC                    COMMON    368710406       3571      44480  SH       DEFINED     9,15         44480     0         0
GENENTECH INC                    COMMON    368710406        434       5400  SH       DEFINED     9,2           5400     0         0



                                                                                         
GENENTECH INC                    COMMON    368710406       1573      19600  SH       DEFINED     11,2         19600     0         0
GENENTECH INC                    COMMON    368710406      81314    1012884  SH       DEFINED     15          603784     0    405530
GENENTECH INC                    COMMON    368710406        385       4800  SH       DEFINED     15,14         4800     0         0
GENENTECH INC                    COMMON    368710406       1802      22450  SH       DEFINED     15,22        22450     0         0
GENENTECH INC                    COMMON    368710406       1132      14100  SH       DEFINED     15,8         14100     0         0
GENENTECH INC                    COMMON    368710406      11458     142720  SH       DEFINED     2           142720     0         0
GENENTECH INC                    COMMON    368710406         87       1087  SH       DEFINED     23            1087     0         0
GENENTECH INC                    COMMON    368710406       6717      83675  SH       DEFINED     24            5135     0     78540
GENENTECH INC                    COMMON    368710406       1646      20500  SH       DEFINED     5,15         20500     0         0
GENENTECH INC                    COMMON    368710406       1245      15505  SH       DEFINED     6             7505     0      8000
GENENTECH INC                    COMMON    368710406       1942      24191  SH       DEFINED     8            24191     0         0
GENENTECH INC                    COMMON    368710406         81       1003  SH       DEFINED     8,10          1003     0         0
GENERAL AMERICAN INVESTORS CF    COMMON    368802104         49       1534  SH       DEFINED     6             1534     0         0
GENERAL DYNAMICS CORP            COMMON    369550108       6212      56710  SH       DEFINED     1            56710     0         0
GENERAL DYNAMICS CORP            COMMON    369550108       3073      28050  SH       DEFINED     9,15         28050     0         0
GENERAL DYNAMICS CORP            COMMON    369550108      20077     183281  SH       DEFINED     15          167466     0     15355
GENERAL DYNAMICS CORP            COMMON    369550108       3111      28400  SH       DEFINED     15,8         28400     0         0
GENERAL DYNAMICS CORP            COMMON    369550108       2491      22740  SH       DEFINED     2            22740     0         0
GENERAL DYNAMICS CORP            COMMON    369550108        420       3835  SH       DEFINED     23            3835     0         0
GENERAL DYNAMICS CORP            COMMON    369550108       1231      11239  SH       DEFINED     24           10100     0      1139
GENERAL DYNAMICS CORP            COMMON    369550108         46        420  SH       DEFINED     4              420     0         0
GENERAL DYNAMICS CORP            COMMON    369550108        353       3225  SH       DEFINED     5,15             0     0      3225
GENERAL DYNAMICS CORP            COMMON    369550108        656       5992  SH       DEFINED     6             5992     0         0
GENERAL DYNAMICS CORP            COMMON    369550108       1689      15422  SH       DEFINED     8            15422     0         0
GENERAL DYNAMICS CORP            COMMON    369550108         91        835  SH       DEFINED     8,10           835     0         0
GENERAL ELECTRIC CO              COMMON    369604103     336829    9720905  SH       DEFINED     1          8377340     0   1343565
GENERAL ELECTRIC CO              COMMON    369604103      77360    2232600  SH       DEFINED     1,2        2232600     0         0
GENERAL ELECTRIC CO              COMMON    369604103      47386    1367569  SH       DEFINED     9          1367569     0         0
GENERAL ELECTRIC CO              COMMON    369604103      33811     975780  SH       DEFINED     9,15        975780     0         0
GENERAL ELECTRIC CO              COMMON    369604103       1878      54210  SH       DEFINED     11,8         54210     0         0
GENERAL ELECTRIC CO              COMMON    369604103       2021      58325  SH       DEFINED     12           58325     0         0
GENERAL ELECTRIC CO              COMMON    369604103        704      20310  SH       DEFINED     12,14        20310     0         0
GENERAL ELECTRIC CO              COMMON    369604103     341702    9861539  SH       DEFINED     15         7821443     0   2022236
GENERAL ELECTRIC CO              COMMON    369604103       2453      70800  SH       DEFINED     15,14        70800     0         0
GENERAL ELECTRIC CO              COMMON    369604103       2953      85230  SH       DEFINED     15,22        85230     0         0
GENERAL ELECTRIC CO              COMMON    369604103      20887     602800  SH       DEFINED     15,8        602800     0         0
GENERAL ELECTRIC CO              COMMON    369604103      39515    1140410  SH       DEFINED     2          1140410     0         0
GENERAL ELECTRIC CO              COMMON    369604103       8251     238133  SH       DEFINED     23          238133     0         0
GENERAL ELECTRIC CO              COMMON    369604103     156358    4512510  SH       DEFINED     24          817701     0   3694809
GENERAL ELECTRIC CO              COMMON    369604103      23381     674768  SH       DEFINED     3           674768     0         0
GENERAL ELECTRIC CO              COMMON    369604103          1         43  SH       DEFINED     4               43     0         0
GENERAL ELECTRIC CO              COMMON    369604103       8133     234708  SH       DEFINED     5,15        205200     0     29508
GENERAL ELECTRIC CO              COMMON    369604103      78198    2256796  SH       DEFINED     6          2256796     0         0
GENERAL ELECTRIC CO              COMMON    369604103        644      18600  SH       DEFINED     7            18600     0         0
GENERAL ELECTRIC CO              COMMON    369604103      19521     563388  SH       DEFINED     8           563388     0         0
GENERAL ELECTRIC CO              COMMON    369604103        192       5539  SH       DEFINED     8,10          5539     0         0
GENERAL ELECTRIC CO              COMMON    369604103       1584      45709  SH       DEFINED     8,13         45709     0         0
GENERAL GROWTH PROPERTIES        COMMON    370021107       5527     134500  SH       DEFINED     15          134500     0         0
GENERAL GROWTH PROPERTIES        COMMON    370021107     337995    8225731  SH       DEFINED     15         6195106     0   1866825
GENERAL GROWTH PROPERTIES        COMMON    370021107        244       5940  SH       DEFINED     24             240     0      5700
GENERAL GROWTH PROPERTIES        COMMON    370021107      24843     604603  SH       DEFINED     5,15        604603     0         0
GENERAL GROWTH PROPERTIES        COMMON    370021107       1867      45431  SH       DEFINED     6            45431     0         0
GENERAL MILLS INC                COMMON    370334104     107939    2306880  SH       DEFINED     1          2306880     0         0
GENERAL MILLS INC                COMMON    370334104      49176    1051000  SH       DEFINED     1,2        1051000     0         0
GENERAL MILLS INC                COMMON    370334104         75       1600  SH       DEFINED     9             1600     0         0
GENERAL MILLS INC                COMMON    370334104       3238      69200  SH       DEFINED     9,15         69200     0         0
GENERAL MILLS INC                COMMON    370334104      18158     388085  SH       DEFINED     15          351185     0     36900
GENERAL MILLS INC                COMMON    370334104        117       2500  SH       DEFINED     15,14         2500     0         0
GENERAL MILLS INC                COMMON    370334104       2676      57200  SH       DEFINED     15,8         57200     0         0
GENERAL MILLS INC                COMMON    370334104        646      13800  SH       DEFINED     2            13800     0         0
GENERAL MILLS INC                COMMON    370334104         23        489  SH       DEFINED     23             489     0         0
GENERAL MILLS INC                COMMON    370334104       1100      23517  SH       DEFINED     24            7800     0     15717
GENERAL MILLS INC                COMMON    370334104          3         73  SH       DEFINED     4               73     0         0
GENERAL MILLS INC                COMMON    370334104        370       7900  SH       DEFINED     5,15          7900     0         0
GENERAL MILLS INC                COMMON    370334104       1390      29716  SH       DEFINED     6            29716     0         0
GENERAL MILLS INC                COMMON    370334104        427       9121  SH       DEFINED     8             9121     0         0
GENERAL MILLS INC CVT(GIS) 0.0   CONVERT   370334AT1      22049   31275000  SH       DEFINED     15         4150000     0  27125000
GENERAL MILLS INC CVT(GIS) 0.0   CONVERT   370334AU8       1763    2500000  SH       DEFINED     15          475000     0   2025000
GENERAL MOTORS CORP              COMMON    370442105       2729      80264  SH       DEFINED     15           80264     0         0
GENERAL MOTORS CORP              COMMON    370442105        255       7499  SH       DEFINED     24             773     0      6726
GENERAL MOTORS CORP              COMMON    370442105        142       4169  SH       DEFINED     6             4169     0         0
GENERAL MOTORS CORP              COMMON    370442105        490      14420  SH       DEFINED     8            14420     0         0
GENERAL MOTORS CVT SERIES B SR   CONVERT   370442733         16        850  SH       DEFINED     24               0     0       850
GENERAL MOTORS CORP-CVP(GM) 4.   CONVERT   370442741          2         65  SH       DEFINED     24               0     0        65
GENESCO INC                      COMMON    371532102      15062     406100  SH       DEFINED     1           406100     0         0
GENESCO INC                      COMMON    371532102       2411      65000  SH       DEFINED     1,3          65000     0         0
GENESCO INC                      COMMON    371532102         82       2200  SH       DEFINED     9,7           2200     0         0
GENESCO INC                      COMMON    371532102        816      22000  SH       DEFINED     9,2          22000     0         0
GENESCO INC                      COMMON    371532102       3991     107600  SH       DEFINED     15           61600     0     46000
GENESCO INC                      COMMON    371532102         82       2200  SH       DEFINED     15,14         2200     0         0
GENESCO INC                      COMMON    371532102        716      19300  SH       DEFINED     2            19300     0         0
GENESCO INC                      COMMON    371532102        838      22600  SH       DEFINED     5,15         22600     0         0
GENESIS MICROCHIP INC            COMMON    37184C103       2603     141000  SH       DEFINED     15           75600     0     65400
GENESIS MICROCHIP INC            COMMON    37184C103         57       3100  SH       DEFINED     15,14         3100     0         0
GENESIS MICROCHIP INC            COMMON    37184C103        602      32600  SH       DEFINED     5,15         32600     0         0
GENESIS HEALTHCARE CORP          COMMON    37184D101       3957      85500  SH       DEFINED     1            85500     0         0
GENESIS HEALTHCARE CORP          COMMON    37184D101         51       1100  SH       DEFINED     15            1100     0         0
GENTEX CORP                      COMMON    371901109         87       4800  SH       DEFINED     24            4800     0         0
GENTEX CORP                      COMMON    371901109         25       1400  SH       DEFINED     6             1400     0         0
GENITOPE CORP                    COMMON    37229P507          6        500  SH       DEFINED     24               0     0       500
GENLYTE GROUP INC                COMMON    372302109       3702      75962  SH       DEFINED     15           45262     0     30700
GENLYTE GROUP INC                COMMON    372302109         73       1500  SH       DEFINED     15,14         1500     0         0
GENLYTE GROUP INC                COMMON    372302109        614      12600  SH       DEFINED     5,15         12600     0         0



                                                                                         
GENTA INC                        COMMON    37245M207          0        150  SH       DEFINED     24               0     0       150
GENUINE PARTS CO                 COMMON    372460105      41850    1018500  SH       DEFINED     1          1018500     0         0
GENUINE PARTS CO                 COMMON    372460105        107       2600  SH       DEFINED     1,3           2600     0         0
GENUINE PARTS CO                 COMMON    372460105        695      16912  SH       DEFINED     15           16912     0         0
GENUINE PARTS CO                 COMMON    372460105       4314     105000  SH       DEFINED     2           105000     0         0
GENUINE PARTS CO                 COMMON    372460105         85       2075  SH       DEFINED     24               0     0      2075
GENUINE PARTS CO                 COMMON    372460105        214       5200  SH       DEFINED     5,2           5200     0         0
GENUINE PARTS CO                 COMMON    372460105        868      21121  SH       DEFINED     6            21121     0         0
GENUINE PARTS CO                 COMMON    372460105        285       6926  SH       DEFINED     8             6926     0         0
GENTIVA HEALTH SERVICES          COMMON    37247A102       2783     155800  SH       DEFINED     1           155800     0         0
GENWORTH FINANCIAL INC CL-A      COMMON    37247D106     193678    6406800  SH       DEFINED     1          6406800     0         0
GENWORTH FINANCIAL INC CL-A      COMMON    37247D106         30       1000  SH       DEFINED     15             600     0       400
GENWORTH FINANCIAL INC CL-A      COMMON    37247D106      13386     442800  SH       DEFINED     2           442800     0         0
GENWORTH FINANCIAL INC CL-A      COMMON    37247D106        287       9500  SH       DEFINED     2,14          9500     0         0
GENZYME CORP - GENL DIVISION     COMMON    372917104      49063     816500  SH       DEFINED     1           816500     0         0
GENZYME CORP - GENL DIVISION     COMMON    372917104       1082      18000  SH       DEFINED     11,2         18000     0         0
GENZYME CORP - GENL DIVISION     COMMON    372917104       2282      37973  SH       DEFINED     15           29173     0      8800
GENZYME CORP - GENL DIVISION     COMMON    372917104       1815      30200  SH       DEFINED     15,22        30200     0         0
GENZYME CORP - GENL DIVISION     COMMON    372917104        168       2800  SH       DEFINED     15,8          2800     0         0
GENZYME CORP - GENL DIVISION     COMMON    372917104        511       8500  SH       DEFINED     2                0     0      8500
GENZYME CORP - GENL DIVISION     COMMON    372917104         32        535  SH       DEFINED     24               0     0       535
GENZYME CORP - GENL DIVISION     COMMON    372917104      11736     195300  SH       DEFINED     3           195300     0         0
GENZYME CORP - GENL DIVISION     COMMON    372917104          9        150  SH       DEFINED     4              150     0         0
GENZYME CORP - GENL DIVISION     COMMON    372917104        207       3452  SH       DEFINED     6             3452     0         0
GENZYME CORP - GENL DIVISION     COMMON    372917104        437       7279  SH       DEFINED     8             7279     0         0
GENZYME CO CVT(GENZ) 144A 1.25   CONVERT   372917AM6      13436   12950000  SH       DEFINED     15         2175000     0  10775000
GENZYME CORP CVT(GENZ) 1.25 12   CONVERT   372917AN4       5188    5000000  SH       DEFINED     15          500000     0   4500000
GEORGIA GULF CORP                COMMON    373200203      14120     454740  SH       DEFINED     1           454740     0         0
GEORGIA GULF CORP                COMMON    373200203       2301      74100  SH       DEFINED     15           65700     0      5300
GEORGIA GULF CORP                COMMON    373200203        146       4700  SH       DEFINED     15,8          4700     0         0
GEORGIA GULF CORP                COMMON    373200203         16        500  SH       DEFINED     5,15           500     0         0
GEORGIA GULF CORP                COMMON    373200203      12392     399100  SH       DEFINED     6           397700   500       900
GEORGIA-PAC (GEORGIA-PAC GP)     COMMON    373298108     120949    3803420  SH       DEFINED     1          3803420     0         0
GEORGIA-PAC (GEORGIA-PAC GP)     COMMON    373298108      34567    1087000  SH       DEFINED     1,2        1087000     0         0
GEORGIA-PAC (GEORGIA-PAC GP)     COMMON    373298108       4328     136100  SH       DEFINED     1,3         136100     0         0
GEORGIA-PAC (GEORGIA-PAC GP)     COMMON    373298108        169       5300  SH       DEFINED     9             5300     0         0
GEORGIA-PAC (GEORGIA-PAC GP)     COMMON    373298108        191       6000  SH       DEFINED     9,7           6000     0         0
GEORGIA-PAC (GEORGIA-PAC GP)     COMMON    373298108        941      29600  SH       DEFINED     9,15         29600     0         0
GEORGIA-PAC (GEORGIA-PAC GP)     COMMON    373298108       1418      44600  SH       DEFINED     9,2          44600     0         0
GEORGIA-PAC (GEORGIA-PAC GP)     COMMON    373298108      15562     489373  SH       DEFINED     15          438073     0     44700
GEORGIA-PAC (GEORGIA-PAC GP)     COMMON    373298108        261       8200  SH       DEFINED     15,14         8200     0         0
GEORGIA-PAC (GEORGIA-PAC GP)     COMMON    373298108       1177      37000  SH       DEFINED     15,8         37000     0         0
GEORGIA-PAC (GEORGIA-PAC GP)     COMMON    373298108       8246     259300  SH       DEFINED     2           259300     0         0
GEORGIA-PAC (GEORGIA-PAC GP)     COMMON    373298108        354      11146  SH       DEFINED     23           11146     0         0
GEORGIA-PAC (GEORGIA-PAC GP)     COMMON    373298108         15        480  SH       DEFINED     24               0     0       480
GEORGIA-PAC (GEORGIA-PAC GP)     COMMON    373298108      29650     932399  SH       DEFINED     4           932399     0         0
GEORGIA-PAC (GEORGIA-PAC GP)     COMMON    373298108        557      17500  SH       DEFINED     5,15         17500     0         0
GEORGIA-PAC (GEORGIA-PAC GP)     COMMON    373298108        273       8600  SH       DEFINED     5,2           8600     0         0
GEORGIA-PAC (GEORGIA-PAC GP)     COMMON    373298108        112       3508  SH       DEFINED     6             3508     0         0
GEORGIA-PAC (GEORGIA-PAC GP)     COMMON    373298108        289       9100  SH       DEFINED     7             9100     0         0
GEORGIA-PAC (GEORGIA-PAC GP)     COMMON    373298108        307       9668  SH       DEFINED     8             9668     0         0
GERDAU AMERISTEEL CORP           COMMON    37373P105       1495     350700  SH       DEFINED     3           350700     0         0
GERDAU AMERISTEEL(GNACN)CVT 6.   CONVERT   37373PAA3      20738   24904000  SH       DEFINED     3         24904000     0         0
GETTY IMAGES INC                 COMMON    374276103       3082      41500  SH       DEFINED     1            41500     0         0
GETTY IMAGES INC                 COMMON    374276103       1337      18000  SH       DEFINED     2            18000     0         0
GETTY IMAGES INC                 COMMON    374276103        178       2395  SH       DEFINED     24              85     0      2310
GETTY IMAGES INC                 COMMON    374276103      10975     147796  SH       DEFINED     6           147796     0         0
GETTY REALTY CORP                COMMON    374297109        618      22300  SH       DEFINED     1            22300     0         0
GETTY REALTY CORP                COMMON    374297109      16285     587900  SH       DEFINED     15          480500     0    107400
GETTY REALTY CORP                COMMON    374297109         66       2400  SH       DEFINED     15,14         2400     0         0
GETTY REALTY CORP                COMMON    374297109        861      31100  SH       DEFINED     5,15         31100     0         0
GETTY REALTY CORP                COMMON    374297109        776      27998  SH       DEFINED     6            27998     0         0
GIANT INDUSTRIES INC             COMMON    374508109         53       1475  SH       DEFINED     6              325   400       750
GILEAD SCIENCES INC              COMMON    375558103      90835    2064900  SH       DEFINED     1          2064900     0         0
GILEAD SCIENCES INC              COMMON    375558103      84927    1930600  SH       DEFINED     1,2        1930600     0         0
GILEAD SCIENCES INC              COMMON    375558103       1144      26000  SH       DEFINED     1,3          26000     0         0
GILEAD SCIENCES INC              COMMON    375558103       1280      29100  SH       DEFINED     9            29100     0         0
GILEAD SCIENCES INC              COMMON    375558103       9128     207500  SH       DEFINED     9,15        207500     0         0
GILEAD SCIENCES INC              COMMON    375558103        387       8800  SH       DEFINED     9,2           8800     0         0
GILEAD SCIENCES INC              COMMON    375558103       1592      36200  SH       DEFINED     11,2         36200     0         0
GILEAD SCIENCES INC              COMMON    375558103      87944    1999190  SH       DEFINED     15         1801590     0    191600
GILEAD SCIENCES INC              COMMON    375558103       1966      44700  SH       DEFINED     15,14        44700     0         0
GILEAD SCIENCES INC              COMMON    375558103        691      15700  SH       DEFINED     15,22        15700     0         0
GILEAD SCIENCES INC              COMMON    375558103       1790      40700  SH       DEFINED     15,8         40700     0         0
GILEAD SCIENCES INC              COMMON    375558103      12633     287170  SH       DEFINED     2           277170     0     10000
GILEAD SCIENCES INC              COMMON    375558103        425       9670  SH       DEFINED     23            9670     0         0
GILEAD SCIENCES INC              COMMON    375558103        104       2370  SH       DEFINED     24              80     0      2290
GILEAD SCIENCES INC              COMMON    375558103       5019     114100  SH       DEFINED     5,15        114100     0         0
GILEAD SCIENCES INC              COMMON    375558103       6714     152621  SH       DEFINED     6           152621     0         0
GILEAD SCIENCES INC              COMMON    375558103        383       8700  SH       DEFINED     7             8700     0         0
GILEAD SCIENCES INC              COMMON    375558103        610      13875  SH       DEFINED     8            13875     0         0
GILLETTE COMPANY                 COMMON    375766102     145366    2871140  SH       DEFINED     1          2871140     0         0
GILLETTE COMPANY                 COMMON    375766102      93260    1842000  SH       DEFINED     1,2        1842000     0         0
GILLETTE COMPANY                 COMMON    375766102       3271      64610  SH       DEFINED     9,15         64610     0         0
GILLETTE COMPANY                 COMMON    375766102      17125     338238  SH       DEFINED     15          312538     0     25700
GILLETTE COMPANY                 COMMON    375766102       2800      55300  SH       DEFINED     15,8         55300     0         0
GILLETTE COMPANY                 COMMON    375766102      30350     599450  SH       DEFINED     2           599450     0         0
GILLETTE COMPANY                 COMMON    375766102       1477      29169  SH       DEFINED     23           29169     0         0
GILLETTE COMPANY                 COMMON    375766102       7447     147083  SH       DEFINED     24           56583     0     90500
GILLETTE COMPANY                 COMMON    375766102       7473     147600  SH       DEFINED     3           147600     0         0
GILLETTE COMPANY                 COMMON    375766102        138       2735  SH       DEFINED     4             2735     0         0
GILLETTE COMPANY                 COMMON    375766102       3568      70468  SH       DEFINED     6            62968     0      7500
GILLETTE COMPANY                 COMMON    375766102       2095      41369  SH       DEFINED     8            41369     0         0



                                                                                         
GILLETTE COMPANY                 COMMON    375766102         35        696  SH       DEFINED     8,10           696     0         0
GILDAN ACTIVEWEAR INC            COMMON    375916103      18977     723700  SH       DEFINED     1,3         723700     0         0
GILDAN ACTIVEWEAR INC            COMMON    375916103        383      14600  SH       DEFINED     2            14600     0         0
GLAMIS GOLD LTD                  COMMON    376775102       6196     360000  SH       DEFINED     1           360000     0         0
GLAMIS GOLD LTD                  COMMON    376775102        239      13900  SH       DEFINED     9            13900     0         0
GLAMIS GOLD LTD                  COMMON    376775102       1420      82531  SH       DEFINED     2            82531     0         0
GLAMIS GOLD LTD                  COMMON    376775102         19       1108  SH       DEFINED     8             1108     0         0
GLAXOSMITHKLINE PLC ADR          COMMON    37733W105     135545    2794160  SH       DEFINED     1          2794160     0         0
GLAXOSMITHKLINE PLC ADR          COMMON    37733W105      69369    1430000  SH       DEFINED     1,2        1430000     0         0
GLAXOSMITHKLINE PLC ADR          COMMON    37733W105       9120     188000  SH       DEFINED     1,3         188000     0         0
GLAXOSMITHKLINE PLC ADR          COMMON    37733W105       7262     149700  SH       DEFINED     9,15        149700     0         0
GLAXOSMITHKLINE PLC ADR          COMMON    37733W105     232424    4791257  SH       DEFINED     12         4325192     0    466065
GLAXOSMITHKLINE PLC ADR          COMMON    37733W105        753      15525  SH       DEFINED     12,14        15525     0         0
GLAXOSMITHKLINE PLC ADR          COMMON    37733W105     100297    2067555  SH       DEFINED     15         1876957     0    188666
GLAXOSMITHKLINE PLC ADR          COMMON    37733W105       3561      73400  SH       DEFINED     2            73400     0         0
GLAXOSMITHKLINE PLC ADR          COMMON    37733W105       1141      23528  SH       DEFINED     24           13342     0     10186
GLAXOSMITHKLINE PLC ADR          COMMON    37733W105       7078     145900  SH       DEFINED     3           145900     0         0
GLAXOSMITHKLINE PLC ADR          COMMON    37733W105        497      10255  SH       DEFINED     4            10255     0         0
GLAXOSMITHKLINE PLC ADR          COMMON    37733W105      37421     771400  SH       DEFINED     5,12        771400     0         0
GLAXOSMITHKLINE PLC ADR          COMMON    37733W105        674      13888  SH       DEFINED     5,15             0     0     13888
GLAXOSMITHKLINE PLC ADR          COMMON    37733W105         69       1429  SH       DEFINED     6             1429     0         0
GLENBOROUGH REALTY TRUST INC     COMMON    37803P105       7855     381500  SH       DEFINED     15          362800     0     18700
GLENBOROUGH REALTY TRUST INC     COMMON    37803P105          6        290  SH       DEFINED     6              290     0         0
GLENBOROUGH REALTY TR CVT PFD    CONVERT   37803P204        638      25245  SH       DEFINED     15           25245     0         0
GLIMCHER REALTY TRUST            COMMON    379302102      20152     726200  SH       DEFINED     15          679700     0     46500
GLOBAL INDUSTRIES LTD            COMMON    379336100       1470     172900  SH       DEFINED     15          106100     0     66800
GLOBAL INDUSTRIES LTD            COMMON    379336100         26       3100  SH       DEFINED     15,14         3100     0         0
GLOBAL INDUSTRIES LTD            COMMON    379336100        143      16800  SH       DEFINED     5,15         16800     0         0
GLOBAL PAYMENTS INC              COMMON    37940X102      15526     229000  SH       DEFINED     1           229000     0         0
GLOBAL PAYMENTS INC              COMMON    37940X102       4780      70500  SH       DEFINED     2            70500     0         0
GLOBAL PAYMENTS INC              COMMON    37940X102         58        850  SH       DEFINED     24              50     0       800
GLOBAL PAYMENTS INC              COMMON    37940X102          7         99  SH       DEFINED     4               99     0         0
GLOBAL PAYMENTS INC              COMMON    37940X102       5581      82319  SH       DEFINED     6            82319     0         0
GLOBAL SIGNAL INC (REIT)         COMMON    37944Q103       5700     151400  SH       DEFINED     1           151400     0         0
GLOBAL SIGNAL INC (REIT)         COMMON    37944Q103       1924      51100  SH       DEFINED     15           36200     0     14900
GLOBAL SIGNAL INC (REIT)         COMMON    37944Q103         26        700  SH       DEFINED     15,14          700     0         0
GLOBAL SIGNAL INC (REIT)         COMMON    37944Q103        444      11800  SH       DEFINED     5,15         11800     0         0
GOL LINHAS AEREAS INTEL- ADR     COMMON    38045R107         24        800  SH       DEFINED     24             500     0       300
GOLD FIELDS LTD ADR              COMMON    38059T106       5391     475000  SH       DEFINED     1           475000     0         0
GOLD FIELDS LTD ADR              COMMON    38059T106       1249     110000  SH       DEFINED     2           110000     0         0
GOLD FIELDS LTD ADR              COMMON    38059T106         45       4000  SH       DEFINED     24               0     0      4000
GOLD KIST INC                    COMMON    380614107        516      23900  SH       DEFINED     15           23900     0         0
GOLD KIST INC                    COMMON    380614107        190       8800  SH       DEFINED     5,15          8800     0         0
GOLDCORP INC                     COMMON    380956409       3156     200000  SH       DEFINED     1           200000     0         0
GOLDCORP INC                     COMMON    380956409       1591     100000  SH       DEFINED     2           100000     0         0
GOLDCORP INC                     COMMON    380956409         11        700  SH       DEFINED     24               0     0       700
GOLDCORP INC                     COMMON    380956409       2326     146200  SH       DEFINED     3           146200     0         0
GOLDCORP INC                     COMMON    380956409         16       1000  SH       DEFINED     6             1000     0         0
GOLDEN STAR RESOURCES LTD        COMMON    38119T104        310     100000  SH       DEFINED     2           100000     0         0
GOLDEN STAR RESOURCES LTD        COMMON    38119T104       3164    1020000  SH       DEFINED     3          1020000     0         0
GOLDEN TELECOM INC               COMMON    38122G107        644      21000  SH       DEFINED     21           21000     0         0
GOLDEN TELECOM INC               COMMON    38122G107        828      27000  SH       DEFINED     9            27000     0         0
GOLDEN TELECOM INC               COMMON    38122G107       1227      40000  SH       DEFINED     9,10         40000     0         0
GOLDEN TELECOM INC               COMMON    38122G107        307      10000  SH       DEFINED     9,22         10000     0         0
GOLDEN WEST FINANCIAL CORP       COMMON    381317106         59        920  SH       DEFINED     15             920     0         0
GOLDEN WEST FINANCIAL CORP       COMMON    381317106        225       3500  SH       DEFINED     9             3500     0         0
GOLDEN WEST FINANCIAL CORP       COMMON    381317106        317       4928  SH       DEFINED     11,8          4928     0         0
GOLDEN WEST FINANCIAL CORP       COMMON    381317106       3120      48457  SH       DEFINED     15           42557     0      5900
GOLDEN WEST FINANCIAL CORP       COMMON    381317106       1403      21800  SH       DEFINED     15,8         21800     0         0
GOLDEN WEST FINANCIAL CORP       COMMON    381317106        384       5966  SH       DEFINED     23            5966     0         0
GOLDEN WEST FINANCIAL CORP       COMMON    381317106        191       2970  SH       DEFINED     6             2970     0         0
GOLDEN WEST FINANCIAL CORP       COMMON    381317106       2292      35597  SH       DEFINED     8            35597     0         0
GOLDEN WEST FINANCIAL CORP       COMMON    381317106         40        616  SH       DEFINED     8,10           616     0         0
GOLDEN WEST FINANCIAL CORP       COMMON    381317106        300       4666  SH       DEFINED     8,13          4666     0         0
GOLDMAN SACHS GROUP INC          COMMON    38141G104     176410    1729170  SH       DEFINED     1          1727890     0      1280
GOLDMAN SACHS GROUP INC          COMMON    38141G104     109672    1075000  SH       DEFINED     1,2        1075000     0         0
GOLDMAN SACHS GROUP INC          COMMON    38141G104        990       9700  SH       DEFINED     9             9700     0         0
GOLDMAN SACHS GROUP INC          COMMON    38141G104         61        600  SH       DEFINED     9,7            600     0         0
GOLDMAN SACHS GROUP INC          COMMON    38141G104      13631     133610  SH       DEFINED     9,15        133610     0         0
GOLDMAN SACHS GROUP INC          COMMON    38141G104        520       5100  SH       DEFINED     11,8          5100     0         0
GOLDMAN SACHS GROUP INC          COMMON    38141G104     132914    1302825  SH       DEFINED     15          970437     0    330208
GOLDMAN SACHS GROUP INC          COMMON    38141G104       1530      15000  SH       DEFINED     15,14        15000     0         0
GOLDMAN SACHS GROUP INC          COMMON    38141G104       1401      13730  SH       DEFINED     15,22        13730     0         0
GOLDMAN SACHS GROUP INC          COMMON    38141G104       4060      39800  SH       DEFINED     15,8         39800     0         0
GOLDMAN SACHS GROUP INC          COMMON    38141G104      32573     319285  SH       DEFINED     2           319285     0         0
GOLDMAN SACHS GROUP INC          COMMON    38141G104       1126      11040  SH       DEFINED     23           11040     0         0
GOLDMAN SACHS GROUP INC          COMMON    38141G104      10001      98030  SH       DEFINED     24           27233     0     70797
GOLDMAN SACHS GROUP INC          COMMON    38141G104       1275      12500  SH       DEFINED     3            12500     0         0
GOLDMAN SACHS GROUP INC          COMMON    38141G104       3581      35100  SH       DEFINED     5,15         35100     0         0
GOLDMAN SACHS GROUP INC          COMMON    38141G104      14204     139230  SH       DEFINED     6           139230     0         0
GOLDMAN SACHS GROUP INC          COMMON    38141G104        326       3200  SH       DEFINED     7             3200     0         0
GOLDMAN SACHS GROUP INC          COMMON    38141G104       4078      39968  SH       DEFINED     8            39968     0         0
GOLDMAN SACHS GROUP INC          COMMON    38141G104        117       1145  SH       DEFINED     8,10          1145     0         0
GOLDMAN SACHS GROUP INC          COMMON    38141G104        465       4555  SH       DEFINED     8,13          4555     0         0
GOODRICH CORPORATION             COMMON    382388106       3682      89900  SH       DEFINED     9            89900     0         0
GOODRICH CORPORATION             COMMON    382388106        991      24200  SH       DEFINED     9,22         24200     0         0
GOODRICH CORPORATION             COMMON    382388106        480      11723  SH       DEFINED     15           11723     0         0
GOODRICH CORPORATION             COMMON    382388106       5619     137175  SH       DEFINED     24           24465     0    112710
GOODRICH CORPORATION             COMMON    382388106        270       6600  SH       DEFINED     6             4900  1700         0
GOODRICH PETROLEUM CORP          COMMON    382410405         64       3125  SH       DEFINED     6             3125     0         0
GOODYEAR TIRE & RUBBER CO        COMMON    382550101        135       9080  SH       DEFINED     15            9080     0         0
GOODYEAR TIRE & RUBBER CO        COMMON    382550101        374      25100  SH       DEFINED     9            25100     0         0
GOODYEAR TIRE & RUBBER CO        COMMON    382550101       4293     288100  SH       DEFINED     9,15        288100     0         0



                                                                                         
GOODYEAR TIRE & RUBBER CO        COMMON    382550101        530      35600  SH       DEFINED     11,8         35600     0         0
GOODYEAR TIRE & RUBBER CO        COMMON    382550101      56271    3776551  SH       DEFINED     15         3373051     0    334500
GOODYEAR TIRE & RUBBER CO        COMMON    382550101        574      38500  SH       DEFINED     15,14        38500     0         0
GOODYEAR TIRE & RUBBER CO        COMMON    382550101       1895     127200  SH       DEFINED     15,8        127200     0         0
GOODYEAR TIRE & RUBBER CO        COMMON    382550101       1191      79942  SH       DEFINED     23           79942     0         0
GOODYEAR TIRE & RUBBER CO        COMMON    382550101       1912     128300  SH       DEFINED     5,15        128300     0         0
GOODYEAR TIRE & RUBBER CO        COMMON    382550101          1         75  SH       DEFINED     6               75     0         0
GOODYEAR TIRE & RUBBER CO        COMMON    382550101       2095     140594  SH       DEFINED     8           140594     0         0
GOODYEAR TIRE & RUBBER CO        COMMON    382550101        459      30800  SH       DEFINED     8,13         30800     0         0
GOOGLE INC CL A                  COMMON    38259P508      81215     276100  SH       DEFINED     1           276100     0         0
GOOGLE INC CL A                  COMMON    38259P508      98279     334113  SH       DEFINED     1,2         334113     0         0
GOOGLE INC CL A                  COMMON    38259P508        559       1900  SH       DEFINED     9             1900     0         0
GOOGLE INC CL A                  COMMON    38259P508       8677      29500  SH       DEFINED     9,15         29500     0         0
GOOGLE INC CL A                  COMMON    38259P508        868       2950  SH       DEFINED     11,8          2950     0         0
GOOGLE INC CL A                  COMMON    38259P508      73354     249375  SH       DEFINED     15          221575     0     26500
GOOGLE INC CL A                  COMMON    38259P508        882       3000  SH       DEFINED     15,14         3000     0         0
GOOGLE INC CL A                  COMMON    38259P508       3500      11900  SH       DEFINED     15,22        11900     0         0
GOOGLE INC CL A                  COMMON    38259P508       2559       8700  SH       DEFINED     15,8          8700     0         0
GOOGLE INC CL A                  COMMON    38259P508      10575      35950  SH       DEFINED     2            35950     0         0
GOOGLE INC CL A                  COMMON    38259P508       2059       7000  SH       DEFINED     20            7000     0         0
GOOGLE INC CL A                  COMMON    38259P508       1596       5425  SH       DEFINED     23            5425     0         0
GOOGLE INC CL A                  COMMON    38259P508         63        213  SH       DEFINED     24               0     0       213
GOOGLE INC CL A                  COMMON    38259P508       3236      11000  SH       DEFINED     5,15         11000     0         0
GOOGLE INC CL A                  COMMON    38259P508        157        535  SH       DEFINED     6              535     0         0
GOOGLE INC CL A                  COMMON    38259P508        471       1600  SH       DEFINED     7             1600     0         0
GOOGLE INC CL A                  COMMON    38259P508       6410      21791  SH       DEFINED     8            21791     0         0
GOOGLE INC CL A                  COMMON    38259P508        217        738  SH       DEFINED     8,10           738     0         0
GOOGLE INC CL A                  COMMON    38259P508        740       2515  SH       DEFINED     8,13          2515     0         0
W.R. GRACE & CO                  COMMON    38388F108       3550     455700  SH       DEFINED     15          237900     0    217800
W.R. GRACE & CO                  COMMON    38388F108         80      10300  SH       DEFINED     15,14        10300     0         0
W.R. GRACE & CO                  COMMON    38388F108        549      70500  SH       DEFINED     5,15         70500     0         0
GRACO INC                        COMMON    384109104       9117     267600  SH       DEFINED     1           267600     0         0
GRACO INC                        COMMON    384109104         10        300  SH       DEFINED     15             300     0         0
GRACO INC                        COMMON    384109104       2807      82400  SH       DEFINED     2            82400     0         0
GRACO INC                        COMMON    384109104        972      28538  SH       DEFINED     23           28538     0         0
GRACO INC                        COMMON    384109104        361      10590  SH       DEFINED     24               0     0     10590
GRAINGER (W.W.) INC              COMMON    384802104        442       8074  SH       DEFINED     15            8074     0         0
GRAINGER (W.W.) INC              COMMON    384802104        275       5020  SH       DEFINED     24            2620     0      2400
GRAINGER (W.W.) INC              COMMON    384802104      88858    1621800  SH       DEFINED     3          1621800     0         0
GRAINGER (W.W.) INC              COMMON    384802104       1759      32110  SH       DEFINED     6            32110     0         0
GRAINGER (W.W.) INC              COMMON    384802104        180       3281  SH       DEFINED     8             3281     0         0
GRAMERCY CAPITAL CORP            COMMON    384871109       1935      79100  SH       DEFINED     15           47000     0     32100
GRAMERCY CAPITAL CORP            COMMON    384871109         37       1500  SH       DEFINED     15,14         1500     0         0
GRAMERCY CAPITAL CORP            COMMON    384871109         49       2000  SH       DEFINED     24               0     0      2000
GRAMERCY CAPITAL CORP            COMMON    384871109        472      19300  SH       DEFINED     5,15         19300     0         0
GRANITE CONSTRUCTION INC         COMMON    387328107         34       1200  SH       DEFINED     6                0     0      1200
GRANT PRIDECO INC                COMMON    38821G101      63049    2383700  SH       DEFINED     1          2383700     0         0
GRANT PRIDECO INC                COMMON    38821G101        354      13400  SH       DEFINED     15               0     0     13400
GRANT PRIDECO INC                COMMON    38821G101       4761     180000  SH       DEFINED     15,14       180000     0         0
GRANT PRIDECO INC                COMMON    38821G101       2179      82400  SH       DEFINED     2            68000     0     14400
GRANT PRIDECO INC                COMMON    38821G101         67       2535  SH       DEFINED     24             145     0      2390
GRANT PRIDECO INC                COMMON    38821G101        450      17000  SH       DEFINED     4            17000     0         0
GRANT PRIDECO INC                COMMON    38821G101       6913     261352  SH       DEFINED     6           261352     0         0
GRAVITY CO LTD ADR               COMMON    38911N107       3658     425400  SH       DEFINED     1           425400     0         0
GRAY TELE VISION INC             COMMON    389375106       7324     607285  SH       DEFINED     1           607285     0         0
GRAY TELE VISION INC             COMMON    389375106        529      43900  SH       DEFINED     15           23700     0     20200
GRAY TELE VISION INC             COMMON    389375106        914      75800  SH       DEFINED     15,14        75800     0         0
GRAY TELE VISION INC             COMMON    389375106         18       1510  SH       DEFINED     2             1510     0         0
GRAY TELE VISION INC             COMMON    389375106        125      10400  SH       DEFINED     5,15         10400     0         0
GREAT ATLANTIC & PAC TEA CO      COMMON    390064103       1377      47400  SH       DEFINED     15           24300     0     23100
GREAT ATLANTIC & PAC TEA CO      COMMON    390064103         32       1100  SH       DEFINED     15,14         1100     0         0
GREAT ATLANTIC & PAC TEA CO      COMMON    390064103        160       5500  SH       DEFINED     5,15          5500     0         0
GREAT LAKES CHEMICAL CORP        COMMON    390568103        160       5079  SH       DEFINED     15            5079     0         0
GREAT SOUTHERN BANCORP INC       COMMON    390905107        131       4200  SH       DEFINED     24               0     0      4200
GREAT NORTHERN IRON ORE PPTY     COMMON    391064102         21        200  SH       DEFINED     24               0     0       200
GREAT PLAINS ENERGY INC          COMMON    391164100         29        925  SH       DEFINED     15               0     0       925
GREAT PLAINS ENERGY INC          COMMON    391164100         65       2050  SH       DEFINED     15            2050     0         0
GREAT PLAINS ENERGY INC          COMMON    391164100         41       1300  SH       DEFINED     24            1300     0         0
GREAT PLAINS ENERGY INC          COMMON    391164100        248       7770  SH       DEFINED     6             7770     0         0
GREATER BAY BANCORP              COMMON    391648102         13        503  SH       DEFINED     24               0     0       503
GREENHILL & CO INC               COMMON    395259104        551      13600  SH       DEFINED     15            7400     0      6200
GREENHILL & CO INC               COMMON    395259104         12        300  SH       DEFINED     15,14          300     0         0
GREENHILL & CO INC               COMMON    395259104        146       3600  SH       DEFINED     5,15          3600     0         0
GREIF INC                        COMMON    397624107        635      10400  SH       DEFINED     15            5900     0      4500
GREIF INC                        COMMON    397624107         12        200  SH       DEFINED     15,14          200     0         0
GREIF INC                        COMMON    397624107        226       3700  SH       DEFINED     5,15          3700     0         0
GREY WOLF INC                    COMMON    397888108        212      28572  SH       DEFINED     9,22         28572     0         0
GREY WOLF INC                    COMMON    397888108        365      49225  SH       DEFINED     6            42800  2225      4200
GRIFFIN CORPORATION              COMMON    398433102       1558      70200  SH       DEFINED     15           41700     0     28500
GRIFFIN CORPORATION              COMMON    398433102         29       1300  SH       DEFINED     15,14         1300     0         0
GRIFFIN CORPORATION              COMMON    398433102        695      31300  SH       DEFINED     5,15         31300     0         0
GRUPO TELEVISA SA ADR            COMMON    40049J206      13755     221528  SH       DEFINED     1           221528     0         0
GRUPO TELEVISA SA ADR            COMMON    40049J206         81       1300  SH       DEFINED     1,3           1300     0         0
GRUPO TELEVISA SA ADR            COMMON    40049J206       1763      28391  SH       DEFINED     9            28391     0         0
GRUPO TELEVISA SA ADR            COMMON    40049J206        217       3500  SH       DEFINED     9,15          3500     0         0
GRUPO TELEVISA SA ADR            COMMON    40049J206        627      10100  SH       DEFINED     9,22         10100     0         0
GRUPO TELEVISA SA ADR            COMMON    40049J206        565       9100  SH       DEFINED     2             9100     0         0
GRUPO TELEVISA SA ADR            COMMON    40049J206     451469    7271200  SH       DEFINED     3          7271200     0         0
GRUPO TELEVISA SA ADR            COMMON    40049J206       4011      64600  SH       DEFINED     3,22         64600     0         0
GTECH HOLDINGS CORP              COMMON    400518106      64753    2214550  SH       DEFINED     1          2213600     0       950
GTECH HOLDINGS CORP              COMMON    400518106        152       5200  SH       DEFINED     1,3           5200     0         0
GTECH HOLDINGS CORP              COMMON    400518106       1054      36050  SH       DEFINED     15           36050     0         0
GTECH HOLDINGS CORP              COMMON    400518106       6181     211400  SH       DEFINED     2           211400     0         0



                                                                                         
GTECH HOLDINGS CORP              COMMON    400518106      32011    1094782  SH       DEFINED     4          1094782     0         0
GTECH HOLDINGS CORP              COMMON    400518106        287       9800  SH       DEFINED     5,2           9800     0         0
GTECH HOLDINGS CORP              COMMON    400518106        322      11000  SH       DEFINED     6            11000     0         0
GRUPO AEROPORTUARIO SUR ADR      COMMON    40051E202        277       8700  SH       DEFINED     1             8700     0         0
GRUPO AEROPORTUARIO SUR ADR      COMMON    40051E202        605      19000  SH       DEFINED     9            19000     0         0
GRUPO AEROPORTUARIO SUR ADR      COMMON    40051E202      25227     792050  SH       DEFINED     3           792050     0         0
GUESS? INC                       COMMON    401617105       4798     289390  SH       DEFINED     1           289390     0         0
GUESS? INC                       COMMON    401617105       1275      76900  SH       DEFINED     15           42200     0     34700
GUESS? INC                       COMMON    401617105         27       1600  SH       DEFINED     15,14         1600     0         0
GUESS? INC                       COMMON    401617105        141       8500  SH       DEFINED     5,15          8500     0         0
GUIDANT CORP                     COMMON    401698105      14194     210900  SH       DEFINED     1           210900     0         0
GUIDANT CORP                     COMMON    401698105       1265      18800  SH       DEFINED     9,15         18800     0         0
GUIDANT CORP                     COMMON    401698105       7541     112047  SH       DEFINED     15          103847     0      8200
GUIDANT CORP                     COMMON    401698105       1972      29300  SH       DEFINED     15,22        29300     0         0
GUIDANT CORP                     COMMON    401698105       1238      18400  SH       DEFINED     15,8         18400     0         0
GUIDANT CORP                     COMMON    401698105        707      10500  SH       DEFINED     2            10500     0         0
GUIDANT CORP                     COMMON    401698105        848      12600  SH       DEFINED     23           12600     0         0
GUIDANT CORP                     COMMON    401698105        546       8120  SH       DEFINED     24            1200     0      6920
GUIDANT CORP                     COMMON    401698105        327       4862  SH       DEFINED     6             4862     0         0
GUIDANT CORP                     COMMON    401698105        732      10879  SH       DEFINED     8            10879     0         0
GUILFORD PHARMACEUTICALS INC     COMMON    401829106        227     100000  SH       DEFINED     24               0     0    100000
GUILFORD PHARMACEUTICALS INC     COMMON    401829106          5       2000  SH       DEFINED     6             2000     0         0
GUITAR CENTER INC                COMMON    402040109      13320     228200  SH       DEFINED     1           228200     0         0
GUITAR CENTER INC                COMMON    402040109       3800      65100  SH       DEFINED     2            65100     0         0
GULF ISLAND FABRICATION INC      COMMON    402307102        857      43100  SH       DEFINED     15           23600     0     19500
GULF ISLAND FABRICATION INC      COMMON    402307102         18        900  SH       DEFINED     15,14          900     0         0
GULF ISLAND FABRICATION INC      COMMON    402307102        143       7200  SH       DEFINED     5,15          7200     0         0
GULFMARK OFFSHORE INC            COMMON    402629109        137       5000  SH       DEFINED     6             5000     0         0
GYMBOREE CORP                    COMMON    403777105       1825     133600  SH       DEFINED     1           133600     0         0
H & Q HEALTHCARE INVESTORS CF    COMMON    404052102         65       3666  SH       DEFINED     6             3666     0         0
H & Q LIFE SCIENCES INVSTRS CF   COMMON    404053100        159      10000  SH       DEFINED     24               0     0     10000
H & Q LIFE SCIENCES INVSTRS CF   COMMON    404053100         35       2231  SH       DEFINED     6             2231     0         0
HCA INC                          COMMON    404119109     422199    7450140  SH       DEFINED     1          7450140     0         0
HCA INC                          COMMON    404119109      65171    1150000  SH       DEFINED     1,2        1150000     0         0
HCA INC                          COMMON    404119109       3094      54600  SH       DEFINED     9            54600     0         0
HCA INC                          COMMON    404119109         51        900  SH       DEFINED     9,7            900     0         0
HCA INC                          COMMON    404119109       6440     113640  SH       DEFINED     9,15        113640     0         0
HCA INC                          COMMON    404119109      47190     832724  SH       DEFINED     15          755589     0     77135
HCA INC                          COMMON    404119109        714      12600  SH       DEFINED     15,14        12600     0         0
HCA INC                          COMMON    404119109       1581      27900  SH       DEFINED     15,22        27900     0         0
HCA INC                          COMMON    404119109       3077      54300  SH       DEFINED     15,8         54300     0         0
HCA INC                          COMMON    404119109      25885     456760  SH       DEFINED     2           456760     0         0
HCA INC                          COMMON    404119109        346       6100  SH       DEFINED     2,14          6100     0         0
HCA INC                          COMMON    404119109        299       5282  SH       DEFINED     23            5282     0         0
HCA INC                          COMMON    404119109      24112     425481  SH       DEFINED     4           425481     0         0
HCA INC                          COMMON    404119109       1853      32700  SH       DEFINED     5,15         32700     0         0
HCA INC                          COMMON    404119109        424       7486  SH       DEFINED     6             7486     0         0
HCA INC                          COMMON    404119109       1421      25069  SH       DEFINED     8            25069     0         0
HCA INC                          COMMON    404119109         46        803  SH       DEFINED     8,10           803     0         0
HCC INSURANCE HOLDINGS INC       COMMON    404132102      16299     430400  SH       DEFINED     1           430400     0         0
HCC INSURANCE HOLDINGS INC       COMMON    404132102       3348      88400  SH       DEFINED     2            88400     0         0
HCC INSURANCE HOLDINGS INC       COMMON    404132102        103       2725  SH       DEFINED     6              325   425      1975
HCC INSURANCE HOLDINGS INC       COMMON    404132102         40       1046  SH       DEFINED     8             1046     0         0
HDFC BANK LTD ADR                COMMON    40415F101       6114     131461  SH       DEFINED     1           131461     0         0
HDFC BANK LTD ADR                COMMON    40415F101        130       2800  SH       DEFINED     1,3           2800     0         0
HDFC BANK LTD ADR                COMMON    40415F101        137       2950  SH       DEFINED     9             2950     0         0
HDFC BANK LTD ADR                COMMON    40415F101        188       4050  SH       DEFINED     9,15          4050     0         0
HDFC BANK LTD ADR                COMMON    40415F101       1927      41427  SH       DEFINED     9,22         41427     0         0
HDFC BANK LTD ADR                COMMON    40415F101        786      16900  SH       DEFINED     2            16900     0         0
HDFC BANK LTD ADR                COMMON    40415F101       1352      29060  SH       DEFINED     4            29060     0         0
HDFC BANK LTD ADR                COMMON    40415F101        874      18800  SH       DEFINED     7            18800     0         0
HF FINANCIAL CORP                COMMON    404172108         19        880  SH       DEFINED     24             880     0         0
HNI CORP                         COMMON    404251100        235       4600  SH       DEFINED     3             4600     0         0
HNI CORP                         COMMON    404251100       4348      85000  SH       DEFINED     3            85000     0         0
HMS HOLDINGS CORP                COMMON    40425J101      16976    2549000  SH       DEFINED     1          2549000     0         0
HMS HOLDINGS CORP                COMMON    40425J101        107      16000  SH       DEFINED     11,2         16000     0         0
HMS HOLDINGS CORP                COMMON    40425J101       1312     197000  SH       DEFINED     15,22       197000     0         0
HMS HOLDINGS CORP                COMMON    40425J101        485      72800  SH       DEFINED     2            72800     0         0
HRPT PROPERTIES TRUST            COMMON    40426W101         42       3400  SH       DEFINED     15            3400     0         0
HRPT PROPERTIES TRUST            COMMON    40426W101      19441    1564000  SH       DEFINED     15         1354000     0    210000
HRPT PROPERTIES TRUST            COMMON    40426W101         76       6075  SH       DEFINED     6             1325  1675      3075
HSBC HOLDINGS PLC ADR            COMMON    404280406        494       6200  SH       DEFINED     9,15          6200     0         0
HSBC HOLDINGS PLC ADR            COMMON    404280406      14694     184487  SH       DEFINED     12          176972     0      7515
HSBC HOLDINGS PLC ADR            COMMON    404280406          0          0  SH       DEFINED     12,14            0     0         0
HSBC HOLDINGS PLC ADR            COMMON    404280406      26990     338858  SH       DEFINED     15          323416     0     15442
HSBC HOLDINGS PLC ADR            COMMON    404280406        185       2324  SH       DEFINED     24               0     0      2324
HSBC HOLDINGS PLC ADR            COMMON    404280406        153       1922  SH       DEFINED     6             1922     0         0
HAEMONETICS CORP/MASS            COMMON    405024100       9339     229800  SH       DEFINED     1           229800     0         0
HAEMONETICS CORP/MASS            COMMON    405024100      13009     320100  SH       DEFINED     15          198100     0    122000
HAEMONETICS CORP/MASS            COMMON    405024100        232       5700  SH       DEFINED     15,14         5700     0         0
HAEMONETICS CORP/MASS            COMMON    405024100       3219      79200  SH       DEFINED     5,15         79200     0         0
HALLIBURTON CO                   COMMON    406216101     387179    8096600  SH       DEFINED     1          8096600     0         0
HALLIBURTON CO                   COMMON    406216101       6312     132001  SH       DEFINED     15          132001     0         0
HALLIBURTON CO                   COMMON    406216101       1578      33000  SH       DEFINED     15,14        33000     0         0
HALLIBURTON CO                   COMMON    406216101       5246     109700  SH       DEFINED     2           109700     0         0
HALLIBURTON CO                   COMMON    406216101        464       9700  SH       DEFINED     2,14          9700     0         0
HALLIBURTON CO                   COMMON    406216101        412       8625  SH       DEFINED     24               0     0      8625
HALLIBURTON CO                   COMMON    406216101      26505     554260  SH       DEFINED     4           554260     0         0
HALLIBURTON CO                   COMMON    406216101        193       4043  SH       DEFINED     6             4043     0         0
HALLIBURTON CO                   COMMON    406216101        737      15418  SH       DEFINED     8            15418     0         0
HAMPSHIRE GROUP LTD              COMMON    408859106        306      15600  SH       DEFINED     3            15600     0         0
HAMPSHIRE GROUP LTD              COMMON    408859106      13103     668200  SH       DEFINED     3           668200     0         0
JOHN HAN BK & THRIFT OPP FD CF   COMMON    409735107         39       4000  SH       DEFINED     24            4000     0         0



                                                                                         
HANCOCK FABRICS INC              COMMON    409900107         10       1550  SH       DEFINED     6             1550     0         0
HANCOCK HOLDING CO               COMMON    410120109       2566      74600  SH       DEFINED     1            74600     0         0
HANCOCK HOLDING CO               COMMON    410120109       2346      68200  SH       DEFINED     15           38500     0     29700
HANCOCK HOLDING CO               COMMON    410120109         48       1400  SH       DEFINED     15,14         1400     0         0
HANCOCK HOLDING CO               COMMON    410120109        760      22100  SH       DEFINED     5,15         22100     0         0
JOHN HANCOCK INCOME SECS TR CF   COMMON    410123103         27       1800  SH       DEFINED     24               0     0      1800
JOHN HAN PATR PREM DIV FD I CE   COMMON    41013Q101         18       1926  SH       DEFINED     24               0     0      1926
JOHN HANCOCK PFD INCOME III CF   COMMON    41021P103         45       2043  SH       DEFINED     24               0     0      2043
HANDLEMAN CO                     COMMON    410252100        485      29400  SH       DEFINED     15           16500     0     12900
HANDLEMAN CO                     COMMON    410252100          7        400  SH       DEFINED     15,14          400     0         0
HANDLEMAN CO                     COMMON    410252100        122       7400  SH       DEFINED     5,15          7400     0         0
HANOVER CAPITAL MTG HLDGS INC    COMMON    410761100         21       2024  SH       DEFINED     24               0     0      2024
HARBOR FLORIDA BANCSHARES        COMMON    411901101       3179      84900  SH       DEFINED     1            84900     0         0
HARBOR FLORIDA BANCSHARES        COMMON    411901101         41       1100  SH       DEFINED     9,7           1100     0         0
HARBOR FLORIDA BANCSHARES        COMMON    411901101        644      17200  SH       DEFINED     15            9700     0      7500
HARBOR FLORIDA BANCSHARES        COMMON    411901101         15        400  SH       DEFINED     15,14          400     0         0
HARBOR FLORIDA BANCSHARES        COMMON    411901101        359       9600  SH       DEFINED     2             9600     0         0
HARBOR FLORIDA BANCSHARES        COMMON    411901101        228       6100  SH       DEFINED     5,15          6100     0         0
HARBOR FLORIDA BANCSHARES        COMMON    411901101        197       5250  SH       DEFINED     6             5250     0         0
HARLAND (JOHN H.) CO             COMMON    412693103       3701      97400  SH       DEFINED     1            97400     0         0
HARLAND (JOHN H.) CO             COMMON    412693103       3633      95600  SH       DEFINED     15           57400     0     38200
HARLAND (JOHN H.) CO             COMMON    412693103         68       1800  SH       DEFINED     15,14         1800     0         0
HARLAND (JOHN H.) CO             COMMON    412693103        114       3000  SH       DEFINED     24            3000     0         0
HARLAND (JOHN H.) CO             COMMON    412693103       1421      37400  SH       DEFINED     5,15         37400     0         0
HARLEY-DAVIDSON INC              COMMON    412822108       9275     187000  SH       DEFINED     1           187000     0         0
HARLEY-DAVIDSON INC              COMMON    412822108      10526     212215  SH       DEFINED     15          178805     0     33410
HARLEY-DAVIDSON INC              COMMON    412822108        213       4300  SH       DEFINED     15,14         4300     0         0
HARLEY-DAVIDSON INC              COMMON    412822108          4         90  SH       DEFINED     2               90     0         0
HARLEY-DAVIDSON INC              COMMON    412822108        663      13357  SH       DEFINED     23           13357     0         0
HARLEY-DAVIDSON INC              COMMON    412822108        967      19493  SH       DEFINED     24            2875     0     16618
HARLEY-DAVIDSON INC              COMMON    412822108        248       5002  SH       DEFINED     6             5002     0         0
HARLEY-DAVIDSON INC              COMMON    412822108        958      19320  SH       DEFINED     8            19320     0         0
HARMAN INTERNATIONAL             COMMON    413086109      54161     665700  SH       DEFINED     1           665700     0         0
HARMAN INTERNATIONAL             COMMON    413086109      56399     693200  SH       DEFINED     1,2         693200     0         0
HARMAN INTERNATIONAL             COMMON    413086109        203       2500  SH       DEFINED     15               0     0      2500
HARMAN INTERNATIONAL             COMMON    413086109      12489     153500  SH       DEFINED     2           150500     0      3000
HARMAN INTERNATIONAL             COMMON    413086109         98       1200  SH       DEFINED     23            1200     0         0
HARMAN INTERNATIONAL             COMMON    413086109        107       1320  SH       DEFINED     24              60     0      1260
HARMAN INTERNATIONAL             COMMON    413086109       8151     100180  SH       DEFINED     6           100180     0         0
HARMAN INTERNATIONAL             COMMON    413086109        136       1671  SH       DEFINED     8             1671     0         0
HARMONY GOLD MNG SPON ADR        COMMON    413216300       3030     354000  SH       DEFINED     1           354000     0         0
HARMONY GOLD MNG SPON ADR        COMMON    413216300        856     100000  SH       DEFINED     2           100000     0         0
HARMONY GOLD MNG SPON ADR        COMMON    413216300         17       2000  SH       DEFINED     24               0     0      2000
HARRAH'S ENTERTAINMENT INC       COMMON    413619107      77006    1068490  SH       DEFINED     1          1068490     0         0
HARRAH'S ENTERTAINMENT INC       COMMON    413619107        751      10414  SH       DEFINED     9,15         10414     0         0
HARRAH'S ENTERTAINMENT INC       COMMON    413619107       3779      52429  SH       DEFINED     15           49164     0      3265
HARRAH'S ENTERTAINMENT INC       COMMON    413619107       7118      98770  SH       DEFINED     15,14        98770     0         0
HARRAH'S ENTERTAINMENT INC       COMMON    413619107        600       8322  SH       DEFINED     15,8          8322     0         0
HARRAH'S ENTERTAINMENT INC       COMMON    413619107        133       1850  SH       DEFINED     2             1850     0         0
HARRAH'S ENTERTAINMENT INC       COMMON    413619107        210       2908  SH       DEFINED     23            2908     0         0
HARRAH'S ENTERTAINMENT INC       COMMON    413619107        257       3564  SH       DEFINED     24             377     0      3187
HARRAH'S ENTERTAINMENT INC       COMMON    413619107     206603    2866700  SH       DEFINED     3          2866700     0         0
HARRAH'S ENTERTAINMENT INC       COMMON    413619107       1715      23800  SH       DEFINED     3,22         23800     0         0
HARRAH'S ENTERTAINMENT INC       COMMON    413619107      17976     249429  SH       DEFINED     6           248329  1100         0
HARRAH'S ENTERTAINMENT INC       COMMON    413619107        325       4510  SH       DEFINED     8             4510     0         0
HARRIS CORP                      COMMON    413875105      14402     461450  SH       DEFINED     1           460800     0       650
HARRIS CORP                      COMMON    413875105        713      22845  SH       DEFINED     9            22845     0         0
HARRIS CORP                      COMMON    413875105       1049      33600  SH       DEFINED     9,15         33600     0         0
HARRIS CORP                      COMMON    413875105        660      21150  SH       DEFINED     15           17850     0      3300
HARRIS CORP                      COMMON    413875105        256       8200  SH       DEFINED     15,8          8200     0         0
HARRIS CORP                      COMMON    413875105        100       3200  SH       DEFINED     23            3200     0         0
HARRIS CORP                      COMMON    413875105         19        600  SH       DEFINED     24               0     0       600
HARRIS CORP                      COMMON    413875105        213       6814  SH       DEFINED     6             6814     0         0
HARRIS CORP                      COMMON    413875105        284       9100  SH       DEFINED     8             9100     0         0
HARRIS CORP                      COMMON    413875105         25        792  SH       DEFINED     8,10           792     0         0
HARSCO CORP                      COMMON    415864107          7        123  SH       DEFINED     4              123     0         0
HARTE-HANKS INC                  COMMON    416196103      14102     474327  SH       DEFINED     1           474327     0         0
HARTE-HANKS INC                  COMMON    416196103        971      32650  SH       DEFINED     15,14        32650     0         0
HARTE-HANKS INC                  COMMON    416196103         19        650  SH       DEFINED     2              650     0         0
HARTE-HANKS INC                  COMMON    416196103         89       3000  SH       DEFINED     24            3000     0         0
HARTE-HANKS INC                  COMMON    416196103      33189    1116350  SH       DEFINED     3          1116350     0         0
HARTFORD FINANCIAL SVCS GRP      COMMON    416515104     151889    2031140  SH       DEFINED     1          2031140     0         0
HARTFORD FINANCIAL SVCS GRP      COMMON    416515104      16826     225000  SH       DEFINED     1,2         225000     0         0
HARTFORD FINANCIAL SVCS GRP      COMMON    416515104       4083      54600  SH       DEFINED     9,15         54600     0         0
HARTFORD FINANCIAL SVCS GRP      COMMON    416515104      18493     247304  SH       DEFINED     15          229682     0     16937
HARTFORD FINANCIAL SVCS GRP      COMMON    416515104       2647      35400  SH       DEFINED     15,8         35400     0         0
HARTFORD FINANCIAL SVCS GRP      COMMON    416515104      10140     135600  SH       DEFINED     2           135600     0         0
HARTFORD FINANCIAL SVCS GRP      COMMON    416515104        202       2700  SH       DEFINED     23            2700     0         0
HARTFORD FINANCIAL SVCS GRP      COMMON    416515104         45        600  SH       DEFINED     24             200     0       400
HARTFORD FINANCIAL SVCS GRP      COMMON    416515104          0          1  SH       DEFINED     4                1     0         0
HARTFORD FINANCIAL SVCS GRP      COMMON    416515104        357       4775  SH       DEFINED     5,15             0     0      4775
HARTFORD FINANCIAL SVCS GRP      COMMON    416515104        361       4825  SH       DEFINED     6             4825     0         0
HARTFORD FINANCIAL SVCS GRP      COMMON    416515104        745       9965  SH       DEFINED     8             9965     0         0
HARTFORD FINL SVCS CVP(HIG)7.0   CONVERT   416515500        296       4275  SH       DEFINED     6             4275     0         0
HARTMARX CORPORATION             COMMON    417119104       1360     135100  SH       DEFINED     15           75700     0     59400
HARTMARX CORPORATION             COMMON    417119104         27       2700  SH       DEFINED     15,14         2700     0         0
HARTMARX CORPORATION             COMMON    417119104        434      43100  SH       DEFINED     5,15         43100     0         0
HARVEST NATURAL RESOURCES INC    COMMON    41754V103        236      21600  SH       DEFINED     1            21600     0         0
HARVEST NATURAL RESOURCES INC    COMMON    41754V103       6479     592800  SH       DEFINED     15          335500     0    257300
HARVEST NATURAL RESOURCES INC    COMMON    41754V103        133      12200  SH       DEFINED     15,14        12200     0         0
HARVEST NATURAL RESOURCES INC    COMMON    41754V103       1455     133100  SH       DEFINED     5,15        133100     0         0
HASBRO INC                       COMMON    418056107       7174     345075  SH       DEFINED     15          343295     0      1780
HASBRO INC                       COMMON    418056107        677      32557  SH       DEFINED     15           28057     0      4500



                                                                                         
HASBRO INC                       COMMON    418056107        877      42200  SH       DEFINED     15,14        42200     0         0
HASBRO INC                       COMMON    418056107        148       7100  SH       DEFINED     15,8          7100     0         0
HASBRO INC                       COMMON    418056107         18        850  SH       DEFINED     2              850     0         0
HASBRO INC                       COMMON    418056107        133       6400  SH       DEFINED     6             6400     0         0
HASBRO INC                       COMMON    418056107        132       6356  SH       DEFINED     8             6356     0         0
HAWAIIAN ELECTRIC INDS           COMMON    419870100          8        300  SH       DEFINED     24               0     0       300
HEALTH CARE PPTYS INVEST INC     COMMON    421915109      34665    1282000  SH       DEFINED     15         1207400     0     74600
HEALTH CARE PPTYS INVEST INC     COMMON    421915109         57       2124  SH       DEFINED     24            1600     0       524
HEALTH CARE PPTYS INVEST INC     COMMON    421915109       1338      49500  SH       DEFINED     6            49500     0         0
HEALTH MGMT ASSOCIATES INC CL    COMMON    421933102       5587     213400  SH       DEFINED     1           213400     0         0
HEALTH MGMT ASSOCIATES INC CL    COMMON    421933102      26180    1000000  SH       DEFINED     1,2        1000000     0         0
HEALTH MGMT ASSOCIATES INC CL    COMMON    421933102        628      23975  SH       DEFINED     15           23975     0         0
HEALTH MGMT ASSOCIATES INC CL    COMMON    421933102       4664     178150  SH       DEFINED     2           178150     0         0
HEALTH MGMT ASSOCIATES INC CL    COMMON    421933102        733      28000  SH       DEFINED     24           28000     0         0
HEALTH MGMT ASSOCIATES INC CL    COMMON    421933102         50       1900  SH       DEFINED     6             1900     0         0
HEALTH MGMT ASSOCIATES INC CL    COMMON    421933102        223       8526  SH       DEFINED     8             8526     0         0
HEALTH MANAGE CVT(HMA) 144A 1.   CONVERT   421933AE2      13473   12475000  SH       DEFINED     15         1825000     0  10650000
HEALTH MANAGEMENTCVT(INMARS) 1   CONVERT   421933AF9       2754    2550000  SH       DEFINED     15          300000     0   2250000
HEALTHCARE REALTY TRUST INC      COMMON    421946104      45533    1179300  SH       DEFINED     15         1125500     0     53800
HEALTH CARE REIT INC             COMMON    42217K106      40957    1086687  SH       DEFINED     15          969200     0    117487
HEALTH CARE REIT INC             COMMON    42217K106         14        375  SH       DEFINED     6              375     0         0
HEALTHEXTRAS INC                 COMMON    422211102       3021     150500  SH       DEFINED     1           150500     0         0
HEALTH NET INC                   COMMON    42222G108      23472     615100  SH       DEFINED     1           615100     0         0
HEALTH NET INC                   COMMON    42222G108       2938      77000  SH       DEFINED     15,22        77000     0         0
HEALTH NET INC                   COMMON    42222G108       1240      32500  SH       DEFINED     2            32500     0         0
HEALTH NET INC                   COMMON    42222G108        176       4616  SH       DEFINED     8             4616     0         0
HEARST CL ARGYLE TELEVISION IN   COMMON    422317107         81       3300  SH       DEFINED     15            3300     0         0
HEARST CL ARGYLE TELEVISION IN   COMMON    422317107        158       6429  SH       DEFINED     24               0     0      6429
HEARTLAND EXPRESS INC            COMMON    422347104       8907     458400  SH       DEFINED     1           458400     0         0
HEARTLAND EXPRESS INC            COMMON    422347104        204      10500  SH       DEFINED     15           10500     0         0
HEARTLAND EXPRESS INC            COMMON    422347104       2660     136900  SH       DEFINED     2           136900     0         0
HECLA MINING CO                  COMMON    422704106        410      90000  SH       DEFINED     2            90000     0         0
HECLA MINING CO                  COMMON    422704106        103      22500  SH       DEFINED     24               0     0     22500
HEICO CORP                       COMMON    422806109         23       1000  SH       DEFINED     15            1000     0         0
HEICO CORP                       COMMON    422806109         59       2500  SH       DEFINED     5,15          2500     0         0
HEINZ (H.J.) CO                  COMMON    423074103        179       5060  SH       DEFINED     15            5060     0         0
HEINZ (H.J.) CO                  COMMON    423074103       2579      72800  SH       DEFINED     9,15         72800     0         0
HEINZ (H.J.) CO                  COMMON    423074103      11245     317486  SH       DEFINED     15          291186     0     26300
HEINZ (H.J.) CO                  COMMON    423074103       2033      57400  SH       DEFINED     15,8         57400     0         0
HEINZ (H.J.) CO                  COMMON    423074103       1085      30631  SH       DEFINED     23           30631     0         0
HEINZ (H.J.) CO                  COMMON    423074103        412      11640  SH       DEFINED     24            7659     0      3981
HEINZ (H.J.) CO                  COMMON    423074103         25        700  SH       DEFINED     5,15           700     0         0
HEINZ (H.J.) CO                  COMMON    423074103        140       3962  SH       DEFINED     6             3962     0         0
HEINZ (H.J.) CO                  COMMON    423074103        466      13154  SH       DEFINED     8            13154     0         0
HELMERICH & PAYNE                COMMON    423452101       6409     136600  SH       DEFINED     15          118400     0     11200
HELMERICH & PAYNE                COMMON    423452101        263       5600  SH       DEFINED     15,8          5600     0         0
HELMERICH & PAYNE                COMMON    423452101        292       6231  SH       DEFINED     23            6231     0         0
HELMERICH & PAYNE                COMMON    423452101         23        500  SH       DEFINED     24               0     0       500
HELMERICH & PAYNE                COMMON    423452101         52       1100  SH       DEFINED     5,15          1100     0         0
HELMERICH & PAYNE                COMMON    423452101         65       1375  SH       DEFINED     6              300   375       700
HELMERICH & PAYNE                COMMON    423452101        183       3901  SH       DEFINED     8             3901     0         0
HENRY (JACK) & ASSOCIATES        COMMON    426281101       6114     333900  SH       DEFINED     1           333900     0         0
HENRY (JACK) & ASSOCIATES        COMMON    426281101          9        486  SH       DEFINED     6              486     0         0
HERCULES INC                     COMMON    427056106        156      10998  SH       DEFINED     15           10998     0         0
HERCULES INC                     COMMON    427056106         20       1380  SH       DEFINED     6             1380     0         0
HERITAGE PROPERTY INVESTMENT     COMMON    42725M107      24251     692500  SH       DEFINED     15          548200     0    144300
HERSHEY CO/THE                   COMMON    427866108      14394     231780  SH       DEFINED     1           231780     0         0
HERSHEY CO/THE                   COMMON    427866108      31050     500000  SH       DEFINED     1,2         500000     0         0
HERSHEY CO/THE                   COMMON    427866108       1397      22500  SH       DEFINED     9            22500     0         0
HERSHEY CO/THE                   COMMON    427866108       4795      77210  SH       DEFINED     9,15         77210     0         0
HERSHEY CO/THE                   COMMON    427866108      17462     281185  SH       DEFINED     15          252485     0     28700
HERSHEY CO/THE                   COMMON    427866108        255       4100  SH       DEFINED     15,14         4100     0         0
HERSHEY CO/THE                   COMMON    427866108       1565      25200  SH       DEFINED     15,8         25200     0         0
HERSHEY CO/THE                   COMMON    427866108       8875     142910  SH       DEFINED     2           142910     0         0
HERSHEY CO/THE                   COMMON    427866108        284       4580  SH       DEFINED     23            4580     0         0
HERSHEY CO/THE                   COMMON    427866108        588       9465  SH       DEFINED     24            2530     0      6935
HERSHEY CO/THE                   COMMON    427866108         36        572  SH       DEFINED     4              572     0         0
HERSHEY CO/THE                   COMMON    427866108        646      10400  SH       DEFINED     5,15         10400     0         0
HERSHEY CO/THE                   COMMON    427866108        989      15932  SH       DEFINED     6            15932     0         0
HERSHEY CO/THE                   COMMON    427866108        490       7893  SH       DEFINED     8             7893     0         0
HEWITT ASSOCIATES INC            COMMON    42822Q100       6262     236200  SH       DEFINED     1           236200     0         0
HEWITT ASSOCIATES INC            COMMON    42822Q100        292      11000  SH       DEFINED     2            11000     0         0
HEWLETT-PACKARD CO               COMMON    428236103      76388    3249160  SH       DEFINED     1          1842460     0   1406700
HEWLETT-PACKARD CO               COMMON    428236103       4913     208985  SH       DEFINED     9,15        208985     0         0
HEWLETT-PACKARD CO               COMMON    428236103       1408      59879  SH       DEFINED     12           59879     0         0
HEWLETT-PACKARD CO               COMMON    428236103        513      21815  SH       DEFINED     12,14        21815     0         0
HEWLETT-PACKARD CO               COMMON    428236103      36881    1568735  SH       DEFINED     15         1495070     0     70225
HEWLETT-PACKARD CO               COMMON    428236103       2320      98700  SH       DEFINED     15,22        98700     0         0
HEWLETT-PACKARD CO               COMMON    428236103       2958     125800  SH       DEFINED     15,8        125800     0         0
HEWLETT-PACKARD CO               COMMON    428236103       1105      47000  SH       DEFINED     20           47000     0         0
HEWLETT-PACKARD CO               COMMON    428236103        353      15000  SH       DEFINED     23           15000     0         0
HEWLETT-PACKARD CO               COMMON    428236103       9877     420110  SH       DEFINED     24          115350     0    304760
HEWLETT-PACKARD CO               COMMON    428236103        590      25100  SH       DEFINED     5,15             0     0     25100
HEWLETT-PACKARD CO               COMMON    428236103       1275      54229  SH       DEFINED     6            54229     0         0
HEWLETT-PACKARD CO               COMMON    428236103       2241      95300  SH       DEFINED     8            95300     0         0
HEWLETT-PACKARD(HWP) CVT 0.0 1   CONVERT   428236AC7       5505    9700000  SH       DEFINED     15         1425000     0   8275000
HIBBETT SPORTING GOODS INC       COMMON    428565105       5377     142100  SH       DEFINED     1           142100     0         0
HIBBETT SPORTING GOODS INC       COMMON    428565105       1328      35100  SH       DEFINED     15           19800     0     15300
HIBBETT SPORTING GOODS INC       COMMON    428565105         26        700  SH       DEFINED     15,14          700     0         0
HIBBETT SPORTING GOODS INC       COMMON    428565105        473      12500  SH       DEFINED     5,15         12500     0         0
HIBERNIA CORP CL A               COMMON    428656102         25        760  SH       DEFINED     15             760     0         0
HIBERNIA CORP CL A               COMMON    428656102        644      19400  SH       DEFINED     15           18900     0       500
HIBERNIA CORP CL A               COMMON    428656102        123       3700  SH       DEFINED     15,8          3700     0         0



                                                                                         
HIBERNIA CORP CL A               COMMON    428656102         40       1218  SH       DEFINED     23            1218     0         0
HIBERNIA CORP CL A               COMMON    428656102          6        166  SH       DEFINED     4              166     0         0
HIBERNIA CORP CL A               COMMON    428656102        181       5452  SH       DEFINED     8             5452     0         0
HIENERGY TECHNOLOGIES INC        COMMON    42952V101         13      18315  SH       DEFINED     24               0     0     18315
HIGH INCOME OPPORTUNITY FD CF    COMMON    42967Q105         19       3000  SH       DEFINED     24               0     0      3000
HIGHWOODS PROPERTIES INC REIT    COMMON    431284108      13523     454400  SH       DEFINED     15          418400     0     36000
HIGHWOODS PROPERTIES INC REIT    COMMON    431284108         54       1800  SH       DEFINED     6             1800     0         0
HILB ROGAL & HOBBS CO            COMMON    431294107       3708     107800  SH       DEFINED     1           107800     0         0
HILB ROGAL & HOBBS CO            COMMON    431294107         71       2058  SH       DEFINED     8             2058     0         0
HILLTOP COMMUNITY BANCORP INC    COMMON    43274N108          3        275  SH       DEFINED     24             275     0         0
HILTON HOTELS CORP               COMMON    432848109     109309    4583206  SH       DEFINED     1          4583206     0         0
HILTON HOTELS CORP               COMMON    432848109      23850    1000000  SH       DEFINED     1,2        1000000     0         0
HILTON HOTELS CORP               COMMON    432848109     127740    5355987  SH       DEFINED     15         4036334     0   1196753
HILTON HOTELS CORP               COMMON    432848109       2042      85610  SH       DEFINED     15,14        85610     0         0
HILTON HOTELS CORP               COMMON    432848109        510      21400  SH       DEFINED     15,8         21400     0         0
HILTON HOTELS CORP               COMMON    432848109       3865     162040  SH       DEFINED     2           126740     0     35300
HILTON HOTELS CORP               COMMON    432848109         29       1200  SH       DEFINED     24               0     0      1200
HILTON HOTELS CORP               COMMON    432848109       9752     408900  SH       DEFINED     5,15        408900     0         0
HILTON HOTELS CORP               COMMON    432848109        186       7782  SH       DEFINED     6             6182  1600         0
HILTON HOTELS CORP               COMMON    432848109        331      13886  SH       DEFINED     8            13886     0         0
HILTON RESOURCES LTD             COMMON    432890101          0       1500  SH       DEFINED     24               0     0      1500
HITACHI LTD ADR                  COMMON    433578507      22667     373913  SH       DEFINED     12          290988     0     82925
HITACHI LTD ADR                  COMMON    433578507      17186     283509  SH       DEFINED     15          273643     0      9866
HITACHI LTD ADR                  COMMON    433578507         18        300  SH       DEFINED     24               0     0       300
HOLLINGER INTERNATIONAL INC      COMMON    435569108          6        600  SH       DEFINED     15             600     0         0
HOLLY CORP                       COMMON    435758305        845      18100  SH       DEFINED     15            9400     0      8700
HOLLY CORP                       COMMON    435758305         19        400  SH       DEFINED     15,14          400     0         0
HOLLY CORP                       COMMON    435758305        103       2200  SH       DEFINED     5,15          2200     0         0
HOLLY ENERGY PARTNERS LP         COMMON    435763107        314       7100  SH       DEFINED     6             7100     0         0
HOLOGIC INC                      COMMON    436440101       2337      58800  SH       DEFINED     1            58800     0         0
HOME DEPOT INC                   COMMON    437076102      80835    2078030  SH       DEFINED     1          1555530     0    522500
HOME DEPOT INC                   COMMON    437076102      21395     550000  SH       DEFINED     1,2         550000     0         0
HOME DEPOT INC                   COMMON    437076102       1680      43200  SH       DEFINED     9            43200     0         0
HOME DEPOT INC                   COMMON    437076102      24689     634690  SH       DEFINED     9,15        634690     0         0
HOME DEPOT INC                   COMMON    437076102       1189      30556  SH       DEFINED     11,8         30556     0         0
HOME DEPOT INC                   COMMON    437076102        782      20110  SH       DEFINED     12           20110     0         0
HOME DEPOT INC                   COMMON    437076102        265       6800  SH       DEFINED     12,14         6800     0         0
HOME DEPOT INC                   COMMON    437076102     174207    4478326  SH       DEFINED     15         4041430     0    434111
HOME DEPOT INC                   COMMON    437076102       2583      66400  SH       DEFINED     15,14        66400     0         0
HOME DEPOT INC                   COMMON    437076102       7519     193300  SH       DEFINED     15,8        193300     0         0
HOME DEPOT INC                   COMMON    437076102      20892     537060  SH       DEFINED     2           537060     0         0
HOME DEPOT INC                   COMMON    437076102       5740     147560  SH       DEFINED     23          147560     0         0
HOME DEPOT INC                   COMMON    437076102      28786     740003  SH       DEFINED     24           52481     0    687522
HOME DEPOT INC                   COMMON    437076102        809      20800  SH       DEFINED     3            20800     0         0
HOME DEPOT INC                   COMMON    437076102         74       1899  SH       DEFINED     4             1899     0         0
HOME DEPOT INC                   COMMON    437076102       7822     201070  SH       DEFINED     5,15        181600     0     19470
HOME DEPOT INC                   COMMON    437076102     535843   13774891  SH       DEFINED     6         13774891     0         0
HOME DEPOT INC                   COMMON    437076102        152       3900  SH       DEFINED     7             3900     0         0
HOME DEPOT INC                   COMMON    437076102       8088     207915  SH       DEFINED     8           207915     0         0
HOME DEPOT INC                   COMMON    437076102        125       3208  SH       DEFINED     8,10          3208     0         0
HOME DEPOT INC                   COMMON    437076102       1005      25828  SH       DEFINED     8,13         25828     0         0
HOME PROPERTIES INC              COMMON    437306103       9830     228500  SH       DEFINED     15          145000     0     83500
HOME PROPERTIES INC              COMMON    437306103         85       1975  SH       DEFINED     6              425   550      1000
HONEYWELL INTERNATIONAL INC      COMMON    438516106     183402    5006870  SH       DEFINED     1          5006870     0         0
HONEYWELL INTERNATIONAL INC      COMMON    438516106      45788    1250000  SH       DEFINED     1,2        1250000     0         0
HONEYWELL INTERNATIONAL INC      COMMON    438516106        353       9642  SH       DEFINED     9,15          9642     0         0
HONEYWELL INTERNATIONAL INC      COMMON    438516106      56143    1532708  SH       DEFINED     15          849330     0    677518
HONEYWELL INTERNATIONAL INC      COMMON    438516106       1349      36840  SH       DEFINED     15,22        36840     0         0
HONEYWELL INTERNATIONAL INC      COMMON    438516106       1165      31800  SH       DEFINED     15,8         31800     0         0
HONEYWELL INTERNATIONAL INC      COMMON    438516106      10388     283600  SH       DEFINED     2           283600     0         0
HONEYWELL INTERNATIONAL INC      COMMON    438516106        165       4500  SH       DEFINED     2,14          4500     0         0
HONEYWELL INTERNATIONAL INC      COMMON    438516106       2001      54635  SH       DEFINED     24            1850     0     52785
HONEYWELL INTERNATIONAL INC      COMMON    438516106      14802     404089  SH       DEFINED     4           404089     0         0
HONEYWELL INTERNATIONAL INC      COMMON    438516106        441      12040  SH       DEFINED     6            12040     0         0
HONEYWELL INTERNATIONAL INC      COMMON    438516106        963      26286  SH       DEFINED     8            26286     0         0
HORIZON FINANCIAL CORP           COMMON    44041F105        351      15800  SH       DEFINED     15            9000     0      6800
HORIZON FINANCIAL CORP           COMMON    44041F105          7        300  SH       DEFINED     15,14          300     0         0
HORIZON FINANCIAL CORP           COMMON    44041F105        131       5900  SH       DEFINED     5,15          5900     0         0
HORMEL FOODS CORP                COMMON    440452100          8        260  SH       DEFINED     15             260     0         0
HORMEL FOODS CORP                COMMON    440452100         12        400  SH       DEFINED     15             200     0       200
HOSPIRA INC                      COMMON    441060100      14186     363755  SH       DEFINED     1           363000     0       755
HOSPIRA INC                      COMMON    441060100       7593     194700  SH       DEFINED     1,3         194700     0         0
HOSPIRA INC                      COMMON    441060100        148       3800  SH       DEFINED     9,7           3800     0         0
HOSPIRA INC                      COMMON    441060100       2574      66000  SH       DEFINED     9,2          66000     0         0
HOSPIRA INC                      COMMON    441060100        667      17099  SH       DEFINED     15           17099     0         0
HOSPIRA INC                      COMMON    441060100       1283      32900  SH       DEFINED     2            32900     0         0
HOSPIRA INC                      COMMON    441060100         12        300  SH       DEFINED     20             300     0         0
HOSPIRA INC                      COMMON    441060100       1115      28598  SH       DEFINED     24             640     0     27958
HOSPIRA INC                      COMMON    441060100          0          0  SH       DEFINED     3                0     0         0
HOSPIRA INC                      COMMON    441060100        252       6456  SH       DEFINED     6             6456     0         0
HOSPIRA INC                      COMMON    441060100        185       4745  SH       DEFINED     8             4745     0         0
HOSPITALITY PROPERTIES TRUST     COMMON    44106M102      35278     800500  SH       DEFINED     15          682100     0    118400
HOSPITALITY PROPERTIES TRUST     COMMON    44106M102         52       1187  SH       DEFINED     24             732     0       455
HOSPITALITY PROPERTIES TRUST     COMMON    44106M102         40        900  SH       DEFINED     6              900     0         0
HOST MARRIOTT CORP               COMMON    44107P104       2971     169760  SH       DEFINED     15          169760     0         0
HOST MARRIOTT CORP               COMMON    44107P104     173874    9935672  SH       DEFINED     15         7713513     0   2021959
HOST MARRIOTT CORP               COMMON    44107P104         25       1400  SH       DEFINED     24               0     0      1400
HOST MARRIOTT CORP               COMMON    44107P104      13010     743400  SH       DEFINED     5,15        743400     0         0
HOT TOPIC INC                    COMMON    441339108      14359     750600  SH       DEFINED     1           750600     0         0
HOT TOPIC INC                    COMMON    441339108        534      27900  SH       DEFINED     2            27900     0         0
HOT TOPIC INC                    COMMON    441339108         85       4450  SH       DEFINED     6              950  1250      2250
HOUSTON EXPLORATION COMPANY      COMMON    442120101       5438     102500  SH       DEFINED     1           102500     0         0
HOUSTON EXPLORATION COMPANY      COMMON    442120101        228       4300  SH       DEFINED     9,7           4300     0         0



                                                                                         
HOUSTON EXPLORATION COMPANY      COMMON    442120101       1968      37100  SH       DEFINED     2            37100     0         0
HOVNANIAN ENTERPRISES-A          COMMON    442487203       2452      37600  SH       DEFINED     1            37600     0         0
HOVNANIAN ENTERPRISES-A          COMMON    442487203         46        700  SH       DEFINED     9,7            700     0         0
HOVNANIAN ENTERPRISES-A          COMMON    442487203        378       5800  SH       DEFINED     2             5800     0         0
HOVNANIAN ENTERPRISES-A          COMMON    442487203       1108      17000  SH       DEFINED     23           17000     0         0
HUB GROUP INC CL A               COMMON    443320106       1916      76500  SH       DEFINED     15           38900     0     37600
HUB GROUP INC CL A               COMMON    443320106         43       1700  SH       DEFINED     15,14         1700     0         0
HUB GROUP INC CL A               COMMON    443320106        220       8800  SH       DEFINED     5,15          8800     0         0
HUB GROUP INC CL A               COMMON    443320106         26       1025  SH       DEFINED     6              225   275       525
HUB INTERNATIONAL LTD            COMMON    44332P101          4        197  SH       DEFINED     6              197     0         0
HUBBELL INC -CL A                COMMON    443510102         82       2000  SH       DEFINED     24               0     0      2000
HUBBELL INC  CL B                COMMON    443510201       1661      37674  SH       DEFINED     24            6804     0     30870
HUBBELL INC  CL B                COMMON    443510201        912      20690  SH       DEFINED     6            20690     0         0
HUDSON CITY BANCORP INC          COMMON    443683107      45147    3956800  SH       DEFINED     1          3956800     0         0
HUDSON CITY BANCORP INC          COMMON    443683107        329      28800  SH       DEFINED     15               0     0     28800
HUDSON CITY BANCORP INC          COMMON    443683107       3366     295000  SH       DEFINED     2           260500     0     34500
HUDSON HIGHLAND GROUP INC        COMMON    443792106       1737     111400  SH       DEFINED     1           111400     0         0
HUDSON UNITED BANCORP            COMMON    444165104       2347      65000  SH       DEFINED     1            65000     0         0
HUDSON UNITED BANCORP            COMMON    444165104       7202     199500  SH       DEFINED     15          114900     0     84600
HUDSON UNITED BANCORP            COMMON    444165104        144       4000  SH       DEFINED     15,14         4000     0         0
HUDSON UNITED BANCORP            COMMON    444165104        245       6800  SH       DEFINED     15,8          6800     0         0
HUDSON UNITED BANCORP            COMMON    444165104       2219      61475  SH       DEFINED     24           61475     0         0
HUDSON UNITED BANCORP            COMMON    444165104       1816      50300  SH       DEFINED     5,15         50300     0         0
HUDSON UNITED BANCORP            COMMON    444165104         15        413  SH       DEFINED     6              413     0         0
HUGHES SUPPLY INC                COMMON    444482103      11574     411900  SH       DEFINED     1           411900     0         0
HUGHES SUPPLY INC                COMMON    444482103       3715     132200  SH       DEFINED     2           132200     0         0
HUGHES SUPPLY INC                COMMON    444482103         46       1625  SH       DEFINED     6             1625     0         0
HUGOTON ROYALTY TRUST            COMMON    444717102          9        300  SH       DEFINED     15             300     0         0
HUGOTON ROYALTY TRUST            COMMON    444717102       5557     183150  SH       DEFINED     24            4000     0    179150
HUMANA INC                       COMMON    444859102      18890     475340  SH       DEFINED     1           475340     0         0
HUMANA INC                       COMMON    444859102        560      14100  SH       DEFINED     9            14100     0         0
HUMANA INC                       COMMON    444859102       6227     156700  SH       DEFINED     9,15        156700     0         0
HUMANA INC                       COMMON    444859102      44592    1122098  SH       DEFINED     15         1004398     0     98000
HUMANA INC                       COMMON    444859102        525      13200  SH       DEFINED     15,14        13200     0         0
HUMANA INC                       COMMON    444859102        986      24800  SH       DEFINED     15,22        24800     0         0
HUMANA INC                       COMMON    444859102       1602      40300  SH       DEFINED     15,8         40300     0         0
HUMANA INC                       COMMON    444859102        393       9900  SH       DEFINED     2             9900     0         0
HUMANA INC                       COMMON    444859102         96       2411  SH       DEFINED     23            2411     0         0
HUMANA INC                       COMMON    444859102       1462      36800  SH       DEFINED     5,15         36800     0         0
HUMANA INC                       COMMON    444859102        334       8409  SH       DEFINED     8             8409     0         0
HUMANA INC                       COMMON    444859102         31        783  SH       DEFINED     8,10           783     0         0
HUMAN GENOME SCIENCES INC        COMMON    444903108        162      14000  SH       DEFINED     11,2         14000     0         0
HUMAN GENOME SCIENCES INC        COMMON    444903108         12       1000  SH       DEFINED     24               0     0      1000
HUMMINGBIRD LTD                  COMMON    44544R101      52520    2474300  SH       DEFINED     3          2474300     0         0
HUNT (JB) TRANSPRT SVCS INC      COMMON    445658107         12        610  SH       DEFINED     15               0     0       610
HUNT (JB) TRANSPRT SVCS INC      COMMON    445658107         25       1300  SH       DEFINED     15            1300     0         0
HUNTINGTON BANCSHARES            COMMON    446150104        128       5300  SH       DEFINED     15            5300     0         0
HUNTINGTON BANCSHARES            COMMON    446150104       1234      51100  SH       DEFINED     9,15         51100     0         0
HUNTINGTON BANCSHARES            COMMON    446150104       7769     321844  SH       DEFINED     15          298644     0     23200
HUNTINGTON BANCSHARES            COMMON    446150104       1803      74700  SH       DEFINED     15,8         74700     0         0
HUNTINGTON BANCSHARES            COMMON    446150104        174       7200  SH       DEFINED     23            7200     0         0
HUNTINGTON BANCSHARES            COMMON    446150104         53       2200  SH       DEFINED     24               0     0      2200
HUNTINGTON BANCSHARES            COMMON    446150104        112       4625  SH       DEFINED     6             4625     0         0
HUNTINGTON BANCSHARES            COMMON    446150104        243      10067  SH       DEFINED     8            10067     0         0
HUNTSMAN CORP                    COMMON    447011107        168       8300  SH       DEFINED     6             5900  2400         0
HURCO COMPANIES INC              COMMON    447324104          4        225  SH       DEFINED     6              225     0         0
HURON CONSULTING GROUP INC       COMMON    447462102         38       1600  SH       DEFINED     24               0     0      1600
HUTCHINSON TECH                  COMMON    448407106       2811      73000  SH       DEFINED     1            73000     0         0
HYDRIL                           COMMON    448774109       1429      26300  SH       DEFINED     1            26300     0         0
HYPERION SOLUTIONS CORP          COMMON    44914M104      25070     623000  SH       DEFINED     1           623000     0         0
HYPERION SOLUTIONS CORP          COMMON    44914M104        447      11100  SH       DEFINED     2            11100     0         0
HYPERION SOLUTIONS CORP          COMMON    44914M104         34        850  SH       DEFINED     24              50     0       800
HYPERION SOLUTIONS CORP          COMMON    44914M104       3410      84735  SH       DEFINED     6            84735     0         0
HYTHIAM INC                      COMMON    44919F104          4        700  SH       DEFINED     24             700     0         0
IAC INTERACTIVECORP              COMMON    44919P102       6764     281610  SH       DEFINED     1           281610     0         0
IAC INTERACTIVECORP              COMMON    44919P102        830      34570  SH       DEFINED     15,14        34570     0         0
IAC INTERACTIVECORP              COMMON    44919P102         16        680  SH       DEFINED     2              680     0         0
IAC INTERACTIVECORP              COMMON    44919P102       3556     148025  SH       DEFINED     24          147725     0       300
IAC INTERACTIVECORP              COMMON    44919P102     294934   12278700  SH       DEFINED     3         12278700     0         0
IAC INTERACTIVECORP              COMMON    44919P102       2700     112400  SH       DEFINED     3,22        112400     0         0
IAC INTERACTIVECORP              COMMON    44919P102          7        300  SH       DEFINED     6              300     0         0
IAC INTERACTIVECORP              COMMON    44919P102        304      12649  SH       DEFINED     8            12649     0         0
ICOS CORPORATION                 COMMON    449295104          6        300  SH       DEFINED     24               0     0       300
ICU MEDICAL INC                  COMMON    44930G107        782      24300  SH       DEFINED     15           17400     0      6900
ICU MEDICAL INC                  COMMON    44930G107         10        300  SH       DEFINED     15,14          300     0         0
ICU MEDICAL INC                  COMMON    44930G107        125       3900  SH       DEFINED     5,15          3900     0         0
IHOP CORP                        COMMON    449623107        152       3500  SH       DEFINED     3             3500     0         0
IHOP CORP                        COMMON    449623107       3180      73300  SH       DEFINED     3            73300     0         0
ING PRIME RATE TRUST CF          COMMON    44977W106          1        200  SH       DEFINED     24             200     0         0
IPCS INC                         COMMON    44980Y305       5941     184230  SH       DEFINED     1           184230     0         0
IPCS INC                         COMMON    44980Y305         32        997  SH       DEFINED     2,22           997     0         0
ING CLARION GL R/E INCOME FD C   COMMON    44982G104        128       8289  SH       DEFINED     24               0     0      8289
IMS HEALTH INC                   COMMON    449934108      48955    1976400  SH       DEFINED     1          1976400     0         0
IMS HEALTH INC                   COMMON    449934108        126       5100  SH       DEFINED     1,3           5100     0         0
IMS HEALTH INC                   COMMON    449934108       1325      53500  SH       DEFINED     9,15         53500     0         0
IMS HEALTH INC                   COMMON    449934108        520      21005  SH       DEFINED     11,8         21005     0         0
IMS HEALTH INC                   COMMON    449934108      11425     461261  SH       DEFINED     15          404461     0     49800
IMS HEALTH INC                   COMMON    449934108       1464      59100  SH       DEFINED     15,8         59100     0         0
IMS HEALTH INC                   COMMON    449934108       5697     230000  SH       DEFINED     2           230000     0         0
IMS HEALTH INC                   COMMON    449934108        655      26453  SH       DEFINED     23           26453     0         0
IMS HEALTH INC                   COMMON    449934108        499      20154  SH       DEFINED     24            6240     0     13914
IMS HEALTH INC                   COMMON    449934108     243038    9811800  SH       DEFINED     3          9811800     0         0
IMS HEALTH INC                   COMMON    449934108       3002     121200  SH       DEFINED     3,22        121200     0         0



                                                                                         
IMS HEALTH INC                   COMMON    449934108      27906    1126608  SH       DEFINED     4          1126608     0         0
IMS HEALTH INC                   COMMON    449934108        163       6600  SH       DEFINED     5,15          6600     0         0
IMS HEALTH INC                   COMMON    449934108        243       9800  SH       DEFINED     5,2           9800     0         0
IMS HEALTH INC                   COMMON    449934108        396      15987  SH       DEFINED     6            13387  2600         0
IMS HEALTH INC                   COMMON    449934108       1720      69428  SH       DEFINED     8            69428     0         0
IMS HEALTH INC                   COMMON    449934108        480      19397  SH       DEFINED     8,13         19397     0         0
ISTAR FINANCIAL INC              COMMON    45031U101         25        600  SH       DEFINED     15               0     0       600
ISTAR FINANCIAL INC              COMMON    45031U101      29976     720750  SH       DEFINED     15          720750     0         0
ISTAR FINANCIAL INC              COMMON    45031U101         17        400  SH       DEFINED     24               0     0       400
ISTAR FINANCIAL INC              COMMON    45031U101         78       1870  SH       DEFINED     6             1870     0         0
ISTA PHARMACEUTICALS INC         COMMON    45031X204          4        446  SH       DEFINED     15               0     0       446
ISTA PHARMACEUTICALS INC         COMMON    45031X204        842     101162  SH       DEFINED     18               0     0    101162
ITLA CAPITAL CORPORATION         COMMON    450565106       1256      23300  SH       DEFINED     15           13100     0     10200
ITLA CAPITAL CORPORATION         COMMON    450565106         27        500  SH       DEFINED     15,14          500     0         0
ITLA CAPITAL CORPORATION         COMMON    450565106        356       6600  SH       DEFINED     5,15          6600     0         0
ITT EDUCATIONAL SERVICES INC     COMMON    45068B109        139       2600  SH       DEFINED     15            2600     0         0
ITT EDUCATIONAL SERVICES INC     COMMON    45068B109        144       2700  SH       DEFINED     15,8          2700     0         0
ITT EDUCATIONAL SERVICES INC     COMMON    45068B109         11        215  SH       DEFINED     6              215     0         0
IBIS TECHNOLOGY CORP             COMMON    450909106          9       4400  SH       DEFINED     24            4400     0         0
ITT INDUSTRIES INC               COMMON    450911102      77059     789300  SH       DEFINED     1           789300     0         0
ITT INDUSTRIES INC               COMMON    450911102        117       1200  SH       DEFINED     1,3           1200     0         0
ITT INDUSTRIES INC               COMMON    450911102       2476      25366  SH       DEFINED     15           21766     0      3600
ITT INDUSTRIES INC               COMMON    450911102       7244      74200  SH       DEFINED     2            69900     0      4300
ITT INDUSTRIES INC               COMMON    450911102       1113      11400  SH       DEFINED     23           11400     0         0
ITT INDUSTRIES INC               COMMON    450911102       2009      20575  SH       DEFINED     24           20025     0       550
ITT INDUSTRIES INC               COMMON    450911102       9255      94800  SH       DEFINED     3            94800     0         0
ITT INDUSTRIES INC               COMMON    450911102      39262     402146  SH       DEFINED     4           402146     0         0
ITT INDUSTRIES INC               COMMON    450911102        234       2400  SH       DEFINED     5,2           2400     0         0
ITT INDUSTRIES INC               COMMON    450911102        264       2700  SH       DEFINED     6             2000   700         0
ITT INDUSTRIES INC               COMMON    450911102        286       2928  SH       DEFINED     8             2928     0         0
IAMGOLD CORPORATION              COMMON    450913108       5064     750000  SH       DEFINED     1           750000     0         0
IAMGOLD CORPORATION              COMMON    450913108       4567     676500  SH       DEFINED     1,3         676500     0         0
IAMGOLD CORPORATION              COMMON    450913108       1201     177900  SH       DEFINED     2           177900     0         0
IAMGOLD CORPORATION              COMMON    450913108       5602     829680  SH       DEFINED     3           829680     0         0
IAMGOLD CORP                     COMMON    450913108          7       1000  SH       DEFINED     6             1000     0         0
ICICI BANK LTD ADR               COMMON    45104G104       6707     306975  SH       DEFINED     9           306975     0         0
ICICI BANK LTD ADR               COMMON    45104G104        212       9700  SH       DEFINED     9,15          9700     0         0
ICICI BANK LTD ADR               COMMON    45104G104      10958     501492  SH       DEFINED     9,22        501492     0         0
ICICI BANK LTD ADR               COMMON    45104G104       7097     324809  SH       DEFINED     9,7         324809     0         0
ICICI BANK LTD ADR               COMMON    45104G104       1529      69968  SH       DEFINED     12,14        69968     0         0
ICICI BANK LTD ADR               COMMON    45104G104        185       8456  SH       DEFINED     7             8456     0         0
IDENIX PHARMACEUTICALS INC       COMMON    45166R204        156       7200  SH       DEFINED     11,2          7200     0         0
IDEX CORP                        COMMON    45167R104      10174     263500  SH       DEFINED     1           263500     0         0
IDEX CORP                        COMMON    45167R104       3205      83000  SH       DEFINED     2            83000     0         0
IDEXX LABORATORIES INC           COMMON    45168D104      18886     303000  SH       DEFINED     1           303000     0         0
IDEXX LABORATORIES INC           COMMON    45168D104        835      13400  SH       DEFINED     15           13400     0         0
IDEXX LABORATORIES INC           COMMON    45168D104         75       1200  SH       DEFINED     20            1200     0         0
IDEXX LABORATORIES INC           COMMON    45168D104         31        500  SH       DEFINED     24               0     0       500
IDEXX LABORATORIES INC           COMMON    45168D104       4338      69600  SH       DEFINED     3            69600     0         0
IKON OFFICE SOLUTIONS INC        COMMON    451713101       4363     458800  SH       DEFINED     1           458800     0         0
ILLINOIS TOOL WORKS              COMMON    452308109      84551    1061132  SH       DEFINED     1          1061132     0         0
ILLINOIS TOOL WORKS              COMMON    452308109      28948     363300  SH       DEFINED     1,2         363300     0         0
ILLINOIS TOOL WORKS              COMMON    452308109        247       3100  SH       DEFINED     9,15          3100     0         0
ILLINOIS TOOL WORKS              COMMON    452308109      42620     534887  SH       DEFINED     15          308789     0    224128
ILLINOIS TOOL WORKS              COMMON    452308109        990      12420  SH       DEFINED     15,22        12420     0         0
ILLINOIS TOOL WORKS              COMMON    452308109        438       5500  SH       DEFINED     15,8          5500     0         0
ILLINOIS TOOL WORKS              COMMON    452308109       5215      65445  SH       DEFINED     2            65445     0         0
ILLINOIS TOOL WORKS              COMMON    452308109         96       1200  SH       DEFINED     23            1200     0         0
ILLINOIS TOOL WORKS              COMMON    452308109      52184     654923  SH       DEFINED     24          106737     0    548186
ILLINOIS TOOL WORKS              COMMON    452308109          0          1  SH       DEFINED     4                1     0         0
ILLINOIS TOOL WORKS              COMMON    452308109        516       6476  SH       DEFINED     6             6476     0         0
ILLINOIS TOOL WORKS              COMMON    452308109        159       2000  SH       DEFINED     7             2000     0         0
ILLINOIS TOOL WORKS              COMMON    452308109        721       9045  SH       DEFINED     8             9045     0         0
ILLUMINA INC                     COMMON    452327109        372      30800  SH       DEFINED     3            30800     0         0
ILLUMINA INC                     COMMON    452327109        745      61700  SH       DEFINED     15           31900     0     29800
ILLUMINA INC                     COMMON    452327109         17       1400  SH       DEFINED     15,14         1400     0         0
ILLUMINA INC                     COMMON    452327109      11031     913900  SH       DEFINED     3           913900     0         0
ILLUMINA INC                     COMMON    452327109        100       8300  SH       DEFINED     5,15          8300     0         0
IMATION CORP                     COMMON    45245A107        508      13100  SH       DEFINED     1            13100     0         0
IMATION CORP                     COMMON    45245A107         12        306  SH       DEFINED     24               0     0       306
IMATION CORP                     COMMON    45245A107         15        396  SH       DEFINED     6              396     0         0
IMAX CORP                        COMMON    45245E109      10110    1017100  SH       DEFINED     1          1017100     0         0
IMAX CORP                        COMMON    45245E109       3280     330000  SH       DEFINED     2           330000     0         0
IMCLONE SYSTEMS                  COMMON    45245W109       4305     139000  SH       DEFINED     3           139000     0         0
IMCLONE SYSTEMS                  COMMON    45245W109        853      27533  SH       DEFINED     6            27533     0         0
IMAGISTICS INTL INC              COMMON    45247T104         10        352  SH       DEFINED     24               0     0       352
IMMUCOR INC                      COMMON    452526106      11008     380244  SH       DEFINED     1           380244     0         0
IMMUCOR INC                      COMMON    452526106       2643      91300  SH       DEFINED     15           46800     0     44500
IMMUCOR INC                      COMMON    452526106         61       2100  SH       DEFINED     15,14         2100     0         0
IMMUCOR INC                      COMMON    452526106       3461     119550  SH       DEFINED     2           119550     0         0
IMMUCOR INC                      COMMON    452526106        316      10900  SH       DEFINED     5,15         10900     0         0
IMMUNE RESPONSE CORP- WARRANT    COMMON    45252T122          2      10592  SH       DEFINED     6            10592     0         0
IMMUNOGEN INC                    COMMON    45253H101         19       3200  SH       DEFINED     15            1100     0      2100
IMMUNOGEN INC                    COMMON    45253H101         12       2000  SH       DEFINED     6             2000     0         0
IMPERIAL OIL LTD                 COMMON    453038408       1283      15400  SH       DEFINED     9,15         15400     0         0
IMPERIAL OIL LTD                 COMMON    453038408      29876     358700  SH       DEFINED     3           358700     0         0
IMPERIAL OIL LTD                 COMMON    453038408        592       7102  SH       DEFINED     8             7102     0         0
IMPERIAL TOBACCO GROUP ADR       COMMON    453142101       1871      34379  SH       DEFINED     4            34379     0         0
INAMED CORP                      COMMON    453235103      20201     301500  SH       DEFINED     1           301500     0         0
INAMED CORP                      COMMON    453235103        322       4800  SH       DEFINED     15            1500     0      3300
INAMED CORP                      COMMON    453235103       1642      24500  SH       DEFINED     2            20000     0      4500
INCO LTD                         COMMON    453258402       4530     120000  SH       DEFINED     1           120000     0         0
INCO LTD                         COMMON    453258402      18944     502800  SH       DEFINED     3           502800     0         0



                                                                                         
INCO LTD                         COMMON    453258402          3         69  SH       DEFINED     4               69     0         0
INCO LTD                         COMMON    453258402        162       4300  SH       DEFINED     6             4300     0         0
INCO LTD                         COMMON    453258402        337       8955  SH       DEFINED     8             8955     0         0
INCYTE CORP                      COMMON    45337C102       2598     363400  SH       DEFINED     1           363400     0         0
INCYTE CORP                      COMMON    45337C102        709      99100  SH       DEFINED     11,2         99100     0         0
INCYTE CORP                      COMMON    45337C102        150      21000  SH       DEFINED     15,22        21000     0         0
INCYTE CORP                      COMMON    45337C102         65       9100  SH       DEFINED     2             9100     0         0
INDEPENDENCE COMMUNITY BANK      COMMON    453414104      30792     833800  SH       DEFINED     1           833800     0         0
INDEPENDENCE COMMUNITY BANK      COMMON    453414104       1333      36100  SH       DEFINED     2            36100     0         0
INDEPENDENT BANK CORP MASS       COMMON    453836108        322      11400  SH       DEFINED     15            6800     0      4600
INDEPENDENT BANK CORP MASS       COMMON    453836108          6        200  SH       DEFINED     15,14          200     0         0
INDEPENDENT BANK CORP MASS       COMMON    453836108        127       4500  SH       DEFINED     5,15          4500     0         0
INDEPENDENT BANK CORP - MICH     COMMON    453838104       1058      37200  SH       DEFINED     15           20500     0     16700
INDEPENDENT BANK CORP - MICH     COMMON    453838104         23        800  SH       DEFINED     15,14          800     0         0
INDEPENDENT BANK CORP - MICH     COMMON    453838104        256       9000  SH       DEFINED     5,15          9000     0         0
INDEVUS PHARMACEUTICALS INC      COMMON    454072109       5453    2130000  SH       DEFINED     1          2130000     0         0
INDEVUS PHARMACEUTICALS INC      COMMON    454072109        205      80000  SH       DEFINED     11,2         80000     0         0
INDEVUS PHARMACEUTICALS INC      COMMON    454072109        850     332000  SH       DEFINED     15,22       332000     0         0
INDEVUS PHARMACEUTICALS INC      COMMON    454072109        310     120900  SH       DEFINED     2           120900     0         0
INDIA FUND INC                   COMMON    454089103        203       6798  SH       DEFINED     24               0     0      6798
INDIA FUND INC                   COMMON    454089103       2077      69581  SH       DEFINED     6            69581     0         0
INDYMAC MORTGAGE HOLDINGS        COMMON    456607100       1004      24640  SH       DEFINED     1            24640     0         0
INDYMAC MORTGAGE HOLDINGS        COMMON    456607100        884      21700  SH       DEFINED     9            21700     0         0
INDYMAC MORTGAGE HOLDINGS        COMMON    456607100       3523      86500  SH       DEFINED     15           79800     0      6700
INDYMAC MORTGAGE HOLDINGS        COMMON    456607100        827      20300  SH       DEFINED     15,8         20300     0         0
INDYMAC MORTGAGE HOLDINGS        COMMON    456607100         41       1000  SH       DEFINED     24               0     0      1000
INDYMAC MORTGAGE HOLDINGS        COMMON    456607100         29        700  SH       DEFINED     5,15           700     0         0
INFOCROSSING INC                 COMMON    45664X109       2429     194800  SH       DEFINED     1           194800     0         0
INFINITY PROPERTY & CASUALTY     COMMON    45665Q103       2494      71500  SH       DEFINED     15           47200     0     24300
INFINITY PROPERTY & CASUALTY     COMMON    45665Q103         38       1100  SH       DEFINED     15,14         1100     0         0
INFINITY PROPERTY & CASUALTY     COMMON    45665Q103        206       5900  SH       DEFINED     5,15          5900     0         0
INFOSYS TECHNOLOGIES LTD ADR     COMMON    456788108      15536     200200  SH       DEFINED     1           200200     0         0
INFOSYS TECHNOLOGIES LTD ADR     COMMON    456788108        161       2080  SH       DEFINED     1,3           2080     0         0
INFOSYS TECHNOLOGIES LTD ADR     COMMON    456788108        466       6000  SH       DEFINED     9             6000     0         0
INFOSYS TECHNOLOGIES LTD ADR     COMMON    456788108       2483      32000  SH       DEFINED     2            32000     0         0
INFOSYS TECHNOLOGIES LTD ADR     COMMON    456788108        372       4800  SH       DEFINED     20            4800     0         0
INFOSYS TECHNOLOGIES LTD ADR     COMMON    456788108       1876      24171  SH       DEFINED     4            24171     0         0
INFOSPACE INC                    COMMON    45678T201       3135      95200  SH       DEFINED     15           83200     0      7400
INFOSPACE INC                    COMMON    45678T201        112       3400  SH       DEFINED     15,8          3400     0         0
INFOSPACE INC                    COMMON    45678T201         23        700  SH       DEFINED     5,15           700     0         0
INFOSPACE INC                    COMMON    45678T201         36       1100  SH       DEFINED     6              250   300       550
INFOUSA INC                      COMMON    456818301        282      24100  SH       DEFINED     15           12300     0     11800
INFOUSA INC                      COMMON    456818301          7        600  SH       DEFINED     15,14          600     0         0
INFOUSA INC                      COMMON    456818301         35       3000  SH       DEFINED     5,15          3000     0         0
ING GROEP NV ADR                 COMMON    456837103      29494    1051469  SH       DEFINED     12         1024044     0     27425
ING GROEP NV ADR                 COMMON    456837103          0          0  SH       DEFINED     12,14            0     0         0
ING GROEP NV ADR                 COMMON    456837103      34671    1236030  SH       DEFINED     15         1184316     0     51714
ING GROEP NV ADR                 COMMON    456837103         13        464  SH       DEFINED     24             384     0        80
INFRASOURCE SERVICES INC         COMMON    45684P102       1860     178500  SH       DEFINED     1           178500     0         0
INGLES MARKETS INC  -CL A        COMMON    457030104         34       2500  SH       DEFINED     15            1900     0       600
INGLES MARKETS INC  -CL A        COMMON    457030104         51       3700  SH       DEFINED     5,15          3700     0         0
INGRAM MICRO INC CL A            COMMON    457153104       3555     227000  SH       DEFINED     1           225000     0      2000
INGRAM MICRO INC CL A            COMMON    457153104        210      13400  SH       DEFINED     15           13400     0         0
INHIBITEX INC                    COMMON    45719T103        151      20000  SH       DEFINED     11,2         20000     0         0
INLAND REAL ESTATE CORP          COMMON    457461200      14557     905300  SH       DEFINED     15          651200     0    254100
INNODATA ISOGEN INC              COMMON    457642205          3       1092  SH       DEFINED     24               0     0      1092
INPUT/OUTPUT INC                 COMMON    457652105       3670     584400  SH       DEFINED     1           584400     0         0
INPUT/OUTPUT INC                 COMMON    457652105        170      27000  SH       DEFINED     6            27000     0         0
INSITE VISION INC                COMMON    457660108          1       1000  SH       DEFINED     24               0     0      1000
INNOVATIVE SOLUTIONS & SUPP      COMMON    45769N105       5190     154600  SH       DEFINED     15           87800     0     66800
INNOVATIVE SOLUTIONS & SUPP      COMMON    45769N105        117       3500  SH       DEFINED     15,14         3500     0         0
INNOVATIVE SOLUTIONS & SUPP      COMMON    45769N105       1524      45400  SH       DEFINED     5,15         45400     0         0
INNOVATIVE SOLUTIONS & SUPP      COMMON    45769N105         27        800  SH       DEFINED     6              175   225       400
INNKEEPERS USA TRUST             COMMON    4576J0104       1940     129879  SH       DEFINED     15           91700     0     38179
INNKEEPERS USA TRUST             COMMON    4576J0104         25       1700  SH       DEFINED     15,14         1700     0         0
INNKEEPERS USA TRUST             COMMON    4576J0104        651      43600  SH       DEFINED     5,15         43600     0         0
INTEGRA LIFESCIENCES HOLDING     COMMON    457985208      14095     482700  SH       DEFINED     1           482700     0         0
INTEGRA LIFESCIENCES HOLDING     COMMON    457985208       3612     123700  SH       DEFINED     2           123700     0         0
INTEGRA LIFESCIENCES HOLDING     COMMON    457985208         88       3000  SH       DEFINED     24               0     0      3000
INTEGRA LIFESCIENCES HOLDING     COMMON    457985208       3317     113600  SH       DEFINED     3           113600     0         0
INSURED MUNI INCOME FUND CF      COMMON    45809F104          8        636  SH       DEFINED     24               0     0       636
INTEGRATED DEVICE TECH INC       COMMON    458118106      14027    1304800  SH       DEFINED     1          1304800     0         0
INTEGRATED DEVICE TECH INC       COMMON    458118106       1402     130400  SH       DEFINED     15          112800     0     10800
INTEGRATED DEVICE TECH INC       COMMON    458118106        570      53000  SH       DEFINED     15,22        53000     0         0
INTEGRATED DEVICE TECH INC       COMMON    458118106        341      31700  SH       DEFINED     2            31700     0         0
INTEGRATED DEVICE TECH INC       COMMON    458118106        169      15700  SH       DEFINED     20           15700     0         0
INTEGRATED DEVICE TECH INC       COMMON    458118106          8        711  SH       DEFINED     4              711     0         0
INTEGRATED DEVICE TECH INC       COMMON    458118106         12       1100  SH       DEFINED     5,15          1100     0         0
INTEGRATED SILICON SOLUTION      COMMON    45812P107         68       9150  SH       DEFINED     6             2000  2500      4650
INTEL CORP                       COMMON    458140100     235382    9046180  SH       DEFINED     1          9046180     0         0
INTEL CORP                       COMMON    458140100      34250    1316300  SH       DEFINED     1,2        1316300     0         0
INTEL CORP                       COMMON    458140100      15419     592600  SH       DEFINED     1,3         592600     0         0
INTEL CORP                       COMMON    458140100      17851     686059  SH       DEFINED     9           686059     0         0
INTEL CORP                       COMMON    458140100        372      14300  SH       DEFINED     9,7          14300     0         0
INTEL CORP                       COMMON    458140100      28071    1078812  SH       DEFINED     9,15       1078812     0         0
INTEL CORP                       COMMON    458140100       5225     200800  SH       DEFINED     9,2         200800     0         0
INTEL CORP                       COMMON    458140100       1678      64500  SH       DEFINED     11,8         64500     0         0
INTEL CORP                       COMMON    458140100     282568   10859647  SH       DEFINED     15         8819589     0   2023833
INTEL CORP                       COMMON    458140100       3279     126000  SH       DEFINED     15,14       126000     0         0
INTEL CORP                       COMMON    458140100       7515     288830  SH       DEFINED     15,22       288830     0         0
INTEL CORP                       COMMON    458140100      13067     502200  SH       DEFINED     15,8        502200     0         0
INTEL CORP                       COMMON    458140100      23085     887200  SH       DEFINED     2           887200     0         0
INTEL CORP                       COMMON    458140100       3174     122000  SH       DEFINED     20          122000     0         0



                                                                                         
INTEL CORP                       COMMON    458140100       8698     334287  SH       DEFINED     23          334287     0         0
INTEL CORP                       COMMON    458140100      51110    1964270  SH       DEFINED     24          283553     0   1680717
INTEL CORP                       COMMON    458140100         34       1316  SH       DEFINED     4             1316     0         0
INTEL CORP                       COMMON    458140100      10247     393830  SH       DEFINED     5,15        363100     0     30730
INTEL CORP                       COMMON    458140100      26917    1034475  SH       DEFINED     6          1034475     0         0
INTEL CORP                       COMMON    458140100      13146     505233  SH       DEFINED     8           505233     0         0
INTEL CORP                       COMMON    458140100        207       7964  SH       DEFINED     8,10          7964     0         0
INTEL CORP                       COMMON    458140100       1473      56620  SH       DEFINED     8,13         56620     0         0
INTEGRA BANK CORPORATION         COMMON    45814P105         48       2100  SH       DEFINED     15            2100     0         0
INTEGRA BANK CORPORATION         COMMON    45814P105        118       5200  SH       DEFINED     5,15          5200     0         0
INTER-TEL INC                    COMMON    458372109       2185     117400  SH       DEFINED     1           117400     0         0
INTER-TEL INC                    COMMON    458372109         78       4200  SH       DEFINED     6             4200     0         0
INTERFACE INC                    COMMON    458665106         12       1500  SH       DEFINED     24               0     0      1500
INTERFACE INC                    COMMON    458665106         44       5500  SH       DEFINED     6             5500     0         0
INTERDIGITAL COMM CORP           COMMON    45866A105          5        300  SH       DEFINED     24               0     0       300
INTERGRAPH CORP                  COMMON    458683109       9156     265700  SH       DEFINED     1           265700     0         0
INTERGRAPH CORP                  COMMON    458683109       9752     283000  SH       DEFINED     15          187900     0     95100
INTERGRAPH CORP                  COMMON    458683109        155       4500  SH       DEFINED     15,14         4500     0         0
INTERGRAPH CORP                  COMMON    458683109       2416      70100  SH       DEFINED     5,15         70100     0         0
INTERLAND INC                    COMMON    458727203          2        800  SH       DEFINED     6              800     0         0
INTERMUNE PHARMACEUTICALS        COMMON    45884X103       2588     198500  SH       DEFINED     15          109300     0     89200
INTERMUNE PHARMACEUTICALS        COMMON    45884X103         55       4200  SH       DEFINED     15,14         4200     0         0
INTERMUNE PHARMACEUTICALS        COMMON    45884X103        283      21700  SH       DEFINED     5,15         21700     0         0
INTERNATIONAL ALUMINUM CO        COMMON    458884103          0          0  SH       DEFINED     24               0     0         0
INTEGRATED ALARM SERVICES        COMMON    45890M109       8387    1910400  SH       DEFINED     9          1910400     0         0
INTEGRATED ALARM SERVICES        COMMON    45890M109        364      83000  SH       DEFINED     9,22         83000     0         0
INTL BUSINESS MACHINES CORP      COMMON    459200101     140370    1891775  SH       DEFINED     1          1575910     0    315865
INTL BUSINESS MACHINES CORP      COMMON    459200101      47095     634700  SH       DEFINED     1,2         634700     0         0
INTL BUSINESS MACHINES CORP      COMMON    459200101      38369     517100  SH       DEFINED     9           517100     0         0
INTL BUSINESS MACHINES CORP      COMMON    459200101      11187     150770  SH       DEFINED     9,15        150770     0         0
INTL BUSINESS MACHINES CORP      COMMON    459200101       1284      17300  SH       DEFINED     11,8         17300     0         0
INTL BUSINESS MACHINES CORP      COMMON    459200101        798      10750  SH       DEFINED     12           10750     0         0
INTL BUSINESS MACHINES CORP      COMMON    459200101        282       3800  SH       DEFINED     12,14         3800     0         0
INTL BUSINESS MACHINES CORP      COMMON    459200101     123133    1659479  SH       DEFINED     15         1355440     0    301279
INTL BUSINESS MACHINES CORP      COMMON    459200101       1098      14800  SH       DEFINED     15,14        14800     0         0
INTL BUSINESS MACHINES CORP      COMMON    459200101        825      11120  SH       DEFINED     15,22        11120     0         0
INTL BUSINESS MACHINES CORP      COMMON    459200101       6544      88200  SH       DEFINED     15,8         88200     0         0
INTL BUSINESS MACHINES CORP      COMMON    459200101        608       8200  SH       DEFINED     2             8200     0         0
INTL BUSINESS MACHINES CORP      COMMON    459200101        223       3000  SH       DEFINED     20            3000     0         0
INTL BUSINESS MACHINES CORP      COMMON    459200101       3311      44619  SH       DEFINED     23           44619     0         0
INTL BUSINESS MACHINES CORP      COMMON    459200101      13256     178655  SH       DEFINED     24            8647     0    170008
INTL BUSINESS MACHINES CORP      COMMON    459200101         12        156  SH       DEFINED     4              156     0         0
INTL BUSINESS MACHINES CORP      COMMON    459200101       3361      45300  SH       DEFINED     5,15         38200     0      7100
INTL BUSINESS MACHINES CORP      COMMON    459200101       6945      93604  SH       DEFINED     6            93604     0         0
INTL BUSINESS MACHINES CORP      COMMON    459200101        482       6500  SH       DEFINED     7             6500     0         0
INTL BUSINESS MACHINES CORP      COMMON    459200101      10672     143832  SH       DEFINED     8           143832     0         0
INTL BUSINESS MACHINES CORP      COMMON    459200101        169       2277  SH       DEFINED     8,10          2277     0         0
INTL BUSINESS MACHINES CORP      COMMON    459200101       1134      15278  SH       DEFINED     8,13         15278     0         0
INTL FLAVORS & FRAGRANCES        COMMON    459506101      57322    1582600  SH       DEFINED     1          1582600     0         0
INTL FLAVORS & FRAGRANCES        COMMON    459506101        156       4300  SH       DEFINED     1,3           4300     0         0
INTL FLAVORS & FRAGRANCES        COMMON    459506101       1745      48178  SH       DEFINED     15           48178     0         0
INTL FLAVORS & FRAGRANCES        COMMON    459506101       6204     171300  SH       DEFINED     2           171300     0         0
INTL FLAVORS & FRAGRANCES        COMMON    459506101         54       1500  SH       DEFINED     24               0     0      1500
INTL FLAVORS & FRAGRANCES        COMMON    459506101      45855    1266023  SH       DEFINED     4          1266023     0         0
INTL FLAVORS & FRAGRANCES        COMMON    459506101        301       8300  SH       DEFINED     5,2           8300     0         0
INTL FLAVORS & FRAGRANCES        COMMON    459506101        149       4100  SH       DEFINED     6             2300   900       900
INTL GAME TECHNOLOGY             COMMON    459902102      58137    2065251  SH       DEFINED     1          2065251     0         0
INTL GAME TECHNOLOGY             COMMON    459902102        194       6900  SH       DEFINED     9,15          6900     0         0
INTL GAME TECHNOLOGY             COMMON    459902102      28817    1023681  SH       DEFINED     15          560721     0    458560
INTL GAME TECHNOLOGY             COMMON    459902102       3377     119972  SH       DEFINED     15,14       119972     0         0
INTL GAME TECHNOLOGY             COMMON    459902102        779      27680  SH       DEFINED     15,22        27680     0         0
INTL GAME TECHNOLOGY             COMMON    459902102        690      24494  SH       DEFINED     2            24494     0         0
INTL GAME TECHNOLOGY             COMMON    459902102        251       8900  SH       DEFINED     24               0     0      8900
INTL GAME TECHNOLOGY             COMMON    459902102        815      28965  SH       DEFINED     6            16965     0     12000
INTL GAME TECHNOLOGY             COMMON    459902102        339      12040  SH       DEFINED     8            12040     0         0
INTL GAME TECH CVT(IGT) 0.0 01   CONVERT   459902AL6          2       3000  SH       DEFINED     24               0     0      3000
INTERNATIONAL PAPER CO           COMMON    460146103         27        900  SH       DEFINED     9,15           900     0         0
INTERNATIONAL PAPER CO           COMMON    460146103       4357     144225  SH       DEFINED     15          117599     0     26626
INTERNATIONAL PAPER CO           COMMON    460146103       3398     112478  SH       DEFINED     24           19275     0     93203
INTERNATIONAL PAPER CO           COMMON    460146103        411      13606  SH       DEFINED     6            13606     0         0
INTERNATIONAL PAPER CO           COMMON    460146103        121       4000  SH       DEFINED     7             4000     0         0
INTERNATIONAL PAPER CO           COMMON    460146103        456      15106  SH       DEFINED     8            15106     0         0
INTERNATIONAL POWER PLC ADR      COMMON    46018M104        530      14148  SH       DEFINED     4            14148     0         0
INTL RECTIFIER CORP              COMMON    460254105      46203     968200  SH       DEFINED     1           968200     0         0
INTL RECTIFIER CORP              COMMON    460254105        129       2700  SH       DEFINED     1,3           2700     0         0
INTL RECTIFIER CORP              COMMON    460254105        860      18012  SH       DEFINED     15           18012     0         0
INTL RECTIFIER CORP              COMMON    460254105       5330     111700  SH       DEFINED     2           111700     0         0
INTL RECTIFIER CORP              COMMON    460254105         10        200  SH       DEFINED     24               0     0       200
INTL RECTIFIER CORP              COMMON    460254105      27477     575806  SH       DEFINED     4           575806     0         0
INTL RECTIFIER CORP              COMMON    460254105        248       5200  SH       DEFINED     5,2           5200     0         0
INTL RECTIFIER CORP              COMMON    460254105         43        900  SH       DEFINED     6                0     0       900
INTL RECTIFIER(IRF) CVT 144A 4   CONVERT   460254AD7         25      25000  SH       DEFINED     24               0     0     25000
ISE INTERNATIONAL SECURITIES E   COMMON    46031W204         93       3700  SH       DEFINED     24               0     0      3700
INTERNET CAPITAL GROUP INC       COMMON    46059C205          0          3  SH       DEFINED     6                3     0         0
INTERNET SECURITY SYSYTEMS       COMMON    46060X107      13129     647050  SH       DEFINED     1           647050     0         0
INTERNET SECURITY SYSYTEMS       COMMON    46060X107       9128     449900  SH       DEFINED     15          247400     0    202500
INTERNET SECURITY SYSYTEMS       COMMON    46060X107        195       9600  SH       DEFINED     15,14         9600     0         0
INTERNET SECURITY SYSYTEMS       COMMON    46060X107       4111     202600  SH       DEFINED     2           202600     0         0
INTERNET SECURITY SYSYTEMS       COMMON    46060X107       1483      73100  SH       DEFINED     5,15         73100     0         0
INTERNET SECURITY SYSYTEMS       COMMON    46060X107          4        200  SH       DEFINED     6              200     0         0
INTERPUBLIC GROUP COS INC        COMMON    460690100     249386   20475070  SH       DEFINED     1         20475070     0         0
INTERPUBLIC GROUP COS INC        COMMON    460690100       5656     464405  SH       DEFINED     15          426305     0     26100
INTERPUBLIC GROUP COS INC        COMMON    460690100         99       8100  SH       DEFINED     15,8          8100     0         0



                                                                                         
INTERPUBLIC GROUP COS INC        COMMON    460690100       3875     318150  SH       DEFINED     2           318150     0         0
INTERPUBLIC GROUP COS INC        COMMON    460690100        314      25800  SH       DEFINED     2,14         25800     0         0
INTERPUBLIC GROUP COS INC        COMMON    460690100        424      34800  SH       DEFINED     24               0     0     34800
INTERPUBLIC GROUP COS INC        COMMON    460690100      14906    1223803  SH       DEFINED     4          1223803     0         0
INTERPUBLIC GROUP COS INC        COMMON    460690100         23       1900  SH       DEFINED     5,15          1900     0         0
INTERPUBLIC GROUP COS INC        COMMON    460690100         75       6140  SH       DEFINED     6             6140     0         0
INTERPUBLIC GROUP COS INC        COMMON    460690100        188      15474  SH       DEFINED     8            15474     0         0
INTERSIL CORP                    COMMON    46069S109      15983     851500  SH       DEFINED     1           851500     0         0
INTERSIL CORP                    COMMON    46069S109       1845      98300  SH       DEFINED     15,22        98300     0         0
INTERSIL CORP                    COMMON    46069S109        188      10000  SH       DEFINED     20           10000     0         0
INTERSIL CORP                    COMMON    46069S109          5        286  SH       DEFINED     4              286     0         0
INTRAWEST CORP                   COMMON    460915200       8857     367802  SH       DEFINED     1           367802     0         0
INTRAWEST CORP                   COMMON    460915200       1089      45230  SH       DEFINED     15,14        45230     0         0
INTRAWEST CORP                   COMMON    460915200         22        910  SH       DEFINED     2              910     0         0
INTRAWEST CORP                   COMMON    460915200        335      13893  SH       DEFINED     8            13893     0         0
INTERTAPE POLYMER GROUP INC      COMMON    460919103         38       3750  SH       DEFINED     6             3750     0         0
INTERSECTIONS INC                COMMON    460981301        200      17100  SH       DEFINED     15           17100     0         0
INTERVOICE INC                   COMMON    461142101       1643     190400  SH       DEFINED     1           190400     0         0
INTERVOICE INC                   COMMON    461142101       1356     157100  SH       DEFINED     15           82600     0     74500
INTERVOICE INC                   COMMON    461142101         29       3400  SH       DEFINED     15,14         3400     0         0
INTERVOICE INC                   COMMON    461142101          4        500  SH       DEFINED     24               0     0       500
INTERVOICE INC                   COMMON    461142101        240      27800  SH       DEFINED     5,15         27800     0         0
INTERWOVEN INC                   COMMON    46114T508          1        148  SH       DEFINED     24               0     0       148
INTERVIDEO INC                   COMMON    46114Y101       1137      79100  SH       DEFINED     15           43400     0     35700
INTERVIDEO INC                   COMMON    46114Y101         24       1700  SH       DEFINED     15,14         1700     0         0
INTERVIDEO INC                   COMMON    46114Y101        326      22700  SH       DEFINED     5,15         22700     0         0
INTRALASE CORP                   COMMON    461169104       7619     388324  SH       DEFINED     1           388324     0         0
INTRALASE CORP                   COMMON    461169104        789      40200  SH       DEFINED     15,22        40200     0         0
INTRALASE CORP                   COMMON    461169104        345      17600  SH       DEFINED     2            17600     0         0
INTRALASE CORP                   COMMON    461169104          4        229  SH       DEFINED     24               0     0       229
INTRADO INC COM                  COMMON    46117A100        335      22500  SH       DEFINED     15           11500     0     11000
INTRADO INC COM                  COMMON    46117A100          7        500  SH       DEFINED     15,14          500     0         0
INTRADO INC COM                  COMMON    46117A100         42       2800  SH       DEFINED     5,15          2800     0         0
INTUIT INC                       COMMON    461202103       9924     220000  SH       DEFINED     1           220000     0         0
INTUIT INC                       COMMON    461202103       1121      24848  SH       DEFINED     15           22348     0      2500
INTUIT INC                       COMMON    461202103        113       2500  SH       DEFINED     15,8          2500     0         0
INTUIT INC                       COMMON    461202103        201       4454  SH       DEFINED     23            4454     0         0
INTUIT INC                       COMMON    461202103         20        435  SH       DEFINED     24               0     0       435
INTUIT INC                       COMMON    461202103         19        425  SH       DEFINED     4              425     0         0
INTUIT INC                       COMMON    461202103        535      11870  SH       DEFINED     6             3970     0      7900
INTUIT INC                       COMMON    461202103        357       7909  SH       DEFINED     8             7909     0         0
INVACARE CORP                    COMMON    461203101       4804     108300  SH       DEFINED     1           108300     0         0
INVACARE CORP                    COMMON    461203101         76       1720  SH       DEFINED     24               0     0      1720
INTUITIVE SURGICAL INC           COMMON    46120E602      12560     269300  SH       DEFINED     1           269300     0         0
INTUITIVE SURGICAL INC           COMMON    46120E602       3769      80800  SH       DEFINED     2            80800     0         0
INVERNESS MEDICAL INNOVATION     COMMON    46126P106        150       5500  SH       DEFINED     3             5500     0         0
INVERNESS MEDICAL INNOVATION     COMMON    46126P106       2490      91200  SH       DEFINED     3            91200     0         0
INVERNESS MEDICAL INNOVATION     COMMON    46126P106         56       2050  SH       DEFINED     6             2050     0         0
INVESTMENT TECHNOLOGY GROUP      COMMON    46145F105       7592     361200  SH       DEFINED     15          216000     0    145200
INVESTMENT TECHNOLOGY GROUP      COMMON    46145F105        143       6800  SH       DEFINED     15,14         6800     0         0
INVESTMENT TECHNOLOGY GROUP      COMMON    46145F105       2226     105900  SH       DEFINED     5,15        105900     0         0
INVITROGEN CORP                  COMMON    46185R100      14871     178540  SH       DEFINED     1           178540     0         0
INVITROGEN CORP                  COMMON    46185R100        600       7200  SH       DEFINED     9             7200     0         0
INVITROGEN CORP                  COMMON    46185R100       4981      59800  SH       DEFINED     9,15         59800     0         0
INVITROGEN CORP                  COMMON    46185R100        916      11000  SH       DEFINED     11,2         11000     0         0
INVITROGEN CORP                  COMMON    46185R100      38322     460100  SH       DEFINED     15          404300     0     43900
INVITROGEN CORP                  COMMON    46185R100        258       3100  SH       DEFINED     15,14         3100     0         0
INVITROGEN CORP                  COMMON    46185R100       1591      19100  SH       DEFINED     15,8         19100     0         0
INVITROGEN CORP                  COMMON    46185R100       1424      17100  SH       DEFINED     2            14000     0      3100
INVITROGEN CORP                  COMMON    46185R100        126       1513  SH       DEFINED     23            1513     0         0
INVITROGEN CORP                  COMMON    46185R100      33616     403600  SH       DEFINED     3           403600     0         0
INVITROGEN CORP                  COMMON    46185R100        925      11100  SH       DEFINED     5,15         11100     0         0
INVITROGEN CORP                  COMMON    46185R100        445       5343  SH       DEFINED     8             5343     0         0
INVITROGEN CORP                  COMMON    46185R100         35        420  SH       DEFINED     8,10           420     0         0
INVESTORS FINANCIAL SVCS CP      COMMON    461915100      54878    1451040  SH       DEFINED     1          1451040     0         0
INVESTORS FINANCIAL SVCS CP      COMMON    461915100         21        558  SH       DEFINED     15             358     0       200
INVESTORS FINANCIAL SVCS CP      COMMON    461915100        140       3700  SH       DEFINED     15,8          3700     0         0
INVESTORS FINANCIAL SVCS CP      COMMON    461915100       1695      44820  SH       DEFINED     2            44820     0         0
INVESTORS FINANCIAL SVCS CP      COMMON    461915100        111       2945  SH       DEFINED     24             175     0      2770
INVESTORS FINANCIAL SVCS CP      COMMON    461915100      11217     296600  SH       DEFINED     3           296600     0         0
INVESTORS FINANCIAL SVCS CP      COMMON    461915100      11203     296222  SH       DEFINED     6           296222     0         0
INVESTORS FINANCIAL SVCS CP      COMMON    461915100         28        738  SH       DEFINED     8              738     0         0
IKON OFFICE CVT (IKN) 144A 5.0   CONVERT   462230AA1      18404   18900000  SH       DEFINED     15         2850000     0  16050000
IOWA TELECOMMUNICATIONS SERV     COMMON    462594201       3129     166900  SH       DEFINED     1           166900     0         0
IPAYMENT INC                     COMMON    46262E105       4065     111300  SH       DEFINED     1           111300     0         0
BANK OF IRELAND ADR              COMMON    46267Q103        749      11446  SH       DEFINED     4            11446     0         0
IRIS INTERNATIONAL INC           COMMON    46270W105          2        100  SH       DEFINED     6              100     0         0
IRON MOUNTAIN INC                COMMON    462846106      58409    1882937  SH       DEFINED     1          1882937     0         0
IRON MOUNTAIN INC                COMMON    462846106      31020    1000000  SH       DEFINED     1,2        1000000     0         0
IRON MOUNTAIN INC                COMMON    462846106        276       8890  SH       DEFINED     15             290     0      8600
IRON MOUNTAIN INC                COMMON    462846106       8526     274850  SH       DEFINED     2           263550     0     11300
IRON MOUNTAIN INC                COMMON    462846106          6        200  SH       DEFINED     6              200     0         0
IRWIN FINANCIAL CORP             COMMON    464119106       2889     130200  SH       DEFINED     15           73800     0     56400
IRWIN FINANCIAL CORP             COMMON    464119106         58       2600  SH       DEFINED     15,14         2600     0         0
IRWIN FINANCIAL CORP             COMMON    464119106        996      44900  SH       DEFINED     5,15         44900     0         0
ISCO INTERNATIONAL INC           COMMON    46426P103          1       3480  SH       DEFINED     24               0     0      3480
ISHARES MSCI AUSTRALIA INDEX E   COMMON    464286103         49       2755  SH       DEFINED     15            2755     0         0
ISHARES MSCI BELGIUM INDEX ETF   COMMON    464286301       3749     209000  SH       DEFINED     15          209000     0         0
ISHARES MSCI EMU ETF             COMMON    464286608        157       2200  SH       DEFINED     24               0     0      2200
ISHARES MSCI PACIFIC EX JPN ET   COMMON    464286665       3399      36110  SH       DEFINED     24               0     0     36110
ISHARES MSCI TAIWAN INDEX FD     COMMON    464286731        171      14100  SH       DEFINED     9,7          14100     0         0
ISHARES MSCI TAIWAN INDEX FD     COMMON    464286731       2203     182100  SH       DEFINED     2           182100     0         0
ISHARES MSCI SWEDEN INDEX ETF    COMMON    464286756        131       6500  SH       DEFINED     9,7           6500     0         0



                                                                                         
ISHARES MSCI SOUH KOREA ETF      COMMON    464286772        582      18200  SH       DEFINED     2            18200     0         0
ISHARES MSCI SOUH KOREA ETF      COMMON    464286772         77       2400  SH       DEFINED     24               0     0      2400
ISHARES MSCI JAPAN INDEX ETF     COMMON    464286848         64       6300  SH       DEFINED     24            1300     0      5000
ISHARES MSCI JAPAN INDEX ETF     COMMON    464286848        203      20000  SH       DEFINED     6            20000     0         0
ISHARES MSCI ITALY INDEX ETF     COMMON    464286855         14        580  SH       DEFINED     24               0     0       580
ISHARES MSCI HONG KONG INDEX E   COMMON    464286871        691      55600  SH       DEFINED     24               0     0     55600
ISHARES DJ SELECT DIVIDEND ETF   COMMON    464287168       6841     110821  SH       DEFINED     24            5060     0    105761
ISHARES DJ SELECT DIVIDEND ETF   COMMON    464287168        140       2275  SH       DEFINED     6             2275     0         0
ISHARES LEHMAN TRES INF PR S E   COMMON    464287176        254       2372  SH       DEFINED     24            1000     0      1372
ISHARES FTSE-XINHUA CHINA 25 E   COMMON    464287184        263       4605  SH       DEFINED     24               0     0      4605
ISHARES FTSE-XINHUA CHINA 25 E   COMMON    464287184         15        265  SH       DEFINED     6              265     0         0
ISHARES S&P 500 INDEX ETF        COMMON    464287200      12394     104059  SH       DEFINED     1           104059     0         0
ISHARES S&P 500 INDEX ETF        COMMON    464287200       2227      18700  SH       DEFINED     15           18700     0         0
ISHARES S&P 500 INDEX ETF        COMMON    464287200        905       7600  SH       DEFINED     15,14         7600     0         0
ISHARES S&P 500 INDEX ETF        COMMON    464287200      16734     140490  SH       DEFINED     24           11580     0    128910
ISHARES S&P 500 INDEX ETF        COMMON    464287200       1548      13000  SH       DEFINED     6            13000     0         0
ISHARES LEHMAN AGG BOND ETF      COMMON    464287226        295       2850  SH       DEFINED     24            1000     0      1850
ISHARES LEHMAN AGG BOND ETF      COMMON    464287226         31        300  SH       DEFINED     6              300     0         0
ISHARES MSCI EMERGING MKT INC    COMMON    464287234       3050      42600  SH       DEFINED     15           18600     0     24000
ISHARES MSCI EMERGING MKT INC    COMMON    464287234       8660     120950  SH       DEFINED     24           11150     0    109800
ISHARES MSCI EMERGING MKT INC    COMMON    464287234       3637      50790  SH       DEFINED     6            50790     0         0
ISHARES GS$ INVESTOP CORP BD E   COMMON    464287242       1322      11791  SH       DEFINED     24               0     0     11791
ISHARES S&P GLBL TELECOMM SE E   COMMON    464287275       1061      21400  SH       DEFINED     2            21400     0         0
ISHARES S&P GLBL TELECOMM SE E   COMMON    464287275         10        200  SH       DEFINED     24               0     0       200
ISHARES S&P GLBL ENERGY SECT E   COMMON    464287341         46        535  SH       DEFINED     24               0     0       535
ISHARES GOLDMAN SACHS NAT RE E   COMMON    464287374        212       2800  SH       DEFINED     24               0     0      2800
ISHARES S&P LATIN AMERICA 40 E   COMMON    464287390        186       2000  SH       DEFINED     24               0     0      2000
ISHARES S&P 500-BARRA VALUE ET   COMMON    464287408        729      11700  SH       DEFINED     24               0     0     11700
ISHARES S&P 500-BARRA VALUE ET   COMMON    464287408         37        600  SH       DEFINED     6              600     0         0
ISHARES LEHMAN 7-10YR TREAS ET   COMMON    464287440         43        500  SH       DEFINED     24               0     0       500
ISHARES LEHMAN 1-3YR TRS BD ET   COMMON    464287457       6439      79255  SH       DEFINED     24            3255     0     76000
ISHARES MSCI EAFE INDEX ETF      COMMON    464287465       2978      56845  SH       DEFINED     15             145     0         0
ISHARES MSCI EAFE INDEX ETF      COMMON    464287465      49028     935833  SH       DEFINED     24          106865     0    828968
ISHARES MSCI EAFE INDEX ETF      COMMON    464287465         85       1614  SH       DEFINED     4             1614     0         0
ISHARES MSCI EAFE INDEX ETF      COMMON    464287465       7317     139655  SH       DEFINED     6           139655     0         0
ISHARES RUSSELL MIDCAP VALUE E   COMMON    464287473        213       1800  SH       DEFINED     24               0     0      1800
ISHARES RUSSELL MIDCAP VALUE E   COMMON    464287473       2834      24000  SH       DEFINED     6            24000     0         0
ISHARES RUSSELL MIDCAP GRWTH E   COMMON    464287481       2229      26030  SH       DEFINED     24            1300     0     24730
ISHARES RUSSELL MIDCAP GRWTH E   COMMON    464287481       1459      17040  SH       DEFINED     6            17040     0         0
ISHARES RUSSELL MIDCAP INDEX E   COMMON    464287499       2378      28857  SH       DEFINED     24            2720     0     26137
ISHARES RUSSELL MIDCAP INDEX E   COMMON    464287499         40        490  SH       DEFINED     4              490     0         0
ISHARES RUSSELL MIDCAP INDEX E   COMMON    464287499        162       1960  SH       DEFINED     6             1960     0         0
ISHARES S&P MIDCAP 400 ETF       COMMON    464287507       1288      18802  SH       DEFINED     24             400     0     18402
ISHARES S&P MIDCAP 400 ETF       COMMON    464287507        358       5220  SH       DEFINED     6             5220     0         0
ISHARES GOLDMAN SACHS SEMI ETF   COMMON    464287523         71       1340  SH       DEFINED     24               0     0      1340
ISHARES GOLDMAN SACHS NETWOR E   COMMON    464287531         10        350  SH       DEFINED     24               0     0       350
ISHARES GOLDMAN SACHS TECH I E   COMMON    464287549         31        713  SH       DEFINED     6              713     0         0
ISHARES NASDAQ BIOTECH INDEX E   COMMON    464287556      10803     159100  SH       DEFINED     1           159100     0         0
ISHARES NASDAQ BIOTECH INDEX E   COMMON    464287556       2227      32800  SH       DEFINED     2            32800     0         0
ISHARES NASDAQ BIOTECH INDEX E   COMMON    464287556        187       2755  SH       DEFINED     24            2200     0       555
ISHARES COHEN & STEERS RLTY ET   COMMON    464287564        136       1904  SH       DEFINED     24               0     0      1904
ISHARES RUSSELL 1000 VALUE ETF   COMMON    464287598        102       1529  SH       DEFINED     15            1529     0         0
ISHARES RUSSELL 1000 VALUE ETF   COMMON    464287598        716      10745  SH       DEFINED     24               0     0     10745
ISHARES RUSSELL 1000 VALUE ETF   COMMON    464287598       1539      23089  SH       DEFINED     6            23089     0         0
ISHARES S&P MDCP400 GROWTH ETF   COMMON    464287606        548       7885  SH       DEFINED     24               0     0      7885
ISHARES RUSSELL 1000 GROWTH ET   COMMON    464287614       1175      24475  SH       DEFINED     24             300     0     24175
ISHARES RUSSELL 1000 GROWTH ET   COMMON    464287614       1741      36280  SH       DEFINED     6            36280     0         0
RUSSELL 2000 ISHARES ETF         COMMON    464287630      17036     264943  SH       DEFINED     24            7065     0    257878
RUSSELL 2000 ISHARES ETF         COMMON    464287630        328       5100  SH       DEFINED     6             5100     0         0
ISHARES RUSSELL 2000 I SHARE E   COMMON    464287648       3923      60517  SH       DEFINED     24            2350     0     58167
RUSSELL 2000 I SHARE ETF         COMMON    464287655      13238     207822  SH       DEFINED     24           12100     0    195722
RUSSELL 2000 I SHARE ETF         COMMON    464287655        132       2080  SH       DEFINED     6             2080     0         0
ISHARES RUSSELL 3000 INDEX ETF   COMMON    464287689       8649     126300  SH       DEFINED     1           126300     0         0
ISHARES RUSSELL 3000 INDEX ETF   COMMON    464287689        131       1915  SH       DEFINED     24               0     0      1915
ISHARES DJ US UTILITIES SECT E   COMMON    464287697        600       7760  SH       DEFINED     24             350     0      7410
ISHARES S&P MIDCAP 400-VALUE E   COMMON    464287705        120       1800  SH       DEFINED     24               0     0      1800
ISHARES S&P MIDCAP 400-VALUE E   COMMON    464287705        364       5450  SH       DEFINED     6             5450     0         0
ISHARES DJ US TECHNOLOGY SEC E   COMMON    464287721       3909      85405  SH       DEFINED     24            2650     0     82755
ISHARES DOW JONES US REAL EST    COMMON    464287739         43        670  SH       DEFINED     24               0     0       670
ISHARES DJ US INDUSTRIAL SEC E   COMMON    464287754          8        150  SH       DEFINED     24             150     0         0
ISHARES DJ US HEALTHCARE SEC E   COMMON    464287762         41        675  SH       DEFINED     24               0     0       675
ISHARES DJ US FINANCIAL SECT E   COMMON    464287788          9        100  SH       DEFINED     24               0     0       100
ISHARES S&P SMALLCAP 600 ETF     COMMON    464287804       7616     138426  SH       DEFINED     24               0     0    138426
ISHARES S&P SMALLCAP 600 ETF     COMMON    464287804        855      15543  SH       DEFINED     6            15543     0         0
ISHARES DJ US CONSMR GOODS ETF   COMMON    464287812         10        185  SH       DEFINED     24               0     0       185
ISHARES DJ US BASIC MATERIAL E   COMMON    464287838          3         70  SH       DEFINED     24               0     0        70
ISHARES DJ US TOTAL MARKET ETF   COMMON    464287846         58       1000  SH       DEFINED     24               0     0      1000
ISHARES S&P SMALLCAP 600-VAL E   COMMON    464287879        234       3800  SH       DEFINED     24               0     0      3800
ISHARES S&P SMALLCAP 600-VAL E   COMMON    464287879        852      13830  SH       DEFINED     6            13830     0         0
ISHARE S&P 600 GRO ETF           COMMON    464287887        337       3090  SH       DEFINED     24               0     0      3090
ISIS PHARMACEUTICALS INC         COMMON    464330109          2        500  SH       DEFINED     24               0     0       500
ISLE OF CAPRI CASINOS            COMMON    464592104         26        975  SH       DEFINED     6              200   275       500
ITRON INC                        COMMON    465741106        384       8600  SH       DEFINED     1             8600     0         0
ITRON INC                        COMMON    465741106       3914      87600  SH       DEFINED     15           44900     0     42700
ITRON INC                        COMMON    465741106         89       2000  SH       DEFINED     15,14         2000     0         0
ITRON INC                        COMMON    465741106       1117      25000  SH       DEFINED     23           25000     0         0
ITRON INC                        COMMON    465741106        465      10400  SH       DEFINED     5,15         10400     0         0
IVANHOE MINES LTD                COMMON    46579N103       1321     170000  SH       DEFINED     1           170000     0         0
IVANHOE MINES LTD                COMMON    46579N103        288      37000  SH       DEFINED     2            37000     0         0
IVAX CORP                        COMMON    465823102      19972     928950  SH       DEFINED     1           928950     0         0
IVAX CORP                        COMMON    465823102          0          0  SH       DEFINED     15               0     0         0
IVAX CORP                        COMMON    465823102        707      32900  SH       DEFINED     15,22        32900     0         0
IVAX CORP                        COMMON    465823102       1006      46775  SH       DEFINED     2            46775     0         0



                                                                                         
IVAX CORP                        COMMON    465823102        448      20857  SH       DEFINED     24            3515     0     17342
IXYS CORP                        COMMON    46600W106        587      41400  SH       DEFINED     15           21200     0     20200
IXYS CORP                        COMMON    46600W106         13        900  SH       DEFINED     15,14          900     0         0
IXYS CORP                        COMMON    46600W106         69       4900  SH       DEFINED     5,15          4900     0         0
IXYS CORP                        COMMON    46600W106         62       4375  SH       DEFINED     6              950  1225      2200
JDS UNIPHASE CORP                COMMON    46612J101        217     142757  SH       DEFINED     15          140569     0      2188
JDS UNIPHASE CORP                COMMON    46612J101         41      27141  SH       DEFINED     18               0     0     27141
JDS UNIPHASE CORP                COMMON    46612J101         37      24362  SH       DEFINED     24           18409     0      5953
JDS UNIPHASE CORP                COMMON    46612J101          5       3115  SH       DEFINED     6             3115     0         0
JDS UNIPHASE CORP                COMMON    46612J101         73      48293  SH       DEFINED     8            48293     0         0
JDA SOFTWARE GROUP INC           COMMON    46612K108         13       1125  SH       DEFINED     6             1125     0         0
JLG INDUSTRIES INC               COMMON    466210101      19819     721200  SH       DEFINED     1           721200     0         0
JLG INDUSTRIES INC               COMMON    466210101       6375     232000  SH       DEFINED     2           232000     0         0
JP MORGAN CHASE & CO             COMMON    46625H100     486261   13767287  SH       DEFINED     1         13193197     0    574090
JP MORGAN CHASE & CO             COMMON    46625H100       3500      99090  SH       DEFINED     9,15         99090     0         0
JP MORGAN CHASE & CO             COMMON    46625H100        878      24865  SH       DEFINED     12           24865     0         0
JP MORGAN CHASE & CO             COMMON    46625H100        302       8540  SH       DEFINED     12,14         8540     0         0
JP MORGAN CHASE & CO             COMMON    46625H100      71864    2034663  SH       DEFINED     15         1565495     0    463078
JP MORGAN CHASE & CO             COMMON    46625H100        862      24410  SH       DEFINED     15,22        24410     0         0
JP MORGAN CHASE & CO             COMMON    46625H100       4334     122700  SH       DEFINED     15,8        122700     0         0
JP MORGAN CHASE & CO             COMMON    46625H100      22767     644580  SH       DEFINED     2           644580     0         0
JP MORGAN CHASE & CO             COMMON    46625H100        463      13096  SH       DEFINED     2,14         13096     0         0
JP MORGAN CHASE & CO             COMMON    46625H100        313       8852  SH       DEFINED     23            8852     0         0
JP MORGAN CHASE & CO             COMMON    46625H100      13437     380431  SH       DEFINED     24           27613     0    352818
JP MORGAN CHASE & CO             COMMON    46625H100      27647     782771  SH       DEFINED     4           782771     0         0
JP MORGAN CHASE & CO             COMMON    46625H100        523      14820  SH       DEFINED     5,15             0     0     14820
JP MORGAN CHASE & CO             COMMON    46625H100       2436      68969  SH       DEFINED     6            68969     0         0
JP MORGAN CHASE & CO             COMMON    46625H100       4026     113994  SH       DEFINED     8           113994     0         0
J2 GLOBAL COMMUNICATIONS INC     COMMON    46626E205       4315     125300  SH       DEFINED     1           125300     0         0
J2 GLOBAL COMMUNICATIONS INC     COMMON    46626E205       5097     148000  SH       DEFINED     15           79200     0     68800
J2 GLOBAL COMMUNICATIONS INC     COMMON    46626E205        110       3200  SH       DEFINED     15,14         3200     0         0
J2 GLOBAL COMMUNICATIONS INC     COMMON    46626E205        799      23200  SH       DEFINED     5,15         23200     0         0
J2 GLOBAL COMMUNICATIONS INC     COMMON    46626E205          1         42  SH       DEFINED     6                0     0        42
JABIL CIRCUIT INC                COMMON    466313103       8740     284400  SH       DEFINED     1           284400     0         0
JABIL CIRCUIT INC                COMMON    466313103        323      10500  SH       DEFINED     9,15         10500     0         0
JABIL CIRCUIT INC                COMMON    466313103       7569     246304  SH       DEFINED     15          163666     0     74838
JABIL CIRCUIT INC                COMMON    466313103        950      30900  SH       DEFINED     15,22        30900     0         0
JABIL CIRCUIT INC                COMMON    466313103        320      10400  SH       DEFINED     15,8         10400     0         0
JABIL CIRCUIT INC                COMMON    466313103        215       7000  SH       DEFINED     20            7000     0         0
JABIL CIRCUIT INC                COMMON    466313103         85       2770  SH       DEFINED     24             160     0      2610
JABIL CIRCUIT INC                COMMON    466313103         11        365  SH       DEFINED     4              365     0         0
JABIL CIRCUIT INC                COMMON    466313103         40       1300  SH       DEFINED     5,15          1300     0         0
JABIL CIRCUIT INC                COMMON    466313103       8397     273246  SH       DEFINED     6           273246     0         0
JABIL CIRCUIT INC                COMMON    466313103        206       6695  SH       DEFINED     8             6695     0         0
JACK IN THE BOX INC              COMMON    466367109      18114     477700  SH       DEFINED     1           477700     0         0
JACK IN THE BOX INC              COMMON    466367109       5597     147600  SH       DEFINED     15           96100     0     49700
JACK IN THE BOX INC              COMMON    466367109         80       2100  SH       DEFINED     15,14         2100     0         0
JACK IN THE BOX INC              COMMON    466367109        125       3300  SH       DEFINED     15,8          3300     0         0
JACK IN THE BOX INC              COMMON    466367109       4668     123100  SH       DEFINED     2           123100     0         0
JACK IN THE BOX INC              COMMON    466367109          4        100  SH       DEFINED     24               0     0       100
JACK IN THE BOX INC              COMMON    466367109       1323      34900  SH       DEFINED     5,15         34900     0         0
JACKSON HEWITT TAX SERVICE       COMMON    468202106      50311    2128200  SH       DEFINED     1          2128200     0         0
JACKSON HEWITT TAX SERVICE       COMMON    468202106        818      34600  SH       DEFINED     2            34600     0         0
JACOBS ENGINEERING GROUP INC     COMMON    469814107       4743      84300  SH       DEFINED     9            84300     0         0
JACOBS ENGINEERING GROUP INC     COMMON    469814107       1288      22900  SH       DEFINED     9,22         22900     0         0
JACOBS ENGINEERING GROUP INC     COMMON    469814107         70       1250  SH       DEFINED     24               0     0      1250
JACOBS ENGINEERING GROUP INC     COMMON    469814107         53        950  SH       DEFINED     6              950     0         0
JAKKS PACIFIC INC                COMMON    47012E106       3441     179100  SH       DEFINED     1           179100     0         0
JAKKS PACIFIC INC                COMMON    47012E106       1583      82400  SH       DEFINED     1,3          82400     0         0
JAKKS PACIFIC INC                COMMON    47012E106         56       2900  SH       DEFINED     9,7           2900     0         0
JAKKS PACIFIC INC                COMMON    47012E106        536      27900  SH       DEFINED     9,2          27900     0         0
JAKKS PACIFIC INC                COMMON    47012E106       3154     164200  SH       DEFINED     15           90400     0     73800
JAKKS PACIFIC INC                COMMON    47012E106         61       3200  SH       DEFINED     15,14         3200     0         0
JAKKS PACIFIC INC                COMMON    47012E106        486      25300  SH       DEFINED     2            25300     0         0
JAKKS PACIFIC INC                COMMON    47012E106        928      48300  SH       DEFINED     5,15         48300     0         0
JANUS CAPITAL GROUP INC          COMMON    47102X105        331      22035  SH       DEFINED     15           22035     0         0
JANUS CAPITAL GROUP INC          COMMON    47102X105        102       6800  SH       DEFINED     24               0     0      6800
JANUS CAPITAL GROUP INC          COMMON    47102X105          0          4  SH       DEFINED     4                4     0         0
JANUS CAPITAL GROUP INC          COMMON    47102X105        137       9100  SH       DEFINED     6             9100     0         0
JAPAN SMALLER CAPITALIZATION C   COMMON    47109U104        432      40000  SH       DEFINED     24           40000     0         0
JARDEN CORP                      COMMON    471109108      44263     820900  SH       DEFINED     1           820900     0         0
JARDEN CORP                      COMMON    471109108        453       8400  SH       DEFINED     15               0     0      8400
JARDEN CORP                      COMMON    471109108       3230      59900  SH       DEFINED     2            49000     0     10900
JEFFERIES GROUP INC              COMMON    472319102       9150     241500  SH       DEFINED     1           241500     0         0
JEFFERIES GROUP INC              COMMON    472319102       2864      75600  SH       DEFINED     2            75600     0         0
JEFFERSON-PILOT CORP             COMMON    475070108        114       2260  SH       DEFINED     15            1320     0       940
JEFFERSON-PILOT CORP             COMMON    475070108       3510      69615  SH       DEFINED     15           61415     0      8200
JEFFERSON-PILOT CORP             COMMON    475070108       1306      25900  SH       DEFINED     15,8         25900     0         0
JEFFERSON-PILOT CORP             COMMON    475070108        131       2600  SH       DEFINED     23            2600     0         0
JEFFERSON-PILOT CORP             COMMON    475070108        166       3300  SH       DEFINED     24               0     0      3300
JEFFERSON-PILOT CORP             COMMON    475070108        707      14026  SH       DEFINED     6            14026     0         0
JEFFERSON-PILOT CORP             COMMON    475070108        289       5736  SH       DEFINED     8             5736     0         0
JETBLUE AIRWAYS CORP             COMMON    477143101       1247      61000  SH       DEFINED     9            61000     0         0
JETBLUE AIRWAYS CORP             COMMON    477143101        307      15000  SH       DEFINED     9,22         15000     0         0
JETBLUE AIRWAYS CORP             COMMON    477143101         15        750  SH       DEFINED     24               0     0       750
JOHNSON & JOHNSON                COMMON    478160104     341910    5260150  SH       DEFINED     1          4968150     0    292000
JOHNSON & JOHNSON                COMMON    478160104     165497    2546100  SH       DEFINED     1,2        2546100     0         0
JOHNSON & JOHNSON                COMMON    478160104      15262     234800  SH       DEFINED     1,3         234800     0         0
JOHNSON & JOHNSON                COMMON    478160104       5181      79700  SH       DEFINED     9            79700     0         0
JOHNSON & JOHNSON                COMMON    478160104        377       5800  SH       DEFINED     9,7           5800     0         0
JOHNSON & JOHNSON                COMMON    478160104      36812     566344  SH       DEFINED     9,15        566344     0         0
JOHNSON & JOHNSON                COMMON    478160104       5142      79100  SH       DEFINED     9,2          79100     0         0
JOHNSON & JOHNSON                COMMON    478160104       1112      17100  SH       DEFINED     11,2         17100     0         0



                                                                                         
JOHNSON & JOHNSON                COMMON    478160104       2046      31478  SH       DEFINED     11,8         31478     0         0
JOHNSON & JOHNSON                COMMON    478160104       1095      16840  SH       DEFINED     12           16840     0         0
JOHNSON & JOHNSON                COMMON    478160104        371       5715  SH       DEFINED     12,14         5715     0         0
JOHNSON & JOHNSON                COMMON    478160104     326931    5029712  SH       DEFINED     15         4193927     0    830890
JOHNSON & JOHNSON                COMMON    478160104       4193      64500  SH       DEFINED     15,14        64500     0         0
JOHNSON & JOHNSON                COMMON    478160104       1784      27450  SH       DEFINED     15,22        27450     0         0
JOHNSON & JOHNSON                COMMON    478160104      13598     209200  SH       DEFINED     15,8        209200     0         0
JOHNSON & JOHNSON                COMMON    478160104      68587    1055190  SH       DEFINED     2          1055190     0         0
JOHNSON & JOHNSON                COMMON    478160104         20        300  SH       DEFINED     20             300     0         0
JOHNSON & JOHNSON                COMMON    478160104      10123     155739  SH       DEFINED     23          155739     0         0
JOHNSON & JOHNSON                COMMON    478160104      41220     634156  SH       DEFINED     24          115850     0    518306
JOHNSON & JOHNSON                COMMON    478160104        153       2357  SH       DEFINED     4             2357     0         0
JOHNSON & JOHNSON                COMMON    478160104      12225     188080  SH       DEFINED     5,15        178800     0      9280
JOHNSON & JOHNSON                COMMON    478160104      20620     317231  SH       DEFINED     6           317231     0         0
JOHNSON & JOHNSON                COMMON    478160104       1150      17685  SH       DEFINED     7            17685     0         0
JOHNSON & JOHNSON                COMMON    478160104      15680     241228  SH       DEFINED     8           241228     0         0
JOHNSON & JOHNSON                COMMON    478160104        267       4101  SH       DEFINED     8,10          4101     0         0
JOHNSON & JOHNSON                COMMON    478160104       1730      26608  SH       DEFINED     8,13         26608     0         0
JOHNSON CONTROLS INC             COMMON    478366107      20606     365800  SH       DEFINED     1           365800     0         0
JOHNSON CONTROLS INC             COMMON    478366107       1050      18632  SH       DEFINED     15           18632     0         0
JOHNSON CONTROLS INC             COMMON    478366107        160       2840  SH       DEFINED     23            2840     0         0
JOHNSON CONTROLS INC             COMMON    478366107          0          1  SH       DEFINED     4                1     0         0
JOHNSON CONTROLS INC             COMMON    478366107        144       2550  SH       DEFINED     6             2550     0         0
JOHNSON CONTROLS INC             COMMON    478366107        587      10429  SH       DEFINED     8            10429     0         0
JONES APPAREL GROUP INC          COMMON    480074103       1636      52720  SH       DEFINED     1            52720     0         0
JONES APPAREL GROUP INC          COMMON    480074103      10234     329700  SH       DEFINED     1,3         329700     0         0
JONES APPAREL GROUP INC          COMMON    480074103      12531     403707  SH       DEFINED     15          395979     0      7728
JONES APPAREL GROUP INC          COMMON    480074103        217       7000  SH       DEFINED     15,8          7000     0         0
JONES APPAREL GROUP INC          COMMON    480074103        124       4000  SH       DEFINED     2             4000     0         0
JONES APPAREL GROUP INC          COMMON    480074103        245       7888  SH       DEFINED     23            7888     0         0
JONES APPAREL GROUP INC          COMMON    480074103         47       1500  SH       DEFINED     24               0     0      1500
JONES APPAREL GROUP INC          COMMON    480074103        627      20190  SH       DEFINED     5,15             0     0     20190
JONES APPAREL GROUP INC          COMMON    480074103          3        100  SH       DEFINED     6              100     0         0
JONES APPAREL GROUP INC          COMMON    480074103        160       5150  SH       DEFINED     8             5150     0         0
JONES LANG LASALLE INC           COMMON    48020Q107       5759     130200  SH       DEFINED     1           130200     0         0
JONES LANG LASALLE INC           COMMON    48020Q107       4171      94300  SH       DEFINED     15           49800     0     44500
JONES LANG LASALLE INC           COMMON    48020Q107         93       2100  SH       DEFINED     15,14         2100     0         0
JONES LANG LASALLE INC           COMMON    48020Q107       1176      26577  SH       DEFINED     24               0     0     26577
JONES LANG LASALLE INC           COMMON    48020Q107        482      10900  SH       DEFINED     5,15         10900     0         0
JONES LANG LASALLE INC           COMMON    48020Q107         24        550  SH       DEFINED     6              125   150       275
JOS A BANK CLOTHIERS INC         COMMON    480838101      20792     480174  SH       DEFINED     1           480174     0         0
JOS A BANK CLOTHIERS INC         COMMON    480838101       6592     152237  SH       DEFINED     2           152237     0         0
JOURNAL COMMUNICATIONS           COMMON    481130102        338      20100  SH       DEFINED     15           12100     0      8000
JOURNAL COMMUNICATIONS           COMMON    481130102          7        400  SH       DEFINED     15,14          400     0         0
JOURNAL COMMUNICATIONS           COMMON    481130102        178      10600  SH       DEFINED     5,15         10600     0         0
JUNIPER NETWORKS INC             COMMON    48203R104      17738     704447  SH       DEFINED     1           704447     0         0
JUNIPER NETWORKS INC             COMMON    48203R104        393      15600  SH       DEFINED     9            15600     0         0
JUNIPER NETWORKS INC             COMMON    48203R104       6799     270000  SH       DEFINED     9,15        270000     0         0
JUNIPER NETWORKS INC             COMMON    48203R104      51993    2064855  SH       DEFINED     15         1857355     0    184100
JUNIPER NETWORKS INC             COMMON    48203R104        597      23700  SH       DEFINED     15,14        23700     0         0
JUNIPER NETWORKS INC             COMMON    48203R104       3312     131552  SH       DEFINED     15,22       131552     0         0
JUNIPER NETWORKS INC             COMMON    48203R104       1702      67600  SH       DEFINED     15,8         67600     0         0
JUNIPER NETWORKS INC             COMMON    48203R104        101       4018  SH       DEFINED     23            4018     0         0
JUNIPER NETWORKS INC             COMMON    48203R104        314      12455  SH       DEFINED     24             150     0     12305
JUNIPER NETWORKS INC             COMMON    48203R104       2090      83000  SH       DEFINED     5,15         83000     0         0
JUNIPER NETWORKS INC             COMMON    48203R104       6733     267411  SH       DEFINED     6           267411     0         0
JUNIPER NETWORKS INC             COMMON    48203R104        310      12299  SH       DEFINED     8            12299     0         0
KKR FINANCIAL CORP               COMMON    482476306       2178      87100  SH       DEFINED     1            87100     0         0
KKR FINANCIAL CORP               COMMON    482476306        435      17400  SH       DEFINED     15               0     0     17400
KKR FINANCIAL CORP               COMMON    482476306       2900     116000  SH       DEFINED     2            95200     0     20800
KLA-TENCOR CORPORATION           COMMON    482480100      48826    1117800  SH       DEFINED     1          1117800     0         0
KLA-TENCOR CORPORATION           COMMON    482480100      21840     500000  SH       DEFINED     1,2         500000     0         0
KLA-TENCOR CORPORATION           COMMON    482480100        836      19129  SH       DEFINED     15           19129     0         0
KLA-TENCOR CORPORATION           COMMON    482480100       1752      40100  SH       DEFINED     15,22        40100     0         0
KLA-TENCOR CORPORATION           COMMON    482480100      12541     287100  SH       DEFINED     2           287100     0         0
KLA-TENCOR CORPORATION           COMMON    482480100       1507      34500  SH       DEFINED     20           34500     0         0
KLA-TENCOR CORPORATION           COMMON    482480100         59       1340  SH       DEFINED     24              80     0      1260
KLA-TENCOR CORPORATION           COMMON    482480100      17904     409900  SH       DEFINED     3           409900     0         0
KLA-TENCOR CORPORATION           COMMON    482480100          5        122  SH       DEFINED     4              122     0         0
KLA-TENCOR CORPORATION           COMMON    482480100       5737     131337  SH       DEFINED     6           131337     0         0
KLA-TENCOR CORPORATION           COMMON    482480100        290       6644  SH       DEFINED     8             6644     0         0
K-SWISS INC CL A                 COMMON    482686102       6866     212300  SH       DEFINED     1           212300     0         0
K-SWISS INC CL A                 COMMON    482686102       1750      54100  SH       DEFINED     1,3          54100     0         0
K-SWISS INC CL A                 COMMON    482686102         61       1900  SH       DEFINED     9,7           1900     0         0
K-SWISS INC CL A                 COMMON    482686102        592      18300  SH       DEFINED     9,2          18300     0         0
K-SWISS INC CL A                 COMMON    482686102         71       2200  SH       DEFINED     15            2200     0         0
K-SWISS INC CL A                 COMMON    482686102        524      16200  SH       DEFINED     2            16200     0         0
K-SWISS INC CL A                 COMMON    482686102        178       5500  SH       DEFINED     5,15          5500     0         0
KT CORP- ADR                     COMMON    48268K101       1509      70200  SH       DEFINED     9,12         70200     0         0
KT CORP- ADR                     COMMON    48268K101      72106    3353747  SH       DEFINED     12         3311747     0     25700
KT CORP- ADR                     COMMON    48268K101          0          0  SH       DEFINED     12,14            0     0         0
KT CORP- ADR                     COMMON    48268K101      35141    1634466  SH       DEFINED     15         1582029     0     52437
KT CORP- ADR                     COMMON    48268K101        823      38300  SH       DEFINED     15,22        38300     0         0
KT CORP- ADR                     COMMON    48268K101       3567     165900  SH       DEFINED     5,12        165900     0         0
KT CORP- ADR                     COMMON    48268K101       1807      84040  SH       DEFINED     7,22         84040     0         0
K-SEA TRANSPORTATION PARTNER     COMMON    48268Y101        949      27700  SH       DEFINED     6            27700     0         0
K2 INC                           COMMON    482732104       2823     222600  SH       DEFINED     1           222600     0         0
KV PHARMACEUTICAL CO CL A        COMMON    482740206       4998     298400  SH       DEFINED     3           298400     0         0
KADANT INC                       COMMON    48282T104       4272     194800  SH       DEFINED     1           194800     0         0
KADANT INC                       COMMON    48282T104          4        160  SH       DEFINED     6              160     0         0
KNBT BANCORP INC                 COMMON    482921103         47       3100  SH       DEFINED     15            3100     0         0
KNBT BANCORP INC                 COMMON    482921103        115       7600  SH       DEFINED     5,15          7600     0         0
KAMAN CORP CL A                  COMMON    483548103         27       1500  SH       DEFINED     6             1500     0         0



                                                                                         
KANA SOFTWARE INC                COMMON    483600300          0         23  SH       DEFINED     6               23     0         0
KANBAY INTERNATIONAL INC         COMMON    48369P207         21        912  SH       DEFINED     6              912     0         0
KANEB PIPELINE PARTNERS LP       COMMON    484169107        781      12700  SH       DEFINED     24               0     0     12700
KANEB PIPELINE PARTNERS LP       COMMON    484169107       6639     108025  SH       DEFINED     6           108025     0         0
KANEB SERVICES LLC               COMMON    484173109       2908      67197  SH       DEFINED     6            67197     0         0
KANSAS CITY SOUTHERN INDS        COMMON    485170302         42       2100  SH       DEFINED     15            2100     0         0
KANSAS CITY SOUTHERN INDS        COMMON    485170302        107       5300  SH       DEFINED     5,15          5300     0         0
KAYDON CORP                      COMMON    486587108       4462     160200  SH       DEFINED     1           160200     0         0
KAYDON CORP                      COMMON    486587108       2331      83700  SH       DEFINED     15           44100     0     39600
KAYDON CORP                      COMMON    486587108         53       1900  SH       DEFINED     15,14         1900     0         0
KAYDON CORP                      COMMON    486587108        429      15400  SH       DEFINED     5,15         15400     0         0
KAYNE ANDERSON MLP INVESTMEN C   COMMON    486606106        115       4300  SH       DEFINED     24               0     0      4300
KEANE INC                        COMMON    486665102       6805     496700  SH       DEFINED     15          296000     0    200700
KEANE INC                        COMMON    486665102        127       9300  SH       DEFINED     15,14         9300     0         0
KEANE INC                        COMMON    486665102       1333      97300  SH       DEFINED     5,15         97300     0         0
KEANE INC                        COMMON    486665102          2        140  SH       DEFINED     6              140     0         0
KB HOME                          COMMON    48666K109        615       8064  SH       DEFINED     15            8064     0         0
KB HOME                          COMMON    48666K109        474       6212  SH       DEFINED     23            6212     0         0
KB HOME                          COMMON    48666K109         46        600  SH       DEFINED     24               0     0       600
KB HOME                          COMMON    48666K109        175       2300  SH       DEFINED     6             2300     0         0
KEARNY FINANCIAL CORP            COMMON    487169104        645      54700  SH       DEFINED     15           32200     0     22500
KEARNY FINANCIAL CORP            COMMON    487169104         13       1100  SH       DEFINED     15,14         1100     0         0
KEARNY FINANCIAL CORP            COMMON    487169104        314      26600  SH       DEFINED     5,15         26600     0         0
KELLOGG CO                       COMMON    487836108       3533      79500  SH       DEFINED     1            79500     0         0
KELLOGG CO                       COMMON    487836108      20074     451700  SH       DEFINED     1,2         451700     0         0
KELLOGG CO                       COMMON    487836108         62       1400  SH       DEFINED     9             1400     0         0
KELLOGG CO                       COMMON    487836108       1351      30400  SH       DEFINED     9,15         30400     0         0
KELLOGG CO                       COMMON    487836108       7589     170775  SH       DEFINED     15          147475     0     23300
KELLOGG CO                       COMMON    487836108         93       2100  SH       DEFINED     15,14         2100     0         0
KELLOGG CO                       COMMON    487836108        884      19900  SH       DEFINED     15,8         19900     0         0
KELLOGG CO                       COMMON    487836108       3613      81300  SH       DEFINED     2            81300     0         0
KELLOGG CO                       COMMON    487836108        107       2400  SH       DEFINED     23            2400     0         0
KELLOGG CO                       COMMON    487836108        117       2625  SH       DEFINED     24               0     0      2625
KELLOGG CO                       COMMON    487836108        271       6100  SH       DEFINED     5,15          6100     0         0
KELLOGG CO                       COMMON    487836108        950      21377  SH       DEFINED     6            21377     0         0
KELLOGG CO                       COMMON    487836108        376       8454  SH       DEFINED     8             8454     0         0
KELLY SVCS INC                   COMMON    488152208         41       1431  SH       DEFINED     24             260     0      1171
KENNAMETAL INC                   COMMON    489170100       4044      88200  SH       DEFINED     15           54000     0     34200
KENNAMETAL INC                   COMMON    489170100         73       1600  SH       DEFINED     15,14         1600     0         0
KENNAMETAL INC                   COMMON    489170100          2         45  SH       DEFINED     4               45     0         0
KENNAMETAL INC                   COMMON    489170100       1981      43200  SH       DEFINED     5,15         43200     0         0
KERR-MCGEE CORP                  COMMON    492386107        114       1500  SH       DEFINED     15            1500     0         0
KERR-MCGEE CORP                  COMMON    492386107       9857     129176  SH       DEFINED     15          112476     0     12400
KERR-MCGEE CORP                  COMMON    492386107        740       9700  SH       DEFINED     15,8          9700     0         0
KERR-MCGEE CORP                  COMMON    492386107         38        503  SH       DEFINED     24               0     0       503
KERR-MCGEE CORP                  COMMON    492386107        107       1400  SH       DEFINED     5,15          1400     0         0
KERR-MCGEE CORP                  COMMON    492386107         66        863  SH       DEFINED     6              863     0         0
KERR-MCGEE CORP                  COMMON    492386107        314       4110  SH       DEFINED     8             4110     0         0
KEY ENERGY SERVICES INC          COMMON    492914106      15989    1321400  SH       DEFINED     1          1321400     0         0
KEY ENERGY SERVICES INC          COMMON    492914106        606      50100  SH       DEFINED     2            50100     0         0
KEYCORP                          COMMON    493267108       1177      35520  SH       DEFINED     1            35520     0         0
KEYCORP                          COMMON    493267108        590      17800  SH       DEFINED     9            17800     0         0
KEYCORP                          COMMON    493267108       4631     139700  SH       DEFINED     9,15        139700     0         0
KEYCORP                          COMMON    493267108      18130     546921  SH       DEFINED     15          491971     0     54950
KEYCORP                          COMMON    493267108        298       9000  SH       DEFINED     15,14         9000     0         0
KEYCORP                          COMMON    493267108       2649      79900  SH       DEFINED     15,8         79900     0         0
KEYCORP                          COMMON    493267108        281       8469  SH       DEFINED     23            8469     0         0
KEYCORP                          COMMON    493267108        553      16687  SH       DEFINED     24            1950     0     14737
KEYCORP                          COMMON    493267108        593      17900  SH       DEFINED     5,15         17900     0         0
KEYCORP                          COMMON    493267108         15        456  SH       DEFINED     6              456     0         0
KEYCORP                          COMMON    493267108        708      21364  SH       DEFINED     8            21364     0         0
KEYCORP                          COMMON    493267108         18        531  SH       DEFINED     8,10           531     0         0
KEYNOTE SYSTEMS INC              COMMON    493308100        893      76500  SH       DEFINED     15           56000     0     20500
KEYNOTE SYSTEMS INC              COMMON    493308100         12       1000  SH       DEFINED     15,14         1000     0         0
KEYNOTE SYSTEMS INC              COMMON    493308100        107       9200  SH       DEFINED     5,15          9200     0         0
KEYSPAN CORPORATION              COMMON    49337W100      10392     255335  SH       DEFINED     15          255000     0       335
KEYSPAN CORPORATION              COMMON    49337W100        712      17491  SH       DEFINED     15           17491     0         0
KEYSPAN CORPORATION              COMMON    49337W100         40        993  SH       DEFINED     24               0     0       993
KEYSPAN CORPORATION              COMMON    49337W100          6        152  SH       DEFINED     4              152     0         0
KEYSPAN CORPORATION              COMMON    49337W100         45       1100  SH       DEFINED     6             1100     0         0
KEYSPAN CORPORATION              COMMON    49337W100        232       5707  SH       DEFINED     8             5707     0         0
KEYSTONE AUTOMOTIVE INDS INC     COMMON    49338N109       3821     154500  SH       DEFINED     1           154500     0         0
KEYSTONE AUTOMOTIVE INDS INC     COMMON    49338N109         20        800  SH       DEFINED     15             800     0         0
KEYSTONE AUTOMOTIVE INDS INC     COMMON    49338N109         49       2000  SH       DEFINED     5,15          2000     0         0
KILROY REALTY CORP               COMMON    49427F108        522      11000  SH       DEFINED     15           11000     0         0
KILROY REALTY CORP               COMMON    49427F108      24004     505446  SH       DEFINED     15          395784     0     99962
KILROY REALTY CORP               COMMON    49427F108       1947      41000  SH       DEFINED     5,15         41000     0         0
KIMBERLY-CLARK CORP              COMMON    494368103      81301    1298940  SH       DEFINED     1           984440     0    314500
KIMBERLY-CLARK CORP              COMMON    494368103      32109     513000  SH       DEFINED     1,2         513000     0         0
KIMBERLY-CLARK CORP              COMMON    494368103       7163     114450  SH       DEFINED     9,15        114450     0         0
KIMBERLY-CLARK CORP              COMMON    494368103       1066      17025  SH       DEFINED     12           17025     0         0
KIMBERLY-CLARK CORP              COMMON    494368103        365       5830  SH       DEFINED     12,14         5830     0         0
KIMBERLY-CLARK CORP              COMMON    494368103      29345     468837  SH       DEFINED     15          431980     0     36857
KIMBERLY-CLARK CORP              COMMON    494368103       2873      45900  SH       DEFINED     15,8         45900     0         0
KIMBERLY-CLARK CORP              COMMON    494368103        451       7200  SH       DEFINED     2             7200     0         0
KIMBERLY-CLARK CORP              COMMON    494368103        291       4649  SH       DEFINED     23            4649     0         0
KIMBERLY-CLARK CORP              COMMON    494368103       2777      44374  SH       DEFINED     24            5480     0     38894
KIMBERLY-CLARK CORP              COMMON    494368103     112474    1797000  SH       DEFINED     3          1797000     0         0
KIMBERLY-CLARK CORP              COMMON    494368103          1         22  SH       DEFINED     4               22     0         0
KIMBERLY-CLARK CORP              COMMON    494368103        332       5300  SH       DEFINED     5,15          5300     0         0
KIMBERLY-CLARK CORP              COMMON    494368103       1290      20614  SH       DEFINED     6            20614     0         0
KIMBERLY-CLARK CORP              COMMON    494368103       1040      16609  SH       DEFINED     8            16609     0         0
KIMCO REALTY CORP                COMMON    49446R109        161       2740  SH       DEFINED     15            2740     0         0



                                                                                         
KIMCO REALTY CORP                COMMON    49446R109        112       1900  SH       DEFINED     9             1900     0         0
KIMCO REALTY CORP                COMMON    49446R109        624      10600  SH       DEFINED     9,15         10600     0         0
KIMCO REALTY CORP                COMMON    49446R109      26669     452700  SH       DEFINED     15          425100     0     20400
KIMCO REALTY CORP                COMMON    49446R109        171       2900  SH       DEFINED     15,14         2900     0         0
KIMCO REALTY CORP                COMMON    49446R109          4         66  SH       DEFINED     24              66     0         0
KIMCO REALTY CORP                COMMON    49446R109        418       7100  SH       DEFINED     5,15          7100     0         0
KIMCO REALTY CORP                COMMON    49446R109       2753      46727  SH       DEFINED     6            46727     0         0
KINDER MORGAN ENERGY PRTNRS      COMMON    494550106      12814     251643  SH       DEFINED     24            9300     0    242343
KINDER MORGAN ENERGY PRTNRS      COMMON    494550106       2289      44960  SH       DEFINED     6            44960     0         0
KINDER MORGAN INC                COMMON    49455P101      17472     210000  SH       DEFINED     1           210000     0         0
KINDER MORGAN INC                COMMON    49455P101        874      10510  SH       DEFINED     15           10510     0         0
KINDER MORGAN INC                COMMON    49455P101       3681      44245  SH       DEFINED     24           13717     0     30528
KINDER MORGAN INC                COMMON    49455P101      11787     141665  SH       DEFINED     6           141665     0         0
KINDER MORGAN INC                COMMON    49455P101        273       3276  SH       DEFINED     8             3276     0         0
KINDER MORGAN MANAGEMENT LLC     COMMON    49455U100         46       1000  SH       DEFINED     24               0     0      1000
KINDER MORGAN MANAGEMENT LLC     COMMON    49455U100      12211     265456  SH       DEFINED     6           265456     0         0
KINDRED HEALTHCARE INC           COMMON    494580103      13016     328600  SH       DEFINED     1           328600     0         0
KINDRED HEALTHCARE INC           COMMON    494580103       1632      41200  SH       DEFINED     15           23800     0     17400
KINDRED HEALTHCARE INC           COMMON    494580103         32        800  SH       DEFINED     15,14          800     0         0
KINDRED HEALTHCARE INC           COMMON    494580103        543      13700  SH       DEFINED     5,15         13700     0         0
KINDRED HEALTHCARE INC           COMMON    494580103         98       2475  SH       DEFINED     6              450   725      1300
KINETIC CONCEPTS INC             COMMON    49460W208      69996    1166600  SH       DEFINED     1          1166600     0         0
KINETIC CONCEPTS INC             COMMON    49460W208       7500     125000  SH       DEFINED     1,2         125000     0         0
KINETIC CONCEPTS INC             COMMON    49460W208        420       7000  SH       DEFINED     15             200     0      6800
KINETIC CONCEPTS INC             COMMON    49460W208        312       5200  SH       DEFINED     15,22         5200     0         0
KINETIC CONCEPTS INC             COMMON    49460W208       4110      68500  SH       DEFINED     2            60300     0      8200
KINETIC CONCEPTS INC             COMMON    49460W208      37153     619213  SH       DEFINED     24          109434     0    509779
KINETIC CONCEPTS INC             COMMON    49460W208       4266      71100  SH       DEFINED     3            71100     0         0
KINETIC CONCEPTS INC             COMMON    49460W208          6         95  SH       DEFINED     4               95     0         0
KINETIC CONCEPTS INC             COMMON    49460W208       9320     155333  SH       DEFINED     6           155333     0         0
KING PHARMACEUTICALS INC         COMMON    495582108         81       7795  SH       DEFINED     15            7100     0       695
KING PHARMACEUTICALS INC         COMMON    495582108        210      20200  SH       DEFINED     9            20200     0         0
KING PHARMACEUTICALS INC         COMMON    495582108       2258     216700  SH       DEFINED     9,15        216700     0         0
KING PHARMACEUTICALS INC         COMMON    495582108      19488    1870206  SH       DEFINED     15         1659606     0    176300
KING PHARMACEUTICALS INC         COMMON    495582108        326      31300  SH       DEFINED     15,14        31300     0         0
KING PHARMACEUTICALS INC         COMMON    495582108        886      85000  SH       DEFINED     15,8         85000     0         0
KING PHARMACEUTICALS INC         COMMON    495582108         44       4222  SH       DEFINED     23            4222     0         0
KING PHARMACEUTICALS INC         COMMON    495582108         34       3238  SH       DEFINED     24               0     0      3238
KING PHARMACEUTICALS INC         COMMON    495582108        739      70900  SH       DEFINED     5,15         70900     0         0
KING PHARMACEUTICALS INC         COMMON    495582108         58       5600  SH       DEFINED     8             5600     0         0
KINGSWAY FINANCIAL SERVICES      COMMON    496904103       4524     266400  SH       DEFINED     1           266400     0         0
KINGSWAY FINANCIAL SERVICES      COMMON    496904103      10941     644300  SH       DEFINED     1,3         644300     0         0
KINGSWAY FINANCIAL SERVICES      COMMON    496904103        216      12700  SH       DEFINED     2            12700     0         0
KINTERA INC                      COMMON    49720P506       1891     554556  SH       DEFINED     1           554556     0         0
KIRBY CORP                       COMMON    497266106       7766     172200  SH       DEFINED     1           172200     0         0
KIRBY CORP                       COMMON    497266106       2571      57000  SH       DEFINED     2            57000     0         0
KIRBY CORP                       COMMON    497266106         50       1100  SH       DEFINED     6                0     0      1100
KITE REALTY GROUP TRUST          COMMON    49803T102       2612     174116  SH       DEFINED     15          122512     0     51604
KNIGHT CAPITAL GROUP INC-A       COMMON    499005106        101      13200  SH       DEFINED     6            13200     0         0
KNIGHT RIDDER INC                COMMON    499040103      73534    1198801  SH       DEFINED     1          1198801     0         0
KNIGHT RIDDER INC                COMMON    499040103        159       2600  SH       DEFINED     1,3           2600     0         0
KNIGHT RIDDER INC                COMMON    499040103       1143      18627  SH       DEFINED     15           18627     0         0
KNIGHT RIDDER INC                COMMON    499040103       1798      29309  SH       DEFINED     15,14        29309     0         0
KNIGHT RIDDER INC                COMMON    499040103       6733     109760  SH       DEFINED     2           109760     0         0
KNIGHT RIDDER INC                COMMON    499040103         98       1600  SH       DEFINED     24               0     0      1600
KNIGHT RIDDER INC                COMMON    499040103      22067     359751  SH       DEFINED     4           359751     0         0
KNIGHT RIDDER INC                COMMON    499040103        313       5100  SH       DEFINED     5,2           5100     0         0
KNIGHT RIDDER INC                COMMON    499040103        337       5500  SH       DEFINED     6             5500     0         0
KNIGHT RIDDER INC                COMMON    499040103        193       3141  SH       DEFINED     8             3141     0         0
KNIGHT TRANSPORT                 COMMON    499064103       9177     377200  SH       DEFINED     1           377200     0         0
KNIGHT TRANSPORT                 COMMON    499064103       2849     117100  SH       DEFINED     2           117100     0         0
KNIGHT TRANSPORT                 COMMON    499064103         95       3920  SH       DEFINED     24             230     0      3690
KNIGHT TRANSPORT                 COMMON    499064103       9432     387649  SH       DEFINED     6           387649     0         0
KNOLOGY INC                      COMMON    499183804         97      50922  SH       DEFINED     1            50922     0         0
KOHLS CORP                       COMMON    500255104      97423    1742500  SH       DEFINED     1          1742500     0         0
KOHLS CORP                       COMMON    500255104      53920     964400  SH       DEFINED     1,2         964400     0         0
KOHLS CORP                       COMMON    500255104       2431      43477  SH       DEFINED     15           31877     0     11600
KOHLS CORP                       COMMON    500255104       8683     155300  SH       DEFINED     2           143700     0     11600
KOHLS CORP                       COMMON    500255104      26605     475852  SH       DEFINED     24          113872     0    361980
KOHLS CORP                       COMMON    500255104          1         24  SH       DEFINED     4               24     0         0
KOHLS CORP                       COMMON    500255104         95       1700  SH       DEFINED     6             1700     0         0
KOHLS CORP                       COMMON    500255104        570      10191  SH       DEFINED     8            10191     0         0
KOMAG INC                        COMMON    500453105          0      24547  SH       DEFINED     6            24547     0         0
KOMAG INC                        COMMON    500453204       4290     151200  SH       DEFINED     1           151200     0         0
KONINKLIJKE PHILIPS ELECTRONIC   COMMON    500472303     130222    5169605  SH       DEFINED     1          5169605     0         0
KONINKLIJKE PHILIPS ELECTRONIC   COMMON    500472303      71892    2853985  SH       DEFINED     12         2617785     0    236200
KONINKLIJKE PHILIPS ELECTRONIC   COMMON    500472303        215       8550  SH       DEFINED     12,14         8550     0         0
KONINKLIJKE PHILIPS ELECTRONIC   COMMON    500472303      26067    1034833  SH       DEFINED     15          932268     0    102565
KONINKLIJKE PHILIPS ELECTRONIC   COMMON    500472303       2193      87050  SH       DEFINED     2            87050     0         0
KONINKLIJKE PHILIPS ELECTRONIC   COMMON    500472303        176       7000  SH       DEFINED     2,14          7000     0         0
KONINKLIJKE PHILIPS ELECTRONIC   COMMON    500472303      12313     488806  SH       DEFINED     4           488806     0         0
KOOKMIN BANK-SPONS ADR           COMMON    50049M109        296       6500  SH       DEFINED     9,15          6500     0         0
KOOKMIN BANK-SPONS ADR           COMMON    50049M109        178       3900  SH       DEFINED     12               0     0         0
KOOKMIN BANK-SPONS ADR           COMMON    50049M109        378       8300  SH       DEFINED     15            8300     0         0
KOOKMIN BANK-SPONS ADR           COMMON    50049M109       1892      41500  SH       DEFINED     5,12         41500     0         0
KOOKMIN BANK-SPONS ADR           COMMON    50049M109        700      15350  SH       DEFINED     7            15350     0         0
KOOR INDUSTRIES LTD ADR          COMMON    500507108        111      10000  SH       DEFINED     24               0     0     10000
KOREA ELEC POWER CORP ADR        COMMON    500631106       1103      70362  SH       DEFINED     9,12         70362     0         0
KOREA ELEC POWER CORP ADR        COMMON    500631106        193      12300  SH       DEFINED     9,15         12300     0         0
KOREA ELEC POWER CORP ADR        COMMON    500631106      38159    2435142  SH       DEFINED     12         2404569     0     18692
KOREA ELEC POWER CORP ADR        COMMON    500631106      19021    1213846  SH       DEFINED     15         1156634     0     57212
KOREA ELEC POWER CORP ADR        COMMON    500631106        125       8000  SH       DEFINED     24               0     0      8000
KOREA ELEC POWER CORP ADR        COMMON    500631106       6702     427700  SH       DEFINED     5,12        427700     0         0



                                                                                         
KOREA FUND CF                    COMMON    500634100         59       2148  SH       DEFINED     6             2148     0         0
KOS PHARMACEUTICALS INC          COMMON    500648100      12425     189700  SH       DEFINED     15          166100     0     15100
KOS PHARMACEUTICALS INC          COMMON    500648100        295       4500  SH       DEFINED     15,8          4500     0         0
KOS PHARMACEUTICALS INC          COMMON    500648100        124       1900  SH       DEFINED     5,15          1900     0         0
KRAFT FOODS INC CL A             COMMON    50075N104     143889    4523380  SH       DEFINED     1          4021380     0    502000
KRAFT FOODS INC CL A             COMMON    50075N104      37218    1170000  SH       DEFINED     1,2        1170000     0         0
KRAFT FOODS INC CL A             COMMON    50075N104       2984      93800  SH       DEFINED     9,15         93800     0         0
KRAFT FOODS INC CL A             COMMON    50075N104        886      27865  SH       DEFINED     12           27865     0         0
KRAFT FOODS INC CL A             COMMON    50075N104        305       9600  SH       DEFINED     12,14         9600     0         0
KRAFT FOODS INC CL A             COMMON    50075N104      11545     362949  SH       DEFINED     15          358504     0      2900
KRAFT FOODS INC CL A             COMMON    50075N104        477      15000  SH       DEFINED     2            15000     0         0
KRAFT FOODS INC CL A             COMMON    50075N104         54       1704  SH       DEFINED     23            1704     0         0
KRAFT FOODS INC CL A             COMMON    50075N104         93       2910  SH       DEFINED     24             610     0      2300
KRAFT FOODS INC CL A             COMMON    50075N104          2         77  SH       DEFINED     4               77     0         0
KRAFT FOODS INC CL A             COMMON    50075N104        344      10800  SH       DEFINED     5,15             0     0     10800
KRAFT FOODS INC CL A             COMMON    50075N104         16        500  SH       DEFINED     6              500     0         0
KRAFT FOODS INC CL A             COMMON    50075N104        143       4502  SH       DEFINED     8             4502     0         0
KRISPY KREME DOUGHNUTS INC       COMMON    501014104          3        400  SH       DEFINED     24               0     0       400
KRISPY KREME DOUGHNUTS INC       COMMON    501014104          5        680  SH       DEFINED     6              680     0         0
KROGER CO                        COMMON    501044101     452913   23799930  SH       DEFINED     1         23799930     0         0
KROGER CO                        COMMON    501044101      55415    2912000  SH       DEFINED     1,2        2912000     0         0
KROGER CO                        COMMON    501044101        226      11900  SH       DEFINED     1,3          11900     0         0
KROGER CO                        COMMON    501044101      18740     984770  SH       DEFINED     15          960536     0     24234
KROGER CO                        COMMON    501044101       1157      60800  SH       DEFINED     15,8         60800     0         0
KROGER CO                        COMMON    501044101      14005     735950  SH       DEFINED     2           735950     0         0
KROGER CO                        COMMON    501044101        289      15200  SH       DEFINED     2,14         15200     0         0
KROGER CO                        COMMON    501044101        438      23000  SH       DEFINED     23           23000     0         0
KROGER CO                        COMMON    501044101      74830    3932221  SH       DEFINED     4          3932221     0         0
KROGER CO                        COMMON    501044101        519      27295  SH       DEFINED     5,15             0     0     27295
KROGER CO                        COMMON    501044101        447      23500  SH       DEFINED     5,2          23500     0         0
KROGER CO                        COMMON    501044101        555      29141  SH       DEFINED     8            29141     0         0
KULICKE & SOFFA INDUSTRIES       COMMON    501242101       3939     498000  SH       DEFINED     15          270400     0    227600
KULICKE & SOFFA INDUSTRIES       COMMON    501242101         85      10800  SH       DEFINED     15,14        10800     0         0
KULICKE & SOFFA INDUSTRIES       COMMON    501242101       1038     131200  SH       DEFINED     5,15        131200     0         0
KYPHON INC                       COMMON    501577100      22280     640400  SH       DEFINED     1           640400     0         0
KYPHON INC                       COMMON    501577100        818      23500  SH       DEFINED     2            23500     0         0
KYPHON INC                       COMMON    501577100      11244     323200  SH       DEFINED     3           323200     0         0
LCA-VISION INC                   COMMON    501803308        514      10600  SH       DEFINED     1            10600     0         0
LCA-VISION INC                   COMMON    501803308         10        200  SH       DEFINED     24               0     0       200
LSI LOGIC CORP                   COMMON    502161102         92      10860  SH       DEFINED     15           10860     0         0
LSI LOGIC CORP                   COMMON    502161102        121      14200  SH       DEFINED     9            14200     0         0
LSI LOGIC CORP                   COMMON    502161102       1853     218200  SH       DEFINED     9,15        218200     0         0
LSI LOGIC CORP                   COMMON    502161102        363      42700  SH       DEFINED     11,8         42700     0         0
LSI LOGIC CORP                   COMMON    502161102      40259    4741962  SH       DEFINED     15         4117462     0    477400
LSI LOGIC CORP                   COMMON    502161102        186      21900  SH       DEFINED     15,14        21900     0         0
LSI LOGIC CORP                   COMMON    502161102       1615     190200  SH       DEFINED     15,8        190200     0         0
LSI LOGIC CORP                   COMMON    502161102        317      37367  SH       DEFINED     23           37367     0         0
LSI LOGIC CORP                   COMMON    502161102         39       4550  SH       DEFINED     24               0     0      4550
LSI LOGIC CORP                   COMMON    502161102        987     116300  SH       DEFINED     5,15        116300     0         0
LSI LOGIC CORP                   COMMON    502161102         86      10149  SH       DEFINED     6             3974  2175      4000
LSI LOGIC CORP                   COMMON    502161102       1377     162173  SH       DEFINED     8           162173     0         0
LSI LOGIC CORP                   COMMON    502161102         27       3189  SH       DEFINED     8,10          3189     0         0
LSI LOGIC CORP                   COMMON    502161102        313      36900  SH       DEFINED     8,13         36900     0         0
LSI INDUSTRIES INC               COMMON    50216C108         20       1400  SH       DEFINED     15            1400     0         0
LSI INDUSTRIES INC               COMMON    50216C108         49       3500  SH       DEFINED     5,15          3500     0         0
LTC PROPERTIES INC               COMMON    502175102       8812     425700  SH       DEFINED     15          355700     0     70000
LTC PROPERTIES INC               COMMON    502175102         68       3300  SH       DEFINED     15,14         3300     0         0
LTC PROPERTIES INC               COMMON    502175102        880      42500  SH       DEFINED     5,15         42500     0         0
LTC PROPERTIES INC               COMMON    502175102         88       4250  SH       DEFINED     6              950  1175      2125
L-3 COMMUNICATIONS HLDGS INC     COMMON    502424104      55484     724520  SH       DEFINED     1           724520     0         0
L-3 COMMUNICATIONS HLDGS INC     COMMON    502424104        482       6300  SH       DEFINED     9,15          6300     0         0
L-3 COMMUNICATIONS HLDGS INC     COMMON    502424104       3562      46518  SH       DEFINED     15           37918     0      8600
L-3 COMMUNICATIONS HLDGS INC     COMMON    502424104       1302      17000  SH       DEFINED     15,22        17000     0         0
L-3 COMMUNICATIONS HLDGS INC     COMMON    502424104        482       6300  SH       DEFINED     15,8          6300     0         0
L-3 COMMUNICATIONS HLDGS INC     COMMON    502424104       3745      48900  SH       DEFINED     2            41500     0      7400
L-3 COMMUNICATIONS HLDGS INC     COMMON    502424104       1207      15755  SH       DEFINED     24           15055     0       700
L-3 COMMUNICATIONS HLDGS INC     COMMON    502424104          8        105  SH       DEFINED     4              105     0         0
L-3 COMMUNICATIONS HLDGS INC     COMMON    502424104        578       7550  SH       DEFINED     6             7550     0         0
L-3 COMMUNICATIONS HLDGS INC     COMMON    502424104        141       1843  SH       DEFINED     8             1843     0         0
LA QUINTA CORP-PAIRED            COMMON    50419U202       5788     620400  SH       DEFINED     1           620400     0         0
LA QUINTA CORP-PAIRED            COMMON    50419U202       2973     318600  SH       DEFINED     15          318600     0         0
LABOR READY INC                  COMMON    505401208       3755     161100  SH       DEFINED     1           161100     0         0
LABOR READY INC                  COMMON    505401208       1422      61000  SH       DEFINED     1,3          61000     0         0
LABOR READY INC                  COMMON    505401208        483      20700  SH       DEFINED     9,2          20700     0         0
LABOR READY INC                  COMMON    505401208      11741     503700  SH       DEFINED     15          284400     0    219300
LABOR READY INC                  COMMON    505401208        242      10400  SH       DEFINED     15,14        10400     0         0
LABOR READY INC                  COMMON    505401208       2713     116400  SH       DEFINED     5,15        116400     0         0
LABORATORY CRP OF AMER HLDGS     COMMON    50540R409       5739     115000  SH       DEFINED     1           115000     0         0
LABORATORY CRP OF AMER HLDGS     COMMON    50540R409       1088      21800  SH       DEFINED     9            21800     0         0
LABORATORY CRP OF AMER HLDGS     COMMON    50540R409       1584      31743  SH       DEFINED     15           29443     0      2300
LABORATORY CRP OF AMER HLDGS     COMMON    50540R409        579      11600  SH       DEFINED     15,8         11600     0         0
LABORATORY CRP OF AMER HLDGS     COMMON    50540R409        213       4261  SH       DEFINED     23            4261     0         0
LABORATORY CRP OF AMER HLDGS     COMMON    50540R409        194       3895  SH       DEFINED     24             403     0      3492
LABORATORY CRP OF AMER HLDGS     COMMON    50540R409      15255     305709  SH       DEFINED     6           305709     0         0
LABORATORY CRP OF AMER HLDGS     COMMON    50540R409        292       5853  SH       DEFINED     8             5853     0         0
LAFARGE S.A. ADR                 COMMON    505861401         16        700  SH       DEFINED     24             700     0         0
LAFARGE S.A. ADR                 COMMON    505861401        429      18818  SH       DEFINED     4            18818     0         0
LAIDLAW INTERNATIONAL            COMMON    50730R102      11045     458300  SH       DEFINED     1           458300     0         0
LAIDLAW INTERNATIONAL            COMMON    50730R102      22552     935750  SH       DEFINED     1,3         935750     0         0
LAIDLAW INTERNATIONAL            COMMON    50730R102        159       6600  SH       DEFINED     9,7           6600     0         0
LAIDLAW INTERNATIONAL            COMMON    50730R102        499      20700  SH       DEFINED     9,2          20700     0         0
LAIDLAW INTERNATIONAL            COMMON    50730R102       1806      74950  SH       DEFINED     2            74950     0         0
LAIDLAW INTERNATIONAL            COMMON    50730R102         60       2475  SH       DEFINED     6              525   700      1250



                                                                                         
LAKELAND FINANCIAL CORPORATION   COMMON    511656100         49       1200  SH       DEFINED     15            1200     0         0
LAKELAND FINANCIAL CORPORATION   COMMON    511656100        122       3000  SH       DEFINED     5,15          3000     0         0
LAM RESEARCH CORP                COMMON    512807108      23007     794700  SH       DEFINED     1           794700     0         0
LAM RESEARCH CORP                COMMON    512807108      20920     722627  SH       DEFINED     15          600187     0    101140
LAM RESEARCH CORP                COMMON    512807108       1071      37000  SH       DEFINED     15,22        37000     0         0
LAM RESEARCH CORP                COMMON    512807108        489      16900  SH       DEFINED     15,8         16900     0         0
LAM RESEARCH CORP                COMMON    512807108        579      20000  SH       DEFINED     20           20000     0         0
LAM RESEARCH CORP                COMMON    512807108        101       3500  SH       DEFINED     23            3500     0         0
LAM RESEARCH CORP                COMMON    512807108        489      16900  SH       DEFINED     5,15         16900     0         0
LAM RESEARCH CORP                COMMON    512807108         22        751  SH       DEFINED     8              751     0         0
LAMAR ADVERTISING CO             COMMON    512815101      33989     794700  SH       DEFINED     1           794700     0         0
LAMAR ADVERTISING CO             COMMON    512815101      47778    1117100  SH       DEFINED     1,2        1117100     0         0
LAMAR ADVERTISING CO             COMMON    512815101        308       7200  SH       DEFINED     9,15          7200     0         0
LAMAR ADVERTISING CO             COMMON    512815101      10175     237900  SH       DEFINED     15          208100     0     22900
LAMAR ADVERTISING CO             COMMON    512815101        924      21600  SH       DEFINED     15,8         21600     0         0
LAMAR ADVERTISING CO             COMMON    512815101       9792     228950  SH       DEFINED     2           228950     0         0
LAMAR ADVERTISING CO             COMMON    512815101        107       2500  SH       DEFINED     23            2500     0         0
LAMAR ADVERTISING CO             COMMON    512815101        204       4768  SH       DEFINED     24             540     0      4228
LAMAR ADVERTISING CO             COMMON    512815101        150       3500  SH       DEFINED     5,15          3500     0         0
LAMAR ADVERTISING CO             COMMON    512815101      14526     339623  SH       DEFINED     6           339623     0         0
LAMAR ADVERTISING CO             COMMON    512815101         23        536  SH       DEFINED     8              536     0         0
LANCASTER COLONY CORP            COMMON    513847103       1284      29900  SH       DEFINED     1            29900     0         0
LANCASTER COLONY CORP            COMMON    513847103          0          0  SH       DEFINED     24               0     0         0
LANDAMERICA FINANCIAL GROUP      COMMON    514936103      14356     241800  SH       DEFINED     15          148000     0     93800
LANDAMERICA FINANCIAL GROUP      COMMON    514936103        261       4400  SH       DEFINED     15,14         4400     0         0
LANDAMERICA FINANCIAL GROUP      COMMON    514936103       4180      70400  SH       DEFINED     5,15         70400     0         0
LANDSTAR SYSTEM INC              COMMON    515098101       4083     135300  SH       DEFINED     1           135300     0         0
LANDSTAR SYSTEM INC              COMMON    515098101        311      10315  SH       DEFINED     24            8135     0      2180
LANDSTAR SYSTEM INC              COMMON    515098101       7003     232053  SH       DEFINED     6           232053     0         0
LAS VEGAS SANDS                  COMMON    517834107       8366     234000  SH       DEFINED     1           234000     0         0
LAS VEGAS SANDS                  COMMON    517834107      19663     550000  SH       DEFINED     1,2         550000     0         0
LASALLE HOTEL PROPERTIES         COMMON    517942108       4889     149000  SH       DEFINED     1           149000     0         0
LASALLE HOTEL PROPERTIES         COMMON    517942108      24560     748553  SH       DEFINED     15          535446     0    199607
LASALLE HOTEL PROPERTIES         COMMON    517942108         95       2900  SH       DEFINED     15,14         2900     0         0
LASALLE HOTEL PROPERTIES         COMMON    517942108       2874      87600  SH       DEFINED     5,15         87600     0         0
LASERSCOPE                       COMMON    518081104       3261      78700  SH       DEFINED     1            78700     0         0
LASERSCOPE                       COMMON    518081104         21        500  SH       DEFINED     24               0     0       500
ESTEE LAUDER COMPANIES CL A      COMMON    518439104      18536     473700  SH       DEFINED     1           473700     0         0
ESTEE LAUDER COMPANIES CL A      COMMON    518439104        873      22300  SH       DEFINED     2            22300     0         0
ESTEE LAUDER COMPANIES CL A      COMMON    518439104         86       2202  SH       DEFINED     24            2000     0       202
ESTEE LAUDER COMPANIES CL A      COMMON    518439104       8229     210300  SH       DEFINED     3           210300     0         0
ESTEE LAUDER COMPANIES CL A      COMMON    518439104          3         79  SH       DEFINED     6               79     0         0
ESTEE LAUDER COMPANIES CL A      COMMON    518439104         10        259  SH       DEFINED     8              259     0         0
ROYAL DUTCH PETROLEUM            COMMON    5202704         2562      39204  SH       DEFINED     9            39204     0         0
ROYAL DUTCH PETROLEUM            COMMON    5202704         6805     104133  SH       DEFINED     9,8         104133     0         0
ROYAL DUTCH PETROLEUM            COMMON    5202704          995      15220  SH       DEFINED     15,8         15220     0         0
ROYAL DUTCH PETROLEUM            COMMON    5202704        12686     194120  SH       DEFINED     23          194120     0         0
ROYAL DUTCH PETROLEUM            COMMON    5202704        18412     281730  SH       DEFINED     8           281730     0         0
ROYAL DUTCH PETROLEUM            COMMON    5202704          707      10817  SH       DEFINED     8,10         10817     0         0
LEADIS TECHNOLOGY, INC.          COMMON    52171N103          2        202  SH       DEFINED     24               0     0       202
LEAP WIRELESS INTL INC/OLD       COMMON    521863100          0         25  SH       DEFINED     6               25     0         0
LEAR CORPORATION                 COMMON    521865105       7093     194975  SH       DEFINED     15          192276     0      2699
LEAR CORPORATION                 COMMON    521865105        374      10285  SH       DEFINED     5,15             0     0     10285
LEAR CORPORATION                 COMMON    521865105         22        600  SH       DEFINED     6                0     0       600
LEAR CORPORATION                 COMMON    521865105         10        286  SH       DEFINED     8              286     0         0
LEAPFROG ENTERPRISES             COMMON    52186N106         11       1000  SH       DEFINED     6             1000     0         0
LEARNING TREE INTERNATIONAL      COMMON    522015106        189      15900  SH       DEFINED     3            15900     0         0
LEARNING TREE INTERNATIONAL      COMMON    522015106       3457     290500  SH       DEFINED     3           290500     0         0
LEGGETT & PLATT INC              COMMON    524660107        488      18373  SH       DEFINED     15           18373     0         0
LEGG MASON INC                   COMMON    524901105      53572     514575  SH       DEFINED     1           514575     0         0
LEGG MASON INC                   COMMON    524901105        583       5603  SH       DEFINED     15             153     0      5450
LEGG MASON INC                   COMMON    524901105       3091      29685  SH       DEFINED     2            23000     0      6685
LEGG MASON INC                   COMMON    524901105         31        300  SH       DEFINED     24               0     0       300
LEGG MASON INC                   COMMON    524901105       1041      10000  SH       DEFINED     3            10000     0         0
LEGG MASON INC                   COMMON    524901105        198       1900  SH       DEFINED     6             1700   200         0
LEGG MASON INC                   COMMON    524901105        371       3568  SH       DEFINED     8             3568     0         0
LEHMAN BROTHERS HOLDINGS INC     COMMON    524908100      89233     898800  SH       DEFINED     1           898800     0         0
LEHMAN BROTHERS HOLDINGS INC     COMMON    524908100      24820     250000  SH       DEFINED     1,2         250000     0         0
LEHMAN BROTHERS HOLDINGS INC     COMMON    524908100       7283      73360  SH       DEFINED     9,15         73360     0         0
LEHMAN BROTHERS HOLDINGS INC     COMMON    524908100        968       9752  SH       DEFINED     11,8          9752     0         0
LEHMAN BROTHERS HOLDINGS INC     COMMON    524908100      23574     237448  SH       DEFINED     15          220948     0     16500
LEHMAN BROTHERS HOLDINGS INC     COMMON    524908100       2909      29300  SH       DEFINED     15,8         29300     0         0
LEHMAN BROTHERS HOLDINGS INC     COMMON    524908100       6375      64210  SH       DEFINED     2            64210     0         0
LEHMAN BROTHERS HOLDINGS INC     COMMON    524908100       2979      30011  SH       DEFINED     23           30011     0         0
LEHMAN BROTHERS HOLDINGS INC     COMMON    524908100      35350     356065  SH       DEFINED     24           66104     0    289961
LEHMAN BROTHERS HOLDINGS INC     COMMON    524908100         92        926  SH       DEFINED     4              926     0         0
LEHMAN BROTHERS HOLDINGS INC     COMMON    524908100        258       2600  SH       DEFINED     5,15          2600     0         0
LEHMAN BROTHERS HOLDINGS INC     COMMON    524908100        315       3176  SH       DEFINED     6             3176     0         0
LEHMAN BROTHERS HOLDINGS INC     COMMON    524908100       4955      49909  SH       DEFINED     8            49909     0         0
LEHMAN BROTHERS HOLDINGS INC     COMMON    524908100         63        633  SH       DEFINED     8,10           633     0         0
LEHMAN BROTHERS HOLDINGS INC     COMMON    524908100        858       8644  SH       DEFINED     8,13          8644     0         0
LEHMAN BROTHERS HOLDINGS CVP(L   CONVERT   524908563        530      20900  SH       DEFINED     24             700     0     20200
BRISTOL-MYERS CVT(LEH) 1.6 10-   CONVERT   524908JJ0       5727    6250000  SH       DEFINED     15          900000     0   5350000
FIRST DATA CORP CVT(LEH) 0.75    CONVERT   524908LS7      17280   18000000  SH       DEFINED     15         2625000     0  15375000
LEHMAN BRO HLDS CVT (MWD) 0.75   CONVERT   524908NL0      10213   10000000  SH       DEFINED     15         1475000     0   8525000
AMGEN INC CVT(LEH) 1.0 09-16-1   CONVERT   52517PWR8       4494    5000000  SH       DEFINED     15          725000     0   4275000
LENNAR CORP CL A                 COMMON    526057104         95       1500  SH       DEFINED     6             1500     0         0
LENNAR CORP CL A                 COMMON    526057104        263       4151  SH       DEFINED     8             4151     0         0
LEVEL 3 COMM INC(LVLT) CVT 6.0   CONVERT   52729NAS9         16      30000  SH       DEFINED     24               0     0     30000
LEXICON GENETICS INC             COMMON    528872104        468      94700  SH       DEFINED     15           48500     0     46200
LEXICON GENETICS INC             COMMON    528872104         11       2200  SH       DEFINED     15,14         2200     0         0
LEXICON GENETICS INC             COMMON    528872104         58      11800  SH       DEFINED     5,15         11800     0         0
LEXINGTON CORPORATE PPTYS TR     COMMON    529043101      10482     431200  SH       DEFINED     15          343900     0     87300



                                                                                         
LEXINGTON CORPORATE PPTYS TR     COMMON    529043101         31       1289  SH       DEFINED     24            1289     0         0
LEXMARK INTL GROUP INC CL A      COMMON    529771107     226099    3487560  SH       DEFINED     1          3487560     0         0
LEXMARK INTL GROUP INC CL A      COMMON    529771107      65472    1009900  SH       DEFINED     1,2        1009900     0         0
LEXMARK INTL GROUP INC CL A      COMMON    529771107        194       3000  SH       DEFINED     1,3           3000     0         0
LEXMARK INTL GROUP INC CL A      COMMON    529771107       2102      32421  SH       DEFINED     15           32421     0         0
LEXMARK INTL GROUP INC CL A      COMMON    529771107       9841     151800  SH       DEFINED     2           151800     0         0
LEXMARK INTL GROUP INC CL A      COMMON    529771107        110       1700  SH       DEFINED     2,14          1700     0         0
LEXMARK INTL GROUP INC CL A      COMMON    529771107          8        118  SH       DEFINED     23             118     0         0
LEXMARK INTL GROUP INC CL A      COMMON    529771107       3049      47038  SH       DEFINED     24            6665     0     40373
LEXMARK INTL GROUP INC CL A      COMMON    529771107      41618     641961  SH       DEFINED     4           641961     0         0
LEXMARK INTL GROUP INC CL A      COMMON    529771107        370       5700  SH       DEFINED     5,2           5700     0         0
LEXMARK INTL GROUP INC CL A      COMMON    529771107       6629     102254  SH       DEFINED     6            99594     0      2660
LEXMARK INTL GROUP INC CL A      COMMON    529771107        470       7257  SH       DEFINED     8             7257     0         0
LIBERTY CORP                     COMMON    530370105         88       2400  SH       DEFINED     15            2400     0         0
LIBERTY CORP                     COMMON    530370105        217       5900  SH       DEFINED     5,15          5900     0         0
LIBERTY GLOBAL INC -A            COMMON    530555101      11553     247855  SH       DEFINED     15          247435     0       420
LIBERTY GLOBAL INC -A            COMMON    530555101        424       9100  SH       DEFINED     9,15          9100     0         0
LIBERTY GLOBAL INC -A            COMMON    530555101       1485      31850  SH       DEFINED     15           31450     0       400
LIBERTY GLOBAL INC -A            COMMON    530555101       1336      28674  SH       DEFINED     15,14        28674     0         0
LIBERTY GLOBAL INC -A            COMMON    530555101        345       7400  SH       DEFINED     15,8          7400     0         0
LIBERTY GLOBAL INC -A            COMMON    530555101         26        555  SH       DEFINED     2              555     0         0
LIBERTY GLOBAL INC -A            COMMON    530555101         73       1556  SH       DEFINED     23            1556     0         0
LIBERTY GLOBAL INC -A            COMMON    530555101        525      11264  SH       DEFINED     24             726     0     10538
LIBERTY GLOBAL INC -A            COMMON    530555101          3         57  SH       DEFINED     4               57     0         0
LIBERTY GLOBAL INC -A            COMMON    530555101        707      15166  SH       DEFINED     6             5166     0     10000
LIBERTY GLOBAL INC -A            COMMON    530555101        238       5108  SH       DEFINED     8             5108     0         0
VIACOM INC CVT (L) 3.25 03-15-   CONVERT   530715AR2        184     240000  SH       DEFINED     24           25000     0    215000
LIBERTY MEDIA CORP CL A          COMMON    530718105      32830    3221832  SH       DEFINED     1          3221832     0         0
LIBERTY MEDIA CORP CL A          COMMON    530718105      13069    1282500  SH       DEFINED     1,3        1282500     0         0
LIBERTY MEDIA CORP CL A          COMMON    530718105        168      16500  SH       DEFINED     15           16500     0         0
LIBERTY MEDIA CORP CL A          COMMON    530718105       3753     368285  SH       DEFINED     15,14       368285     0         0
LIBERTY MEDIA CORP CL A          COMMON    530718105        171      16800  SH       DEFINED     15,8         16800     0         0
LIBERTY MEDIA CORP CL A          COMMON    530718105        227      22260  SH       DEFINED     2            22260     0         0
LIBERTY MEDIA CORP CL A          COMMON    530718105        117      11500  SH       DEFINED     23           11500     0         0
LIBERTY MEDIA CORP CL A          COMMON    530718105       2587     253881  SH       DEFINED     24           49429     0    204452
LIBERTY MEDIA CORP CL A          COMMON    530718105      65810    6458304  SH       DEFINED     3          6458304     0         0
LIBERTY MEDIA CORP CL A          COMMON    530718105         11       1100  SH       DEFINED     4             1100     0         0
LIBERTY MEDIA CORP CL A          COMMON    530718105      14033    1377140  SH       DEFINED     6          1367798     0      9342
LIBERTY MEDIA CORP CL A          COMMON    530718105        812      79732  SH       DEFINED     8            79732     0         0
LIBERTY MEDIA CORP-B             COMMON    530718204       2025     191425  SH       DEFINED     1           191425     0         0
LIBERTY MEDIA CORP-B             COMMON    530718204        338      31975  SH       DEFINED     15,14        31975     0         0
LIBERTY MEDIA CORP-B             COMMON    530718204         10        900  SH       DEFINED     2              900     0         0
LIBERTY PROPERTY TRUST           COMMON    531172104      26861     606200  SH       DEFINED     15          536100     0     70100
LIBERTY PROPERTY TRUST           COMMON    531172104         53       1200  SH       DEFINED     24               0     0      1200
LIEBERT CORP CVT (EMR) 8.0 11-   CONVERT   531735AA6         23       5000  SH       DEFINED     6             5000     0         0
LIFECELL CORPORATION             COMMON    531927101       1967     124400  SH       DEFINED     15           63700     0     60700
LIFECELL CORPORATION             COMMON    531927101         44       2800  SH       DEFINED     15,14         2800     0         0
LIFECELL CORPORATION             COMMON    531927101        234      14800  SH       DEFINED     5,15         14800     0         0
LIFECORE BIOMEDICAL INC          COMMON    532187101        955      87500  SH       DEFINED     15           44600     0     42900
LIFECORE BIOMEDICAL INC          COMMON    532187101         22       2000  SH       DEFINED     15,14         2000     0         0
LIFECORE BIOMEDICAL INC          COMMON    532187101        118      10800  SH       DEFINED     5,15         10800     0         0
LIFEPOINT HOSPITALS INC          COMMON    53219L109      20144     398500  SH       DEFINED     1           398500     0         0
LIFEPOINT HOSPITALS INC          COMMON    53219L109        131       2600  SH       DEFINED     15            2600     0         0
LIFEPOINT HOSPITALS INC          COMMON    53219L109       5657     111900  SH       DEFINED     2           111900     0         0
LIFEPOINT HOSPITALS INC          COMMON    53219L109         16        317  SH       DEFINED     24               0     0       317
LIGAND PHARMACEUTICALS INC CL    COMMON    53220K207        417      60000  SH       DEFINED     1            60000     0         0
LIGAND PHARMACEUTICALS INC CL    COMMON    53220K207        104      15000  SH       DEFINED     11,2         15000     0         0
LIGHTPATH TECHNOLOGIES INC CL    COMMON    532257805          1        212  SH       DEFINED     24             212     0         0
LILLY (ELI) & CO                 COMMON    532457108      95601    1716040  SH       DEFINED     1          1716040     0         0
LILLY (ELI) & CO                 COMMON    532457108       4982      89430  SH       DEFINED     9            89430     0         0
LILLY (ELI) & CO                 COMMON    532457108        275       4940  SH       DEFINED     9,15          4940     0         0
LILLY (ELI) & CO                 COMMON    532457108        390       7000  SH       DEFINED     11,2          7000     0         0
LILLY (ELI) & CO                 COMMON    532457108      49986     897246  SH       DEFINED     15          535375     0    358721
LILLY (ELI) & CO                 COMMON    532457108       9969     178940  SH       DEFINED     15,22       178940     0         0
LILLY (ELI) & CO                 COMMON    532457108        384       6900  SH       DEFINED     15,8          6900     0         0
LILLY (ELI) & CO                 COMMON    532457108       3755      67400  SH       DEFINED     2            67400     0         0
LILLY (ELI) & CO                 COMMON    532457108        953      17100  SH       DEFINED     20           17100     0         0
LILLY (ELI) & CO                 COMMON    532457108       6125     109951  SH       DEFINED     24           31980     0     77971
LILLY (ELI) & CO                 COMMON    532457108      13833     248300  SH       DEFINED     3           248300     0         0
LILLY (ELI) & CO                 COMMON    532457108       2051      36812  SH       DEFINED     6            36812     0         0
LILLY (ELI) & CO                 COMMON    532457108       1761      31613  SH       DEFINED     8            31613     0         0
LIMITED BRANDS INC               COMMON    532716107      31076    1450780  SH       DEFINED     1          1450780     0         0
LIMITED BRANDS INC               COMMON    532716107        576      26900  SH       DEFINED     9            26900     0         0
LIMITED BRANDS INC               COMMON    532716107       7641     356700  SH       DEFINED     9,15        356700     0         0
LIMITED BRANDS INC               COMMON    532716107        124       5800  SH       DEFINED     11,8          5800     0         0
LIMITED BRANDS INC               COMMON    532716107      43945    2051582  SH       DEFINED     15         1852682     0    198900
LIMITED BRANDS INC               COMMON    532716107        889      41500  SH       DEFINED     15,14        41500     0         0
LIMITED BRANDS INC               COMMON    532716107       1951      91100  SH       DEFINED     15,8         91100     0         0
LIMITED BRANDS INC               COMMON    532716107       1509      70430  SH       DEFINED     23           70430     0         0
LIMITED BRANDS INC               COMMON    532716107       2348     109600  SH       DEFINED     5,15        109600     0         0
LIMITED BRANDS INC               COMMON    532716107        340      15870  SH       DEFINED     6            15870     0         0
LIMITED BRANDS INC               COMMON    532716107        343      16000  SH       DEFINED     7            16000     0         0
LIMITED BRANDS INC               COMMON    532716107       1256      58629  SH       DEFINED     8            58629     0         0
LIMITED BRANDS INC               COMMON    532716107         40       1888  SH       DEFINED     8,10          1888     0         0
LIMITED BRANDS INC               COMMON    532716107        107       5000  SH       DEFINED     8,13          5000     0         0
LIN TV CORP CL A                 COMMON    532774106         40       2900  SH       DEFINED     15            2900     0         0
LIN TV CORP CL A                 COMMON    532774106         99       7100  SH       DEFINED     5,15          7100     0         0
LINCARE HOLDINGS INC             COMMON    532791100        645      15780  SH       DEFINED     1            15780     0         0
LINCARE HOLDINGS INC             COMMON    532791100       1002      24500  SH       DEFINED     9            24500     0         0
LINCARE HOLDINGS INC             COMMON    532791100       1755      42900  SH       DEFINED     9,15         42900     0         0
LINCARE HOLDINGS INC             COMMON    532791100       9204     225029  SH       DEFINED     15          198925     0     23504
LINCARE HOLDINGS INC             COMMON    532791100        106       2600  SH       DEFINED     15,14         2600     0         0
LINCARE HOLDINGS INC             COMMON    532791100        961      23500  SH       DEFINED     15,8         23500     0         0



                                                                                         
LINCARE HOLDINGS INC             COMMON    532791100        388       9492  SH       DEFINED     23            9492     0         0
LINCARE HOLDINGS INC             COMMON    532791100        250       6105  SH       DEFINED     24             255     0      5850
LINCARE HOLDINGS INC             COMMON    532791100        249       6100  SH       DEFINED     5,15          6100     0         0
LINCARE HOLDINGS INC             COMMON    532791100      16737     409211  SH       DEFINED     6           406861   450      1900
LINCARE HOLDINGS INC             COMMON    532791100        326       7977  SH       DEFINED     8             7977     0         0
LINCARE HOLDINGS INC             COMMON    532791100         25        616  SH       DEFINED     8,10           616     0         0
LINCOLN NATIONAL CORP            COMMON    534187109        100       2140  SH       DEFINED     15            2140     0         0
LINCOLN NATIONAL CORP            COMMON    534187109      12789     272577  SH       DEFINED     15          256977     0     15600
LINCOLN NATIONAL CORP            COMMON    534187109       1703      36300  SH       DEFINED     15,8         36300     0         0
LINCOLN NATIONAL CORP            COMMON    534187109        145       3089  SH       DEFINED     23            3089     0         0
LINCOLN NATIONAL CORP            COMMON    534187109       1300      27715  SH       DEFINED     24               0     0     27715
LINCOLN NATIONAL CORP            COMMON    534187109         35        736  SH       DEFINED     6              736     0         0
LINCOLN NATIONAL CORP            COMMON    534187109        337       7193  SH       DEFINED     8             7193     0         0
LINEAR TECHNOLOGY CORP           COMMON    535678106      86291    2351900  SH       DEFINED     1          2351900     0         0
LINEAR TECHNOLOGY CORP           COMMON    535678106      53201    1450000  SH       DEFINED     1,2        1450000     0         0
LINEAR TECHNOLOGY CORP           COMMON    535678106      12467     339800  SH       DEFINED     1,3         339800     0         0
LINEAR TECHNOLOGY CORP           COMMON    535678106        312       8500  SH       DEFINED     9,7           8500     0         0
LINEAR TECHNOLOGY CORP           COMMON    535678106        259       7060  SH       DEFINED     9,15          7060     0         0
LINEAR TECHNOLOGY CORP           COMMON    535678106       4186     114100  SH       DEFINED     9,2         114100     0         0
LINEAR TECHNOLOGY CORP           COMMON    535678106      41079    1119637  SH       DEFINED     15          604972     0    510165
LINEAR TECHNOLOGY CORP           COMMON    535678106       2852      77740  SH       DEFINED     15,22        77740     0         0
LINEAR TECHNOLOGY CORP           COMMON    535678106        763      20800  SH       DEFINED     15,8         20800     0         0
LINEAR TECHNOLOGY CORP           COMMON    535678106      19696     536810  SH       DEFINED     2           536810     0         0
LINEAR TECHNOLOGY CORP           COMMON    535678106        881      24000  SH       DEFINED     20           24000     0         0
LINEAR TECHNOLOGY CORP           COMMON    535678106        137       3730  SH       DEFINED     23            3730     0         0
LINEAR TECHNOLOGY CORP           COMMON    535678106       1917      52257  SH       DEFINED     24           25439     0     26818
LINEAR TECHNOLOGY CORP           COMMON    535678106          0          1  SH       DEFINED     4                1     0         0
LINEAR TECHNOLOGY CORP           COMMON    535678106      10659     290512  SH       DEFINED     6           290512     0         0
LINEAR TECHNOLOGY CORP           COMMON    535678106        400      10908  SH       DEFINED     8            10908     0         0
LINENS 'N THINGS INC             COMMON    535679104      15263     645100  SH       DEFINED     1           645100     0         0
LINENS 'N THINGS INC             COMMON    535679104        592      25000  SH       DEFINED     2            25000     0         0
LIONS GATE ENTERTAINMENT COR     COMMON    535919203      18263    1779980  SH       DEFINED     1          1779980     0         0
LIONS GATE ENTERTAINMENT COR     COMMON    535919203      10993    1071400  SH       DEFINED     1,3        1071400     0         0
LIONS GATE ENTERTAINMENT COR     COMMON    535919203       4849     472600  SH       DEFINED     2           472600     0         0
LITHIA MOTORS INC CL A           COMMON    536797103        392      13600  SH       DEFINED     3            13600     0         0
LITHIA MOTORS INC CL A           COMMON    536797103         23        800  SH       DEFINED     15             800     0         0
LITHIA MOTORS INC CL A           COMMON    536797103      14186     491700  SH       DEFINED     3           491700     0         0
LITHIA MOTORS INC CL A           COMMON    536797103         58       2000  SH       DEFINED     5,15          2000     0         0
LIZ CLAIBORNE INC                COMMON    539320101      10626     267264  SH       DEFINED     15          262533     0      3271
LIZ CLAIBORNE INC                COMMON    539320101        168       4225  SH       DEFINED     24              60     0      4165
LIZ CLAIBORNE INC                COMMON    539320101     310094    7799150  SH       DEFINED     3          7799150     0         0
LIZ CLAIBORNE INC                COMMON    539320101        472      11875  SH       DEFINED     5,15             0     0     11875
LIZ CLAIBORNE INC                COMMON    539320101       3930      98831  SH       DEFINED     6            98831     0         0
LIZ CLAIBORNE INC                COMMON    539320101        174       4388  SH       DEFINED     8             4388     0         0
LLOYDS TSB GROUP PLC ADR         COMMON    539439109          1         31  SH       DEFINED     4               31     0         0
LOCKHEED MARTIN CORPORATION      COMMON    539830109      70685    1089640  SH       DEFINED     1          1088990     0       650
LOCKHEED MARTIN CORPORATION      COMMON    539830109       3003      46300  SH       DEFINED     9            46300     0         0
LOCKHEED MARTIN CORPORATION      COMMON    539830109      12373     190740  SH       DEFINED     9,15        190740     0         0
LOCKHEED MARTIN CORPORATION      COMMON    539830109      51381     792068  SH       DEFINED     15          722568     0     69500
LOCKHEED MARTIN CORPORATION      COMMON    539830109        791      12200  SH       DEFINED     15,14        12200     0         0
LOCKHEED MARTIN CORPORATION      COMMON    539830109       3127      48200  SH       DEFINED     15,8         48200     0         0
LOCKHEED MARTIN CORPORATION      COMMON    539830109      12798     197280  SH       DEFINED     2           197280     0         0
LOCKHEED MARTIN CORPORATION      COMMON    539830109        396       6106  SH       DEFINED     23            6106     0         0
LOCKHEED MARTIN CORPORATION      COMMON    539830109         53        810  SH       DEFINED     4              810     0         0
LOCKHEED MARTIN CORPORATION      COMMON    539830109       2024      31200  SH       DEFINED     5,15         31200     0         0
LOCKHEED MARTIN CORPORATION      COMMON    539830109        154       2380  SH       DEFINED     6             2380     0         0
LOCKHEED MARTIN CORPORATION      COMMON    539830109        311       4800  SH       DEFINED     7             4800     0         0
LOCKHEED MARTIN CORPORATION      COMMON    539830109        884      13630  SH       DEFINED     8            13630     0         0
LOCKHEED MARTIN CVT(LMT) FLT 0   CONVERT   539830AP4      19425   18250000  SH       DEFINED     15         2500000     0  15750000
LOEWS CORP                       COMMON    540424108        208       2690  SH       DEFINED     15            2540     0       150
LOEWS CORP                       COMMON    540424108         70        900  SH       DEFINED     9              900     0         0
LOEWS CORP                       COMMON    540424108       2790      36000  SH       DEFINED     9,15         36000     0         0
LOEWS CORP                       COMMON    540424108      14810     191103  SH       DEFINED     15          176203     0     14900
LOEWS CORP                       COMMON    540424108        101       1300  SH       DEFINED     15,14         1300     0         0
LOEWS CORP                       COMMON    540424108       1504      19400  SH       DEFINED     15,8         19400     0         0
LOEWS CORP                       COMMON    540424108        139       1797  SH       DEFINED     23            1797     0         0
LOEWS CORP                       COMMON    540424108        310       4000  SH       DEFINED     24            4000     0         0
LOEWS CORP                       COMMON    540424108          2         24  SH       DEFINED     4               24     0         0
LOEWS CORP                       COMMON    540424108        209       2700  SH       DEFINED     5,15          2700     0         0
LOEWS CORP                       COMMON    540424108       2284      29470  SH       DEFINED     6            29470     0         0
LOEWS CORP                       COMMON    540424108         23        300  SH       DEFINED     8              300     0         0
LOEWS CORP - CAROLINA GROUP      COMMON    540424207         33        980  SH       DEFINED     15             980     0         0
LOEWS CORP - CAROLINA GROUP      COMMON    540424207         53       1600  SH       DEFINED     15            1000     0       600
LONE STAR STEAKHOUSE &SALOON     COMMON    542307103       6663     219100  SH       DEFINED     1           219100     0         0
LONE STAR STEAKHOUSE &SALOON     COMMON    542307103       4233     139200  SH       DEFINED     15           77200     0     62000
LONE STAR STEAKHOUSE &SALOON     COMMON    542307103         88       2900  SH       DEFINED     15,14         2900     0         0
LONE STAR STEAKHOUSE &SALOON     COMMON    542307103       1095      36000  SH       DEFINED     5,15         36000     0         0
LONE STAR TECHNOLOGIES INC       COMMON    542312103       7266     159700  SH       DEFINED     15           86900     0     72800
LONE STAR TECHNOLOGIES INC       COMMON    542312103        155       3400  SH       DEFINED     15,14         3400     0         0
LONE STAR TECHNOLOGIES INC       COMMON    542312103       1734      38100  SH       DEFINED     5,15         38100     0         0
LONGS DRUG STORES CORP           COMMON    543162101       8752     203300  SH       DEFINED     15          133200     0     70100
LONGS DRUG STORES CORP           COMMON    543162101        142       3300  SH       DEFINED     15,14         3300     0         0
LONGS DRUG STORES CORP           COMMON    543162101       2079      48300  SH       DEFINED     5,15         48300     0         0
LONGVIEW FIBRE CO                COMMON    543213102        205       9975  SH       DEFINED     24            9975     0         0
LOUISIANA-PACIFIC CORP           COMMON    546347105         23        920  SH       DEFINED     15             920     0         0
LOUISIANA-PACIFIC CORP           COMMON    546347105        988      40200  SH       DEFINED     11,8         40200     0         0
LOUISIANA-PACIFIC CORP           COMMON    546347105       4903     199456  SH       DEFINED     15          170956     0     19500
LOUISIANA-PACIFIC CORP           COMMON    546347105       1471      59826  SH       DEFINED     23           59826     0         0
LOUISIANA-PACIFIC CORP           COMMON    546347105         79       3200  SH       DEFINED     5,15          3200     0         0
LOUISIANA-PACIFIC CORP           COMMON    546347105         49       2003  SH       DEFINED     6             2003     0         0
LOUISIANA-PACIFIC CORP           COMMON    546347105       3705     150735  SH       DEFINED     8           150735     0         0
LOUISIANA-PACIFIC CORP           COMMON    546347105         65       2631  SH       DEFINED     8,10          2631     0         0
LOUISIANA-PACIFIC CORP           COMMON    546347105        841      34235  SH       DEFINED     8,13         34235     0         0



                                                                                         
LOWES COMPANIES INC              COMMON    548661107      35136     603503  SH       DEFINED     1           603503     0         0
LOWES COMPANIES INC              COMMON    548661107        250       4290  SH       DEFINED     9,15          4290     0         0
LOWES COMPANIES INC              COMMON    548661107      42991     738431  SH       DEFINED     15          415882     0    319809
LOWES COMPANIES INC              COMMON    548661107       1003      17220  SH       DEFINED     15,22        17220     0         0
LOWES COMPANIES INC              COMMON    548661107        565       9700  SH       DEFINED     15,8          9700     0         0
LOWES COMPANIES INC              COMMON    548661107        490       8413  SH       DEFINED     23            8413     0         0
LOWES COMPANIES INC              COMMON    548661107      53848     924905  SH       DEFINED     24          136648     0    788257
LOWES COMPANIES INC              COMMON    548661107          0          0  SH       DEFINED     4                0     0         0
LOWES COMPANIES INC              COMMON    548661107      10120     173832  SH       DEFINED     6           173832     0         0
LOWES COMPANIES INC              COMMON    548661107       1487      25536  SH       DEFINED     8            25536     0         0
LOWE'S COMPANIES(LOW)CVT 0.861   CONVERT   548661CG0      14197   13750000  SH       DEFINED     15         2000000     0  11750000
LUBRIZOL CORP                    COMMON    549271104        246       5850  SH       DEFINED     24             450     0      5400
LUBRIZOL CORP                    COMMON    549271104         86       2055  SH       DEFINED     6             2055     0         0
LUBY'S INC                       COMMON    549282101         65       5400  SH       DEFINED     15            3100     0      2300
LUBY'S INC                       COMMON    549282101         50       4200  SH       DEFINED     5,15          4200     0         0
LUBY'S INC                       COMMON    549282101        239      20000  SH       DEFINED     6            20000     0         0
LUCENT TECHNOLOGIES INC          COMMON    549463107         30      10360  SH       DEFINED     15           10360     0         0
LUCENT TECHNOLOGIES INC          COMMON    549463107      22646    7782300  SH       DEFINED     9          7782300     0         0
LUCENT TECHNOLOGIES INC          COMMON    549463107       1302     447284  SH       DEFINED     15          441284     0      6000
LUCENT TECHNOLOGIES INC          COMMON    549463107        873     299881  SH       DEFINED     18               0     0    299881
LUCENT TECHNOLOGIES INC          COMMON    549463107        198      67912  SH       DEFINED     24             100     0     67812
LUCENT TECHNOLOGIES INC          COMMON    549463107          1        290  SH       DEFINED     4              290     0         0
LUCENT TECHNOLOGIES INC          COMMON    549463107         72      24742  SH       DEFINED     6            24742     0         0
LUCENT TECHNOLOGIES INC          COMMON    549463107        432     148399  SH       DEFINED     8           148399     0         0
LUCENT TECHNOLOGIES-CW07         COMMON    549463131         64      82964  SH       DEFINED     1            82964     0         0
LUCENT TECHNOLOGIES-CW07         COMMON    549463131          6       8276  SH       DEFINED     15            6195     0      2081
LUCENT TECHNOLOGIES-CW07         COMMON    549463131          4       4629  SH       DEFINED     24             736     0      3893
LUCENT TECHNOLOGIES-CW07         COMMON    549463131          1       1424  SH       DEFINED     6             1424     0         0
LUMINEX CORP                     COMMON    55027E102        636      64600  SH       DEFINED     15           33000     0     31600
LUMINEX CORP                     COMMON    55027E102         15       1500  SH       DEFINED     15,14         1500     0         0
LUMINEX CORP                     COMMON    55027E102         77       7800  SH       DEFINED     5,15          7800     0         0
LUXOTTICA GROUP SPA ADR          COMMON    55068R202          0          0  SH       DEFINED     3                0     0         0
LYONDELL CHEMICAL COMPANY        COMMON    552078107      23693     896800  SH       DEFINED     1           896800     0         0
LYONDELL CHEMICAL COMPANY        COMMON    552078107        100       3800  SH       DEFINED     9             3800     0         0
LYONDELL CHEMICAL COMPANY        COMMON    552078107       4058     153600  SH       DEFINED     9,15        153600     0         0
LYONDELL CHEMICAL COMPANY        COMMON    552078107      22933     868000  SH       DEFINED     15          780600     0     73200
LYONDELL CHEMICAL COMPANY        COMMON    552078107        153       5800  SH       DEFINED     15,14         5800     0         0
LYONDELL CHEMICAL COMPANY        COMMON    552078107        808      30600  SH       DEFINED     15,8         30600     0         0
LYONDELL CHEMICAL COMPANY        COMMON    552078107       1406      53200  SH       DEFINED     2            43700     0      9500
LYONDELL CHEMICAL COMPANY        COMMON    552078107         66       2486  SH       DEFINED     23            2486     0         0
LYONDELL CHEMICAL COMPANY        COMMON    552078107        576      21800  SH       DEFINED     5,15         21800     0         0
LYONDELL CHEMICAL COMPANY        COMMON    552078107        656      24828  SH       DEFINED     8            24828     0         0
LYONDELL CHEMICAL COMPANY        COMMON    552078107         61       2313  SH       DEFINED     8,10          2313     0         0
M & F WORLDWIDE CORP             COMMON    552541104        493      36900  SH       DEFINED     15           21700     0     15200
M & F WORLDWIDE CORP             COMMON    552541104          9        700  SH       DEFINED     15,14          700     0         0
M & F WORLDWIDE CORP             COMMON    552541104        192      14400  SH       DEFINED     5,15         14400     0         0
M & T BANK CORPORATION           COMMON    55261F104       1001       9519  SH       DEFINED     15            9519     0         0
M & T BANK CORPORATION           COMMON    55261F104        179       1700  SH       DEFINED     6             1300   400         0
M & T BANK CORPORATION           COMMON    55261F104        246       2337  SH       DEFINED     8             2337     0         0
MAF BANCORP INC                  COMMON    55261R108         82       1921  SH       DEFINED     24               0     0      1921
MBIA INC                         COMMON    55262C100      54429     917700  SH       DEFINED     1           705780     0    211920
MBIA INC                         COMMON    55262C100       2681      45200  SH       DEFINED     9,15         45200     0         0
MBIA INC                         COMMON    55262C100        783      13200  SH       DEFINED     12           13200     0         0
MBIA INC                         COMMON    55262C100        262       4415  SH       DEFINED     12,14         4415     0         0
MBIA INC                         COMMON    55262C100      18318     308854  SH       DEFINED     15          303455     0      4284
MBIA INC                         COMMON    55262C100       1477      24900  SH       DEFINED     2            24900     0         0
MBIA INC                         COMMON    55262C100         20        335  SH       DEFINED     23             335     0         0
MBIA INC                         COMMON    55262C100         19        325  SH       DEFINED     24             175     0       150
MBIA INC                         COMMON    55262C100        522       8800  SH       DEFINED     5,15             0     0      8800
MBIA INC                         COMMON    55262C100        730      12300  SH       DEFINED     6            11400   900         0
MBIA INC                         COMMON    55262C100        299       5049  SH       DEFINED     8             5049     0         0
MBNA CORP                        COMMON    55262L100      40415    1544920  SH       DEFINED     12          787520     0    757400
MBNA CORP                        COMMON    55262L100       6120     233940  SH       DEFINED     9,15        233940     0         0
MBNA CORP                        COMMON    55262L100       1031      39423  SH       DEFINED     11,8         39423     0         0
MBNA CORP                        COMMON    55262L100       1105      42224  SH       DEFINED     12           42224     0         0
MBNA CORP                        COMMON    55262L100        379      14500  SH       DEFINED     12,14        14500     0         0
MBNA CORP                        COMMON    55262L100      76890    2939213  SH       DEFINED     15         2044833     0    883085
MBNA CORP                        COMMON    55262L100       1260      48180  SH       DEFINED     15,22        48180     0         0
MBNA CORP                        COMMON    55262L100       1645      62900  SH       DEFINED     15,8         62900     0         0
MBNA CORP                        COMMON    55262L100       2285      87338  SH       DEFINED     23           87338     0         0
MBNA CORP                        COMMON    55262L100        207       7922  SH       DEFINED     24            1544     0      6378
MBNA CORP                        COMMON    55262L100          3         96  SH       DEFINED     4               96     0         0
MBNA CORP                        COMMON    55262L100        653      24950  SH       DEFINED     5,15             0     0     24950
MBNA CORP                        COMMON    55262L100       6207     237288  SH       DEFINED     6           237288     0         0
MBNA CORP                        COMMON    55262L100        157       6000  SH       DEFINED     7             6000     0         0
MBNA CORP                        COMMON    55262L100       3981     152182  SH       DEFINED     8           152182     0         0
MBNA CORP                        COMMON    55262L100        874      33404  SH       DEFINED     8,13         33404     0         0
MB FINANCIAL INC                 COMMON    55264U108       3621      90900  SH       DEFINED     1            90900     0         0
MB FINANCIAL INC                 COMMON    55264U108         73       1841  SH       DEFINED     24               0     0      1841
MDC HOLDINGS INC                 COMMON    552676108        247       3001  SH       DEFINED     6             3001     0         0
MDU RESOURCES GROUP INC          COMMON    552690109         95       3375  SH       DEFINED     6             3375     0         0
MCI INC                          COMMON    552691107         38       1480  SH       DEFINED     15            1480     0         0
MCI INC                          COMMON    552691107        488      19000  SH       DEFINED     9,15         19000     0         0
MCI INC                          COMMON    552691107        908      35300  SH       DEFINED     15           34400     0       900
MCI INC                          COMMON    552691107        190       7400  SH       DEFINED     15,8          7400     0         0
MCI INC                          COMMON    552691107         12        465  SH       DEFINED     24             176     0       289
MDS INC CL B                     COMMON    55269P302      62808    4178900  SH       DEFINED     3          4178900     0         0
MEMC ELECTRONIC MATE             COMMON    552715104       4991     316500  SH       DEFINED     15          274200     0     26600
MEMC ELECTRONIC MATE             COMMON    552715104        150       9500  SH       DEFINED     15,8          9500     0         0
MEMC ELECTRONIC MATE             COMMON    552715104         44       2775  SH       DEFINED     24             165     0      2610
MEMC ELECTRONIC MATE             COMMON    552715104         41       2600  SH       DEFINED     5,15          2600     0         0
MEMC ELECTRONIC MATE             COMMON    552715104       4354     276110  SH       DEFINED     6           276110     0         0
MFC BANCORP LIMITED              COMMON    55271X202         93       5000  SH       DEFINED     24               0     0      5000



                                                                                         
MFS MUNICIPAL INCOME TRUST CF    COMMON    552738106          4        500  SH       DEFINED     24             500     0         0
MFS INTERMEDIATE INC TRUST CF    COMMON    55273C107         13       2000  SH       DEFINED     24               0     0      2000
MGIC INVESTMENT CORP             COMMON    552848103     122863    1883830  SH       DEFINED     1          1624830     0    259000
MGIC INVESTMENT CORP             COMMON    552848103       3339      51200  SH       DEFINED     9,15         51200     0         0
MGIC INVESTMENT CORP             COMMON    552848103        154       2358  SH       DEFINED     11,8          2358     0         0
MGIC INVESTMENT CORP             COMMON    552848103        963      14765  SH       DEFINED     12           14765     0         0
MGIC INVESTMENT CORP             COMMON    552848103        351       5385  SH       DEFINED     12,14         5385     0         0
MGIC INVESTMENT CORP             COMMON    552848103      16958     260008  SH       DEFINED     15          256465     0      2703
MGIC INVESTMENT CORP             COMMON    552848103        320       4900  SH       DEFINED     15,8          4900     0         0
MGIC INVESTMENT CORP             COMMON    552848103       1963      30100  SH       DEFINED     2            30100     0         0
MGIC INVESTMENT CORP             COMMON    552848103        170       2600  SH       DEFINED     2,14          2600     0         0
MGIC INVESTMENT CORP             COMMON    552848103        232       3555  SH       DEFINED     23            3555     0         0
MGIC INVESTMENT CORP             COMMON    552848103       2759      42305  SH       DEFINED     24               0     0     42305
MGIC INVESTMENT CORP             COMMON    552848103      10598     162490  SH       DEFINED     4           162490     0         0
MGIC INVESTMENT CORP             COMMON    552848103        373       5718  SH       DEFINED     5,15             0     0      5718
MGIC INVESTMENT CORP             COMMON    552848103         93       1428  SH       DEFINED     6             1428     0         0
MGIC INVESTMENT CORP             COMMON    552848103        742      11379  SH       DEFINED     8            11379     0         0
MGIC INVESTMENT CORP             COMMON    552848103        164       2519  SH       DEFINED     8,13          2519     0         0
MGI PHARMA INC                   COMMON    552880106      79144    3638800  SH       DEFINED     1          3638800     0         0
MGI PHARMA INC                   COMMON    552880106        566      26000  SH       DEFINED     11,2         26000     0         0
MGI PHARMA INC                   COMMON    552880106        287      13200  SH       DEFINED     15               0     0     13200
MGI PHARMA INC                   COMMON    552880106       4206     193400  SH       DEFINED     15,22       193400     0         0
MGI PHARMA INC                   COMMON    552880106       8117     373200  SH       DEFINED     2           357000     0     16200
MGI PHARMA INC                   COMMON    552880106         52       2400  SH       DEFINED     20            2400     0         0
MGI PHARMA INC                   COMMON    552880106       2251     103500  SH       DEFINED     3           103500     0         0
MGM MIRAGE                       COMMON    552953101       9250     233710  SH       DEFINED     1           233710     0         0
MGM MIRAGE                       COMMON    552953101        253       6400  SH       DEFINED     15            6400     0         0
MGM MIRAGE                       COMMON    552953101       1136      28700  SH       DEFINED     15,14        28700     0         0
MGM MIRAGE                       COMMON    552953101         23        580  SH       DEFINED     2              580     0         0
MGM MIRAGE                       COMMON    552953101        193       4879  SH       DEFINED     23            4879     0         0
MGM MIRAGE                       COMMON    552953101        459      11600  SH       DEFINED     6             4100     0      7500
MGM MIRAGE                       COMMON    552953101         41       1047  SH       DEFINED     8             1047     0         0
MI DEVELOPMENTS INC CL A         COMMON    55304X104        395      12526  SH       DEFINED     8            12526     0         0
MKS INSTRUMENTS INC              COMMON    55306N104       1537      91000  SH       DEFINED     9            91000     0         0
MKS INSTRUMENTS INC              COMMON    55306N104        122       7200  SH       DEFINED     9,22          7200     0         0
MKS INSTRUMENTS INC              COMMON    55306N104        745      44100  SH       DEFINED     15           25300     0     18800
MKS INSTRUMENTS INC              COMMON    55306N104         15        900  SH       DEFINED     15,14          900     0         0
MKS INSTRUMENTS INC              COMMON    55306N104        306      18100  SH       DEFINED     5,15         18100     0         0
MPS GROUP INC                    COMMON    553409103       9184     974900  SH       DEFINED     1           974900     0         0
MPS GROUP INC                    COMMON    553409103       2824     299800  SH       DEFINED     2           299800     0         0
M POWER ENTERTAINMENT INC        COMMON    55345V109          0          5  SH       DEFINED     24               0     0         5
MSC INDUSTRIAL DIRECT CO CL A    COMMON    553530106      17273     511800  SH       DEFINED     1           511800     0         0
MSC INDUSTRIAL DIRECT CO CL A    COMMON    553530106         10        289  SH       DEFINED     15             289     0         0
MSC INDUSTRIAL DIRECT CO CL A    COMMON    553530106       7559     223980  SH       DEFINED     2           223980     0         0
MTS SYSTEMS CORP                 COMMON    553777103       3670     109300  SH       DEFINED     15           60800     0     48500
MTS SYSTEMS CORP                 COMMON    553777103         77       2300  SH       DEFINED     15,14         2300     0         0
MTS SYSTEMS CORP                 COMMON    553777103        984      29300  SH       DEFINED     5,15         29300     0         0
MACDERMID INC                    COMMON    554273102       3839     123200  SH       DEFINED     1           123200     0         0
MACDERMID INC                    COMMON    554273102       1200      38500  SH       DEFINED     15           19900     0     18600
MACDERMID INC                    COMMON    554273102         28        900  SH       DEFINED     15,14          900     0         0
MACDERMID INC                    COMMON    554273102       4665     149700  SH       DEFINED     3           149700     0         0
MACDERMID INC                    COMMON    554273102        140       4500  SH       DEFINED     5,15          4500     0         0
MACERICH COMPANY (THE)           COMMON    554382101       3025      45120  SH       DEFINED     15           45120     0         0
MACERICH COMPANY (THE)           COMMON    554382101     189146    2820965  SH       DEFINED     15         2122325     0    638222
MACERICH COMPANY (THE)           COMMON    554382101      14966     223200  SH       DEFINED     5,15        223200     0         0
MACK-CALI REALTY CORP            COMMON    554489104      24195     534105  SH       DEFINED     15          427900     0    106205
MACK-CALI REALTY CORP            COMMON    554489104         23        500  SH       DEFINED     24               0     0       500
MACROVISION CORP                 COMMON    555904101      21174     939400  SH       DEFINED     1           939400     0         0
MACROVISION CORP                 COMMON    555904101        349      15500  SH       DEFINED     15           13300     0      1300
MACROVISION CORP                 COMMON    555904101       3766     167100  SH       DEFINED     2           167100     0         0
MACROVISION CORP                 COMMON    555904101          2        100  SH       DEFINED     5,15           100     0         0
MACQUARIE INFRASTRUCTURE CO      COMMON    55607X108      21032     741100  SH       DEFINED     9           741100     0         0
MACQUARIE INFRASTRUCTURE CO      COMMON    55607X108       1155      40700  SH       DEFINED     9,22         40700     0         0
MACROMEDIA INC                   COMMON    556100105      41752    1092400  SH       DEFINED     1          1092400     0         0
MACROMEDIA INC                   COMMON    556100105        130       3400  SH       DEFINED     15            3400     0         0
MACROMEDIA INC                   COMMON    556100105       2117      55400  SH       DEFINED     15,22        55400     0         0
MACROMEDIA INC                   COMMON    556100105       5997     156900  SH       DEFINED     2           156900     0         0
MACROMEDIA INC                   COMMON    556100105       1215      31800  SH       DEFINED     20           31800     0         0
MACROMEDIA INC                   COMMON    556100105         10        260  SH       DEFINED     6              260     0         0
MAGELLAN HEALTH SERVICES INC     COMMON    559079207        653      18500  SH       DEFINED     1            18500     0         0
MAGELLAN HEALTH SERVICES INC     COMMON    559079207        201       5700  SH       DEFINED     15            5700     0         0
MAGELLAN HEALTH SERVICES INC     COMMON    559079207         18        500  SH       DEFINED     24               0     0       500
MAGELLAN MIDSTREAM PARTNERS      COMMON    559080106        131       4000  SH       DEFINED     24               0     0      4000
MAGELLAN MIDSTREAM PARTNERS      COMMON    559080106      13407     408990  SH       DEFINED     6           408990     0         0
MAGNA ENTERTAINMENT   CL A       COMMON    559211107        141      25000  SH       DEFINED     24               0     0     25000
MAGNA INTERNATIONAL INC CL A     COMMON    559222401      10321     146900  SH       DEFINED     1,3         146900     0         0
MAGNA INTERNATIONAL INC CL A     COMMON    559222401        798      11349  SH       DEFINED     15           11247     0       102
MAGNA INTERNATIONAL INC CL A     COMMON    559222401        133       1900  SH       DEFINED     2             1900     0         0
MAGNA INTERNATIONAL INC CL A     COMMON    559222401       8291     118000  SH       DEFINED     3           118000     0         0
MAGNA INTERNATIONAL INC CL A     COMMON    559222401        241       3428  SH       DEFINED     8             3428     0         0
MAGNETEK INC                     COMMON    559424106         17       6750  SH       DEFINED     6             1500  1850      3400
MAGUIRE PROPERTIES INC           COMMON    559775101      26155     922900  SH       DEFINED     15          800500     0    122400
MAINSOURCE FINANCIAL GROUP I     COMMON    56062Y102        398      21980  SH       DEFINED     15           12785     0      9195
MAINSOURCE FINANCIAL GROUP I     COMMON    56062Y102          7        400  SH       DEFINED     15,14          400     0         0
MAINSOURCE FINANCIAL GROUP I     COMMON    56062Y102        142       7875  SH       DEFINED     5,15          7875     0         0
MAIR HOLDINGS INC                COMMON    560635104         14       1550  SH       DEFINED     6              900   225       425
MAMMA.COM INC                    COMMON    56150Q102          0        100  SH       DEFINED     6              100     0         0
MANITOWOC COMPANY INC            COMMON    563571108       5365     130800  SH       DEFINED     1           130800     0         0
MANITOWOC COMPANY INC            COMMON    563571108         19        475  SH       DEFINED     6              475     0         0
MANNATECH INC                    COMMON    563771104         14        750  SH       DEFINED     24               0     0       750
MANOR CARE INC                   COMMON    564055101        331       8341  SH       DEFINED     15            8341     0         0
MANOR CARE INC                   COMMON    564055101        261       6580  SH       DEFINED     6             6580     0         0
MANPOWER INC                     COMMON    56418H100     350211    8803700  SH       DEFINED     3          8803700     0         0



                                                                                         
MANPOWER INC                     COMMON    56418H100        231       5800  SH       DEFINED     6             4100  1700         0
MANPOWER INC                     COMMON    56418H100        144       3629  SH       DEFINED     8             3629     0         0
MANTECH INTERNATIONAL CORP       COMMON    564563104        798      25700  SH       DEFINED     15           16400     0      9300
MANTECH INTERNATIONAL CORP       COMMON    564563104         12        400  SH       DEFINED     15,14          400     0         0
MANTECH INTERNATIONAL CORP       COMMON    564563104         74       2400  SH       DEFINED     5,15          2400     0         0
MANULIFE FINANCIAL CORP          COMMON    56501R106      37595     787050  SH       DEFINED     1           787050     0         0
MANULIFE FINANCIAL CORP          COMMON    56501R106      93336    1953980  SH       DEFINED     1,3        1953980     0         0
MANULIFE FINANCIAL CORP          COMMON    56501R106       5245     109700  SH       DEFINED     9,15        109700     0         0
MANULIFE FINANCIAL CORP (COMP)   COMMON    56501R106        973      20000  SH       DEFINED     9,7          20000     0         0
MANULIFE FINANCIAL CORP          COMMON    56501R106       3371      70570  SH       DEFINED     2            70570     0         0
MANULIFE FINANCIAL CORP          COMMON    56501R106        226       4741  SH       DEFINED     23            4741     0         0
MANULIFE FINANCIAL CORP          COMMON    56501R106        135       2834  SH       DEFINED     24            1500     0      1334
MANULIFE FINANCIAL CORP          COMMON    56501R106     156600    3278400  SH       DEFINED     3          3278400     0         0
MANULIFE FINANCIAL CORP          COMMON    56501R106        970      20287  SH       DEFINED     4            20287     0         0
MANULIFE FINANCIAL CORP          COMMON    56501R106        120       2516  SH       DEFINED     6             2516     0         0
MANULIFE FINANCIAL CORP          COMMON    56501R106       1599      33484  SH       DEFINED     8            33484     0         0
MARATHON OIL CORP                COMMON    565849106      23520     440705  SH       DEFINED     15          440000     0       705
MARATHON OIL CORP                COMMON    565849106       1803      33782  SH       DEFINED     15           33782     0         0
MARATHON OIL CORP                COMMON    565849106       2829      53000  SH       DEFINED     15,14        53000     0         0
MARATHON OIL CORP                COMMON    565849106         38        720  SH       DEFINED     23             720     0         0
MARATHON OIL CORP                COMMON    565849106         38        708  SH       DEFINED     24             300     0       408
MARATHON OIL CORP                COMMON    565849106        578      10837  SH       DEFINED     8            10837     0         0
MARCHEX INC - CLASS B            COMMON    56624R108        674      44800  SH       DEFINED     15           22800     0     22000
MARCHEX INC - CLASS B            COMMON    56624R108         15       1000  SH       DEFINED     15,14         1000     0         0
MARCHEX INC - CLASS B            COMMON    56624R108         83       5500  SH       DEFINED     5,15          5500     0         0
MARKEL CORP                      COMMON    570535104         17         50  SH       DEFINED     6               50     0         0
MARLIN BUSINESS SERVICES INC     COMMON    571157106       2687     133700  SH       DEFINED     1           133700     0         0
MARSH & MCLENNAN COS             COMMON    571748102      54613    1971600  SH       DEFINED     1          1444600     0    527000
MARSH & MCLENNAN COS             COMMON    571748102       2745      99100  SH       DEFINED     9,15         99100     0         0
MARSH & MCLENNAN COS             COMMON    571748102        829      29925  SH       DEFINED     12           29925     0         0
MARSH & MCLENNAN COS             COMMON    571748102        277      10000  SH       DEFINED     12,14        10000     0         0
MARSH & MCLENNAN COS             COMMON    571748102      15365     554681  SH       DEFINED     15          548053     0      4828
MARSH & MCLENNAN COS             COMMON    571748102       1920      69300  SH       DEFINED     2            69300     0         0
MARSH & MCLENNAN COS             COMMON    571748102        931      33600  SH       DEFINED     24            6000     0     27600
MARSH & MCLENNAN COS             COMMON    571748102        356      12850  SH       DEFINED     5,15             0     0     12850
MARSH & MCLENNAN COS             COMMON    571748102        754      27227  SH       DEFINED     6            27227     0         0
MARSH & MCLENNAN COS             COMMON    571748102        431      15570  SH       DEFINED     8            15570     0         0
MARSHALL & ILSLEY CORP           COMMON    571834100      38003     854960  SH       DEFINED     1           854960     0         0
MARSHALL & ILSLEY CORP           COMMON    571834100         98       2200  SH       DEFINED     1,3           2200     0         0
MARSHALL & ILSLEY CORP           COMMON    571834100        945      21267  SH       DEFINED     15           21067     0       200
MARSHALL & ILSLEY CORP           COMMON    571834100       4129      92900  SH       DEFINED     2            92900     0         0
MARSHALL & ILSLEY CORP           COMMON    571834100         95       2139  SH       DEFINED     24            2139     0         0
MARSHALL & ILSLEY CORP           COMMON    571834100          7        151  SH       DEFINED     4              151     0         0
MARSHALL & ILSLEY CORP           COMMON    571834100        204       4600  SH       DEFINED     5,2           4600     0         0
MARSHALL & ILSLEY CORP           COMMON    571834100         76       1700  SH       DEFINED     6             1700     0         0
MARSHALL & ILSLEY CORP           COMMON    571834100        125       2820  SH       DEFINED     8             2820     0         0
MARRIOTT INTERNATIONAL CL A      COMMON    571903202      23059     338011  SH       DEFINED     1           338011     0         0
MARRIOTT INTERNATIONAL CL A      COMMON    571903202        907      13300  SH       DEFINED     9,15         13300     0         0
MARRIOTT INTERNATIONAL CL A      COMMON    571903202      15667     229653  SH       DEFINED     15          213953     0     10700
MARRIOTT INTERNATIONAL CL A      COMMON    571903202       1957      28682  SH       DEFINED     15,14        28682     0         0
MARRIOTT INTERNATIONAL CL A      COMMON    571903202       1944      28500  SH       DEFINED     15,8         28500     0         0
MARRIOTT INTERNATIONAL CL A      COMMON    571903202       2296      33650  SH       DEFINED     2            33650     0         0
MARRIOTT INTERNATIONAL CL A      COMMON    571903202        150       2200  SH       DEFINED     23            2200     0         0
MARRIOTT INTERNATIONAL CL A      COMMON    571903202      21826     319938  SH       DEFINED     24           65894     0    254044
MARRIOTT INTERNATIONAL CL A      COMMON    571903202        184       2700  SH       DEFINED     5,15          2700     0         0
MARRIOTT INTERNATIONAL CL A      COMMON    571903202      23024     337493  SH       DEFINED     6           337493     0         0
MARRIOTT INTERNATIONAL CL A      COMMON    571903202        543       7956  SH       DEFINED     8             7956     0         0
MARTEK BIOSCIENCES CORP          COMMON    572901106      28663     755093  SH       DEFINED     1           755093     0         0
MARTEK BIOSCIENCES CORP          COMMON    572901106       2280      60065  SH       DEFINED     9            60065     0         0
MARTEK BIOSCIENCES CORP          COMMON    572901106        590      15535  SH       DEFINED     9,22         15535     0         0
MARTEK BIOSCIENCES CORP          COMMON    572901106        247       6500  SH       DEFINED     11,2          6500     0         0
MARTEK BIOSCIENCES CORP          COMMON    572901106        232       6100  SH       DEFINED     15               0     0      6100
MARTEK BIOSCIENCES CORP          COMMON    572901106       1803      47500  SH       DEFINED     2            40200     0      7300
MARTEK BIOSCIENCES CORP          COMMON    572901106          8        200  SH       DEFINED     24               0     0       200
MARTEK BIOSCIENCES CORP          COMMON    572901106        265       6976  SH       DEFINED     6             6976     0         0
MARTIN MARIETTA MATERIALS        COMMON    573284106       4285      62000  SH       DEFINED     1            62000     0         0
MARTIN MARIETTA MATERIALS        COMMON    573284106        194       2800  SH       DEFINED     15            2800     0         0
MARTIN MARIETTA MATERIALS        COMMON    573284106        332       4800  SH       DEFINED     15,8          4800     0         0
MARTIN MARIETTA MATERIALS        COMMON    573284106          2         31  SH       DEFINED     4               31     0         0
MARVEL ENTERPRISES INC           COMMON    57383M108      16362     829720  SH       DEFINED     1           829720     0         0
MARVEL ENTERPRISES INC           COMMON    57383M108        318      16150  SH       DEFINED     15,14        16150     0         0
MARVEL ENTERPRISES INC           COMMON    57383M108       4275     216800  SH       DEFINED     2           216800     0         0
MARVEL ENTERPRISES INC           COMMON    57383M108         54       2757  SH       DEFINED     6              957   625      1175
MASCO CORP                       COMMON    574599106     212671    6696180  SH       DEFINED     1          6696180     0         0
MASCO CORP                       COMMON    574599106        308       9700  SH       DEFINED     9,15          9700     0         0
MASCO CORP                       COMMON    574599106      15459     486740  SH       DEFINED     15          447640     0     33000
MASCO CORP                       COMMON    574599106       1566      49300  SH       DEFINED     15,8         49300     0         0
MASCO CORP                       COMMON    574599106       3360     105800  SH       DEFINED     2           105800     0         0
MASCO CORP                       COMMON    574599106        259       8150  SH       DEFINED     2,14          8150     0         0
MASCO CORP                       COMMON    574599106        314       9900  SH       DEFINED     23            9900     0         0
MASCO CORP                       COMMON    574599106        451      14200  SH       DEFINED     24            6000     0      8200
MASCO CORP                       COMMON    574599106      21792     686147  SH       DEFINED     4           686147     0         0
MASCO CORP                       COMMON    574599106         32       1000  SH       DEFINED     5,15          1000     0         0
MASCO CORP                       COMMON    574599106        335      10550  SH       DEFINED     6            10550     0         0
MASCO CORP                       COMMON    574599106        895      28178  SH       DEFINED     8            28178     0         0
MASCO CORP                       COMMON    574599106         28        866  SH       DEFINED     8,10           866     0         0
MASSEY ENERGY COMPANY            COMMON    576206106          8        200  SH       DEFINED     15               0     0       200
MASSEY ENERGY COMPANY            COMMON    576206106          7        175  SH       DEFINED     24             175     0         0
MATSUSHITA ELEC IND ADR          COMMON    576879209         43       2800  SH       DEFINED     24            1800     0      1000
MATTEL INC                       COMMON    577081102     122768    6708630  SH       DEFINED     1          6708630     0         0
MATTEL INC                       COMMON    577081102        221      12050  SH       DEFINED     1,3          12050     0         0
MATTEL INC                       COMMON    577081102      20447    1117297  SH       DEFINED     15         1083538     0     21614
MATTEL INC                       COMMON    577081102        558      30498  SH       DEFINED     15,14        30498     0         0



                                                                                         
MATTEL INC                       COMMON    577081102        275      15000  SH       DEFINED     15,8         15000     0         0
MATTEL INC                       COMMON    577081102      10070     550280  SH       DEFINED     2           550280     0         0
MATTEL INC                       COMMON    577081102         60       3300  SH       DEFINED     2,14          3300     0         0
MATTEL INC                       COMMON    577081102        392      21414  SH       DEFINED     24               0     0     21414
MATTEL INC                       COMMON    577081102      43383    2370646  SH       DEFINED     4          2370646     0         0
MATTEL INC                       COMMON    577081102        686      37465  SH       DEFINED     5,15          1200     0     36265
MATTEL INC                       COMMON    577081102        428      23400  SH       DEFINED     5,2          23400     0         0
MATTEL INC                       COMMON    577081102        277      15153  SH       DEFINED     8            15153     0         0
MATTSON TECHNOLOGY INC           COMMON    577223100       3593     501800  SH       DEFINED     1           501800     0         0
MAXTOR CORP                      COMMON    577729205          0         38  SH       DEFINED     6               38     0         0
MAXIM INTEGRATED PRODUCTS        COMMON    57772K101      58412    1528300  SH       DEFINED     1          1528300     0         0
MAXIM INTEGRATED PRODUCTS        COMMON    57772K101      30843     806985  SH       DEFINED     1,2         806985     0         0
MAXIM INTEGRATED PRODUCTS        COMMON    57772K101         34        900  SH       DEFINED     9,7            900     0         0
MAXIM INTEGRATED PRODUCTS        COMMON    57772K101        129       3370  SH       DEFINED     9,15          3370     0         0
MAXIM INTEGRATED PRODUCTS        COMMON    57772K101      26978     705860  SH       DEFINED     15          444638     0    259072
MAXIM INTEGRATED PRODUCTS        COMMON    57772K101       2351      61510  SH       DEFINED     15,22        61510     0         0
MAXIM INTEGRATED PRODUCTS        COMMON    57772K101       7323     191590  SH       DEFINED     2           191590     0         0
MAXIM INTEGRATED PRODUCTS        COMMON    57772K101       1059      27700  SH       DEFINED     20           27700     0         0
MAXIM INTEGRATED PRODUCTS        COMMON    57772K101      11302     295703  SH       DEFINED     24           50954     0    244749
MAXIM INTEGRATED PRODUCTS        COMMON    57772K101      30660     802206  SH       DEFINED     6           802206     0         0
MAXIM INTEGRATED PRODUCTS        COMMON    57772K101        415      10869  SH       DEFINED     8            10869     0         0
MAXYGEN INC                      COMMON    577776107          3        500  SH       DEFINED     24               0     0       500
MAY DEPARTMENT STORES CO         COMMON    577778103        212       5270  SH       DEFINED     15            1940     0      3330
MAY DEPARTMENT STORES CO         COMMON    577778103        671      16700  SH       DEFINED     9,15         16700     0         0
MAY DEPARTMENT STORES CO         COMMON    577778103       4522     112605  SH       DEFINED     15          104005     0      8600
MAY DEPARTMENT STORES CO         COMMON    577778103        655      16300  SH       DEFINED     15,8         16300     0         0
MAY DEPARTMENT STORES CO         COMMON    577778103         91       2264  SH       DEFINED     23            2264     0         0
MAY DEPARTMENT STORES CO         COMMON    577778103        385       9581  SH       DEFINED     24            5000     0      4581
MAY DEPARTMENT STORES CO         COMMON    577778103        305       7590  SH       DEFINED     6             7590     0         0
MAY DEPARTMENT STORES CO         COMMON    577778103        456      11364  SH       DEFINED     8            11364     0         0
MAVERICK TUBE CORP               COMMON    577914104      10078     338200  SH       DEFINED     1           338200     0         0
MAVERICK TUBE CORP               COMMON    577914104       7316     245500  SH       DEFINED     1,3         245500     0         0
MAVERICK TUBE CORP               COMMON    577914104        462      15500  SH       DEFINED     2            15500     0         0
MAVERICK TUBE CORP               COMMON    577914104         39       1300  SH       DEFINED     6                0     0      1300
MAXIMUS INC                      COMMON    577933104        356      10100  SH       DEFINED     15           10100     0         0
MAYTAG CORP                      COMMON    578592107        142       9059  SH       DEFINED     15            9059     0         0
MBT FINANCIAL CORP               COMMON    578877102        903      46900  SH       DEFINED     15           25600     0     21300
MBT FINANCIAL CORP               COMMON    578877102         19       1000  SH       DEFINED     15,14         1000     0         0
MBT FINANCIAL CORP               COMMON    578877102        264      13700  SH       DEFINED     5,15         13700     0         0
MCAFEE INC                       COMMON    579064106      19816     756905  SH       DEFINED     1           756580     0       325
MCAFEE INC                       COMMON    579064106      26180    1000000  SH       DEFINED     1,2        1000000     0         0
MCAFEE INC                       COMMON    579064106        547      20900  SH       DEFINED     9            20900     0         0
MCAFEE INC                       COMMON    579064106       4579     174900  SH       DEFINED     9,15        174900     0         0
MCAFEE INC                       COMMON    579064106        168       6400  SH       DEFINED     11,8          6400     0         0
MCAFEE INC                       COMMON    579064106      49428    1888000  SH       DEFINED     15         1682200     0    178400
MCAFEE INC                       COMMON    579064106        843      32200  SH       DEFINED     15,14        32200     0         0
MCAFEE INC                       COMMON    579064106        736      28100  SH       DEFINED     15,8         28100     0         0
MCAFEE INC                       COMMON    579064106       4646     177450  SH       DEFINED     2           177450     0         0
MCAFEE INC                       COMMON    579064106        440      16795  SH       DEFINED     23           16795     0         0
MCAFEE INC                       COMMON    579064106       2375      90700  SH       DEFINED     5,15         90700     0         0
MCAFEE INC                       COMMON    579064106          3        100  SH       DEFINED     6              100     0         0
MCAFEE INC                       COMMON    579064106        902      34450  SH       DEFINED     8            34450     0         0
MCAFEE INC                       COMMON    579064106         27       1013  SH       DEFINED     8,10          1013     0         0
MCAFEE INC                       COMMON    579064106        144       5500  SH       DEFINED     8,13          5500     0         0
MCCLATCHY COMPANY CL A           COMMON    579489105      10673     163096  SH       DEFINED     1           163096     0         0
MCCLATCHY COMPANY CL A           COMMON    579489105       1332      20350  SH       DEFINED     15,14        20350     0         0
MCCLATCHY COMPANY CL A           COMMON    579489105         26        400  SH       DEFINED     2              400     0         0
MCCLATCHY COMPANY CL A           COMMON    579489105         12        187  SH       DEFINED     24               0     0       187
MCCLATCHY COMPANY CL A           COMMON    579489105        331       5055  SH       DEFINED     6             5055     0         0
MCCORMICK & CO NON VTG SHRS      COMMON    579780206        429      13127  SH       DEFINED     15           13127     0         0
MCCORMICK & CO NON VTG SHRS      COMMON    579780206         85       2600  SH       DEFINED     6             2600     0         0
MCDATA CORPORATION- CL A         COMMON    580031201          2        433  SH       DEFINED     24               7     0       426
MCDATA CORPORATION- CL A         COMMON    580031201          2        387  SH       DEFINED     6              387     0         0
MCDONALD'S CORPORATION           COMMON    580135101       9200     331525  SH       DEFINED     15          327480     0      4045
MCDONALD'S CORPORATION           COMMON    580135101       1490      53700  SH       DEFINED     9            53700     0         0
MCDONALD'S CORPORATION           COMMON    580135101      16484     594000  SH       DEFINED     9,15        594000     0         0
MCDONALD'S CORPORATION           COMMON    580135101        577      20794  SH       DEFINED     11,8         20794     0         0
MCDONALD'S CORPORATION           COMMON    580135101     107204    3863208  SH       DEFINED     15         3539908     0    323300
MCDONALD'S CORPORATION           COMMON    580135101       2300      82900  SH       DEFINED     15,14        82900     0         0
MCDONALD'S CORPORATION           COMMON    580135101       5542     199700  SH       DEFINED     15,8        199700     0         0
MCDONALD'S CORPORATION           COMMON    580135101       3841     138431  SH       DEFINED     23          138431     0         0
MCDONALD'S CORPORATION           COMMON    580135101       2715      97827  SH       DEFINED     24             500     0     97327
MCDONALD'S CORPORATION           COMMON    580135101       4817     173600  SH       DEFINED     5,15        173600     0         0
MCDONALD'S CORPORATION           COMMON    580135101       1407      50714  SH       DEFINED     6            50714     0         0
MCDONALD'S CORPORATION           COMMON    580135101       2972     107100  SH       DEFINED     7           107100     0         0
MCDONALD'S CORPORATION           COMMON    580135101       4268     153799  SH       DEFINED     8           153799     0         0
MCDONALD'S CORPORATION           COMMON    580135101        119       4300  SH       DEFINED     8,10          4300     0         0
MCDONALD'S CORPORATION           COMMON    580135101        484      17455  SH       DEFINED     8,13         17455     0         0
MCGRAW-HILL COMPANIES INC        COMMON    580645109       7400     167238  SH       DEFINED     1           167238     0         0
MCGRAW-HILL COMPANIES INC        COMMON    580645109        369       8334  SH       DEFINED     11,8          8334     0         0
MCGRAW-HILL COMPANIES INC        COMMON    580645109       2649      59861  SH       DEFINED     15           54861     0      5000
MCGRAW-HILL COMPANIES INC        COMMON    580645109        921      20820  SH       DEFINED     15,14        20820     0         0
MCGRAW-HILL COMPANIES INC        COMMON    580645109        478      10800  SH       DEFINED     15,8         10800     0         0
MCGRAW-HILL COMPANIES INC        COMMON    580645109         18        400  SH       DEFINED     2              400     0         0
MCGRAW-HILL COMPANIES INC        COMMON    580645109        391       8832  SH       DEFINED     23            8832     0         0
MCGRAW-HILL COMPANIES INC        COMMON    580645109       1201      27140  SH       DEFINED     24            1060     0     26080
MCGRAW-HILL COMPANIES INC        COMMON    580645109        905      20452  SH       DEFINED     6            20452     0         0
MCGRAW-HILL COMPANIES INC        COMMON    580645109       2072      46834  SH       DEFINED     8            46834     0         0
MCGRAW-HILL COMPANIES INC        COMMON    580645109        355       8016  SH       DEFINED     8,13          8016     0         0
MCKESSON CORP                    COMMON    58155Q103     376216    8399550  SH       DEFINED     1          8399550     0         0
MCKESSON CORP                    COMMON    58155Q103         40        900  SH       DEFINED     9              900     0         0
MCKESSON CORP                    COMMON    58155Q103       2208      49300  SH       DEFINED     9,15         49300     0         0
MCKESSON CORP                    COMMON    58155Q103      10251     228874  SH       DEFINED     15          212174     0     16700



                                                                                         
MCKESSON CORP                    COMMON    58155Q103         63       1400  SH       DEFINED     15,14         1400     0         0
MCKESSON CORP                    COMMON    58155Q103       1111      24800  SH       DEFINED     15,8         24800     0         0
MCKESSON CORP                    COMMON    58155Q103       5388     120300  SH       DEFINED     2           120300     0         0
MCKESSON CORP                    COMMON    58155Q103        479      10700  SH       DEFINED     2,14         10700     0         0
MCKESSON CORP                    COMMON    58155Q103        187       4169  SH       DEFINED     23            4169     0         0
MCKESSON CORP                    COMMON    58155Q103        327       7300  SH       DEFINED     24               0     0      7300
MCKESSON CORP                    COMMON    58155Q103      26602     593918  SH       DEFINED     4           593918     0         0
MCKESSON CORP                    COMMON    58155Q103        130       2900  SH       DEFINED     5,15          2900     0         0
MCKESSON CORP                    COMMON    58155Q103         19        419  SH       DEFINED     6              419     0         0
MCKESSON CORP                    COMMON    58155Q103        971      21684  SH       DEFINED     8            21684     0         0
MCKESSON CORP                    COMMON    58155Q103         46       1038  SH       DEFINED     8,10          1038     0         0
MCLEODUSA INC WT                 COMMON    582266110          1     143407  SH       DEFINED     1           143407     0         0
MCLEODUSA INC-CL A               COMMON    582266706          0       1590  SH       DEFINED     24               0     0      1590
MEADWESTVACO CORP                COMMON    583334107        507      18093  SH       DEFINED     15           18093     0         0
MEADWESTVACO CORP                COMMON    583334107        210       7496  SH       DEFINED     8             7496     0         0
MEDCATH CORP                     COMMON    58404W109       1398      50300  SH       DEFINED     15           30500     0     19800
MEDCATH CORP                     COMMON    58404W109         25        900  SH       DEFINED     15,14          900     0         0
MEDCATH CORP                     COMMON    58404W109        317      11400  SH       DEFINED     5,15         11400     0         0
MEDCO HEALTH SOLUTIONS INC       COMMON    58405U102      23769     445450  SH       DEFINED     1           445450     0         0
MEDCO HEALTH SOLUTIONS INC       COMMON    58405U102        116       2170  SH       DEFINED     9,15          2170     0         0
MEDCO HEALTH SOLUTIONS INC       COMMON    58405U102       1767      33107  SH       DEFINED     15           33106     0         0
MEDCO HEALTH SOLUTIONS INC       COMMON    58405U102        320       6000  SH       DEFINED     15,8          6000     0         0
MEDCO HEALTH SOLUTIONS INC       COMMON    58405U102       3521      65980  SH       DEFINED     2            65980     0         0
MEDCO HEALTH SOLUTIONS INC       COMMON    58405U102         84       1573  SH       DEFINED     23            1573     0         0
MEDCO HEALTH SOLUTIONS INC       COMMON    58405U102       1118      20948  SH       DEFINED     24            7186     0     13762
MEDCO HEALTH SOLUTIONS INC       COMMON    58405U102          0          0  SH       DEFINED     3                0     0         0
MEDCO HEALTH SOLUTIONS INC       COMMON    58405U102        353       6621  SH       DEFINED     6             6621     0         0
MEDCO HEALTH SOLUTIONS INC       COMMON    58405U102        504       9443  SH       DEFINED     8             9443     0         0
MEDIA GENERAL INC CL A           COMMON    584404107       1347      20800  SH       DEFINED     1            20800     0         0
MEDIACOM COMMUNICATIONS CO       COMMON    58446K105        275      40000  SH       DEFINED     6            40000     0         0
MEDICINES COMPANY                COMMON    584688105        595      25500  SH       DEFINED     1            25500     0         0
MEDICINES COMPANY                COMMON    584688105        163       7000  SH       DEFINED     11,2          7000     0         0
MEDICINES COMPANY                COMMON    584688105       5315     227800  SH       DEFINED     3           227800     0         0
MEDICIS PHARMACEUTICAL CORP      COMMON    584690309      82368    2595900  SH       DEFINED     1          2595900     0         0
MEDICIS PHARMACEUTICAL CORP      COMMON    584690309      41998    1323600  SH       DEFINED     1,2        1323600     0         0
MEDICIS PHARMACEUTICAL CORP      COMMON    584690309        352      11100  SH       DEFINED     11,2         11100     0         0
MEDICIS PHARMACEUTICAL CORP      COMMON    584690309        225       7100  SH       DEFINED     15               0     0      7100
MEDICIS PHARMACEUTICAL CORP      COMMON    584690309       4023     126800  SH       DEFINED     15,22       126800     0         0
MEDICIS PHARMACEUTICAL CORP      COMMON    584690309      11950     376600  SH       DEFINED     2           367100     0      9500
MEDICIS PHARMACEUTICAL CORP      COMMON    584690309        138       4352  SH       DEFINED     23            4352     0         0
MEDICIS PHARMACEUTICAL CORP      COMMON    584690309          6        200  SH       DEFINED     24               0     0       200
MEDICIS PHARMACEUTICAL CORP      COMMON    584690309          2         62  SH       DEFINED     6               62     0         0
MEDICIS PHARMACEUTICAL CORP      COMMON    584690309         30        931  SH       DEFINED     8              931     0         0
MEDICIS PHARMA CVT(MRX) 1.5 06   CONVERT   584690AB7          2       2000  SH       DEFINED     24               0     0      2000
MEDIMMUNE INC                    COMMON    584699102       7925     296600  SH       DEFINED     1           296600     0         0
MEDIMMUNE INC                    COMMON    584699102        534      20000  SH       DEFINED     11,2         20000     0         0
MEDIMMUNE INC                    COMMON    584699102        762      28509  SH       DEFINED     15           28509     0         0
MEDIMMUNE INC                    COMMON    584699102        152       5700  SH       DEFINED     15,8          5700     0         0
MEDIMMUNE INC                    COMMON    584699102        369      13800  SH       DEFINED     2            13800     0         0
MEDIMMUNE INC                    COMMON    584699102         98       3650  SH       DEFINED     24               0     0      3650
MEDIMMUNE INC                    COMMON    584699102       2806     105000  SH       DEFINED     3           105000     0         0
MEDIMMUNE INC                    COMMON    584699102        217       8127  SH       DEFINED     6             8127     0         0
MEDIMMUNE INC                    COMMON    584699102        224       8370  SH       DEFINED     8             8370     0         0
MEDIWARE INFORMATION SYSTEMS     COMMON    584946107         36       3600  SH       DEFINED     24            3600     0         0
MEDTRONIC INC                    COMMON    585055106     145690    2813100  SH       DEFINED     1          2813100     0         0
MEDTRONIC INC                    COMMON    585055106      42245     815700  SH       DEFINED     1,2         815700     0         0
MEDTRONIC INC                    COMMON    585055106        423       8160  SH       DEFINED     9,15          8160     0         0
MEDTRONIC INC                    COMMON    585055106      70992    1370765  SH       DEFINED     15          816815     0    549000
MEDTRONIC INC                    COMMON    585055106      11765     227170  SH       DEFINED     15,22       227170     0         0
MEDTRONIC INC                    COMMON    585055106       3915      75600  SH       DEFINED     15,8         75600     0         0
MEDTRONIC INC                    COMMON    585055106      22388     432290  SH       DEFINED     2           432290     0         0
MEDTRONIC INC                    COMMON    585055106        746      14400  SH       DEFINED     20           14400     0         0
MEDTRONIC INC                    COMMON    585055106       1536      29663  SH       DEFINED     23           29663     0         0
MEDTRONIC INC                    COMMON    585055106      86198    1664375  SH       DEFINED     24          330868     0   1333507
MEDTRONIC INC                    COMMON    585055106      16143     311700  SH       DEFINED     3           311700     0         0
MEDTRONIC INC                    COMMON    585055106          0          1  SH       DEFINED     4                1     0         0
MEDTRONIC INC                    COMMON    585055106      30520     589299  SH       DEFINED     6           589299     0         0
MEDTRONIC INC                    COMMON    585055106       2089      40341  SH       DEFINED     8            40341     0         0
MEDTRONIC INC CVT(MDT) 1.25 09   CONVERT   585055AD8      18685   18850000  SH       DEFINED     15         2875000     0  15975000
MELLON FINANCIAL CORP            COMMON    58551A108         17        600  SH       DEFINED     15             600     0         0
MELLON FINANCIAL CORP            COMMON    58551A108       1206      42022  SH       DEFINED     15           41622     0       400
MELLON FINANCIAL CORP            COMMON    58551A108        281       9790  SH       DEFINED     24             640     0      9150
MELLON FINANCIAL CORP            COMMON    58551A108      75756    2640500  SH       DEFINED     3          2640500     0         0
MELLON FINANCIAL CORP            COMMON    58551A108        782      27261  SH       DEFINED     6            27261     0         0
MELLON FINANCIAL CORP            COMMON    58551A108        413      14408  SH       DEFINED     8            14408     0         0
MENS WEARHOUSE INC               COMMON    587118100      11982     348000  SH       DEFINED     1           348000     0         0
MENS WEARHOUSE INC               COMMON    587118100       4602     133650  SH       DEFINED     1,3         133650     0         0
MENS WEARHOUSE INC               COMMON    587118100         84       2450  SH       DEFINED     9,7           2450     0         0
MENS WEARHOUSE INC               COMMON    587118100       1546      44900  SH       DEFINED     9,2          44900     0         0
MENS WEARHOUSE INC               COMMON    587118100       1295      37600  SH       DEFINED     15           19300     0     18300
MENS WEARHOUSE INC               COMMON    587118100         31        900  SH       DEFINED     15,14          900     0         0
MENS WEARHOUSE INC               COMMON    587118100        723      21000  SH       DEFINED     2            21000     0         0
MENS WEARHOUSE INC               COMMON    587118100        151       4400  SH       DEFINED     5,15          4400     0         0
MENS WEARHOUSE INC               COMMON    587118100        124       3613  SH       DEFINED     6             1325   950      1338
MENTOR CORP                      COMMON    587188103      39294     947300  SH       DEFINED     1           947300     0         0
MENTOR CORP                      COMMON    587188103      16198     390500  SH       DEFINED     15          248500     0    135900
MENTOR CORP                      COMMON    587188103        236       5700  SH       DEFINED     15,14         5700     0         0
MENTOR CORP                      COMMON    587188103        178       4300  SH       DEFINED     15,8          4300     0         0
MENTOR CORP                      COMMON    587188103       7155     172500  SH       DEFINED     2           166500     0      6000
MENTOR CORP                      COMMON    587188103       2700      65100  SH       DEFINED     5,15         65100     0         0
MERCANTILE BANKSHARES CORP       COMMON    587405101        804      15600  SH       DEFINED     6            15600     0         0
MERCK & CO INC                   COMMON    589331107     142207    4617100  SH       DEFINED     1          4614880     0      2220
MERCK & CO INC                   COMMON    589331107      74536    2420000  SH       DEFINED     1,2        2420000     0         0



                                                                                         
MERCK & CO INC                   COMMON    589331107       7863     255300  SH       DEFINED     9           255300     0         0
MERCK & CO INC                   COMMON    589331107       9209     299000  SH       DEFINED     9,15        299000     0         0
MERCK & CO INC                   COMMON    589331107        148       4797  SH       DEFINED     11,8          4797     0         0
MERCK & CO INC                   COMMON    589331107      71835    2332315  SH       DEFINED     15         2124811     0    197704
MERCK & CO INC                   COMMON    589331107       1044      33900  SH       DEFINED     15,14        33900     0         0
MERCK & CO INC                   COMMON    589331107       4660     151300  SH       DEFINED     15,8        151300     0         0
MERCK & CO INC                   COMMON    589331107        989      32100  SH       DEFINED     2            32100     0         0
MERCK & CO INC                   COMMON    589331107       1004      32587  SH       DEFINED     23           32587     0         0
MERCK & CO INC                   COMMON    589331107       7698     249938  SH       DEFINED     24           63571     0    186367
MERCK & CO INC                   COMMON    589331107          3         82  SH       DEFINED     4               82     0         0
MERCK & CO INC                   COMMON    589331107       2504      81300  SH       DEFINED     5,15         81300     0         0
MERCK & CO INC                   COMMON    589331107       2168      70403  SH       DEFINED     6            70403     0         0
MERCK & CO INC                   COMMON    589331107       3715     120608  SH       DEFINED     8           120608     0         0
MERCK & CO INC                   COMMON    589331107         71       2302  SH       DEFINED     8,10          2302     0         0
MERCK & CO INC                   COMMON    589331107        171       5549  SH       DEFINED     8,13          5549     0         0
MERCURY COMPUTER SYSTEMS INC     COMMON    589378108      13293     484800  SH       DEFINED     1           484800     0         0
MERCURY COMPUTER SYSTEMS INC     COMMON    589378108       2961     108000  SH       DEFINED     15           56300     0     51700
MERCURY COMPUTER SYSTEMS INC     COMMON    589378108         66       2400  SH       DEFINED     15,14         2400     0         0
MERCURY COMPUTER SYSTEMS INC     COMMON    589378108       4214     153700  SH       DEFINED     2           153700     0         0
MERCURY COMPUTER SYSTEMS INC     COMMON    589378108        354      12900  SH       DEFINED     5,15         12900     0         0
MERCURY COMPUTER SYSTEMS INC     COMMON    589378108         23        850  SH       DEFINED     6              850     0         0
MERCURY GENL CORP NEW            COMMON    589400100        251       4600  SH       DEFINED     15,8          4600     0         0
MERCURY GENL CORP NEW            COMMON    589400100         46        847  SH       DEFINED     6              847     0         0
MERCURY INTERACTIVE CORP         COMMON    589405109      33718     879000  SH       DEFINED     1           879000     0         0
MERCURY INTERACTIVE CORP         COMMON    589405109       7634     199009  SH       DEFINED     15          167809     0     24000
MERCURY INTERACTIVE CORP         COMMON    589405109        173       4500  SH       DEFINED     15,8          4500     0         0
MERCURY INTERACTIVE CORP         COMMON    589405109       2547      66400  SH       DEFINED     2            56600     0      9800
MERCURY INTERACTIVE CORP         COMMON    589405109         66       1710  SH       DEFINED     24             100     0      1610
MERCURY INTERACTIVE CORP         COMMON    589405109         46       1200  SH       DEFINED     5,15          1200     0         0
MERCURY INTERACTIVE CORP         COMMON    589405109       6592     171844  SH       DEFINED     6           171844     0         0
MERCURY INTERACTIVE CORP         COMMON    589405109         45       1179  SH       DEFINED     8             1179     0         0
MEREDITH CORP                    COMMON    589433101         49       1000  SH       DEFINED     15            1000     0         0
MEREDITH CORP                    COMMON    589433101       1055      21502  SH       DEFINED     15           20902     0       600
MEREDITH CORP                    COMMON    589433101        392       8000  SH       DEFINED     15,8          8000     0         0
MEREDITH CORP                    COMMON    589433101     135504    2762000  SH       DEFINED     3          2762000     0         0
MEREDITH CORP                    COMMON    589433101       1948      39700  SH       DEFINED     3,22         39700     0         0
MERIDIAN BIOSCIENCE INC          COMMON    589584101        496      26200  SH       DEFINED     15           13500     0     12700
MERIDIAN BIOSCIENCE INC          COMMON    589584101         11        600  SH       DEFINED     15,14          600     0         0
MERIDIAN BIOSCIENCE INC          COMMON    589584101         61       3200  SH       DEFINED     5,15          3200     0         0
MERISTAR HOSPITALITY CORP REIT   COMMON    58984Y103        685      79700  SH       DEFINED     15           79700     0         0
MERISTAR HOSPITALITY CORP REIT   COMMON    58984Y103         53       6125  SH       DEFINED     6             1375  1675      3075
MERIDIAN GOLD INC                COMMON    589975101       5400     300000  SH       DEFINED     1           300000     0         0
MERIDIAN GOLD INC                COMMON    589975101       1620      90000  SH       DEFINED     2            90000     0         0
MERRILL LYNCH & CO               COMMON    590188108     365358    6641665  SH       DEFINED     1          6640210     0      1455
MERRILL LYNCH & CO               COMMON    590188108      60368    1097400  SH       DEFINED     1,2        1097400     0         0
MERRILL LYNCH & CO               COMMON    590188108        355       6450  SH       DEFINED     9,15          6450     0         0
MERRILL LYNCH & CO               COMMON    590188108      67929    1234848  SH       DEFINED     15          808121     0    421527
MERRILL LYNCH & CO               COMMON    590188108       1355      24630  SH       DEFINED     15,22        24630     0         0
MERRILL LYNCH & CO               COMMON    590188108       2998      54500  SH       DEFINED     15,8         54500     0         0
MERRILL LYNCH & CO               COMMON    590188108      29667     539300  SH       DEFINED     2           539300     0         0
MERRILL LYNCH & CO               COMMON    590188108        289       5250  SH       DEFINED     2,14          5250     0         0
MERRILL LYNCH & CO               COMMON    590188108        331       6011  SH       DEFINED     23            6011     0         0
MERRILL LYNCH & CO               COMMON    590188108      30484     554158  SH       DEFINED     24          110652     0    443506
MERRILL LYNCH & CO               COMMON    590188108       8978     163200  SH       DEFINED     3           163200     0         0
MERRILL LYNCH & CO               COMMON    590188108          9        160  SH       DEFINED     4              160     0         0
MERRILL LYNCH & CO               COMMON    590188108        507       9225  SH       DEFINED     5,15             0     0      9225
MERRILL LYNCH & CO               COMMON    590188108       5438      98863  SH       DEFINED     6            98863     0         0
MERRILL LYNCH & CO               COMMON    590188108       1959      35617  SH       DEFINED     8            35617     0         0
MERRILL LYNCH & CO               COMMON    590188108         40        725  SH       DEFINED     8,10           725     0         0
MERRILL LYNCH & CO CVT(MER) FL   CONVERT   590188W46      34214   34300000  SH       DEFINED     15         4750000     0  29550000
MESA AIR GROUP INC               COMMON    590479101        389      58000  SH       DEFINED     15           29700     0     28300
MESA AIR GROUP INC               COMMON    590479101          9       1300  SH       DEFINED     15,14         1300     0         0
MESA AIR GROUP INC               COMMON    590479101         46       6900  SH       DEFINED     5,15          6900     0         0
MESA AIR GROUP INC               COMMON    590479101         61       9100  SH       DEFINED     6             2000  2500      4600
MESABI TRUST                     COMMON    590672101        226      16300  SH       DEFINED     1            16300     0         0
MESABI TRUST                     COMMON    590672101        181      13000  SH       DEFINED     6            13000     0         0
METAL MANAGEMENT INC             COMMON    591097209        236      12200  SH       DEFINED     15            6600     0      5600
METAL MANAGEMENT INC             COMMON    591097209          6        300  SH       DEFINED     15,14          300     0         0
METAL MANAGEMENT INC             COMMON    591097209         29       1500  SH       DEFINED     5,15          1500     0         0
METHANEX CORP                    COMMON    59151K108        173      10500  SH       DEFINED     6             7500  3000         0
METHODE ELECTRONICS              COMMON    591520200        933      78600  SH       DEFINED     15           41200     0     37400
METHODE ELECTRONICS              COMMON    591520200         20       1700  SH       DEFINED     15,14         1700     0         0
METHODE ELECTRONICS              COMMON    591520200        110       9300  SH       DEFINED     5,15          9300     0         0
METHODE ELECTRONICS              COMMON    591520200          7        600  SH       DEFINED     6              600     0         0
METLIFE INC                      COMMON    59156R108       8728     194225  SH       DEFINED     1           191800     0      2425
METLIFE INC                      COMMON    59156R108       2123      47230  SH       DEFINED     9,15         47230     0         0
METLIFE INC                      COMMON    59156R108      10167     226232  SH       DEFINED     15          206132     0     20100
METLIFE INC                      COMMON    59156R108       1488      33100  SH       DEFINED     15,8         33100     0         0
METLIFE INC                      COMMON    59156R108       3476      77350  SH       DEFINED     2            77350     0         0
METLIFE INC                      COMMON    59156R108        712      15851  SH       DEFINED     23           15851     0         0
METLIFE INC                      COMMON    59156R108         90       2000  SH       DEFINED     24               0     0      2000
METLIFE INC                      COMMON    59156R108         56       1239  SH       DEFINED     4             1239     0         0
METLIFE INC                      COMMON    59156R108        319       7104  SH       DEFINED     6             7104     0         0
METLIFE INC                      COMMON    59156R108       1146      25493  SH       DEFINED     8            25493     0         0
METRIS COMPANIES INC             COMMON    591598107       1229      85000  SH       DEFINED     15           43700     0     41300
METRIS COMPANIES INC             COMMON    591598107         26       1800  SH       DEFINED     15,14         1800     0         0
METRIS COMPANIES INC             COMMON    591598107        152      10500  SH       DEFINED     5,15         10500     0         0
METRIS COMPANIES INC             COMMON    591598107         64       4400  SH       DEFINED     6             1000  1225      2175
METTLER TOLEDO INTERNATIONAL     COMMON    592688105      45295     972420  SH       DEFINED     1           972420     0         0
METTLER TOLEDO INTERNATIONAL     COMMON    592688105        116       2500  SH       DEFINED     1,3           2500     0         0
METTLER TOLEDO INTERNATIONAL     COMMON    592688105       1595      34249  SH       DEFINED     15           34049     0       200
METTLER TOLEDO INTERNATIONAL     COMMON    592688105        293       6300  SH       DEFINED     15,8          6300     0         0
METTLER TOLEDO INTERNATIONAL     COMMON    592688105       4719     101300  SH       DEFINED     2           101300     0         0



                                                                                         
METTLER TOLEDO INTERNATIONAL     COMMON    592688105         23        500  SH       DEFINED     24               0     0       500
METTLER TOLEDO INTERNATIONAL     COMMON    592688105      33475     718663  SH       DEFINED     4           718663     0         0
METTLER TOLEDO INTERNATIONAL     COMMON    592688105        228       4900  SH       DEFINED     5,2           4900     0         0
MICHAELS STORES INC              COMMON    594087108       6972     168530  SH       DEFINED     1           168530     0         0
MICHAELS STORES INC              COMMON    594087108        825      19940  SH       DEFINED     9,15         19940     0         0
MICHAELS STORES INC              COMMON    594087108        488      11800  SH       DEFINED     15            9000     0      2800
MICHAELS STORES INC              COMMON    594087108        298       7200  SH       DEFINED     15,8          7200     0         0
MICHAELS STORES INC              COMMON    594087108       2610      63100  SH       DEFINED     2            63100     0         0
MICHAELS STORES INC              COMMON    594087108         90       2182  SH       DEFINED     23            2182     0         0
MICHAELS STORES INC              COMMON    594087108        236       5712  SH       DEFINED     8             5712     0         0
MICREL INC                       COMMON    594793101       5903     512400  SH       DEFINED     15          277600     0    234800
MICREL INC                       COMMON    594793101        128      11100  SH       DEFINED     15,14        11100     0         0
MICREL INC                       COMMON    594793101       8410     730000  SH       DEFINED     3           730000     0         0
MICREL INC                       COMMON    594793101       1367     118700  SH       DEFINED     5,15        118700     0         0
MICROS SYSTEMS INC               COMMON    594901100         36        800  SH       DEFINED     15             800     0         0
MICROSOFT CORP                   COMMON    594918104     435943   17550060  SH       DEFINED     1         16238380     0   1311680
MICROSOFT CORP                   COMMON    594918104     197155    7937000  SH       DEFINED     1,2        7937000     0         0
MICROSOFT CORP                   COMMON    594918104      15028     605000  SH       DEFINED     1,3         605000     0         0
MICROSOFT CORP                   COMMON    594918104      44493    1791200  SH       DEFINED     9          1791200     0         0
MICROSOFT CORP                   COMMON    594918104      18738     754363  SH       DEFINED     9,15        754363     0         0
MICROSOFT CORP                   COMMON    594918104       1005      40458  SH       DEFINED     11,8         40458     0         0
MICROSOFT CORP                   COMMON    594918104       1162      46776  SH       DEFINED     12           46776     0         0
MICROSOFT CORP                   COMMON    594918104        420      16905  SH       DEFINED     12,14        16905     0         0
MICROSOFT CORP                   COMMON    594918104     214197    8623052  SH       DEFINED     15         6758390     0   1852572
MICROSOFT CORP                   COMMON    594918104       1287      51800  SH       DEFINED     15,14        51800     0         0
MICROSOFT CORP                   COMMON    594918104       7389     297450  SH       DEFINED     15,22       297450     0         0
MICROSOFT CORP                   COMMON    594918104      12885     518700  SH       DEFINED     15,8        518700     0         0
MICROSOFT CORP                   COMMON    594918104      49095    1976430  SH       DEFINED     2          1976430     0         0
MICROSOFT CORP                   COMMON    594918104       3825     154000  SH       DEFINED     20          154000     0         0
MICROSOFT CORP                   COMMON    594918104       4061     163490  SH       DEFINED     23          163490     0         0
MICROSOFT CORP                   COMMON    594918104      63598    2560321  SH       DEFINED     24          635235     0   1925086
MICROSOFT CORP                   COMMON    594918104      13817     556250  SH       DEFINED     3           556250     0         0
MICROSOFT CORP                   COMMON    594918104        175       7049  SH       DEFINED     4             7049     0         0
MICROSOFT CORP                   COMMON    594918104       5052     203395  SH       DEFINED     5,15        163500     0     39895
MICROSOFT CORP                   COMMON    594918104      50945    2050943  SH       DEFINED     6          2033943     0     17000
MICROSOFT CORP                   COMMON    594918104        272      10950  SH       DEFINED     7            10950     0         0
MICROSOFT CORP                   COMMON    594918104      13127     528468  SH       DEFINED     8           528468     0         0
MICROSOFT CORP                   COMMON    594918104        202       8147  SH       DEFINED     8,10          8147     0         0
MICROSOFT CORP                   COMMON    594918104        866      34881  SH       DEFINED     8,13         34881     0         0
MICROSTRATEGY INC                COMMON    594972408      22579     425700  SH       DEFINED     1           425700     0         0
MICROSTRATEGY INC                COMMON    594972408       5532     104300  SH       DEFINED     15           52200     0     52100
MICROSTRATEGY INC                COMMON    594972408        122       2300  SH       DEFINED     15,14         2300     0         0
MICROSTRATEGY INC                COMMON    594972408       5824     109800  SH       DEFINED     2           105500     0      4300
MICROSTRATEGY INC                COMMON    594972408        727      13700  SH       DEFINED     5,15         13700     0         0
MICROCHIP TECHNOLOGY INC         COMMON    595017104     109070    3682296  SH       DEFINED     1          3682296     0         0
MICROCHIP TECHNOLOGY INC         COMMON    595017104     117001    3950052  SH       DEFINED     1,2        3950052     0         0
MICROCHIP TECHNOLOGY INC         COMMON    595017104       4223     142571  SH       DEFINED     15          109821     0     26950
MICROCHIP TECHNOLOGY INC         COMMON    595017104       2088      70500  SH       DEFINED     15,22        70500     0         0
MICROCHIP TECHNOLOGY INC         COMMON    595017104        293       9900  SH       DEFINED     15,8          9900     0         0
MICROCHIP TECHNOLOGY INC         COMMON    595017104      22989     776145  SH       DEFINED     2           754940     0     21205
MICROCHIP TECHNOLOGY INC         COMMON    595017104      34568    1167037  SH       DEFINED     24          203055     0    963982
MICROCHIP TECHNOLOGY INC         COMMON    595017104         27        914  SH       DEFINED     4              914     0         0
MICROCHIP TECHNOLOGY INC         COMMON    595017104         27        900  SH       DEFINED     5,15           900     0         0
MICROCHIP TECHNOLOGY INC         COMMON    595017104      35369    1194097  SH       DEFINED     6          1194097     0         0
MICROCHIP TECHNOLOGY INC         COMMON    595017104        229       7742  SH       DEFINED     8             7742     0         0
MICROMUSE INC                    COMMON    595094103          1        100  SH       DEFINED     24               0     0       100
MICROMUSE INC                    COMMON    595094103          2        310  SH       DEFINED     4              310     0         0
MICRON TECHNOLOGY INC            COMMON    595112103       5555     544100  SH       DEFINED     1           544100     0         0
MICRON TECHNOLOGY INC            COMMON    595112103        610      59729  SH       DEFINED     15           59729     0         0
MICRON TECHNOLOGY INC            COMMON    595112103        260      25500  SH       DEFINED     2            25500     0         0
MICRON TECHNOLOGY INC            COMMON    595112103        255      25000  SH       DEFINED     20           25000     0         0
MICRON TECHNOLOGY INC            COMMON    595112103         17       1695  SH       DEFINED     24               0     0      1695
MICRON TECHNOLOGY INC            COMMON    595112103          7        680  SH       DEFINED     4              680     0         0
MICRON TECHNOLOGY INC            COMMON    595112103        189      18555  SH       DEFINED     8            18555     0         0
MICROSEMI CORP                   COMMON    595137100      21847    1162052  SH       DEFINED     1          1162052     0         0
MICROSEMI CORP                   COMMON    595137100       5802     308600  SH       DEFINED     15          161800     0    146800
MICROSEMI CORP                   COMMON    595137100        130       6900  SH       DEFINED     15,14         6900     0         0
MICROSEMI CORP                   COMMON    595137100       5303     282100  SH       DEFINED     2           282100     0         0
MICROSEMI CORP                   COMMON    595137100        760      40400  SH       DEFINED     5,15         40400     0         0
MID-AMER APT CMNTYS INC          COMMON    59522J103       6954     153100  SH       DEFINED     15           97200     0     55900
MID-AMER APT CMNTYS INC          COMMON    59522J103        118       2600  SH       DEFINED     15,14         2600     0         0
MID-AMER APT CMNTYS INC          COMMON    59522J103       1694      37300  SH       DEFINED     5,15         37300     0         0
MID-STATE BANCSHARES             COMMON    595440108       1691      60900  SH       DEFINED     15           34100     0     26800
MID-STATE BANCSHARES             COMMON    595440108         36       1300  SH       DEFINED     15,14         1300     0         0
MID-STATE BANCSHARES             COMMON    595440108        544      19600  SH       DEFINED     5,15         19600     0         0
MIDAS GROUP INC                  COMMON    595626102       1923      83600  SH       DEFINED     1            83600     0         0
STANDARD AND POOR'S MIDCAP 400   COMMON    595635103        596       4756  SH       DEFINED     24             600     0      4156
STANDARD AND POOR'S MIDCAP 400   COMMON    595635103       1451      11584  SH       DEFINED     6            11584     0         0
MIDDLEBY CORP                    COMMON    596278101       2490      47100  SH       DEFINED     15           24400     0     22700
MIDDLEBY CORP                    COMMON    596278101         53       1000  SH       DEFINED     15,14         1000     0         0
MIDDLEBY CORP                    COMMON    596278101        433       8200  SH       DEFINED     5,15          8200     0         0
MIDWEST BANC HOLDINGS INC        COMMON    598251106        111       5751  SH       DEFINED     24               0     0      5751
MILACRON INC                     COMMON    598709103         32      17078  SH       DEFINED     6             3700  4666      8712
MILESTONE SCIENTIFIC WT          COMMON    59935P126          1       3500  SH       DEFINED     24               0     0      3500
MILLENNIUM PHARMACEUTICALS       COMMON    599902103         12       1297  SH       DEFINED     24             310     0       987
MILLENNIUM PHARMACEUTICALS       COMMON    599902103         90       9661  SH       DEFINED     8             9661     0         0
MILLEA HOLDINGS INC - ADR        COMMON    60032R106       7276     107605  SH       DEFINED     12           99875     0      7730
MILLEA HOLDINGS INC - ADR        COMMON    60032R106      23770     351524  SH       DEFINED     15          340094     0     11430
MILLER (HERMAN) INC              COMMON    600544100        247       8000  SH       DEFINED     15            8000     0         0
MILLER (HERMAN) INC              COMMON    600544100          7        222  SH       DEFINED     4              222     0         0
MILLIPORE CORP                   COMMON    601073109      10603     186900  SH       DEFINED     1           186900     0         0
MILLIPORE CORP                   COMMON    601073109        275       4851  SH       DEFINED     15            4851     0         0
MILLIPORE CORP                   COMMON    601073109       3336      58800  SH       DEFINED     2            58800     0         0



                                                                                         
MILLIPORE CORP                   COMMON    601073109     172312    3037400  SH       DEFINED     3          3037400     0         0
MILLIPORE CORP                   COMMON    601073109          2         30  SH       DEFINED     4               30     0         0
MILLIPORE CORP                   COMMON    601073109        267       4700  SH       DEFINED     6             3500  1200         0
MILLS CORP                       COMMON    601148109       1751      28800  SH       DEFINED     15           28800     0         0
MILLS CORP                       COMMON    601148109     104750    1723142  SH       DEFINED     15         1269104     0    419838
MILLS CORP                       COMMON    601148109         82       1350  SH       DEFINED     24             350     0      1000
MILLS CORP                       COMMON    601148109       7641     125700  SH       DEFINED     5,15        125700     0         0
MILLS CORP                       COMMON    601148109        128       2105  SH       DEFINED     6             1330   275       500
MINDSPEED TECHNOLOGIES INC       COMMON    602682106          0        333  SH       DEFINED     24               0     0       333
MINE SAFETY APPLIANCES CO        COMMON    602720104      19875     430200  SH       DEFINED     1           430200     0         0
MINE SAFETY APPLIANCES CO        COMMON    602720104        744      16100  SH       DEFINED     2            16100     0         0
MINERALS TECHNOLOGIES INC        COMMON    603158106      11482     186400  SH       DEFINED     1           186400     0         0
MIPS TECHNOLOGIES INC            COMMON    604567107       2807     389900  SH       DEFINED     15          209100     0    180800
MIPS TECHNOLOGIES INC            COMMON    604567107         60       8300  SH       DEFINED     15,14         8300     0         0
MIPS TECHNOLOGIES INC            COMMON    604567107        615      85400  SH       DEFINED     5,15         85400     0         0
MISSION WEST PPTYS INC           COMMON    605203108       2060     200600  SH       DEFINED     15          153800     0     46800
MISSION WEST PPTYS INC           COMMON    605203108         98       9500  SH       DEFINED     5,15          9500     0         0
MITSUBISHI TOKYO FINAN ADR       COMMON    606816106          3        355  SH       DEFINED     24               0     0       355
MOBILE TELESYSTEMS SP ADR        COMMON    607409109       6690     198800  SH       DEFINED     1           198800     0         0
MOBILE TELESYSTEMS SP ADR        COMMON    607409109        273       8100  SH       DEFINED     9             8100     0         0
MOBILE TELESYSTEMS SP ADR        COMMON    607409109       3163      94000  SH       DEFINED     9,10         94000     0         0
MOBILE TELESYSTEMS SP ADR        COMMON    607409109       1427      42400  SH       DEFINED     9,14         42400     0         0
MOBILE TELESYSTEMS SP ADR        COMMON    607409109        875      26000  SH       DEFINED     9,22         26000     0         0
MOHAWK INDS INC                  COMMON    608190104      55881     677350  SH       DEFINED     1           677350     0         0
MOHAWK INDS INC                  COMMON    608190104        153       1850  SH       DEFINED     1,3           1850     0         0
MOHAWK INDS INC                  COMMON    608190104       1068      12944  SH       DEFINED     15           12944     0         0
MOHAWK INDS INC                  COMMON    608190104       6062      73475  SH       DEFINED     2            73475     0         0
MOHAWK INDS INC                  COMMON    608190104         95       1150  SH       DEFINED     24              70     0      1080
MOHAWK INDS INC                  COMMON    608190104      34034     412531  SH       DEFINED     4           412531     0         0
MOHAWK INDS INC                  COMMON    608190104        297       3600  SH       DEFINED     5,2           3600     0         0
MOHAWK INDS INC                  COMMON    608190104       9768     118405  SH       DEFINED     6           118405     0         0
MOHAWK INDS INC                  COMMON    608190104         17        203  SH       DEFINED     8              203     0         0
MOLDFLOW CORPORATION             COMMON    608507109         95       7356  SH       DEFINED     6             7356     0         0
MOLECULAR DEVICES CORP           COMMON    60851C107         19        900  SH       DEFINED     6              200   250       450
MOLEX INC                        COMMON    608554101        425      16333  SH       DEFINED     15           16333     0         0
MOLEX INC                        COMMON    608554101       2398      92104  SH       DEFINED     24            1244     0     90860
MOLEX INC                        COMMON    608554101         26       1006  SH       DEFINED     6             1006     0         0
MOLEX INC - CL A                 COMMON    608554200        654      27847  SH       DEFINED     24               0     0     27847
MOLEX INC - CL A                 COMMON    608554200     327193   13934978  SH       DEFINED     3         13934978     0         0
MOLEX INC - CL A                 COMMON    608554200       2907     123800  SH       DEFINED     3,22        123800     0         0
MOLEX INC - CL A                 COMMON    608554200         26       1108  SH       DEFINED     6             1108     0         0
MOLINA HEALTHCARE INC            COMMON    60855R100       6909     156100  SH       DEFINED     1           156100     0         0
MOLINA HEALTHCARE INC            COMMON    60855R100         52       1175  SH       DEFINED     6              250   325       600
MOLSON COORS BREWING CO -B       COMMON    60871R209      80388    1296575  SH       DEFINED     1          1296575     0         0
MOLSON COORS BREWING CO -B       COMMON    60871R209        472       7619  SH       DEFINED     15            7619     0         0
MOLSON COORS BREWING CO -B       COMMON    60871R209       1996      32200  SH       DEFINED     2            32200     0         0
MOLSON COORS BREWING CO -B       COMMON    60871R209        124       2000  SH       DEFINED     2,14          2000     0         0
MOLSON COORS BREWING CO -B       COMMON    60871R209     132699    2140304  SH       DEFINED     3          2140304     0         0
MONACO COACH CORP                COMMON    60886R103         89       5200  SH       DEFINED     24               0     0      5200
MONARCH CASINO & RESORT INC      COMMON    609027107       2563     116300  SH       DEFINED     15           65400     0     50900
MONARCH CASINO & RESORT INC      COMMON    609027107         57       2600  SH       DEFINED     15,14         2600     0         0
MONARCH CASINO & RESORT INC      COMMON    609027107        710      32200  SH       DEFINED     5,15         32200     0         0
MONEYGRAM INTERNATIONAL          COMMON    60935Y109       4149     217000  SH       DEFINED     1           217000     0         0
MONEYGRAM INTERNATIONAL          COMMON    60935Y109         41       2146  SH       DEFINED     4             2146     0         0
MONEYGRAM INTERNATIONAL          COMMON    60935Y109          2        100  SH       DEFINED     6              100     0         0
MONOLITHIC POWER SYSTEMS INC     COMMON    609839105          9       1000  SH       DEFINED     15             400     0       600
MONRO MUFFLER BRAKE INC          COMMON    610236101         53       1800  SH       DEFINED     6              400   500       900
MONSANTO COMPANY                 COMMON    61166W101      37644     598755  SH       DEFINED     1           598755     0         0
MONSANTO COMPANY                 COMMON    61166W101      44009     700000  SH       DEFINED     1,2         700000     0         0
MONSANTO COMPANY                 COMMON    61166W101        138       2200  SH       DEFINED     9             2200     0         0
MONSANTO COMPANY                 COMMON    61166W101       2052      32640  SH       DEFINED     9,15         32640     0         0
MONSANTO COMPANY                 COMMON    61166W101      14101     224294  SH       DEFINED     15          190844     0     33450
MONSANTO COMPANY                 COMMON    61166W101        207       3300  SH       DEFINED     15,14         3300     0         0
MONSANTO COMPANY                 COMMON    61166W101       1213      19300  SH       DEFINED     15,8         19300     0         0
MONSANTO COMPANY                 COMMON    61166W101      13963     222100  SH       DEFINED     2           222100     0         0
MONSANTO COMPANY                 COMMON    61166W101        222       3539  SH       DEFINED     23            3539     0         0
MONSANTO COMPANY                 COMMON    61166W101        136       2170  SH       DEFINED     24               0     0      2170
MONSANTO COMPANY                 COMMON    61166W101         53        836  SH       DEFINED     4              836     0         0
MONSANTO COMPANY                 COMMON    61166W101       1006      16000  SH       DEFINED     5,15         16000     0         0
MONSANTO COMPANY                 COMMON    61166W101        592       9421  SH       DEFINED     6             9421     0         0
MONSANTO COMPANY                 COMMON    61166W101        650      10343  SH       DEFINED     8            10343     0         0
MONSTER WORLDWIDE INC            COMMON    611742107       3660     127603  SH       DEFINED     15          111503     0      9900
MONSTER WORLDWIDE INC            COMMON    611742107         29       1000  SH       DEFINED     5,15          1000     0         0
MONTGOMERY STREET INCOME SEC C   COMMON    614115103         11        600  SH       DEFINED     24               0     0       600
MOODYS CORPORATION               COMMON    615369105      39587     880500  SH       DEFINED     1           880500     0         0
MOODYS CORPORATION               COMMON    615369105      15570     346300  SH       DEFINED     1,3         346300     0         0
MOODYS CORPORATION               COMMON    615369105        391       8700  SH       DEFINED     9,7           8700     0         0
MOODYS CORPORATION               COMMON    615369105        980      21800  SH       DEFINED     9,15         21800     0         0
MOODYS CORPORATION               COMMON    615369105       5274     117300  SH       DEFINED     9,2         117300     0         0
MOODYS CORPORATION               COMMON    615369105       1740      38708  SH       DEFINED     15           38708     0         0
MOODYS CORPORATION               COMMON    615369105        328       7300  SH       DEFINED     15,8          7300     0         0
MOODYS CORPORATION               COMMON    615369105       3417      76000  SH       DEFINED     2            76000     0         0
MOODYS CORPORATION               COMMON    615369105        126       2800  SH       DEFINED     23            2800     0         0
MOODYS CORPORATION               COMMON    615369105        478      10640  SH       DEFINED     24            4640     0      6000
MOODYS CORPORATION               COMMON    615369105       1746      38830  SH       DEFINED     6            31430     0      7400
MOODYS CORPORATION               COMMON    615369105       1036      23046  SH       DEFINED     8            23046     0         0
MOODYS CORPORATION               COMMON    615369105         67       1494  SH       DEFINED     8,10          1494     0         0
MOOG INC CL A                    COMMON    615394202       2031      64500  SH       DEFINED     1            64500     0         0
MOOG INC CL A                    COMMON    615394202         28        900  SH       DEFINED     6              200   250       450
MORGAN STANLEY                   COMMON    617446448     404541    7709950  SH       DEFINED     1          7709950     0         0
MORGAN STANLEY                   COMMON    617446448      35063     668250  SH       DEFINED     1,2         668250     0         0
MORGAN STANLEY                   COMMON    617446448       5740     109400  SH       DEFINED     9           109400     0         0
MORGAN STANLEY                   COMMON    617446448       3863      73620  SH       DEFINED     9,15         73620     0         0



                                                                                         
MORGAN STANLEY                   COMMON    617446448      62234    1186086  SH       DEFINED     15          785419     0    398177
MORGAN STANLEY                   COMMON    617446448        823      15692  SH       DEFINED     15,22        15692     0         0
MORGAN STANLEY                   COMMON    617446448       4602      87700  SH       DEFINED     15,8         87700     0         0
MORGAN STANLEY                   COMMON    617446448       6847     130500  SH       DEFINED     2           130500     0         0
MORGAN STANLEY                   COMMON    617446448        341       6500  SH       DEFINED     2,14          6500     0         0
MORGAN STANLEY                   COMMON    617446448        720      13716  SH       DEFINED     23           13716     0         0
MORGAN STANLEY                   COMMON    617446448       1809      34481  SH       DEFINED     24           11641     0     22840
MORGAN STANLEY                   COMMON    617446448      26615     507249  SH       DEFINED     4           507249     0         0
MORGAN STANLEY                   COMMON    617446448        252       4800  SH       DEFINED     5,15          4800     0         0
MORGAN STANLEY                   COMMON    617446448       1106      21072  SH       DEFINED     6            21072     0         0
MORGAN STANLEY                   COMMON    617446448       2857      54448  SH       DEFINED     8            54448     0         0
MORGAN STANLEY                   COMMON    617446448         96       1839  SH       DEFINED     8,10          1839     0         0
FNM-SLM(MWD)CVT 0.0 10-20-06     CONVERT   617446GB9      10595    9075000  SH       DEFINED     15         1250000     0   7825000
ORACLE CORP (MWD) CVT 0.0 12-3   CONVERT   617446GV5      18556   18875000  SH       DEFINED     15         2475000     0  16400000
CISCO CORP (MWD) CVT .25% 05-1   CONVERT   617446JG5       8910    9000000  SH       DEFINED     15         2225000     0   6775000
WAL-MART STORES CVT(MWD) 1.5 0   CONVERT   617446MK2          0     100000  SH       DEFINED     24               0     0    100000
INDUSTRIALS BSKT (MWD) 144A 0.   CONVERT   617446YD5      19826   20000000  SH       DEFINED     15         2725000     0  17275000
CLEAR CHANNEL CVT(MWD) 0.5 07-   CONVERT   617446YE3      19376   20000000  SH       DEFINED     15         2750000     0  17250000
MORGAN STANLEY ASIA PACIFIC CF   COMMON    61744U106         26       2000  SH       DEFINED     24               0     0      2000
MORGAN STANLEY INDIA INVEST CF   COMMON    61745C105         32       1000  SH       DEFINED     24               0     0      1000
MSDW CALIF QUALITY MUNI SECS C   COMMON    61745P635          1         76  SH       DEFINED     15              76     0         0
MORGAN STANLEY D WITTER INS CL   COMMON    61745P866         48       3470  SH       DEFINED     6             3470     0         0
HOME DEPOT CVT(MWD) 2.15 10-30   CONVERT   61746SAX7      27386   28250000  SH       DEFINED     15         4250000     0  24000000
MORTGAGEIT HOLDINGS INC          COMMON    61915Q108        584      32000  SH       DEFINED     15           18000     0     14000
MORTGAGEIT HOLDINGS INC          COMMON    61915Q108         13        700  SH       DEFINED     15,14          700     0         0
MORTGAGEIT HOLDINGS INC          COMMON    61915Q108         18       1000  SH       DEFINED     24               0     0      1000
MORTGAGEIT HOLDINGS INC          COMMON    61915Q108        203      11100  SH       DEFINED     5,15         11100     0         0
MOSAIC CO-THE                    COMMON    61945A107          5        321  SH       DEFINED     24               0     0       321
MOTOROLA INC                     COMMON    620076109      87517    4792830  SH       DEFINED     1          4792830     0         0
MOTOROLA INC                     COMMON    620076109        765      41900  SH       DEFINED     9            41900     0         0
MOTOROLA INC                     COMMON    620076109       4325     236870  SH       DEFINED     9,15        236870     0         0
MOTOROLA INC                     COMMON    620076109        928      50814  SH       DEFINED     11,8         50814     0         0
MOTOROLA INC                     COMMON    620076109      56738    3107202  SH       DEFINED     15         2797702     0    309500
MOTOROLA INC                     COMMON    620076109       1172      64200  SH       DEFINED     15,14        64200     0         0
MOTOROLA INC                     COMMON    620076109       5549     303900  SH       DEFINED     15,22       303900     0         0
MOTOROLA INC                     COMMON    620076109       3334     182600  SH       DEFINED     15,8        182600     0         0
MOTOROLA INC                     COMMON    620076109       2842     155650  SH       DEFINED     2           155650     0         0
MOTOROLA INC                     COMMON    620076109         77       4200  SH       DEFINED     2,14          4200     0         0
MOTOROLA INC                     COMMON    620076109       2702     148000  SH       DEFINED     20          148000     0         0
MOTOROLA INC                     COMMON    620076109       2608     142822  SH       DEFINED     23          142822     0         0
MOTOROLA INC                     COMMON    620076109       1265      69264  SH       DEFINED     24               0     0     69264
MOTOROLA INC                     COMMON    620076109       9650     528485  SH       DEFINED     4           528485     0         0
MOTOROLA INC                     COMMON    620076109       2903     159000  SH       DEFINED     5,15        159000     0         0
MOTOROLA INC                     COMMON    620076109        596      32656  SH       DEFINED     6            32656     0         0
MOTOROLA INC                     COMMON    620076109        338      18500  SH       DEFINED     7            18500     0         0
MOTOROLA INC                     COMMON    620076109       5507     301573  SH       DEFINED     8           301573     0         0
MOTOROLA INC                     COMMON    620076109        102       5611  SH       DEFINED     8,10          5611     0         0
MOTOROLA INC                     COMMON    620076109        764      41845  SH       DEFINED     8,13         41845     0         0
MOVADO GROUP                     COMMON    624580106         26       1400  SH       DEFINED     15            1400     0         0
MOVADO GROUP                     COMMON    624580106         64       3400  SH       DEFINED     5,15          3400     0         0
MOVADO GROUP                     COMMON    624580106         64       3375  SH       DEFINED     6             3375     0         0
MOVIE GALLERY INC                COMMON    624581104       2754     104200  SH       DEFINED     1           104200     0         0
MOVIE GALLERY INC                COMMON    624581104         53       2000  SH       DEFINED     9,7           2000     0         0
MOVIE GALLERY INC                COMMON    624581104        468      17700  SH       DEFINED     2            17700     0         0
MULTIMEDIA GAMES INC             COMMON    625453105       2451     222600  SH       DEFINED     1           222600     0         0
MUNIHOLDINGS NJ INS FUND CF      COMMON    625936109         15        967  SH       DEFINED     24               0     0       967
MUNICIPAL ADVANTAGE FUND INC C   COMMON    626189104          6        500  SH       DEFINED     24             500     0         0
MUNICIPAL MORTGAGE & EQUITY      COMMON    62624B101         13        500  SH       DEFINED     24               0     0       500
MUNICIPAL MORTGAGE & EQUITY      COMMON    62624B101         11        440  SH       DEFINED     6              440     0         0
MUNIVEST FUND INC CF             COMMON    626295109        174      17301  SH       DEFINED     24               0     0     17301
MUNIYIELD CALIFORNIA FUND CEF    COMMON    626296107         59       4250  SH       DEFINED     24               0     0      4250
MUNIYIELD FUND CLOSED END        COMMON    626299101         75       5000  SH       DEFINED     24               0     0      5000
MUNIYIELD CALIF INSD FUND        COMMON    62629L104          1         53  SH       DEFINED     15              53     0         0
MUNIYIELD QUALITY FUND II CF     COMMON    62630T104          0         28  SH       DEFINED     24               0     0        28
MURPHY OIL CORP                  COMMON    626717102     227156    4349150  SH       DEFINED     1          4349150     0         0
MURPHY OIL CORP                  COMMON    626717102      40483     775100  SH       DEFINED     1,2         775100     0         0
MURPHY OIL CORP                  COMMON    626717102        178       3400  SH       DEFINED     1,3           3400     0         0
MURPHY OIL CORP                  COMMON    626717102       1726      33044  SH       DEFINED     15           23144     0      9900
MURPHY OIL CORP                  COMMON    626717102       4962      95000  SH       DEFINED     15,14        95000     0         0
MURPHY OIL CORP                  COMMON    626717102      10847     207680  SH       DEFINED     2           195780     0     11900
MURPHY OIL CORP                  COMMON    626717102      39585     757892  SH       DEFINED     4           757892     0         0
MURPHY OIL CORP                  COMMON    626717102        353       6750  SH       DEFINED     5,2           6750     0         0
MURPHY OIL CORP                  COMMON    626717102         21        400  SH       DEFINED     6              400     0         0
MYLAN LABORATORIES               COMMON    628530107         24       1260  SH       DEFINED     15            1260     0         0
MYLAN LABORATORIES               COMMON    628530107       1483      77068  SH       DEFINED     15           70568     0      6500
MYLAN LABORATORIES               COMMON    628530107        264      13700  SH       DEFINED     15,8         13700     0         0
MYLAN LABORATORIES               COMMON    628530107         22       1125  SH       DEFINED     24            1125     0         0
MYLAN LABORATORIES               COMMON    628530107         65       3375  SH       DEFINED     6             3375     0         0
MYRIAD GENETICS INC              COMMON    62855J104       5524     353000  SH       DEFINED     1           353000     0         0
MYRIAD GENETICS INC              COMMON    62855J104       1792     114500  SH       DEFINED     2           114500     0         0
NBC CAPITAL CORP                 COMMON    628729105        448      18400  SH       DEFINED     15           10600     0      7800
NBC CAPITAL CORP                 COMMON    628729105         10        400  SH       DEFINED     15,14          400     0         0
NBC CAPITAL CORP                 COMMON    628729105        151       6200  SH       DEFINED     5,15          6200     0         0
N B T BANCORP INC                COMMON    628778102        442      18700  SH       DEFINED     1            18700     0         0
N B T BANCORP INC                COMMON    628778102         43       1800  SH       DEFINED     15            1800     0         0
N B T BANCORP INC                COMMON    628778102        109       4600  SH       DEFINED     5,15          4600     0         0
NBTY INC                         COMMON    628782104       4205     162100  SH       DEFINED     1           162100     0         0
NBTY INC                         COMMON    628782104        519      20000  SH       DEFINED     15,14        20000     0         0
NBTY INC                         COMMON    628782104         10        385  SH       DEFINED     2              385     0         0
NBTY INC                         COMMON    628782104         82       3150  SH       DEFINED     6              675   875      1600
NCI BUILDING SYS INC             COMMON    628852105       2467      75200  SH       DEFINED     1            75200     0         0
NCR CORPORATION                  COMMON    62886E108       5800     165150  SH       DEFINED     1           165150     0         0
NCR CORPORATION                  COMMON    62886E108        379      10800  SH       DEFINED     9            10800     0         0



                                                                                         
NCR CORPORATION                  COMMON    62886E108       6834     194590  SH       DEFINED     9,15        194590     0         0
NCR CORPORATION                  COMMON    62886E108      33400     951030  SH       DEFINED     15          853730     0     89000
NCR CORPORATION                  COMMON    62886E108        583      16600  SH       DEFINED     15,14        16600     0         0
NCR CORPORATION                  COMMON    62886E108       1057      30100  SH       DEFINED     15,8         30100     0         0
NCR CORPORATION                  COMMON    62886E108       2311      65800  SH       DEFINED     2            65800     0         0
NCR CORPORATION                  COMMON    62886E108        227       6474  SH       DEFINED     23            6474     0         0
NCR CORPORATION                  COMMON    62886E108         32        900  SH       DEFINED     24               0     0       900
NCR CORPORATION                  COMMON    62886E108       1549      44100  SH       DEFINED     5,15         44100     0         0
NCR CORPORATION                  COMMON    62886E108        168       4770  SH       DEFINED     6             3570  1200         0
NCR CORPORATION                  COMMON    62886E108       1055      30028  SH       DEFINED     8            30028     0         0
NCR CORPORATION                  COMMON    62886E108         97       2767  SH       DEFINED     8,10          2767     0         0
NDS GROUP PLC ADR                COMMON    628891103       5504     165200  SH       DEFINED     1           165200     0         0
NS GROUP INC                     COMMON    628916108       6869     211300  SH       DEFINED     15          124500     0     86800
NS GROUP INC                     COMMON    628916108        133       4100  SH       DEFINED     15,14         4100     0         0
NS GROUP INC                     COMMON    628916108       2802      86200  SH       DEFINED     5,15         86200     0         0
NII HOLDINGS INC                 COMMON    62913F201      28562     446700  SH       DEFINED     1           446700     0         0
NII HOLDINGS INC                 COMMON    62913F201       4726      73910  SH       DEFINED     15,22        73910     0         0
NII HOLDINGS INC                 COMMON    62913F201       1925      30100  SH       DEFINED     2            30100     0         0
NII HOLDINGS INC                 COMMON    62913F201        153       2400  SH       DEFINED     6             2400     0         0
NL INDUSTRIES                    COMMON    629156407         22       1400  SH       DEFINED     15            1400     0         0
NL INDUSTRIES                    COMMON    629156407         57       3700  SH       DEFINED     5,15          3700     0         0
NRG ENERGY INC                   COMMON    629377508         61       1625  SH       DEFINED     6              350   450       825
NTL INC                          COMMON    62940M104       4251      62130  SH       DEFINED     1            62130     0         0
NTL INC                          COMMON    62940M104        535       7826  SH       DEFINED     15,14         7826     0         0
NTL INC                          COMMON    62940M104         10        140  SH       DEFINED     2              140     0         0
NTL INC                          COMMON    62940M104         22        325  SH       DEFINED     8              325     0         0
NUCO2 INC                        COMMON    629428103         65       2546  SH       DEFINED     6             2546     0         0
NVR INC                          COMMON    62944T105       9695      11969  SH       DEFINED     1            11969     0         0
NVR INC                          COMMON    62944T105        867       1070  SH       DEFINED     9             1070     0         0
NVR INC                          COMMON    62944T105       7493       9250  SH       DEFINED     9,15          9250     0         0
NVR INC                          COMMON    62944T105      41006      50625  SH       DEFINED     15           43915     0      5740
NVR INC                          COMMON    62944T105        458        565  SH       DEFINED     15,14          565     0         0
NVR INC                          COMMON    62944T105       1494       1845  SH       DEFINED     15,8          1845     0         0
NVR INC                          COMMON    62944T105       3003       3707  SH       DEFINED     2             3707     0         0
NVR INC                          COMMON    62944T105        313        387  SH       DEFINED     23             387     0         0
NVR INC                          COMMON    62944T105       1839       2270  SH       DEFINED     5,15          2270     0         0
NVR INC                          COMMON    62944T105        846       1045  SH       DEFINED     8             1045     0         0
NVR INC                          COMMON    62944T105         71         88  SH       DEFINED     8,10            88     0         0
NABI BIOPHARMACEUTICALS          COMMON    629519109      14220     933716  SH       DEFINED     1           933716     0         0
NABI BIOPHARMACEUTICALS          COMMON    629519109        762      50000  SH       DEFINED     11,2         50000     0         0
NABI BIOPHARMACEUTICALS          COMMON    629519109       2141     140600  SH       DEFINED     15,22       140600     0         0
NABI BIOPHARMACEUTICALS          COMMON    629519109        874      57400  SH       DEFINED     2            57400     0         0
NABORS INDUSTRIES CVT(NBR) 0.0   CONVERT   629568AL0       9259    9000000  SH       DEFINED     15         1300000     0   7700000
NALCO HOLDING CO                 COMMON    62985Q101       8963     456600  SH       DEFINED     1           456600     0         0
NALCO HOLDING CO                 COMMON    62985Q101        334      17000  SH       DEFINED     2            17000     0         0
NALCO HOLDING CO                 COMMON    62985Q101        215      10928  SH       DEFINED     24            1119     0      9809
NALCO HOLDING CO                 COMMON    62985Q101      16690     850210  SH       DEFINED     6           850210     0         0
NARA BANCORP INC                 COMMON    63080P105       2701     184000  SH       DEFINED     1           184000     0         0
NASDAQ 100 TR ETF                COMMON    631100104        837      22765  SH       DEFINED     24               0     0     22765
NASDAQ 100 TR ETF                COMMON    631100104        273       7421  SH       DEFINED     6             7421     0         0
NASH FINCH CO                    COMMON    631158102       1117      30400  SH       DEFINED     1            30400     0         0
NASH FINCH CO                    COMMON    631158102       6073     165300  SH       DEFINED     15           93900     0     71400
NASH FINCH CO                    COMMON    631158102        125       3400  SH       DEFINED     15,14         3400     0         0
NASH FINCH CO                    COMMON    631158102       2087      56800  SH       DEFINED     5,15         56800     0         0
NASH FINCH CO                    COMMON    631158102         51       1375  SH       DEFINED     6              300   375       700
NATIONAL AUSTRALIA BANK ADR      COMMON    632525408        778       6650  SH       DEFINED     9,15          6650     0         0
NATIONAL AUSTRALIA BANK ADR      COMMON    632525408      35149     300345  SH       DEFINED     12          291525     0      8820
NATIONAL AUSTRALIA BANK ADR      COMMON    632525408          0          0  SH       DEFINED     12,14            0     0         0
NATIONAL AUSTRALIA BANK ADR      COMMON    632525408      45100     385373  SH       DEFINED     15          373337     0     12036
NATIONAL CITY CORP               COMMON    635405103        367      10745  SH       DEFINED     15            8300     0      2445
NATIONAL CITY CORP               COMMON    635405103       4040     118400  SH       DEFINED     9,15        118400     0         0
NATIONAL CITY CORP               COMMON    635405103      19661     576242  SH       DEFINED     15          532142     0     44100
NATIONAL CITY CORP               COMMON    635405103       2876      84300  SH       DEFINED     15,8         84300     0         0
NATIONAL CITY CORP               COMMON    635405103        362      10600  SH       DEFINED     23           10600     0         0
NATIONAL CITY CORP               COMMON    635405103        617      18074  SH       DEFINED     24               0     0     18074
NATIONAL CITY CORP               COMMON    635405103       2325      68151  SH       DEFINED     6            68151     0         0
NATIONAL CITY CORP               COMMON    635405103       1441      42220  SH       DEFINED     8            42220     0         0
NATIONAL CITY CORP               COMMON    635405103         63       1847  SH       DEFINED     8,10          1847     0         0
NATIONAL FINANCIAL PARTNERS      COMMON    63607P208       3049      77900  SH       DEFINED     1            77900     0         0
NATIONAL FUEL GAS CO NJ          COMMON    636180101         73       2520  SH       DEFINED     15            2520     0         0
NATIONAL FUEL GAS CO NJ          COMMON    636180101        567      19600  SH       DEFINED     15           18100     0      1500
NATIONAL FUEL GAS CO NJ          COMMON    636180101        185       6400  SH       DEFINED     15,8          6400     0         0
NATIONAL FUEL GAS CO NJ          COMMON    636180101         58       2000  SH       DEFINED     24               0     0      2000
NATIONAL FUEL GAS CO NJ          COMMON    636180101          4        150  SH       DEFINED     6              150     0         0
NATIONAL GRID TRANSCO ADR        COMMON    636274102         15        300  SH       DEFINED     24               0     0       300
NATIONAL HEALTH INVESTORS REIT   COMMON    63633D104       1853      66000  SH       DEFINED     15           37500     0     28500
NATIONAL HEALTH INVESTORS REIT   COMMON    63633D104         36       1300  SH       DEFINED     15,14         1300     0         0
NATIONAL HEALTH INVESTORS REIT   COMMON    63633D104        710      25300  SH       DEFINED     5,15         25300     0         0
NATIONAL INSTRS CORP             COMMON    636518102       4497     212100  SH       DEFINED     3           212100     0         0
NATIONAL INSTRS CORP             COMMON    636518102       1165      54955  SH       DEFINED     6            54955     0         0
NATIONAL OILWELL VARCO INC       COMMON    637071101     109782    2309252  SH       DEFINED     1          2309252     0         0
NATIONAL OILWELL VARCO INC       COMMON    637071101      59425    1250000  SH       DEFINED     1,2        1250000     0         0
NATIONAL OILWELL VARCO INC       COMMON    637071101      12204     256705  SH       DEFINED     15          205515     0     51190
NATIONAL OILWELL VARCO INC       COMMON    637071101       3993      84000  SH       DEFINED     15,14        84000     0         0
NATIONAL OILWELL VARCO INC       COMMON    637071101       9489     199600  SH       DEFINED     2           187300     0     12300
NATIONAL OILWELL VARCO INC       COMMON    637071101        591      12425  SH       DEFINED     4            12425     0         0
NATIONAL OILWELL VARCO INC       COMMON    637071101        135       2836  SH       DEFINED     8             2836     0         0
NATIONAL PENN BANCSHARES INC     COMMON    637138108         41       1625  SH       DEFINED     15            1625     0         0
NATIONAL PENN BANCSHARES INC     COMMON    637138108        103       4125  SH       DEFINED     5,15          4125     0         0
NATIONAL SEMICONDUCTOR CORP      COMMON    637640103     231119   10491090  SH       DEFINED     1         10491090     0         0
NATIONAL SEMICONDUCTOR CORP      COMMON    637640103      71699    3254600  SH       DEFINED     1,2        3254600     0         0
NATIONAL SEMICONDUCTOR CORP      COMMON    637640103        123       5600  SH       DEFINED     1,3           5600     0         0
NATIONAL SEMICONDUCTOR CORP      COMMON    637640103       2199      99800  SH       DEFINED     9            99800     0         0



                                                                                         
NATIONAL SEMICONDUCTOR CORP      COMMON    637640103         89       4030  SH       DEFINED     9,15          4030     0         0
NATIONAL SEMICONDUCTOR CORP      COMMON    637640103        264      12000  SH       DEFINED     9,22         12000     0         0
NATIONAL SEMICONDUCTOR CORP      COMMON    637640103       3086     140103  SH       DEFINED     15          110303     0     29800
NATIONAL SEMICONDUCTOR CORP      COMMON    637640103       2410     109400  SH       DEFINED     15,22       109400     0         0
NATIONAL SEMICONDUCTOR CORP      COMMON    637640103        176       8000  SH       DEFINED     15,8          8000     0         0
NATIONAL SEMICONDUCTOR CORP      COMMON    637640103      11290     512500  SH       DEFINED     2           477900     0     34600
NATIONAL SEMICONDUCTOR CORP      COMMON    637640103        881      40000  SH       DEFINED     20           40000     0         0
NATIONAL SEMICONDUCTOR CORP      COMMON    637640103         63       2850  SH       DEFINED     24               0     0      2850
NATIONAL SEMICONDUCTOR CORP      COMMON    637640103      36803    1670590  SH       DEFINED     4          1670590     0         0
NATIONAL SEMICONDUCTOR CORP      COMMON    637640103        242      11000  SH       DEFINED     5,2          11000     0         0
NATIONAL SEMICONDUCTOR CORP      COMMON    637640103        218       9874  SH       DEFINED     8             9874     0         0
NATIONWIDE FINANCIAL SERVICES    COMMON    638612101       5566     146705  SH       DEFINED     1           146130     0       575
NATIONWIDE FINANCIAL SERVICES    COMMON    638612101         63       1650  SH       DEFINED     15            1450     0       200
NATIONWIDE FINANCIAL SERVICES    COMMON    638612101         46       1200  SH       DEFINED     24               0     0      1200
NATIONWIDE FINANCIAL SERVICES    COMMON    638612101          3         80  SH       DEFINED     6               80     0         0
NATIONWIDE HEALTH PPTYS INC      COMMON    638620104      40446    1713100  SH       DEFINED     15         1605100     0    108000
NATIONWIDE HEALTH PPTYS INC      COMMON    638620104         33       1400  SH       DEFINED     24               0     0      1400
NATIONWIDE HEALTH PPTYS INC      COMMON    638620104          0          0  SH       DEFINED     4                0     0         0
NAVISTAR INTL CVT(NAV) 4.75 04   CONVERT   638902AM8        639     650000  SH       DEFINED     24               0     0    650000
NATURAL RESOURCE PARTNERS LP     COMMON    63900P103        696      12000  SH       DEFINED     1            12000     0         0
NATURES SUNSHINE PRODS INC       COMMON    639027101         61       3475  SH       DEFINED     6              750   975      1750
INDUSTRIE NATUZZI SPA ADR        COMMON    63905A101          0          0  SH       DEFINED     3                0     0         0
NAUTILUS INC                     COMMON    63910B102      17827     625500  SH       DEFINED     1           625500     0         0
NAUTILUS INC                     COMMON    63910B102       1727      60600  SH       DEFINED     15           34100     0     26500
NAUTILUS INC                     COMMON    63910B102         29       1000  SH       DEFINED     15,14         1000     0         0
NAUTILUS INC                     COMMON    63910B102       5515     193500  SH       DEFINED     2           193500     0         0
NAUTILUS INC                     COMMON    63910B102        504      17700  SH       DEFINED     5,15         17700     0         0
NAVISTAR INTERNATIONAL           COMMON    63934E108        204       6366  SH       DEFINED     15            6366     0         0
NAVISTAR INTERNATIONAL           COMMON    63934E108        131       4100  SH       DEFINED     24               0     0      4100
NAVIGANT CONSULTING INC          COMMON    63935N107      12464     705800  SH       DEFINED     1           705800     0         0
NAVIGANT CONSULTING INC          COMMON    63935N107        472      26700  SH       DEFINED     2            26700     0         0
NAVTEQ CORP                      COMMON    63936L100      45092    1212800  SH       DEFINED     1          1212800     0         0
NAVTEQ CORP                      COMMON    63936L100      49330    1326800  SH       DEFINED     1,2        1326800     0         0
NAVTEQ CORP                      COMMON    63936L100        424      11400  SH       DEFINED     15               0     0     11400
NAVTEQ CORP                      COMMON    63936L100      11411     306900  SH       DEFINED     2           293300     0     13600
NAVTEQ CORP                      COMMON    63936L100        335       9000  SH       DEFINED     6             2900     0      6100
NEENAH PAPER INC                 COMMON    640079109          3         90  SH       DEFINED     15               0     0        90
NEENAH PAPER INC                 COMMON    640079109         10        334  SH       DEFINED     24               0     0       334
NEENAH PAPER INC                 COMMON    640079109          0          0  SH       DEFINED     3                0     0         0
NEENAH PAPER INC                 COMMON    640079109          7        223  SH       DEFINED     6              223     0         0
NEENAH PAPER INC                 COMMON    640079109         15        478  SH       DEFINED     8              478     0         0
NEIMAN MARCUS GROUP INC          COMMON    640204202         14        140  SH       DEFINED     15             140     0         0
NEIMAN MARCUS GROUP INC          COMMON    640204202        223       2300  SH       DEFINED     15            2200     0       100
NEIMAN MARCUS GROUP INC          COMMON    640204202         21        220  SH       DEFINED     24             220     0         0
NEIMAN MARCUS GROUP CL B         COMMON    640204301        157       1626  SH       DEFINED     24               0     0      1626
NELNET INC- CL A                 COMMON    64031N108       1747      52500  SH       DEFINED     15           28700     0     23800
NELNET INC- CL A                 COMMON    64031N108         37       1100  SH       DEFINED     15,14         1100     0         0
NELNET INC- CL A                 COMMON    64031N108        449      13500  SH       DEFINED     5,15         13500     0         0
NESS TECHNOLOGIES INC            COMMON    64104X108       5483     516300  SH       DEFINED     9           516300     0         0
NESS TECHNOLOGIES INC            COMMON    64104X108       1164     109600  SH       DEFINED     9,22        109600     0         0
NETFLIX.COM INC                  COMMON    64110L106       2345     142900  SH       DEFINED     1           142900     0         0
NETFLIX.COM INC                  COMMON    64110L106       1388      84600  SH       DEFINED     1,3          84600     0         0
NETFLIX.COM INC                  COMMON    64110L106         97       5900  SH       DEFINED     9,7           5900     0         0
NETFLIX.COM INC                  COMMON    64110L106        471      28700  SH       DEFINED     9,2          28700     0         0
NETFLIX.COM INC                  COMMON    64110L106        848      51700  SH       DEFINED     2            51700     0         0
NETFLIX.COM INC                  COMMON    64110L106          2        100  SH       DEFINED     24               0     0       100
NETEASE.COM INC ADR              COMMON    64110W102       2456      43000  SH       DEFINED     1            43000     0         0
NETEASE.COM INC ADR              COMMON    64110W102        280       4900  SH       DEFINED     15,22         4900     0         0
NETGEAR INC                      COMMON    64111Q104      12244     658300  SH       DEFINED     1           658300     0         0
NETGEAR INC                      COMMON    64111Q104       5766     310000  SH       DEFINED     15          166800     0    143200
NETGEAR INC                      COMMON    64111Q104        125       6700  SH       DEFINED     15,14         6700     0         0
NETGEAR INC                      COMMON    64111Q104       3871     208100  SH       DEFINED     2           208100     0         0
NETGEAR INC                      COMMON    64111Q104       1209      65000  SH       DEFINED     5,15         65000     0         0
NETIQ CORP                       COMMON    64115P102         34       3000  SH       DEFINED     24            3000     0         0
NETSCOUT SYSTEMS INC             COMMON    64115T104         19       2900  SH       DEFINED     15            2900     0         0
NETSCOUT SYSTEMS INC             COMMON    64115T104         47       7100  SH       DEFINED     5,15          7100     0         0
NETSCOUT SYSTEMS INC             COMMON    64115T104      44318    6725067  SH       DEFINED     6          6725067     0         0
NETWORK APPLIANCE INC            COMMON    64120L104      16148     571200  SH       DEFINED     1           571200     0         0
NETWORK APPLIANCE INC            COMMON    64120L104        803      28400  SH       DEFINED     9            28400     0         0
NETWORK APPLIANCE INC            COMMON    64120L104       8710     308100  SH       DEFINED     9,15        308100     0         0
NETWORK APPLIANCE INC            COMMON    64120L104      62458    2209343  SH       DEFINED     15         1991843     0    197400
NETWORK APPLIANCE INC            COMMON    64120L104       1235      43700  SH       DEFINED     15,14        43700     0         0
NETWORK APPLIANCE INC            COMMON    64120L104       1815      64200  SH       DEFINED     15,22        64200     0         0
NETWORK APPLIANCE INC            COMMON    64120L104       1365      48300  SH       DEFINED     15,8         48300     0         0
NETWORK APPLIANCE INC            COMMON    64120L104        247       8733  SH       DEFINED     23            8733     0         0
NETWORK APPLIANCE INC            COMMON    64120L104      23125     818014  SH       DEFINED     24          113509     0    704505
NETWORK APPLIANCE INC            COMMON    64120L104          8        268  SH       DEFINED     4              268     0         0
NETWORK APPLIANCE INC            COMMON    64120L104       3070     108600  SH       DEFINED     5,15        108600     0         0
NETWORK APPLIANCE INC            COMMON    64120L104       5034     178065  SH       DEFINED     6           178065     0         0
NETWORK APPLIANCE INC            COMMON    64120L104        297      10500  SH       DEFINED     7            10500     0         0
NETWORK APPLIANCE INC            COMMON    64120L104        597      21125  SH       DEFINED     8            21125     0         0
NETWORK APPLIANCE INC            COMMON    64120L104         25        896  SH       DEFINED     8,10           896     0         0
NEUBERGER BERMAN INTMD MUNI CF   COMMON    64124P101         28       2000  SH       DEFINED     24               0     0      2000
NEUROMETRIX INC                  COMMON    641255104        665      33200  SH       DEFINED     15           17100     0     16100
NEUROMETRIX INC                  COMMON    641255104         16        800  SH       DEFINED     15,14          800     0         0
NEUROMETRIX INC                  COMMON    641255104         78       3900  SH       DEFINED     5,15          3900     0         0
NEUROCRINE BIOSCIENCES INC       COMMON    64125C109      15499     368500  SH       DEFINED     1           368500     0         0
NEUROCRINE BIOSCIENCES INC       COMMON    64125C109        467      11100  SH       DEFINED     2            11100     0         0
NEUROLOGIX INC                   COMMON    64125U406          0         20  SH       DEFINED     24               0     0        20
NEUBERGER BERMAN REAL EST IN C   COMMON    64126D106         11        533  SH       DEFINED     24               0     0       533
NEUBERGER BERMAN REALTY INC CF   COMMON    64126G109       3564     189600  SH       DEFINED     15          189600     0         0
NEUBERGER BERMAN REALTY INC CF   COMMON    64126G109         10        515  SH       DEFINED     24               0     0       515
NEUBERGER BERMAN INCOME OPP CE   COMMON    64126L108         15       1035  SH       DEFINED     24               0     0      1035



                                                                                         
NEVSUN RESOURCES LTD             COMMON    64156L101        175      90000  SH       DEFINED     2            90000     0         0
NEW CENTURY EQUITY HLDGS         COMMON    64353J107          6      24000  SH       DEFINED     6            24000     0         0
NEW CENTURY FINANCIAL CORP       COMMON    6435EV108          0          0  SH       DEFINED     15               0     0         0
NEW CENTURY FINANCIAL CORP       COMMON    6435EV108         27        525  SH       DEFINED     6              100   150       275
NEW FRONTIER MEDIA INC           COMMON    644398109       2776     417400  SH       DEFINED     1           417400     0         0
NEW JERSEY RES                   COMMON    646025106       2760      57200  SH       DEFINED     1            57200     0         0
NEW JERSEY RES                   COMMON    646025106         36        750  SH       DEFINED     24               0     0       750
NEW PLAN EXCEL REALTY TRUST      COMMON    648053106        133       4900  SH       DEFINED     15            4900     0         0
NEW PLAN EXCEL REALTY TRUST      COMMON    648053106      63119    2323126  SH       DEFINED     15         1962326     0    344300
NEW PLAN EXCEL REALTY TRUST      COMMON    648053106          8        300  SH       DEFINED     24               0     0       300
NEW PLAN EXCEL REALTY TRUST      COMMON    648053106       1663      61200  SH       DEFINED     5,15         61200     0         0
NEW PLAN EXCEL REALTY TRUST      COMMON    648053106         33       1200  SH       DEFINED     6             1200     0         0
NEW YORK COMMUNITY BANCORP       COMMON    649445103      68144    3760713  SH       DEFINED     1          3760713     0         0
NEW YORK COMMUNITY BANCORP       COMMON    649445103        120       6600  SH       DEFINED     1,3           6600     0         0
NEW YORK COMMUNITY BANCORP       COMMON    649445103        650      35875  SH       DEFINED     15           35875     0         0
NEW YORK COMMUNITY BANCORP       COMMON    649445103       6232     343921  SH       DEFINED     2           343921     0         0
NEW YORK COMMUNITY BANCORP       COMMON    649445103       3960     218533  SH       DEFINED     24           60466     0    158067
NEW YORK COMMUNITY BANCORP       COMMON    649445103      20617    1137802  SH       DEFINED     4          1137802     0         0
NEW YORK COMMUNITY BANCORP       COMMON    649445103        234      12900  SH       DEFINED     5,2          12900     0         0
NEW YORK COMMUNITY BANCORP       COMMON    649445103        106       5847  SH       DEFINED     8             5847     0         0
NY COMMUNITY CAP TRUST V CVT P   CONVERT   64944P307          1         25  SH       DEFINED     24               0     0        25
NEW YORK TIMES CO                COMMON    650111107        440      14141  SH       DEFINED     15           14141     0         0
NEW YORK TIMES CO                COMMON    650111107         12        371  SH       DEFINED     4              371     0         0
NEW YORK TIMES CO                COMMON    650111107         47       1513  SH       DEFINED     6             1513     0         0
NEW YORK TIMES CO                COMMON    650111107        181       5807  SH       DEFINED     8             5807     0         0
NEWALLIANCE BANCSHARES INC       COMMON    650203102       1929     137300  SH       DEFINED     1           137300     0         0
NEWALLIANCE BANCSHARES INC       COMMON    650203102       7498     533700  SH       DEFINED     1,3         533700     0         0
NEWALLIANCE BANCSHARES INC       COMMON    650203102        100       7100  SH       DEFINED     2             7100     0         0
NEWCASTLE INVESTMENT CORP        COMMON    65105M108       3675     121900  SH       DEFINED     15           69600     0     52300
NEWCASTLE INVESTMENT CORP        COMMON    65105M108         75       2500  SH       DEFINED     15,14         2500     0         0
NEWCASTLE INVESTMENT CORP        COMMON    65105M108       1450      48100  SH       DEFINED     5,15         48100     0         0
NEWELL FINANCIAL TRUST I CVT P   CONVERT   651195307         69       1575  SH       DEFINED     24               0     0      1575
NEWELL RUBBERMAID INC            COMMON    651229106        637      26716  SH       DEFINED     15           26716     0         0
NEWELL RUBBERMAID INC            COMMON    651229106       5881     246667  SH       DEFINED     24            1200     0    245467
NEWELL RUBBERMAID INC            COMMON    651229106        477      20000  SH       DEFINED     6            20000     0         0
NEWELL RUBBERMAID INC            COMMON    651229106        254      10673  SH       DEFINED     8            10673     0         0
NEWFIELD EXPL CO                 COMMON    651290108      71411    1790200  SH       DEFINED     1          1790200     0         0
NEWFIELD EXPL CO                 COMMON    651290108      23934     600000  SH       DEFINED     1,2         600000     0         0
NEWFIELD EXPL CO                 COMMON    651290108        120       3000  SH       DEFINED     1,3           3000     0         0
NEWFIELD EXPL CO                 COMMON    651290108       1043      26155  SH       DEFINED     15           26155     0         0
NEWFIELD EXPL CO                 COMMON    651290108       2154      54000  SH       DEFINED     15,14        54000     0         0
NEWFIELD EXPL CO                 COMMON    651290108       9059     227100  SH       DEFINED     2           227100     0         0
NEWFIELD EXPL CO                 COMMON    651290108       3379      84700  SH       DEFINED     24           82900     0      1800
NEWFIELD EXPL CO                 COMMON    651290108      33224     832881  SH       DEFINED     4           832881     0         0
NEWFIELD EXPL CO                 COMMON    651290108        231       5800  SH       DEFINED     5,2           5800     0         0
NEWFIELD EXPL CO                 COMMON    651290108         11        280  SH       DEFINED     6              280     0         0
NEWMARKET CORP                   COMMON    651587107        645      43600  SH       DEFINED     15           23400     0     20200
NEWMARKET CORP                   COMMON    651587107         13        900  SH       DEFINED     15,14          900     0         0
NEWMARKET CORP                   COMMON    651587107        146       9900  SH       DEFINED     5,15          9900     0         0
NEWMONT MINING CORP HLDG CO      COMMON    651639106       5278     135240  SH       DEFINED     1           135240     0         0
NEWMONT MINING CORP HLDG CO      COMMON    651639106       1705      43685  SH       DEFINED     15           43485     0       200
NEWMONT MINING CORP HLDG CO      COMMON    651639106        281       7200  SH       DEFINED     15,8          7200     0         0
NEWMONT MINING CORP HLDG CO      COMMON    651639106       1366      35000  SH       DEFINED     2            35000     0         0
NEWMONT MINING CORP HLDG CO      COMMON    651639106        144       3700  SH       DEFINED     24               0     0      3700
NEWMONT MINING CORP HLDG CO      COMMON    651639106          2         50  SH       DEFINED     4               50     0         0
NEWMONT MINING CORP HLDG CO      COMMON    651639106        148       3800  SH       DEFINED     6             3800     0         0
NEWMONT MINING CORP HLDG CO      COMMON    651639106        552      14140  SH       DEFINED     8            14140     0         0
NEWS CORP CL A                   COMMON    65248E104      85402    5278243  SH       DEFINED     1          5278243     0         0
NEWS CORP CL A                   COMMON    65248E104      27506    1700000  SH       DEFINED     1,2        1700000     0         0
NEWS CORP CL A                   COMMON    65248E104       5035     311173  SH       DEFINED     15          301473     0      9700
NEWS CORP CL A                   COMMON    65248E104       4017     248248  SH       DEFINED     15,14       248248     0         0
NEWS CORP CL A                   COMMON    65248E104        215      13300  SH       DEFINED     15,8         13300     0         0
NEWS CORP CL A                   COMMON    65248E104        469      29000  SH       DEFINED     2            29000     0         0
NEWS CORP CL A                   COMMON    65248E104        191      11800  SH       DEFINED     23           11800     0         0
NEWS CORP CL A                   COMMON    65248E104        793      49018  SH       DEFINED     24           10098     0     38920
NEWS CORP CL A                   COMMON    65248E104          1         85  SH       DEFINED     4               85     0         0
NEWS CORP CL A                   COMMON    65248E104        845      52202  SH       DEFINED     6            52202     0         0
NEWS CORP CL A                   COMMON    65248E104        703      43469  SH       DEFINED     8            43469     0         0
NEWS CORP CL B                   COMMON    65248E203         98       5800  SH       DEFINED     23            5800     0         0
NEWS CORP CL B                   COMMON    65248E203          3        160  SH       DEFINED     4              160     0         0
NEWS CORP CL B                   COMMON    65248E203          3        200  SH       DEFINED     6              200     0         0
NEWS CORP CL B                   COMMON    65248E203        373      22107  SH       DEFINED     8            22107     0         0
NEXTEL COMMUNICATIONS INC        COMMON    65332V103      15519     480320  SH       DEFINED     1           480320     0         0
NEXTEL COMMUNICATIONS INC        COMMON    65332V103       2036      63000  SH       DEFINED     9,15         63000     0         0
NEXTEL COMMUNICATIONS INC        COMMON    65332V103      12882     398702  SH       DEFINED     15          367402     0     31300
NEXTEL COMMUNICATIONS INC        COMMON    65332V103       2112      65380  SH       DEFINED     15,22        65380     0         0
NEXTEL COMMUNICATIONS INC        COMMON    65332V103       2052      63500  SH       DEFINED     15,8         63500     0         0
NEXTEL COMMUNICATIONS INC        COMMON    65332V103        278       8600  SH       DEFINED     23            8600     0         0
NEXTEL COMMUNICATIONS INC        COMMON    65332V103        146       4510  SH       DEFINED     24               0     0      4510
NEXTEL COMMUNICATIONS INC        COMMON    65332V103        847      26200  SH       DEFINED     6            15800     0     10400
NEXTEL COMMUNICATIONS INC        COMMON    65332V103       1052      32553  SH       DEFINED     8            32553     0         0
NEXTEL PARTNERS INC              COMMON    65333F107      59724    2372820  SH       DEFINED     1          2372820     0         0
NEXTEL PARTNERS INC              COMMON    65333F107        305      12100  SH       DEFINED     9,15         12100     0         0
NEXTEL PARTNERS INC              COMMON    65333F107       1289      51200  SH       DEFINED     15           24300     0     26900
NEXTEL PARTNERS INC              COMMON    65333F107       1840      73100  SH       DEFINED     15,22        73100     0         0
NEXTEL PARTNERS INC              COMMON    65333F107        317      12600  SH       DEFINED     15,8         12600     0         0
NEXTEL PARTNERS INC              COMMON    65333F107       3572     141905  SH       DEFINED     2           111000     0     30905
NEXTEL PARTNERS INC              COMMON    65333F107          8        317  SH       DEFINED     4              317     0         0
NEXEN INC                        COMMON    65334H102      22770     750000  SH       DEFINED     1           750000     0         0
NEXEN INC                        COMMON    65334H102      23118     761200  SH       DEFINED     1,3         761200     0         0
NEXEN INC                        COMMON    65334H102       2793      92000  SH       DEFINED     15,14        92000     0         0
NEXEN INC                        COMMON    65334H102        449      14800  SH       DEFINED     2            14800     0         0
NEXEN INC                        COMMON    65334H102        486      16000  SH       DEFINED     23           16000     0         0



                                                                                         
NEXEN INC                        COMMON    65334H102      48103    1583900  SH       DEFINED     3          1583900     0         0
NEXEN INC                        COMMON    65334H102        604      19897  SH       DEFINED     8            19897     0         0
NEXSTAR BROADCASTING GROUP CL    COMMON    65336K103         17       2700  SH       DEFINED     15            1200     0      1500
NICE SYS LTD ADR                 COMMON    653656108       3256      82500  SH       DEFINED     1            82500     0         0
NICE SYS LTD ADR                 COMMON    653656108        182       4600  SH       DEFINED     9                0     0      4600
NICE SYS LTD ADR                 COMMON    653656108        616      15600  SH       DEFINED     9,22         15600     0         0
NICE SYS LTD ADR                 COMMON    653656108        187       4750  SH       DEFINED     15            4750     0         0
NICE SYS LTD ADR                 COMMON    653656108        359       9100  SH       DEFINED     15,22         9100     0         0
NICE SYS LTD ADR                 COMMON    653656108        114       2900  SH       DEFINED     6              625   800      1475
NICOR INC                        COMMON    654086107         10        240  SH       DEFINED     15             240     0         0
NICOR INC                        COMMON    654086107      11701     284205  SH       DEFINED     15          171005     0    113200
NICOR INC                        COMMON    654086107        214       5200  SH       DEFINED     15,14         5200     0         0
NICOR INC                        COMMON    654086107        366       8900  SH       DEFINED     15,8          8900     0         0
NICOR INC                        COMMON    654086107         25        600  SH       DEFINED     24               0     0       600
NICOR INC                        COMMON    654086107       4471     108600  SH       DEFINED     5,15        108600     0         0
NICOR INC                        COMMON    654086107         33        810  SH       DEFINED     6              810     0         0
NIDEC CORPORATION ADR            COMMON    654090109        774      29000  SH       DEFINED     4            29000     0         0
NIKE INC                         COMMON    654106103     129149    1491327  SH       DEFINED     1          1491327     0         0
NIKE INC                         COMMON    654106103      75775     875000  SH       DEFINED     1,2         875000     0         0
NIKE INC                         COMMON    654106103        204       2360  SH       DEFINED     9,15          2360     0         0
NIKE INC                         COMMON    654106103       6965      80424  SH       DEFINED     15           72624     0      7800
NIKE INC                         COMMON    654106103        779       9000  SH       DEFINED     15,14         9000     0         0
NIKE INC                         COMMON    654106103       1524      17600  SH       DEFINED     15,8         17600     0         0
NIKE INC                         COMMON    654106103      27222     314340  SH       DEFINED     2           314340     0         0
NIKE INC                         COMMON    654106103        139       1605  SH       DEFINED     24             800     0       805
NIKE INC                         COMMON    654106103         57        659  SH       DEFINED     4              659     0         0
NIKE INC                         COMMON    654106103         67        775  SH       DEFINED     6              775     0         0
NIKE INC                         COMMON    654106103        511       5906  SH       DEFINED     8             5906     0         0
NIKU CORP                        COMMON    654113703       5348     258000  SH       DEFINED     1           258000     0         0
NIKU CORP                        COMMON    654113703       1855      89500  SH       DEFINED     15,22        89500     0         0
99 CENTS ONLY STORES             COMMON    65440K106         90       7081  SH       DEFINED     24               0     0      7081
NTT ADR                          COMMON    654624105      20574     958290  SH       DEFINED     12          919110     0     39180
NTT ADR                          COMMON    654624105      34803    1621002  SH       DEFINED     15         1568775     0     52227
NISOURCE INC                     COMMON    65473P105        652      26359  SH       DEFINED     15           26359     0         0
NISOURCE INC                     COMMON    65473P105         77       3100  SH       DEFINED     24             800     0      2300
NISOURCE INC                     COMMON    65473P105          5        200  SH       DEFINED     6              200     0         0
NISOURCE INC                     COMMON    65473P105        259      10474  SH       DEFINED     8            10474     0         0
NISSAN MOTORS ADR                COMMON    654744408         15        775  SH       DEFINED     24             775     0         0
NISSAN MOTORS ADR                COMMON    654744408        424      21310  SH       DEFINED     4            21310     0         0
NOKIA OYJ ADR                    COMMON    654902204     107020    6431485  SH       DEFINED     1          6431485     0         0
NOKIA OYJ ADR                    COMMON    654902204      32017    1924100  SH       DEFINED     1,2        1924100     0         0
NOKIA OYJ ADR                    COMMON    654902204      16718    1004670  SH       DEFINED     12          951170     0     53500
NOKIA OYJ ADR                    COMMON    654902204      62210    3738555  SH       DEFINED     15         3621953     0    116602
NOKIA OYJ ADR                    COMMON    654902204       5050     303472  SH       DEFINED     15,22       303472     0         0
NOKIA OYJ ADR                    COMMON    654902204        409      24600  SH       DEFINED     2            24600     0         0
NOKIA OYJ ADR                    COMMON    654902204       1930     116000  SH       DEFINED     20          116000     0         0
NOKIA OYJ ADR                    COMMON    654902204        626      37626  SH       DEFINED     24            1205     0     36421
NOKIA OYJ ADR                    COMMON    654902204          6        332  SH       DEFINED     4              332     0         0
NOKIA OYJ ADR                    COMMON    654902204         46       2736  SH       DEFINED     6             2736     0         0
NOBLE ENERGY INC                 COMMON    655044105      11415     150895  SH       DEFINED     15          150380     0       515
NOBLE ENERGY INC                 COMMON    655044105        843      11150  SH       DEFINED     15           10950     0       200
NOBLE ENERGY INC                 COMMON    655044105       1437      19000  SH       DEFINED     15,14        19000     0         0
NOBLE ENERGY INC                 COMMON    655044105        182       2400  SH       DEFINED     15,8          2400     0         0
NOBLE ENERGY INC                 COMMON    655044105        267       3534  SH       DEFINED     24               0     0      3534
NOBLE INTERNATIONAL LTD          COMMON    655053106         24       1000  SH       DEFINED     15            1000     0         0
NOBLE INTERNATIONAL LTD          COMMON    655053106         59       2500  SH       DEFINED     5,15          2500     0         0
NOMURA HOLDINGS INC ADR          COMMON    65535H208       6987     585090  SH       DEFINED     12          555890     0     29200
NOMURA HOLDINGS INC ADR          COMMON    65535H208      22311    1868277  SH       DEFINED     15         1868277     0         0
NOMURA HOLDINGS INC ADR          COMMON    65535H208         60       5000  SH       DEFINED     6             5000     0         0
NORANDA INC                      COMMON    655422103          2        143  SH       DEFINED     8              143     0         0
NORDSON CORP                     COMMON    655663102       3263      95200  SH       DEFINED     1            95200     0         0
NORDSTROM INC                    COMMON    655664100     154857    2278320  SH       DEFINED     1          2278320     0         0
NORDSTROM INC                    COMMON    655664100      37384     550000  SH       DEFINED     1,2         550000     0         0
NORDSTROM INC                    COMMON    655664100        194       2850  SH       DEFINED     9,15          2850     0         0
NORDSTROM INC                    COMMON    655664100       4849      71335  SH       DEFINED     15           53035     0     18300
NORDSTROM INC                    COMMON    655664100       1305      19200  SH       DEFINED     15,8         19200     0         0
NORDSTROM INC                    COMMON    655664100      22160     326030  SH       DEFINED     2           317230     0      8800
NORDSTROM INC                    COMMON    655664100        184       2700  SH       DEFINED     23            2700     0         0
NORDSTROM INC                    COMMON    655664100        326       4798  SH       DEFINED     24             620     0      4178
NORDSTROM INC                    COMMON    655664100         87       1284  SH       DEFINED     4             1284     0         0
NORDSTROM INC                    COMMON    655664100      10538     155039  SH       DEFINED     6           155039     0         0
NORDSTROM INC                    COMMON    655664100         34        500  SH       DEFINED     8              500     0         0
NORFOLK SOUTHERN CORP            COMMON    655844108        175       5640  SH       DEFINED     15            4100     0      1540
NORFOLK SOUTHERN CORP            COMMON    655844108        316      10200  SH       DEFINED     9            10200     0         0
NORFOLK SOUTHERN CORP            COMMON    655844108       4043     130600  SH       DEFINED     9,15        130600     0         0
NORFOLK SOUTHERN CORP            COMMON    655844108      21430     692192  SH       DEFINED     15          623292     0     66700
NORFOLK SOUTHERN CORP            COMMON    655844108        495      16000  SH       DEFINED     15,14        16000     0         0
NORFOLK SOUTHERN CORP            COMMON    655844108       1529      49400  SH       DEFINED     15,8         49400     0         0
NORFOLK SOUTHERN CORP            COMMON    655844108         88       2847  SH       DEFINED     23            2847     0         0
NORFOLK SOUTHERN CORP            COMMON    655844108        372      12000  SH       DEFINED     24            1000     0     11000
NORFOLK SOUTHERN CORP            COMMON    655844108        994      32100  SH       DEFINED     5,15         32100     0         0
NORFOLK SOUTHERN CORP            COMMON    655844108        289       9350  SH       DEFINED     6             7750  1600         0
NORFOLK SOUTHERN CORP            COMMON    655844108        439      14179  SH       DEFINED     8            14179     0         0
NORTEL NETWORKS CORPORATION      COMMON    656568102        649     248700  SH       DEFINED     9,15        248700     0         0
NORTEL NETWORKS CORPORATION      COMMON    656568102         15       5635  SH       DEFINED     24               0     0      5635
NORTEL NETWORKS CORPORATION      COMMON    656568102         63      24235  SH       DEFINED     6            24235     0         0
NORTEL NETWORKS CORP             COMMON    656568102        381     146351  SH       DEFINED     8           146351     0         0
NORTH AMERICAN GALVANIZING       COMMON    65686Y109          5       2600  SH       DEFINED     6             2600     0         0
NORTH EUROPEAN OIL RTY TRUST     COMMON    659310106         17        600  SH       DEFINED     24             600     0         0
NORTH FORK BANCORPORATION        COMMON    659424105      61629    2194000  SH       DEFINED     1          2194000     0         0
NORTH FORK BANCORPORATION        COMMON    659424105       1302      46358  SH       DEFINED     15           46358     0         0
NORTH FORK BANCORPORATION        COMMON    659424105       2423      86250  SH       DEFINED     2            86250     0         0
NORTH FORK BANCORPORATION        COMMON    659424105         42       1500  SH       DEFINED     24            1500     0         0



                                                                                         
NORTH FORK BANCORPORATION        COMMON    659424105     144152    5131800  SH       DEFINED     3          5131800     0         0
NORTH FORK BANCORPORATION        COMMON    659424105        475      16925  SH       DEFINED     6            14275  2650         0
NORTH FORK BANCORPORATION        COMMON    659424105        723      25745  SH       DEFINED     8            25745     0         0
NORTH PITTSBURGH SYSTEMS         COMMON    661562108        728      37400  SH       DEFINED     15           20600     0     16800
NORTH PITTSBURGH SYSTEMS         COMMON    661562108         14        700  SH       DEFINED     15,14          700     0         0
NORTH PITTSBURGH SYSTEMS         COMMON    661562108        158       8100  SH       DEFINED     5,15          8100     0         0
NORTHEAST UTILS                  COMMON    664397106         88       4200  SH       DEFINED     15            4200     0         0
NORTHEAST UTILS                  COMMON    664397106       1216      58300  SH       DEFINED     15           55800     0      2500
NORTHEAST UTILS                  COMMON    664397106        661      31700  SH       DEFINED     15,8         31700     0         0
NORTHEAST UTILS                  COMMON    664397106         17        825  SH       DEFINED     6              825     0         0
NORTHERN ORION RESOURCES INC     COMMON    665575106         98      40000  SH       DEFINED     24               0     0     40000
NORTHERN TRUST CORP              COMMON    665859104        898      19688  SH       DEFINED     15           19688     0         0
NORTHERN TRUST CORP              COMMON    665859104        269       5900  SH       DEFINED     15,8          5900     0         0
NORTHERN TRUST CORP              COMMON    665859104        307       6740  SH       DEFINED     24             300     0      6440
NORTHERN TRUST CORP              COMMON    665859104       1085      23790  SH       DEFINED     6            23790     0         0
NORTHERN TRUST CORP              COMMON    665859104        284       6237  SH       DEFINED     8             6237     0         0
NORTHROP GRUMMAN CORP            COMMON    666807102      63997    1158310  SH       DEFINED     1           870100     0    288210
NORTHROP GRUMMAN CORP            COMMON    666807102      25912     469000  SH       DEFINED     1,2         469000     0         0
NORTHROP GRUMMAN CORP            COMMON    666807102       2906      52600  SH       DEFINED     9,15         52600     0         0
NORTHROP GRUMMAN CORP            COMMON    666807102        867      15685  SH       DEFINED     12           15685     0         0
NORTHROP GRUMMAN CORP            COMMON    666807102        308       5580  SH       DEFINED     12,14         5580     0         0
NORTHROP GRUMMAN CORP            COMMON    666807102      17341     313866  SH       DEFINED     15          307971     0      4835
NORTHROP GRUMMAN CORP            COMMON    666807102        260       4700  SH       DEFINED     15,8          4700     0         0
NORTHROP GRUMMAN CORP            COMMON    666807102        332       6000  SH       DEFINED     2             6000     0         0
NORTHROP GRUMMAN CORP            COMMON    666807102         44        800  SH       DEFINED     24               0     0       800
NORTHROP GRUMMAN CORP            COMMON    666807102          2         33  SH       DEFINED     4               33     0         0
NORTHROP GRUMMAN CORP            COMMON    666807102        392       7100  SH       DEFINED     5,15             0     0      7100
NORTHROP GRUMMAN CORP            COMMON    666807102         59       1064  SH       DEFINED     6             1064     0         0
NORTHROP GRUMMAN CORP            COMMON    666807102        559      10123  SH       DEFINED     8            10123     0         0
NORTHWEST BANCORP INC            COMMON    667328108        315      14800  SH       DEFINED     3            14800     0         0
NORTHWEST BANCORP INC            COMMON    667328108       5721     269100  SH       DEFINED     3           269100     0         0
NORTHWEST BANCORP INC            COMMON    667328108         35       1625  SH       DEFINED     6                0   500      1125
NORTHWEST NATURAL GAS CO         COMMON    667655104      11625     304000  SH       DEFINED     1           304000     0         0
NORTHWEST NATURAL GAS CO         COMMON    667655104        111       2900  SH       DEFINED     9,7           2900     0         0
NORTHWEST NATURAL GAS CO         COMMON    667655104        983      25700  SH       DEFINED     2            25700     0         0
NORTHWESTERN CORP                COMMON    668074305         40       1275  SH       DEFINED     6              275   350       650
NOVA CHEMICALS CORP              COMMON    66977W109       8346     273350  SH       DEFINED     1,3         273350     0         0
NOVA CHEMICALS CORP              COMMON    66977W109        163       5350  SH       DEFINED     2             5350     0         0
NOVARTIS ADR                     COMMON    66987V109      54694    1152900  SH       DEFINED     1          1152900     0         0
NOVARTIS ADR                     COMMON    66987V109        944      19900  SH       DEFINED     11,2         19900     0         0
NOVARTIS ADR                     COMMON    66987V109      24621     518990  SH       DEFINED     12          488190     0     30800
NOVARTIS ADR                     COMMON    66987V109          0          0  SH       DEFINED     12,14            0     0         0
NOVARTIS ADR                     COMMON    66987V109      73643    1552345  SH       DEFINED     15         1507961     0     43229
NOVARTIS ADR                     COMMON    66987V109       1992      42000  SH       DEFINED     15,22        42000     0         0
NOVARTIS ADR                     COMMON    66987V109       3406      71800  SH       DEFINED     2            71800     0         0
NOVARTIS ADR                     COMMON    66987V109       1381      29100  SH       DEFINED     20           29100     0         0
NOVARTIS ADR                     COMMON    66987V109       2658      56028  SH       DEFINED     24           34809     0     21219
NOVARTIS ADR                     COMMON    66987V109      19042     401400  SH       DEFINED     3           401400     0         0
NOVARTIS ADR                     COMMON    66987V109          1         30  SH       DEFINED     4               30     0         0
NOVARTIS ADR                     COMMON    66987V109        367       7735  SH       DEFINED     5,15             0     0      7735
NOVARTIS ADR                     COMMON    66987V109      17925     377852  SH       DEFINED     6           377852     0         0
NOVATEL INC                      COMMON    669954109         54       2000  SH       DEFINED     24               0     0      2000
NOVELL INC                       COMMON    670006105        229      37012  SH       DEFINED     15           37012     0         0
NOVELLUS SYSTEMS INC             COMMON    670008101      93651    3790000  SH       DEFINED     1          3790000     0         0
NOVELLUS SYSTEMS INC             COMMON    670008101       6937     280746  SH       DEFINED     15          248146     0     20100
NOVELLUS SYSTEMS INC             COMMON    670008101        230       9300  SH       DEFINED     15,8          9300     0         0
NOVELLUS SYSTEMS INC             COMMON    670008101       1830      74050  SH       DEFINED     2            74050     0         0
NOVELLUS SYSTEMS INC             COMMON    670008101        151       6100  SH       DEFINED     2,14          6100     0         0
NOVELLUS SYSTEMS INC             COMMON    670008101        519      21000  SH       DEFINED     20           21000     0         0
NOVELLUS SYSTEMS INC             COMMON    670008101        173       7000  SH       DEFINED     24            5000     0      2000
NOVELLUS SYSTEMS INC             COMMON    670008101          1         41  SH       DEFINED     4               41     0         0
NOVELLUS SYSTEMS INC             COMMON    670008101         49       2000  SH       DEFINED     5,15          2000     0         0
NOVELLUS SYSTEMS INC             COMMON    670008101        137       5556  SH       DEFINED     8             5556     0         0
NOVELIS INC                      COMMON    67000X106         10        400  SH       DEFINED     24               0     0       400
NOVELIS INC                      COMMON    67000X106          5        200  SH       DEFINED     6              200     0         0
NOVO-NORDISK A-S ADR             COMMON    670100205        612      12000  SH       DEFINED     1            12000     0         0
NOVO-NORDISK A-S ADR             COMMON    670100205        270       5300  SH       DEFINED     11,2          5300     0         0
NOVO-NORDISK A-S ADR             COMMON    670100205        433       8500  SH       DEFINED     2             8500     0         0
NOVOGEN LIMITED ADR              COMMON    67010F103         90       5000  SH       DEFINED     24               0     0      5000
NU SKIN ENTERPRISES INC          COMMON    67018T105       8232     353300  SH       DEFINED     1           353300     0         0
NSTAR                            COMMON    67019E107         65       2120  SH       DEFINED     15            2120     0         0
NSTAR                            COMMON    67019E107       1279      41500  SH       DEFINED     15           40300     0      1200
NSTAR                            COMMON    67019E107        783      25400  SH       DEFINED     15,8         25400     0         0
NSTAR                            COMMON    67019E107        114       3710  SH       DEFINED     24             414     0      3296
NSTAR                            COMMON    67019E107       3709     120295  SH       DEFINED     6           120295     0         0
NUCOR CORP                       COMMON    670346105      27680     606760  SH       DEFINED     1           606760     0         0
NUCOR CORP                       COMMON    670346105      34215     750000  SH       DEFINED     1,2         750000     0         0
NUCOR CORP                       COMMON    670346105        985      21600  SH       DEFINED     9            21600     0         0
NUCOR CORP                       COMMON    670346105       9740     213500  SH       DEFINED     9,15        213500     0         0
NUCOR CORP                       COMMON    670346105      72224    1583166  SH       DEFINED     15         1444466     0    125300
NUCOR CORP                       COMMON    670346105       1524      33400  SH       DEFINED     15,14        33400     0         0
NUCOR CORP                       COMMON    670346105       1601      35100  SH       DEFINED     15,8         35100     0         0
NUCOR CORP                       COMMON    670346105       3702      81150  SH       DEFINED     2            81150     0         0
NUCOR CORP                       COMMON    670346105        822      18023  SH       DEFINED     23           18023     0         0
NUCOR CORP                       COMMON    670346105        295       6474  SH       DEFINED     24               0     0      6474
NUCOR CORP                       COMMON    670346105       3257      71400  SH       DEFINED     5,15         71400     0         0
NUCOR CORP                       COMMON    670346105        274       6000  SH       DEFINED     6             6000     0         0
NUCOR CORP                       COMMON    670346105        301       6600  SH       DEFINED     7             6600     0         0
NUCOR CORP                       COMMON    670346105        755      16552  SH       DEFINED     8            16552     0         0
NUCOR CORP                       COMMON    670346105         29        642  SH       DEFINED     8,10           642     0         0
NUVEEN CONNECTICUT PREM INC CF   COMMON    67060D107         36       2202  SH       DEFINED     24               0     0      2202
NUTRACEUTICAL INTL CORP          COMMON    67060Y101        401      30000  SH       DEFINED     15           16200     0     13800
NUTRACEUTICAL INTL CORP          COMMON    67060Y101          9        700  SH       DEFINED     15,14          700     0         0



                                                                                         
NUTRACEUTICAL INTL CORP          COMMON    67060Y101         52       3900  SH       DEFINED     5,15          3900     0         0
NUVEEN INSD CALIF PREM INC 2 C   COMMON    67061U108         37       2500  SH       DEFINED     24               0     0      2500
NUVEEN CAL MUNI MKT OPPOR FD C   COMMON    67062U107          3        200  SH       DEFINED     24               0     0       200
NVIDIA CORP                      COMMON    67066G104         72       2700  SH       DEFINED     15            2700     0         0
NVIDIA CORP                      COMMON    67066G104        569      21300  SH       DEFINED     9            21300     0         0
NVIDIA CORP                      COMMON    67066G104       5908     221100  SH       DEFINED     9,15        221100     0         0
NVIDIA CORP                      COMMON    67066G104      60409    2260799  SH       DEFINED     15         1999299     0    226300
NVIDIA CORP                      COMMON    67066G104        874      32700  SH       DEFINED     15,14        32700     0         0
NVIDIA CORP                      COMMON    67066G104       1654      61900  SH       DEFINED     15,8         61900     0         0
NVIDIA CORP                      COMMON    67066G104       1274      47676  SH       DEFINED     23           47676     0         0
NVIDIA CORP                      COMMON    67066G104        499      18671  SH       DEFINED     24           13280     0      5391
NVIDIA CORP                      COMMON    67066G104       2640      98800  SH       DEFINED     5,15         98800     0         0
NVIDIA CORP                      COMMON    67066G104       8329     311701  SH       DEFINED     6           311701     0         0
NVIDIA CORP                      COMMON    67066G104         29       1073  SH       DEFINED     8             1073     0         0
NUVEEN DVD ADVATAGE MUNI FD CF   COMMON    67066V101        126       8147  SH       DEFINED     24               0     0      8147
NUVEEN CA DVD ADV MUNI FD 2 CE   COMMON    67069X104         15       1000  SH       DEFINED     24               0     0      1000
NUVEEN EQUITY PREMIUM INCOME C   COMMON    6706ER101        126       6200  SH       DEFINED     24               0     0      6200
NUVEEN PREMIUM INC MUNI FD 4 C   COMMON    6706K4105         23       1807  SH       DEFINED     24            1807     0         0
NUVEEN PREMIUM INC MUNI FD 4 C   COMMON    6706K4105         87       6900  SH       DEFINED     6             6900     0         0
NUVASIVE INC                     COMMON    670704105      11426     687500  SH       DEFINED     1           687500     0         0
NUVASIVE INC                     COMMON    670704105       3665     220500  SH       DEFINED     2           220500     0         0
NUVEEN REAL ESTATE INCOME CF     COMMON    67071B108       1567      77400  SH       DEFINED     15           77400     0         0
NUVEEN QUALITY PREFERRED INC C   COMMON    67071S101         21       1500  SH       DEFINED     24               0     0      1500
NUVEEN QUALITY PREFERRED II CF   COMMON    67072C105         10        700  SH       DEFINED     24               0     0       700
NUVEEN QUALITY PREFERRED II CF   COMMON    67072C105         14       1000  SH       DEFINED     6             1000     0         0
NUVELO INC                       COMMON    67072M301       1723     222900  SH       DEFINED     1           222900     0         0
OGE ENERGY CORP                  COMMON    670837103       4920     170000  SH       DEFINED     1           170000     0         0
OGE ENERGY CORP                  COMMON    670837103        579      20000  SH       DEFINED     24               0     0     20000
NUVEEN INVESTMENTS INC           COMMON    67090F106      23776     632000  SH       DEFINED     1           632000     0         0
NUVEEN INVESTMENTS INC           COMMON    67090F106        884      23500  SH       DEFINED     2            23500     0         0
NUVEEN INVESTMENTS INC           COMMON    67090F106        207       5500  SH       DEFINED     6             3900  1600         0
NUVEEN CALIF SELECT QUALITY      COMMON    670975101          2        112  SH       DEFINED     15             112     0         0
NUVEEN QUALITY INCOME MUNI CF    COMMON    670977107          7        500  SH       DEFINED     24               0     0       500
NUVEEN CALIF QUALITY INC MUN     COMMON    670985100          5        331  SH       DEFINED     15             331     0         0
NUVEEN CALIF QUALITY INC MUN     COMMON    670985100        160      10500  SH       DEFINED     24           10500     0         0
OSI PHARMACEUTICALS INC          COMMON    671040103       4796     117355  SH       DEFINED     1           117355     0         0
OSI PHARMACEUTICALS INC          COMMON    671040103        723      17700  SH       DEFINED     15,22        17700     0         0
OSI PHARMACEUTICALS INC          COMMON    671040103        307       7500  SH       DEFINED     2             7500     0         0
OSI PHARMACEUTICALS INC          COMMON    671040103         53       1300  SH       DEFINED     20            1300     0         0
OAKLEY INC                       COMMON    673662102        215      12600  SH       DEFINED     3            12600     0         0
OAKLEY INC                       COMMON    673662102        613      36000  SH       DEFINED     15           19100     0     16900
OAKLEY INC                       COMMON    673662102         14        800  SH       DEFINED     15,14          800     0         0
OAKLEY INC                       COMMON    673662102       3845     225800  SH       DEFINED     3           225800     0         0
OAKLEY INC                       COMMON    673662102         73       4300  SH       DEFINED     5,15          4300     0         0
OCCIDENTAL PETROLEUM CORP        COMMON    674599105      79636    1035180  SH       DEFINED     1          1035180     0         0
OCCIDENTAL PETROLEUM CORP        COMMON    674599105      31880     414400  SH       DEFINED     1,2         414400     0         0
OCCIDENTAL PETROLEUM CORP        COMMON    674599105       1569      20400  SH       DEFINED     9            20400     0         0
OCCIDENTAL PETROLEUM CORP        COMMON    674599105        146       1900  SH       DEFINED     9,7           1900     0         0
OCCIDENTAL PETROLEUM CORP        COMMON    674599105      14855     193100  SH       DEFINED     9,15        193100     0         0
OCCIDENTAL PETROLEUM CORP        COMMON    674599105     106914    1389757  SH       DEFINED     15         1281657     0    108100
OCCIDENTAL PETROLEUM CORP        COMMON    674599105       4431      57600  SH       DEFINED     15,14        57600     0         0
OCCIDENTAL PETROLEUM CORP        COMMON    674599105       3623      47100  SH       DEFINED     15,8         47100     0         0
OCCIDENTAL PETROLEUM CORP        COMMON    674599105       6985      90800  SH       DEFINED     2            90800     0         0
OCCIDENTAL PETROLEUM CORP        COMMON    674599105       1072      13929  SH       DEFINED     23           13929     0         0
OCCIDENTAL PETROLEUM CORP        COMMON    674599105        810      10535  SH       DEFINED     24            8425     0      2110
OCCIDENTAL PETROLEUM CORP        COMMON    674599105        694       9025  SH       DEFINED     4             9025     0         0
OCCIDENTAL PETROLEUM CORP        COMMON    674599105       5100      66300  SH       DEFINED     5,15         66300     0         0
OCCIDENTAL PETROLEUM CORP        COMMON    674599105        241       3129  SH       DEFINED     6             3129     0         0
OCCIDENTAL PETROLEUM CORP        COMMON    674599105        662       8600  SH       DEFINED     7             8600     0         0
OCCIDENTAL PETROLEUM CORP        COMMON    674599105       2571      33417  SH       DEFINED     8            33417     0         0
OCCIDENTAL PETROLEUM CORP        COMMON    674599105        142       1844  SH       DEFINED     8,10          1844     0         0
OCEANEERING INTL INC             COMMON    675232102       4997     129300  SH       DEFINED     1           129300     0         0
OCEANFIRST FINANCIAL CORP        COMMON    675234108        344      15300  SH       DEFINED     15            8800     0      6500
OCEANFIRST FINANCIAL CORP        COMMON    675234108          7        300  SH       DEFINED     15,14          300     0         0
OCEANFIRST FINANCIAL CORP        COMMON    675234108        137       6100  SH       DEFINED     5,15          6100     0         0
OCWEN FINL CORP                  COMMON    675746101         24       3615  SH       DEFINED     8             3615     0         0
OFFICE DEPOT INC                 COMMON    676220106      56835    2488400  SH       DEFINED     1          2488400     0         0
OFFICE DEPOT INC                 COMMON    676220106      40285    1763800  SH       DEFINED     1,2        1763800     0         0
OFFICE DEPOT INC                 COMMON    676220106       1173      51374  SH       DEFINED     15           31074     0     20300
OFFICE DEPOT INC                 COMMON    676220106       7752     339400  SH       DEFINED     2           313500     0     25900
OFFICE DEPOT INC                 COMMON    676220106        457      20000  SH       DEFINED     23           20000     0         0
OFFICE DEPOT INC                 COMMON    676220106         10        450  SH       DEFINED     6              450     0         0
OFFICE DEPOT INC                 COMMON    676220106        259      11351  SH       DEFINED     8            11351     0         0
OFFICEMAX INC                    COMMON    67622P101        205       6890  SH       DEFINED     15            6890     0         0
OFFICEMAX INC                    COMMON    67622P101         20        659  SH       DEFINED     24               0     0       659
OHIO CASUALTY CORP               COMMON    677240103         89       3700  SH       DEFINED     6              825  1025      1850
OIL SERVICE HOLDERS              COMMON    678002106        204       2000  SH       DEFINED     6             2000     0         0
OLD DOMINION FREIGHT LINE        COMMON    679580100       8972     334400  SH       DEFINED     1           334400     0         0
OLD DOMINION FREIGHT LINE        COMMON    679580100       2501      93200  SH       DEFINED     2            93200     0         0
OLD REPUBLIC INTERNATIONAL COR   COMMON    680223104         14        540  SH       DEFINED     15             540     0         0
OLD REPUBLIC INTERNATIONAL COR   COMMON    680223104         20        800  SH       DEFINED     15             500     0       300
OLD REPUBLIC INTERNATIONAL COR   COMMON    680223104        592      23400  SH       DEFINED     6            23400     0         0
OLD REPUBLIC INTERNATIONAL COR   COMMON    680223104        169       6681  SH       DEFINED     8             6681     0         0
OLD SECOND BANCORP INC           COMMON    680277100       1324      45500  SH       DEFINED     15           24700     0     20800
OLD SECOND BANCORP INC           COMMON    680277100         29       1000  SH       DEFINED     15,14         1000     0         0
OLD SECOND BANCORP INC           COMMON    680277100        317      10900  SH       DEFINED     5,15         10900     0         0
OLYMPIC STEEL INC                COMMON    68162K106         29       2200  SH       DEFINED     6             2200     0         0
OMNICARE INC                     COMMON    681904108      24724     582700  SH       DEFINED     1           582700     0         0
OMNICARE INC                     COMMON    681904108        556      13100  SH       DEFINED     2            13100     0         0
OMNICARE INC                     COMMON    681904108        165       3900  SH       DEFINED     6             2800  1100         0
OMNICARE INC                     COMMON    681904108        124       2928  SH       DEFINED     8             2928     0         0
OMNICOM GROUP                    COMMON    681919106     404114    5060284  SH       DEFINED     1          5060284     0         0
OMNICOM GROUP                    COMMON    681919106      52708     660000  SH       DEFINED     1,2         660000     0         0



                                                                                         
OMNICOM GROUP                    COMMON    681919106         96       1200  SH       DEFINED     9             1200     0         0
OMNICOM GROUP                    COMMON    681919106       1661      20800  SH       DEFINED     9,15         20800     0         0
OMNICOM GROUP                    COMMON    681919106      22314     279408  SH       DEFINED     15          253493     0     25915
OMNICOM GROUP                    COMMON    681919106       6318      79109  SH       DEFINED     15,14        79109     0         0
OMNICOM GROUP                    COMMON    681919106       1629      20400  SH       DEFINED     15,8         20400     0         0
OMNICOM GROUP                    COMMON    681919106      12627     158110  SH       DEFINED     2           151850     0      6260
OMNICOM GROUP                    COMMON    681919106        343       4300  SH       DEFINED     2,14          4300     0         0
OMNICOM GROUP                    COMMON    681919106        200       2503  SH       DEFINED     23            2503     0         0
OMNICOM GROUP                    COMMON    681919106        200       2500  SH       DEFINED     24            1600     0       900
OMNICOM GROUP                    COMMON    681919106       1198      15000  SH       DEFINED     3            15000     0         0
OMNICOM GROUP                    COMMON    681919106      21634     270900  SH       DEFINED     4           270900     0         0
OMNICOM GROUP                    COMMON    681919106        647       8100  SH       DEFINED     5,15          8100     0         0
OMNICOM GROUP                    COMMON    681919106        113       1412  SH       DEFINED     6             1412     0         0
OMNICOM GROUP                    COMMON    681919106        556       6963  SH       DEFINED     8             6963     0         0
OMNICOM GROUP CVT(OMC) 144A 0.   CONVERT   681919AQ9      18671   19150000  SH       DEFINED     15         2875000     0  16275000
OMEGA HEALTHCARE INVS INC        COMMON    681936100      18152    1411500  SH       DEFINED     15         1099600     0    311900
OMEGA HEALTHCARE INVS INC        COMMON    681936100        136      10600  SH       DEFINED     15,14        10600     0         0
OMEGA HEALTHCARE INVS INC        COMMON    681936100         86       6678  SH       DEFINED     24             959     0      5719
OMEGA HEALTHCARE INVS INC        COMMON    681936100       1713     133200  SH       DEFINED     5,15        133200     0         0
OMEGA HEALTHCARE INVS INC        COMMON    681936100       6080     472770  SH       DEFINED     6           472770     0         0
1-800 CONTACTS INC               COMMON    681977104        420      21700  SH       DEFINED     1            21700     0         0
OMEGA PROTEIN CORP               COMMON    68210P107         32       5000  SH       DEFINED     6             5000     0         0
OMNIVISION TECHNOLOGIES          COMMON    682128103       4546     334500  SH       DEFINED     15          174000     0    160500
OMNIVISION TECHNOLOGIES          COMMON    682128103        102       7500  SH       DEFINED     15,14         7500     0         0
OMNIVISION TECHNOLOGIES          COMMON    682128103        705      51900  SH       DEFINED     5,15         51900     0         0
ON ASSIGNMENT INC                COMMON    682159108         28       5550  SH       DEFINED     6             1225  1500      2825
ON SEMICONDUCTOR CORPORATION     COMMON    682189105          0        100  SH       DEFINED     24               0     0       100
ONEOK INC                        COMMON    682680103       8042     246315  SH       DEFINED     15          245540     0       775
ONEOK INC                        COMMON    682680103        245       7500  SH       DEFINED     15            7200     0       300
OPEN JT STK CO-VIMPEL COMMUNIC   COMMON    68370R109      18780     551870  SH       DEFINED     1           551870     0         0
OPEN JT STK CO-VIMPEL COMMUNIC   COMMON    68370R109        582      17100  SH       DEFINED     1,3          17100     0         0
OPEN JT STK CO-VIMPEL COMMUNIC   COMMON    68370R109        184       5400  SH       DEFINED     9             5400     0         0
OPEN JT STK CO-VIMPEL COMMUNIC   COMMON    68370R109       1429      42000  SH       DEFINED     9,10         42000     0         0
OPEN JT STK CO-VIMPEL COMMUNIC   COMMON    68370R109        541      15900  SH       DEFINED     9,22         15900     0         0
OPEN JT STK CO-VIMPEL COMMUNIC   COMMON    68370R109        163       4800  SH       DEFINED     2,14          4800     0         0
OPEN JT STK CO-VIMPEL COMMUNIC   COMMON    68370R109        533      15670  SH       DEFINED     4            15670     0         0
OPEN JT STK CO-VIMPEL COMMUNIC   COMMON    68370R109         14        400  SH       DEFINED     6              400     0         0
OPEN TEXT CORP                   COMMON    683715106      18153    1282100  SH       DEFINED     3          1282100     0         0
OPENWAVE SYSTEMS INC             COMMON    683718308      23170    1412800  SH       DEFINED     1          1412800     0         0
OPENWAVE SYSTEMS INC             COMMON    683718308       3277     199800  SH       DEFINED     15,22       199800     0         0
OPENWAVE SYSTEMS INC             COMMON    683718308        426      26000  SH       DEFINED     20           26000     0         0
OPENWAVE SYSTEMS INC             COMMON    683718308          5        300  SH       DEFINED     24               0     0       300
OPEN SOLUTIONS INC               COMMON    68371P102       3390     167000  SH       DEFINED     1           167000     0         0
OPLINK COMMUNICATIONS INC        COMMON    68375Q106        315     190939  SH       DEFINED     18               0     0    190939
OPSWARE INC                      COMMON    68383A101       1989     388500  SH       DEFINED     9           388500     0         0
OPSWARE INC                      COMMON    68383A101        392      76500  SH       DEFINED     9,22         76500     0         0
ORACLE CORPORATION               COMMON    68389X105     169415   12834480  SH       DEFINED     1         12833380     0      1100
ORACLE CORPORATION               COMMON    68389X105     104792    7938800  SH       DEFINED     1,2        7938800     0         0
ORACLE CORPORATION               COMMON    68389X105       2739     207500  SH       DEFINED     1,3         207500     0         0
ORACLE CORPORATION               COMMON    68389X105       7485     567045  SH       DEFINED     9           567045     0         0
ORACLE CORPORATION               COMMON    68389X105       6781     513730  SH       DEFINED     9,15        513730     0         0
ORACLE CORPORATION               COMMON    68389X105        933      70700  SH       DEFINED     9,2          70700     0         0
ORACLE CORPORATION               COMMON    68389X105      41857    3171001  SH       DEFINED     15         2858066     0    312935
ORACLE CORPORATION               COMMON    68389X105        516      39100  SH       DEFINED     15,14        39100     0         0
ORACLE CORPORATION               COMMON    68389X105       2965     224600  SH       DEFINED     15,22       224600     0         0
ORACLE CORPORATION               COMMON    68389X105       3382     256200  SH       DEFINED     15,8        256200     0         0
ORACLE CORPORATION               COMMON    68389X105      32060    2428820  SH       DEFINED     2          2428820     0         0
ORACLE CORPORATION               COMMON    68389X105       1980     150000  SH       DEFINED     20          150000     0         0
ORACLE CORPORATION               COMMON    68389X105        607      45979  SH       DEFINED     23           45979     0         0
ORACLE CORPORATION               COMMON    68389X105       1627     123236  SH       DEFINED     24           42920     0     80316
ORACLE CORPORATION               COMMON    68389X105     287967   21815700  SH       DEFINED     3         21815700     0         0
ORACLE CORPORATION               COMMON    68389X105       3292     249400  SH       DEFINED     3,22        249400     0         0
ORACLE CORPORATION               COMMON    68389X105         78       5916  SH       DEFINED     4             5916     0         0
ORACLE CORPORATION               COMMON    68389X105       2129     161285  SH       DEFINED     5,15        111300     0     49985
ORACLE CORPORATION               COMMON    68389X105        623      47167  SH       DEFINED     6            47167     0         0
ORACLE CORPORATION               COMMON    68389X105       2343     177469  SH       DEFINED     8           177469     0         0
ORACLE CORPORATION               COMMON    68389X105         56       4214  SH       DEFINED     8,10          4214     0         0
ORASURE TECHNOLOGIES INC         COMMON    68554V108       3291     329800  SH       DEFINED     15          170800     0    159000
ORASURE TECHNOLOGIES INC         COMMON    68554V108         74       7400  SH       DEFINED     15,14         7400     0         0
ORASURE TECHNOLOGIES INC         COMMON    68554V108         10       1000  SH       DEFINED     24               0     0      1000
ORASURE TECHNOLOGIES INC         COMMON    68554V108        474      47500  SH       DEFINED     5,15         47500     0         0
ORIENTAL FINANCIAL GROUP         COMMON    68618W100        705      46200  SH       DEFINED     1            46200     0         0
ORIENTAL FINANCIAL GROUP         COMMON    68618W100        863      56560  SH       DEFINED     15           30153     0     26407
ORIENTAL FINANCIAL GROUP         COMMON    68618W100         18       1200  SH       DEFINED     15,14         1200     0         0
ORIENTAL FINANCIAL GROUP         COMMON    68618W100        204      13343  SH       DEFINED     5,15         13343     0         0
ORIENTAL FINANCIAL GROUP         COMMON    68618W100          9        560  SH       DEFINED     6              560     0         0
ORIX CORP ADR                    COMMON    686330101       1047      13912  SH       DEFINED     4            13912     0         0
OSCIENT PHARMACEUTICALS CORP     COMMON    68812R105          1        400  SH       DEFINED     6              400     0         0
OSHKOSH TRUCK CORP               COMMON    688239201       4697      60000  SH       DEFINED     1            60000     0         0
OSHKOSH TRUCK CORP               COMMON    688239201         47        600  SH       DEFINED     24               0     0       600
OSHKOSH TRUCK CORP               COMMON    688239201          5         70  SH       DEFINED     4               70     0         0
OSHKOSH TRUCK CORP               COMMON    688239201         13        170  SH       DEFINED     6              170     0         0
OTTER TAIL CORP                  COMMON    689648103          4        150  SH       DEFINED     6              150     0         0
OUTBACK STEAKHOUSE INC           COMMON    689899102      73553    1625830  SH       DEFINED     1          1625830     0         0
OUTBACK STEAKHOUSE INC           COMMON    689899102        118       2600  SH       DEFINED     1,3           2600     0         0
OUTBACK STEAKHOUSE INC           COMMON    689899102       5610     124000  SH       DEFINED     2           124000     0         0
OUTBACK STEAKHOUSE INC           COMMON    689899102        235       5200  SH       DEFINED     5,2           5200     0         0
OVERSEAS SHIPHOLDING GROUP INC   COMMON    690368105       4217      70700  SH       DEFINED     1            70700     0         0
OVERSEAS SHIPHOLDING GROUP INC   COMMON    690368105       4909      82300  SH       DEFINED     1,3          82300     0         0
OVERSEAS SHIPHOLDING GROUP INC   COMMON    690368105         54        900  SH       DEFINED     9,7            900     0         0
OVERSEAS SHIPHOLDING GROUP INC   COMMON    690368105       1622      27200  SH       DEFINED     9,2          27200     0         0
OVERSEAS SHIPHOLDING GROUP INC   COMMON    690368105       6633     111200  SH       DEFINED     15          102200     0      6600
OVERSEAS SHIPHOLDING GROUP INC   COMMON    690368105        412       6900  SH       DEFINED     15,8          6900     0         0



                                                                                         
OVERSEAS SHIPHOLDING GROUP INC   COMMON    690368105        489       8200  SH       DEFINED     2             8200     0         0
OVERSEAS SHIPHOLDING GROUP INC   COMMON    690368105        107       1800  SH       DEFINED     5,15          1800     0         0
OWENS-ILLINOIS INC               COMMON    690768403      11906     475300  SH       DEFINED     1           475300     0         0
OWENS-ILLINOIS INC               COMMON    690768403        559      22300  SH       DEFINED     2            22300     0         0
OWENS-ILLINOIS INC               COMMON    690768403        245       9800  SH       DEFINED     6             5100  1650      3050
OWENS-ILLINOIS INC PFD 4.75      CONVERT   690768502        122       3000  SH       DEFINED     24               0     0      3000
P C CONNECTION                   COMMON    69318J100       3122     502700  SH       DEFINED     1           502700     0         0
PG&E CORP                        COMMON    69331C108      22292     593820  SH       DEFINED     1           593820     0         0
PG&E CORP                        COMMON    69331C108         83       2200  SH       DEFINED     9,7           2200     0         0
PG&E CORP                        COMMON    69331C108       1448      38569  SH       DEFINED     15           37569     0      1000
PG&E CORP                        COMMON    69331C108        203       5400  SH       DEFINED     15,8          5400     0         0
PG&E CORP                        COMMON    69331C108        710      18900  SH       DEFINED     2            18900     0         0
PG&E CORP                        COMMON    69331C108         44       1185  SH       DEFINED     24               0     0      1185
PG&E CORP                        COMMON    69331C108        229       6100  SH       DEFINED     6             4400  1700         0
PG&E CORP                        COMMON    69331C108        516      13747  SH       DEFINED     8            13747     0         0
PFF BANCORP INC                  COMMON    69331W104       1045      34500  SH       DEFINED     1            34500     0         0
PFF BANCORP INC                  COMMON    69331W104       1755      57950  SH       DEFINED     15           35100     0     22850
PFF BANCORP INC                  COMMON    69331W104         32       1050  SH       DEFINED     15,14         1050     0         0
PFF BANCORP INC                  COMMON    69331W104        813      26850  SH       DEFINED     5,15         26850     0         0
PFF BANCORP INC                  COMMON    69331W104        120       3951  SH       DEFINED     6              876  1100      1975
PHH CORP                         COMMON    693320202          0          1  SH       DEFINED     4                1     0         0
PHH CORP                         COMMON    693320202         42       1641  SH       DEFINED     8             1641     0         0
PHH CORP                         COMMON    693320202          0          1  SH       DEFINED     8,13             1     0         0
PF CHANG'S CHINA BISTRO INC      COMMON    69333Y108      17393     294900  SH       DEFINED     1           294900     0         0
PF CHANG'S CHINA BISTRO INC      COMMON    69333Y108       2766      46904  SH       DEFINED     15           46904     0         0
PF CHANG'S CHINA BISTRO INC      COMMON    69333Y108       5253      89060  SH       DEFINED     2            89060     0         0
PF CHANG'S CHINA BISTRO INC      COMMON    69333Y108         12        200  SH       DEFINED     24               0     0       200
PF CHANG'S CHINA BISTRO INC      COMMON    69333Y108         29        500  SH       DEFINED     6              500     0         0
PMC COML TR                      COMMON    693434102          1        100  SH       DEFINED     24               0     0       100
PMC-SIERRA INC                   COMMON    69344F106       4453     477303  SH       DEFINED     15          413003     0     39700
PMC-SIERRA INC                   COMMON    69344F106         37       4000  SH       DEFINED     5,15          4000     0         0
PMI GROUP INC (THE)              COMMON    69344M101      23263     596800  SH       DEFINED     1           596800     0         0
PMI GROUP INC (THE)              COMMON    69344M101       9092     233256  SH       DEFINED     15          192332     0     39779
PMI GROUP INC (THE)              COMMON    69344M101       1664      42700  SH       DEFINED     2            42700     0         0
PMI GROUP INC (THE)              COMMON    69344M101        572      14675  SH       DEFINED     24             100     0     14575
PMI GROUP INC (THE)              COMMON    69344M101        329       8440  SH       DEFINED     5,15             0     0      8440
PMI GROUP INC (THE)              COMMON    69344M101         99       2533  SH       DEFINED     8             2533     0         0
PMI GROUP CVT (PMI) 2.5 07-15-   CONVERT   69344MAE1      19625   19100000  SH       DEFINED     15         2850000     0  16250000
PNC FINANCIAL SERVICES GROUP     COMMON    693475105        143       2625  SH       DEFINED     15            2340     0       285
PNC FINANCIAL SERVICES GROUP     COMMON    693475105        588      10800  SH       DEFINED     9,15         10800     0         0
PNC FINANCIAL SERVICES GROUP     COMMON    693475105       6159     113100  SH       DEFINED     15          105900     0      7200
PNC FINANCIAL SERVICES GROUP     COMMON    693475105        899      16500  SH       DEFINED     15,8         16500     0         0
PNC FINANCIAL SERVICES GROUP     COMMON    693475105        136       2500  SH       DEFINED     23            2500     0         0
PNC FINANCIAL SERVICES GROUP     COMMON    693475105        878      16120  SH       DEFINED     24               0     0     16120
PNC FINANCIAL SERVICES GROUP     COMMON    693475105        641      11775  SH       DEFINED     8            11775     0         0
POSCO ADR                        COMMON    693483109       2933      66700  SH       DEFINED     1            66700     0         0
POSCO ADR                        COMMON    693483109        220       5000  SH       DEFINED     9             5000     0         0
POSCO ADR                        COMMON    693483109        114       2600  SH       DEFINED     9,15          2600     0         0
POSCO ADR                        COMMON    693483109       1477      33600  SH       DEFINED     5,12         33600     0         0
POSCO ADR                        COMMON    693483109        543      12350  SH       DEFINED     7            12350     0         0
PPG INDUSTRIES INC               COMMON    693506107      21179     337460  SH       DEFINED     1           337460     0         0
PPG INDUSTRIES INC               COMMON    693506107        201       3210  SH       DEFINED     9,15          3210     0         0
PPG INDUSTRIES INC               COMMON    693506107      27698     441336  SH       DEFINED     15          225960     0    213336
PPG INDUSTRIES INC               COMMON    693506107        807      12860  SH       DEFINED     15,22        12860     0         0
PPG INDUSTRIES INC               COMMON    693506107       1632      26000  SH       DEFINED     15,8         26000     0         0
PPG INDUSTRIES INC               COMMON    693506107        151       2400  SH       DEFINED     23            2400     0         0
PPG INDUSTRIES INC               COMMON    693506107         34        544  SH       DEFINED     24               0     0       544
PPG INDUSTRIES INC               COMMON    693506107          0          0  SH       DEFINED     4                0     0         0
PPG INDUSTRIES INC               COMMON    693506107        411       6551  SH       DEFINED     6             6551     0         0
PPG INDUSTRIES INC               COMMON    693506107        380       6048  SH       DEFINED     8             6048     0         0
PPL CORPORATION                  COMMON    69351T106      12648     213000  SH       DEFINED     1           213000     0         0
PPL CORPORATION                  COMMON    69351T106       1094      18431  SH       DEFINED     15           18431     0         0
PPL CORPORATION                  COMMON    69351T106         86       1453  SH       DEFINED     24               0     0      1453
PPL CORPORATION                  COMMON    69351T106        166       2800  SH       DEFINED     6             2000   800         0
PPL CORPORATION                  COMMON    69351T106        355       5976  SH       DEFINED     8             5976     0         0
PRG-SCHULTZ INTL INC             COMMON    69357C107       1978     701373  SH       DEFINED     6           701373     0         0
PS BUSINESS PKS INC CALIF        COMMON    69360J107       1205      27100  SH       DEFINED     15           27100     0         0
PSS WORLD MED INC                COMMON    69366A100       1806     145100  SH       DEFINED     15           76000     0     69100
PSS WORLD MED INC                COMMON    69366A100         40       3200  SH       DEFINED     15,14         3200     0         0
PSS WORLD MED INC                COMMON    69366A100         12       1000  SH       DEFINED     24               0     0      1000
PSS WORLD MED INC                COMMON    69366A100        215      17300  SH       DEFINED     5,15         17300     0         0
PSS WORLD MED INC                COMMON    69366A100         49       3975  SH       DEFINED     6             3975     0         0
PYR ENERGY CORP                  COMMON    693677106          4       2750  SH       DEFINED     24               0     0      2750
PACCAR INC                       COMMON    693718108         26        380  SH       DEFINED     15             380     0         0
PACCAR INC                       COMMON    693718108       1184      17414  SH       DEFINED     15           17214     0       200
PACCAR INC                       COMMON    693718108        598       8800  SH       DEFINED     24            8800     0         0
PACCAR INC                       COMMON    693718108        383       5625  SH       DEFINED     6             5625     0         0
PACCAR INC                       COMMON    693718108        374       5496  SH       DEFINED     8             5496     0         0
PACER INTERNATIONAL              COMMON    69373H106        325      14900  SH       DEFINED     3            14900     0         0
PACER INTERNATIONAL              COMMON    69373H106      11671     535600  SH       DEFINED     3           535600     0         0
PACER INTERNATIONAL              COMMON    69373H106         59       2700  SH       DEFINED     6              600   750      1350
PACHOLDER HIGH YIELD FUND CEF    COMMON    693742108          4        400  SH       DEFINED     24               0     0       400
PACIFIC CAP BANCORP              COMMON    69404P101         48       1300  SH       DEFINED     15            1300     0         0
PACIFIC CAP BANCORP              COMMON    69404P101        118       3200  SH       DEFINED     24               0     0      3200
PACIFIC CAP BANCORP              COMMON    69404P101        122       3300  SH       DEFINED     5,15          3300     0         0
PACIFIC SUNWEAR OF CALIFORNIA    COMMON    694873100      12946     563100  SH       DEFINED     1           563100     0         0
PACIFIC SUNWEAR OF CALIFORNIA    COMMON    694873100       2363     102800  SH       DEFINED     2           102800     0         0
PACIFIC RIM MINING CORP          COMMON    694915208        748    1254900  SH       DEFINED     1          1254900     0         0
PACIFIC RIM MINING CORP          COMMON    694915208        149     250000  SH       DEFINED     2           250000     0         0
PACIFICARE HEALTH SYS DEL        COMMON    695112102      60375     845000  SH       DEFINED     1           845000     0         0
PACIFICARE HEALTH SYS DEL        COMMON    695112102      34246     479300  SH       DEFINED     1,2         479300     0         0
PACIFICARE HEALTH SYS DEL        COMMON    695112102       7788     109000  SH       DEFINED     15,22       109000     0         0
PACIFICARE HEALTH SYS DEL        COMMON    695112102       9481     132700  SH       DEFINED     2           132700     0         0



                                                                                         
PACIFICARE HEALTH SYS DEL        COMMON    695112102        550       7700  SH       DEFINED     20            7700     0         0
PACIFICARE HEALTH SYS DEL        COMMON    695112102          7         99  SH       DEFINED     4               99     0         0
PACIFICARE HEALTH SYS DEL        COMMON    695112102         16        220  SH       DEFINED     6              220     0         0
PACKAGING CORP OF AMERICA        COMMON    695156109        192       9100  SH       DEFINED     6             9100     0         0
PACKETEER INC                    COMMON    695210104       5124     363400  SH       DEFINED     1           363400     0         0
PACKETEER INC                    COMMON    695210104         65       4600  SH       DEFINED     6             1000  1275      2325
PACTIV CORPORATION               COMMON    695257105      40991    1899500  SH       DEFINED     1          1899500     0         0
PACTIV CORPORATION               COMMON    695257105        112       5200  SH       DEFINED     1,3           5200     0         0
PACTIV CORPORATION               COMMON    695257105       1064      49300  SH       DEFINED     15           49300     0         0
PACTIV CORPORATION               COMMON    695257105       4722     218800  SH       DEFINED     2           218800     0         0
PACTIV CORPORATION               COMMON    695257105          4        206  SH       DEFINED     24             106     0       100
PACTIV CORPORATION               COMMON    695257105      23974    1110938  SH       DEFINED     4          1110938     0         0
PACTIV CORPORATION               COMMON    695257105        216      10000  SH       DEFINED     5,2          10000     0         0
PACTIV CORPORATION               COMMON    695257105        319      14787  SH       DEFINED     6            13387  1400         0
PALL CORPORATION                 COMMON    696429307      34647    1141200  SH       DEFINED     1          1141200     0         0
PALL CORPORATION                 COMMON    696429307        106       3500  SH       DEFINED     1,3           3500     0         0
PALL CORPORATION                 COMMON    696429307        367      12086  SH       DEFINED     15           12086     0         0
PALL CORPORATION                 COMMON    696429307       3774     124300  SH       DEFINED     2           124300     0         0
PALL CORPORATION                 COMMON    696429307        106       3500  SH       DEFINED     24            3500     0         0
PALL CORPORATION                 COMMON    696429307          9        290  SH       DEFINED     4              290     0         0
PALL CORPORATION                 COMMON    696429307        185       6100  SH       DEFINED     5,2           6100     0         0
PALL CORPORATION                 COMMON    696429307        106       3500  SH       DEFINED     6             3500     0         0
PALMONE INC                      COMMON    69713P107      22290     748735  SH       DEFINED     1           748735     0         0
PALMONE INC                      COMMON    69713P107        250       8400  SH       DEFINED     15               0     0      8400
PALMONE INC                      COMMON    69713P107       1661      55800  SH       DEFINED     2            45800     0     10000
PALMONE INC                      COMMON    69713P107          2         52  SH       DEFINED     24               0     0        52
PALMONE INC                      COMMON    69713P107         48       1600  SH       DEFINED     4             1600     0         0
PALMSOURCE INC                   COMMON    697154102          0          2  SH       DEFINED     24               0     0         2
PALOMAR MEDICAL TECHNOLOGIES     COMMON    697529303       1880      78600  SH       DEFINED     1            78600     0         0
PAN AMERICAN SILVER CORP COM     COMMON    697900108       4733     320000  SH       DEFINED     1           320000     0         0
PAN PACIFIC RETAIL PROPERTIES    COMMON    69806L104      15095     227400  SH       DEFINED     1           227400     0         0
PAN PACIFIC RETAIL PROPERTIES    COMMON    69806L104      45594     686871  SH       DEFINED     15          537504     0    133867
PAN PACIFIC RETAIL PROPERTIES    COMMON    69806L104       4607      69400  SH       DEFINED     2            69400     0         0
PAN PACIFIC RETAIL PROPERTIES    COMMON    69806L104       3238      48787  SH       DEFINED     5,15         48787     0         0
PANERA BREAD CO CL A             COMMON    69840W108       8282     133400  SH       DEFINED     1           133400     0         0
PANERA BREAD CO CL A             COMMON    69840W108        484       7800  SH       DEFINED     15            6700     0       700
PANERA BREAD CO CL A             COMMON    69840W108       2626      42300  SH       DEFINED     2            42300     0         0
PANERA BREAD CO CL A             COMMON    69840W108          6        100  SH       DEFINED     5,15           100     0         0
PANERA BREAD CO CL A             COMMON    69840W108         12        190  SH       DEFINED     6              190     0         0
PANTRY INC                       COMMON    698657103       6828     176300  SH       DEFINED     15           94600     0     81700
PANTRY INC                       COMMON    698657103        147       3800  SH       DEFINED     15,14         3800     0         0
PANTRY INC                       COMMON    698657103       1390      35900  SH       DEFINED     5,15         35900     0         0
PAPA JOHNS INTL INC              COMMON    698813102       4836     121000  SH       DEFINED     1           121000     0         0
PAPA JOHNS INTL INC              COMMON    698813102       6411     160400  SH       DEFINED     15           97500     0     62900
PAPA JOHNS INTL INC              COMMON    698813102        116       2900  SH       DEFINED     15,14         2900     0         0
PAPA JOHNS INTL INC              COMMON    698813102       1347      33700  SH       DEFINED     5,15         33700     0         0
PAR TECHNOLOGY CORP              COMMON    698884103       1875      58600  SH       DEFINED     1            58600     0         0
PAR PHARMACEUTICAL COS INC       COMMON    69888P106       6136     192900  SH       DEFINED     1           192900     0         0
PAR PHARMACEUTICAL COS INC       COMMON    69888P106         15        475  SH       DEFINED     6              475     0         0
PARAMETRIC TECHNOLOGY CORP       COMMON    699173100      12679    1987328  SH       DEFINED     15         1576728     0    346400
PARAMETRIC TECHNOLOGY CORP       COMMON    699173100         61       9500  SH       DEFINED     15,14         9500     0         0
PARAMETRIC TECHNOLOGY CORP       COMMON    699173100        551      86400  SH       DEFINED     15,8         86400     0         0
PARAMETRIC TECHNOLOGY CORP       COMMON    699173100        425      66600  SH       DEFINED     5,15         66600     0         0
PARK ELECTROCHEMICAL CORP        COMMON    700416209       5095     202200  SH       DEFINED     15          105000     0     97200
PARK ELECTROCHEMICAL CORP        COMMON    700416209        116       4600  SH       DEFINED     15,14         4600     0         0
PARK ELECTROCHEMICAL CORP        COMMON    700416209        600      23800  SH       DEFINED     5,15         23800     0         0
PARK ELECTROCHEMICAL CORP        COMMON    700416209         15        600  SH       DEFINED     6              600     0         0
PARKER DRILLING CO               COMMON    701081101       3558     507500  SH       DEFINED     15          313500     0    194000
PARKER DRILLING CO               COMMON    701081101         64       9200  SH       DEFINED     15,14         9200     0         0
PARKER DRILLING CO               COMMON    701081101        782     111500  SH       DEFINED     5,15        111500     0         0
PARKER HANNIFIN CORP             COMMON    701094104      94597    1525510  SH       DEFINED     1          1525510     0         0
PARKER HANNIFIN CORP             COMMON    701094104      37206     600000  SH       DEFINED     1,2         600000     0         0
PARKER HANNIFIN CORP             COMMON    701094104       5977      96383  SH       DEFINED     15           84177     0     12206
PARKER HANNIFIN CORP             COMMON    701094104       1401      22600  SH       DEFINED     15,8         22600     0         0
PARKER HANNIFIN CORP             COMMON    701094104       8425     135860  SH       DEFINED     2           135860     0         0
PARKER HANNIFIN CORP             COMMON    701094104        155       2500  SH       DEFINED     2,14          2500     0         0
PARKER HANNIFIN CORP             COMMON    701094104        254       4100  SH       DEFINED     23            4100     0         0
PARKER HANNIFIN CORP             COMMON    701094104         69       1120  SH       DEFINED     24               0     0      1120
PARKER HANNIFIN CORP             COMMON    701094104       9260     149335  SH       DEFINED     4           149335     0         0
PARKER HANNIFIN CORP             COMMON    701094104        143       2305  SH       DEFINED     6             2305     0         0
PARKER HANNIFIN CORP             COMMON    701094104        316       5096  SH       DEFINED     8             5096     0         0
PARKWAY PROPERTIES INC-MD        COMMON    70159Q104        645      12900  SH       DEFINED     15           12900     0         0
PARLUX FRAGRANCES INC            COMMON    701645103         22        800  SH       DEFINED     15             300     0       500
PARTNER COMMUNICATIONS CO LTD    COMMON    70211M109        522      72900  SH       DEFINED     15,22        72900     0         0
PARTY CITY CORP                  COMMON    702145103         11        875  SH       DEFINED     6              875     0         0
PATHMARK STORES INC              COMMON    70322A101       1872     213700  SH       DEFINED     15          125900     0     87800
PATHMARK STORES INC              COMMON    70322A101         36       4100  SH       DEFINED     15,14         4100     0         0
PATHMARK STORES INC              COMMON    70322A101        487      55600  SH       DEFINED     5,15         55600     0         0
PATTERSON COS INC                COMMON    703395103        197       4370  SH       DEFINED     24             190     0      4180
PATTERSON COS INC                COMMON    703395103      14778     327890  SH       DEFINED     6           327890     0         0
PATTERSON COS INC                COMMON    703395103         36        802  SH       DEFINED     8              802     0         0
PATTERSON - UTI ENERGY INC       COMMON    703481101      42062    1511400  SH       DEFINED     1          1511400     0         0
PATTERSON - UTI ENERGY INC       COMMON    703481101      36179    1300000  SH       DEFINED     1,2        1300000     0         0
PATTERSON - UTI ENERGY INC       COMMON    703481101       2805     100800  SH       DEFINED     15           87500     0      8200
PATTERSON - UTI ENERGY INC       COMMON    703481101       1447      52000  SH       DEFINED     15,14        52000     0         0
PATTERSON - UTI ENERGY INC       COMMON    703481101        242       8700  SH       DEFINED     15,8          8700     0         0
PATTERSON - UTI ENERGY INC       COMMON    703481101       6511     233950  SH       DEFINED     2           233950     0         0
PATTERSON - UTI ENERGY INC       COMMON    703481101         22        800  SH       DEFINED     5,15           800     0         0
PAULA FINL DEL                   COMMON    703588103         17      10000  SH       DEFINED     24               0     0     10000
PAXAR CORP                       COMMON    704227107         26       1450  SH       DEFINED     6             1450     0         0
PAYCHEX INC                      COMMON    704326107      32487     999000  SH       DEFINED     1           999000     0         0
PAYCHEX INC                      COMMON    704326107       1123      34526  SH       DEFINED     15           34526     0         0
PAYCHEX INC                      COMMON    704326107       1543      47450  SH       DEFINED     2            47450     0         0



                                                                                         
PAYCHEX INC                      COMMON    704326107       2335      71809  SH       DEFINED     24           55025     0     16784
PAYCHEX INC                      COMMON    704326107       7581     233127  SH       DEFINED     6           220427     0     12700
PAYCHEX INC                      COMMON    704326107        393      12070  SH       DEFINED     8            12070     0         0
PAYLESS SHOESOURCE INC           COMMON    704379106       7730     402600  SH       DEFINED     15          245000     0    157600
PAYLESS SHOESOURCE INC           COMMON    704379106        142       7400  SH       DEFINED     15,14         7400     0         0
PAYLESS SHOESOURCE INC           COMMON    704379106         19        990  SH       DEFINED     24               0     0       990
PAYLESS SHOESOURCE INC           COMMON    704379106       1770      92200  SH       DEFINED     5,15         92200     0         0
PAYLESS SHOESOURCE INC           COMMON    704379106         66       3450  SH       DEFINED     6              750   950      1750
PEABODY ENERGY CORP              COMMON    704549104      33982     653000  SH       DEFINED     1           653000     0         0
PEABODY ENERGY CORP              COMMON    704549104       2914      56000  SH       DEFINED     15,14        56000     0         0
PEABODY ENERGY CORP              COMMON    704549104         21        400  SH       DEFINED     24               0     0       400
PEARSON PLC ADR                  COMMON    705015105          1         85  SH       DEFINED     4               85     0         0
PEDIATRIX MED GROUP              COMMON    705324101      14311     194600  SH       DEFINED     1           194600     0         0
PEDIATRIX MED GROUP              COMMON    705324101       4596      62500  SH       DEFINED     2            62500     0         0
PEGASUS SOLUTIONS INC            COMMON    705906105         49       4375  SH       DEFINED     6              950  1225      2200
PENN NATIONAL GAMING INC         COMMON    707569109      10731     294000  SH       DEFINED     1           294000     0         0
PENN NATIONAL GAMING INC         COMMON    707569109        117       3200  SH       DEFINED     15            3200     0         0
PENN NATIONAL GAMING INC         COMMON    707569109       2748      75300  SH       DEFINED     2            75300     0         0
PENN VA CORP                     COMMON    707882106       8416     188400  SH       DEFINED     1           188400     0         0
J. C. PENNEY CO                  COMMON    708160106      70670    1344050  SH       DEFINED     1          1344050     0         0
J. C. PENNEY CO                  COMMON    708160106      49951     950000  SH       DEFINED     1,2         950000     0         0
J. C. PENNEY CO                  COMMON    708160106         58       1100  SH       DEFINED     9,7           1100     0         0
J. C. PENNEY CO                  COMMON    708160106         90       1720  SH       DEFINED     9,15          1720     0         0
J. C. PENNEY CO                  COMMON    708160106       1728      32856  SH       DEFINED     15           26356     0      6500
J. C. PENNEY CO                  COMMON    708160106      16135     306870  SH       DEFINED     2           306870     0         0
J. C. PENNEY CO                  COMMON    708160106        517       9830  SH       DEFINED     24               0     0      9830
J. C. PENNEY CO                  COMMON    708160106         51        964  SH       DEFINED     4              964     0         0
J. C. PENNEY CO                  COMMON    708160106        157       2990  SH       DEFINED     6             2990     0         0
J. C. PENNEY CO                  COMMON    708160106        508       9656  SH       DEFINED     8             9656     0         0
PENNFED FINANCIAL SVCS INC       COMMON    708167101         44       2600  SH       DEFINED     15            1800     0       800
PENNFED FINANCIAL SVCS INC       COMMON    708167101         54       3200  SH       DEFINED     5,15          3200     0         0
PENNSYLVANIA RL ESTATE INVT TR   COMMON    709102107       2356      49600  SH       DEFINED     15           30700     0     18900
PENNSYLVANIA RL ESTATE INVT TR   COMMON    709102107         20        427  SH       DEFINED     24               0     0       427
PENTAIR INC                      COMMON    709631105      15399     359700  SH       DEFINED     1           359700     0         0
PENTAIR INC                      COMMON    709631105        591      13800  SH       DEFINED     2            13800     0         0
PENTAIR INC                      COMMON    709631105          2         48  SH       DEFINED     4               48     0         0
PENTAIR INC                      COMMON    709631105        663      15480  SH       DEFINED     6            14480     0      1000
PENTON MEDIA INC                 COMMON    709668107          1       3045  SH       DEFINED     24            3045     0         0
PEOPLES BANCORP INC              COMMON    709789101         21        800  SH       DEFINED     15             800     0         0
PEOPLES BANCORP INC              COMMON    709789101        184       6891  SH       DEFINED     24               0     0      6891
PEOPLES BANCORP INC              COMMON    709789101         54       2000  SH       DEFINED     5,15          2000     0         0
PEOPLES BK BRIDGEPORT CONN       COMMON    710198102         66       2176  SH       DEFINED     24               0     0      2176
PEOPLES ENERGY CORP              COMMON    711030106       4216      97000  SH       DEFINED     1            97000     0         0
PEOPLES ENERGY CORP              COMMON    711030106        160       3674  SH       DEFINED     15            3674     0         0
PEOPLES ENERGY CORP              COMMON    711030106        808      18600  SH       DEFINED     24               0     0     18600
PEP BOYS-MANNY MOE & JACK        COMMON    713278109          1        100  SH       DEFINED     6              100     0         0
PEPCO HOLDINGS INC               COMMON    713291102         31       1300  SH       DEFINED     15               0     0      1300
PEPCO HOLDINGS INC               COMMON    713291102         71       2976  SH       DEFINED     15            2976     0         0
PEPCO HOLDINGS INC               COMMON    713291102         12        500  SH       DEFINED     24               0     0       500
PEPCO HOLDINGS INC               COMMON    713291102         34       1410  SH       DEFINED     6             1410     0         0
PEPCO HOLDINGS INC               COMMON    713291102        202       8450  SH       DEFINED     8             8450     0         0
PEPSI BOTTLING GROUP INC         COMMON    713409100        172       6005  SH       DEFINED     15            3240     0      2765
PEPSI BOTTLING GROUP INC         COMMON    713409100         77       2700  SH       DEFINED     9             2700     0         0
PEPSI BOTTLING GROUP INC         COMMON    713409100        426      14900  SH       DEFINED     9,15         14900     0         0
PEPSI BOTTLING GROUP INC         COMMON    713409100      15648     546939  SH       DEFINED     15          482739     0     64200
PEPSI BOTTLING GROUP INC         COMMON    713409100        117       4100  SH       DEFINED     15,14         4100     0         0
PEPSI BOTTLING GROUP INC         COMMON    713409100       1230      43000  SH       DEFINED     15,8         43000     0         0
PEPSI BOTTLING GROUP INC         COMMON    713409100         21        734  SH       DEFINED     23             734     0         0
PEPSI BOTTLING GROUP INC         COMMON    713409100        655      22900  SH       DEFINED     5,15         22900     0         0
PEPSIAMERICAS INC                COMMON    71343P200         23        900  SH       DEFINED     15             900     0         0
PEPSIAMERICAS INC                COMMON    71343P200        457      17800  SH       DEFINED     15           17300     0       500
PEPSIAMERICAS INC                COMMON    71343P200        216       8400  SH       DEFINED     15,8          8400     0         0
PEPSICO INC                      COMMON    713448108      71566    1327010  SH       DEFINED     1          1327010     0         0
PEPSICO INC                      COMMON    713448108      32358     600000  SH       DEFINED     1,2         600000     0         0
PEPSICO INC                      COMMON    713448108       1505      27900  SH       DEFINED     1,3          27900     0         0
PEPSICO INC                      COMMON    713448108        286       5300  SH       DEFINED     9             5300     0         0
PEPSICO INC                      COMMON    713448108       6119     113460  SH       DEFINED     9,15        113460     0         0
PEPSICO INC                      COMMON    713448108        507       9400  SH       DEFINED     9,2           9400     0         0
PEPSICO INC                      COMMON    713448108      95493    1770683  SH       DEFINED     15         1275611     0    491502
PEPSICO INC                      COMMON    713448108        442       8200  SH       DEFINED     15,14         8200     0         0
PEPSICO INC                      COMMON    713448108       1211      22450  SH       DEFINED     15,22        22450     0         0
PEPSICO INC                      COMMON    713448108       4929      91400  SH       DEFINED     15,8         91400     0         0
PEPSICO INC                      COMMON    713448108      17013     315470  SH       DEFINED     2           315470     0         0
PEPSICO INC                      COMMON    713448108       1992      36931  SH       DEFINED     23           36931     0         0
PEPSICO INC                      COMMON    713448108      47680     884103  SH       DEFINED     24          200781     0    683322
PEPSICO INC                      COMMON    713448108       8127     150700  SH       DEFINED     3           150700     0         0
PEPSICO INC                      COMMON    713448108         68       1269  SH       DEFINED     4             1269     0         0
PEPSICO INC                      COMMON    713448108       1796      33300  SH       DEFINED     5,15         33300     0         0
PEPSICO INC                      COMMON    713448108      34477     639284  SH       DEFINED     6           639284     0         0
PEPSICO INC                      COMMON    713448108       3157      58544  SH       DEFINED     8            58544     0         0
PEPSICO INC                      COMMON    713448108         20        373  SH       DEFINED     8,10           373     0         0
PER-SE TECHNOLOGIES INC          COMMON    713569309       3689     175486  SH       DEFINED     1           175486     0         0
PER-SE TECHNOLOGIES INC          COMMON    713569309        786      37400  SH       DEFINED     15           20100     0     17300
PER-SE TECHNOLOGIES INC          COMMON    713569309         17        800  SH       DEFINED     15,14          800     0         0
PER-SE TECHNOLOGIES INC          COMMON    713569309         53       2500  SH       DEFINED     2             2500     0         0
PER-SE TECHNOLOGIES INC          COMMON    713569309      15070     716960  SH       DEFINED     24          716060     0       900
PER-SE TECHNOLOGIES INC          COMMON    713569309        101       4800  SH       DEFINED     5,15          4800     0         0
PER-SE TECHNOLOGIES INC          COMMON    713569309         19        900  SH       DEFINED     6              900     0         0
PEREGRINE PHARMACEUTICALS        COMMON    713661106          0         10  SH       DEFINED     24               0     0        10
PERFORMANCE FOOD GROUP CO        COMMON    713755106      32566    1078000  SH       DEFINED     9          1078000     0         0
PERFORMANCE FOOD GROUP CO        COMMON    713755106       1208      40000  SH       DEFINED     9,22         40000     0         0
PERINI CORP                      COMMON    713839108       4852     295500  SH       DEFINED     1           295500     0         0
PERKINELMER INC                  COMMON    714046109      48941    2589460  SH       DEFINED     1          2588160     0      1300



                                                                                         
PERKINELMER INC                  COMMON    714046109         36       1900  SH       DEFINED     9             1900     0         0
PERKINELMER INC                  COMMON    714046109       1427      75500  SH       DEFINED     9,15         75500     0         0
PERKINELMER INC                  COMMON    714046109      16985     898670  SH       DEFINED     15          761670     0    103300
PERKINELMER INC                  COMMON    714046109         57       3000  SH       DEFINED     15,14         3000     0         0
PERKINELMER INC                  COMMON    714046109       1087      57500  SH       DEFINED     15,8         57500     0         0
PERKINELMER INC                  COMMON    714046109       3279     173500  SH       DEFINED     2           146900     0     26600
PERKINELMER INC                  COMMON    714046109        217      11500  SH       DEFINED     5,15         11500     0         0
PERKINELMER INC                  COMMON    714046109        130       6900  SH       DEFINED     6             5000  1900         0
PEROT SYS CORP                   COMMON    714265105      11948     840200  SH       DEFINED     1           840200     0         0
PEROT SYS CORP                   COMMON    714265105        754      53000  SH       DEFINED     15           53000     0         0
PEROT SYS CORP                   COMMON    714265105        437      30700  SH       DEFINED     2            30700     0         0
TELEKOMUNIKASI ADR               COMMON    715684106       1472      70620  SH       DEFINED     15,22        70620     0         0
TELEKOMUNIKASI ADR               COMMON    715684106         63       3000  SH       DEFINED     24               0     0      3000
PETCO ANIMAL SUPPLIES INC        COMMON    716016209      58945    2010400  SH       DEFINED     1          2010400     0         0
PETCO ANIMAL SUPPLIES INC        COMMON    716016209        396      13500  SH       DEFINED     15               0     0     13500
PETCO ANIMAL SUPPLIES INC        COMMON    716016209       3548     121000  SH       DEFINED     2           104700     0     16300
PETRO-CANADA                     COMMON    71644E102      37691     578910  SH       DEFINED     1,3         578910     0         0
PETRO-CANADA                     COMMON    71644E102       1394      21400  SH       DEFINED     9,15         21400     0         0
PETRO-CANADA                     COMMON    71644E102        714      10966  SH       DEFINED     11,8         10966     0         0
PETRO-CANADA                     COMMON    71644E102        599       9200  SH       DEFINED     2             9200     0         0
PETRO-CANADA                     COMMON    71644E102       1132      17386  SH       DEFINED     23           17386     0         0
PETRO-CANADA                     COMMON    71644E102     178954    2748600  SH       DEFINED     3          2748600     0         0
PETRO-CANADA                     COMMON    71644E102       3501      53766  SH       DEFINED     8            53766     0         0
PETRO-CANADA                     COMMON    71644E102        614       9434  SH       DEFINED     8,13          9434     0         0
PETROCHINA CO LTD- ADR           COMMON    71646E100         73       1000  SH       DEFINED     24               0     0      1000
PETROCHINA CO LTD- ADR           COMMON    71646E100         11        150  SH       DEFINED     6              150     0         0
PETROKAZAKHSTAN INC CL A         COMMON    71649P102       9379     256600  SH       DEFINED     1           256600     0         0
PETROKAZAKHSTAN INC CL A         COMMON    71649P102      22384     612414  SH       DEFINED     1,3         612414     0         0
PETROKAZAKHSTAN INC CL A         COMMON    71649P102        437      11950  SH       DEFINED     2            11950     0         0
PETROLEUM & RES CORP             COMMON    716549100          3         87  SH       DEFINED     24               0     0        87
PETROLEO BRASILEIRO SA ADR       COMMON    71654V101       6390     138800  SH       DEFINED     1           138800     0         0
PETROLEO BRASILEIRO SA ADR       COMMON    71654V101       6670     144871  SH       DEFINED     9           144871     0         0
PETROLEO BRASILEIRO SA ADR       COMMON    71654V101       1225      26600  SH       DEFINED     9,15         26600     0         0
PETROLEO BRASILEIRO SA ADR       COMMON    71654V101       2363      51321  SH       DEFINED     9,22         51321     0         0
PETROLEO BRASILEIRO SA ADR       COMMON    71654V408       9196     176400  SH       DEFINED     1,3         176400     0         0
PETROLEO BRASILEIRO SA ADR       COMMON    71654V408       1564      30000  SH       DEFINED     15           30000     0         0
PETROLEO BRASILEIRO SA ADR       COMMON    71654V408        177       3400  SH       DEFINED     2             3400     0         0
PETROLEO BRASILEIRO SA ADR       COMMON    71654V408       4645      89100  SH       DEFINED     5,12         89100     0         0
PETROLEUM DEVELOPMENT CORP       COMMON    716578109        382      12000  SH       DEFINED     15            6600     0      5400
PETROLEUM DEVELOPMENT CORP       COMMON    716578109         10        300  SH       DEFINED     15,14          300     0         0
PETROLEUM DEVELOPMENT CORP       COMMON    716578109        127       4000  SH       DEFINED     5,15          4000     0         0
PETROQUEST ENERGY INC            COMMON    716748108        377      57400  SH       DEFINED     15           29400     0     28000
PETROQUEST ENERGY INC            COMMON    716748108          9       1300  SH       DEFINED     15,14         1300     0         0
PETROQUEST ENERGY INC            COMMON    716748108         45       6800  SH       DEFINED     5,15          6800     0         0
PETSMART INC                     COMMON    716768106       5299     174600  SH       DEFINED     1           174600     0         0
PETSMART INC                     COMMON    716768106      11730     386481  SH       DEFINED     15          313711     0     72770
PETSMART INC                     COMMON    716768106        677      22300  SH       DEFINED     15,14        22300     0         0
PETSMART INC                     COMMON    716768106         14        460  SH       DEFINED     2              460     0         0
PETSMART INC                     COMMON    716768106         37       1235  SH       DEFINED     24              75     0      1160
PETSMART INC                     COMMON    716768106       4554     150055  SH       DEFINED     6           150055     0         0
PETSMART INC                     COMMON    716768106        119       3935  SH       DEFINED     8             3935     0         0
PFIZER INC                       COMMON    717081103     566770   20550030  SH       DEFINED     1         19639030     0    911000
PFIZER INC                       COMMON    717081103      35666    1293200  SH       DEFINED     1,2        1293200     0         0
PFIZER INC                       COMMON    717081103      66839    2423477  SH       DEFINED     9          2423477     0         0
PFIZER INC                       COMMON    717081103      11824     428700  SH       DEFINED     9,15        428700     0         0
PFIZER INC                       COMMON    717081103       1263      45800  SH       DEFINED     11,2         45800     0         0
PFIZER INC                       COMMON    717081103        927      33614  SH       DEFINED     11,8         33614     0         0
PFIZER INC                       COMMON    717081103       1031      37400  SH       DEFINED     12           37400     0         0
PFIZER INC                       COMMON    717081103        367      13290  SH       DEFINED     12,14        13290     0         0
PFIZER INC                       COMMON    717081103     208075    7544433  SH       DEFINED     15         5567592     0   1957334
PFIZER INC                       COMMON    717081103        750      27200  SH       DEFINED     15,14        27200     0         0
PFIZER INC                       COMMON    717081103      22085     800770  SH       DEFINED     15,22       800770     0         0
PFIZER INC                       COMMON    717081103      11835     429100  SH       DEFINED     15,8        429100     0         0
PFIZER INC                       COMMON    717081103      37997    1377686  SH       DEFINED     2          1377686     0         0
PFIZER INC                       COMMON    717081103        359      13000  SH       DEFINED     2,14         13000     0         0
PFIZER INC                       COMMON    717081103       3985     144500  SH       DEFINED     20          144500     0         0
PFIZER INC                       COMMON    717081103       5830     211400  SH       DEFINED     23          211400     0         0
PFIZER INC                       COMMON    717081103      33472    1213632  SH       DEFINED     24          133686     0   1079946
PFIZER INC                       COMMON    717081103      17627     639115  SH       DEFINED     4           639115     0         0
PFIZER INC                       COMMON    717081103       3404     123435  SH       DEFINED     5,15         87300     0     36135
PFIZER INC                       COMMON    717081103      23783     862326  SH       DEFINED     6           862326     0         0
PFIZER INC                       COMMON    717081103       1158      42000  SH       DEFINED     7            42000     0         0
PFIZER INC                       COMMON    717081103      13043     472913  SH       DEFINED     8           472913     0         0
PFIZER INC                       COMMON    717081103        274       9922  SH       DEFINED     8,10          9922     0         0
PFIZER INC                       COMMON    717081103        837      30333  SH       DEFINED     8,13         30333     0         0
PHARMACEUTICAL PROD DEV INC      COMMON    717124101      44362     946700  SH       DEFINED     1           946700     0         0
PHARMACEUTICAL PROD DEV INC      COMMON    717124101        150       3200  SH       DEFINED     11,2          3200     0         0
PHARMACEUTICAL PROD DEV INC      COMMON    717124101       6298     134400  SH       DEFINED     15,22       134400     0         0
PHARMACEUTICAL PROD DEV INC      COMMON    717124101       2659      56750  SH       DEFINED     2            56750     0         0
PHARMACEUTICAL PROD DEV INC      COMMON    717124101        244       5200  SH       DEFINED     20            5200     0         0
PHELPS DODGE CORP                COMMON    717265102      33570     362920  SH       DEFINED     1           362920     0         0
PHELPS DODGE CORP                COMMON    717265102      28795     311300  SH       DEFINED     1,2         311300     0         0
PHELPS DODGE CORP                COMMON    717265102        814       8800  SH       DEFINED     9             8800     0         0
PHELPS DODGE CORP                COMMON    717265102      11711     126600  SH       DEFINED     9,15        126600     0         0
PHELPS DODGE CORP                COMMON    717265102        481       5200  SH       DEFINED     11,8          5200     0         0
PHELPS DODGE CORP                COMMON    717265102      82478     891656  SH       DEFINED     15          811356     0     70500
PHELPS DODGE CORP                COMMON    717265102       1258      13600  SH       DEFINED     15,14        13600     0         0
PHELPS DODGE CORP                COMMON    717265102       2895      31300  SH       DEFINED     15,8         31300     0         0
PHELPS DODGE CORP                COMMON    717265102       5125      55400  SH       DEFINED     2            55400     0         0
PHELPS DODGE CORP                COMMON    717265102       3205      34651  SH       DEFINED     23           34651     0         0
PHELPS DODGE CORP                COMMON    717265102       1510      16327  SH       DEFINED     24               0     0     16327
PHELPS DODGE CORP                COMMON    717265102       3145      34000  SH       DEFINED     3            34000     0         0
PHELPS DODGE CORP                COMMON    717265102       2914      31500  SH       DEFINED     5,15         31500     0         0



                                                                                         
PHELPS DODGE CORP                COMMON    717265102        153       1652  SH       DEFINED     6             1652     0         0
PHELPS DODGE CORP                COMMON    717265102        324       3500  SH       DEFINED     7             3500     0         0
PHELPS DODGE CORP                COMMON    717265102       2492      26938  SH       DEFINED     8            26938     0         0
PHELPS DODGE CORP                COMMON    717265102         19        203  SH       DEFINED     8,10           203     0         0
PHELPS DODGE CORP                COMMON    717265102        416       4500  SH       DEFINED     8,13          4500     0         0
PHELPS DODGE CO CVP 6.75         CONVERT   717265508        972       4955  SH       DEFINED     24             300     0      4655
PHILADELPHIA CONSOLIDATED HOLD   COMMON    717528103       5450      64300  SH       DEFINED     1            64300     0         0
PHOENIX COMPANIES INC            COMMON    71902E109          7        560  SH       DEFINED     24               0     0       560
PHOENIX COMPANIES INC            COMMON    71902E109         19       1572  SH       DEFINED     6             1572     0         0
PHOENIX TECHNOLOGIES LTD         COMMON    719153108       1200     154300  SH       DEFINED     15           82500     0     71800
PHOENIX TECHNOLOGIES LTD         COMMON    719153108         26       3400  SH       DEFINED     15,14         3400     0         0
PHOENIX TECHNOLOGIES LTD         COMMON    719153108        287      36900  SH       DEFINED     5,15         36900     0         0
PHOTON DYNAMICS INC              COMMON    719364101       3442     167000  SH       DEFINED     1           167000     0         0
PHOTRONICS INC                   COMMON    719405102       6236     267200  SH       DEFINED     1           267200     0         0
PHOTRONICS INC                   COMMON    719405102       7476     320300  SH       DEFINED     15          172300     0    148000
PHOTRONICS INC                   COMMON    719405102        161       6900  SH       DEFINED     15,14         6900     0         0
PHOTRONICS INC                   COMMON    719405102        766      32800  SH       DEFINED     15,22        32800     0         0
PHOTRONICS INC                   COMMON    719405102       1466      62800  SH       DEFINED     5,15         62800     0         0
PIEDMONT NATURAL GAS             COMMON    720186105        235       9800  SH       DEFINED     24               0     0      9800
PIEDMONT NATURAL GAS             COMMON    720186105        180       7500  SH       DEFINED     6             7500     0         0
PILGRIMS PRIDE CORP              COMMON    721467108          8        240  SH       DEFINED     15             240     0         0
PILGRIMS PRIDE CORP              COMMON    721467108        898      26300  SH       DEFINED     15           26100     0       200
PIMCO NEW YORK MUNI INC FD CF    COMMON    72200T103         30       2000  SH       DEFINED     24               0     0      2000
RCM STRATEGIC GLOBAL GOVT FD     COMMON    72200X104         39       3161  SH       DEFINED     24               0     0      3161
PIMCO HIGH INCOME FUND CF        COMMON    722014107         52       3500  SH       DEFINED     24            1400     0      2100
PIMCO CORPORATE OPPORTUNITY      COMMON    72201B101         97       5689  SH       DEFINED     24               0     0      5689
PIMCO CALIFORNIA MUNICIP III C   COMMON    72201C109        100       6700  SH       DEFINED     24               0     0      6700
PINNACLE AIRLINES CORP           COMMON    723443107       1134     132000  SH       DEFINED     15           74000     0     58000
PINNACLE AIRLINES CORP           COMMON    723443107         22       2600  SH       DEFINED     15,14         2600     0         0
PINNACLE AIRLINES CORP           COMMON    723443107        332      38700  SH       DEFINED     5,15         38700     0         0
PINNACLE ENTMT INC               COMMON    723456109       4886     249800  SH       DEFINED     1           249800     0         0
PINNACLE ENTMT INC               COMMON    723456109         54       2775  SH       DEFINED     6              600   775      1400
PINNACLE WEST CAPITAL CORP       COMMON    723484101        124       2790  SH       DEFINED     15             400     0      2390
PINNACLE WEST CAPITAL CORP       COMMON    723484101        927      20846  SH       DEFINED     15           18546     0      2300
PINNACLE WEST CAPITAL CORP       COMMON    723484101        204       4600  SH       DEFINED     15,8          4600     0         0
PINNACLE WEST CAPITAL CORP       COMMON    723484101         89       2000  SH       DEFINED     24               0     0      2000
PINNACLE WEST CAPITAL CORP       COMMON    723484101        100       2250  SH       DEFINED     6             2250     0         0
PINNACLE WEST CAPITAL CORP       COMMON    723484101        151       3391  SH       DEFINED     8             3391     0         0
PIONEER MUNI HI INCOME TRUST C   COMMON    723763108         15       1000  SH       DEFINED     24               0     0      1000
PIONEER NAT RES CO               COMMON    723787107        109       2587  SH       DEFINED     4             2587     0         0
PIONEER NAT RES CO               COMMON    723787107        441      10482  SH       DEFINED     6            10482     0         0
PIONEER NAT RES CO               COMMON    723787107         26        621  SH       DEFINED     8              621     0         0
PIPER JAFFRAY COS                COMMON    724078100         76       2500  SH       DEFINED     15            2500     0         0
PIPER JAFFRAY COS                COMMON    724078100         15        505  SH       DEFINED     24             216     0       289
PIPER JAFFRAY COS                COMMON    724078100        189       6200  SH       DEFINED     5,15          6200     0         0
PIPER JAFFRAY COS                COMMON    724078100          1         24  SH       DEFINED     6               24     0         0
PITNEY BOWES INC                 COMMON    724479100      43118     990070  SH       DEFINED     1           989500     0       570
PITNEY BOWES INC                 COMMON    724479100        109       2500  SH       DEFINED     1,3           2500     0         0
PITNEY BOWES INC                 COMMON    724479100       1798      41285  SH       DEFINED     15           41285     0         0
PITNEY BOWES INC                 COMMON    724479100       4660     107000  SH       DEFINED     2           107000     0         0
PITNEY BOWES INC                 COMMON    724479100        836      19202  SH       DEFINED     24               0     0     19202
PITNEY BOWES INC                 COMMON    724479100      24493     562410  SH       DEFINED     4           562410     0         0
PITNEY BOWES INC                 COMMON    724479100        240       5500  SH       DEFINED     5,2           5500     0         0
PITNEY BOWES INC                 COMMON    724479100       1783      40950  SH       DEFINED     6            40950     0         0
PITNEY BOWES INC                 COMMON    724479100        365       8375  SH       DEFINED     8             8375     0         0
PIXAR                            COMMON    725811103       7205     143964  SH       DEFINED     1           143964     0         0
PIXAR                            COMMON    725811103       7508     150000  SH       DEFINED     1,2         150000     0         0
PIXAR                            COMMON    725811103        449       8980  SH       DEFINED     15,14         8980     0         0
PIXAR                            COMMON    725811103          9        170  SH       DEFINED     2              170     0         0
PLACER DOME INC                  COMMON    725906101       6888     448300  SH       DEFINED     1           448300     0         0
PLACER DOME INC                  COMMON    725906101      15996    1045000  SH       DEFINED     1,3        1045000     0         0
PLACER DOME INC                  COMMON    725906101       1591     103500  SH       DEFINED     2           103500     0         0
PLACER DOME INC                  COMMON    725906101       5541     362000  SH       DEFINED     3           362000     0         0
PLACER DOME INC                  COMMON    725906101        271      17734  SH       DEFINED     8            17734     0         0
PLACER SIERRA BANCSHARES         COMMON    726079106         35       1300  SH       DEFINED     15            1300     0         0
PLACER SIERRA BANCSHARES         COMMON    726079106         93       3400  SH       DEFINED     5,15          3400     0         0
PLAINS ALL AMER PIPELINE LP      COMMON    726503105         33        750  SH       DEFINED     24               0     0       750
PLAINS ALL AMER PIPELINE LP      COMMON    726503105       4563     104030  SH       DEFINED     6           104030     0         0
PLAINS EXPLORATION & PRODUCT     COMMON    726505100      73583    2071000  SH       DEFINED     1          2071000     0         0
PLAINS EXPLORATION & PRODUCT     COMMON    726505100        142       4000  SH       DEFINED     1,3           4000     0         0
PLAINS EXPLORATION & PRODUCT     COMMON    726505100        962      27084  SH       DEFINED     15           27084     0         0
PLAINS EXPLORATION & PRODUCT     COMMON    726505100       2096      59000  SH       DEFINED     15,14        59000     0         0
PLAINS EXPLORATION & PRODUCT     COMMON    726505100       5575     156900  SH       DEFINED     2           156900     0         0
PLAINS EXPLORATION & PRODUCT     COMMON    726505100      30596     861127  SH       DEFINED     4           861127     0         0
PLAINS EXPLORATION & PRODUCT     COMMON    726505100        274       7700  SH       DEFINED     5,2           7700     0         0
PLANETOUT INC                    COMMON    727058109        105      12040  SH       DEFINED     2            12040     0         0
PLANTRONICS INC                  COMMON    727493108      28284     777900  SH       DEFINED     1           777900     0         0
PLANTRONICS INC                  COMMON    727493108       2862      78700  SH       DEFINED     2            78700     0         0
PLANTRONICS INC                  COMMON    727493108      37047    1018900  SH       DEFINED     3          1018900     0         0
PLANTRONICS INC                  COMMON    727493108         45       1250  SH       DEFINED     6             1250     0         0
PLAYTEX PRODS INC                COMMON    72813P100       1363     126700  SH       DEFINED     15           69600     0     57100
PLAYTEX PRODS INC                COMMON    72813P100         29       2700  SH       DEFINED     15,14         2700     0         0
PLAYTEX PRODS INC                COMMON    72813P100        364      33800  SH       DEFINED     5,15         33800     0         0
PLAYTEX PRODS INC                COMMON    72813P100         96       8950  SH       DEFINED     6             1900  2450      4600
PLUM CREEK TIMBER CO INC         COMMON    729251108         19        510  SH       DEFINED     15               0     0       510
PLUM CREEK TIMBER CO INC         COMMON    729251108       2682      73886  SH       DEFINED     15           70674     0      3212
PLUM CREEK TIMBER CO INC         COMMON    729251108      27156     748090  SH       DEFINED     24           53150     0    694940
PLUM CREEK TIMBER CO INC         COMMON    729251108        499      13739  SH       DEFINED     6            13739     0         0
POGO PRODUCING CO                COMMON    730448107       4268      82200  SH       DEFINED     15           70700     0      7100
POGO PRODUCING CO                COMMON    730448107        260       4999  SH       DEFINED     24            4999     0         0
POGO PRODUCING CO                COMMON    730448107         36        700  SH       DEFINED     5,15           700     0         0
POLARIS INDUSTRIES INC           COMMON    731068102       4563      84500  SH       DEFINED     1            84500     0         0
POLARIS INDUSTRIES INC           COMMON    731068102        163       3026  SH       DEFINED     24             296     0      2730



                                                                                         
POLARIS INDUSTRIES INC           COMMON    731068102     121910    2257600  SH       DEFINED     3          2257600     0         0
POLARIS INDUSTRIES INC           COMMON    731068102       7559     139976  SH       DEFINED     6           139976     0         0
POLO RALPH LAUREN CORP           COMMON    731572103      63502    1473029  SH       DEFINED     1          1473029     0         0
POLO RALPH LAUREN CORP           COMMON    731572103        653      15151  SH       DEFINED     15             251     0     14900
POLO RALPH LAUREN CORP           COMMON    731572103       2513      58300  SH       DEFINED     15,14        58300     0         0
POLO RALPH LAUREN CORP           COMMON    731572103       3189      73980  SH       DEFINED     2            55080     0     18900
POLO RALPH LAUREN CORP           COMMON    731572103        216       5000  SH       DEFINED     24            5000     0         0
POLYCOM INC                      COMMON    73172K104       9845     660300  SH       DEFINED     1           660300     0         0
POLYCOM INC                      COMMON    73172K104         21       1400  SH       DEFINED     15            1400     0         0
POLYCOM INC                      COMMON    73172K104       3103     208100  SH       DEFINED     2           208100     0         0
POLYMEDICA CORP                  COMMON    731738100         61       1700  SH       DEFINED     6             1700     0         0
POLYONE CORPORATION              COMMON    73179P106          7       1000  SH       DEFINED     15            1000     0         0
POLYONE CORPORATION              COMMON    73179P106         18       2725  SH       DEFINED     6             2725     0         0
POMEROY COMPUTER RESOURCES       COMMON    731822102        430      42400  SH       DEFINED     15           24000     0     18400
POMEROY COMPUTER RESOURCES       COMMON    731822102          9        900  SH       DEFINED     15,14          900     0         0
POMEROY COMPUTER RESOURCES       COMMON    731822102        132      13000  SH       DEFINED     5,15         13000     0         0
PORTUGAL TELECOM SGPS ADR        COMMON    737273102       1106     115700  SH       DEFINED     9,12        115700     0         0
PORTUGAL TELECOM SGPS ADR        COMMON    737273102        222      23250  SH       DEFINED     9,15         23250     0         0
PORTUGAL TELECOM SGPS ADR        COMMON    737273102      49396    5166955  SH       DEFINED     12         4690585     0    476370
PORTUGAL TELECOM SGPS ADR        COMMON    737273102          0          0  SH       DEFINED     12,14            0     0         0
PORTUGAL TELECOM SGPS ADR        COMMON    737273102      18345    1918979  SH       DEFINED     15         1840110     0     78869
PORTUGAL TELECOM SGPS ADR        COMMON    737273102       7500     784500  SH       DEFINED     5,12        784500     0         0
PORTUGAL TELECOM SGPS ADR        COMMON    737273102          0         51  SH       DEFINED     6               51     0         0
POST PROPERTIES INC REIT         COMMON    737464107        141       3900  SH       DEFINED     15            3900     0         0
POST PROPERTIES INC REIT         COMMON    737464107      12505     346313  SH       DEFINED     15          273913     0     65900
POST PROPERTIES INC REIT         COMMON    737464107        881      24400  SH       DEFINED     5,15         24400     0         0
POTASH CORP OF SASKATCHEWAN      COMMON    73755L107      11429     119700  SH       DEFINED     1,3         119700     0         0
POTASH CORP OF SASKATCHEWAN      COMMON    73755L107        153       1600  SH       DEFINED     2             1600     0         0
POTASH CORP OF SASKATCHEWAN      COMMON    73755L107       9128      95600  SH       DEFINED     3            95600     0         0
POTASH CORP OF SASKATCHEWAN      COMMON    73755L107        599       6266  SH       DEFINED     6             6266     0         0
POTASH CORP OF SASKATCHEWAN      COMMON    73755L107        479       5012  SH       DEFINED     8             5012     0         0
POTLATCH CORP                    COMMON    737628107        246       4700  SH       DEFINED     11,8          4700     0         0
POTLATCH CORP                    COMMON    737628107        230       4400  SH       DEFINED     23            4400     0         0
POTLATCH CORP                    COMMON    737628107        195       3725  SH       DEFINED     24               0     0      3725
POTLATCH CORP                    COMMON    737628107       2103      40182  SH       DEFINED     8            40182     0         0
POTLATCH CORP                    COMMON    737628107        119       2283  SH       DEFINED     8,10          2283     0         0
POWER INTEGRATIONS INC           COMMON    739276103       6253     289900  SH       DEFINED     1           289900     0         0
POWER INTEGRATIONS INC           COMMON    739276103        712      33000  SH       DEFINED     15,22        33000     0         0
POWER INTEGRATIONS INC           COMMON    739276103        259      12000  SH       DEFINED     20           12000     0         0
POWER INTEGRATIONS INC           COMMON    739276103         22       1000  SH       DEFINED     24               0     0      1000
POWERWAVE TECHNOLOGIES INC       COMMON    739363109       5632     551100  SH       DEFINED     1           551100     0         0
POZEN INC                        COMMON    73941U102        557      67400  SH       DEFINED     15           35800     0     31600
POZEN INC                        COMMON    73941U102         12       1500  SH       DEFINED     15,14         1500     0         0
POZEN INC                        COMMON    73941U102        113      13700  SH       DEFINED     5,15         13700     0         0
PRAECIS PHARMACEUTICALS INC      COMMON    739421105          1       2000  SH       DEFINED     6             2000     0         0
PRAXAIR INC                      COMMON    74005P104      47174    1012307  SH       DEFINED     1          1012307     0         0
PRAXAIR INC                      COMMON    74005P104      26590     570600  SH       DEFINED     1,2         570600     0         0
PRAXAIR INC                      COMMON    74005P104        297       6370  SH       DEFINED     9,15          6370     0         0
PRAXAIR INC                      COMMON    74005P104      46464     997087  SH       DEFINED     15          519402     0    473635
PRAXAIR INC                      COMMON    74005P104       1188      25500  SH       DEFINED     15,22        25500     0         0
PRAXAIR INC                      COMMON    74005P104       5058     108550  SH       DEFINED     2           101250     0      7300
PRAXAIR INC                      COMMON    74005P104        825      17696  SH       DEFINED     24             692     0     17004
PRAXAIR INC                      COMMON    74005P104       8453     181400  SH       DEFINED     3           181400     0         0
PRAXAIR INC                      COMMON    74005P104          0          0  SH       DEFINED     4                0     0         0
PRAXAIR INC                      COMMON    74005P104      11900     255364  SH       DEFINED     6           246664   700      8000
PRAXAIR INC                      COMMON    74005P104        528      11326  SH       DEFINED     8            11326     0         0
PREPAID LEGAL SERVICES INC       COMMON    740065107        353       7900  SH       DEFINED     15            4100     0      3800
PREPAID LEGAL SERVICES INC       COMMON    740065107          9        200  SH       DEFINED     15,14          200     0         0
PREPAID LEGAL SERVICES INC       COMMON    740065107         45       1000  SH       DEFINED     5,15          1000     0         0
PRECISION CASTPARTS CORP         COMMON    740189105      16039     205890  SH       DEFINED     1           205890     0         0
PRECISION CASTPARTS CORP         COMMON    740189105        108       1390  SH       DEFINED     9,15          1390     0         0
PRECISION CASTPARTS CORP         COMMON    740189105       3346      42950  SH       DEFINED     2            42950     0         0
PRECISION CASTPARTS CORP         COMMON    740189105         35        453  SH       DEFINED     4              453     0         0
PRECISION CASTPARTS CORP         COMMON    740189105        208       2675  SH       DEFINED     6             2675     0         0
PRECISION DRILLING CORP          COMMON    74022D100       5728     145300  SH       DEFINED     1           145300     0         0
PRECISION DRILLING CORP          COMMON    74022D100      23133     586780  SH       DEFINED     1,3         586780     0         0
PRECISION DRILLING CORP          COMMON    74022D100        465      11800  SH       DEFINED     2            11800     0         0
PREFERRED INCOME STRAT FUND CE   COMMON    74038E100         11        500  SH       DEFINED     24               0     0       500
PREMCOR INC                      COMMON    74045Q104         28        380  SH       DEFINED     15             380     0         0
PREMCOR INC                      COMMON    74045Q104        727       9800  SH       DEFINED     15            9600     0       200
PREMCOR INC                      COMMON    74045Q104        148       2000  SH       DEFINED     15,8          2000     0         0
PRENTISS PROPERTIES TRUST REIT   COMMON    740706106      33857     929111  SH       DEFINED     15          692211     0    224400
PRENTISS PROPERTIES TRUST REIT   COMMON    740706106       1698      46600  SH       DEFINED     5,15         46600     0         0
PRESIDENTIAL LIFE CORP           COMMON    740884101         21       1200  SH       DEFINED     15            1200     0         0
PRESIDENTIAL LIFE CORP           COMMON    740884101         20       1195  SH       DEFINED     24               0     0      1195
PRESIDENTIAL LIFE CORP           COMMON    740884101         51       3000  SH       DEFINED     5,15          3000     0         0
T ROWE PRICE GROUP INC           COMMON    74144T108      15663     250200  SH       DEFINED     1           250200     0         0
T ROWE PRICE GROUP INC           COMMON    74144T108        900      14380  SH       DEFINED     15           11980     0      2400
T ROWE PRICE GROUP INC           COMMON    74144T108        175       2800  SH       DEFINED     2                0     0      2800
T ROWE PRICE GROUP INC           COMMON    74144T108         25        400  SH       DEFINED     24               0     0       400
T ROWE PRICE GROUP INC           COMMON    74144T108       1327      21200  SH       DEFINED     3            21200     0         0
T ROWE PRICE GROUP INC           COMMON    74144T108         79       1260  SH       DEFINED     6             1260     0         0
T ROWE PRICE GROUP INC           COMMON    74144T108        408       6517  SH       DEFINED     8             6517     0         0
PRICELINE COM INC                COMMON    741503403       1649      70700  SH       DEFINED     15           41200     0     29500
PRICELINE COM INC                COMMON    741503403         33       1400  SH       DEFINED     15,14         1400     0         0
PRICELINE COM INC                COMMON    741503403        175       7500  SH       DEFINED     5,15          7500     0         0
PRICESMART INC                   COMMON    741511109          6        700  SH       DEFINED     24               0     0       700
PRICESMART INC-RIGHTS            COMMON    741511117          1        833  SH       DEFINED     24               0     0       833
PRIDE INTERNATIONAL INC          COMMON    74153Q102      17693     688460  SH       DEFINED     1           688460     0         0
PRIDE INTERNATIONAL INC          COMMON    74153Q102        437      17000  SH       DEFINED     2            17000     0         0
PRIME GROUP REALTY TRUST         COMMON    74158J103         14       2000  SH       DEFINED     24               0     0      2000
PRINCETON REVIEW INC             COMMON    742352107         11       1900  SH       DEFINED     6             1900     0         0
PRINCIPAL FINANCIAL GROUP        COMMON    74251V102         25        600  SH       DEFINED     15               0     0       600



                                                                                         
PRINCIPAL FINANCIAL GROUP        COMMON    74251V102       1251      29865  SH       DEFINED     15           29865     0         0
PRINCIPAL FINANCIAL GROUP        COMMON    74251V102         21        502  SH       DEFINED     4              502     0         0
PRINCIPAL FINANCIAL GROUP        COMMON    74251V102          2         41  SH       DEFINED     6               41     0         0
PROASSURANCE CORP                COMMON    74267C106      10265     245800  SH       DEFINED     1           245800     0         0
PROASSURANCE CORP                COMMON    74267C106       3253      77900  SH       DEFINED     2            77900     0         0
PROASSURANCE CORP                COMMON    74267C106         92       2200  SH       DEFINED     6              875   475       850
PROCTER & GAMBLE CO              COMMON    742718109     120406    2282587  SH       DEFINED     1          2282292     0       295
PROCTER & GAMBLE CO              COMMON    742718109      31650     600000  SH       DEFINED     1,2         600000     0         0
PROCTER & GAMBLE CO              COMMON    742718109       2353      44600  SH       DEFINED     9            44600     0         0
PROCTER & GAMBLE CO              COMMON    742718109      15745     298480  SH       DEFINED     9,15        298480     0         0
PROCTER & GAMBLE CO              COMMON    742718109       1470      27871  SH       DEFINED     11,8         27871     0         0
PROCTER & GAMBLE CO              COMMON    742718109     168287    3190278  SH       DEFINED     15         2451669     0    733817
PROCTER & GAMBLE CO              COMMON    742718109       1904      36100  SH       DEFINED     15,14        36100     0         0
PROCTER & GAMBLE CO              COMMON    742718109       1587      30080  SH       DEFINED     15,22        30080     0         0
PROCTER & GAMBLE CO              COMMON    742718109       7211     136700  SH       DEFINED     15,8        136700     0         0
PROCTER & GAMBLE CO              COMMON    742718109      30224     572962  SH       DEFINED     2           572962     0         0
PROCTER & GAMBLE CO              COMMON    742718109       4599      87177  SH       DEFINED     23           87177     0         0
PROCTER & GAMBLE CO              COMMON    742718109      68914    1306424  SH       DEFINED     24          202714     0   1103710
PROCTER & GAMBLE CO              COMMON    742718109          0          0  SH       DEFINED     4                0     0         0
PROCTER & GAMBLE CO              COMMON    742718109       5787     109700  SH       DEFINED     5,15        109700     0         0
PROCTER & GAMBLE CO              COMMON    742718109      33278     630868  SH       DEFINED     6           630868     0         0
PROCTER & GAMBLE CO              COMMON    742718109        475       9000  SH       DEFINED     7             9000     0         0
PROCTER & GAMBLE CO              COMMON    742718109       9657     183071  SH       DEFINED     8           183071     0         0
PROCTER & GAMBLE CO              COMMON    742718109        104       1970  SH       DEFINED     8,10          1970     0         0
PROCTER & GAMBLE CO              COMMON    742718109       1269      24057  SH       DEFINED     8,13         24057     0         0
PRIVATEBANCORP INC               COMMON    742962103       9425     266400  SH       DEFINED     1           266400     0         0
PRIVATEBANCORP INC               COMMON    742962103        566      16000  SH       DEFINED     15            9400     0      6600
PRIVATEBANCORP INC               COMMON    742962103         11        300  SH       DEFINED     15,14          300     0         0
PRIVATEBANCORP INC               COMMON    742962103       2763      78100  SH       DEFINED     2            78100     0         0
PRIVATEBANCORP INC               COMMON    742962103        230       6500  SH       DEFINED     5,15          6500     0         0
PROGENICS PHARMACEUTICALS        COMMON    743187106          5        250  SH       DEFINED     24               0     0       250
PROGRESS ENERGY INC              COMMON    743263105        115       2535  SH       DEFINED     15               0     0      2535
PROGRESS ENERGY INC              COMMON    743263105       1345      29737  SH       DEFINED     15           29737     0         0
PROGRESS ENERGY INC              COMMON    743263105        382       8452  SH       DEFINED     24            1800     0      6652
PROGRESS ENERGY INC              COMMON    743263105        549      12125  SH       DEFINED     6            12125     0         0
PROGRESS ENERGY INC              COMMON    743263105        340       7521  SH       DEFINED     8             7521     0         0
PROGRESS SOFTWARE CORP           COMMON    743312100       5650     187400  SH       DEFINED     1           187400     0         0
PROGRESS SOFTWARE CORP           COMMON    743312100       1185      39297  SH       DEFINED     15           30997     0      8300
PROGRESS SOFTWARE CORP           COMMON    743312100         12        400  SH       DEFINED     15,14          400     0         0
PROGRESS SOFTWARE CORP           COMMON    743312100        555      18400  SH       DEFINED     5,15         18400     0         0
PROGRESSIVE CORP                 COMMON    743315103         14        140  SH       DEFINED     15             140     0         0
PROGRESSIVE CORP                 COMMON    743315103       2121      21462  SH       DEFINED     15           21362     0       100
PROGRESSIVE CORP                 COMMON    743315103        682       6900  SH       DEFINED     15,8          6900     0         0
PROGRESSIVE CORP                 COMMON    743315103       1964      19880  SH       DEFINED     24            1050     0     18830
PROGRESSIVE CORP                 COMMON    743315103        197       1990  SH       DEFINED     6             1990     0         0
PROGRESSIVE CORP                 COMMON    743315103        746       7551  SH       DEFINED     8             7551     0         0
PROLOGIS                         COMMON    743410102       4558     113280  SH       DEFINED     15          113280     0         0
PROLOGIS                         COMMON    743410102        447      11100  SH       DEFINED     9,15         11100     0         0
PROLOGIS                         COMMON    743410102     263859    6557130  SH       DEFINED     15         5089805     0   1340725
PROLOGIS                         COMMON    743410102       8674     215562  SH       DEFINED     24            6300     0    209262
PROLOGIS                         COMMON    743410102      18982     471721  SH       DEFINED     5,15        471721     0         0
PROLOGIS                         COMMON    743410102         98       2440  SH       DEFINED     6             2440     0         0
PROSPERITY BANCSHARES INC        COMMON    743606105        712      24900  SH       DEFINED     1            24900     0         0
PROTECTIVE LIFE CORP             COMMON    743674103       4847     114800  SH       DEFINED     1           114600     0       200
PROTECTIVE LIFE CORP             COMMON    743674103         19        450  SH       DEFINED     15             450     0         0
PROTECTIVE LIFE CORP             COMMON    743674103       4322     102360  SH       DEFINED     6           102360     0         0
PROTEIN DESIGN LABS INC          COMMON    74369L103      83922    4152500  SH       DEFINED     1          4152500     0         0
PROTEIN DESIGN LABS INC          COMMON    74369L103      23096    1142800  SH       DEFINED     1,2        1142800     0         0
PROTEIN DESIGN LABS INC          COMMON    74369L103       1888      93400  SH       DEFINED     11,2         93400     0         0
PROTEIN DESIGN LABS INC          COMMON    74369L103         30       1500  SH       DEFINED     15            1500     0         0
PROTEIN DESIGN LABS INC          COMMON    74369L103      10257     507500  SH       DEFINED     15,22       507500     0         0
PROTEIN DESIGN LABS INC          COMMON    74369L103      11379     563050  SH       DEFINED     2           563050     0         0
PROTEIN DESIGN LABS INC          COMMON    74369L103        315      15600  SH       DEFINED     20           15600     0         0
PROTEIN DESIGN LABS INC          COMMON    74369L103          6        310  SH       DEFINED     4              310     0         0
PROVIDENT BANKSHARES CORP        COMMON    743859100        150       4700  SH       DEFINED     15            4700     0         0
PROVIDENT BANKSHARES CORP        COMMON    743859100        354      11100  SH       DEFINED     5,15         11100     0         0
PROVIDENT FINANCIAL HOLDINGS     COMMON    743868101         38       1350  SH       DEFINED     15            1150     0       200
PROVIDENT FINANCIAL HOLDINGS     COMMON    743868101         76       2700  SH       DEFINED     5,15          2700     0         0
PROVIDIAN FINANCIAL CORP         COMMON    74406A102         30       1720  SH       DEFINED     15            1720     0         0
PROVIDIAN FINANCIAL CORP         COMMON    74406A102        307      17400  SH       DEFINED     9,15         17400     0         0
PROVIDIAN FINANCIAL CORP         COMMON    74406A102        398      22600  SH       DEFINED     11,8         22600     0         0
PROVIDIAN FINANCIAL CORP         COMMON    74406A102       1871     106120  SH       DEFINED     15           97520     0      8600
PROVIDIAN FINANCIAL CORP         COMMON    74406A102        307      17400  SH       DEFINED     15,8         17400     0         0
PROVIDIAN FINANCIAL CORP         COMMON    74406A102        655      37155  SH       DEFINED     23           37155     0         0
PROVIDIAN FINANCIAL CORP         COMMON    74406A102       1155      65496  SH       DEFINED     6            62546  1050      1900
PROVIDIAN FINANCIAL CORP         COMMON    74406A102       1566      88845  SH       DEFINED     8            88845     0         0
PROVIDIAN FINANCIAL CORP         COMMON    74406A102        346      19600  SH       DEFINED     8,13         19600     0         0
PRUDENTIAL FINANCIAL INC         COMMON    744320102      57014     868320  SH       DEFINED     1           868320     0         0
PRUDENTIAL FINANCIAL INC         COMMON    744320102       5903      89900  SH       DEFINED     1,3          89900     0         0
PRUDENTIAL FINANCIAL INC         COMMON    744320102        394       6000  SH       DEFINED     9,7           6000     0         0
PRUDENTIAL FINANCIAL INC         COMMON    744320102       1996      30400  SH       DEFINED     9,2          30400     0         0
PRUDENTIAL FINANCIAL INC         COMMON    744320102        501       7627  SH       DEFINED     11,8          7627     0         0
PRUDENTIAL FINANCIAL INC         COMMON    744320102       7205     109725  SH       DEFINED     15           98025     0     11700
PRUDENTIAL FINANCIAL INC         COMMON    744320102       1858      28300  SH       DEFINED     15,8         28300     0         0
PRUDENTIAL FINANCIAL INC         COMMON    744320102       5719      87100  SH       DEFINED     2            87100     0         0
PRUDENTIAL FINANCIAL INC         COMMON    744320102       2542      38711  SH       DEFINED     23           38711     0         0
PRUDENTIAL FINANCIAL INC         COMMON    744320102        146       2221  SH       DEFINED     24             235     0      1986
PRUDENTIAL FINANCIAL INC         COMMON    744320102       6350      96711  SH       DEFINED     6            96711     0         0
PRUDENTIAL FINANCIAL INC         COMMON    744320102       4070      61987  SH       DEFINED     8            61987     0         0
PRUDENTIAL FINANCIAL INC         COMMON    744320102        138       2097  SH       DEFINED     8,10          2097     0         0
PRUDENTIAL FINANCIAL INC         COMMON    744320102        443       6742  SH       DEFINED     8,13          6742     0         0
PUBLIC SERVICE ENTERPRISE GROU   COMMON    744573106       2665      43820  SH       DEFINED     1            43820     0         0
PUBLIC SERVICE ENTERPRISE GROU   COMMON    744573106        864      14200  SH       DEFINED     9,15         14200     0         0



                                                                                         
PUBLIC SERVICE ENTERPRISE GROU   COMMON    744573106       5077      83474  SH       DEFINED     15           77774     0      5700
PUBLIC SERVICE ENTERPRISE GROU   COMMON    744573106        803      13200  SH       DEFINED     15,8         13200     0         0
PUBLIC SERVICE ENTERPRISE GROU   COMMON    744573106        122       2000  SH       DEFINED     23            2000     0         0
PUBLIC SERVICE ENTERPRISE GROU   COMMON    744573106         99       1628  SH       DEFINED     24               0     0      1628
PUBLIC SERVICE ENTERPRISE GROU   COMMON    744573106        279       4595  SH       DEFINED     6             4595     0         0
PUBLIC SERVICE ENTERPRISE GROU   COMMON    744573106        482       7933  SH       DEFINED     8             7933     0         0
PUBLIC STORAGE INC REIT          COMMON    74460D109       1886      29820  SH       DEFINED     15           29820     0         0
PUBLIC STORAGE INC REIT          COMMON    74460D109     123015    1944907  SH       DEFINED     15         1521267     0    381040
PUBLIC STORAGE INC REIT          COMMON    74460D109         71       1122  SH       DEFINED     24               0     0      1122
PUBLIC STORAGE INC REIT          COMMON    74460D109       8874     140300  SH       DEFINED     5,15        140300     0         0
PUBLIC STORAGE DEP CL A          COMMON    74460D729       4698     165700  SH       DEFINED     15          165700     0         0
PUGET ENERGY INC                 COMMON    745310102          2        100  SH       DEFINED     24               0     0       100
PULTE HOMES INC                  COMMON    745867101      27946     331700  SH       DEFINED     1           331700     0         0
PULTE HOMES INC                  COMMON    745867101       1500      17808  SH       DEFINED     15           11608     0      6200
PULTE HOMES INC                  COMMON    745867101       3260      38700  SH       DEFINED     2            31000     0      7700
PULTE HOMES INC                  COMMON    745867101        421       5000  SH       DEFINED     23            5000     0         0
PULTE HOMES INC                  COMMON    745867101        548       6500  SH       DEFINED     6             6500     0         0
PULTE HOMES INC                  COMMON    745867101        257       3049  SH       DEFINED     8             3049     0         0
PUTNAM INV GRADE MUNI TR III C   COMMON    746807106          0       1000  SH       DEFINED     24               0     0      1000
PUTNAM PREMIER INCOME TRUST CF   COMMON    746853100         16       2500  SH       DEFINED     24               0     0      2500
QLT PHOTOTHERAPEUTICS INC        COMMON    746927102      58264    5591600  SH       DEFINED     1          5591600     0         0
QLT PHOTOTHERAPEUTICS INC        COMMON    746927102        954      91600  SH       DEFINED     11,2         91600     0         0
QLT PHOTOTHERAPEUTICS INC        COMMON    746927102       6061     581700  SH       DEFINED     15,22       581700     0         0
QLT PHOTOTHERAPEUTICS INC        COMMON    746927102       3133     300700  SH       DEFINED     2           300700     0         0
QLT PHOTOTHERAPEUTICS INC        COMMON    746927102        184      17700  SH       DEFINED     20           17700     0         0
QLOGIC CORP                      COMMON    747277101      37301    1208320  SH       DEFINED     1          1208320     0         0
QLOGIC CORP                      COMMON    747277101         56       1800  SH       DEFINED     9             1800     0         0
QLOGIC CORP                      COMMON    747277101        633      20500  SH       DEFINED     9,15         20500     0         0
QLOGIC CORP                      COMMON    747277101      18676     604995  SH       DEFINED     15          518395     0     66700
QLOGIC CORP                      COMMON    747277101         90       2900  SH       DEFINED     15,14         2900     0         0
QLOGIC CORP                      COMMON    747277101        766      24800  SH       DEFINED     15,8         24800     0         0
QLOGIC CORP                      COMMON    747277101       2991      96900  SH       DEFINED     2            82000     0     14900
QLOGIC CORP                      COMMON    747277101        361      11700  SH       DEFINED     5,15         11700     0         0
QLOGIC CORP                      COMMON    747277101        189       6123  SH       DEFINED     8             6123     0         0
QUALCOMM INC                     COMMON    747525103     136661    4139980  SH       DEFINED     1          4139980     0         0
QUALCOMM INC                     COMMON    747525103      84176    2550000  SH       DEFINED     1,2        2550000     0         0
QUALCOMM INC                     COMMON    747525103       1244      37700  SH       DEFINED     1,3          37700     0         0
QUALCOMM INC                     COMMON    747525103        201       6090  SH       DEFINED     9,15          6090     0         0
QUALCOMM INC                     COMMON    747525103        423      12800  SH       DEFINED     9,2          12800     0         0
QUALCOMM INC                     COMMON    747525103      31987     968997  SH       DEFINED     15          555537     0    409580
QUALCOMM INC                     COMMON    747525103       2186      66210  SH       DEFINED     15,22        66210     0         0
QUALCOMM INC                     COMMON    747525103       1264      38300  SH       DEFINED     15,8         38300     0         0
QUALCOMM INC                     COMMON    747525103      23538     713050  SH       DEFINED     2           713050     0         0
QUALCOMM INC                     COMMON    747525103        792      24000  SH       DEFINED     20           24000     0         0
QUALCOMM INC                     COMMON    747525103        236       7153  SH       DEFINED     23            7153     0         0
QUALCOMM INC                     COMMON    747525103       1008      30548  SH       DEFINED     24            6907     0     23641
QUALCOMM INC                     COMMON    747525103       1660      50293  SH       DEFINED     6            33293     0     17000
QUALCOMM INC                     COMMON    747525103       1714      51936  SH       DEFINED     8            51936     0         0
QUALITY SYSTEMS INC              COMMON    747582104        355       7500  SH       DEFINED     15            3900     0      3600
QUALITY SYSTEMS INC              COMMON    747582104          5        100  SH       DEFINED     15,14          100     0         0
QUALITY SYSTEMS INC              COMMON    747582104         33        700  SH       DEFINED     5,15           700     0         0
QUANEX CORP                      COMMON    747620102         80       1500  SH       DEFINED     24               0     0      1500
QUANEX CORP                      COMMON    747620102         60       1125  SH       DEFINED     6             1125     0         0
QUANTA SVCS INC                  COMMON    74762E102         26       3000  SH       DEFINED     6              650   800      1550
QUEBECOR WORLD CAP SUB VTG NPV   COMMON    748203106     282089   14397100  SH       DEFINED     3         14397100     0         0
QUEST DIAGNOSTICS INC            COMMON    74834L100      56516    1060930  SH       DEFINED     1          1060930     0         0
QUEST DIAGNOSTICS INC            COMMON    74834L100        288       5400  SH       DEFINED     9             5400     0         0
QUEST DIAGNOSTICS INC            COMMON    74834L100        561      10540  SH       DEFINED     9,15         10540     0         0
QUEST DIAGNOSTICS INC            COMMON    74834L100        536      10062  SH       DEFINED     11,8         10062     0         0
QUEST DIAGNOSTICS INC            COMMON    74834L100       1932      36272  SH       DEFINED     15           33872     0      2400
QUEST DIAGNOSTICS INC            COMMON    74834L100        437       8200  SH       DEFINED     15,8          8200     0         0
QUEST DIAGNOSTICS INC            COMMON    74834L100       4144      77800  SH       DEFINED     2            77800     0         0
QUEST DIAGNOSTICS INC            COMMON    74834L100       2594      48698  SH       DEFINED     23           48698     0         0
QUEST DIAGNOSTICS INC            COMMON    74834L100        173       3240  SH       DEFINED     24             130     0      3110
QUEST DIAGNOSTICS INC            COMMON    74834L100         52        978  SH       DEFINED     4              978     0         0
QUEST DIAGNOSTICS INC            COMMON    74834L100      12357     231962  SH       DEFINED     6           231962     0         0
QUEST DIAGNOSTICS INC            COMMON    74834L100       2543      47735  SH       DEFINED     8            47735     0         0
QUEST DIAGNOSTICS INC            COMMON    74834L100        474       8906  SH       DEFINED     8,13          8906     0         0
QUEST SOFTWARE INC               COMMON    74834T103       7378     541300  SH       DEFINED     1           541300     0         0
QUEST SOFTWARE INC               COMMON    74834T103        906      66500  SH       DEFINED     15,22        66500     0         0
QUEST SOFTWARE INC               COMMON    74834T103        491      36000  SH       DEFINED     20           36000     0         0
QUESTAR CORP                     COMMON    748356102      39006     591900  SH       DEFINED     1           591900     0         0
QUESTAR CORP                     COMMON    748356102         99       1500  SH       DEFINED     9,7           1500     0         0
QUESTAR CORP                     COMMON    748356102        830      12600  SH       DEFINED     2            12600     0         0
QUESTAR CORP                     COMMON    748356102        112       1705  SH       DEFINED     24              75     0      1630
QUESTAR CORP                     COMMON    748356102          0          0  SH       DEFINED     4                0     0         0
QUESTAR CORP                     COMMON    748356102       9241     140230  SH       DEFINED     6           139030  1200         0
QUIKSILVER INC                   COMMON    74838C106       5746     359600  SH       DEFINED     1           359600     0         0
QUIXOTE CORP                     COMMON    749056107       2814     143500  SH       DEFINED     1           143500     0         0
QWEST COMMUNICATIONS INTL INC    COMMON    749121109         38      10290  SH       DEFINED     15            8420     0      1870
QWEST COMMUNICATIONS INTL INC    COMMON    749121109      11629    3134592  SH       DEFINED     15         2704892     0    300500
QWEST COMMUNICATIONS INTL INC    COMMON    749121109       1010     272200  SH       DEFINED     15,8        272200     0         0
QWEST COMMUNICATIONS INTL INC    COMMON    749121109         96      26000  SH       DEFINED     23           26000     0         0
QWEST COMMUNICATIONS INTL INC    COMMON    749121109          0          3  SH       DEFINED     24               0     0         3
QWEST COMMUNICATIONS INTL INC    COMMON    749121109         79      21200  SH       DEFINED     5,15         21200     0         0
QWEST COMMUNICATIONS INTL INC    COMMON    749121109          1        300  SH       DEFINED     6              300     0         0
QWEST COMMUNICATIONS INTL INC    COMMON    749121109        214      57712  SH       DEFINED     8            57712     0         0
R&G FINANCIAL CORP CL B          COMMON    749136107       1803     101900  SH       DEFINED     1           101900     0         0
R&G FINANCIAL CORP CL B          COMMON    749136107          0          0  SH       DEFINED     15               0     0         0
RCN CORP                         COMMON    749361200        231      10000  SH       DEFINED     15           10000     0         0
RC2 CORP                         COMMON    749388104      10831     288300  SH       DEFINED     1           288300     0         0
RC2 CORP                         COMMON    749388104       3419      91000  SH       DEFINED     2            91000     0         0
RH DONNELLEY CORP                COMMON    74955W307      20365     328570  SH       DEFINED     1           328570     0         0



                                                                                         
RH DONNELLEY CORP                COMMON    74955W307      23653     381621  SH       DEFINED     15          278821     0     97200
RH DONNELLEY CORP                COMMON    74955W307        236       3800  SH       DEFINED     15,14         3800     0         0
RH DONNELLEY CORP                COMMON    74955W307        874      14100  SH       DEFINED     15,8         14100     0         0
RH DONNELLEY CORP                COMMON    74955W307         35        560  SH       DEFINED     24             560     0         0
RH DONNELLEY CORP                COMMON    74955W307       2560      41300  SH       DEFINED     5,15         41300     0         0
RH DONNELLEY CORP                COMMON    74955W307         33        540  SH       DEFINED     6              540     0         0
RH DONNELLEY CORP                COMMON    74955W307        163       2626  SH       DEFINED     8             2626     0         0
RPM INTERNATIONAL INC            COMMON    749685103         47       2575  SH       DEFINED     15               0     0      2575
RPM INTERNATIONAL INC            COMMON    749685103        104       5700  SH       DEFINED     15            5700     0         0
RPM INTERNATIONAL INC            COMMON    749685103         18        966  SH       DEFINED     24               0     0       966
RPM INTERNATIONAL INC            COMMON    749685103        136       7475  SH       DEFINED     6             5150   825      1500
RF MICRO DEVICES INC             COMMON    749941100         41       7600  SH       DEFINED     6             7600     0         0
RADIAN GROUP INC                 COMMON    750236101      98174    2079086  SH       DEFINED     1          2079086     0         0
RADIAN GROUP INC                 COMMON    750236101       2048      43372  SH       DEFINED     15            5750     0     37622
RADIAN GROUP INC                 COMMON    750236101        326       6900  SH       DEFINED     15,8          6900     0         0
RADIAN GROUP INC                 COMMON    750236101       1816      38450  SH       DEFINED     2            38450     0         0
RADIAN GROUP INC                 COMMON    750236101        158       3350  SH       DEFINED     2,14          3350     0         0
RADIAN GROUP INC                 COMMON    750236101        157       3322  SH       DEFINED     23            3322     0         0
RADIAN GROUP INC                 COMMON    750236101        347       7358  SH       DEFINED     8             7358     0         0
RADIANT SYSTEMS INC              COMMON    75025N102        629      55200  SH       DEFINED     1            55200     0         0
RADIANT SYSTEMS INC              COMMON    75025N102        401      35200  SH       DEFINED     15           18100     0     17100
RADIANT SYSTEMS INC              COMMON    75025N102          9        800  SH       DEFINED     15,14          800     0         0
RADIANT SYSTEMS INC              COMMON    75025N102         47       4100  SH       DEFINED     5,15          4100     0         0
RADIO ONE INC                    COMMON    75040P108       3485     273800  SH       DEFINED     1           273800     0         0
RADIO ONE INC                    COMMON    75040P108         87       6800  SH       DEFINED     2             6800     0         0
RADIO ONE INC CL D WI            COMMON    75040P405      22175    1736500  SH       DEFINED     1          1736500     0         0
RADIO ONE INC CL D WI            COMMON    75040P405       4106     321500  SH       DEFINED     15          281000     0     25200
RADIO ONE INC CL D WI            COMMON    75040P405        149      11700  SH       DEFINED     15,8         11700     0         0
RADIO ONE INC CL D WI            COMMON    75040P405       2376     186100  SH       DEFINED     2           186100     0         0
RADIO ONE INC CL D WI            COMMON    75040P405       1649     129100  SH       DEFINED     24          128800     0       300
RADIO ONE INC CL D WI            COMMON    75040P405        208      16300  SH       DEFINED     5,15         16300     0         0
RADIO ONE INC CL D WI            COMMON    75040P405          4        300  SH       DEFINED     6              300     0         0
RADIOSHACK CORPORATION           COMMON    750438103        354      15293  SH       DEFINED     15           15131     0       162
RADIOSHACK CORPORATION           COMMON    750438103     282649   12198900  SH       DEFINED     3         12198900     0         0
RADIOSHACK CORPORATION           COMMON    750438103       2528     109100  SH       DEFINED     3,22        109100     0         0
RADIOSHACK CORPORATION           COMMON    750438103        116       5000  SH       DEFINED     7             5000     0         0
RADIOSHACK CORPORATION           COMMON    750438103        148       6396  SH       DEFINED     8             6396     0         0
RALCORP HLDGS INC                COMMON    751028101        365       8867  SH       DEFINED     24               0     0      8867
RAMCO-GERSHENSON PPTYS TR        COMMON    751452202      10365     354000  SH       DEFINED     15          271800     0     82200
RAMCO-GERSHENSON PPTYS TR        COMMON    751452202          9        300  SH       DEFINED     15,14          300     0         0
RAMCO-GERSHENSON PPTYS TR        COMMON    751452202        179       6100  SH       DEFINED     5,15          6100     0         0
RANCHO BERNARDO COMMUNITY BK     COMMON    752098103         44       1575  SH       DEFINED     24               0     0      1575
RANGOLD RESOURCES LTD            COMMON    752344309       6608     470000  SH       DEFINED     1           470000     0         0
RANGOLD RESOURCES LTD            COMMON    752344309       1476     105000  SH       DEFINED     2           105000     0         0
RANGE RESOURCES CORP             COMMON    75281A109      15570     578800  SH       DEFINED     1           578800     0         0
RANGE RESOURCES CORP             COMMON    75281A109       4925     183100  SH       DEFINED     2           183100     0         0
RARE HOSPITALITY INTL INC        COMMON    753820109      14333     470400  SH       DEFINED     1           470400     0         0
RARE HOSPITALITY INTL INC        COMMON    753820109       4504     147830  SH       DEFINED     2           147830     0         0
RAYONIER INC                     COMMON    754907103       1206      22735  SH       DEFINED     1            21160     0      1575
RAYONIER INC                     COMMON    754907103        184       3475  SH       DEFINED     15            3475     0         0
RAYONIER INC                     COMMON    754907103        127       2400  SH       DEFINED     24               0     0      2400
RAYONIER INC                     COMMON    754907103          6        113  SH       DEFINED     6              113     0         0
RAYTHEON COMPANY                 COMMON    755111507      21308     544680  SH       DEFINED     1           544680     0         0
RAYTHEON COMPANY                 COMMON    755111507       2926      74785  SH       DEFINED     15           69285     0      5500
RAYTHEON COMPANY                 COMMON    755111507        638      16300  SH       DEFINED     15,8         16300     0         0
RAYTHEON COMPANY                 COMMON    755111507        122       3124  SH       DEFINED     24             175     0      2949
RAYTHEON COMPANY                 COMMON    755111507        691      17652  SH       DEFINED     6            17652     0         0
RAYTHEON COMPANY                 COMMON    755111507        526      13445  SH       DEFINED     8            13445     0         0
READERS DIGEST ASSN INC          COMMON    755267101        916      55500  SH       DEFINED     1            55500     0         0
READERS DIGEST ASSN INC          COMMON    755267101       5140     311500  SH       DEFINED     15          272600     0     24500
READERS DIGEST ASSN INC          COMMON    755267101        302      18300  SH       DEFINED     15,8         18300     0         0
READERS DIGEST ASSN INC          COMMON    755267101        334      20246  SH       DEFINED     23           20246     0         0
READERS DIGEST ASSN INC          COMMON    755267101         38       2300  SH       DEFINED     5,15          2300     0         0
READERS DIGEST ASSN INC          COMMON    755267101         72       4344  SH       DEFINED     8             4344     0         0
REAL ESTATE INCOME FUND INC CF   COMMON    755881109       2889     157000  SH       DEFINED     15          157000     0         0
REALNETWORKS INC                 COMMON    75605L104         25       5000  SH       DEFINED     24               0     0      5000
REALNETWORKS INC                 COMMON    75605L104       1342     270540  SH       DEFINED     6           270540     0         0
REALTY INCOME CORP               COMMON    756109104       3999     159700  SH       DEFINED     15           79600     0     80100
REALTY INCOME CORP               COMMON    756109104         45       1800  SH       DEFINED     15,14         1800     0         0
REALTY INCOME CORP               COMMON    756109104        118       4713  SH       DEFINED     24               0     0      4713
REALTY INCOME CORP               COMMON    756109104        571      22800  SH       DEFINED     5,15         22800     0         0
RECKSON ASSOCIATES REALTY REIT   COMMON    75621K106        560      16700  SH       DEFINED     15           16700     0         0
RECKSON ASSOCIATES REALTY REIT   COMMON    75621K106      46929    1398786  SH       DEFINED     15         1010211     0    361175
RECKSON ASSOCIATES REALTY REIT   COMMON    75621K106       3348      99800  SH       DEFINED     5,15         99800     0         0
RECKSON ASSOCIATES REALTY REIT   COMMON    75621K106         81       2425  SH       DEFINED     6              525   675      1225
RED HAT INC                      COMMON    756577102      17114    1306400  SH       DEFINED     9          1306400     0         0
RED HAT INC                      COMMON    756577102        866      66100  SH       DEFINED     9,22         66100     0         0
RED ROBIN GOURMET                COMMON    75689M101         31        500  SH       DEFINED     6              500     0         0
REDENVELOPE INC                  COMMON    75733R601          3        315  SH       DEFINED     24               0     0       315
REEBOK INTERNATIONAL LTD         COMMON    758110100        226       5402  SH       DEFINED     15            5402     0         0
REEBOK INTERNATIONAL LTD         COMMON    758110100       2481      59300  SH       DEFINED     3            59300     0         0
REEBOK INTERNATIONAL LTD         COMMON    758110100         84       2000  SH       DEFINED     6              600   500       900
REED ELSEVIER PLC-SPONS ADR      COMMON    758205108      16286     420600  SH       DEFINED     12          398250     0     22350
REED ELSEVIER PLC-SPONS ADR      COMMON    758205108      61556    1589764  SH       DEFINED     15         1551870     0     37894
REGAL ENTERTAINMENT GROUP        COMMON    758766109      49142    2602837  SH       DEFINED     1          2602837     0         0
REGAL ENTERTAINMENT GROUP        COMMON    758766109        442      23400  SH       DEFINED     15,14        23400     0         0
REGAL ENTERTAINMENT GROUP        COMMON    758766109       1841      97500  SH       DEFINED     2            97500     0         0
REGAL ENTERTAINMENT GROUP        COMMON    758766109       1554      82302  SH       DEFINED     24            2200     0     80102
REGAL ENTERTAINMENT GROUP        COMMON    758766109       8512     450872  SH       DEFINED     6           450872     0         0
REGENCY CENTERS CORP             COMMON    758849103       2432      42520  SH       DEFINED     15           42520     0         0
REGENCY CENTERS CORP             COMMON    758849103     163449    2857502  SH       DEFINED     15         2184863     0    603639
REGENCY CENTERS CORP             COMMON    758849103      12378     216400  SH       DEFINED     5,15        216400     0         0
REGENERON PHARMACEUTICALS        COMMON    75886F107        843     100500  SH       DEFINED     15           53000     0     47500



                                                                                         
REGENERON PHARMACEUTICALS        COMMON    75886F107         18       2200  SH       DEFINED     15,14         2200     0         0
REGENERON PHARMACEUTICALS        COMMON    75886F107         13       1500  SH       DEFINED     24            1500     0         0
REGENERON PHARMACEUTICALS        COMMON    75886F107        154      18400  SH       DEFINED     5,15         18400     0         0
REGENERATION TECH                COMMON    75886N100         60       9600  SH       DEFINED     24            9600     0         0
REG TECHNOLOGIES INC             COMMON    758916100          8      27000  SH       DEFINED     24               0     0     27000
REGIS CORP MINN                  COMMON    758932107      11865     303600  SH       DEFINED     1           303600     0         0
REGIS CORP MINN                  COMMON    758932107       3763      96300  SH       DEFINED     2            96300     0         0
REGIS CORP MINN                  COMMON    758932107         20        500  SH       DEFINED     24               0     0       500
REHABCARE GROUP INC              COMMON    759148109       3133     117200  SH       DEFINED     15           68100     0     49100
REHABCARE GROUP INC              COMMON    759148109         61       2300  SH       DEFINED     15,14         2300     0         0
REHABCARE GROUP INC              COMMON    759148109         13        500  SH       DEFINED     24               0     0       500
REHABCARE GROUP INC              COMMON    759148109        668      25000  SH       DEFINED     5,15         25000     0         0
REGIONS FINANCIAL CORP           COMMON    7591EP100       1524      44974  SH       DEFINED     15           44974     0         0
REGIONS FINANCIAL CORP           COMMON    7591EP100        139       4100  SH       DEFINED     24            2600     0      1500
REGIONS FINANCIAL CORP           COMMON    7591EP100        877      25889  SH       DEFINED     6            25889     0         0
REGIONS FINANCIAL CORP           COMMON    7591EP100        223       6572  SH       DEFINED     8             6572     0         0
RELIANCE STEEL & ALUMINUM CO     COMMON    759509102         27        725  SH       DEFINED     6              150   200       375
RELIANT ENERGY INC               COMMON    75952B105        117       9477  SH       DEFINED     6             4077  1900      3500
REMINGTON OIL & GAS CORP         COMMON    759594302      14434     404300  SH       DEFINED     1           404300     0         0
REMINGTON OIL & GAS CORP         COMMON    759594302       6887     192900  SH       DEFINED     1,3         192900     0         0
REMINGTON OIL & GAS CORP         COMMON    759594302        253       7100  SH       DEFINED     9,7           7100     0         0
REMINGTON OIL & GAS CORP         COMMON    759594302       2335      65400  SH       DEFINED     9,2          65400     0         0
REMINGTON OIL & GAS CORP         COMMON    759594302       2206      61800  SH       DEFINED     2            61800     0         0
RENAISSANCE LEARNING INC         COMMON    75968L105        347      17100  SH       DEFINED     15            9600     0      7500
RENAISSANCE LEARNING INC         COMMON    75968L105          6        300  SH       DEFINED     15,14          300     0         0
RENAISSANCE LEARNING INC         COMMON    75968L105         43       2100  SH       DEFINED     5,15          2100     0         0
RENASANT CORP                    COMMON    75970E107        560      18200  SH       DEFINED     15           10500     0      7700
RENASANT CORP                    COMMON    75970E107         12        400  SH       DEFINED     15,14          400     0         0
RENASANT CORP                    COMMON    75970E107        194       6300  SH       DEFINED     5,15          6300     0         0
RENASANT CORP                    COMMON    75970E107          4        120  SH       DEFINED     6              120     0         0
RENAL CARE GROUP INC             COMMON    759930100        148       3200  SH       DEFINED     15            3200     0         0
RENT A CTR INC                   COMMON    76009N100        971      41671  SH       DEFINED     15           38200     0      2171
RENT A CTR INC                   COMMON    76009N100        144       6200  SH       DEFINED     15,8          6200     0         0
RENT A CTR INC                   COMMON    76009N100        170       7300  SH       DEFINED     5,15          7300     0         0
RENT WAY INC                     COMMON    76009U104        992     100800  SH       DEFINED     15           60400     0     40400
RENT WAY INC                     COMMON    76009U104         19       1900  SH       DEFINED     15,14         1900     0         0
RENT WAY INC                     COMMON    76009U104        527      53600  SH       DEFINED     5,15         53600     0         0
REPSOL YPF SA ADR                COMMON    76026T205     102964    4097269  SH       DEFINED     12         3648624     0    448645
REPSOL YPF SA ADR                COMMON    76026T205      23625     940093  SH       DEFINED     15          906429     0     33664
REPSOL YPF SA ADR                COMMON    76026T205         15        600  SH       DEFINED     6              600     0         0
REPUBLIC AIRWAYS HOLDINGS INC    COMMON    760276105       1065      73700  SH       DEFINED     15           39600     0     34100
REPUBLIC AIRWAYS HOLDINGS INC    COMMON    760276105         23       1600  SH       DEFINED     15,14         1600     0         0
REPUBLIC AIRWAYS HOLDINGS INC    COMMON    760276105        225      15600  SH       DEFINED     5,15         15600     0         0
REPUBLIC BANCORP INC-CL A        COMMON    760281204         10        441  SH       DEFINED     15             441     0         0
REPUBLIC BANCORP                 COMMON    760282103        306      20460  SH       DEFINED     15           20460     0         0
REPUBLIC BANCORP                 COMMON    760282103        728      48600  SH       DEFINED     5,15         48600     0         0
REPUBLIC SVCS INC                COMMON    760759100      45745    1270355  SH       DEFINED     1          1269280     0      1075
REPUBLIC SVCS INC                COMMON    760759100        119       3300  SH       DEFINED     1,3           3300     0         0
REPUBLIC SVCS INC                COMMON    760759100       2099      58300  SH       DEFINED     9,15         58300     0         0
REPUBLIC SVCS INC                COMMON    760759100       5137     142666  SH       DEFINED     15          124266     0     18400
REPUBLIC SVCS INC                COMMON    760759100       1235      34300  SH       DEFINED     15,8         34300     0         0
REPUBLIC SVCS INC                COMMON    760759100       4710     130800  SH       DEFINED     2           130800     0         0
REPUBLIC SVCS INC                COMMON    760759100        148       4100  SH       DEFINED     23            4100     0         0
REPUBLIC SVCS INC                COMMON    760759100      35907     997128  SH       DEFINED     4           997128     0         0
REPUBLIC SVCS INC                COMMON    760759100         36       1000  SH       DEFINED     5,15          1000     0         0
REPUBLIC SVCS INC                COMMON    760759100        230       6400  SH       DEFINED     5,2           6400     0         0
REPUBLIC SVCS INC                COMMON    760759100        259       7194  SH       DEFINED     8             7194     0         0
RES-CARE INC                     COMMON    760943100        339      25000  SH       DEFINED     15           12900     0     12100
RES-CARE INC                     COMMON    760943100          8        600  SH       DEFINED     15,14          600     0         0
RES-CARE INC                     COMMON    760943100         42       3100  SH       DEFINED     5,15          3100     0         0
RESEARCH IN MOTION LTD           COMMON    760975102      21650     293400  SH       DEFINED     1           293400     0         0
RESEARCH IN MOTION LTD           COMMON    760975102      22137     300000  SH       DEFINED     1,2         300000     0         0
RESEARCH IN MOTION               COMMON    760975102       4954      67300  SH       DEFINED     1,3          67300     0         0
RESEARCH IN MOTION               COMMON    760975102       1678      22800  SH       DEFINED     9,2          22800     0         0
RESEARCH IN MOTION LTD           COMMON    760975102       2383      32300  SH       DEFINED     15,22        32300     0         0
RESMED INC                       COMMON    761152107      13284     201300  SH       DEFINED     1           201300     0         0
RESMED INC                       COMMON    761152107       3992      60500  SH       DEFINED     2            60500     0         0
RESMED INC                       COMMON    761152107         81       1235  SH       DEFINED     24              75     0      1160
RESMED INC                       COMMON    761152107       8505     128880  SH       DEFINED     6           128880     0         0
RESOURCE AMERICA INC-CL A        COMMON    761195205       2951      76600  SH       DEFINED     15           42400     0     34200
RESOURCE AMERICA INC-CL A        COMMON    761195205         62       1600  SH       DEFINED     15,14         1600     0         0
RESOURCE AMERICA INC-CL A        COMMON    761195205        751      19500  SH       DEFINED     5,15         19500     0         0
RESPIRONICS INC                  COMMON    761230101         33        925  SH       DEFINED     6              925     0         0
REUTERS GROUP PLC ADR            COMMON    76132M102        191       4492  SH       DEFINED     24               0     0      4492
REUTERS GROUP PLC ADR            COMMON    76132M102         88       2079  SH       DEFINED     6             2079     0         0
REYNOLDS & REYNOLDS CO           COMMON    761695105      45370    1678500  SH       DEFINED     1          1678500     0         0
REYNOLDS & REYNOLDS CO           COMMON    761695105        122       4500  SH       DEFINED     1,3           4500     0         0
REYNOLDS & REYNOLDS CO           COMMON    761695105        892      32989  SH       DEFINED     15           32989     0         0
REYNOLDS & REYNOLDS CO           COMMON    761695105       5165     191100  SH       DEFINED     2           191100     0         0
REYNOLDS & REYNOLDS CO           COMMON    761695105      27188    1005840  SH       DEFINED     4          1005840     0         0
REYNOLDS & REYNOLDS CO           COMMON    761695105        238       8800  SH       DEFINED     5,2           8800     0         0
REYNOLDS & REYNOLDS CO           COMMON    761695105         10        369  SH       DEFINED     6              369     0         0
REYNOLDS AMERICAN INC            COMMON    761713106      16540     209904  SH       DEFINED     1           209904     0         0
REYNOLDS AMERICAN INC            COMMON    761713106      12931     164100  SH       DEFINED     1,3         164100     0         0
REYNOLDS AMERICAN INC            COMMON    761713106     791233   10041027  SH       DEFINED     9         10041027     0         0
REYNOLDS AMERICAN INC            COMMON    761713106        355       4500  SH       DEFINED     9,7           4500     0         0
REYNOLDS AMERICAN INC            COMMON    761713106       4381      55600  SH       DEFINED     9,2          55600     0         0
REYNOLDS AMERICAN INC            COMMON    761713106        888      11271  SH       DEFINED     15           11271     0         0
REYNOLDS AMERICAN INC            COMMON    761713106       3113      39500  SH       DEFINED     2            39500     0         0
RIGEL PHARMACEUTICALS INC        COMMON    766559603       2217     111300  SH       DEFINED     1           111300     0         0
RIGEL PHARMACEUTICALS INC        COMMON    766559603        171       8600  SH       DEFINED     11,2          8600     0         0
RIO NARCEA GOLD MINES LTD        COMMON    766909105        830     515900  SH       DEFINED     1           515900     0         0
RIO TINTO PLC ADR                COMMON    767204100       5121      42000  SH       DEFINED     3            42000     0         0



                                                                                         
RIO TINTO PLC ADR                COMMON    767204100         37        300  SH       DEFINED     6              300     0         0
RITE AID CORP                    COMMON    767754104         10       2400  SH       DEFINED     24               0     0      2400
RITE AID CORP                    COMMON    767754104          8       2000  SH       DEFINED     6             2000     0         0
ROBERT HALF INTERNATIONAL INC    COMMON    770323103      17143     686560  SH       DEFINED     1           686560     0         0
ROBERT HALF INTERNATIONAL INC    COMMON    770323103      56183    2250000  SH       DEFINED     1,2        2250000     0         0
ROBERT HALF INTERNATIONAL INC    COMMON    770323103        335      13400  SH       DEFINED     9,15         13400     0         0
ROBERT HALF INTERNATIONAL INC    COMMON    770323103      18819     753682  SH       DEFINED     15          648882     0     75400
ROBERT HALF INTERNATIONAL INC    COMMON    770323103       1089      43600  SH       DEFINED     15,8         43600     0         0
ROBERT HALF INTERNATIONAL INC    COMMON    770323103      10138     406000  SH       DEFINED     2           406000     0         0
ROBERT HALF INTERNATIONAL INC    COMMON    770323103        499      20000  SH       DEFINED     24           20000     0         0
ROBERT HALF INTERNATIONAL INC    COMMON    770323103        252      10100  SH       DEFINED     5,15         10100     0         0
ROBERT HALF INTERNATIONAL INC    COMMON    770323103         13        519  SH       DEFINED     8              519     0         0
ROCK-TENN COMPANY                COMMON    772739207         20       1600  SH       DEFINED     15            1600     0         0
ROCK-TENN COMPANY                COMMON    772739207         51       4000  SH       DEFINED     5,15          4000     0         0
ROCKWELL AUTOMATION INC          COMMON    773903109      48806    1001980  SH       DEFINED     1          1001980     0         0
ROCKWELL AUTOMATION INC          COMMON    773903109      34097     700000  SH       DEFINED     1,2         700000     0         0
ROCKWELL AUTOMATION INC          COMMON    773903109       1049      21540  SH       DEFINED     9,15         21540     0         0
ROCKWELL AUTOMATION INC          COMMON    773903109       3577      73437  SH       DEFINED     15           59937     0     13500
ROCKWELL AUTOMATION INC          COMMON    773903109        950      19500  SH       DEFINED     15,8         19500     0         0
ROCKWELL AUTOMATION INC          COMMON    773903109       8868     182060  SH       DEFINED     2           182060     0         0
ROCKWELL AUTOMATION INC          COMMON    773903109       1263      25939  SH       DEFINED     23           25939     0         0
ROCKWELL AUTOMATION INC          COMMON    773903109        372       7644  SH       DEFINED     24             400     0      7244
ROCKWELL AUTOMATION INC          COMMON    773903109         45        931  SH       DEFINED     4              931     0         0
ROCKWELL AUTOMATION INC          COMMON    773903109         93       1900  SH       DEFINED     5,15          1900     0         0
ROCKWELL AUTOMATION INC          COMMON    773903109        100       2055  SH       DEFINED     6             2055     0         0
ROCKWELL AUTOMATION INC          COMMON    773903109        370       7589  SH       DEFINED     8             7589     0         0
ROCKWELL COLLINS                 COMMON    774341101      15609     327370  SH       DEFINED     1           327370     0         0
ROCKWELL COLLINS                 COMMON    774341101        110       2310  SH       DEFINED     9,15          2310     0         0
ROCKWELL COLLINS                 COMMON    774341101        824      17284  SH       DEFINED     15           17284     0         0
ROCKWELL COLLINS                 COMMON    774341101       3298      69160  SH       DEFINED     2            69160     0         0
ROCKWELL COLLINS                 COMMON    774341101        231       4844  SH       DEFINED     24             400     0      4444
ROCKWELL COLLINS                 COMMON    774341101        739      15500  SH       DEFINED     3            15500     0         0
ROCKWELL COLLINS                 COMMON    774341101         39        810  SH       DEFINED     4              810     0         0
ROCKWELL COLLINS                 COMMON    774341101        333       6990  SH       DEFINED     8             6990     0         0
ROGERS COMMUNICATIONS  CL B      COMMON    775109200      29157     888430  SH       DEFINED     1,3         888430     0         0
ROGERS COMMUNICATIONS CL B       COMMON    775109200        362      11000  SH       DEFINED     9,15         11000     0         0
ROGERS COMMUNICATIONS  CL B      COMMON    775109200        581      17700  SH       DEFINED     2            17700     0         0
ROGERS COMMUNICATIONS  CL B      COMMON    775109200       4923     150000  SH       DEFINED     3           150000     0         0
ROGERS COMMUNICATIONS  CL B      COMMON    775109200        304       9251  SH       DEFINED     8             9251     0         0
ROHM & HAAS CO                   COMMON    775371107      81506    1758860  SH       DEFINED     1          1758860     0         0
ROHM & HAAS CO                   COMMON    775371107      23606     509400  SH       DEFINED     1,2         509400     0         0
ROHM & HAAS CO                   COMMON    775371107        125       2700  SH       DEFINED     1,3           2700     0         0
ROHM & HAAS CO                   COMMON    775371107       2125      45849  SH       DEFINED     15           36949     0      8900
ROHM & HAAS CO                   COMMON    775371107      10480     226150  SH       DEFINED     2           215650     0     10500
ROHM & HAAS CO                   COMMON    775371107       1693      36541  SH       DEFINED     24           36541     0         0
ROHM & HAAS CO                   COMMON    775371107      26089     562984  SH       DEFINED     4           562984     0         0
ROHM & HAAS CO                   COMMON    775371107        236       5100  SH       DEFINED     5,2           5100     0         0
ROHM & HAAS CO                   COMMON    775371107         70       1511  SH       DEFINED     6             1511     0         0
ROHM & HAAS CO                   COMMON    775371107        258       5562  SH       DEFINED     8             5562     0         0
ROPER INDUSTRIES INC             COMMON    776696106       4639      65000  SH       DEFINED     3            65000     0         0
ROPER INDUSTRIES INC             COMMON    776696106         21        300  SH       DEFINED     6              300     0         0
ROSS STORES INC                  COMMON    778296103      47334    1637300  SH       DEFINED     1          1637300     0         0
ROSS STORES INC                  COMMON    778296103      30957    1070800  SH       DEFINED     1,2        1070800     0         0
ROSS STORES INC                  COMMON    778296103        532      18394  SH       DEFINED     15             294     0     18100
ROSS STORES INC                  COMMON    778296103       6224     215300  SH       DEFINED     2           192800     0     22500
ROSS STORES INC                  COMMON    778296103     146287    5060100  SH       DEFINED     3          5060100     0         0
ROSS STORES INC                  COMMON    778296103         46       1600  SH       DEFINED     6                0     0      1600
ROSS STORES INC                  COMMON    778296103         26        889  SH       DEFINED     8              889     0         0
ROWAN COS INC                    COMMON    779382100      28314     953000  SH       DEFINED     1           953000     0         0
ROWAN COS INC                    COMMON    779382100      14448     486300  SH       DEFINED     9           486300     0         0
ROWAN COS INC                    COMMON    779382100       1046      35200  SH       DEFINED     9,22         35200     0         0
ROWAN COS INC                    COMMON    779382100        311      10481  SH       DEFINED     15           10481     0         0
ROWAN COS INC                    COMMON    779382100       1061      35700  SH       DEFINED     2            35700     0         0
ROYAL BANK OF CANADA             COMMON    780087102      14078     227200  SH       DEFINED     1,3         227200     0         0
ROYAL BK CDA MONTREAL QUE        COMMON    780087102       3024      48800  SH       DEFINED     9,15         48800     0         0
ROYAL BANK OF CANADA             COMMON    780087102        273       4400  SH       DEFINED     2             4400     0         0
ROYAL BANK OF CANADA             COMMON    780087102        787      12699  SH       DEFINED     23           12699     0         0
ROYAL BANK OF CANADA             COMMON    780087102     366283    5911200  SH       DEFINED     3          5911200     0         0
ROYAL BK CDA MONTREAL QUE        COMMON    780087102         87       1402  SH       DEFINED     6             1402     0         0
ROYAL BANK OF CANADA             COMMON    780087102       2134      34444  SH       DEFINED     8            34444     0         0
ROYAL CARIBBEAN CRUISES(RCL)CV   CONVERT   780153AK8          3       5000  SH       DEFINED     24               0     0      5000
ROYAL DUTCH PETROLEUM CO. ADR    COMMON    780257804       2482      38250  SH       DEFINED     12           35150     0      3100
ROYAL DUTCH PETROLEUM CO. ADR    COMMON    780257804         41        635  SH       DEFINED     15             435     0       200
ROYAL DUTCH PETROLEUM CO. ADR    COMMON    780257804       5587      86085  SH       DEFINED     24            6811     0     79274
ROYAL DUTCH PETROLEUM CO. ADR    COMMON    780257804       2378      36642  SH       DEFINED     6            36642     0         0
RUBIOS RESTAURANTS INC           COMMON    78116B102          7        650  SH       DEFINED     24             650     0         0
RUBY TUESDAY INC                 COMMON    781182100      16364     631800  SH       DEFINED     1           631800     0         0
RUBY TUESDAY INC                 COMMON    781182100        578      22300  SH       DEFINED     2            22300     0         0
RUDOLPH TECHNOLOGIES INC         COMMON    781270103       2393     167000  SH       DEFINED     1           167000     0         0
RUDOLPH TECHNOLOGIES INC         COMMON    781270103        325      22700  SH       DEFINED     15           13100     0      9600
RUDOLPH TECHNOLOGIES INC         COMMON    781270103          7        500  SH       DEFINED     15,14          500     0         0
RUDOLPH TECHNOLOGIES INC         COMMON    781270103        136       9500  SH       DEFINED     5,15          9500     0         0
RYANAIR HLDGS PLC ADR            COMMON    783513104     149106    3325300  SH       DEFINED     3          3325300     0         0
RYANAIR HLDGS PLC ADR            COMMON    783513104       2655      59200  SH       DEFINED     3,22         59200     0         0
RYDER SYSTEM INC                 COMMON    783549108         58       1595  SH       DEFINED     15               0     0      1595
RYDER SYSTEM INC                 COMMON    783549108        356       9739  SH       DEFINED     15            9739     0         0
RYDER SYSTEM INC                 COMMON    783549108         29        800  SH       DEFINED     6              800     0         0
RYDEX S&P EQUAL WEIGHT ETF MF    COMMON    78355W106         39        250  SH       DEFINED     24               0     0       250
RYLAND GROUP INC                 COMMON    783764103      33292     438800  SH       DEFINED     1           438800     0         0
RYLAND GROUP INC                 COMMON    783764103        167       2200  SH       DEFINED     15            2200     0         0
RYLAND GROUP INC                 COMMON    783764103        129       1700  SH       DEFINED     6             1700     0         0
S & T BANCORP INC                COMMON    783859101        448      12400  SH       DEFINED     1            12400     0         0
S & T BANCORP INC                COMMON    783859101        332       9200  SH       DEFINED     15            5600     0      3600



                                                                                         
S & T BANCORP INC                COMMON    783859101          7        200  SH       DEFINED     15,14          200     0         0
S & T BANCORP INC                COMMON    783859101        209       5800  SH       DEFINED     5,15          5800     0         0
SBC COMMUNICATIONS INC           COMMON    78387G103     127154    5353848  SH       DEFINED     1          4683000     0    670848
SBC COMMUNICATIONS INC           COMMON    78387G103      48493    2041800  SH       DEFINED     1,2        2041800     0         0
SBC COMMUNICATIONS INC           COMMON    78387G103       4026     169500  SH       DEFINED     9,15        169500     0         0
SBC COMMUNICATIONS INC           COMMON    78387G103        838      35300  SH       DEFINED     11,8         35300     0         0
SBC COMMUNICATIONS INC           COMMON    78387G103      38401    1616869  SH       DEFINED     15         1508343     0    104931
SBC COMMUNICATIONS INC           COMMON    78387G103       5201     218969  SH       DEFINED     15,22       218969     0         0
SBC COMMUNICATIONS INC           COMMON    78387G103       4080     171800  SH       DEFINED     15,8        171800     0         0
SBC COMMUNICATIONS INC           COMMON    78387G103       8282     348700  SH       DEFINED     2           348700     0         0
SBC COMMUNICATIONS INC           COMMON    78387G103       2937     123659  SH       DEFINED     23          123659     0         0
SBC COMMUNICATIONS INC           COMMON    78387G103       5230     220224  SH       DEFINED     24           44678     0    175546
SBC COMMUNICATIONS INC           COMMON    78387G103          6        246  SH       DEFINED     4              246     0         0
SBC COMMUNICATIONS INC           COMMON    78387G103        543      22870  SH       DEFINED     5,15             0     0     22870
SBC COMMUNICATIONS INC           COMMON    78387G103       1419      59731  SH       DEFINED     6            59731     0         0
SBC COMMUNICATIONS INC           COMMON    78387G103       6218     261830  SH       DEFINED     8           261830     0         0
SBC COMMUNICATIONS INC           COMMON    78387G103         63       2662  SH       DEFINED     8,10          2662     0         0
SBC COMMUNICATIONS INC           COMMON    78387G103        750      31575  SH       DEFINED     8,13         31575     0         0
SCBT FINANCIAL CORP              COMMON    78401V102        386      12190  SH       DEFINED     15            6865     0      5325
SCBT FINANCIAL CORP              COMMON    78401V102          9        300  SH       DEFINED     15,14          300     0         0
SCBT FINANCIAL CORP              COMMON    78401V102        114       3605  SH       DEFINED     5,15          3605     0         0
SCP POOL CORP                    COMMON    784028102         28        800  SH       DEFINED     6              800     0         0
SEI INVESTMENTS CO               COMMON    784117103         32        850  SH       DEFINED     24               0     0       850
SEI INVESTMENTS CO               COMMON    784117103       2290      61300  SH       DEFINED     6            61300     0         0
SFBC INTERNATIONAL INC           COMMON    784121105        958      24800  SH       DEFINED     1            24800     0         0
SEMCO ENERGY INC                 COMMON    78412D109         34       5600  SH       DEFINED     6             1200  1550      2850
SK TELECOM ADR                   COMMON    78440P108        408      20000  SH       DEFINED     9            20000     0         0
SK TELECOM ADR                   COMMON    78440P108        143       7000  SH       DEFINED     9,15          7000     0         0
SK TELECOM ADR                   COMMON    78440P108      11220     550000  SH       DEFINED     9,22        550000     0         0
SK TELECOM ADR                   COMMON    78440P108       9486     465000  SH       DEFINED     9,7         465000     0         0
SK TELECOM ADR                   COMMON    78440P108       1122      55000  SH       DEFINED     7            55000     0         0
SL GREEN REALTY CORP REIT        COMMON    78440X101       2522      39100  SH       DEFINED     15           39100     0         0
SL GREEN REALTY CORP REIT        COMMON    78440X101     132435    2053251  SH       DEFINED     15         1624532     0    390219
SL GREEN REALTY CORP REIT        COMMON    78440X101        172       2659  SH       DEFINED     24               0     0      2659
SL GREEN REALTY CORP REIT        COMMON    78440X101       9103     141128  SH       DEFINED     5,15        141128     0         0
SL GREEN REALTY CORP REIT        COMMON    78440X101         31        475  SH       DEFINED     6              475     0         0
SLM CORP                         COMMON    78442P106      93148    1833620  SH       DEFINED     1          1833620     0         0
SLM CORP                         COMMON    78442P106      58420    1150000  SH       DEFINED     1,2        1150000     0         0
SLM CORP                         COMMON    78442P106       1402      27600  SH       DEFINED     9            27600     0         0
SLM CORP                         COMMON    78442P106        151       2980  SH       DEFINED     9,15          2980     0         0
SLM CORP                         COMMON    78442P106       2069      40723  SH       DEFINED     15           40723     0         0
SLM CORP                         COMMON    78442P106      26584     523300  SH       DEFINED     2           523300     0         0
SLM CORP                         COMMON    78442P106       1602      31529  SH       DEFINED     23           31529     0         0
SLM CORP                         COMMON    78442P106      20262     398860  SH       DEFINED     24          110624     0    288236
SLM CORP                         COMMON    78442P106         77       1516  SH       DEFINED     4             1516     0         0
SLM CORP                         COMMON    78442P106      37163     731554  SH       DEFINED     6           731554     0         0
SLM CORP                         COMMON    78442P106        806      15857  SH       DEFINED     8            15857     0         0
S & P 500 DEPOSITORY RECEIPTS    COMMON    78462F103      12385     103920  SH       DEFINED     1           103920     0         0
S & P 500 DEPOSITORY RECEIPTS    COMMON    78462F103     112816     946600  SH       DEFINED     9,15        946600     0         0
S & P 500 DEPOSITORY RECEIPTS    COMMON    78462F103        918       7700  SH       DEFINED     15,14         7700     0         0
S & P 500 DEPOSITORY RECEIPTS    COMMON    78462F103       5725      48035  SH       DEFINED     24            2955     0     45080
S & P 500 DEPOSITORY RECEIPTS    COMMON    78462F103      11284      94677  SH       DEFINED     6            94677     0         0
SPSS INC                         COMMON    78462K102        327      17000  SH       DEFINED     15            9300     0      7700
SPSS INC                         COMMON    78462K102          8        400  SH       DEFINED     15,14          400     0         0
SPSS INC                         COMMON    78462K102         88       4600  SH       DEFINED     5,15          4600     0         0
SPX CORP                         COMMON    784635104         17        360  SH       DEFINED     15             360     0         0
SPX CORP                         COMMON    784635104         28        600  SH       DEFINED     15             400     0       200
SPX CORP                         COMMON    784635104      12096     263062  SH       DEFINED     3           263062     0         0
SPX CORP                         COMMON    784635104          1         25  SH       DEFINED     4               25     0         0
SPX CORP                         COMMON    784635104        966      21000  SH       DEFINED     6            21000     0         0
S1 CORPORATION                   COMMON    78463B101       1111     235848  SH       DEFINED     6           235848     0         0
S.Y. BANCORP INC                 COMMON    785060104         37       1600  SH       DEFINED     15            1600     0         0
S.Y. BANCORP INC                 COMMON    785060104         69       3000  SH       DEFINED     5,15          3000     0         0
SABRE HOLDINGS CORP              COMMON    785905100      34736    1741145  SH       DEFINED     1          1740100     0      1045
SABRE HOLDINGS CORP              COMMON    785905100       3583     179600  SH       DEFINED     1,2         179600     0         0
SABRE HOLDINGS CORP              COMMON    785905100         58       2900  SH       DEFINED     1,3           2900     0         0
SABRE HOLDINGS CORP              COMMON    785905100        244      12225  SH       DEFINED     11,8         12225     0         0
SABRE HOLDINGS CORP              COMMON    785905100        445      22305  SH       DEFINED     15           21905     0       400
SABRE HOLDINGS CORP              COMMON    785905100       2611     130900  SH       DEFINED     2           130900     0         0
SABRE HOLDINGS CORP              COMMON    785905100        785      39367  SH       DEFINED     23           39367     0         0
SABRE HOLDINGS CORP              COMMON    785905100      43920    2201500  SH       DEFINED     3          2201500     0         0
SABRE HOLDINGS CORP              COMMON    785905100        902      45200  SH       DEFINED     3,22         45200     0         0
SABRE HOLDINGS CORP              COMMON    785905100        112       5600  SH       DEFINED     5,2           5600     0         0
SABRE HOLDINGS CORP              COMMON    785905100        985      49366  SH       DEFINED     8            49366     0         0
SABRE HOLDINGS CORP              COMMON    785905100        205      10254  SH       DEFINED     8,13         10254     0         0
SAFECO CORP                      COMMON    786429100      19736     363200  SH       DEFINED     1           363200     0         0
SAFECO CORP                      COMMON    786429100        408       7500  SH       DEFINED     9,15          7500     0         0
SAFECO CORP                      COMMON    786429100       2163      39810  SH       DEFINED     15           36610     0      3200
SAFECO CORP                      COMMON    786429100        435       8000  SH       DEFINED     15,8          8000     0         0
SAFECO CORP                      COMMON    786429100       1761      32400  SH       DEFINED     2            32400     0         0
SAFECO CORP                      COMMON    786429100        125       2297  SH       DEFINED     23            2297     0         0
SAFECO CORP                      COMMON    786429100        614      11300  SH       DEFINED     6            11300     0         0
SAFECO CORP                      COMMON    786429100        315       5796  SH       DEFINED     8             5796     0         0
SAFEGUARD SCIENTIFICS INC        COMMON    786449108          0         57  SH       DEFINED     24               0     0        57
SAFEGUARD SCIENTIFICS INC        COMMON    786449108          1        900  SH       DEFINED     6              900     0         0
SAFENET INC                      COMMON    78645R107      15909     467100  SH       DEFINED     1           467100     0         0
SAFENET INC                      COMMON    78645R107        743      21800  SH       DEFINED     15,22        21800     0         0
SAFENET INC                      COMMON    78645R107       2902      85200  SH       DEFINED     2            85200     0         0
SAFENET INC                      COMMON    78645R107        341      10000  SH       DEFINED     20           10000     0         0
SAFETY INSURANCE GROUP           COMMON    78648T100       1043      30900  SH       DEFINED     1            30900     0         0
SAFETY INSURANCE GROUP           COMMON    78648T100        652      19300  SH       DEFINED     15            9900     0      9400
SAFETY INSURANCE GROUP           COMMON    78648T100         14        400  SH       DEFINED     15,14          400     0         0
SAFETY INSURANCE GROUP           COMMON    78648T100          3        100  SH       DEFINED     24               0     0       100



                                                                                         
SAFETY INSURANCE GROUP           COMMON    78648T100         78       2300  SH       DEFINED     5,15          2300     0         0
SAFEWAY INC                      COMMON    786514208     159463    7058990  SH       DEFINED     1          7058990     0         0
SAFEWAY INC                      COMMON    786514208       7792     344936  SH       DEFINED     15          301536     0     33000
SAFEWAY INC                      COMMON    786514208        472      20900  SH       DEFINED     15,8         20900     0         0
SAFEWAY INC                      COMMON    786514208       2126      94100  SH       DEFINED     2            94100     0         0
SAFEWAY INC                      COMMON    786514208        172       7600  SH       DEFINED     2,14          7600     0         0
SAFEWAY INC                      COMMON    786514208          5        200  SH       DEFINED     24               0     0       200
SAFEWAY INC                      COMMON    786514208      10027     443871  SH       DEFINED     4           443871     0         0
SAFEWAY INC                      COMMON    786514208         38       1700  SH       DEFINED     5,15          1700     0         0
SAFEWAY INC                      COMMON    786514208        348      15426  SH       DEFINED     8            15426     0         0
SAFLINK CORP                     COMMON    786578302          2       1000  SH       DEFINED     24            1000     0         0
SAGA COMMUNICATIONS INC - CL A   COMMON    786598102         22       1600  SH       DEFINED     15            1600     0         0
SAGA COMMUNICATIONS INC - CL A   COMMON    786598102         56       4000  SH       DEFINED     5,15          4000     0         0
ST JOE COMPANY (THE)             COMMON    790148100       1076      13200  SH       DEFINED     23           13200     0         0
ST JOE COMPANY (THE)             COMMON    790148100        163       2000  SH       DEFINED     24               0     0      2000
ST JUDE MEDICAL INC              COMMON    790849103      98873    2267200  SH       DEFINED     1          2267200     0         0
ST JUDE MEDICAL INC              COMMON    790849103      54709    1254500  SH       DEFINED     1,2        1254500     0         0
ST JUDE MEDICAL INC              COMMON    790849103       1810      41500  SH       DEFINED     1,3          41500     0         0
ST JUDE MEDICAL INC              COMMON    790849103        606      13900  SH       DEFINED     9,2          13900     0         0
ST JUDE MEDICAL INC              COMMON    790849103       1534      35168  SH       DEFINED     15           35168     0         0
ST JUDE MEDICAL INC              COMMON    790849103      11099     254500  SH       DEFINED     15,22       254500     0         0
ST JUDE MEDICAL INC              COMMON    790849103      14546     333550  SH       DEFINED     2           333550     0         0
ST JUDE MEDICAL INC              COMMON    790849103        384       8800  SH       DEFINED     20            8800     0         0
ST JUDE MEDICAL INC              COMMON    790849103      65883    1510733  SH       DEFINED     24          259753     0   1250980
ST JUDE MEDICAL INC              COMMON    790849103      11718     268700  SH       DEFINED     3           268700     0         0
ST JUDE MEDICAL INC              COMMON    790849103      19519     447592  SH       DEFINED     6           447592     0         0
ST JUDE MEDICAL INC              COMMON    790849103        524      12010  SH       DEFINED     8            12010     0         0
ST MARY LAND & EXPLORATION       COMMON    792228108       3191     110100  SH       DEFINED     1           110100     0         0
ST MARY LAND & EXPLORATION       COMMON    792228108       1781      61458  SH       DEFINED     6            61458     0         0
ST PAUL TRAVELERS COS INC        COMMON    792860108     105052    2657521  SH       DEFINED     1          2657521     0         0
ST PAUL TRAVELERS COS INC        COMMON    792860108      32736     828122  SH       DEFINED     1,2         828122     0         0
ST PAUL TRAVELERS COS INC        COMMON    792860108      52813    1336011  SH       DEFINED     9          1336011     0         0
ST PAUL TRAVELERS COS INC        COMMON    792860108       4273     108101  SH       DEFINED     15          100601     0      7500
ST PAUL TRAVELERS COS INC        COMMON    792860108        743      18800  SH       DEFINED     15,8         18800     0         0
ST PAUL TRAVELERS COS INC        COMMON    792860108       1694      42860  SH       DEFINED     2            42860     0         0
ST PAUL TRAVELERS COS INC        COMMON    792860108        717      18147  SH       DEFINED     24            2600     0     15547
ST PAUL TRAVELERS COS INC        COMMON    792860108          1         37  SH       DEFINED     4               37     0         0
ST PAUL TRAVELERS COS INC        COMMON    792860108         98       2470  SH       DEFINED     6             2470     0         0
ST PAUL TRAVELERS COS INC        COMMON    792860108        780      19728  SH       DEFINED     8            19728     0         0
SAKS INC                         COMMON    79377W108        106       5600  SH       DEFINED     15            5600     0         0
SALEM COMMUNICATIONS CORP DEL    COMMON    794093104         24       1200  SH       DEFINED     6             1200     0         0
SALESFORCE.COM INC               COMMON    79466L302        471      23000  SH       DEFINED     1            23000     0         0
SALOMON BROTHERS EM MK IN II C   COMMON    794910109          3        200  SH       DEFINED     24               0     0       200
SALOMON BROS MUNI PARTNRS II C   COMMON    794918102         20       1500  SH       DEFINED     24               0     0      1500
SALIVA DIAGNOSTIC SYSTEMS        COMMON    795427301          0        184  SH       DEFINED     6              184     0         0
SALIX PHARMACEUTICALS LTD        COMMON    795435106       2359     133600  SH       DEFINED     1           133600     0         0
SALIX PHARMACEUTICALS LTD        COMMON    795435106        874      49500  SH       DEFINED     11,2         49500     0         0
SALOMON BROS 2008 WW$ GVT TR C   COMMON    79548R103         11       1000  SH       DEFINED     24               0     0      1000
SAN JUAN BASIN ROYALTY TRUST     COMMON    798241105         42       1000  SH       DEFINED     24               0     0      1000
SANDERSON FARMS INC              COMMON    800013104       5821     128100  SH       DEFINED     1           128100     0         0
SANDERSON FARMS INC              COMMON    800013104          0          0  SH       DEFINED     15               0     0         0
SANDISK CORP                     COMMON    80004C101      14245     600300  SH       DEFINED     1           600300     0         0
SANDISK CORP                     COMMON    80004C101        268      11300  SH       DEFINED     15           11300     0         0
SANDISK CORP                     COMMON    80004C101        102       4300  SH       DEFINED     15,8          4300     0         0
SANDISK CORP                     COMMON    80004C101          4        150  SH       DEFINED     4              150     0         0
SANDISK CORP                     COMMON    80004C101        720      30335  SH       DEFINED     6            17935     0     12400
SANDISK CORP                     COMMON    80004C101        106       4469  SH       DEFINED     8             4469     0         0
SANDY SPRING BANCORP INC         COMMON    800363103        462      13200  SH       DEFINED     15            7500     0      5700
SANDY SPRING BANCORP INC         COMMON    800363103         11        300  SH       DEFINED     15,14          300     0         0
SANDY SPRING BANCORP INC         COMMON    800363103        119       3400  SH       DEFINED     5,15          3400     0         0
SANMINA- SCI CORP                COMMON    800907107      24761    4526750  SH       DEFINED     9          4526750     0         0
SANMINA- SCI CORP                COMMON    800907107       1312     239877  SH       DEFINED     9,22        239877     0         0
SANMINA- SCI CORP                COMMON    800907107        279      51040  SH       DEFINED     15           51040     0         0
SANMINA- SCI CORP                COMMON    800907107       2188     400000  SH       DEFINED     3           400000     0         0
SANMINA- SCI CORP                COMMON    800907107        104      19082  SH       DEFINED     8            19082     0         0
SANOFI-AVENTIS ADR               COMMON    80105N105      54048    1318560  SH       DEFINED     1          1318560     0         0
SANOFI-AVENTIS ADR               COMMON    80105N105        635      15500  SH       DEFINED     11,2         15500     0         0
SANOFI-AVENTIS ADR               COMMON    80105N105       4723     115221  SH       DEFINED     15          115221     0         0
SANOFI-AVENTIS ADR               COMMON    80105N105      11104     270900  SH       DEFINED     15,22       270900     0         0
SANOFI-AVENTIS ADR               COMMON    80105N105       3246      79200  SH       DEFINED     2            79200     0         0
SANOFI-AVENTIS ADR               COMMON    80105N105         28        672  SH       DEFINED     24             522     0       150
SANOFI-AVENTIS ADR               COMMON    80105N105      15943     388950  SH       DEFINED     3           388950     0         0
SANOFI-AVENTIS ADR               COMMON    80105N105      33970     828729  SH       DEFINED     4           828729     0         0
BANCO SANTANDER P R SAN JUAN     COMMON    802809103       1174      46840  SH       DEFINED     15           25940     0     20900
BANCO SANTANDER P R SAN JUAN     COMMON    802809103         25       1000  SH       DEFINED     15,14         1000     0         0
BANCO SANTANDER P R SAN JUAN     COMMON    802809103        343      13700  SH       DEFINED     5,15         13700     0         0
SANTARUS INC                     COMMON    802817304          8       2000  SH       DEFINED     24               0     0      2000
SAP AG ADR                       COMMON    803054204       7188     166000  SH       DEFINED     1           166000     0         0
SAP AG ADR                       COMMON    803054204       2226      51400  SH       DEFINED     15,22        51400     0         0
SAP AG ADR                       COMMON    803054204       3377      78000  SH       DEFINED     20           78000     0         0
SAP AG ADR                       COMMON    803054204         17        400  SH       DEFINED     6              400     0         0
SAPIENT CORP                     COMMON    803062108      13512    1703900  SH       DEFINED     1          1703900     0         0
SAPIENT CORP                     COMMON    803062108        122      15400  SH       DEFINED     15,22        15400     0         0
SAPIENT CORP                     COMMON    803062108       3980     501900  SH       DEFINED     2           501900     0         0
SARA LEE CORP                    COMMON    803111103      12339     622885  SH       DEFINED     1            69000     0    553885
SARA LEE CORP                    COMMON    803111103       2263     114260  SH       DEFINED     15          108760     0      5500
SARA LEE CORP                    COMMON    803111103        349      17600  SH       DEFINED     15,8         17600     0         0
SARA LEE CORP                    COMMON    803111103       1768      89240  SH       DEFINED     24           61050     0     28190
SARA LEE CORP                    COMMON    803111103        403      20364  SH       DEFINED     6            20364     0         0
SARA LEE CORP                    COMMON    803111103        482      24325  SH       DEFINED     8            24325     0         0
SATYAM COMPUTER SERVICE ADR      COMMON    804098101         95       3645  SH       DEFINED     24             215     0      3430
SATYAM COMPUTER SERVICE ADR      COMMON    804098101       9875     379793  SH       DEFINED     6           379793     0         0
SAUL CTRS INC                    COMMON    804395101       3003      82600  SH       DEFINED     15           49700     0     32900



                                                                                         
SAUL CTRS INC                    COMMON    804395101         55       1500  SH       DEFINED     15,14         1500     0         0
SAUL CTRS INC                    COMMON    804395101        760      20900  SH       DEFINED     5,15         20900     0         0
SAVIENT PHARMACEUTICALS INC      COMMON    80517Q100         44      10000  SH       DEFINED     1            10000     0         0
SAVIENT PHARMACEUTICALS INC      COMMON    80517Q100        221      50000  SH       DEFINED     11,2         50000     0         0
SAVIENT PHARMACEUTICALS INC      COMMON    80517Q100         11       2500  SH       DEFINED     24               0     0      2500
SCANA CORP                       COMMON    80589M102       5847     136900  SH       DEFINED     1           136900     0         0
SCANA CORP                       COMMON    80589M102         43       1000  SH       DEFINED     24            1000     0         0
SCANA CORP                       COMMON    80589M102        255       5963  SH       DEFINED     6             5963     0         0
SCHEIN HENRY INC                 COMMON    806407102      32764     789115  SH       DEFINED     1           789115     0         0
SCHEIN HENRY INC                 COMMON    806407102        288       6935  SH       DEFINED     15             235     0      6700
SCHEIN HENRY INC                 COMMON    806407102       1773      42700  SH       DEFINED     2            34500     0      8200
SCHERING AG ADR                  COMMON    806585204          2         28  SH       DEFINED     4               28     0         0
SCHERING-PLOUGH CORPORATION      COMMON    806605101      21176    1111000  SH       DEFINED     1            24700     0   1086300
SCHERING-PLOUGH CORPORATION      COMMON    806605101       3995     209600  SH       DEFINED     9,15        209600     0         0
SCHERING-PLOUGH CORPORATION      COMMON    806605101       1172      61500  SH       DEFINED     12           61500     0         0
SCHERING-PLOUGH CORPORATION      COMMON    806605101        416      21800  SH       DEFINED     12,14        21800     0         0
SCHERING-PLOUGH CORPORATION      COMMON    806605101      27118    1422789  SH       DEFINED     15         1404438     0     13391
SCHERING-PLOUGH CORPORATION      COMMON    806605101        396      20800  SH       DEFINED     15,8         20800     0         0
SCHERING-PLOUGH CORPORATION      COMMON    806605101      24381    1279190  SH       DEFINED     24          282978     0    996212
SCHERING-PLOUGH CORPORATION      COMMON    806605101        661      34700  SH       DEFINED     5,15             0     0     34700
SCHERING-PLOUGH CORPORATION      COMMON    806605101       1262      66235  SH       DEFINED     6            66235     0         0
SCHERING-PLOUGH CORP             CONVERT   806605606       2325      45610  SH       DEFINED     24            1500     0     44110
SCHLUMBERGER LTD                 COMMON    806857108     167714    2208510  SH       DEFINED     1          2208510     0         0
SCHLUMBERGER LTD                 COMMON    806857108        301       3970  SH       DEFINED     9,15          3970     0         0
SCHLUMBERGER LTD                 COMMON    806857108      43818     577008  SH       DEFINED     15          313258     0    261220
SCHLUMBERGER LTD                 COMMON    806857108       3645      48000  SH       DEFINED     15,14        48000     0         0
SCHLUMBERGER LTD                 COMMON    806857108       1208      15910  SH       DEFINED     15,22        15910     0         0
SCHLUMBERGER LTD                 COMMON    806857108      12834     169000  SH       DEFINED     2           169000     0         0
SCHLUMBERGER LTD                 COMMON    806857108        608       8000  SH       DEFINED     23            8000     0         0
SCHLUMBERGER LTD                 COMMON    806857108      36979     486955  SH       DEFINED     24          109560     0    377395
SCHLUMBERGER LTD                 COMMON    806857108        487       6416  SH       DEFINED     4             6416     0         0
SCHLUMBERGER LTD                 COMMON    806857108      15055     198252  SH       DEFINED     6           198252     0         0
SCHLUMBERGER LTD                 COMMON    806857108       1388      18274  SH       DEFINED     8            18274     0         0
SCHLUMBERGER LTD CVT(SLB) 1.5    CONVERT   806857AC2      22950   20000000  SH       DEFINED     15         2975000     0  17025000
SCHOLASTIC CORP                  COMMON    807066105        138       3568  SH       DEFINED     23            3568     0         0
SCHOLASTIC CORP                  COMMON    807066105          6        150  SH       DEFINED     24               0     0       150
SCHOLASTIC CORP                  COMMON    807066105        113       2925  SH       DEFINED     6              950   700      1275
SCHOLASTIC CORP                  COMMON    807066105         29        759  SH       DEFINED     8              759     0         0
SCHWAB (CHARLES) CORP            COMMON    808513105       1248     110607  SH       DEFINED     15          110607     0         0
SCHWAB (CHARLES) CORP            COMMON    808513105       1437     127374  SH       DEFINED     24            5325     0    122049
SCHWAB (CHARLES) CORP            COMMON    808513105        774      68600  SH       DEFINED     6            68600     0         0
SCHWAB (CHARLES) CORP            COMMON    808513105        433      38349  SH       DEFINED     8            38349     0         0
SCHWEITZER-MAUDUIT INTL INC      COMMON    808541106          8        252  SH       DEFINED     6              252     0         0
SCICLONE PHARMACEUTICALS INC     COMMON    80862K104          4       1000  SH       DEFINED     24            1000     0         0
SCIENTIFIC-ATLANTA INC           COMMON    808655104      54550    1639620  SH       DEFINED     1          1639620     0         0
SCIENTIFIC-ATLANTA INC           COMMON    808655104       1337      40200  SH       DEFINED     9,15         40200     0         0
SCIENTIFIC-ATLANTA INC           COMMON    808655104      21567     648234  SH       DEFINED     15          568934     0     63000
SCIENTIFIC-ATLANTA INC           COMMON    808655104       3011      90500  SH       DEFINED     15,22        90500     0         0
SCIENTIFIC-ATLANTA INC           COMMON    808655104       1041      31300  SH       DEFINED     15,8         31300     0         0
SCIENTIFIC-ATLANTA INC           COMMON    808655104       2229      67000  SH       DEFINED     2            54000     0     13000
SCIENTIFIC-ATLANTA INC           COMMON    808655104        301       9045  SH       DEFINED     24               0     0      9045
SCIENTIFIC-ATLANTA INC           COMMON    808655104        233       7000  SH       DEFINED     5,15          7000     0         0
SCIENTIFIC-ATLANTA INC           COMMON    808655104        100       3000  SH       DEFINED     6             3000     0         0
SCIENTIFIC-ATLANTA INC           COMMON    808655104        196       5890  SH       DEFINED     8             5890     0         0
SCIENTIFIC GAMES CORP-A          COMMON    80874P109      19013     706000  SH       DEFINED     1           706000     0         0
SCIENTIFIC GAMES CORP-A          COMMON    80874P109        108       4000  SH       DEFINED     6             4000     0         0
SCOR ADR                         COMMON    80917Q106         10       5000  SH       DEFINED     24               0     0      5000
SCOTTISH POWER PLC ADR           COMMON    81013T705          0          0  SH       DEFINED     12               0     0         0
SCOTTISH POWER PLC ADR           COMMON    81013T705       1720      48327  SH       DEFINED     15           18146     0     30181
SCOTTISH POWER PLC ADR           COMMON    81013T705        123       3447  SH       DEFINED     24               0     0      3447
SCOTTS MIRACLE-GRO CO/THE        COMMON    810186106      58394     820020  SH       DEFINED     1           819600     0       420
SCOTTS MIRACLE-GRO CO/THE        COMMON    810186106        121       1700  SH       DEFINED     1,3           1700     0         0
SCOTTS MIRACLE-GRO CO/THE        COMMON    810186106       1246      17500  SH       DEFINED     15           17500     0         0
SCOTTS MIRACLE-GRO CO/THE        COMMON    810186106       9222     129500  SH       DEFINED     2           129500     0         0
SCOTTS MIRACLE-GRO CO/THE        COMMON    810186106      36853     517532  SH       DEFINED     4           517532     0         0
SCOTTS MIRACLE-GRO CO/THE        COMMON    810186106        228       3200  SH       DEFINED     5,2           3200     0         0
SCOTTS MIRACLE-GRO CO/THE        COMMON    810186106         43        600  SH       DEFINED     6                0     0       600
SCRIPPS E W CO OHIO              COMMON    811054204       8054     165050  SH       DEFINED     1           165050     0         0
SCRIPPS E W CO OHIO              COMMON    811054204        991      20300  SH       DEFINED     15,14        20300     0         0
SCRIPPS E W CO OHIO              COMMON    811054204         20        400  SH       DEFINED     2              400     0         0
SCRIPPS E W CO OHIO              COMMON    811054204         49       1000  SH       DEFINED     24               0     0      1000
SCRIPPS E W CO OHIO              COMMON    811054204        190       3900  SH       DEFINED     6             2800  1100         0
SCUDDER MUNICIPAL INCOME TRS C   COMMON    81118R604          8        600  SH       DEFINED     24               0     0       600
SCUDDER RREEF REAL ESTATE CF     COMMON    81119Q100       2647     120700  SH       DEFINED     15          120700     0         0
SEABOARD CORP                    COMMON    811543107       4826       2900  SH       DEFINED     1             2900     0         0
SEACOAST BANKING CORP FL         COMMON    811707306         65       3300  SH       DEFINED     24               0     0      3300
SEACOR SMIT INC                  COMMON    811904101         39        600  SH       DEFINED     6              125   175       300
SEALED AIR CORP                  COMMON    81211K100        403       8096  SH       DEFINED     15            8096     0         0
SEALED AIR CORP                  COMMON    81211K100        298       5983  SH       DEFINED     24               0     0      5983
SEALED AIR CORP                  COMMON    81211K100         32        645  SH       DEFINED     8              645     0         0
SEALED AIR CORP(SEE)144A CVT 3   CONVERT   81211KAG5      21851   22100000  SH       DEFINED     15         3250000     0  18850000
SEARS HOLDING CORP               COMMON    812350106      10314      68818  SH       DEFINED     1            68818     0         0
SEARS HOLDING CORP               COMMON    812350106      23585     157372  SH       DEFINED     1,2         157372     0         0
SEARS HOLDING CORP               COMMON    812350106       1409       9400  SH       DEFINED     9             9400     0         0
SEARS HOLDING CORP               COMMON    812350106       1081       7210  SH       DEFINED     9,15          7210     0         0
SEARS HOLDING CORP               COMMON    812350106       5309      35425  SH       DEFINED     15           32825     0      2600
SEARS HOLDING CORP               COMMON    812350106        901       6014  SH       DEFINED     15,8          6014     0         0
SEARS HOLDING CORP               COMMON    812350106       6626      44212  SH       DEFINED     2            44212     0         0
SEARS HOLDING CORP               COMMON    812350106        341       2272  SH       DEFINED     23            2272     0         0
SEARS HOLDING CORP               COMMON    812350106         28        188  SH       DEFINED     24              69     0       119
SEARS HOLDING CORP               COMMON    812350106        375       2500  SH       DEFINED     8             2500     0         0
SEATTLE GENETICS INC /WA         COMMON    812578102          5       1000  SH       DEFINED     24               0     0      1000
MATERIALS SELECT SECTOR SPDR E   COMMON    81369Y100         68       2490  SH       DEFINED     24               0     0      2490



                                                                                         
HEALTH CARE SELECT SECTOR ETF    COMMON    81369Y209        127       4080  SH       DEFINED     24               0     0      4080
AMEX CONSUMER STAPLES SPDR ETF   COMMON    81369Y308         98       4310  SH       DEFINED     24               0     0      4310
CONSUMER DISCRETIONARY SELT ET   COMMON    81369Y407         22        670  SH       DEFINED     2              670     0         0
CONSUMER DISCRETIONARY SELT ET   COMMON    81369Y407        113       3450  SH       DEFINED     24               0     0      3450
AMEX ENEGRY SELECT SPDR ETF      COMMON    81369Y506        257       5780  SH       DEFINED     24               0     0      5780
FINANCIAL SELECT SECTOR SPDR E   COMMON    81369Y605        153       5200  SH       DEFINED     24               0     0      5200
INDUSTRIAL SELECT SECT SPDR ET   COMMON    81369Y704         62       2110  SH       DEFINED     24               0     0      2110
TECHNOLOGY SELECT SECT SPDR ET   COMMON    81369Y803       3934     197501  SH       DEFINED     24           13700     0    183801
UTILITIES SELECT SECTOR SPDR E   COMMON    81369Y886        565      17890  SH       DEFINED     24               0     0     17890
SELECT COMFORT CORP              COMMON    81616X103       1363      63600  SH       DEFINED     1,3          63600     0         0
SELECT COMFORT CORP              COMMON    81616X103        463      21600  SH       DEFINED     9,2          21600     0         0
SELECTIVE INSURANCE GROUP        COMMON    816300107        620      12505  SH       DEFINED     6            11630   300       575
SEMTECH CORP                     COMMON    816850101      12949     777700  SH       DEFINED     1           777700     0         0
SEMTECH CORP                     COMMON    816850101        889      53400  SH       DEFINED     2            53400     0         0
SEMPRA ENERGY                    COMMON    816851109      12393     300000  SH       DEFINED     1           300000     0         0
SEMPRA ENERGY                    COMMON    816851109        959      23223  SH       DEFINED     15           23223     0         0
SEMPRA ENERGY                    COMMON    816851109        188       4542  SH       DEFINED     24            3650     0       892
SEMPRA ENERGY                    COMMON    816851109        155       3750  SH       DEFINED     6             3750     0         0
SEMPRA ENERGY                    COMMON    816851109        273       6613  SH       DEFINED     8             6613     0         0
SENIOR HSG PPTYS TR              COMMON    81721M109      32879    1738700  SH       DEFINED     15         1611900     0    126800
SEPRACOR INC                     COMMON    817315104      58990     983000  SH       DEFINED     1           983000     0         0
SEPRACOR INC                     COMMON    817315104      28505     475000  SH       DEFINED     1,2         475000     0         0
SEPRACOR INC                     COMMON    817315104        594       9900  SH       DEFINED     11,2          9900     0         0
SEPRACOR INC                     COMMON    817315104       4939      82300  SH       DEFINED     15,22        82300     0         0
SEPRACOR INC                     COMMON    817315104       2748      45800  SH       DEFINED     2            45800     0         0
SEPRACOR INC                     COMMON    817315104        300       5000  SH       DEFINED     20            5000     0         0
SEPRACOR INC                     COMMON    817315104          5         89  SH       DEFINED     4               89     0         0
SERACARE LIFE SCIENCES INC       COMMON    81747Q100       4375     312749  SH       DEFINED     18               0     0    312749
SERENA SOFTWARE INC              COMMON    817492101       4298     222700  SH       DEFINED     1           222700     0         0
SERENA SOFTWARE INC              COMMON    817492101        446      23100  SH       DEFINED     15           12400     0     10700
SERENA SOFTWARE INC              COMMON    817492101         10        500  SH       DEFINED     15,14          500     0         0
SERENA SOFTWARE INC              COMMON    817492101         52       2700  SH       DEFINED     5,15          2700     0         0
SEROLOGICALS CORP                COMMON    817523103      10881     512043  SH       DEFINED     1           512043     0         0
SEROLOGICALS CORP                COMMON    817523103        210       9900  SH       DEFINED     11,2          9900     0         0
SEROLOGICALS CORP                COMMON    817523103       5038     237100  SH       DEFINED     15          124300     0    112800
SEROLOGICALS CORP                COMMON    817523103        113       5300  SH       DEFINED     15,14         5300     0         0
SEROLOGICALS CORP                COMMON    817523103       1638      77100  SH       DEFINED     15,22        77100     0         0
SEROLOGICALS CORP                COMMON    817523103        691      32500  SH       DEFINED     2            32500     0         0
SEROLOGICALS CORP                COMMON    817523103        635      29900  SH       DEFINED     5,15         29900     0         0
SERVICE CORP INTERNATIONAL       COMMON    817565104      62919    7845200  SH       DEFINED     1          7845200     0         0
SERVICE CORP INTERNATIONAL       COMMON    817565104        171      21300  SH       DEFINED     1,3          21300     0         0
SERVICE CORP INTERNATIONAL       COMMON    817565104       7130     889000  SH       DEFINED     2           889000     0         0
SERVICE CORP INTERNATIONAL       COMMON    817565104      14273    1779700  SH       DEFINED     3          1779700     0         0
SERVICE CORP INTERNATIONAL       COMMON    817565104          3        432  SH       DEFINED     4              432     0         0
SERVICE CORP INTERNATIONAL       COMMON    817565104        332      41400  SH       DEFINED     5,2          41400     0         0
SERVICEMASTER COMPANY            COMMON    81760N109         31       2280  SH       DEFINED     15            2280     0         0
SERVICEMASTER COMPANY            COMMON    81760N109        544      40600  SH       DEFINED     15           39200     0      1400
SERVICEMASTER COMPANY            COMMON    81760N109        268      19996  SH       DEFINED     15,8         19996     0         0
SERVICEMASTER COMPANY            COMMON    81760N109        547      40836  SH       DEFINED     24           25969     0     14867
SERVICEMASTER COMPANY            COMMON    81760N109         45       3384  SH       DEFINED     6             3384     0         0
SERVICEMASTER COMPANY            COMMON    81760N109        201      14982  SH       DEFINED     8            14982     0         0
7-ELEVEN INC                     COMMON    817826209        106       3500  SH       DEFINED     15            3500     0         0
SHANDA INTERACTIVE ENTER-ADR     COMMON    81941Q203       6812     185150  SH       DEFINED     1           185150     0         0
SHAW GROUP INC                   COMMON    820280105         27       1275  SH       DEFINED     6              275   350       650
SHAW COMMUNICATIONS INC CL B C   COMMON    82028K200     199301    9573500  SH       DEFINED     3          9573500     0         0
SHAW COMMUNICATIONS INC CL B C   COMMON    82028K200        232      11159  SH       DEFINED     8            11159     0         0
SHELL TRANSPORT & TRADING CO A   COMMON    822703609      64695    1114275  SH       DEFINED     12         1014535     0     99740
SHELL TRANSPORT & TRADING CO A   COMMON    822703609      25780     444032  SH       DEFINED     15          390747     0     53285
SHELL TRANSPORT & TRADING CO A   COMMON    822703609        472       8131  SH       DEFINED     24            4498     0      3633
SHELL TRANSPORT & TRADING CO A   COMMON    822703609       9861     169850  SH       DEFINED     5,12        169850     0         0
SHELL TRANSPORT & TRADING CO A   COMMON    822703609        383       6600  SH       DEFINED     6             6600     0         0
SHERWIN-WILLIAMS CO              COMMON    824348106      45597     968305  SH       DEFINED     1           967420     0       885
SHERWIN-WILLIAMS CO              COMMON    824348106        122       2600  SH       DEFINED     1,3           2600     0         0
SHERWIN-WILLIAMS CO              COMMON    824348106        207       4400  SH       DEFINED     9             4400     0         0
SHERWIN-WILLIAMS CO              COMMON    824348106       2077      44100  SH       DEFINED     9,15         44100     0         0
SHERWIN-WILLIAMS CO              COMMON    824348106      20371     432602  SH       DEFINED     15          389902     0     42700
SHERWIN-WILLIAMS CO              COMMON    824348106        320       6800  SH       DEFINED     15,14         6800     0         0
SHERWIN-WILLIAMS CO              COMMON    824348106       1818      38600  SH       DEFINED     15,8         38600     0         0
SHERWIN-WILLIAMS CO              COMMON    824348106       5236     111200  SH       DEFINED     2           111200     0         0
SHERWIN-WILLIAMS CO              COMMON    824348106        749      15896  SH       DEFINED     23           15896     0         0
SHERWIN-WILLIAMS CO              COMMON    824348106        127       2700  SH       DEFINED     24            1300     0      1400
SHERWIN-WILLIAMS CO              COMMON    824348106     117871    2503100  SH       DEFINED     3          2503100     0         0
SHERWIN-WILLIAMS CO              COMMON    824348106       3494      74200  SH       DEFINED     3,22         74200     0         0
SHERWIN-WILLIAMS CO              COMMON    824348106        796      16900  SH       DEFINED     5,15         16900     0         0
SHERWIN-WILLIAMS CO              COMMON    824348106        240       5100  SH       DEFINED     5,2           5100     0         0
SHERWIN-WILLIAMS CO              COMMON    824348106        496      10526  SH       DEFINED     6             9126  1400         0
SHERWIN-WILLIAMS CO              COMMON    824348106        170       3600  SH       DEFINED     7             3600     0         0
SHERWIN-WILLIAMS CO              COMMON    824348106       1388      29485  SH       DEFINED     8            29485     0         0
SHERWIN-WILLIAMS CO              COMMON    824348106         90       1902  SH       DEFINED     8,10          1902     0         0
SHINHAN FINANCIAL GRP ADR        COMMON    824596100        440       8400  SH       DEFINED     9,15          8400     0         0
SHINHAN FINANCIAL GRP ADR        COMMON    824596100        447       8530  SH       DEFINED     7             8530     0         0
SHIRE PHARMACEUTICALS GRP PLC    COMMON    82481R106      74435    2269360  SH       DEFINED     1          2269360     0         0
SHIRE PHARMACEUTICALS GRP PLC    COMMON    82481R106      22960     700000  SH       DEFINED     1,2         700000     0         0
SHIRE PHARMACEUTICALS GRP PLC    COMMON    82481R106        253       7700  SH       DEFINED     11,2          7700     0         0
SHIRE PHARMACEUTICALS GRP PLC    COMMON    82481R106       6678     203600  SH       DEFINED     15,22       203600     0         0
SHIRE PHARMACEUTICALS GRP PLC    COMMON    82481R106       5371     163750  SH       DEFINED     2           163750     0         0
SHIRE PHARMACEUTICALS GRP PLC    COMMON    82481R106        190       5800  SH       DEFINED     20            5800     0         0
SHIRE PHARMACEUTICALS GRP PLC    COMMON    82481R106       1361      41492  SH       DEFINED     4            41492     0         0
SHIRE PHARMACEUTICALS GRP PLC    COMMON    82481R106        358      10900  SH       DEFINED     6            10900     0         0
SHUFFLE MASTER INC               COMMON    825549108       5042     179875  SH       DEFINED     15           97200     0     82675
SHUFFLE MASTER INC               COMMON    825549108        121       4300  SH       DEFINED     15,14         4300     0         0
SHUFFLE MASTER INC               COMMON    825549108        956      34100  SH       DEFINED     5,15         34100     0         0
SHURGARD STORAGE CENTERS INC R   COMMON    82567D104       5334     116055  SH       DEFINED     15           54300     0     61755



                                                                                         
SIEBEL SYSTEMS INC               COMMON    826170102        447      50184  SH       DEFINED     15           50184     0         0
SIEBEL SYSTEMS INC               COMMON    826170102         53       5965  SH       DEFINED     24               0     0      5965
SIEBEL SYSTEMS INC               COMMON    826170102          5        600  SH       DEFINED     6              600     0         0
SIEBEL SYSTEMS INC               COMMON    826170102        153      17168  SH       DEFINED     8            17168     0         0
SIEMENS AG ADR                   COMMON    826197501        198       2730  SH       DEFINED     6             2730     0         0
SIERRA HEALTH SERVICES           COMMON    826322109      13849     193800  SH       DEFINED     1           193800     0         0
SIERRA HEALTH SERVICES           COMMON    826322109        522       7300  SH       DEFINED     9             7300     0         0
SIERRA HEALTH SERVICES           COMMON    826322109       9161     128200  SH       DEFINED     15           66600     0     61600
SIERRA HEALTH SERVICES           COMMON    826322109        207       2900  SH       DEFINED     15,14         2900     0         0
SIERRA HEALTH SERVICES           COMMON    826322109         50        700  SH       DEFINED     24              40     0       660
SIERRA HEALTH SERVICES           COMMON    826322109       1079      15100  SH       DEFINED     5,15         15100     0         0
SIERRA HEALTH SERVICES           COMMON    826322109       5013      70157  SH       DEFINED     6            70157     0         0
SIERRA PAC RES                   COMMON    826428104       6432     516600  SH       DEFINED     15          294400     0    222200
SIERRA PAC RES                   COMMON    826428104        131      10500  SH       DEFINED     15,14        10500     0         0
SIERRA PAC RES                   COMMON    826428104       2272     182500  SH       DEFINED     5,15        182500     0         0
SIERRA PAC RES                   COMMON    826428104         41       3275  SH       DEFINED     6              650  1125      1500
SIGMA-ALDRICH                    COMMON    826552101      72567    1294920  SH       DEFINED     1          1294920     0         0
SIGMA-ALDRICH                    COMMON    826552101        196       3500  SH       DEFINED     1,3           3500     0         0
SIGMA-ALDRICH                    COMMON    826552101       2673      47705  SH       DEFINED     15           41305     0      6400
SIGMA-ALDRICH                    COMMON    826552101        656      11700  SH       DEFINED     15,8         11700     0         0
SIGMA-ALDRICH                    COMMON    826552101       7924     141400  SH       DEFINED     2           141400     0         0
SIGMA-ALDRICH                    COMMON    826552101        118       2100  SH       DEFINED     23            2100     0         0
SIGMA-ALDRICH                    COMMON    826552101        115       2048  SH       DEFINED     24               0     0      2048
SIGMA-ALDRICH                    COMMON    826552101     203885    3638200  SH       DEFINED     3          3638200     0         0
SIGMA-ALDRICH                    COMMON    826552101       2791      49800  SH       DEFINED     3,22         49800     0         0
SIGMA-ALDRICH                    COMMON    826552101      34255     611253  SH       DEFINED     4           611253     0         0
SIGMA-ALDRICH                    COMMON    826552101        381       6800  SH       DEFINED     5,2           6800     0         0
SIGMA-ALDRICH                    COMMON    826552101        101       1800  SH       DEFINED     6             1800     0         0
SIGMA-ALDRICH                    COMMON    826552101        181       3230  SH       DEFINED     8             3230     0         0
SIGMATEL INC                     COMMON    82661W107       9534     555600  SH       DEFINED     1           555600     0         0
SIGMATEL INC                     COMMON    82661W107       2801     163200  SH       DEFINED     15           85600     0     77600
SIGMATEL INC                     COMMON    82661W107         62       3600  SH       DEFINED     15,14         3600     0         0
SIGMATEL INC                     COMMON    82661W107        199      11600  SH       DEFINED     15,22        11600     0         0
SIGMATEL INC                     COMMON    82661W107       1874     109200  SH       DEFINED     2           109200     0         0
SIGMATEL INC                     COMMON    82661W107         42       2450  SH       DEFINED     24             140     0      2310
SIGMATEL INC                     COMMON    82661W107        386      22500  SH       DEFINED     5,15         22500     0         0
SIGMATEL INC                     COMMON    82661W107       4159     242352  SH       DEFINED     6           242352     0         0
SIGNATURE BANK COMMON            COMMON    82669G104      21682     888600  SH       DEFINED     1           888600     0         0
SIGNATURE BANK COMMON            COMMON    82669G104        229       9400  SH       DEFINED     15               0     0      9400
SIGNATURE BANK COMMON            COMMON    82669G104       2467     101100  SH       DEFINED     2            90000     0     11100
SIGNATURE BANK COMMON            COMMON    82669G104         58       2388  SH       DEFINED     24               0     0      2388
SILICON LABORATORIES             COMMON    826919102       1822      69500  SH       DEFINED     1            69500     0         0
SILICON LABORATORIES             COMMON    826919102          4        150  SH       DEFINED     6              150     0         0
SILGAN HOLDINGS INC              COMMON    827048109       3239      57600  SH       DEFINED     15           32500     0     25100
SILGAN HOLDINGS INC              COMMON    827048109         67       1200  SH       DEFINED     15,14         1200     0         0
SILGAN HOLDINGS INC              COMMON    827048109        984      17500  SH       DEFINED     5,15         17500     0         0
SILICONWARE PRECISION ADR        COMMON    827084864        475      96690  SH       DEFINED     7            96690     0         0
SILVER STANDARD RESOURCES        COMMON    82823L106          6        500  SH       DEFINED     6              500     0         0
SIMMONS FIRST NATIONAL CORP CL   COMMON    828730200        661      24400  SH       DEFINED     15           13900     0     10500
SIMMONS FIRST NATIONAL CORP CL   COMMON    828730200         14        500  SH       DEFINED     15,14          500     0         0
SIMMONS FIRST NATIONAL CORP CL   COMMON    828730200        184       6800  SH       DEFINED     5,15          6800     0         0
SIMON PROPERTY GROUP INC REIT    COMMON    828806109       5893      81300  SH       DEFINED     15           81260     0        40
SIMON PROPERTY GROUP INC REIT    COMMON    828806109        217       3000  SH       DEFINED     9             3000     0         0
SIMON PROPERTY GROUP INC REIT    COMMON    828806109       4480      61800  SH       DEFINED     9,15         61800     0         0
SIMON PROPERTY GROUP INC REIT    COMMON    828806109     363218    5010594  SH       DEFINED     15         3829378     0   1090314
SIMON PROPERTY GROUP INC REIT    COMMON    828806109        341       4700  SH       DEFINED     15,14         4700     0         0
SIMON PROPERTY GROUP INC REIT    COMMON    828806109         29        400  SH       DEFINED     24               0     0       400
SIMON PROPERTY GROUP INC REIT    COMMON    828806109      24387     336414  SH       DEFINED     5,15        336414     0         0
SIMON PROPERTY GROUP INC REIT    COMMON    828806109        326       4500  SH       DEFINED     6             4500     0         0
SIMON PROPERTY GROUP LP CVP(SP   CONVERT   828806802         25        408  SH       DEFINED     15              12     0       396
SINCLAIR BROADCAST GROUP INC     COMMON    829226109       5183     570838  SH       DEFINED     1           570838     0         0
SINCLAIR BROADCAST GROUP INC     COMMON    829226109       2585     284700  SH       DEFINED     15          159400     0    125300
SINCLAIR BROADCAST GROUP INC     COMMON    829226109        695      76520  SH       DEFINED     15,14        76520     0         0
SINCLAIR BROADCAST GROUP INC     COMMON    829226109         13       1450  SH       DEFINED     2             1450     0         0
SINCLAIR BROADCAST GROUP INC     COMMON    829226109        765      84200  SH       DEFINED     5,15         84200     0         0
SIRIUS SATELLITE RADIO INC       COMMON    82966U103         19       3000  SH       DEFINED     24               0     0      3000
SIRIUS SATELLITE RADIO INC       COMMON    82966U103          4        544  SH       DEFINED     6              544     0         0
SIRF TECHNOLOGY HOLDINGS INC     COMMON    82967H101       2077     117500  SH       DEFINED     15           63800     0     53700
SIRF TECHNOLOGY HOLDINGS INC     COMMON    82967H101         44       2500  SH       DEFINED     15,14         2500     0         0
SIRF TECHNOLOGY HOLDINGS INC     COMMON    82967H101        550      31100  SH       DEFINED     5,15         31100     0         0
SIRVA INC                        COMMON    82967Y104      12197    1433300  SH       DEFINED     1          1433300     0         0
SIRVA INC                        COMMON    82967Y104        448      52700  SH       DEFINED     2            52700     0         0
SKECHERS USA INC CL A            COMMON    830566105        734      51500  SH       DEFINED     15           28500     0     23000
SKECHERS USA INC CL A            COMMON    830566105         16       1100  SH       DEFINED     15,14         1100     0         0
SKECHERS USA INC CL A            COMMON    830566105         91       6400  SH       DEFINED     5,15          6400     0         0
SKY FINL GROUP INC               COMMON    83080P103         37       1300  SH       DEFINED     6                0     0      1300
SKYWORKS SOLUTIONS INC           COMMON    83088M102         29       4000  SH       DEFINED     4             4000     0         0
SKYWORKS SOLUTIONS INC           COMMON    83088M102         21       2800  SH       DEFINED     6             2800     0         0
SMART & FINAL INC                COMMON    831683107        682      55700  SH       DEFINED     15           28700     0     27000
SMART & FINAL INC                COMMON    831683107         15       1200  SH       DEFINED     15,14         1200     0         0
SMART & FINAL INC                COMMON    831683107         85       6900  SH       DEFINED     5,15          6900     0         0
SMART & FINAL INC                COMMON    831683107         29       2350  SH       DEFINED     6             2350     0         0
SMITH & NEPHEW PLC ADR           COMMON    83175M205         20        400  SH       DEFINED     24               0     0       400
SMITH & NEPHEW PLC ADR           COMMON    83175M205        477       9645  SH       DEFINED     4             9645     0         0
SMITH INTERNATIONAL INC          COMMON    832110100     140752    2209600  SH       DEFINED     1          2209600     0         0
SMITH INTERNATIONAL INC          COMMON    832110100      37526     589100  SH       DEFINED     1,2         589100     0         0
SMITH INTERNATIONAL INC          COMMON    832110100        166       2600  SH       DEFINED     1,3           2600     0         0
SMITH INTERNATIONAL INC          COMMON    832110100        862      13533  SH       DEFINED     15           13533     0         0
SMITH INTERNATIONAL INC          COMMON    832110100       1338      21000  SH       DEFINED     15,14        21000     0         0
SMITH INTERNATIONAL INC          COMMON    832110100       7329     115050  SH       DEFINED     2           115050     0         0
SMITH INTERNATIONAL INC          COMMON    832110100      27357     429468  SH       DEFINED     4           429468     0         0
SMITH INTERNATIONAL INC          COMMON    832110100        319       5000  SH       DEFINED     5,2           5000     0         0
SMITH INTERNATIONAL INC          COMMON    832110100        280       4390  SH       DEFINED     6             4390     0         0



                                                                                         
SMITH INTERNATIONAL INC          COMMON    832110100        240       3765  SH       DEFINED     8             3765     0         0
SMITHFIELD FOODS INC             COMMON    832248108         43       1595  SH       DEFINED     6              195     0      1400
JM SMUCKER CO                    COMMON    832696405         49       1034  SH       DEFINED     24             180     0       854
JM SMUCKER CO                    COMMON    832696405          2         39  SH       DEFINED     6               39     0         0
SNAP-ON INC                      COMMON    833034101       3228      94100  SH       DEFINED     1            94100     0         0
SNAP-ON INC                      COMMON    833034101        192       5587  SH       DEFINED     15            5587     0         0
SOLECTRON CORP                   COMMON    834182107        363      95893  SH       DEFINED     15           95893     0         0
SOLECTRON CORP                   COMMON    834182107          4       1144  SH       DEFINED     24               0     0      1144
SOLECTRON CORP                   COMMON    834182107         13       3560  SH       DEFINED     4             3560     0         0
SOLECTRON CORP                   COMMON    834182107         27       7132  SH       DEFINED     8             7132     0         0
SOLUTIA INC                      COMMON    834376105          0        200  SH       DEFINED     24               0     0       200
SOLUTIA INC                      COMMON    834376105          0        142  SH       DEFINED     6              142     0         0
SOMANETICS CORP                  COMMON    834445405        317      14100  SH       DEFINED     15            7300     0      6800
SOMANETICS CORP                  COMMON    834445405          7        300  SH       DEFINED     15,14          300     0         0
SOMANETICS CORP                  COMMON    834445405         38       1700  SH       DEFINED     5,15          1700     0         0
SONESTA INTL HOTELS  -CL A       COMMON    835438409        169       5639  SH       DEFINED     6             5639     0         0
SONIC CORP                       COMMON    835451105      15869     519800  SH       DEFINED     1           519800     0         0
SONIC CORP                       COMMON    835451105       5064     165875  SH       DEFINED     2           165875     0         0
SONIC CORP                       COMMON    835451105         24        800  SH       DEFINED     24             800     0         0
SONIC AUTOMOTIVE INC             COMMON    83545G102        529      24900  SH       DEFINED     15           13000     0     11900
SONIC AUTOMOTIVE INC             COMMON    83545G102         11        500  SH       DEFINED     15,14          500     0         0
SONIC AUTOMOTIVE INC             COMMON    83545G102         57       2700  SH       DEFINED     5,15          2700     0         0
SONIC AUTOMOTIVE INC             COMMON    83545G102        298      14000  SH       DEFINED     6            14000     0         0
SONIC SOLUTIONS                  COMMON    835460106       2582     138800  SH       DEFINED     1           138800     0         0
SONICWALL INC                    COMMON    835470105       2164     401400  SH       DEFINED     15          205700     0    195700
SONICWALL INC                    COMMON    835470105         47       8700  SH       DEFINED     15,14         8700     0         0
SONICWALL INC                    COMMON    835470105         92      17000  SH       DEFINED     24               0     0     17000
SONICWALL INC                    COMMON    835470105        269      49900  SH       DEFINED     5,15         49900     0         0
SONOCO PRODUCTS CO               COMMON    835495102          3        100  SH       DEFINED     24               0     0       100
SONOSITE INC                     COMMON    83568G104      29457     949000  SH       DEFINED     1           949000     0         0
SONOSITE INC                     COMMON    83568G104       4414     142200  SH       DEFINED     15,22       142200     0         0
SONOSITE INC                     COMMON    83568G104       1856      59800  SH       DEFINED     2            59800     0         0
SONOSITE INC                     COMMON    83568G104         84       2700  SH       DEFINED     20            2700     0         0
SONY CORPORATION ADR             COMMON    835699307      73627    2137841  SH       DEFINED     1          2137841     0         0
SONY CORPORATION ADR             COMMON    835699307      14085     408980  SH       DEFINED     12          392445     0     16535
SONY CORPORATION ADR             COMMON    835699307          0          0  SH       DEFINED     12,14            0     0         0
SONY CORPORATION ADR             COMMON    835699307      26922     781706  SH       DEFINED     15          747445     0     34261
SONY CORPORATION ADR             COMMON    835699307        334       9690  SH       DEFINED     15,14         9690     0         0
SONY CORPORATION ADR             COMMON    835699307          6        160  SH       DEFINED     2              160     0         0
SONY CORPORATION ADR             COMMON    835699307        856      24860  SH       DEFINED     24           16240     0      8620
SOTHEBYS HLDGS INC               COMMON    835898107        843      61500  SH       DEFINED     1            61500     0         0
SOTHEBYS HLDGS INC               COMMON    835898107        854      62300  SH       DEFINED     15           35500     0     26800
SOTHEBYS HLDGS INC               COMMON    835898107         18       1300  SH       DEFINED     15,14         1300     0         0
SOTHEBYS HLDGS INC               COMMON    835898107        333      24300  SH       DEFINED     5,15         24300     0         0
SONUS NETWORKS INC               COMMON    835916107      49494   10376000  SH       DEFINED     9         10376000     0         0
SONUS NETWORKS INC               COMMON    835916107       1790     375200  SH       DEFINED     9,22        375200     0         0
SONUS NETWORKS INC               COMMON    835916107         19       4000  SH       DEFINED     24               0     0      4000
SOURCE INTERLINK COS INC         COMMON    836151209       4130     333900  SH       DEFINED     1           333900     0         0
SOURCECORP INC                   COMMON    836167106        414      20900  SH       DEFINED     15           10700     0     10200
SOURCECORP INC                   COMMON    836167106         10        500  SH       DEFINED     15,14          500     0         0
SOURCECORP INC                   COMMON    836167106         52       2600  SH       DEFINED     5,15          2600     0         0
SOUTH FINANCIAL GROUP            COMMON    837841105      14733     518400  SH       DEFINED     1           518400     0         0
SOUTH FINANCIAL GROUP            COMMON    837841105        531      18700  SH       DEFINED     2            18700     0         0
SOUTH FINANCIAL GROUP            COMMON    837841105         34       1200  SH       DEFINED     6                0     0      1200
SOUTH JERSEY INDUSTRIES          COMMON    838518108       5525      90400  SH       DEFINED     1            90400     0         0
SOUTHERN CO                      COMMON    842587107          8        240  SH       DEFINED     15             240     0         0
SOUTHERN CO                      COMMON    842587107       2520      72678  SH       DEFINED     15           72478     0       200
SOUTHERN CO                      COMMON    842587107        292       8415  SH       DEFINED     24            5565     0      2850
SOUTHERN CO                      COMMON    842587107        396      11415  SH       DEFINED     6            11415     0         0
SOUTHERN CO                      COMMON    842587107        785      22646  SH       DEFINED     8            22646     0         0
SOUTHERN COMMUNITY FINANCIAL     COMMON    842632101         10       1000  SH       DEFINED     6             1000     0         0
SOUTHERN MIN CORP WTS            COMMON    843367111          0       2358  SH       DEFINED     24               0     0      2358
SOUTHERN UNION COMPANY           COMMON    844030106         89       3625  SH       DEFINED     6              625  1500      1500
SOUTHSIDE BANCSHARES INC         COMMON    84470P109        375      18302  SH       DEFINED     15           10786     0      7516
SOUTHSIDE BANCSHARES INC         COMMON    84470P109          6        315  SH       DEFINED     15,14          315     0         0
SOUTHSIDE BANCSHARES INC         COMMON    84470P109        145       7056  SH       DEFINED     5,15          7056     0         0
SOUTHWEST AIRLINES               COMMON    844741108       7440     534100  SH       DEFINED     1           534100     0         0
SOUTHWEST AIRLINES               COMMON    844741108      17389    1248318  SH       DEFINED     15         1042078     0    172140
SOUTHWEST AIRLINES               COMMON    844741108       1159      83200  SH       DEFINED     15,8         83200     0         0
SOUTHWEST AIRLINES               COMMON    844741108        352      25300  SH       DEFINED     2            25300     0         0
SOUTHWEST AIRLINES               COMMON    844741108         92       6607  SH       DEFINED     24               0     0      6607
SOUTHWEST AIRLINES               COMMON    844741108          2        140  SH       DEFINED     4              140     0         0
SOUTHWEST AIRLINES               COMMON    844741108        298      21400  SH       DEFINED     5,15         21400     0         0
SOUTHWEST AIRLINES               COMMON    844741108        309      22164  SH       DEFINED     6            22164     0         0
SOUTHWEST WATER CO               COMMON    845331107        124      10500  SH       DEFINED     24           10500     0         0
SOUTHWESTERN ENERGY COMPANY      COMMON    845467109      78588    1672800  SH       DEFINED     1          1672800     0         0
SOUTHWESTERN ENERGY COMPANY      COMMON    845467109        226       4800  SH       DEFINED     1,3           4800     0         0
SOUTHWESTERN ENERGY COMPANY      COMMON    845467109       1476      31413  SH       DEFINED     15           26913     0      4500
SOUTHWESTERN ENERGY COMPANY      COMMON    845467109      10885     231700  SH       DEFINED     2           226200     0      5500
SOUTHWESTERN ENERGY COMPANY      COMMON    845467109      40641     865062  SH       DEFINED     4           865062     0         0
SOUTHWESTERN ENERGY COMPANY      COMMON    845467109        423       9000  SH       DEFINED     5,2           9000     0         0
SOVEREIGN BANCORP INC            COMMON    845905108        791      35397  SH       DEFINED     15           35397     0         0
SOVEREIGN BANCORP INC            COMMON    845905108     177045    7925000  SH       DEFINED     3          7925000     0         0
SOVEREIGN BANCORP INC            COMMON    845905108        214       9557  SH       DEFINED     8             9557     0         0
SOVRAN SELF STORAGE INC REIT     COMMON    84610H108       4396      96700  SH       DEFINED     15           40600     0     56100
SOVRAN SELF STORAGE INC REIT     COMMON    84610H108         41        900  SH       DEFINED     15,14          900     0         0
SOVRAN SELF STORAGE INC REIT     COMMON    84610H108        777      17100  SH       DEFINED     5,15         17100     0         0
SPANISH BROADCASTING SYS INC     COMMON    846425882       2611     261333  SH       DEFINED     1           261333     0         0
SPANISH BROADCASTING SYS INC     COMMON    846425882       2084     208600  SH       DEFINED     15          109900     0     98700
SPANISH BROADCASTING SYS INC     COMMON    846425882        405      40520  SH       DEFINED     15,14        40520     0         0
SPANISH BROADCASTING SYS INC     COMMON    846425882          6        630  SH       DEFINED     2              630     0         0
SPANISH BROADCASTING SYS INC     COMMON    846425882        290      29000  SH       DEFINED     5,15         29000     0         0
SPARTAN STORES INC               COMMON    846822104        711      48500  SH       DEFINED     1            48500     0         0



                                                                                         
SPARTAN STORES INC               COMMON    846822104        817      55700  SH       DEFINED     15           29000     0     26700
SPARTAN STORES INC               COMMON    846822104         18       1200  SH       DEFINED     15,14         1200     0         0
SPARTAN STORES INC               COMMON    846822104        148      10100  SH       DEFINED     5,15         10100     0         0
SPARTECH CORP                    COMMON    847220209         32       1825  SH       DEFINED     6             1825     0         0
SPECTRALINK CORP                 COMMON    847580107        471      44800  SH       DEFINED     3            44800     0         0
SPECTRALINK CORP                 COMMON    847580107      15303    1454662  SH       DEFINED     3          1454662     0         0
SPECTRASITE INC                  COMMON    84761M104      42023     564600  SH       DEFINED     1           564600     0         0
SPECTRASITE INC                  COMMON    84761M104        598       8040  SH       DEFINED     15            2040     0      6000
SPECTRASITE INC                  COMMON    84761M104       3089      41500  SH       DEFINED     2            35000     0      6500
SPECTRUM BRANDS INC              COMMON    84762L105        111       3375  SH       DEFINED     6              425   550      2400
SPECTRUM PHARMACEUTICALS INC     COMMON    84763A108          1        200  SH       DEFINED     24               0     0       200
SPEEDWAY MOTORSPORTS INC         COMMON    847788106       9721     265900  SH       DEFINED     1           265900     0         0
SPINNAKER EXPL CO                COMMON    84855W109       2768      78000  SH       DEFINED     1            78000     0         0
SPINNAKER EXPL CO                COMMON    84855W109         31        875  SH       DEFINED     6              875     0         0
SPIRIT FINANCE CORP              COMMON    848568309        133      11300  SH       DEFINED     15           11300     0         0
SPIRIT FINANCE CORP              COMMON    848568309      11671     993300  SH       DEFINED     15          946000     0     47300
SPORTS AUTHORITY INC             COMMON    84917U109        432      13600  SH       DEFINED     1            13600     0         0
SPRINT CORP (FON GROUP)          COMMON    852061100      33673    1342105  SH       DEFINED     15         1336635     0      5470
SPRINT CORP (FON GROUP)          COMMON    852061100       2055      81900  SH       DEFINED     9,15         81900     0         0
SPRINT CORP (FON GROUP)          COMMON    852061100      21935     874241  SH       DEFINED     15          826819     0     45297
SPRINT CORP (FON GROUP)          COMMON    852061100       8846     352560  SH       DEFINED     15,22       352560     0         0
SPRINT CORP (FON GROUP)          COMMON    852061100       2118      84400  SH       DEFINED     15,8         84400     0         0
SPRINT CORP (FON GROUP)          COMMON    852061100       1390      55400  SH       DEFINED     20           55400     0         0
SPRINT CORP (FON GROUP)          COMMON    852061100        902      35965  SH       DEFINED     24             500     0     35465
SPRINT CORP (FON GROUP)          COMMON    852061100        409      16295  SH       DEFINED     5,15             0     0     16295
SPRINT CORP (FON GROUP)          COMMON    852061100        517      20600  SH       DEFINED     6            20600     0         0
SPRINT CORP (FON GROUP)          COMMON    852061100        591      23546  SH       DEFINED     8            23546     0         0
SS&C TECHNOLOGIES                COMMON    85227Q100       2623      82800  SH       DEFINED     15           43500     0     39300
SS&C TECHNOLOGIES                COMMON    85227Q100         57       1800  SH       DEFINED     15,14         1800     0         0
SS&C TECHNOLOGIES                COMMON    85227Q100        428      13500  SH       DEFINED     5,15         13500     0         0
STAGE STORES INC                 COMMON    85254C305       5326     122150  SH       DEFINED     1           122150     0         0
STAGE STORES INC                 COMMON    85254C305       9208     211200  SH       DEFINED     15          117900     0     93300
STAGE STORES INC                 COMMON    85254C305        192       4400  SH       DEFINED     15,14         4400     0         0
STAGE STORES INC                 COMMON    85254C305       2145      49200  SH       DEFINED     5,15         49200     0         0
STAKTEK HOLDINGS INC             COMMON    85256P106       2691     896900  SH       DEFINED     1           896900     0         0
STAMPS.COM INC                   COMMON    852857200        467      24900  SH       DEFINED     15           12800     0     12100
STAMPS.COM INC                   COMMON    852857200         11        600  SH       DEFINED     15,14          600     0         0
STAMPS.COM INC                   COMMON    852857200         58       3100  SH       DEFINED     5,15          3100     0         0
STANCORP FINL GROUP INC          COMMON    852891100         35        460  SH       DEFINED     15             220     0       240
STANCORP FINL GROUP INC          COMMON    852891100        953      12440  SH       DEFINED     15           12240     0       200
STANCORP FINL GROUP INC          COMMON    852891100        276       3600  SH       DEFINED     15,8          3600     0         0
STANDARD-PACIFIC CORP            COMMON    85375C101         88       1000  SH       DEFINED     6             1000     0         0
STANDARD PARKING CORP            COMMON    853790103       4027     247300  SH       DEFINED     1           247300     0         0
STANDEX INTERNATIONAL CORP       COMMON    854231107         17        600  SH       DEFINED     6              600     0         0
STANLEY FURNITURE CO INC         COMMON    854305208         25       1000  SH       DEFINED     15            1000     0         0
STANLEY FURNITURE CO INC         COMMON    854305208         59       2400  SH       DEFINED     5,15          2400     0         0
STANLEY WORKS                    COMMON    854616109        158       3460  SH       DEFINED     15            2980     0       480
STANLEY WORKS                    COMMON    854616109         77       1700  SH       DEFINED     9             1700     0         0
STANLEY WORKS                    COMMON    854616109       2591      56900  SH       DEFINED     9,15         56900     0         0
STANLEY WORKS                    COMMON    854616109      20213     443852  SH       DEFINED     15          403352     0     34800
STANLEY WORKS                    COMMON    854616109        118       2600  SH       DEFINED     15,14         2600     0         0
STANLEY WORKS                    COMMON    854616109       2077      45600  SH       DEFINED     15,8         45600     0         0
STANLEY WORKS                    COMMON    854616109        303       6664  SH       DEFINED     23            6664     0         0
STANLEY WORKS                    COMMON    854616109        273       6000  SH       DEFINED     5,15          6000     0         0
STANLEY WORKS                    COMMON    854616109       8580     188416  SH       DEFINED     6           187716   700         0
STANLEY WORKS                    COMMON    854616109        155       3400  SH       DEFINED     7             3400     0         0
STANLEY WORKS                    COMMON    854616109        186       4085  SH       DEFINED     8             4085     0         0
STAPLES INC                      COMMON    855030102     113643    5337865  SH       DEFINED     1          5337865     0         0
STAPLES INC                      COMMON    855030102      61635    2895000  SH       DEFINED     1,2        2895000     0         0
STAPLES INC                      COMMON    855030102        209       9830  SH       DEFINED     9,15          9830     0         0
STAPLES INC                      COMMON    855030102       5802     272534  SH       DEFINED     15          212334     0     60200
STAPLES INC                      COMMON    855030102       1507      70800  SH       DEFINED     15,8         70800     0         0
STAPLES INC                      COMMON    855030102      25329    1189705  SH       DEFINED     2          1163355     0     26350
STAPLES INC                      COMMON    855030102        240      11250  SH       DEFINED     23           11250     0         0
STAPLES INC                      COMMON    855030102        295      13847  SH       DEFINED     24            9272     0      4575
STAPLES INC                      COMMON    855030102         75       3542  SH       DEFINED     4             3542     0         0
STAPLES INC                      COMMON    855030102         92       4300  SH       DEFINED     5,15          4300     0         0
STAPLES INC                      COMMON    855030102       8849     415656  SH       DEFINED     6           395656     0     20000
STAPLES INC                      COMMON    855030102        602      28279  SH       DEFINED     8            28279     0         0
STARBUCKS CORP                   COMMON    855244109      22312     431900  SH       DEFINED     1           431900     0         0
STARBUCKS CORP                   COMMON    855244109      36162     700000  SH       DEFINED     1,2         700000     0         0
STARBUCKS CORP                   COMMON    855244109       2058      39835  SH       DEFINED     15           39835     0         0
STARBUCKS CORP                   COMMON    855244109        165       3200  SH       DEFINED     15,8          3200     0         0
STARBUCKS CORP                   COMMON    855244109      13357     258550  SH       DEFINED     2           258550     0         0
STARBUCKS CORP                   COMMON    855244109       2276      44060  SH       DEFINED     23           44060     0         0
STARBUCKS CORP                   COMMON    855244109       8379     162198  SH       DEFINED     24            8000     0    154198
STARBUCKS CORP                   COMMON    855244109         18        340  SH       DEFINED     6              340     0         0
STARBUCKS CORP                   COMMON    855244109        698      13521  SH       DEFINED     8            13521     0         0
STATE BANCORP INC                COMMON    855716106        273      12080  SH       DEFINED     15            6725     0      5355
STATE BANCORP INC                COMMON    855716106          5        200  SH       DEFINED     15,14          200     0         0
STATE BANCORP INC                COMMON    855716106         74       3290  SH       DEFINED     5,15          3290     0         0
STARWOOD HOTELS & RESORTS WORL   COMMON    85590A203      70824    1209227  SH       DEFINED     1          1209227     0         0
STARWOOD HOTELS & RESORTS WORL   COMMON    85590A203      43928     750000  SH       DEFINED     1,2         750000     0         0
STARWOOD HOTELS & RESORTS WORL   COMMON    85590A203     132429    2261032  SH       DEFINED     15         1657267     0    552365
STARWOOD HOTELS & RESORTS WORL   COMMON    85590A203       3109      53077  SH       DEFINED     15,14        53077     0         0
STARWOOD HOTELS & RESORTS WORL   COMMON    85590A203      10892     185970  SH       DEFINED     2           172070     0     13900
STARWOOD HOTELS & RESORTS WORL   COMMON    85590A203       7764     132554  SH       DEFINED     4           132554     0         0
STARWOOD HOTELS & RESORTS WORL   COMMON    85590A203      10033     171300  SH       DEFINED     5,15        171300     0         0
STARWOOD HOTELS & RESORTS WORL   COMMON    85590A203         30        515  SH       DEFINED     6              515     0         0
STATE STREET CORP                COMMON    857477103      29061     602300  SH       DEFINED     1           602300     0         0
STATE STREET CORP                COMMON    857477103       1550      32127  SH       DEFINED     15           32127     0         0
STATE STREET CORP                COMMON    857477103        767      15900  SH       DEFINED     2            15900     0         0
STATE STREET CORP                COMMON    857477103        169       3500  SH       DEFINED     24               0     0      3500



                                                                                         
STATE STREET CORP                COMMON    857477103     311314    6452100  SH       DEFINED     3          6452100     0         0
STATE STREET CORP                COMMON    857477103       3850      79800  SH       DEFINED     3,22         79800     0         0
STATE STREET CORP                COMMON    857477103          3         65  SH       DEFINED     4               65     0         0
STATE STREET CORP                COMMON    857477103        986      20430  SH       DEFINED     6            19030  1400         0
STATE STREET CORP                COMMON    857477103        523      10831  SH       DEFINED     8            10831     0         0
STATE STREET CORP-UNIT           COMMON    857477202          1          5  SH       DEFINED     15               5     0         0
STATION CASINOS INC              COMMON    857689103      33937     511100  SH       DEFINED     1           511100     0         0
STATION CASINOS INC              COMMON    857689103        624       9400  SH       DEFINED     15               0     0      9400
STATION CASINOS INC              COMMON    857689103       3134      47200  SH       DEFINED     2            36000     0     11200
STATION CASINOS INC              COMMON    857689103          7        105  SH       DEFINED     4              105     0         0
STATION CASINOS INC              COMMON    857689103         20        305  SH       DEFINED     6              305     0         0
STATOIL ASA ADR                  COMMON    85771P102       8031     395640  SH       DEFINED     12          375425     0     20215
STATOIL ASA ADR                  COMMON    85771P102      27985    1378549  SH       DEFINED     15         1315729     0     62820
THE STEAK N SHAKE COMPANY        COMMON    857873103       5770     309900  SH       DEFINED     1           309900     0         0
STEEL DYNAMICS INC               COMMON    858119100       6463     246200  SH       DEFINED     15          212000     0     21100
STEEL DYNAMICS INC               COMMON    858119100         55       2100  SH       DEFINED     5,15          2100     0         0
STEELCASE INC                    COMMON    858155203        190      13700  SH       DEFINED     15           13700     0         0
STEIN MART INC                   COMMON    858375108       4943     224800  SH       DEFINED     15          134700     0     90100
STEIN MART INC                   COMMON    858375108         92       4200  SH       DEFINED     15,14         4200     0         0
STEIN MART INC                   COMMON    858375108       1034      47000  SH       DEFINED     5,15         47000     0         0
STEIN MART INC                   COMMON    858375108         32       1450  SH       DEFINED     6             1450     0         0
STEINWAY MUSICAL INSTRS INC      COMMON    858495104       1060      36100  SH       DEFINED     15           19900     0     16200
STEINWAY MUSICAL INSTRS INC      COMMON    858495104         21        700  SH       DEFINED     15,14          700     0         0
STEINWAY MUSICAL INSTRS INC      COMMON    858495104        329      11200  SH       DEFINED     5,15         11200     0         0
STEINWAY MUSICAL INSTRS INC      COMMON    858495104         42       1425  SH       DEFINED     6             1425     0         0
STERLING BANCSHARES INC-TX       COMMON    858907108       2549     163800  SH       DEFINED     1           163800     0         0
STERICYCLE INC                   COMMON    858912108      14673     291600  SH       DEFINED     1           291600     0         0
STERICYCLE INC                   COMMON    858912108       4735      94100  SH       DEFINED     2            94100     0         0
STERICYCLE INC                   COMMON    858912108         94       1870  SH       DEFINED     24             110     0      1760
STERICYCLE INC                   COMMON    858912108          5        100  SH       DEFINED     4              100     0         0
STERICYCLE INC                   COMMON    858912108      10440     207465  SH       DEFINED     6           207465     0         0
STERIS CORP                      COMMON    859152100         10        401  SH       DEFINED     24               0     0       401
STERIS CORP                      COMMON    859152100          1         22  SH       DEFINED     6               22     0         0
STERLING BANCORP NY              COMMON    859158107        644      30160  SH       DEFINED     15           17480     0     12680
STERLING BANCORP NY              COMMON    859158107         13        600  SH       DEFINED     15,14          600     0         0
STERLING BANCORP NY              COMMON    859158107        225      10520  SH       DEFINED     5,15         10520     0         0
STEREOTAXIS INC                  COMMON    85916J102         24       3000  SH       DEFINED     24               0     0      3000
STEREOTAXIS INC                  COMMON    85916J102        401      50000  SH       DEFINED     3            50000     0         0
STEREOTAXIS INC                  COMMON    85916J102          4        450  SH       DEFINED     6              450     0         0
STERLING FINANCIAL CORP (PA)     COMMON    859317109        476      22325  SH       DEFINED     15           11800     0     10525
STERLING FINANCIAL CORP (PA)     COMMON    859317109         11        500  SH       DEFINED     15,14          500     0         0
STERLING FINANCIAL CORP (PA)     COMMON    859317109        109       5125  SH       DEFINED     5,15          5125     0         0
STERLING FINL CORP/SPOKANE       COMMON    859319105       2622      70100  SH       DEFINED     1            70100     0         0
STERLING FINL CORP/SPOKANE       COMMON    859319105         51       1355  SH       DEFINED     6              300   365       690
STEWART & STEVENSON SERVICES     COMMON    860342104         74       3250  SH       DEFINED     6              700   900      1650
STEWART INFORMATION SVCS CORP    COMMON    860372101       3305      78700  SH       DEFINED     15           43900     0     34800
STEWART INFORMATION SVCS CORP    COMMON    860372101         67       1600  SH       DEFINED     15,14         1600     0         0
STEWART INFORMATION SVCS CORP    COMMON    860372101        924      22000  SH       DEFINED     5,15         22000     0         0
STMICROELECTRONICS NV            COMMON    861012102          0          1  SH       DEFINED     4                1     0         0
STONE ENERGY CORP                COMMON    861642106       4606      94200  SH       DEFINED     15           81100     0      8100
STONE ENERGY CORP                COMMON    861642106         39        800  SH       DEFINED     5,15           800     0         0
STONERIDGE INC                   COMMON    86183P102        331      50100  SH       DEFINED     15           27200     0     22900
STONERIDGE INC                   COMMON    86183P102          7       1100  SH       DEFINED     15,14         1100     0         0
STONERIDGE INC                   COMMON    86183P102         41       6200  SH       DEFINED     5,15          6200     0         0
STORA ENSO OYJ ADR               COMMON    86210M106       9821     772682  SH       DEFINED     12          731057     0     41625
STORA ENSO OYJ ADR               COMMON    86210M106      38435    3023985  SH       DEFINED     15         2931850     0     92135
STORAGE TECHNOLOGY CORP          COMMON    862111200      17366     478540  SH       DEFINED     1           478540     0         0
STORAGE TECHNOLOGY CORP          COMMON    862111200        214       5900  SH       DEFINED     15            5600     0       300
STORAGE TECHNOLOGY CORP          COMMON    862111200         31        843  SH       DEFINED     23             843     0         0
STORAGE TECHNOLOGY CORP          COMMON    862111200        333       9180  SH       DEFINED     6             9180     0         0
STORAGE TECHNOLOGY CORP          COMMON    862111200          7        180  SH       DEFINED     8              180     0         0
STRATASYS INC                    COMMON    862685104       5951     182100  SH       DEFINED     1           182100     0         0
STRATEGIC GLOBAL INCOME $ FD C   COMMON    862719101         34       2635  SH       DEFINED     24               0     0      2635
STRATEGIC HOTEL CAPITAL INC      COMMON    86272T106       2201     122300  SH       DEFINED     15           27500     0     94800
STRATEGIC HOTEL CAPITAL INC      COMMON    86272T106         92       5100  SH       DEFINED     6             1125  1400      2575
STRATEX NETWORKS INC             COMMON    86279T109          2       1000  SH       DEFINED     24               0     0      1000
STRATEX NETWORKS INC             COMMON    86279T109          1        450  SH       DEFINED     6              450     0         0
STRATTEC SECURITY CORPORATION    COMMON    863111100         54       1000  SH       DEFINED     6             1000     0         0
STREETTRACK GOLD TRUST ETF       COMMON    863307104         17        400  SH       DEFINED     24               0     0       400
STREETTRACKS WILSHIRE REIT I E   COMMON    86330E604      18068      91811  SH       DEFINED     24            4908     0     86903
STRIDE RITE CORP                 COMMON    863314100         57       4100  SH       DEFINED     15            4100     0         0
STRIDE RITE CORP                 COMMON    863314100        105       7600  SH       DEFINED     5,15          7600     0         0
STRIDE RITE CORP                 COMMON    863314100         19       1350  SH       DEFINED     6             1350     0         0
STRYKER CORP                     COMMON    863667101        498      10464  SH       DEFINED     11,8         10464     0         0
STRYKER CORP                     COMMON    863667101       1732      36417  SH       DEFINED     15           36398     0        19
STRYKER CORP                     COMMON    863667101        636      13376  SH       DEFINED     23           13376     0         0
STRYKER CORP                     COMMON    863667101        330       6940  SH       DEFINED     24            2000     0      4940
STRYKER CORP                     COMMON    863667101          0          0  SH       DEFINED     4                0     0         0
STRYKER CORP                     COMMON    863667101        338       7100  SH       DEFINED     6             7100     0         0
STRYKER CORP                     COMMON    863667101       1815      38168  SH       DEFINED     8            38168     0         0
STRYKER CORP                     COMMON    863667101        477      10033  SH       DEFINED     8,13         10033     0         0
SUBURBAN PROPANE PARTNERS LP     COMMON    864482104       3046      85125  SH       DEFINED     24             300     0     84825
SUBURBAN PROPANE PARTNERS LP     COMMON    864482104       7799     217982  SH       DEFINED     6           217982     0         0
SUFFOLK BANCORP                  COMMON    864739107        626      19400  SH       DEFINED     15           10400     0      9000
SUFFOLK BANCORP                  COMMON    864739107         13        400  SH       DEFINED     15,14          400     0         0
SUFFOLK BANCORP                  COMMON    864739107        129       4000  SH       DEFINED     5,15          4000     0         0
SUMTOTAL SYSTEMS INC             COMMON    866615107       2072     449381  SH       DEFINED     18               0     0    449381
SUN BANCORP INC-NJ               COMMON    86663B102         14        654  SH       DEFINED     6              654     0         0
SUN COMMUNITIES INC REIT         COMMON    866674104       3983     107100  SH       DEFINED     15           86100     0     21000
SUN LIFE FINANCIAL SVSC CAN      COMMON    866796105      14845     440600  SH       DEFINED     1,3         440600     0         0
SUN LIFE FINANCIAL INC           COMMON    866796105       1550      46000  SH       DEFINED     9,15         46000     0         0
SUN LIFE FINANCIAL SVSC CAN      COMMON    866796105        322       9571  SH       DEFINED     11,8          9571     0         0
SUN LIFE FINANCIAL SVSC CAN      COMMON    866796105        290       8600  SH       DEFINED     2             8600     0         0



                                                                                         
SUN LIFE FINANCIAL SVSC CAN      COMMON    866796105         68       2008  SH       DEFINED     23            2008     0         0
SUN LIFE FINANCIAL INC           COMMON    866796105         32        949  SH       DEFINED     24             949     0         0
SUN LIFE FINANCIAL SVSC CAN      COMMON    866796105     140704    4176113  SH       DEFINED     3          4176113     0         0
SUN LIFE FINANCIAL INC           COMMON    866796105        204       6050  SH       DEFINED     6             6050     0         0
SUN LIFE FINANCIAL SVSC CAN      COMMON    866796105       2624      77870  SH       DEFINED     8            77870     0         0
SUN LIFE FINANCIAL SVSC CAN      COMMON    866796105        274       8139  SH       DEFINED     8,13          8139     0         0
SUN MICROSYSTEMS INC             COMMON    866810104         15       4100  SH       DEFINED     15               0     0      4100
SUN MICROSYSTEMS INC             COMMON    866810104       7944    2129642  SH       DEFINED     15         2108311     0     21331
SUN MICROSYSTEMS INC             COMMON    866810104        108      29000  SH       DEFINED     15,8         29000     0         0
SUN MICROSYSTEMS INC             COMMON    866810104        108      29027  SH       DEFINED     23           29027     0         0
SUN MICROSYSTEMS INC             COMMON    866810104       1931     517737  SH       DEFINED     24          353616     0    164121
SUN MICROSYSTEMS INC             COMMON    866810104          0         92  SH       DEFINED     4               92     0         0
SUN MICROSYSTEMS INC             COMMON    866810104        365      97915  SH       DEFINED     5,15             0     0     97915
SUN MICROSYSTEMS INC             COMMON    866810104         18       4928  SH       DEFINED     6             4928     0         0
SUN MICROSYSTEMS INC             COMMON    866810104        426     114288  SH       DEFINED     8           114288     0         0
SUNCOR ENERGY INC                COMMON    867229106      33544     709400  SH       DEFINED     1           709400     0         0
SUNCOR ENERGY INC                COMMON    867229106      38680     818010  SH       DEFINED     1,3         818010     0         0
SUNCOR ENERGY INC                COMMON    867229106       2432      51440  SH       DEFINED     2            51440     0         0
SUNCOR ENERGY INC                COMMON    867229106       1500      31715  SH       DEFINED     23           31715     0         0
SUNCOR ENERGY INC                COMMON    867229106       8965     189445  SH       DEFINED     24           11300     0    178145
SUNCOR ENERGY INC                COMMON    867229106      69529    1470400  SH       DEFINED     3          1470400     0         0
SUNCOR ENERGY INC                COMMON    867229106          0          0  SH       DEFINED     4                0     0         0
SUNCOR ENERGY INC                COMMON    867229106        104       2200  SH       DEFINED     6             2200     0         0
SUNCOR ENERGY INC                COMMON    867229106        955      20202  SH       DEFINED     8            20202     0         0
SUNGARD DATA SYSTEMS INC         COMMON    867363103       2121      60300  SH       DEFINED     1            60300     0         0
SUNGARD DATA SYSTEMS INC         COMMON    867363103        594      16900  SH       DEFINED     9,15         16900     0         0
SUNGARD DATA SYSTEMS INC         COMMON    867363103       9136     259758  SH       DEFINED     15          251584     0      8174
SUNGARD DATA SYSTEMS INC         COMMON    867363103        566      16100  SH       DEFINED     15,8         16100     0         0
SUNGARD DATA SYSTEMS INC         COMMON    867363103         79       2240  SH       DEFINED     24               0     0      2240
SUNGARD DATA SYSTEMS INC         COMMON    867363103         29        824  SH       DEFINED     4              824     0         0
SUNGARD DATA SYSTEMS INC         COMMON    867363103        271       7710  SH       DEFINED     5,15             0     0      7710
SUNGARD DATA SYSTEMS INC         COMMON    867363103        369      10506  SH       DEFINED     8            10506     0         0
SUNOCO LOGISTICS PARTNERS LP     COMMON    86764L108       2286      60355  SH       DEFINED     6            60355     0         0
SUNOCO INC                       COMMON    86764P109      21727     191120  SH       DEFINED     1           191120     0         0
SUNOCO INC                       COMMON    86764P109        148       1300  SH       DEFINED     9             1300     0         0
SUNOCO INC                       COMMON    86764P109        796       7000  SH       DEFINED     9,15          7000     0         0
SUNOCO INC                       COMMON    86764P109        193       1700  SH       DEFINED     11,8          1700     0         0
SUNOCO INC                       COMMON    86764P109      22840     200913  SH       DEFINED     15          187613     0     10600
SUNOCO INC                       COMMON    86764P109        216       1900  SH       DEFINED     15,14         1900     0         0
SUNOCO INC                       COMMON    86764P109        693       6100  SH       DEFINED     15,8          6100     0         0
SUNOCO INC                       COMMON    86764P109        307       2702  SH       DEFINED     23            2702     0         0
SUNOCO INC                       COMMON    86764P109         60        525  SH       DEFINED     24               0     0       525
SUNOCO INC                       COMMON    86764P109        489       4300  SH       DEFINED     5,15          4300     0         0
SUNOCO INC                       COMMON    86764P109        141       1243  SH       DEFINED     6             1243     0         0
SUNOCO INC                       COMMON    86764P109       1004       8828  SH       DEFINED     8             8828     0         0
SUNOCO INC                       COMMON    86764P109        171       1500  SH       DEFINED     8,13          1500     0         0
SUNSHINE MINING & REFINING       COMMON    867833501          0         45  SH       DEFINED     15              45     0         0
SUNTERRA CORP                    COMMON    86787D208       3224     198900  SH       DEFINED     15          103900     0     95000
SUNTERRA CORP                    COMMON    86787D208         71       4400  SH       DEFINED     15,14         4400     0         0
SUNTERRA CORP                    COMMON    86787D208        545      33600  SH       DEFINED     5,15         33600     0         0
SUNSTONE HOTEL INVESTORS INC     COMMON    867892101        573      23600  SH       DEFINED     15               0     0     23600
SUNTRUST BANKS INC               COMMON    867914103        181       2500  SH       DEFINED     15            1320     0      1180
SUNTRUST BANKS INC               COMMON    867914103       6048      83715  SH       DEFINED     15           73857     0      9858
SUNTRUST BANKS INC               COMMON    867914103       1409      19500  SH       DEFINED     15,8         19500     0         0
SUNTRUST BANKS INC               COMMON    867914103        202       2800  SH       DEFINED     23            2800     0         0
SUNTRUST BANKS INC               COMMON    867914103       6169      85402  SH       DEFINED     24               0     0     85402
SUNTRUST BANKS INC               COMMON    867914103       1353      18734  SH       DEFINED     6            18734     0         0
SUNTRUST BANKS INC               COMMON    867914103        914      12646  SH       DEFINED     8            12646     0         0
SUPERGEN INC                     COMMON    868059106        247      50000  SH       DEFINED     1            50000     0         0
SUPERGEN INC                     COMMON    868059106        198      40000  SH       DEFINED     11,2         40000     0         0
SUPERIOR ESSEX INC               COMMON    86815V105          4        200  SH       DEFINED     15               0     0       200
SUPERVALU INC                    COMMON    868536103        417      12800  SH       DEFINED     1            12800     0         0
SUPERVALU INC                    COMMON    868536103       1663      51011  SH       DEFINED     15           47911     0      3100
SUPERVALU INC                    COMMON    868536103        205       6300  SH       DEFINED     15,8          6300     0         0
SURMODICS INC                    COMMON    868873100       6579     151700  SH       DEFINED     15           83800     0     67900
SURMODICS INC                    COMMON    868873100        139       3200  SH       DEFINED     15,14         3200     0         0
SURMODICS INC                    COMMON    868873100        854      19700  SH       DEFINED     5,15         19700     0         0
SUSQUEHANNA BANCSHARES INC PA    COMMON    869099101       2380      96800  SH       DEFINED     15           50300     0     46500
SUSQUEHANNA BANCSHARES INC PA    COMMON    869099101         54       2200  SH       DEFINED     15,14         2200     0         0
SUSQUEHANNA BANCSHARES INC PA    COMMON    869099101         56       2265  SH       DEFINED     24               0     0      2265
SUSQUEHANNA BANCSHARES INC PA    COMMON    869099101        298      12100  SH       DEFINED     5,15         12100     0         0
SWIFT ENERGY CO                  COMMON    870738101       2074      57900  SH       DEFINED     1            57900     0         0
SWIFT ENERGY CO                  COMMON    870738101       5943     165900  SH       DEFINED     15           88400     0     77500
SWIFT ENERGY CO                  COMMON    870738101        129       3600  SH       DEFINED     15,14         3600     0         0
SWIFT ENERGY CO                  COMMON    870738101          7        200  SH       DEFINED     24               0     0       200
SWIFT ENERGY CO                  COMMON    870738101       1264      35300  SH       DEFINED     5,15         35300     0         0
SWIFT TRANSN CO                  COMMON    870756103      34248    1470500  SH       DEFINED     1          1470500     0         0
SWIFT TRANSN CO                  COMMON    870756103       4404     189076  SH       DEFINED     15           99676     0     89400
SWIFT TRANSN CO                  COMMON    870756103         79       3400  SH       DEFINED     15,14         3400     0         0
SWIFT TRANSN CO                  COMMON    870756103       6048     259700  SH       DEFINED     2           246800     0     12900
SWIFT TRANSN CO                  COMMON    870756103       1167      50100  SH       DEFINED     5,15         50100     0         0
SWISS HELVETIA FUND CF           COMMON    870875101         14       1000  SH       DEFINED     24               0     0      1000
SYBASE INC                       COMMON    871130100       7966     434100  SH       DEFINED     15          308900     0    114800
SYBASE INC                       COMMON    871130100         83       4500  SH       DEFINED     15,14         4500     0         0
SYBASE INC                       COMMON    871130100        117       6400  SH       DEFINED     15,8          6400     0         0
SYBASE INC                       COMMON    871130100       1077      58700  SH       DEFINED     5,15         58700     0         0
SYBASE INC                       COMMON    871130100          8        417  SH       DEFINED     6              417     0         0
SYBRON DENTAL SPECIALTIES        COMMON    871142105       9270     246400  SH       DEFINED     1           246400     0         0
SYBRON DENTAL SPECIALTIES        COMMON    871142105       3604      95800  SH       DEFINED     3            95800     0         0
SYMANTEC CORP                    COMMON    871503108      55500    2552900  SH       DEFINED     1          2552900     0         0
SYMANTEC CORP                    COMMON    871503108       1047      48140  SH       DEFINED     9,15         48140     0         0
SYMANTEC CORP                    COMMON    871503108      36322    1670752  SH       DEFINED     15          897024     0    767008
SYMANTEC CORP                    COMMON    871503108       1406      64690  SH       DEFINED     15,22        64690     0         0



                                                                                         
SYMANTEC CORP                    COMMON    871503108        878      40400  SH       DEFINED     15,8         40400     0         0
SYMANTEC CORP                    COMMON    871503108       8533     392500  SH       DEFINED     2           392500     0         0
SYMANTEC CORP                    COMMON    871503108      22132    1018045  SH       DEFINED     24          192205     0    825840
SYMANTEC CORP                    COMMON    871503108      11887     546800  SH       DEFINED     6           546800     0         0
SYMBOL TECHNOLOGIES INC          COMMON    871508107        233      23588  SH       DEFINED     15           23588     0         0
SYMBOL TECHNOLOGIES INC          COMMON    871508107         13       1350  SH       DEFINED     8             1350     0         0
SYMMETRICOM INC                  COMMON    871543104       2169     209600  SH       DEFINED     1           209600     0         0
SYMMETRICOM INC                  COMMON    871543104         83       8000  SH       DEFINED     24               0     0      8000
SYMMETRY MEDICAL INC             COMMON    871546206      13837     587800  SH       DEFINED     1           587800     0         0
SYMMETRY MEDICAL INC             COMMON    871546206       2067      87800  SH       DEFINED     15,22        87800     0         0
SYMMETRY MEDICAL INC             COMMON    871546206        883      37500  SH       DEFINED     2            37500     0         0
SYNAPTICS INC                    COMMON    87157D109       2042      95600  SH       DEFINED     1            95600     0         0
SYNOPSYS INC                     COMMON    871607107       8396     503660  SH       DEFINED     1           503660     0         0
SYNOPSYS INC                     COMMON    871607107       3046     182700  SH       DEFINED     1,3         182700     0         0
SYNOPSYS INC                     COMMON    871607107        100       6000  SH       DEFINED     9,7           6000     0         0
SYNOPSYS INC                     COMMON    871607107       1022      61300  SH       DEFINED     9,2          61300     0         0
SYNOPSYS INC                     COMMON    871607107       5389     323300  SH       DEFINED     15          278400     0     29900
SYNOPSYS INC                     COMMON    871607107        230      13800  SH       DEFINED     15,8         13800     0         0
SYNOPSYS INC                     COMMON    871607107        882      52900  SH       DEFINED     2            52900     0         0
SYNOPSYS INC                     COMMON    871607107        449      26941  SH       DEFINED     23           26941     0         0
SYNOPSYS INC                     COMMON    871607107         40       2400  SH       DEFINED     5,15          2400     0         0
SYNOPSYS INC                     COMMON    871607107          1         87  SH       DEFINED     6               87     0         0
SYNOPSYS INC                     COMMON    871607107        344      20613  SH       DEFINED     8            20613     0         0
SYNGENTA AG- ADR                 COMMON    87160A100          0          0  SH       DEFINED     12               0     0         0
SYNGENTA AG- ADR                 COMMON    87160A100        897      43977  SH       DEFINED     15           39240     0      4737
SYNGENTA AG- ADR                 COMMON    87160A100       1681      82443  SH       DEFINED     4            82443     0         0
SYNOVUS FINANCIAL CORP           COMMON    87161C105        866      30191  SH       DEFINED     15           30191     0         0
SYNOVUS FINANCIAL CORP           COMMON    87161C105         57       2000  SH       DEFINED     24            2000     0         0
SYNOVUS FINANCIAL CORP           COMMON    87161C105       3282     114487  SH       DEFINED     6           114487     0         0
SYNOVUS FINANCIAL CORP           COMMON    87161C105        233       8122  SH       DEFINED     8             8122     0         0
SYNIVERSE TECH                   COMMON    87163F106       6885     491800  SH       DEFINED     1           491800     0         0
SYNIVERSE TECH                   COMMON    87163F106        749      53500  SH       DEFINED     15,22        53500     0         0
SYSCO CORP                       COMMON    871829107       3471      95900  SH       DEFINED     1            95900     0         0
SYSCO CORP                       COMMON    871829107      19905     550000  SH       DEFINED     1,2         550000     0         0
SYSCO CORP                       COMMON    871829107       2227      61538  SH       DEFINED     15           61448     0        90
SYSCO CORP                       COMMON    871829107       3532      97600  SH       DEFINED     2            97600     0         0
SYSCO CORP                       COMMON    871829107      25714     710527  SH       DEFINED     24          142941     0    567586
SYSCO CORP                       COMMON    871829107          0          1  SH       DEFINED     4                1     0         0
SYSCO CORP                       COMMON    871829107      12786     353313  SH       DEFINED     6           353313     0         0
SYSCO CORP                       COMMON    871829107        752      20777  SH       DEFINED     8            20777     0         0
TBC CORP                         COMMON    872183108         30       1100  SH       DEFINED     6             1100     0         0
TCF FINANCIAL CORP               COMMON    872275102      34798    1344600  SH       DEFINED     1          1344600     0         0
TCF FINANCIAL CORP               COMMON    872275102         96       3700  SH       DEFINED     1,3           3700     0         0
TCF FINANCIAL CORP               COMMON    872275102        645      24911  SH       DEFINED     15           24911     0         0
TCF FINANCIAL CORP               COMMON    872275102       4325     167100  SH       DEFINED     2           167100     0         0
TCF FINANCIAL CORP               COMMON    872275102        303      11698  SH       DEFINED     24             250     0     11448
TCF FINANCIAL CORP               COMMON    872275102      20515     792682  SH       DEFINED     4           792682     0         0
TCF FINANCIAL CORP               COMMON    872275102        186       7200  SH       DEFINED     5,2           7200     0         0
TCF FINANCIAL CORP               COMMON    872275102      11225     433722  SH       DEFINED     6           433722     0         0
TCF FINANCIAL CORP               COMMON    872275102        117       4525  SH       DEFINED     8             4525     0         0
TC PIPELINES LP                  COMMON    87233Q108        414      12500  SH       DEFINED     1            12500     0         0
TC PIPELINES LP                  COMMON    87233Q108         13        400  SH       DEFINED     24               0     0       400
TCW CONVERTIBLE SECURITIES CEF   COMMON    872340104          3        600  SH       DEFINED     24               0     0       600
TDK CORP ADR                     COMMON    872351408          0          0  SH       DEFINED     12               0     0         0
TDK CORP ADR                     COMMON    872351408        387       5575  SH       DEFINED     15            5575     0         0
TDK CORP ADR                     COMMON    872351408        601       8657  SH       DEFINED     4             8657     0         0
TD BANKNORTH INC                 COMMON    87235A101         60       2016  SH       DEFINED     6             2016     0         0
TD BANKNORTH INC                 COMMON    87235A101         88       2964  SH       DEFINED     8             2964     0         0
TECO ENERGY INC                  COMMON    872375100        392      20752  SH       DEFINED     15           20752     0         0
TECO ENERGY INC                  COMMON    872375100        236      12500  SH       DEFINED     15,8         12500     0         0
TECO ENERGY INC                  COMMON    872375100        110       5800  SH       DEFINED     23            5800     0         0
TECO ENERGY INC                  COMMON    872375100         33       1765  SH       DEFINED     24               0     0      1765
TECO ENERGY INC                  COMMON    872375100          3        178  SH       DEFINED     4              178     0         0
TECO ENERGY INC                  COMMON    872375100         65       3433  SH       DEFINED     6             3433     0         0
TECO ENERGY INC                  COMMON    872375100         24       1244  SH       DEFINED     8             1244     0         0
TEPPCO PARTNERS LP               COMMON    872384102        205       4950  SH       DEFINED     24               0     0      4950
TEPPCO PARTNERS LP               COMMON    872384102       1061      25600  SH       DEFINED     6            25600     0         0
THQ INC                          COMMON    872443403         69       2350  SH       DEFINED     6              500   650      1200
TJX COMPANIES INC                COMMON    872540109      25210    1035300  SH       DEFINED     1          1035300     0         0
TJX COMPANIES INC                COMMON    872540109       1112      45662  SH       DEFINED     15           45662     0         0
TJX COMPANIES INC                COMMON    872540109         63       2600  SH       DEFINED     23            2600     0         0
TJX COMPANIES INC                COMMON    872540109        250      10273  SH       DEFINED     24             380     0      9893
TJX COMPANIES INC                COMMON    872540109      15951     655082  SH       DEFINED     6           655082     0         0
TJX COMPANIES INC                COMMON    872540109        653      26818  SH       DEFINED     8            26818     0         0
TJX COMPANIES INC CVT (TJX) 0.   CONVERT   872540AL3      16541   20050000  SH       DEFINED     15         2975000     0  17075000
TNS INC                          COMMON    872960109       3907     167200  SH       DEFINED     1           167200     0         0
TWX EXHANGEABLE TR CVT 144A 0.   CONVERT   87311QAA1      33163   35000000  SH       DEFINED     15         5150000     0  29850000
TXU CORPORATION                  COMMON    873168108      31488     378960  SH       DEFINED     1           378960     0         0
TXU CORPORATION                  COMMON    873168108       3124      37600  SH       DEFINED     9            37600     0         0
TXU CORPORATION                  COMMON    873168108         42        500  SH       DEFINED     9,7            500     0         0
TXU CORPORATION                  COMMON    873168108       7777      93600  SH       DEFINED     9,15         93600     0         0
TXU CORPORATION                  COMMON    873168108        906      10900  SH       DEFINED     11,8         10900     0         0
TXU CORPORATION                  COMMON    873168108      45322     545462  SH       DEFINED     15          502262     0     43200
TXU CORPORATION                  COMMON    873168108        823       9900  SH       DEFINED     15,14         9900     0         0
TXU CORPORATION                  COMMON    873168108       2659      32000  SH       DEFINED     15,8         32000     0         0
TXU CORPORATION                  COMMON    873168108        332       4000  SH       DEFINED     2             4000     0         0
TXU CORPORATION                  COMMON    873168108       1655      19920  SH       DEFINED     23           19920     0         0
TXU CORPORATION                  COMMON    873168108         46        552  SH       DEFINED     24               0     0       552
TXU CORPORATION                  COMMON    873168108       1861      22400  SH       DEFINED     5,15         22400     0         0
TXU CORPORATION                  COMMON    873168108        208       2500  SH       DEFINED     6             2200   300         0
TXU CORPORATION                  COMMON    873168108       3776      45439  SH       DEFINED     8            45439     0         0
TXU CORPORATION                  COMMON    873168108        771       9275  SH       DEFINED     8,13          9275     0         0
TAIWAN SEMICONDUCTOR ADR         COMMON    874039100      15880    1741260  SH       DEFINED     1          1741260     0         0



                                                                                         
TAIWAN SEMICONDUCTOR ADR         COMMON    874039100         89       9786  SH       DEFINED     1,3           9786     0         0
TAIWAN SEMICONDUCTOR ADR         COMMON    874039100       5563     609964  SH       DEFINED     9           609964     0         0
TAIWAN SEMICONDUCTOR ADR         COMMON    874039100        956     104790  SH       DEFINED     9,12        104790     0         0
TAIWAN SEMICONDUCTOR ADR         COMMON    874039100        654      71743  SH       DEFINED     9,15         71743     0         0
TAIWAN SEMICONDUCTOR ADR         COMMON    874039100      28401    3114170  SH       DEFINED     12         3077396     0     20184
TAIWAN SEMICONDUCTOR ADR         COMMON    874039100       1618     177449  SH       DEFINED     12,14       177449     0         0
TAIWAN SEMICONDUCTOR ADR         COMMON    874039100      25538    2800245  SH       DEFINED     15         2700399     0     99845
TAIWAN SEMICONDUCTOR ADR         COMMON    874039100       1461     160209  SH       DEFINED     15,22       160209     0         0
TAIWAN SEMICONDUCTOR ADR         COMMON    874039100        847      92875  SH       DEFINED     2            92875     0         0
TAIWAN SEMICONDUCTOR ADR         COMMON    874039100         51       5606  SH       DEFINED     24               0     0      5606
TAIWAN SEMICONDUCTOR ADR         COMMON    874039100        847      92854  SH       DEFINED     4            92854     0         0
TAIWAN SEMICONDUCTOR ADR         COMMON    874039100       5417     593919  SH       DEFINED     5,12        593919     0         0
TAIWAN SEMICONDUCTOR ADR         COMMON    874039100       1503     164809  SH       DEFINED     7           164809     0         0
TALBOTS INC                      COMMON    874161102       1812      55800  SH       DEFINED     1            55800     0         0
TALBOTS INC                      COMMON    874161102       6095     187700  SH       DEFINED     3           187700     0         0
TALISMAN ENERGY INC              COMMON    87425E103      53627    1427400  SH       DEFINED     1          1427400     0         0
TALISMAN ENERGY INC              COMMON    87425E103      70829    1890150  SH       DEFINED     1,3        1890150     0         0
TALISMAN ENERGY INC              COMMON    87425E103        323       8600  SH       DEFINED     9,15          8600     0         0
TALISMAN ENERGY INC              COMMON    87425E103        503      13400  SH       DEFINED     15               0     0     13400
TALISMAN ENERGY INC              COMMON    87425E103       3757     100000  SH       DEFINED     15,14       100000     0         0
TALISMAN ENERGY INC              COMMON    87425E103       1896      50550  SH       DEFINED     2            34750     0     15800
TALISMAN ENERGY INC              COMMON    87425E103      69384    1851600  SH       DEFINED     3          1851600     0         0
TALISMAN ENERGY INC              COMMON    87425E103        704      18735  SH       DEFINED     4            18735     0         0
TALISMAN ENERGY INC              COMMON    87425E103        593      15828  SH       DEFINED     8            15828     0         0
TALK AMERICA HOLDINGS INC        COMMON    87426R202       2934     293100  SH       DEFINED     15          178100     0    115000
TALK AMERICA HOLDINGS INC        COMMON    87426R202         52       5200  SH       DEFINED     15,14         5200     0         0
TALK AMERICA HOLDINGS INC        COMMON    87426R202        852      85100  SH       DEFINED     5,15         85100     0         0
TALX CORP                        COMMON    874918105        512      17700  SH       DEFINED     15            9000     0      8700
TALX CORP                        COMMON    874918105         12        400  SH       DEFINED     15,14          400     0         0
TALX CORP                        COMMON    874918105         64       2200  SH       DEFINED     5,15          2200     0         0
TANGER FACTORY OUTLET CTRS INC   COMMON    875465106       3428     127300  SH       DEFINED     15           28700     0     98600
TANGER FACTORY OUTLET CTRS INC   COMMON    875465106        242       9000  SH       DEFINED     5,15          9000     0         0
TAPESTRY PHARMACEUTICALS INC     COMMON    876031105          5      10000  SH       DEFINED     24               0     0     10000
TARGET CORPORATION               COMMON    87612E106     324292    5960150  SH       DEFINED     1          5960150     0         0
TARGET CORPORATION               COMMON    87612E106      32646     600000  SH       DEFINED     1,2         600000     0         0
TARGET CORPORATION               COMMON    87612E106         38        700  SH       DEFINED     9              700     0         0
TARGET CORPORATION               COMMON    87612E106       1072      19700  SH       DEFINED     9,15         19700     0         0
TARGET CORPORATION               COMMON    87612E106      54056     993489  SH       DEFINED     15          601322     0    388977
TARGET CORPORATION               COMMON    87612E106       1170      21500  SH       DEFINED     15,14        21500     0         0
TARGET CORPORATION               COMMON    87612E106       1091      20050  SH       DEFINED     15,22        20050     0         0
TARGET CORPORATION               COMMON    87612E106       1736      31900  SH       DEFINED     15,8         31900     0         0
TARGET CORPORATION               COMMON    87612E106       3401      62510  SH       DEFINED     2            62510     0         0
TARGET CORPORATION               COMMON    87612E106        277       5100  SH       DEFINED     2,14          5100     0         0
TARGET CORPORATION               COMMON    87612E106        190       3501  SH       DEFINED     23            3501     0         0
TARGET CORPORATION               COMMON    87612E106      13919     255820  SH       DEFINED     24           58099     0    197721
TARGET CORPORATION               COMMON    87612E106       8814     162000  SH       DEFINED     3           162000     0         0
TARGET CORPORATION               COMMON    87612E106      21492     395009  SH       DEFINED     4           395009     0         0
TARGET CORPORATION               COMMON    87612E106        979      18000  SH       DEFINED     5,15         18000     0         0
TARGET CORPORATION               COMMON    87612E106      28279     519748  SH       DEFINED     6           519748     0         0
TARGET CORPORATION               COMMON    87612E106       1560      28667  SH       DEFINED     8            28667     0         0
TARPON INDUSTRIES INC            COMMON    876223108         47      13000  SH       DEFINED     24               0     0     13000
TASER INTERNATIONAL INC          COMMON    87651B104        506      50407  SH       DEFINED     24               0     0     50407
TAUBMAN CENTERS INC REIT         COMMON    876664103         12        360  SH       DEFINED     15             360     0         0
TAUBMAN CENTERS INC REIT         COMMON    876664103      15395     451600  SH       DEFINED     15          323300     0    119800
TAUBMAN CENTERS INC REIT         COMMON    876664103        170       5000  SH       DEFINED     15,14         5000     0         0
TAUBMAN CENTERS INC REIT         COMMON    876664103       2676      78500  SH       DEFINED     5,15         78500     0         0
TAYLOR CAPITAL GROUP INC         COMMON    876851106        389       9900  SH       DEFINED     15            5500     0      4400
TAYLOR CAPITAL GROUP INC         COMMON    876851106          8        200  SH       DEFINED     15,14          200     0         0
TAYLOR CAPITAL GROUP INC         COMMON    876851106        130       3300  SH       DEFINED     5,15          3300     0         0
TECH DATA CORP                   COMMON    878237106         88       2400  SH       DEFINED     15               0     0      2400
TECH DATA CORP                   COMMON    878237106        194       5300  SH       DEFINED     15            5300     0         0
TECH DATA CORP                   COMMON    878237106        102       2774  SH       DEFINED     8             2774     0         0
TECHNE CORP                      COMMON    878377100      46980    1023317  SH       DEFINED     1          1023317     0         0
TECHNE CORP                      COMMON    878377100        135       2950  SH       DEFINED     1,3           2950     0         0
TECHNE CORP                      COMMON    878377100      12056     262600  SH       DEFINED     15          154700     0    107900
TECHNE CORP                      COMMON    878377100        234       5100  SH       DEFINED     15,14         5100     0         0
TECHNE CORP                      COMMON    878377100        413       9000  SH       DEFINED     15,8          9000     0         0
TECHNE CORP                      COMMON    878377100       5339     116300  SH       DEFINED     2           116300     0         0
TECHNE CORP                      COMMON    878377100          5        106  SH       DEFINED     4              106     0         0
TECHNE CORP                      COMMON    878377100       2282      49700  SH       DEFINED     5,15         49700     0         0
TECHNE CORP                      COMMON    878377100        262       5700  SH       DEFINED     5,2           5700     0         0
TECHNIP-COFLEXIP ADR             COMMON    878546209       1034      22195  SH       DEFINED     4            22195     0         0
TECHNITROL INC                   COMMON    878555101         14       1000  SH       DEFINED     6             1000     0         0
TECHNOLOGY SOLUTIONS CO          COMMON    87872T108          0        225  SH       DEFINED     24               0     0       225
TEJON RANCH CO                   COMMON    879080109        643      12500  SH       DEFINED     1            12500     0         0
TEJON RANCH CO                   COMMON    879080109        154       3000  SH       DEFINED     24               0     0      3000
TEKTRONIX INC                    COMMON    879131100        199       8551  SH       DEFINED     15            8551     0         0
TELE CENTRO OESTE CELULAR SA A   COMMON    87923P105        504      50000  SH       DEFINED     9            50000     0         0
TELE NORTE LESTE PART SA ADR     COMMON    879246106       2401     144234  SH       DEFINED     1           144234     0         0
TELE NORTE LESTE PART SA ADR     COMMON    879246106        503      30200  SH       DEFINED     9            30200     0         0
TELE NORTE LESTE PART SA ADR     COMMON    879246106        510      30629  SH       DEFINED     9,15         30629     0         0
TELECOMM ARGENTINA SA SP ADR     COMMON    879273209        979      82000  SH       DEFINED     9            82000     0         0
TELECOMM ARGENTINA SA SP ADR     COMMON    879273209        201      16800  SH       DEFINED     9,15         16800     0         0
TELECOMM ARGENTINA SA SP ADR     COMMON    879273209        466      39000  SH       DEFINED     9,22         39000     0         0
TELECOM CORP NEW ZEALAND LTD A   COMMON    879278208       1192      35500  SH       DEFINED     15,22        35500     0         0
TELECOM CORP NEW ZEALAND LTD A   COMMON    879278208         67       2000  SH       DEFINED     24               0     0      2000
TELECOM HOLDERS TRUST            COMMON    87927P200          1         40  SH       DEFINED     15              40     0         0
TELEDYNE TECHNOLOGIES INC        COMMON    879360105       4183     128400  SH       DEFINED     15           80900     0     47500
TELEDYNE TECHNOLOGIES INC        COMMON    879360105         81       2500  SH       DEFINED     15,14         2500     0         0
TELEDYNE TECHNOLOGIES INC        COMMON    879360105       1059      32500  SH       DEFINED     5,15         32500     0         0
TELEDYNE TECHNOLOGIES INC        COMMON    879360105          7        200  SH       DEFINED     6              200     0         0
TELEFLEX INC                     COMMON    879369106       2327      39200  SH       DEFINED     15           39200     0         0
TELEFLEX INC                     COMMON    879369106        387       6524  SH       DEFINED     6             5749   275       500



                                                                                         
TELEFONICA SA ADR                COMMON    879382208          1         18  SH       DEFINED     15              18     0         0
TELEFONICA SA ADR                COMMON    879382208          3         66  SH       DEFINED     24               0     0        66
TELEFONICA SA ADR                COMMON    879382208        624      12770  SH       DEFINED     4            12770     0         0
TELEFONOS DE MEXICO SA ADR       COMMON    879403780       3971     210200  SH       DEFINED     9           210200     0         0
TELEFONOS DE MEXICO SA ADR       COMMON    879403780       1681      89000  SH       DEFINED     9,12         89000     0         0
TELEFONOS DE MEXICO SA ADR       COMMON    879403780        272      14400  SH       DEFINED     9,15         14400     0         0
TELEFONOS DE MEXICO SA ADR       COMMON    879403780        971      51400  SH       DEFINED     9,22         51400     0         0
TELEFONOS DE MEXICO SA ADR       COMMON    879403780      73864    3910207  SH       DEFINED     12         3859077     0     30680
TELEFONOS DE MEXICO SA ADR       COMMON    879403780          0          0  SH       DEFINED     12,14            0     0         0
TELEFONOS DE MEXICO SA ADR       COMMON    879403780      43273    2290788  SH       DEFINED     15         2211206     0     79582
TELEFONOS DE MEXICO SA ADR       COMMON    879403780       1511      80000  SH       DEFINED     15,22        80000     0         0
TELEFONOS DE MEXICO SA ADR       COMMON    879403780         38       2000  SH       DEFINED     24               0     0      2000
TELEFONOS DE MEXICO SA ADR       COMMON    879403780        626      33124  SH       DEFINED     4            33124     0         0
TELEFONOS DE MEXICO SA ADR       COMMON    879403780       3422     181138  SH       DEFINED     5,12        181138     0         0
TELEPHONE & DATA - SPECIAL SHS   COMMON    879433860          2         41  SH       DEFINED     4               41     0         0
TELENOR ASA- ADR                 COMMON    87944W105        432      18010  SH       DEFINED     4            18010     0         0
TELEWEST GLOBAL INC              COMMON    87956T107      16697     732985  SH       DEFINED     1           732985     0         0
TELEWEST GLOBAL INC              COMMON    87956T107        119       5216  SH       DEFINED     2,22          5216     0         0
TELIK INC                        COMMON    87959M109         81       5000  SH       DEFINED     2             5000     0         0
TELIK INC                        COMMON    87959M109       1991     122500  SH       DEFINED     3           122500     0         0
TELLABS INC                      COMMON    879664100        382      43863  SH       DEFINED     15           43863     0         0
TELLABS INC                      COMMON    879664100          0         36  SH       DEFINED     4               36     0         0
TELVUE CORP                      COMMON    87970K108          0        600  SH       DEFINED     24               0     0       600
TELUS CORP- NON VTG              COMMON    87971M202     290784    8523129  SH       DEFINED     3          8523129     0         0
TEMPLE-INLAND INC                COMMON    879868107        448      12049  SH       DEFINED     15           12049     0         0
TEMPLE-INLAND INC                COMMON    879868107         27        720  SH       DEFINED     24               0     0       720
TEMPLE-INLAND INC                COMMON    879868107         48       1300  SH       DEFINED     6             1300     0         0
TELETECH HOLDINGS INC            COMMON    879939106       3056     375000  SH       DEFINED     15          209700     0    165300
TELETECH HOLDINGS INC            COMMON    879939106         62       7600  SH       DEFINED     15,14         7600     0         0
TELETECH HOLDINGS INC            COMMON    879939106        339      41600  SH       DEFINED     5,15         41600     0         0
TELESYSTEM INTL WIRELESS INC     COMMON    879946606       5656     362700  SH       DEFINED     1,3         362700     0         0
TELESYSTEM INTL WIRELESS INC     COMMON    879946606        115       7400  SH       DEFINED     2             7400     0         0
TEMPLETON DRAGON FUND INC CF     COMMON    88018T101        165       9135  SH       DEFINED     24               0     0      9135
TEMPLETON EMERGING MKTS CF       COMMON    880191101        297      17000  SH       DEFINED     24               0     0     17000
TEMPLETON EMERG MKTS INC FD CF   COMMON    880192109          7        500  SH       DEFINED     24               0     0       500
TEMPLETON GLOBAL INCOME FUND C   COMMON    880198106         41       4643  SH       DEFINED     24               0     0      4643
TEMPUR-PEDIC INTERNATIONAL       COMMON    88023U101      29446    1327600  SH       DEFINED     1          1327600     0         0
TEMPUR-PEDIC INTERNATIONAL       COMMON    88023U101      13740     619457  SH       DEFINED     15          494037     0    116820
TEMPUR-PEDIC INTERNATIONAL       COMMON    88023U101        115       5200  SH       DEFINED     15,8          5200     0         0
TEMPUR-PEDIC INTERNATIONAL       COMMON    88023U101       5858     264090  SH       DEFINED     2           264090     0         0
TEMPUR-PEDIC INTERNATIONAL       COMMON    88023U101         31       1400  SH       DEFINED     5,15          1400     0         0
TENARIS SA-ADR                   COMMON    88031M109       2901      37068  SH       DEFINED     1            37068     0         0
TENARIS SA-ADR                   COMMON    88031M109       2221      28379  SH       DEFINED     9            28379     0         0
TENARIS SA-ADR                   COMMON    88031M109        265       3392  SH       DEFINED     9,15          3392     0         0
TENARIS SA-ADR                   COMMON    88031M109        818      10450  SH       DEFINED     9,22         10450     0         0
TENET HEALTHCARE CORPORATION     COMMON    88033G100      16485    1346800  SH       DEFINED     9          1346800     0         0
TENET HEALTHCARE CORPORATION     COMMON    88033G100        671      54800  SH       DEFINED     9,22         54800     0         0
TENET HEALTHCARE CORPORATION     COMMON    88033G100        556      45449  SH       DEFINED     15           45449     0         0
TENET HEALTHCARE CORPORATION     COMMON    88033G100         23       1865  SH       DEFINED     6             1865     0         0
TENET HEALTHCARE CORPORATION     COMMON    88033G100        219      17898  SH       DEFINED     8            17898     0         0
TENNECO AUTOMOTIVE INC           COMMON    880349105       1534      92200  SH       DEFINED     1            92200     0         0
TENNECO AUTOMOTIVE INC           COMMON    880349105         63       3800  SH       DEFINED     9,7           3800     0         0
TENNECO AUTOMOTIVE INC           COMMON    880349105       4010     241000  SH       DEFINED     15          133700     0    107300
TENNECO AUTOMOTIVE INC           COMMON    880349105         83       5000  SH       DEFINED     15,14         5000     0         0
TENNECO AUTOMOTIVE INC           COMMON    880349105        574      34500  SH       DEFINED     2            34500     0         0
TENNECO AUTOMOTIVE INC           COMMON    880349105          1         41  SH       DEFINED     24              21     0        20
TENNECO AUTOMOTIVE INC           COMMON    880349105       1125      67600  SH       DEFINED     5,15         67600     0         0
TENNECO AUTOMOTIVE INC           COMMON    880349105          0         21  SH       DEFINED     6               21     0         0
TERADYNE INC                     COMMON    880770102        227      18998  SH       DEFINED     15           18998     0         0
TERADYNE INC                     COMMON    880770102         36       3020  SH       DEFINED     8             3020     0         0
TERAYON CORPORATION              COMMON    880775101         29       9511  SH       DEFINED     24               0     0      9511
TEREX CORP                       COMMON    880779103      14491     367800  SH       DEFINED     1           367800     0         0
TEREX CORP                       COMMON    880779103       4255     108000  SH       DEFINED     15           60000     0     48000
TEREX CORP                       COMMON    880779103         91       2300  SH       DEFINED     15,14         2300     0         0
TEREX CORP                       COMMON    880779103        544      13800  SH       DEFINED     2            13800     0         0
TEREX CORP                       COMMON    880779103         99       2500  SH       DEFINED     23            2500     0         0
TEREX CORP                       COMMON    880779103        985      25000  SH       DEFINED     5,15         25000     0         0
TEREX CORP                       COMMON    880779103         48       1225  SH       DEFINED     6              250   350       625
TEREX CORP                       COMMON    880779103         21        536  SH       DEFINED     8              536     0         0
TERCICA INC                      COMMON    88078L105       1561     179600  SH       DEFINED     1           179600     0         0
TERCICA INC                      COMMON    88078L105        219      25200  SH       DEFINED     11,2         25200     0         0
TERCICA INC                      COMMON    88078L105        198      22800  SH       DEFINED     15,22        22800     0         0
TERCICA INC                      COMMON    88078L105         84       9700  SH       DEFINED     2             9700     0         0
TERRA INDS INC                   COMMON    880915103       5613     824300  SH       DEFINED     15          489900     0    334400
TERRA INDS INC                   COMMON    880915103        108      15800  SH       DEFINED     15,14        15800     0         0
TERRA INDS INC                   COMMON    880915103       2257     331400  SH       DEFINED     5,15        331400     0         0
TERREMARK WORDWIDE               COMMON    881448203       4550     650005  SH       DEFINED     9           650005     0         0
TERREMARK WORDWIDE               COMMON    881448203        839     119852  SH       DEFINED     9,22        119852     0         0
TESCO CORP                       COMMON    88157K101          2        200  SH       DEFINED     24               0     0       200
TESORO CORP                      COMMON    881609101         58       1240  SH       DEFINED     15            1240     0         0
TESORO CORP                      COMMON    881609101      30178     648700  SH       DEFINED     15          600000     0     30300
TESORO CORP                      COMMON    881609101        763      16400  SH       DEFINED     15,8         16400     0         0
TESORO CORP                      COMMON    881609101        140       3000  SH       DEFINED     5,15          3000     0         0
TESORO CORP                      COMMON    881609101         56       1195  SH       DEFINED     6              295   325       575
TEVA PHARMACEUTICAL INDS LTD A   COMMON    881624209     173417    5568960  SH       DEFINED     1          5568960     0         0
TEVA PHARMACEUTICAL INDS LTD A   COMMON    881624209      91200    2928700  SH       DEFINED     1,2        2928700     0         0
TEVA PHARMACEUTICAL INDS LTD A   COMMON    881624209        182       5860  SH       DEFINED     1,3           5860     0         0
TEVA PHARMACEUTICAL INDS LTD A   COMMON    881624209        545      17500  SH       DEFINED     9                0     0     17500
TEVA PHARMACEUTICAL INDS LTD A   COMMON    881624209       1495      48000  SH       DEFINED     9,22         48000     0         0
TEVA PHARMACEUTICAL INDS LTD A   COMMON    881624209        202       6500  SH       DEFINED     11,2          6500     0         0
TEVA PHARMACEUTICAL INDS LTD A   COMMON    881624209       1363      43784  SH       DEFINED     15           43784     0         0
TEVA PHARMACEUTICAL INDS LTD A   COMMON    881624209        735      23600  SH       DEFINED     15,22        23600     0         0
TEVA PHARMACEUTICAL INDS LTD A   COMMON    881624209      14246     457470  SH       DEFINED     2           457470     0         0



                                                                                         
TEVA PHARMACEUTICAL INDS LTD A   COMMON    881624209        311      10000  SH       DEFINED     20           10000     0         0
TEVA PHARMACEUTICAL INDS LTD A   COMMON    881624209      64320    2065504  SH       DEFINED     24          309376     0   1756128
TEVA PHARMACEUTICAL INDS LTD A   COMMON    881624209      24937     800815  SH       DEFINED     4           800815     0         0
TEVA PHARMACEUTICAL INDS LTD A   COMMON    881624209        218       7000  SH       DEFINED     5,2           7000     0         0
TEVA PHARMACEUTICAL INDS LTD A   COMMON    881624209      20211     649025  SH       DEFINED     6           649025     0         0
TESSERA TECHNOLOGIES INC         COMMON    88164L100      27403     820200  SH       DEFINED     1           820200     0         0
TESSERA TECHNOLOGIES INC         COMMON    88164L100        241       7200  SH       DEFINED     15               0     0      7200
TESSERA TECHNOLOGIES INC         COMMON    88164L100       6020     180200  SH       DEFINED     2           170700     0      9500
TESSERA TECHNOLOGIES INC         COMMON    88164L100         67       2000  SH       DEFINED     24               0     0      2000
TEVA PHARMACEUT CVT(TEVA) 0.5    CONVERT   88164RAA5      29400   30000000  SH       DEFINED     15         4325000     0  25675000
TEXAS CAPITAL BANCSHARES INC     COMMON    88224Q107       7175     363500  SH       DEFINED     1           363500     0         0
TEXAS CAPITAL BANCSHARES INC     COMMON    88224Q107       2312     117100  SH       DEFINED     2           117100     0         0
TEXAS CAPITAL BANCSHARES INC     COMMON    88224Q107        197      10000  SH       DEFINED     6            10000     0         0
TEXAS GENCO HOLDINGS INC         COMMON    882443104          0          5  SH       DEFINED     4                5     0         0
TEXAS INDUSTRIES INC             COMMON    882491103          6        100  SH       DEFINED     15             100     0         0
TEXAS INSTRUMENTS INC            COMMON    882508104      80499    2867780  SH       DEFINED     1          2867780     0         0
TEXAS INSTRUMENTS INC            COMMON    882508104        593      21130  SH       DEFINED     9,15         21130     0         0
TEXAS INSTRUMENTS INC            COMMON    882508104      78514    2797095  SH       DEFINED     15         1521906     0   1264239
TEXAS INSTRUMENTS INC            COMMON    882508104       5670     201980  SH       DEFINED     15,22       201980     0         0
TEXAS INSTRUMENTS INC            COMMON    882508104       2439      86900  SH       DEFINED     15,8         86900     0         0
TEXAS INSTRUMENTS INC            COMMON    882508104       2991     106550  SH       DEFINED     2           106550     0         0
TEXAS INSTRUMENTS INC            COMMON    882508104       2105      75000  SH       DEFINED     20           75000     0         0
TEXAS INSTRUMENTS INC            COMMON    882508104        547      19500  SH       DEFINED     23           19500     0         0
TEXAS INSTRUMENTS INC            COMMON    882508104      13988     498328  SH       DEFINED     24           98155     0    400173
TEXAS INSTRUMENTS INC            COMMON    882508104         28       1000  SH       DEFINED     5,15          1000     0         0
TEXAS INSTRUMENTS INC            COMMON    882508104       1031      36737  SH       DEFINED     6            36737     0         0
TEXAS INSTRUMENTS INC            COMMON    882508104       1660      59135  SH       DEFINED     8            59135     0         0
TEXAS REGIONAL BANCSHARES CL A   COMMON    882673106       8419     276200  SH       DEFINED     1           276200     0         0
TEXAS REGIONAL BANCSHARES CL A   COMMON    882673106       2679      87900  SH       DEFINED     2            87900     0         0
TEXAS REGIONAL BANCSHARES CL A   COMMON    882673106        282       9249  SH       DEFINED     6             9249     0         0
TEXAS ROADHOUSE INC-CLASS A      COMMON    882681109       1779      51200  SH       DEFINED     1            51200     0         0
TEXAS ROADHOUSE INC-CLASS A      COMMON    882681109         42       1200  SH       DEFINED     9,7           1200     0         0
TEXAS ROADHOUSE INC-CLASS A      COMMON    882681109        361      10400  SH       DEFINED     2            10400     0         0
TEXTRON INC                      COMMON    883203101      36534     481660  SH       DEFINED     1           481660     0         0
TEXTRON INC                      COMMON    883203101      15170     200000  SH       DEFINED     1,2         200000     0         0
TEXTRON INC                      COMMON    883203101       2503      33000  SH       DEFINED     9,15         33000     0         0
TEXTRON INC                      COMMON    883203101       8273     109066  SH       DEFINED     15           95566     0     13400
TEXTRON INC                      COMMON    883203101       2018      26600  SH       DEFINED     15,8         26600     0         0
TEXTRON INC                      COMMON    883203101        637       8400  SH       DEFINED     2             8400     0         0
TEXTRON INC                      COMMON    883203101        245       3227  SH       DEFINED     23            3227     0         0
TEXTRON INC                      COMMON    883203101          4         48  SH       DEFINED     24               0     0        48
TEXTRON INC                      COMMON    883203101        137       1800  SH       DEFINED     6             1800     0         0
TEXTRON INC                      COMMON    883203101        411       5412  SH       DEFINED     8             5412     0         0
THERAVANCE INC                   COMMON    88338T104        326      19200  SH       DEFINED     11,2         19200     0         0
THERMO ELECTRON CORP             COMMON    883556102      21390     796045  SH       DEFINED     1           794920     0      1125
THERMO ELECTRON CORP             COMMON    883556102       1698      63200  SH       DEFINED     9,15         63200     0         0
THERMO ELECTRON CORP             COMMON    883556102        629      23400  SH       DEFINED     11,2         23400     0         0
THERMO ELECTRON CORP             COMMON    883556102        271      10100  SH       DEFINED     11,8         10100     0         0
THERMO ELECTRON CORP             COMMON    883556102      12245     455727  SH       DEFINED     15          395127     0     48900
THERMO ELECTRON CORP             COMMON    883556102       3198     119000  SH       DEFINED     15,22       119000     0         0
THERMO ELECTRON CORP             COMMON    883556102       1518      56500  SH       DEFINED     15,8         56500     0         0
THERMO ELECTRON CORP             COMMON    883556102       1316      48970  SH       DEFINED     2            48970     0         0
THERMO ELECTRON CORP             COMMON    883556102        459      17082  SH       DEFINED     23           17082     0         0
THERMO ELECTRON CORP             COMMON    883556102         35       1300  SH       DEFINED     24               0     0      1300
THERMO ELECTRON CORP             COMMON    883556102         78       2900  SH       DEFINED     5,15          2900     0         0
THERMO ELECTRON CORP             COMMON    883556102         71       2642  SH       DEFINED     6             2642     0         0
THERMO ELECTRON CORP             COMMON    883556102       1769      65837  SH       DEFINED     8            65837     0         0
THERMO ELECTRON CORP             COMMON    883556102         55       2041  SH       DEFINED     8,10          2041     0         0
THERMO ELECTRON CORP             COMMON    883556102        212       7900  SH       DEFINED     8,13          7900     0         0
THIRD WAVE TECNOLOGIES           COMMON    88428W108         11       2800  SH       DEFINED     15            2800     0         0
THOMAS & BETTS CORP              COMMON    884315102      11073     392100  SH       DEFINED     1           392100     0         0
THOMAS & BETTS CORP              COMMON    884315102       5925     209800  SH       DEFINED     15          126800     0     83000
THOMAS & BETTS CORP              COMMON    884315102        107       3800  SH       DEFINED     15,14         3800     0         0
THOMAS & BETTS CORP              COMMON    884315102       3564     126200  SH       DEFINED     2           126200     0         0
THOMAS & BETTS CORP              COMMON    884315102       1384      49000  SH       DEFINED     5,15         49000     0         0
THOMSON CORP                     COMMON    884903105        548      16300  SH       DEFINED     9,15         16300     0         0
THOMSON CORP                     COMMON    884903105     208680    6231400  SH       DEFINED     3          6231400     0         0
THOMSON CORP                     COMMON    884903105        320       9541  SH       DEFINED     8             9541     0         0
THOMSON MULTIMEDIA ADR           COMMON    885118109        527      22000  SH       DEFINED     6            18300  3700         0
THORATEC CORPORATION             COMMON    885175307       2694     175600  SH       DEFINED     1           175600     0         0
THORATEC CORPORATION             COMMON    885175307       4404     287100  SH       DEFINED     15          160500     0    126600
THORATEC CORPORATION             COMMON    885175307         91       5900  SH       DEFINED     15,14         5900     0         0
THORATEC CORPORATION             COMMON    885175307        710      46300  SH       DEFINED     5,15         46300     0         0
THORNBURG MTG ASSET CORP         COMMON    885218107         23        800  SH       DEFINED     24             400     0       400
THORNBURG MTG ASSET CORP         COMMON    885218107        437      15000  SH       DEFINED     6            15000     0         0
3COM CORP                        COMMON    885535104          1        380  SH       DEFINED     24               0     0       380
3M CO                            COMMON    88579Y101      32376     447800  SH       DEFINED     1           447800     0         0
3M CO                            COMMON    88579Y101      12450     172200  SH       DEFINED     1,3         172200     0         0
3M CO                            COMMON    88579Y101        362       5000  SH       DEFINED     9,7           5000     0         0
3M CO                            COMMON    88579Y101       4215      58300  SH       DEFINED     9,2          58300     0         0
3M CO                            COMMON    88579Y101      10723     148306  SH       DEFINED     15          134087     0     14219
3M CO                            COMMON    88579Y101       2371      32800  SH       DEFINED     15,8         32800     0         0
3M CO                            COMMON    88579Y101       3160      43700  SH       DEFINED     2            43700     0         0
3M CO                            COMMON    88579Y101        433       5994  SH       DEFINED     23            5994     0         0
3M CO                            COMMON    88579Y101      14346     198420  SH       DEFINED     24           40745     0    157675
3M CO                            COMMON    88579Y101       7830     108300  SH       DEFINED     3           108300     0         0
3M CO                            COMMON    88579Y101          0          1  SH       DEFINED     4                1     0         0
3M CO                            COMMON    88579Y101      24543     339463  SH       DEFINED     6           339463     0         0
3M CO                            COMMON    88579Y101        145       2000  SH       DEFINED     7             2000     0         0
3M CO                            COMMON    88579Y101       2752      38068  SH       DEFINED     8            38068     0         0
3M CO                            COMMON    88579Y101         91       1253  SH       DEFINED     8,10          1253     0         0
3M COMPANY CVT(MMM) 0.0 11-21-   CONVERT   88579YAB7      12275   14150000  SH       DEFINED     15         2175000     0  11975000
TIBCO SOFTWARE INC               COMMON    88632Q103       8346    1276200  SH       DEFINED     1          1276200     0         0



                                                                                         
TIBCO SOFTWARE INC               COMMON    88632Q103        314      48000  SH       DEFINED     2            48000     0         0
TIBCO SOFTWARE INC               COMMON    88632Q103         18       2738  SH       DEFINED     24            2738     0         0
TIDEWATER INC                    COMMON    886423102        133       3500  SH       DEFINED     24               0     0      3500
TIERONE CORPORATION              COMMON    88650R108       1598      58900  SH       DEFINED     15           32800     0     26100
TIERONE CORPORATION              COMMON    88650R108         33       1200  SH       DEFINED     15,14         1200     0         0
TIERONE CORPORATION              COMMON    88650R108        524      19300  SH       DEFINED     5,15         19300     0         0
TIFFANY & CO                     COMMON    886547108       1540      47000  SH       DEFINED     2            47000     0         0
TIFFANY & CO                     COMMON    886547108        334      10210  SH       DEFINED     9,15         10210     0         0
TIFFANY & CO                     COMMON    886547108      41656    1271555  SH       DEFINED     15          599328     0    665717
TIFFANY & CO                     COMMON    886547108       1343      40980  SH       DEFINED     15,22        40980     0         0
TIFFANY & CO                     COMMON    886547108         62       1900  SH       DEFINED     24               0     0      1900
TIFFANY & CO                     COMMON    886547108        186       5663  SH       DEFINED     8             5663     0         0
TIM PARTICIPACOES SA-ADR         COMMON    88706P106        948      60000  SH       DEFINED     9            60000     0         0
TIMBERLAND CO                    COMMON    887100105       2211      57100  SH       DEFINED     15           49200     0      4900
TIMBERLAND CO                    COMMON    887100105         19        500  SH       DEFINED     5,15           500     0         0
TIMBERLAND CO                    COMMON    887100105         55       1425  SH       DEFINED     6              300   400       725
TIMCO AVIATION SERV WT           COMMON    887151116          0        115  SH       DEFINED     6              115     0         0
TIME WARNER INC                  COMMON    887317105      29271    1751727  SH       DEFINED     15         1745947     0      5780
TIME WARNER INC                  COMMON    887317105        824      49300  SH       DEFINED     9            49300     0         0
TIME WARNER INC                  COMMON    887317105       8405     503000  SH       DEFINED     9,15        503000     0         0
TIME WARNER INC                  COMMON    887317105        179      10689  SH       DEFINED     11,8         10689     0         0
TIME WARNER INC                  COMMON    887317105      69706    4171542  SH       DEFINED     15         3781342     0    390200
TIME WARNER INC                  COMMON    887317105       3696     221180  SH       DEFINED     15,14       221180     0         0
TIME WARNER INC                  COMMON    887317105        531      31800  SH       DEFINED     15,22        31800     0         0
TIME WARNER INC                  COMMON    887317105       5843     349700  SH       DEFINED     15,8        349700     0         0
TIME WARNER INC                  COMMON    887317105         47       2800  SH       DEFINED     2             2800     0         0
TIME WARNER INC                  COMMON    887317105       1738     104000  SH       DEFINED     20          104000     0         0
TIME WARNER INC                  COMMON    887317105       1463      87540  SH       DEFINED     23           87540     0         0
TIME WARNER INC                  COMMON    887317105        657      39332  SH       DEFINED     24           11077     0     28255
TIME WARNER INC                  COMMON    887317105         42       2500  SH       DEFINED     4             2500     0         0
TIME WARNER INC                  COMMON    887317105       2849     170500  SH       DEFINED     5,15        170500     0         0
TIME WARNER INC                  COMMON    887317105        455      27221  SH       DEFINED     6            23221     0      4000
TIME WARNER INC                  COMMON    887317105        317      19000  SH       DEFINED     7            19000     0         0
TIME WARNER INC                  COMMON    887317105       4058     242853  SH       DEFINED     8           242853     0         0
TIME WARNER INC                  COMMON    887317105         84       5053  SH       DEFINED     8,10          5053     0         0
TIME WARNER INC                  COMMON    887317105        151       9054  SH       DEFINED     8,13          9054     0         0
TIME WARNER TELECOM INC CL A     COMMON    887319101       1433     242000  SH       DEFINED     15,22       242000     0         0
TITAN CORP                       COMMON    888266103         93       4100  SH       DEFINED     15            4100     0         0
TITAN CORP                       COMMON    888266103         45       2000  SH       DEFINED     24               0     0      2000
TITAN INTERNATIONAL INC          COMMON    88830M102       4058     290300  SH       DEFINED     15          157100     0    133200
TITAN INTERNATIONAL INC          COMMON    88830M102         85       6100  SH       DEFINED     15,14         6100     0         0
TITAN INTERNATIONAL INC          COMMON    88830M102       1049      75000  SH       DEFINED     5,15         75000     0         0
TITANIUM METALS CORP             COMMON    888339207       1471      25900  SH       DEFINED     15           13800     0     12100
TITANIUM METALS CORP             COMMON    888339207         34        600  SH       DEFINED     15,14          600     0         0
TITANIUM METALS CORP             COMMON    888339207        165       2900  SH       DEFINED     5,15          2900     0         0
TIVO INC                         COMMON    888706108          7       1100  SH       DEFINED     24               0     0      1100
TODCO-A                          COMMON    88889T107      22030     858200  SH       DEFINED     1           858200     0         0
TODCO-A                          COMMON    88889T107       5853     228000  SH       DEFINED     15          144400     0     83600
TODCO-A                          COMMON    88889T107        100       3900  SH       DEFINED     15,14         3900     0         0
TODCO-A                          COMMON    88889T107        570      22200  SH       DEFINED     2            22200     0         0
TODCO-A                          COMMON    88889T107         10        400  SH       DEFINED     24               0     0       400
TODCO-A                          COMMON    88889T107        752      29300  SH       DEFINED     5,15         29300     0         0
TOLL BROTHERS INC                COMMON    889478103       1290      12700  SH       DEFINED     1            12700     0         0
TOLL BROTHERS INC                COMMON    889478103        112       1100  SH       DEFINED     15,8          1100     0         0
TOLL BROTHERS INC                COMMON    889478103         18        180  SH       DEFINED     6              180     0         0
TOO INC                          COMMON    890333107       4286     183400  SH       DEFINED     1           183400     0         0
TOOTSIE ROLL INDS INC            COMMON    890516107        397      13579  SH       DEFINED     15           13579     0         0
TOOTSIE ROLL INDS INC            COMMON    890516107          0          3  SH       DEFINED     24               0     0         3
TOOTSIE ROLL INDS INC            COMMON    890516107          0          1  SH       DEFINED     4                1     0         0
TOOTSIE ROLL INDS INC            COMMON    890516107         84       2864  SH       DEFINED     6             2864     0         0
TORCHMARK CORP                   COMMON    891027104        569      10906  SH       DEFINED     15           10606     0       300
TORCHMARK CORP                   COMMON    891027104        428       8200  SH       DEFINED     15,8          8200     0         0
TORCHMARK CORP                   COMMON    891027104        573      10976  SH       DEFINED     6            10976     0         0
TORCHMARK CORP                   COMMON    891027104        202       3862  SH       DEFINED     8             3862     0         0
TORO CO                          COMMON    891092108       9614     249000  SH       DEFINED     1           249000     0         0
TORO CO                          COMMON    891092108        564      14600  SH       DEFINED     15           14600     0         0
TORO CO                          COMMON    891092108       3008      77900  SH       DEFINED     2            77900     0         0
TORO CO                          COMMON    891092108       1046      27098  SH       DEFINED     23           27098     0         0
TORO CO                          COMMON    891092108         46       1180  SH       DEFINED     24             680     0       500
TORO CO                          COMMON    891092108         23        600  SH       DEFINED     6              600     0         0
TORONTO-DOMINION BANK            COMMON    891160509      97481    2185300  SH       DEFINED     1,3        2185300     0         0
TORONTO-DOMINION BANK            COMMON    891160509       1847      41400  SH       DEFINED     9,15         41400     0         0
TORONTO-DOMINION BANK            COMMON    891160509       1637      36700  SH       DEFINED     2            36700     0         0
TORONTO-DOMINION BANK            COMMON    891160509     685585   15369200  SH       DEFINED     3         15369200     0         0
TORONTO-DOMINION BANK            COMMON    891160509          0          0  SH       DEFINED     4                0     0         0
TORONTO-DOMINION BANK            COMMON    891160509         43        966  SH       DEFINED     6              966     0         0
TORONTO-DOMINION BANK            COMMON    891160509         63       1421  SH       DEFINED     8             1421     0         0
TORTOISE ENERGY INFRASTR CF      COMMON    89147L100         16        500  SH       DEFINED     6              500     0         0
TOTAL SA-SPON ADR                COMMON    89151E109      24539     210000  SH       DEFINED     1           210000     0         0
TOTAL SA-SPON ADR                COMMON    89151E109        736       6300  SH       DEFINED     9,15          6300     0         0
TOTAL SA-SPON ADR                COMMON    89151E109     115282     986577  SH       DEFINED     12          968752     0     17825
TOTAL SA-SPON ADR                COMMON    89151E109          0          0  SH       DEFINED     12,14            0     0         0
TOTAL SA-SPON ADR                COMMON    89151E109      53195     455245  SH       DEFINED     15          411305     0     43435
TOTAL SA-SPON ADR                COMMON    89151E109       2921      25000  SH       DEFINED     15,14        25000     0         0
TOTAL SA-SPON ADR                COMMON    89151E109         77        655  SH       DEFINED     24             250     0       405
TOTAL SA-SPON ADR                COMMON    89151E109       2565      21952  SH       DEFINED     4            21952     0         0
TOTAL SA-SPON ADR                COMMON    89151E109        388       3320  SH       DEFINED     5,15             0     0      3320
TOWN & CTRY TR                   COMMON    892081100       8510     298500  SH       DEFINED     15          282800     0     15700
TOYOTA MOTOR CORPORATION ADR     COMMON    892331307      15030     210245  SH       DEFINED     12          200970     0      9275
TOYOTA MOTOR CORPORATION ADR     COMMON    892331307      30041     420210  SH       DEFINED     15          406893     0     13317
TOYOTA MOTOR CORPORATION ADR     COMMON    892331307         57        800  SH       DEFINED     24               0     0       800
TOYOTA MOTOR CORPORATION ADR     COMMON    892331307        975      13642  SH       DEFINED     4            13642     0         0
TOYS 'R US INC                   COMMON    892335100         37       1400  SH       DEFINED     15            1400     0         0



                                                                                         
TOYS 'R US INC                   COMMON    892335100        339      12800  SH       DEFINED     9,15         12800     0         0
TOYS 'R US INC                   COMMON    892335100       2100      79299  SH       DEFINED     15           72999     0      6300
TOYS 'R US INC                   COMMON    892335100        339      12800  SH       DEFINED     15,8         12800     0         0
TOYS 'R US INC                   COMMON    892335100         43       1608  SH       DEFINED     24               0     0      1608
TOYS 'R US INC                   COMMON    892335100         32       1193  SH       DEFINED     8             1193     0         0
TRACTOR SUPPLY COMPANY           COMMON    892356106      13385     272600  SH       DEFINED     1           272600     0         0
TRACTOR SUPPLY COMPANY           COMMON    892356106       1915      39000  SH       DEFINED     2            39000     0         0
TRAMMELL CROW CO                 COMMON    89288R106       2739     113000  SH       DEFINED     15           65300     0     47700
TRAMMELL CROW CO                 COMMON    89288R106         53       2200  SH       DEFINED     15,14         2200     0         0
TRAMMELL CROW CO                 COMMON    89288R106        293      12100  SH       DEFINED     5,15         12100     0         0
TRAMMELL CROW CO                 COMMON    89288R106         38       1575  SH       DEFINED     6              400   425       750
TRANS WORLD ENTERTAINMENT        COMMON    89336Q100       2684     226900  SH       DEFINED     15          148100     0     78800
TRANS WORLD ENTERTAINMENT        COMMON    89336Q100         44       3700  SH       DEFINED     15,14         3700     0         0
TRANS WORLD ENTERTAINMENT        COMMON    89336Q100        589      49800  SH       DEFINED     5,15         49800     0         0
TRANSACTION SYS ARCHITECTS       COMMON    893416107        557      22600  SH       DEFINED     1            22600     0         0
TRANSACTION SYS ARCHITECTS       COMMON    893416107       3268     132700  SH       DEFINED     15           69300     0     63400
TRANSACTION SYS ARCHITECTS       COMMON    893416107         74       3000  SH       DEFINED     15,14         3000     0         0
TRANSACTION SYS ARCHITECTS       COMMON    893416107        507      20600  SH       DEFINED     5,15         20600     0         0
TRANSAMERICA INCOME SHARES CF    COMMON    893506105          2        100  SH       DEFINED     6              100     0         0
TRANSCANADA CORP                 COMMON    89353D107       1250      47500  SH       DEFINED     9            47500     0         0
TRANSCANADA CORP                 COMMON    89353D107       1207      45600  SH       DEFINED     9,15         45600     0         0
TRANSCANADA CORP                 COMMON    89353D107       1034      39089  SH       DEFINED     4            39089     0         0
TRANSCANADA CORP                 COMMON    89353D107        323      12255  SH       DEFINED     8            12255     0         0
TRANSGENOMIC INC                 COMMON    89365K206       1559    2292426  SH       DEFINED     18               0     0   2292426
TRANSITIONAL HOSPITALS CORP      COMMON    893719104          0         35  SH       DEFINED     6               35     0         0
TRANSKARYOTIC THERAPIES INC      COMMON    893735100       3658     100000  SH       DEFINED     1           100000     0         0
TRANSMONTAIGNE INC               COMMON    893934109       2189     208500  SH       DEFINED     15          131900     0     76600
TRANSMONTAIGNE INC               COMMON    893934109         37       3500  SH       DEFINED     15,14         3500     0         0
TRANSMONTAIGNE INC               COMMON    893934109        575      54800  SH       DEFINED     5,15         54800     0         0
TRAVELERS PPTY CVT  4.5 04-15-   CONVERT   89420G307      26899    1201925  SH       DEFINED     15          173925     0   1028000
TRAVELERS PPTY CVT  4.5 04-15-   CONVERT   89420G307        944      42165  SH       DEFINED     24               0     0     42165
TRAVELERS PPTY CVT  4.5 04-15-   CONVERT   89420G307        119       5300  SH       DEFINED     6             5300     0         0
TREDEGAR CORPORATION             COMMON    894650100         31       1975  SH       DEFINED     6              425   550      1000
TREND MICRO INC ADR              COMMON    89486M206        749      20954  SH       DEFINED     4            20954     0         0
TREX INC                         COMMON    89531P105       3346     130200  SH       DEFINED     3           130200     0         0
TRI-VALLEY CORP                  COMMON    895735108         37       2650  SH       DEFINED     24               0     0      2650
TRIAD HOSPITALS INC              COMMON    89579K109      33101     605800  SH       DEFINED     1           605800     0         0
TRIAD HOSPITALS INC              COMMON    89579K109       2964      54246  SH       DEFINED     15           50146     0      4100
TRIAD HOSPITALS INC              COMMON    89579K109       1377      25200  SH       DEFINED     15,22        25200     0         0
TRIAD HOSPITALS INC              COMMON    89579K109       1423      26050  SH       DEFINED     2            21150     0      4900
TRIAD HOSPITALS INC              COMMON    89579K109        106       1945  SH       DEFINED     24             115     0      1830
TRIAD HOSPITALS INC              COMMON    89579K109      10598     193954  SH       DEFINED     6           192629   475       850
TRIAD GUARANTY INC               COMMON    895925105        579      11500  SH       DEFINED     1            11500     0         0
TRIAD GUARANTY INC               COMMON    895925105         48        950  SH       DEFINED     6              225   250       475
TRIAD GUARANTY INC               COMMON    895925105         82       1631  SH       DEFINED     8             1631     0         0
TRIBUNE CO                       COMMON    896047107      69771    1983250  SH       DEFINED     1          1983250     0         0
TRIBUNE CO                       COMMON    896047107      31662     900000  SH       DEFINED     1,2         900000     0         0
TRIBUNE CO                       COMMON    896047107       1016      28873  SH       DEFINED     15           28873     0         0
TRIBUNE CO                       COMMON    896047107       1397      39700  SH       DEFINED     15,14        39700     0         0
TRIBUNE CO                       COMMON    896047107        435      12360  SH       DEFINED     2            12360     0         0
TRIBUNE CO                       COMMON    896047107       1355      38524  SH       DEFINED     24             500     0     38024
TRIBUNE CO                       COMMON    896047107          1         41  SH       DEFINED     4               41     0         0
TRIBUNE CO                       COMMON    896047107       1777      50506  SH       DEFINED     6            50506     0         0
TRIBUNE CO                       COMMON    896047107        255       7259  SH       DEFINED     8             7259     0         0
TRICO BANCSHARES                 COMMON    896095106         16        700  SH       DEFINED     6              700     0         0
TRIMBLE NAVIGATION LTD           COMMON    896239100      25629     657650  SH       DEFINED     1           657650     0         0
TRIMBLE NAVIGATION LTD           COMMON    896239100       7167     183900  SH       DEFINED     15          162300     0     13300
TRIMBLE NAVIGATION LTD           COMMON    896239100       1325      34000  SH       DEFINED     15,22        34000     0         0
TRIMBLE NAVIGATION LTD           COMMON    896239100        277       7100  SH       DEFINED     15,8          7100     0         0
TRIMBLE NAVIGATION LTD           COMMON    896239100       4491     115250  SH       DEFINED     2           115250     0         0
TRIMBLE NAVIGATION LTD           COMMON    896239100         55       1400  SH       DEFINED     5,15          1400     0         0
TRIQUINT SEMICONDUCTOR INC       COMMON    89674K103          1        300  SH       DEFINED     6              300     0         0
TRIUMPH GROUP INC                COMMON    896818101        386      11100  SH       DEFINED     1            11100     0         0
TRIUMPH GROUP INC                COMMON    896818101         31        900  SH       DEFINED     15             900     0         0
TRIUMPH GROUP INC                COMMON    896818101         76       2200  SH       DEFINED     5,15          2200     0         0
TRIZEC PROPERTIES INC            COMMON    89687P107       1882      91500  SH       DEFINED     15           91500     0         0
TRIZEC PROPERTIES INC            COMMON    89687P107     106534    5179076  SH       DEFINED     15         4031276     0   1042700
TRIZEC PROPERTIES INC            COMMON    89687P107       7897     383900  SH       DEFINED     5,15        383900     0         0
TRIZEC PROPERTIES INC            COMMON    89687P107         48       2350  SH       DEFINED     6              550   625      1175
TRIZETTO GROUP INC               COMMON    896882107       3854     275100  SH       DEFINED     15          160500     0    114600
TRIZETTO GROUP INC               COMMON    896882107         76       5400  SH       DEFINED     15,14         5400     0         0
TRIZETTO GROUP INC               COMMON    896882107        565      40300  SH       DEFINED     5,15         40300     0         0
TRUSTMARK CORP                   COMMON    898402102       1831      62600  SH       DEFINED     15           37500     0     25100
TRUSTMARK CORP                   COMMON    898402102         35       1200  SH       DEFINED     15,14         1200     0         0
TRUSTMARK CORP                   COMMON    898402102        734      25100  SH       DEFINED     5,15         25100     0         0
TRUSTREET PROPERTIES INC         COMMON    898404108        234      14100  SH       DEFINED     15               0     0     14100
TRUSTREET PROPERTIES INC         COMMON    898404108         70       4225  SH       DEFINED     6              950  1175      2100
TUESDAY MORNING CORP             COMMON    899035505      17733     562600  SH       DEFINED     1           562600     0         0
TUESDAY MORNING CORP             COMMON    899035505        668      21200  SH       DEFINED     2            21200     0         0
TUMBLEWEED COMMUNICATIONS CORP   COMMON    899690101         69      26500  SH       DEFINED     24               0     0     26500
TUPPERWARE CORP                  COMMON    899896104        970      41500  SH       DEFINED     1            41500     0         0
TUPPERWARE CORP                  COMMON    899896104       5807     248500  SH       DEFINED     15          212000     0     24800
TUPPERWARE CORP                  COMMON    899896104        171       7300  SH       DEFINED     15,8          7300     0         0
TUPPERWARE CORP                  COMMON    899896104        130       5570  SH       DEFINED     24               0     0      5570
TUPPERWARE CORP                  COMMON    899896104        643      27500  SH       DEFINED     5,15         27500     0         0
TUPPERWARE CORP                  COMMON    899896104          3        109  SH       DEFINED     6              109     0         0
TURKCELL ILETISIM HI ADR         COMMON    900111204        437      34544  SH       DEFINED     9            34544     0         0
TURKCELL ILETISIM HI ADR         COMMON    900111204        956      75597  SH       DEFINED     15,22        75597     0         0
21ST CENTY INS GROUP             COMMON    90130N103          8        570  SH       DEFINED     6              570     0         0
24-7 REAL MEDIA INC              COMMON    901314203          0         40  SH       DEFINED     24               0     0        40
24-7 REAL MEDIA INC              COMMON    901314203          2        410  SH       DEFINED     6              410     0         0
II VI INC                        COMMON    902104108          7        400  SH       DEFINED     24               0     0       400
TYCO INTL CVT(TYC) 144A  3.125   CONVERT   902118BE7      14862   10750000  SH       DEFINED     15               0     0  10750000



                                                                                         
TYCO INTL GROUP CVT(TYC) 2.75    CONVERT   902118BF4          3       2000  SH       DEFINED     24               0     0      2000
TYCO INTL GROUP (TYC)CVT 3.125   CONVERT   902118BG2      23641   17100000  SH       DEFINED     15         4025000     0  13075000
TYCO INTERNATIONAL LTD           COMMON    902124106     696191   23842150  SH       DEFINED     1         23842150     0         0
TYCO INTERNATIONAL LTD           COMMON    902124106     166157    5690300  SH       DEFINED     1,2        5690300     0         0
TYCO INTERNATIONAL LTD           COMMON    902124106       1574      53900  SH       DEFINED     9            53900     0         0
TYCO INTERNATIONAL LTD           COMMON    902124106      20002     685000  SH       DEFINED     9,15        685000     0         0
TYCO INTERNATIONAL LTD           COMMON    902124106        165       5665  SH       DEFINED     11,8          5665     0         0
TYCO INTERNATIONAL LTD           COMMON    902124106      75607    2589270  SH       DEFINED     15         2295970     0    293300
TYCO INTERNATIONAL LTD           COMMON    902124106       2429      83200  SH       DEFINED     15,14        83200     0         0
TYCO INTERNATIONAL LTD           COMMON    902124106       2821      96600  SH       DEFINED     15,8         96600     0         0
TYCO INTERNATIONAL LTD           COMMON    902124106      30022    1028150  SH       DEFINED     2          1028150     0         0
TYCO INTERNATIONAL LTD           COMMON    902124106        587      20100  SH       DEFINED     2,14         20100     0         0
TYCO INTERNATIONAL LTD           COMMON    902124106        595      20385  SH       DEFINED     23           20385     0         0
TYCO INTERNATIONAL LTD           COMMON    902124106       7237     247840  SH       DEFINED     24            5200     0    242640
TYCO INTERNATIONAL LTD           COMMON    902124106      37339    1278718  SH       DEFINED     4          1278718     0         0
TYCO INTERNATIONAL LTD           COMMON    902124106       4856     166300  SH       DEFINED     5,15        166300     0         0
TYCO INTERNATIONAL LTD           COMMON    902124106       4798     164311  SH       DEFINED     6           164311     0         0
TYCO INTERNATIONAL LTD           COMMON    902124106        280       9600  SH       DEFINED     7             9600     0         0
TYCO INTERNATIONAL LTD           COMMON    902124106       3047     104357  SH       DEFINED     8           104357     0         0
TYCO INTERNATIONAL LTD           COMMON    902124106         43       1488  SH       DEFINED     8,10          1488     0         0
TYCO INTERNATIONAL LTD           COMMON    902124106        140       4795  SH       DEFINED     8,13          4795     0         0
TYLER TECHNOLOGIES INC           COMMON    902252105        953     126100  SH       DEFINED     15           65900     0     60200
TYLER TECHNOLOGIES INC           COMMON    902252105         21       2800  SH       DEFINED     15,14         2800     0         0
TYLER TECHNOLOGIES INC           COMMON    902252105        116      15300  SH       DEFINED     5,15         15300     0         0
TYSON FOODS INC                  COMMON    902494103         30       1680  SH       DEFINED     15            1680     0         0
TYSON FOODS INC                  COMMON    902494103        294      16500  SH       DEFINED     9,15         16500     0         0
TYSON FOODS INC                  COMMON    902494103        249      14000  SH       DEFINED     15           13000     0      1000
TYSON FOODS INC                  COMMON    902494103        174       9800  SH       DEFINED     15,8          9800     0         0
TYSON FOODS INC                  COMMON    902494103         84       4704  SH       DEFINED     8             4704     0         0
SYSCO CORP CVT(UBS) 144A 1.0 0   CONVERT   90261KDC1      23548   20300000  SH       DEFINED     15         2925000     0  17375000
CENDANT CORP CVT(UBS) 144A 1.0   CONVERT   90261KDS6      34052   29675000  SH       DEFINED     15         4275000     0  25400000
ECHOSTAR COMM CVT(UBS) 144A 1.   CONVERT   90261KEL0      16438   19775000  SH       DEFINED     15         2875000     0  16900000
EMC CORP (UBS) CVT 0.0 11-16-1   CONVERT   90261TAV3      16909   18775000  SH       DEFINED     15         2500000     0  16275000
UCBH HOLDINGS INC                COMMON    90262T308       3617     222700  SH       DEFINED     1           222700     0         0
UCBH HOLDINGS INC                COMMON    90262T308         15        950  SH       DEFINED     6              950     0         0
UGI CORP                         COMMON    902681105       8498     304600  SH       DEFINED     1           304600     0         0
UGI CORP                         COMMON    902681105       1228      44000  SH       DEFINED     23           44000     0         0
UICI                             COMMON    902737105       9220     309700  SH       DEFINED     15          176200     0    133500
UICI                             COMMON    902737105        188       6300  SH       DEFINED     15,14         6300     0         0
UICI                             COMMON    902737105       3150     105800  SH       DEFINED     5,15        105800     0         0
UIL HOLDINGS CORPORATION         COMMON    902748102         19        350  SH       DEFINED     24             350     0         0
USB HOLDING CO INC               COMMON    902910108        837      35775  SH       DEFINED     15           20100     0     15675
USB HOLDING CO INC               COMMON    902910108         16        700  SH       DEFINED     15,14          700     0         0
USB HOLDING CO INC               COMMON    902910108        253      10815  SH       DEFINED     5,15         10815     0         0
UST INC                          COMMON    902911106      10592     231980  SH       DEFINED     1           231980     0         0
UST INC                          COMMON    902911106       7054     154500  SH       DEFINED     1,3         154500     0         0
UST INC                          COMMON    902911106        183       4000  SH       DEFINED     9,7           4000     0         0
UST INC                          COMMON    902911106       2393      52400  SH       DEFINED     9,2          52400     0         0
UST INC                          COMMON    902911106       1032      22602  SH       DEFINED     15           22102     0       500
UST INC                          COMMON    902911106        174       3800  SH       DEFINED     15,8          3800     0         0
UST INC                          COMMON    902911106       1607      35200  SH       DEFINED     2            35200     0         0
UST INC                          COMMON    902911106        457      10000  SH       DEFINED     24               0     0     10000
UST INC                          COMMON    902911106      73074    1600400  SH       DEFINED     3          1600400     0         0
UST INC                          COMMON    902911106          6        142  SH       DEFINED     6              142     0         0
US BANCORP                       COMMON    902973304      25905     887160  SH       DEFINED     1           887160     0         0
US BANCORP                       COMMON    902973304       1501      51400  SH       DEFINED     9            51400     0         0
US BANCORP                       COMMON    902973304      19368     663300  SH       DEFINED     9,15        663300     0         0
US BANCORP                       COMMON    902973304     131067    4488604  SH       DEFINED     15         4108899     0    379705
US BANCORP                       COMMON    902973304       2321      79500  SH       DEFINED     15,14        79500     0         0
US BANCORP                       COMMON    902973304       7265     248800  SH       DEFINED     15,8        248800     0         0
US BANCORP                       COMMON    902973304       1545      52900  SH       DEFINED     2            52900     0         0
US BANCORP                       COMMON    902973304       1388      47522  SH       DEFINED     23           47522     0         0
US BANCORP                       COMMON    902973304       4380     150004  SH       DEFINED     24           41008     0    108996
US BANCORP                       COMMON    902973304          0          1  SH       DEFINED     4                1     0         0
US BANCORP                       COMMON    902973304       5539     189700  SH       DEFINED     5,15        189700     0         0
US BANCORP                       COMMON    902973304       5435     186132  SH       DEFINED     6           186132     0         0
US BANCORP                       COMMON    902973304        318      10900  SH       DEFINED     7            10900     0         0
US BANCORP                       COMMON    902973304       2690      92140  SH       DEFINED     8            92140     0         0
US BANCORP                       COMMON    902973304         61       2075  SH       DEFINED     8,10          2075     0         0
URS CORP                         COMMON    903236107       3787     101400  SH       DEFINED     1           101400     0         0
USG CORP                         COMMON    903293405        242       5700  SH       DEFINED     1             5700     0         0
USG CORP                         COMMON    903293405       1250      29400  SH       DEFINED     1,3          29400     0         0
USG CORP                         COMMON    903293405        421       9900  SH       DEFINED     9,2           9900     0         0
USG CORP                         COMMON    903293405       7501     176500  SH       DEFINED     15           99300     0     77200
USG CORP                         COMMON    903293405        153       3600  SH       DEFINED     15,14         3600     0         0
USG CORP                         COMMON    903293405       2053      48300  SH       DEFINED     5,15         48300     0         0
USEC INC                         COMMON    90333E108        586      40000  SH       DEFINED     24           40000     0         0
US PHYSICAL THERAPY INC          COMMON    90337L108        322      16800  SH       DEFINED     15            8500     0      8300
US PHYSICAL THERAPY INC          COMMON    90337L108          8        400  SH       DEFINED     15,14          400     0         0
US PHYSICAL THERAPY INC          COMMON    90337L108         36       1900  SH       DEFINED     5,15          1900     0         0
US XPRESS ENTERPRISES INC        COMMON    90338N103         31       2625  SH       DEFINED     6              600   725      1300
US SHIPPING PARTNERS LP          COMMON    903417103        141       5540  SH       DEFINED     6             5540     0         0
USA MOBILITY INC                 COMMON    90341G103       1098      37400  SH       DEFINED     15           21300     0     16100
USA MOBILITY INC                 COMMON    90341G103         23        800  SH       DEFINED     15,14          800     0         0
USA MOBILITY INC                 COMMON    90341G103        393      13400  SH       DEFINED     5,15         13400     0         0
UBIQUITEL INC                    COMMON    903474302       5055     619500  SH       DEFINED     15          334500     0    285000
UBIQUITEL INC                    COMMON    903474302        105      12900  SH       DEFINED     15,14        12900     0         0
UBIQUITEL INC                    COMMON    903474302       1100     134800  SH       DEFINED     5,15        134800     0         0
ULTICOM INC                      COMMON    903844108       3839     361800  SH       DEFINED     1           361800     0         0
ULTRALIFE BATTERIES INC          COMMON    903899102       3915     242400  SH       DEFINED     1           242400     0         0
ULTRA PETROLEUM CORP             COMMON    903914109       1852      61000  SH       DEFINED     1            61000     0         0
ULTRA PETROLEUM CORP             COMMON    903914109       2459      81000  SH       DEFINED     2            81000     0         0
ULTRA PETROLEUM CORP             COMMON    903914109          6        200  SH       DEFINED     24               0     0       200



                                                                                         
UNIBANCO-UNIAO DE BANCOS BRASL   COMMON    90458E107       1738      45000  SH       DEFINED     9            45000     0         0
UNIBANCO-UNIAO DE BANCOS BRASL   COMMON    90458E107        408      10569  SH       DEFINED     9,15         10569     0         0
UNILEVER PLC ADR                 COMMON    904767704          2         40  SH       DEFINED     4               40     0         0
UNILEVER NV - NY REG SHARES      COMMON    904784709       1979      30524  SH       DEFINED     15           30278     0       246
UNILEVER NV - NY REG SHARES      COMMON    904784709        150       2316  SH       DEFINED     24            1934     0       382
UNILEVER NV - NY REG SHARES      COMMON    904784709      13342     205793  SH       DEFINED     4           205793     0         0
UNILEVER NV - NY REG SHARES      COMMON    904784709        195       3005  SH       DEFINED     6             3005     0         0
UNION BANKSHARES CORP            COMMON    905399101        332       8600  SH       DEFINED     15            5200     0      3400
UNION BANKSHARES CORP            COMMON    905399101          8        200  SH       DEFINED     15,14          200     0         0
UNION BANKSHARES CORP            COMMON    905399101        189       4900  SH       DEFINED     5,15          4900     0         0
UNION BANKSHARES CORP            COMMON    905399101          6        150  SH       DEFINED     6              150     0         0
UNION PACIFIC CORP               COMMON    907818108      48730     752000  SH       DEFINED     1           752000     0         0
UNION PACIFIC CORP               COMMON    907818108      25726     397000  SH       DEFINED     1,2         397000     0         0
UNION PACIFIC CORP               COMMON    907818108       5314      82000  SH       DEFINED     1,3          82000     0         0
UNION PACIFIC CORP               COMMON    907818108       1661      25625  SH       DEFINED     15           25526     0        99
UNION PACIFIC CORP               COMMON    907818108        392       6050  SH       DEFINED     2             6050     0         0
UNION PACIFIC CORP               COMMON    907818108        242       3738  SH       DEFINED     24               0     0      3738
UNION PACIFIC CORP               COMMON    907818108          1         20  SH       DEFINED     4               20     0         0
UNION PACIFIC CORP               COMMON    907818108        734      11327  SH       DEFINED     6            11327     0         0
UNION PACIFIC CORP               COMMON    907818108        465       7169  SH       DEFINED     8             7169     0         0
UNIONBANCAL CORP                 COMMON    908906100         62        920  SH       DEFINED     15             920     0         0
UNIONBANCAL CORP                 COMMON    908906100       1486      22200  SH       DEFINED     15           21700     0       500
UNIONBANCAL CORP                 COMMON    908906100        529       7900  SH       DEFINED     15,8          7900     0         0
UNIONBANCAL CORP                 COMMON    908906100         87       1300  SH       DEFINED     23            1300     0         0
UNIONBANCAL CORP                 COMMON    908906100          4         64  SH       DEFINED     6               64     0         0
UNIONBANCAL CORP                 COMMON    908906100         20        300  SH       DEFINED     8              300     0         0
UNISOURCE ENERGY CORP            COMMON    909205106         52       1675  SH       DEFINED     6              325   575       775
UNISYS CORPORATION               COMMON    909214108        349      55139  SH       DEFINED     15           55139     0         0
UNISYS CORPORATION               COMMON    909214108         80      12644  SH       DEFINED     8            12644     0         0
UNIT CORP                        COMMON    909218109      19554     444300  SH       DEFINED     1           444300     0         0
UNIT CORP                        COMMON    909218109       4781     108640  SH       DEFINED     2           108640     0         0
UNITED AMERICA INDEMNITY-A       COMMON    90933T109         58       3375  SH       DEFINED     6              750   925      1700
UNITED COMMUNITY FINANCIAL       COMMON    909839102        884      80800  SH       DEFINED     15           44100     0     36700
UNITED COMMUNITY FINANCIAL       COMMON    909839102         18       1600  SH       DEFINED     15,14         1600     0         0
UNITED COMMUNITY FINANCIAL       COMMON    909839102        243      22200  SH       DEFINED     5,15         22200     0         0
UNITED BANKSHARES INC            COMMON    909907107       3387      95100  SH       DEFINED     15           54000     0     41100
UNITED BANKSHARES INC            COMMON    909907107         68       1900  SH       DEFINED     15,14         1900     0         0
UNITED BANKSHARES INC            COMMON    909907107          5        150  SH       DEFINED     24               0     0       150
UNITED BANKSHARES INC            COMMON    909907107       1179      33100  SH       DEFINED     5,15         33100     0         0
UNITED CAPITAL CORPORATION       COMMON    909912107        128       4915  SH       DEFINED     24               0     0      4915
UNITED DOMINION REALTY TR INC    COMMON    910197102        370      15400  SH       DEFINED     15           15400     0         0
UNITED DOMINION REALTY TR INC    COMMON    910197102      27265    1133692  SH       DEFINED     15          827798     0    286694
UNITED DOMINION REALTY TR INC    COMMON    910197102       1708      71000  SH       DEFINED     5,15         71000     0         0
UNITED DOMINION REALTY TR INC    COMMON    910197102        161       6690  SH       DEFINED     6             6690     0         0
UNITED FIRE & CASUALTY CO        COMMON    910331107       1546      34800  SH       DEFINED     1            34800     0         0
UNITED FIRE & CASUALTY CO        COMMON    910331107       3163      71200  SH       DEFINED     15           40600     0     30600
UNITED FIRE & CASUALTY CO        COMMON    910331107         62       1400  SH       DEFINED     15,14         1400     0         0
UNITED FIRE & CASUALTY CO        COMMON    910331107       1022      23000  SH       DEFINED     5,15         23000     0         0
UNITED INDUSTRIAL CORP           COMMON    910671106      15232     426200  SH       DEFINED     1           426200     0         0
UNITED INDUSTRIAL CORP           COMMON    910671106       4868     136200  SH       DEFINED     2           136200     0         0
UNITED MICROELECTRONICS ADR      COMMON    910873207        118      28670  SH       DEFINED     9            28670     0         0
UNITED MICROELECTRONICS ADR      COMMON    910873207        383      93111  SH       DEFINED     9,15         93111     0         0
UNITED MICROELECTRONICS ADR      COMMON    910873207        914     222430  SH       DEFINED     7           222430     0         0
UNITED NAT FOODS INC             COMMON    911163103      15346     505300  SH       DEFINED     1           505300     0         0
UNITED NAT FOODS INC             COMMON    911163103       4899     161300  SH       DEFINED     2           161300     0         0
UNITED ONLINE INC                COMMON    911268100       6594     607700  SH       DEFINED     1           607700     0         0
UNITED ONLINE INC                COMMON    911268100       3417     314900  SH       DEFINED     15          176400     0    138500
UNITED ONLINE INC                COMMON    911268100         71       6500  SH       DEFINED     15,14         6500     0         0
UNITED ONLINE INC                COMMON    911268100       1182     108900  SH       DEFINED     5,15        108900     0         0
UNITED PARCEL SERVICE INC        COMMON    911312106      11174     161568  SH       DEFINED     15          146628     0     14940
UNITED PARCEL SERVICE INC        COMMON    911312106       2082      30100  SH       DEFINED     15,8         30100     0         0
UNITED PARCEL SERVICE INC        COMMON    911312106         89       1288  SH       DEFINED     23            1288     0         0
UNITED PARCEL SERVICE INC        COMMON    911312106       7251     104841  SH       DEFINED     24           58585     0     46256
UNITED PARCEL SERVICE INC        COMMON    911312106       1252      18100  SH       DEFINED     3            18100     0         0
UNITED PARCEL SERVICE INC        COMMON    911312106      13638     197193  SH       DEFINED     6           191793     0      5400
UNITED PARCEL SERVICE INC        COMMON    911312106       1091      15775  SH       DEFINED     8            15775     0         0
UNITED RENTALS INC               COMMON    911363109         78       3875  SH       DEFINED     6              800  1075      2000
US AIRWAYS GROUP INC-CL A        COMMON    911905503          6       8000  SH       DEFINED     24               0     0      8000
U-STORE-IT TRUST                 COMMON    91274F104        320      16800  SH       DEFINED     15           16800     0         0
U-STORE-IT TRUST                 COMMON    91274F104       8527     447600  SH       DEFINED     15          370200     0     77400
UNITED STATES STEEL CORP         COMMON    912909108      32632     949440  SH       DEFINED     1           949440     0         0
UNITED STATES STEEL CORP         COMMON    912909108      39003    1134800  SH       DEFINED     1,2        1134800     0         0
UNITED STATES STEEL CORP         COMMON    912909108        196       5700  SH       DEFINED     9             5700     0         0
UNITED STATES STEEL CORP         COMMON    912909108       2629      76500  SH       DEFINED     9,15         76500     0         0
UNITED STATES STEEL CORP         COMMON    912909108      20758     603950  SH       DEFINED     15          524950     0     63500
UNITED STATES STEEL CORP         COMMON    912909108        302       8800  SH       DEFINED     15,14         8800     0         0
UNITED STATES STEEL CORP         COMMON    912909108        921      26800  SH       DEFINED     15,8         26800     0         0
UNITED STATES STEEL CORP         COMMON    912909108      10505     305650  SH       DEFINED     2           305650     0         0
UNITED STATES STEEL CORP         COMMON    912909108         56       1642  SH       DEFINED     23            1642     0         0
UNITED STATES STEEL CORP         COMMON    912909108         17        500  SH       DEFINED     24               0     0       500
UNITED STATES STEEL CORP         COMMON    912909108        691      20100  SH       DEFINED     5,15         20100     0         0
UNITED STATES STEEL CORP         COMMON    912909108         69       2000  SH       DEFINED     8             2000     0         0
UNITED SYSTEMS TECHNOLOGY        COMMON    912913100          0       2000  SH       DEFINED     24               0     0      2000
UNITED  SURGICAL PARTNERS        COMMON    913016309       9114     175000  SH       DEFINED     1           175000     0         0
UNITED  SURGICAL PARTNERS        COMMON    913016309        115       2200  SH       DEFINED     15,8          2200     0         0
UNITED TECHNOLOGIES CORP         COMMON    913017109      91419    1780310  SH       DEFINED     1          1780310     0         0
UNITED TECHNOLOGIES CORP         COMMON    913017109        548      10680  SH       DEFINED     9,15         10680     0         0
UNITED TECHNOLOGIES CORP         COMMON    913017109      66674    1298423  SH       DEFINED     15          681185     0    611698
UNITED TECHNOLOGIES CORP         COMMON    913017109       1791      34880  SH       DEFINED     15,22        34880     0         0
UNITED TECHNOLOGIES CORP         COMMON    913017109      15318     298300  SH       DEFINED     2           298300     0         0
UNITED TECHNOLOGIES CORP         COMMON    913017109        192       3740  SH       DEFINED     23            3740     0         0
UNITED TECHNOLOGIES CORP         COMMON    913017109      26404     514195  SH       DEFINED     24          135856     0    378339
UNITED TECHNOLOGIES CORP         COMMON    913017109         36        693  SH       DEFINED     4              693     0         0



                                                                                         
UNITED TECHNOLOGIES CORP         COMMON    913017109      25516     496910  SH       DEFINED     6           496910     0         0
UNITED TECHNOLOGIES CORP         COMMON    913017109       1611      31368  SH       DEFINED     8            31368     0         0
UNITED THERAPEUTICS CORP         COMMON    91307C102       9905     205500  SH       DEFINED     1           205500     0         0
UNITED THERAPEUTICS CORP         COMMON    91307C102       6353     131800  SH       DEFINED     15           68100     0     63700
UNITED THERAPEUTICS CORP         COMMON    91307C102        145       3000  SH       DEFINED     15,14         3000     0         0
UNITED THERAPEUTICS CORP         COMMON    91307C102       3244      67300  SH       DEFINED     2            67300     0         0
UNITED THERAPEUTICS CORP         COMMON    91307C102        762      15800  SH       DEFINED     5,15         15800     0         0
UNITED THERAPEUTICS CORP         COMMON    91307C102         69       1425  SH       DEFINED     6              325   375       725
UNITEDHEALTH GROUP INCORPORATE   COMMON    91324P102     491101    9418890  SH       DEFINED     1          9418890     0         0
UNITEDHEALTH GROUP INCORPORATE   COMMON    91324P102      90004    1726200  SH       DEFINED     1,2        1726200     0         0
UNITEDHEALTH GROUP INCORPORATE   COMMON    91324P102      16107     308920  SH       DEFINED     1,3         308920     0         0
UNITEDHEALTH GROUP INCORPORATE   COMMON    91324P102        292       5600  SH       DEFINED     9             5600     0         0
UNITEDHEALTH GROUP INCORPORATE   COMMON    91324P102        386       7400  SH       DEFINED     9,7           7400     0         0
UNITEDHEALTH GROUP INCORPORATE   COMMON    91324P102       2822      54120  SH       DEFINED     9,15         54120     0         0
UNITEDHEALTH GROUP INCORPORATE   COMMON    91324P102       5459     104700  SH       DEFINED     9,2         104700     0         0
UNITEDHEALTH GROUP INCORPORATE   COMMON    91324P102        875      16788  SH       DEFINED     11,8         16788     0         0
UNITEDHEALTH GROUP INCORPORATE   COMMON    91324P102      45493     872515  SH       DEFINED     15          764931     0    107584
UNITEDHEALTH GROUP INCORPORATE   COMMON    91324P102        417       8000  SH       DEFINED     15,14         8000     0         0
UNITEDHEALTH GROUP INCORPORATE   COMMON    91324P102       4036      77400  SH       DEFINED     15,8         77400     0         0
UNITEDHEALTH GROUP INCORPORATE   COMMON    91324P102      52160    1000380  SH       DEFINED     2          1000380     0         0
UNITEDHEALTH GROUP INCORPORATE   COMMON    91324P102        506       9700  SH       DEFINED     2,14          9700     0         0
UNITEDHEALTH GROUP INCORPORATE   COMMON    91324P102       3957      75891  SH       DEFINED     23           75891     0         0
UNITEDHEALTH GROUP INCORPORATE   COMMON    91324P102       4988      95670  SH       DEFINED     24           46515     0     49155
UNITEDHEALTH GROUP INCORPORATE   COMMON    91324P102       9215     176732  SH       DEFINED     3           176732     0         0
UNITEDHEALTH GROUP INCORPORATE   COMMON    91324P102      24512     470115  SH       DEFINED     4           470115     0         0
UNITEDHEALTH GROUP INCORPORATE   COMMON    91324P102       2315      44400  SH       DEFINED     5,15         44400     0         0
UNITEDHEALTH GROUP INCORPORATE   COMMON    91324P102      36041     691230  SH       DEFINED     6           685830     0      5400
UNITEDHEALTH GROUP INCORPORATE   COMMON    91324P102        417       8000  SH       DEFINED     7             8000     0         0
UNITEDHEALTH GROUP INCORPORATE   COMMON    91324P102       6023     115519  SH       DEFINED     8           115519     0         0
UNITEDHEALTH GROUP INCORPORATE   COMMON    91324P102         66       1264  SH       DEFINED     8,10          1264     0         0
UNITEDHEALTH GROUP INCORPORATE   COMMON    91324P102        753      14448  SH       DEFINED     8,13         14448     0         0
UNITRIN INC                      COMMON    913275103        412       8400  SH       DEFINED     6             8400     0         0
UNIVERSAL AMER FINANCIAL CRP     COMMON    913377107       4574     202200  SH       DEFINED     1           202200     0         0
UNIVERSAL CORP-VA                COMMON    913456109        407       9300  SH       DEFINED     24               0     0      9300
UNIVERSAL HEALTH RLTY INCM TR    COMMON    91359E105       3609      94700  SH       DEFINED     1            94700     0         0
UNIVERSAL HEALTH RLTY INCM TR    COMMON    91359E105       3163      83000  SH       DEFINED     15           83000     0         0
UNIVERSAL HEALTH RLTY INCM TR    COMMON    91359E105         46       1200  SH       DEFINED     5,15          1200     0         0
UNIVERSAL INSURANCE HOLDINGS     COMMON    91359V107        200    2900000  SH       DEFINED     6          2900000     0         0
UNIVERSAL HLTH SVCS INC          COMMON    913903100      12576     202250  SH       DEFINED     1           202250     0         0
UNIVERSAL HLTH SVCS INC          COMMON    913903100        964      15500  SH       DEFINED     15,22        15500     0         0
UNIVERSAL HLTH SVCS INC          COMMON    913903100        386       6200  SH       DEFINED     2             6200     0         0
UNIVERSAL HLTH SVCS INC          COMMON    913903100         37        600  SH       DEFINED     6              125   175       300
UNIVERSAL TECHNICAL INSTITUT     COMMON    913915104        365      11000  SH       DEFINED     1            11000     0         0
UNIVERSAL TECHNICAL INSTITUT     COMMON    913915104         39       1180  SH       DEFINED     24              70     0      1110
UNIVERSAL TECHNICAL INSTITUT     COMMON    913915104       3884     116986  SH       DEFINED     6           116986     0         0
UNIVISION COMMUNICATIONS INC     COMMON    914906102      82148    2981769  SH       DEFINED     1          2981769     0         0
UNIVISION COMMUNICATIONS INC     COMMON    914906102      41325    1500000  SH       DEFINED     1,2        1500000     0         0
UNIVISION COMMUNICATIONS INC     COMMON    914906102       4642     168500  SH       DEFINED     9           168500     0         0
UNIVISION COMMUNICATIONS INC     COMMON    914906102        997      36200  SH       DEFINED     9,22         36200     0         0
UNIVISION COMMUNICATIONS INC     COMMON    914906102       1004      36454  SH       DEFINED     15           28254     0      8200
UNIVISION COMMUNICATIONS INC     COMMON    914906102        576      20900  SH       DEFINED     15,14        20900     0         0
UNIVISION COMMUNICATIONS INC     COMMON    914906102      10813     392470  SH       DEFINED     2           383470     0      9000
UNIVISION COMMUNICATIONS INC     COMMON    914906102      44471    1614207  SH       DEFINED     24          321076     0   1293131
UNIVISION COMMUNICATIONS INC     COMMON    914906102          7        259  SH       DEFINED     4              259     0         0
UNIVISION COMMUNICATIONS INC     COMMON    914906102       7154     259684  SH       DEFINED     6           259684     0         0
UNIVISION COMMUNICATIONS INC     COMMON    914906102        165       5993  SH       DEFINED     8             5993     0         0
UNIVEST CORP OF PENNSYLVANIA     COMMON    915271100        282       9400  SH       DEFINED     15            5000     0      4400
UNIVEST CORP OF PENNSYLVANIA     COMMON    915271100          4        150  SH       DEFINED     15,14          150     0         0
UNIVEST CORP OF PENNSYLVANIA     COMMON    915271100         36       1200  SH       DEFINED     5,15          1200     0         0
UNOCAL CORP                      COMMON    915289102      18421     283175  SH       DEFINED     15          281900     0      1275
UNOCAL CORP                      COMMON    915289102       1028      15800  SH       DEFINED     9,15         15800     0         0
UNOCAL CORP                      COMMON    915289102       6481      99631  SH       DEFINED     15           91931     0      7700
UNOCAL CORP                      COMMON    915289102       2407      37000  SH       DEFINED     15,14        37000     0         0
UNOCAL CORP                      COMMON    915289102       1015      15600  SH       DEFINED     15,8         15600     0         0
UNOCAL CORP                      COMMON    915289102        140       2150  SH       DEFINED     23            2150     0         0
UNOCAL CORP                      COMMON    915289102        612       9411  SH       DEFINED     24               0     0      9411
UNOCAL CORP                      COMMON    915289102        677      10401  SH       DEFINED     4            10401     0         0
UNOCAL CORP                      COMMON    915289102        185       2851  SH       DEFINED     6             2851     0         0
UNOCAL CORP                      COMMON    915289102        650       9985  SH       DEFINED     8             9985     0         0
UNOVA INC                        COMMON    91529B106        852      32000  SH       DEFINED     1            32000     0         0
UNOVA INC                        COMMON    91529B106        173       6500  SH       DEFINED     6             4600  1900         0
UNUMPROVIDENT CORP               COMMON    91529Y106          2        120  SH       DEFINED     15             120     0         0
UNUMPROVIDENT CORP               COMMON    91529Y106        530      28904  SH       DEFINED     15           28904     0         0
UNUMPROVIDENT CORP               COMMON    91529Y106        114       6200  SH       DEFINED     15,8          6200     0         0
UNUMPROVIDENT CORP               COMMON    91529Y106        187      10200  SH       DEFINED     6            10200     0         0
UNUMPROVIDENT CORP               COMMON    91529Y106        216      11812  SH       DEFINED     8            11812     0         0
UPM KYMMENE CORP ADR             COMMON    915436109       6885     359160  SH       DEFINED     12          340020     0     19140
UPM KYMMENE CORP ADR             COMMON    915436109      19972    1041842  SH       DEFINED     15         1004369     0     37473
URBAN OUTFITTERS INC             COMMON    917047102       2177      38400  SH       DEFINED     1            38400     0         0
URBAN OUTFITTERS INC             COMMON    917047102        244       4300  SH       DEFINED     9             4300     0         0
URBAN OUTFITTERS INC             COMMON    917047102        108       1900  SH       DEFINED     15            1900     0         0
URBAN OUTFITTERS INC             COMMON    917047102       1644      29000  SH       DEFINED     2            29000     0         0
URBAN OUTFITTERS INC             COMMON    917047102         57       1000  SH       DEFINED     24               0     0      1000
URBAN OUTFITTERS INC             COMMON    917047102          6        105  SH       DEFINED     4              105     0         0
URBAN OUTFITTERS INC             COMMON    917047102          6        100  SH       DEFINED     6              100     0         0
UROLOGIX INC                     COMMON    917273104        756     174500  SH       DEFINED     15           89700     0     84800
UROLOGIX INC                     COMMON    917273104         16       3800  SH       DEFINED     15,14         3800     0         0
UROLOGIX INC                     COMMON    917273104         94      21600  SH       DEFINED     5,15         21600     0         0
URSTADT BIDDLE CLASS A           COMMON    917286205        421      24300  SH       DEFINED     15           24300     0         0
URSTADT BIDDLE CLASS A           COMMON    917286205      13388     773000  SH       DEFINED     15          662000     0    111000
URSTADT BIDDLE CLASS A           COMMON    917286205        139       8000  SH       DEFINED     5,15          8000     0         0
US DATAWORKS INC                 COMMON    91729G301          3       6000  SH       DEFINED     24               0     0      6000
V.I. TECHNOLOGIES INC            COMMON    917920209         46       8457  SH       DEFINED     6             8457     0         0



                                                                                         
UTSTARCOM INC                    COMMON    918076100         88      11701  SH       DEFINED     8            11701     0         0
VCA ANTECH INC                   COMMON    918194101      28244    1164700  SH       DEFINED     1          1164700     0         0
VCA ANTECH INC                   COMMON    918194101       4210     173600  SH       DEFINED     2           173600     0         0
VF CORPORATION                   COMMON    918204108      23981     419100  SH       DEFINED     1           419100     0         0
VF CORPORATION                   COMMON    918204108       2243      39200  SH       DEFINED     9,15         39200     0         0
VF CORPORATION                   COMMON    918204108       9337     163179  SH       DEFINED     15          138579     0     22000
VF CORPORATION                   COMMON    918204108       1877      32800  SH       DEFINED     15,8         32800     0         0
VF CORPORATION                   COMMON    918204108        217       3800  SH       DEFINED     23            3800     0         0
VF CORPORATION                   COMMON    918204108         75       1314  SH       DEFINED     4             1314     0         0
VF CORPORATION                   COMMON    918204108        103       1800  SH       DEFINED     5,15          1800     0         0
VF CORPORATION                   COMMON    918204108         46        800  SH       DEFINED     8              800     0         0
VAIL RESORTS INC                 COMMON    91879Q109        239       8500  SH       DEFINED     1             8500     0         0
VAIL RESORTS INC                 COMMON    91879Q109       1141      40600  SH       DEFINED     15           22200     0     18400
VAIL RESORTS INC                 COMMON    91879Q109         22        800  SH       DEFINED     15,14          800     0         0
VAIL RESORTS INC                 COMMON    91879Q109        298      10600  SH       DEFINED     5,15         10600     0         0
VALASSIS COMMUNICATIONS INC      COMMON    918866104      57101    1541200  SH       DEFINED     1          1541200     0         0
VALASSIS COMMUNICATIONS INC      COMMON    918866104        156       4200  SH       DEFINED     1,3           4200     0         0
VALASSIS COMMUNICATIONS INC      COMMON    918866104       2058      55535  SH       DEFINED     15           45335     0     10200
VALASSIS COMMUNICATIONS INC      COMMON    918866104         19        500  SH       DEFINED     15,14          500     0         0
VALASSIS COMMUNICATIONS INC      COMMON    918866104        115       3100  SH       DEFINED     15,8          3100     0         0
VALASSIS COMMUNICATIONS INC      COMMON    918866104       6480     174900  SH       DEFINED     2           174900     0         0
VALASSIS COMMUNICATIONS INC      COMMON    918866104      39452    1064829  SH       DEFINED     4          1064829     0         0
VALASSIS COMMUNICATIONS INC      COMMON    918866104        100       2700  SH       DEFINED     5,15          2700     0         0
VALASSIS COMMUNICATIONS INC      COMMON    918866104        337       9100  SH       DEFINED     5,2           9100     0         0
VALASSIS COMMUNICATIONS INC      COMMON    918866104         38       1035  SH       DEFINED     6             1035     0         0
VALEANT PHARMACEUTICALS          COMMON    91911X104      18379    1042500  SH       DEFINED     1          1042500     0         0
VALEANT PHARMACEUTICALS          COMMON    91911X104       7141     405057  SH       DEFINED     15          341857     0     44100
VALEANT PHARMACEUTICALS          COMMON    91911X104         11        600  SH       DEFINED     15,14          600     0         0
VALEANT PHARMACEUTICALS          COMMON    91911X104        457      25900  SH       DEFINED     15,22        25900     0         0
VALEANT PHARMACEUTICALS          COMMON    91911X104        159       9000  SH       DEFINED     15,8          9000     0         0
VALEANT PHARMACEUTICALS          COMMON    91911X104        754      42750  SH       DEFINED     2            42750     0         0
VALEANT PHARMACEUTICALS          COMMON    91911X104        115       6500  SH       DEFINED     5,15          6500     0         0
VALEANT PHARMACEUTICALS          COMMON    91911X104        246      13950  SH       DEFINED     6            13950     0         0
VALERO LP                        COMMON    91913W104       1104      18335  SH       DEFINED     24               0     0     18335
VALERO LP                        COMMON    91913W104       6622     110010  SH       DEFINED     6           110010     0         0
VALERO ENERGY CORP               COMMON    91913Y100     156942    1983840  SH       DEFINED     1          1983840     0         0
VALERO ENERGY CORP               COMMON    91913Y100      98888    1250000  SH       DEFINED     1,2        1250000     0         0
VALERO ENERGY CORP               COMMON    91913Y100       2644      33420  SH       DEFINED     9,15         33420     0         0
VALERO ENERGY CORP               COMMON    91913Y100        214       2700  SH       DEFINED     11,8          2700     0         0
VALERO ENERGY CORP               COMMON    91913Y100      18880     238659  SH       DEFINED     15          225459     0     13200
VALERO ENERGY CORP               COMMON    91913Y100       3956      50000  SH       DEFINED     15,14        50000     0         0
VALERO ENERGY CORP               COMMON    91913Y100       1717      21700  SH       DEFINED     15,8         21700     0         0
VALERO ENERGY CORP               COMMON    91913Y100      27813     351580  SH       DEFINED     2           351580     0         0
VALERO ENERGY CORP               COMMON    91913Y100        160       2022  SH       DEFINED     23            2022     0         0
VALERO ENERGY CORP               COMMON    91913Y100        122       1548  SH       DEFINED     24               0     0      1548
VALERO ENERGY CORP               COMMON    91913Y100       1302      16464  SH       DEFINED     4            16464     0         0
VALERO ENERGY CORP               COMMON    91913Y100        206       2600  SH       DEFINED     5,15          2600     0         0
VALERO ENERGY CORP               COMMON    91913Y100         86       1086  SH       DEFINED     6             1086     0         0
VALERO ENERGY CORP               COMMON    91913Y100       1294      16354  SH       DEFINED     8            16354     0         0
VALERO ENERGY CORP               COMMON    91913Y100        182       2300  SH       DEFINED     8,13          2300     0         0
VALLEY NATL BANCORP              COMMON    919794107       3939     168458  SH       DEFINED     6           123926     0     44532
VALMONT INDUSTRIES               COMMON    920253101        155       6000  SH       DEFINED     6             6000     0         0
VALOR COMMUNICATIONS GROUP       COMMON    920255106       1581     114600  SH       DEFINED     1           114600     0         0
VALOR COMMUNICATIONS GROUP       COMMON    920255106       1246      90257  SH       DEFINED     9            90257     0         0
VALOR COMMUNICATIONS GROUP       COMMON    920255106         75       5400  SH       DEFINED     2             5400     0         0
VALSPAR CORP                     COMMON    920355104       7201     149121  SH       DEFINED     15          146146     0      1890
VALSPAR CORP                     COMMON    920355104         57       1180  SH       DEFINED     24              70     0      1110
VALSPAR CORP                     COMMON    920355104         44        921  SH       DEFINED     4              921     0         0
VALSPAR CORP                     COMMON    920355104        357       7400  SH       DEFINED     5,15             0     0      7400
VALSPAR CORP                     COMMON    920355104       5581     115566  SH       DEFINED     6           115566     0         0
VALUECLICK INC                   COMMON    92046N102      12662    1026900  SH       DEFINED     1          1026900     0         0
VALUECLICK INC                   COMMON    92046N102       4022     326200  SH       DEFINED     2           326200     0         0
VAN KAMPEN BOND FUND CEF         COMMON    920955101          5        300  SH       DEFINED     24               0     0       300
VAN KAMPEN SENIOR INCOME TRS C   COMMON    920961109          0         15  SH       DEFINED     24               0     0        15
VANGUARD EMERG MARKET VIPERS E   COMMON    922042858          5        100  SH       DEFINED     24               0     0       100
VANGUARD HEALTH CARE VIPERS ET   COMMON    92204A504          5        100  SH       DEFINED     24               0     0       100
VARIAN INC                       COMMON    922206107      33644     890300  SH       DEFINED     1           890300     0         0
VARIAN INC                       COMMON    922206107        317       8400  SH       DEFINED     11,2          8400     0         0
VARIAN INC                       COMMON    922206107       3310      87600  SH       DEFINED     15,22        87600     0         0
VARIAN INC                       COMMON    922206107       5113     135300  SH       DEFINED     2           135300     0         0
VARIAN INC                       COMMON    922206107         94       2500  SH       DEFINED     20            2500     0         0
VARIAN SEMICONDUCTOR EQUIPMENT   COMMON    922207105      16583     448200  SH       DEFINED     1           448200     0         0
VARIAN SEMICONDUCTOR EQUIPMENT   COMMON    922207105       3781     102200  SH       DEFINED     2           102200     0         0
VARIAN MEDICAL SYSTEMS INC       COMMON    92220P105      96614    2588100  SH       DEFINED     1          2588100     0         0
VARIAN MEDICAL SYSTEMS INC       COMMON    92220P105      50056    1340900  SH       DEFINED     1,2        1340900     0         0
VARIAN MEDICAL SYSTEMS INC       COMMON    92220P105        437      11700  SH       DEFINED     15               0     0     11700
VARIAN MEDICAL SYSTEMS INC       COMMON    92220P105       1743      46700  SH       DEFINED     15,22        46700     0         0
VARIAN MEDICAL SYSTEMS INC       COMMON    92220P105        116       3100  SH       DEFINED     15,8          3100     0         0
VARIAN MEDICAL SYSTEMS INC       COMMON    92220P105      16836     451000  SH       DEFINED     2           437500     0     13500
VARIAN MEDICAL SYSTEMS INC       COMMON    92220P105        202       5418  SH       DEFINED     23            5418     0         0
VARIAN MEDICAL SYSTEMS INC       COMMON    92220P105        683      18300  SH       DEFINED     6            18300     0         0
VARIAN MEDICAL SYSTEMS INC       COMMON    92220P105        553      14824  SH       DEFINED     8            14824     0         0
VARIAN MEDICAL SYSTEMS INC       COMMON    92220P105         28        751  SH       DEFINED     8,10           751     0         0
VASCO DATA SECURITY INTL         COMMON    92230Y104        291      30000  SH       DEFINED     24               0     0     30000
VECTREN CORPORATION              COMMON    92240G101        146       5077  SH       DEFINED     24               0     0      5077
VECTREN CORPORATION              COMMON    92240G101          5        175  SH       DEFINED     6              175     0         0
VECTOR GROUP LTD                 COMMON    92240M108        297      16000  SH       DEFINED     15           16000     0         0
VECTOR GROUP LTD                 COMMON    92240M108        214      11500  SH       DEFINED     5,15         11500     0         0
VEECO INSTRS INC DEL             COMMON    922417100         21       1300  SH       DEFINED     15            1300     0         0
VEECO INSTRS INC DEL             COMMON    922417100         52       3200  SH       DEFINED     5,15          3200     0         0
VELOCITY EXPRESS CORP            COMMON    92257T608          0          2  SH       DEFINED     24               0     0         2
VENTAS INC                       COMMON    92276F100        794      26300  SH       DEFINED     15           26300     0         0
VENTAS INC                       COMMON    92276F100      63160    2091377  SH       DEFINED     15         1486959     0    552218



                                                                                         
VENTAS INC                       COMMON    92276F100       1295      42884  SH       DEFINED     24             372     0     42512
VENTAS INC                       COMMON    92276F100       5835     193200  SH       DEFINED     5,15        193200     0         0
VENTAS INC                       COMMON    92276F100       6118     202585  SH       DEFINED     6           202585     0         0
VENTANA MED SYS INC              COMMON    92276H106         80       2000  SH       DEFINED     24               0     0      2000
VENTIV HEALTH INC                COMMON    922793104       5759     298700  SH       DEFINED     15          167000     0    131700
VENTIV HEALTH INC                COMMON    922793104        120       6200  SH       DEFINED     15,14         6200     0         0
VENTIV HEALTH INC                COMMON    922793104       1278      66300  SH       DEFINED     5,15         66300     0         0
VANGUARD EXTD MARKET VIPERS ET   COMMON    922908652         34        400  SH       DEFINED     6              400     0         0
VEOLIA ENVIRONNEMENT-ADR         COMMON    92334N103        551      14743  SH       DEFINED     4            14743     0         0
VERILINK CORP                    COMMON    923432108          4       3516  SH       DEFINED     6             3516     0         0
VERITAS SOFTWARE CORP            COMMON    923436109      43685    1790360  SH       DEFINED     1          1790360     0         0
VERITAS SOFTWARE CORP            COMMON    923436109      42090    1725000  SH       DEFINED     1,2        1725000     0         0
VERITAS SOFTWARE CORP            COMMON    923436109        590      24200  SH       DEFINED     9,15         24200     0         0
VERITAS SOFTWARE CORP            COMMON    923436109       3579     146687  SH       DEFINED     15          137387     0      9300
VERITAS SOFTWARE CORP            COMMON    923436109       2957     121200  SH       DEFINED     15,22       121200     0         0
VERITAS SOFTWARE CORP            COMMON    923436109        578      23700  SH       DEFINED     15,8         23700     0         0
VERITAS SOFTWARE CORP            COMMON    923436109       1635      67000  SH       DEFINED     20           67000     0         0
VERITAS SOFTWARE CORP            COMMON    923436109         88       3600  SH       DEFINED     23            3600     0         0
VERITAS SOFTWARE CORP            COMMON    923436109       8060     330324  SH       DEFINED     24           77041     0    253283
VERITAS SOFTWARE CORP            COMMON    923436109        227       9298  SH       DEFINED     6             9298     0         0
VERITAS SOFTWARE CORP            COMMON    923436109        357      14620  SH       DEFINED     8            14620     0         0
VERITY INC                       COMMON    92343C106         34       3900  SH       DEFINED     15            3900     0         0
VERITY INC                       COMMON    92343C106         52       5900  SH       DEFINED     5,15          5900     0         0
VERISIGN INC                     COMMON    92343E102     166694    5796030  SH       DEFINED     1          5795560     0       470
VERISIGN INC                     COMMON    92343E102      69024    2400000  SH       DEFINED     1,2        2400000     0         0
VERISIGN INC                     COMMON    92343E102        538      18700  SH       DEFINED     9            18700     0         0
VERISIGN INC                     COMMON    92343E102      10293     357900  SH       DEFINED     9,15        357900     0         0
VERISIGN INC                     COMMON    92343E102      55317    1923395  SH       DEFINED     15         1696795     0    203300
VERISIGN INC                     COMMON    92343E102        834      29000  SH       DEFINED     15,14        29000     0         0
VERISIGN INC                     COMMON    92343E102       4550     158200  SH       DEFINED     15,22       158200     0         0
VERISIGN INC                     COMMON    92343E102       1579      54900  SH       DEFINED     15,8         54900     0         0
VERISIGN INC                     COMMON    92343E102      20836     724470  SH       DEFINED     2           706570     0     17900
VERISIGN INC                     COMMON    92343E102       2099      73000  SH       DEFINED     20           73000     0         0
VERISIGN INC                     COMMON    92343E102        292      10167  SH       DEFINED     23           10167     0         0
VERISIGN INC                     COMMON    92343E102          7        255  SH       DEFINED     24               0     0       255
VERISIGN INC                     COMMON    92343E102       9088     316000  SH       DEFINED     3           316000     0         0
VERISIGN INC                     COMMON    92343E102          8        295  SH       DEFINED     4              295     0         0
VERISIGN INC                     COMMON    92343E102       2565      89200  SH       DEFINED     5,15         89200     0         0
VERISIGN INC                     COMMON    92343E102         76       2647  SH       DEFINED     6             2000     0       647
VERISIGN INC                     COMMON    92343E102        636      22131  SH       DEFINED     8            22131     0         0
VERISIGN INC                     COMMON    92343E102         46       1607  SH       DEFINED     8,10          1607     0         0
VERIZON COMMUNICATIONS           COMMON    92343V104       1010      29221  SH       DEFINED     15           23090     0      6131
VERIZON COMMUNICATIONS           COMMON    92343V104       1589      46000  SH       DEFINED     9            46000     0         0
VERIZON COMMUNICATIONS           COMMON    92343V104      18018     521500  SH       DEFINED     9,15        521500     0         0
VERIZON COMMUNICATIONS           COMMON    92343V104     130303    3771443  SH       DEFINED     15         3500943     0    270500
VERIZON COMMUNICATIONS           COMMON    92343V104       2453      71000  SH       DEFINED     15,14        71000     0         0
VERIZON COMMUNICATIONS           COMMON    92343V104       4227     122340  SH       DEFINED     15,22       122340     0         0
VERIZON COMMUNICATIONS           COMMON    92343V104       7000     202600  SH       DEFINED     15,8        202600     0         0
VERIZON COMMUNICATIONS           COMMON    92343V104       1454      42080  SH       DEFINED     23           42080     0         0
VERIZON COMMUNICATIONS           COMMON    92343V104       5208     150724  SH       DEFINED     24           29194     0    121530
VERIZON COMMUNICATIONS           COMMON    92343V104       4885     141400  SH       DEFINED     5,15        141400     0         0
VERIZON COMMUNICATIONS           COMMON    92343V104       2741      79322  SH       DEFINED     6            79322     0         0
VERIZON COMMUNICATIONS           COMMON    92343V104        269       7800  SH       DEFINED     7             7800     0         0
VERIZON COMMUNICATIONS           COMMON    92343V104       4131     119577  SH       DEFINED     8           119577     0         0
VERIZON COMMUNICATIONS           COMMON    92343V104         85       2450  SH       DEFINED     8,10          2450     0         0
VERMONT PURE HOLDINGS LTD        COMMON    924237100          2       1000  SH       DEFINED     24               0     0      1000
VERTEX PHARMACEUTICALS INC       COMMON    92532F100       2501     148400  SH       DEFINED     15           75700     0     72700
VERTEX PHARMACEUTICALS INC       COMMON    92532F100         57       3400  SH       DEFINED     15,14         3400     0         0
VERTEX PHARMACEUTICALS INC       COMMON    92532F100        312      18500  SH       DEFINED     5,15         18500     0         0
VERTRUE INC                      COMMON    92534N101       3086      79200  SH       DEFINED     15           48100     0     31100
VERTRUE INC                      COMMON    92534N101         58       1500  SH       DEFINED     15,14         1500     0         0
VERTRUE INC                      COMMON    92534N101        619      15900  SH       DEFINED     5,15         15900     0         0
VIACOM INC CL A                  COMMON    925524100       4771     148063  SH       DEFINED     1           148063     0         0
VIACOM INC CL A                  COMMON    925524100         11        340  SH       DEFINED     2              340     0         0
VIACOM INC CL A                  COMMON    925524100       1097      34040  SH       DEFINED     24           33800     0       240
VIACOM INC CL A                  COMMON    925524100         34       1050  SH       DEFINED     6             1050     0         0
VIACOM INC CL B                  COMMON    925524308      11061     345442  SH       DEFINED     1           345442     0         0
VIACOM INC CL B                  COMMON    925524308      45845    1431754  SH       DEFINED     9          1431754     0         0
VIACOM INC CL B                  COMMON    925524308      10694     333980  SH       DEFINED     9,15        333980     0         0
VIACOM INC CL B                  COMMON    925524308      88926    2777187  SH       DEFINED     15         2008407     0    750980
VIACOM INC CL B                  COMMON    925524308       1530      47790  SH       DEFINED     15,14        47790     0         0
VIACOM INC CL B                  COMMON    925524308       1089      34010  SH       DEFINED     15,22        34010     0         0
VIACOM INC CL B                  COMMON    925524308       5290     165200  SH       DEFINED     15,8        165200     0         0
VIACOM INC CL B                  COMMON    925524308         12        368  SH       DEFINED     2              368     0         0
VIACOM INC CL B                  COMMON    925524308        683      21346  SH       DEFINED     23           21346     0         0
VIACOM INC CL B                  COMMON    925524308      12383     386719  SH       DEFINED     24           72723     0    313996
VIACOM INC CL B                  COMMON    925524308     110837    3461500  SH       DEFINED     3          3461500     0         0
VIACOM INC CL B                  COMMON    925524308         42       1300  SH       DEFINED     4             1300     0         0
VIACOM INC CL B                  COMMON    925524308       1370      42800  SH       DEFINED     5,15         42800     0         0
VIACOM INC CL B                  COMMON    925524308        679      21190  SH       DEFINED     6            21190     0         0
VIACOM INC CL B                  COMMON    925524308       1512      47229  SH       DEFINED     8            47229     0         0
VIAD CORP                        COMMON    92552R406          2         66  SH       DEFINED     4               66     0         0
VIASYS HEALTHCARE INC            COMMON    92553Q209        508      22500  SH       DEFINED     15           22500     0         0
VIASYS HEALTHCARE INC            COMMON    92553Q209        158       7008  SH       DEFINED     6             4533   875      1600
VIGNETTE CORPORATION             COMMON    926734104         13       1120  SH       DEFINED     24               0     0      1120
VIGNETTE CORPORATION             COMMON    926734401         13       1120  SH       DEFINED     24               0     0      1120
VINEYARD NATL BANCORP CO         COMMON    927426106         47       1504  SH       DEFINED     24               0     0      1504
VINTAGE PETE INC                 COMMON    927460105      13203     433300  SH       DEFINED     15          261000     0    170100
VINTAGE PETE INC                 COMMON    927460105        238       7800  SH       DEFINED     15,14         7800     0         0
VINTAGE PETE INC                 COMMON    927460105        116       3800  SH       DEFINED     15,8          3800     0         0
VINTAGE PETE INC                 COMMON    927460105       3242     106400  SH       DEFINED     5,15        106400     0         0
VINTAGE PETE INC                 COMMON    927460105         37       1200  SH       DEFINED     6                0     0      1200
VIRGINIA FINANCIAL GROUP INC     COMMON    927810101         40       1151  SH       DEFINED     6             1151     0         0



                                                                                         
VIROLOGIC INC-RIGHT              COMMON    92823R169          7      29960  SH       DEFINED     6            29960     0         0
VIROLOGIC INC                    COMMON    92823R201         74      29960  SH       DEFINED     6            29960     0         0
VISHAY INTERTECHNOLOGY INC       COMMON    928298108      12490    1052200  SH       DEFINED     9          1052200     0         0
VISHAY INTERTECHNOLOGY INC       COMMON    928298108       1034      87100  SH       DEFINED     9,22         87100     0         0
VISHAY INTERTECHNOLOGY INC       COMMON    928298108          0          1  SH       DEFINED     15               1     0         0
VISHAY INTERTECHNOLOGY INC       COMMON    928298108         21       1800  SH       DEFINED     6             1800     0         0
VISTEON CORP                     COMMON    92839U107         93      15398  SH       DEFINED     15           15398     0         0
VISTEON CORP                     COMMON    92839U107          1        209  SH       DEFINED     24               0     0       209
VISTEON CORP                     COMMON    92839U107         43       7100  SH       DEFINED     5,15          7100     0         0
VISTACARE INC                    COMMON    92839Y109        894      48400  SH       DEFINED     15           26300     0     22100
VISTACARE INC                    COMMON    92839Y109         18       1000  SH       DEFINED     15,14         1000     0         0
VISTACARE INC                    COMMON    92839Y109        235      12700  SH       DEFINED     5,15         12700     0         0
VITAL SIGNS INC                  COMMON    928469105       1066      24600  SH       DEFINED     15           16500     0      8100
VITAL SIGNS INC                  COMMON    928469105         17        400  SH       DEFINED     15,14          400     0         0
VITAL SIGNS INC                  COMMON    928469105        247       5700  SH       DEFINED     5,15          5700     0         0
VITESSE SEMICONDUCTOR CORP       COMMON    928497106          2       1000  SH       DEFINED     24               0     0      1000
VITESSE SEMICONDUCTOR CORP       COMMON    928497106       2080    1000000  SH       DEFINED     3          1000000     0         0
VIVENDI UNIVERSAL SP ADR         COMMON    92851S204         48       1542  SH       DEFINED     24               0     0      1542
VIVENDI UNIVERSAL SP ADR         COMMON    92851S204        517      16505  SH       DEFINED     4            16505     0         0
VNUS MEDICAL TECHNOLOGIES        COMMON    928566108       7706     642710  SH       DEFINED     1           642710     0         0
VNUS MEDICAL TECHNOLOGIES        COMMON    928566108        751      62600  SH       DEFINED     15,22        62600     0         0
VNUS MEDICAL TECHNOLOGIES        COMMON    928566108        281      23400  SH       DEFINED     2            23400     0         0
VODAFONE GROUP PLC ADR           COMMON    92857W100      20108     826800  SH       DEFINED     1           826800     0         0
VODAFONE GROUP PLC ADR           COMMON    92857W100       6524     268245  SH       DEFINED     12          262915     0      5330
VODAFONE GROUP PLC ADR           COMMON    92857W100      24197     994939  SH       DEFINED     15          994939     0         0
VODAFONE GROUP PLC ADR           COMMON    92857W100       7654     314700  SH       DEFINED     2           314700     0         0
VODAFONE GROUP PLC ADR           COMMON    92857W100        365      15000  SH       DEFINED     23           15000     0         0
VODAFONE GROUP PLC ADR           COMMON    92857W100       5378     221128  SH       DEFINED     24           33284     0    187844
VODAFONE GROUP PLC ADR           COMMON    92857W100       1170      48092  SH       DEFINED     4            48092     0         0
VODAFONE GROUP PLC ADR           COMMON    92857W100      30272    1244738  SH       DEFINED     6          1244738     0         0
VODAFONE GROUP PLC ADR           COMMON    92857W100        417      17146  SH       DEFINED     8            17146     0         0
VOLTERRA SEMICONDUCTOR CORP      COMMON    928708106          9        623  SH       DEFINED     15               0     0       623
VOLTERRA SEMICONDUCTOR CORP      COMMON    928708106      20683    1389064  SH       DEFINED     18               0     0   1389064
VOLVO AB ADR                     COMMON    928856400          0          0  SH       DEFINED     12               0     0         0
VOLVO AB ADR                     COMMON    928856400       2101      51871  SH       DEFINED     15           16099     0     35772
VOLVO AB ADR                     COMMON    928856400        818      20198  SH       DEFINED     4            20198     0         0
VORNADO REALTY TRUST REIT        COMMON    929042109       3599      44760  SH       DEFINED     15           44760     0         0
VORNADO REALTY TRUST REIT        COMMON    929042109        338       4200  SH       DEFINED     9             4200     0         0
VORNADO REALTY TRUST REIT        COMMON    929042109       5998      74600  SH       DEFINED     9,15         74600     0         0
VORNADO REALTY TRUST REIT        COMMON    929042109     268558    3340269  SH       DEFINED     15         2601272     0    671545
VORNADO REALTY TRUST REIT        COMMON    929042109        523       6500  SH       DEFINED     15,14         6500     0         0
VORNADO REALTY TRUST REIT        COMMON    929042109         93       1160  SH       DEFINED     24             260     0       900
VORNADO REALTY TRUST REIT        COMMON    929042109      17798     221368  SH       DEFINED     5,15        221368     0         0
VORNADO REALTY TRUST REIT        COMMON    929042109         37        460  SH       DEFINED     6              460     0         0
VOTORANTIM CELULOSE E PAPEL SA   COMMON    92906P106        484      40000  SH       DEFINED     9            40000     0         0
VULCAN MATERIALS CO              COMMON    929160109        764      11762  SH       DEFINED     15           11762     0         0
VULCAN MATERIALS CO              COMMON    929160109        162       2500  SH       DEFINED     15,8          2500     0         0
VULCAN MATERIALS CO              COMMON    929160109        478       7360  SH       DEFINED     24            2000     0      5360
VULCAN MATERIALS CO              COMMON    929160109     265361    4083100  SH       DEFINED     3          4083100     0         0
VULCAN MATERIALS CO              COMMON    929160109       3581      55100  SH       DEFINED     3,22         55100     0         0
VULCAN MATERIALS CO              COMMON    929160109        296       4557  SH       DEFINED     8             4557     0         0
WCI COMMUNITIES INC              COMMON    92923C104         29        900  SH       DEFINED     6              200   250       450
WGL HOLDINGS INC                 COMMON    92924F106       9591     285100  SH       DEFINED     15          189700     0     95400
WGL HOLDINGS INC                 COMMON    92924F106        151       4500  SH       DEFINED     15,14         4500     0         0
WGL HOLDINGS INC                 COMMON    92924F106       2614      77700  SH       DEFINED     5,15         77700     0         0
WGL HOLDINGS INC                 COMMON    92924F106         32        950  SH       DEFINED     6              950     0         0
W HOLDING COMPANY INC            COMMON    929251106        672      65800  SH       DEFINED     15           38000     0     27800
W HOLDING COMPANY INC            COMMON    929251106         13       1300  SH       DEFINED     15,14         1300     0         0
W HOLDING COMPANY INC            COMMON    929251106        287      28100  SH       DEFINED     5,15         28100     0         0
W HOLDING COMPANY INC            COMMON    929251106         20       1993  SH       DEFINED     6             1993     0         0
WPP GROUP PLC ADR                COMMON    929309300         77       1500  SH       DEFINED     24            1500     0         0
W.P. CAREY & CO. LLC             COMMON    92930Y107         10        330  SH       DEFINED     24               0     0       330
WPS RESOURCES CORP               COMMON    92931B106       1406      24998  SH       DEFINED     24             750     0     24248
WSFS FINL CORP                   COMMON    929328102        728      13300  SH       DEFINED     1            13300     0         0
WSFS FINL CORP                   COMMON    929328102       1767      32300  SH       DEFINED     15           17900     0     14400
WSFS FINL CORP                   COMMON    929328102         38        700  SH       DEFINED     15,14          700     0         0
WSFS FINL CORP                   COMMON    929328102        525       9600  SH       DEFINED     5,15          9600     0         0
WABASH NATL CORP                 COMMON    929566107       4725     195000  SH       DEFINED     1           195000     0         0
WABASH NATL CORP                 COMMON    929566107         78       3200  SH       DEFINED     15            3200     0         0
WABASH NATL CORP                 COMMON    929566107        189       7800  SH       DEFINED     5,15          7800     0         0
WABTEC                           COMMON    929740108       5901     274700  SH       DEFINED     1           274700     0         0
WABTEC                           COMMON    929740108         38       1775  SH       DEFINED     6             1775     0         0
WACHOVIA CORP                    COMMON    929903102      53420    1077020  SH       DEFINED     1          1073640     0      3380
WACHOVIA CORP                    COMMON    929903102        124       2500  SH       DEFINED     9             2500     0         0
WACHOVIA CORP                    COMMON    929903102        198       4000  SH       DEFINED     9,7           4000     0         0
WACHOVIA CORP                    COMMON    929903102        675      13600  SH       DEFINED     9,15         13600     0         0
WACHOVIA CORP                    COMMON    929903102      24744     498876  SH       DEFINED     15          456176     0     42700
WACHOVIA CORP                    COMMON    929903102        193       3900  SH       DEFINED     15,14         3900     0         0
WACHOVIA CORP                    COMMON    929903102       3487      70300  SH       DEFINED     15,8         70300     0         0
WACHOVIA CORP                    COMMON    929903102       4315      87000  SH       DEFINED     2            87000     0         0
WACHOVIA CORP                    COMMON    929903102        408       8231  SH       DEFINED     23            8231     0         0
WACHOVIA CORP                    COMMON    929903102       4475      90223  SH       DEFINED     24           36449     0     53774
WACHOVIA CORP                    COMMON    929903102       7430     149800  SH       DEFINED     3           149800     0         0
WACHOVIA CORP                    COMMON    929903102        367       7400  SH       DEFINED     5,15          7400     0         0
WACHOVIA CORP                    COMMON    929903102      35036     706379  SH       DEFINED     6           706379     0         0
WACHOVIA CORP                    COMMON    929903102        461       9300  SH       DEFINED     7             9300     0         0
WACHOVIA CORP                    COMMON    929903102       2661      53658  SH       DEFINED     8            53658     0         0
WADDELL & REED FINANCIAL INC     COMMON    930059100       5256     284090  SH       DEFINED     1           284090     0         0
WAL-MART STORES INC              COMMON    931142103      89040    1847300  SH       DEFINED     1          1847300     0         0
WAL-MART STORES INC              COMMON    931142103      29566     613400  SH       DEFINED     1,2         613400     0         0
WAL-MART STORES INC              COMMON    931142103        169       3500  SH       DEFINED     9             3500     0         0
WAL-MART STORES INC              COMMON    931142103       8077     167580  SH       DEFINED     9,15        167580     0         0
WAL-MART STORES INC              COMMON    931142103        220       4568  SH       DEFINED     11,8          4568     0         0



                                                                                         
WAL-MART STORES INC              COMMON    931142103     123759    2567609  SH       DEFINED     15         1768247     0    792572
WAL-MART STORES INC              COMMON    931142103        260       5400  SH       DEFINED     15,14         5400     0         0
WAL-MART STORES INC              COMMON    931142103       2060      42730  SH       DEFINED     15,22        42730     0         0
WAL-MART STORES INC              COMMON    931142103       8208     170300  SH       DEFINED     15,8        170300     0         0
WAL-MART STORES INC              COMMON    931142103      25811     535505  SH       DEFINED     2           535505     0         0
WAL-MART STORES INC              COMMON    931142103       1620      33614  SH       DEFINED     23           33614     0         0
WAL-MART STORES INC              COMMON    931142103      69684    1445718  SH       DEFINED     24          186644     0   1259073
WAL-MART STORES INC              COMMON    931142103          0          1  SH       DEFINED     4                1     0         0
WAL-MART STORES INC              COMMON    931142103        516      10700  SH       DEFINED     5,15         10700     0         0
WAL-MART STORES INC              COMMON    931142103      18458     382954  SH       DEFINED     6           376154     0      6800
WAL-MART STORES INC              COMMON    931142103        318       6600  SH       DEFINED     7             6600     0         0
WAL-MART STORES INC              COMMON    931142103       4809      99775  SH       DEFINED     8            99775     0         0
WAL-MART STORES INC              COMMON    931142103        187       3883  SH       DEFINED     8,13          3883     0         0
WALGREEN CO                      COMMON    931422109      26233     570400  SH       DEFINED     1           570400     0         0
WALGREEN CO                      COMMON    931422109      45990    1000000  SH       DEFINED     1,2        1000000     0         0
WALGREEN CO                      COMMON    931422109        367       7990  SH       DEFINED     9,15          7990     0         0
WALGREEN CO                      COMMON    931422109      62599    1361139  SH       DEFINED     15          779750     0    576539
WALGREEN CO                      COMMON    931422109       1404      30520  SH       DEFINED     15,22        30520     0         0
WALGREEN CO                      COMMON    931422109       1637      35600  SH       DEFINED     15,8         35600     0         0
WALGREEN CO                      COMMON    931422109       8283     180110  SH       DEFINED     2           180110     0         0
WALGREEN CO                      COMMON    931422109       1111      24166  SH       DEFINED     23           24166     0         0
WALGREEN CO                      COMMON    931422109      72608    1578770  SH       DEFINED     24          251264     0   1327506
WALGREEN CO                      COMMON    931422109      19678     427876  SH       DEFINED     6           418276     0      9600
WALGREEN CO                      COMMON    931422109       1523      33125  SH       DEFINED     8            33125     0         0
WALTER INDS INC                  COMMON    93317Q105      10689     265900  SH       DEFINED     15          152500     0    113400
WALTER INDS INC                  COMMON    93317Q105        213       5300  SH       DEFINED     15,14         5300     0         0
WALTER INDS INC                  COMMON    93317Q105       2709      67400  SH       DEFINED     5,15         67400     0         0
WARNACO GROUP INC-THE            COMMON    934390402      13943     599700  SH       DEFINED     1           599700     0         0
WARNACO GROUP INC-THE            COMMON    934390402       4485     192900  SH       DEFINED     2           192900     0         0
WARREN RESOURCES INC             COMMON    93564A100       5381     513000  SH       DEFINED     1           513000     0         0
WASHINGTON FEDERAL INC           COMMON    938824109         19        800  SH       DEFINED     15             800     0         0
WASHINGTON GROUP INTL INC        COMMON    938862208         41        800  SH       DEFINED     6              175   225       400
WASHINGTON MUTUAL INC            COMMON    939322103       3355      82460  SH       DEFINED     1            79260     0      3200
WASHINGTON MUTUAL INC            COMMON    939322103      19572     481000  SH       DEFINED     1,3         481000     0         0
WASHINGTON MUTUAL INC            COMMON    939322103        395       9700  SH       DEFINED     9             9700     0         0
WASHINGTON MUTUAL INC            COMMON    939322103       4496     110500  SH       DEFINED     9,15        110500     0         0
WASHINGTON MUTUAL INC            COMMON    939322103        175       4295  SH       DEFINED     11,8          4295     0         0
WASHINGTON MUTUAL INC            COMMON    939322103      39468     969970  SH       DEFINED     15          900761     0     67259
WASHINGTON MUTUAL INC            COMMON    939322103        285       7000  SH       DEFINED     15,14         7000     0         0
WASHINGTON MUTUAL INC            COMMON    939322103       2812      69100  SH       DEFINED     15,8         69100     0         0
WASHINGTON MUTUAL INC            COMMON    939322103        228       5600  SH       DEFINED     2             5600     0         0
WASHINGTON MUTUAL INC            COMMON    939322103        572      14068  SH       DEFINED     23           14068     0         0
WASHINGTON MUTUAL INC            COMMON    939322103        511      12567  SH       DEFINED     24             260     0     12307
WASHINGTON MUTUAL INC            COMMON    939322103       1359      33395  SH       DEFINED     5,15         19800     0     13595
WASHINGTON MUTUAL INC            COMMON    939322103       1182      29040  SH       DEFINED     6            29040     0         0
WASHINGTON MUTUAL INC            COMMON    939322103       2063      50691  SH       DEFINED     8            50691     0         0
WASHINGTON MUTUAL INC            COMMON    939322103         29        717  SH       DEFINED     8,10           717     0         0
WASHINGTON MUTUAL INC            COMMON    939322103        186       4576  SH       DEFINED     8,13          4576     0         0
WASHINGTON MUTUAL (WM) CVT PFD   CONVERT   939322848          2         35  SH       DEFINED     24               0     0        35
WASHINGTON POST CO               COMMON    939640108       3702       4433  SH       DEFINED     24               0     0      4433
WASHINGTON REAL ESTATE INV       COMMON    939653101       2225      71300  SH       DEFINED     15           71300     0         0
WASHINGTON REAL ESTATE INV       COMMON    939653101         31       1000  SH       DEFINED     24            1000     0         0
WASHINGTON REAL ESTATE INV       COMMON    939653101         11        359  SH       DEFINED     6              359     0         0
WASHINGTON TRUST BANCORP         COMMON    940610108         19        700  SH       DEFINED     15             700     0         0
WASHINGTON TRUST BANCORP         COMMON    940610108         47       1700  SH       DEFINED     5,15          1700     0         0
WASTE CONNECTIONS INC            COMMON    941053100       6052     162300  SH       DEFINED     1           162300     0         0
WASTE CONNECTIONS INC            COMMON    941053100          0          0  SH       DEFINED     15               0     0         0
WASTE MANAGEMENT INC             COMMON    94106L109     445699   15726867  SH       DEFINED     1         15726867     0         0
WASTE MANAGEMENT INC             COMMON    94106L109      56864    2006500  SH       DEFINED     1,2        2006500     0         0
WASTE MANAGEMENT INC             COMMON    94106L109       6242     220271  SH       DEFINED     15          213471     0      6800
WASTE MANAGEMENT INC             COMMON    94106L109        360      12700  SH       DEFINED     15,8         12700     0         0
WASTE MANAGEMENT INC             COMMON    94106L109       5518     194700  SH       DEFINED     2           194700     0         0
WASTE MANAGEMENT INC             COMMON    94106L109        419      14800  SH       DEFINED     2,14         14800     0         0
WASTE MANAGEMENT INC             COMMON    94106L109       6874     242565  SH       DEFINED     24           46050     0    196515
WASTE MANAGEMENT INC             COMMON    94106L109       6481     228700  SH       DEFINED     3           228700     0         0
WASTE MANAGEMENT INC             COMMON    94106L109      26914     949696  SH       DEFINED     4           949696     0         0
WASTE MANAGEMENT INC             COMMON    94106L109         27        943  SH       DEFINED     6              943     0         0
WASTE MANAGEMENT INC             COMMON    94106L109        570      20097  SH       DEFINED     8            20097     0         0
WATER PIK TECHNOLOGIES INC       COMMON    94113U100          1         70  SH       DEFINED     6               70     0         0
WATERS CORP                      COMMON    941848103     309329    8322010  SH       DEFINED     1          8322010     0         0
WATERS CORP                      COMMON    941848103      11151     300000  SH       DEFINED     1,2         300000     0         0
WATERS CORP                      COMMON    941848103        152       4100  SH       DEFINED     1,3           4100     0         0
WATERS CORP                      COMMON    941848103        297       8000  SH       DEFINED     11,2          8000     0         0
WATERS CORP                      COMMON    941848103       4475     120392  SH       DEFINED     15          107492     0     12900
WATERS CORP                      COMMON    941848103       2230      60000  SH       DEFINED     15,22        60000     0         0
WATERS CORP                      COMMON    941848103        487      13100  SH       DEFINED     15,8         13100     0         0
WATERS CORP                      COMMON    941848103      20180     542900  SH       DEFINED     2           530500     0     12400
WATERS CORP                      COMMON    941848103        275       7400  SH       DEFINED     2,14          7400     0         0
WATERS CORP                      COMMON    941848103        416      11200  SH       DEFINED     24           11200     0         0
WATERS CORP                      COMMON    941848103      19460     523549  SH       DEFINED     4           523549     0         0
WATERS CORP                      COMMON    941848103        301       8100  SH       DEFINED     5,2           8100     0         0
WATERS CORP                      COMMON    941848103        193       5201  SH       DEFINED     8             5201     0         0
WATSCO INC                       COMMON    942622200       7451     174900  SH       DEFINED     1           174900     0         0
WATSCO INC                       COMMON    942622200       5789     135900  SH       DEFINED     15           75700     0     60200
WATSCO INC                       COMMON    942622200        119       2800  SH       DEFINED     15,14         2800     0         0
WATSCO INC                       COMMON    942622200       1542      36200  SH       DEFINED     5,15         36200     0         0
WATSON PHARMACEUTICALS INC       COMMON    942683103         50       1700  SH       DEFINED     15            1700     0         0
WATSON PHARMACEUTICALS INC       COMMON    942683103       9404     318119  SH       DEFINED     15          277019     0     27500
WATSON PHARMACEUTICALS INC       COMMON    942683103        576      19500  SH       DEFINED     15,8         19500     0         0
WATSON PHARMACEUTICALS INC       COMMON    942683103          6        200  SH       DEFINED     24             200     0         0
WATSON PHARMACEUTICALS INC       COMMON    942683103         65       2200  SH       DEFINED     5,15          2200     0         0
WATSON PHARMACEU CVT(WPI) 1.75   CONVERT   942683AC7          2       2000  SH       DEFINED     24               0     0      2000
WATSON WYATT & CO HOLDINGS       COMMON    942712100        387      15106  SH       DEFINED     24               0     0     15106



                                                                                         
WATTS WATER TECHNOLOGIES INC     COMMON    942749102         23        700  SH       DEFINED     6              700     0         0
WAUSAU PAPER CORP                COMMON    943315101       3662     305700  SH       DEFINED     1           305700     0         0
WEBEX COMMUNICATIONS INC         COMMON    94767L109       8140     308200  SH       DEFINED     1           308200     0         0
WEBEX COMMUNICATIONS INC         COMMON    94767L109        916      34700  SH       DEFINED     15,22        34700     0         0
WEBEX COMMUNICATIONS INC         COMMON    94767L109        502      19000  SH       DEFINED     20           19000     0         0
WEBEX COMMUNICATIONS INC         COMMON    94767L109         80       3015  SH       DEFINED     24             175     0      2840
WEBEX COMMUNICATIONS INC         COMMON    94767L109       7888     298675  SH       DEFINED     6           298675     0         0
WEBSENSE INC                     COMMON    947684106       8760     182300  SH       DEFINED     1           182300     0         0
WEBSENSE INC                     COMMON    947684106       4978     103600  SH       DEFINED     15           53900     0     49700
WEBSENSE INC                     COMMON    947684106        111       2300  SH       DEFINED     15,14         2300     0         0
WEBSENSE INC                     COMMON    947684106       2806      58400  SH       DEFINED     2            58400     0         0
WEBSENSE INC                     COMMON    947684106        577      12000  SH       DEFINED     5,15         12000     0         0
WEBMD CORPORATION                COMMON    94769M105       7317     712500  SH       DEFINED     1           712500     0         0
WEBMD CORPORATION                COMMON    94769M105        834      81200  SH       DEFINED     15,22        81200     0         0
WEBMD CORPORATION                COMMON    94769M105        452      44000  SH       DEFINED     20           44000     0         0
WEBMD CORPORATION                COMMON    94769M105          3        300  SH       DEFINED     24               0     0       300
WEBMD CORPORATION                COMMON    94769M105       5112     497800  SH       DEFINED     3           497800     0         0
WEBSTER FINANCIAL CORP           COMMON    947890109         45        960  SH       DEFINED     15               0     0       960
WEBSTER FINANCIAL CORP           COMMON    947890109        100       2150  SH       DEFINED     15            2150     0         0
WEBSTER FINANCIAL CORP           COMMON    947890109          3         71  SH       DEFINED     4               71     0         0
WEBSTER FINANCIAL CORP           COMMON    947890109         37        800  SH       DEFINED     6                0     0       800
WEIGHT WATCHERS INTERNATIONAL    COMMON    948626106         37        720  SH       DEFINED     15             720     0         0
WEIGHT WATCHERS INTERNATIONAL    COMMON    948626106        392       7600  SH       DEFINED     9,15          7600     0         0
WEIGHT WATCHERS INTERNATIONAL    COMMON    948626106       8836     171200  SH       DEFINED     15          151300     0     15900
WEIGHT WATCHERS INTERNATIONAL    COMMON    948626106        624      12100  SH       DEFINED     15,8         12100     0         0
WEIGHT WATCHERS INTERNATIONAL    COMMON    948626106        996      19300  SH       DEFINED     3            19300     0         0
WEIGHT WATCHERS INTERNATIONAL    COMMON    948626106        181       3500  SH       DEFINED     5,15          3500     0         0
WEIGHT WATCHERS INTERNATIONAL    COMMON    948626106        509       9860  SH       DEFINED     6             3360     0      6500
WEINGARTEN REALTY INVESTORS RE   COMMON    948741103         14        360  SH       DEFINED     15             360     0         0
WEINGARTEN REALTY INVESTORS RE   COMMON    948741103       4339     110625  SH       DEFINED     15          110425     0       200
WEINGARTEN REALTY INVESTORS RE   COMMON    948741103        131       3335  SH       DEFINED     6             3335     0         0
WEIS MKTS INC                    COMMON    948849104        310       8000  SH       DEFINED     15            8000     0         0
WEIS MKTS INC                    COMMON    948849104        310       8000  SH       DEFINED     24            8000     0         0
WELLCARE HEALTH PLANS INC        COMMON    94946T106        320       9000  SH       DEFINED     1             9000     0         0
WELLCARE HEALTH PLANS INC        COMMON    94946T106          7        200  SH       DEFINED     24               0     0       200
WELLCHOICE INC                   COMMON    949475107       6252      90000  SH       DEFINED     1            90000     0         0
WELLCHOICE INC                   COMMON    949475107         12        170  SH       DEFINED     6              170     0         0
WELLMAN INC                      COMMON    949702104       2748     269700  SH       DEFINED     15          147700     0    122000
WELLMAN INC                      COMMON    949702104         58       5700  SH       DEFINED     15,14         5700     0         0
WELLMAN INC                      COMMON    949702104        713      70000  SH       DEFINED     5,15         70000     0         0
WELLPOINT INC COMMON             COMMON    94973V107     253630    3642020  SH       DEFINED     1          3642020     0         0
WELLPOINT INC COMMON             COMMON    94973V107      42007     603200  SH       DEFINED     1,2         603200     0         0
WELLPOINT INC COMMON             COMMON    94973V107        149       2140  SH       DEFINED     9,15          2140     0         0
WELLPOINT INC COMMON             COMMON    94973V107       4142      59477  SH       DEFINED     15           59477     0         0
WELLPOINT INC COMMON             COMMON    94973V107       5167      74200  SH       DEFINED     15,22        74200     0         0
WELLPOINT INC COMMON             COMMON    94973V107      22084     317120  SH       DEFINED     2           317120     0         0
WELLPOINT INC COMMON             COMMON    94973V107        139       2000  SH       DEFINED     20            2000     0         0
WELLPOINT INC COMMON             COMMON    94973V107       1926      27652  SH       DEFINED     23           27652     0         0
WELLPOINT INC COMMON             COMMON    94973V107        623       8947  SH       DEFINED     24            6114     0      2833
WELLPOINT INC COMMON             COMMON    94973V107     478893    6876700  SH       DEFINED     3          6876700     0         0
WELLPOINT INC COMMON             COMMON    94973V107       4283      61500  SH       DEFINED     3,22         61500     0         0
WELLPOINT INC COMMON             COMMON    94973V107         51        726  SH       DEFINED     4              726     0         0
WELLPOINT INC COMMON             COMMON    94973V107      21098     302965  SH       DEFINED     6           297565   600      4800
WELLPOINT INC COMMON             COMMON    94973V107        348       5000  SH       DEFINED     7             5000     0         0
WELLPOINT INC COMMON             COMMON    94973V107       1576      22636  SH       DEFINED     8            22636     0         0
WELLS FARGO & COMPANY            COMMON    949746101      47641     773650  SH       DEFINED     1           770510     0      3140
WELLS FARGO & COMPANY            COMMON    949746101        690      11200  SH       DEFINED     9            11200     0         0
WELLS FARGO & COMPANY            COMMON    949746101      10838     176000  SH       DEFINED     9,15        176000     0         0
WELLS FARGO & COMPANY            COMMON    949746101        646      10493  SH       DEFINED     11,8         10493     0         0
WELLS FARGO & COMPANY            COMMON    949746101      82653    1342211  SH       DEFINED     15         1238163     0    104048
WELLS FARGO & COMPANY            COMMON    949746101       1065      17300  SH       DEFINED     15,14        17300     0         0
WELLS FARGO & COMPANY            COMMON    949746101       7463     121200  SH       DEFINED     15,8        121200     0         0
WELLS FARGO & COMPANY            COMMON    949746101      10918     177300  SH       DEFINED     2           177300     0         0
WELLS FARGO & COMPANY            COMMON    949746101       2130      34587  SH       DEFINED     23           34587     0         0
WELLS FARGO & COMPANY            COMMON    949746101      19539     317290  SH       DEFINED     24           55604     0    261686
WELLS FARGO & COMPANY            COMMON    949746101      10998     178600  SH       DEFINED     3           178600     0         0
WELLS FARGO & COMPANY            COMMON    949746101          0          1  SH       DEFINED     4                1     0         0
WELLS FARGO & COMPANY            COMMON    949746101       2131      34600  SH       DEFINED     5,15         34600     0         0
WELLS FARGO & COMPANY            COMMON    949746101      28790     467529  SH       DEFINED     6           467529     0         0
WELLS FARGO & COMPANY            COMMON    949746101       6875     111646  SH       DEFINED     8           111646     0         0
WELLS FARGO & COMPANY            COMMON    949746101         94       1522  SH       DEFINED     8,10          1522     0         0
WELLS FARGO & COMPANY            COMMON    949746101        556       9030  SH       DEFINED     8,13          9030     0         0
WENDY'S INTERNATIONAL INC        COMMON    950590109        532      11159  SH       DEFINED     15           11159     0         0
WENDY'S INTERNATIONAL INC        COMMON    950590109      53287    1118300  SH       DEFINED     3          1118300     0         0
WENDY'S INTERNATIONAL INC        COMMON    950590109        313       6574  SH       DEFINED     8             6574     0         0
WESBANCO INC                     COMMON    950810101        420      14000  SH       DEFINED     1            14000     0         0
WESBANCO INC                     COMMON    950810101       1576      52500  SH       DEFINED     15           29400     0     23100
WESBANCO INC                     COMMON    950810101         33       1100  SH       DEFINED     15,14         1100     0         0
WESBANCO INC                     COMMON    950810101        462      15400  SH       DEFINED     5,15         15400     0         0
WESCAST INDUSTRIES INC CL A      COMMON    950813105       5312     241000  SH       DEFINED     1,3         241000     0         0
WESCAST INDUSTRIES INC CL A      COMMON    950813105         55       2500  SH       DEFINED     2             2500     0         0
WESCAST INDUSTRIES INC CL A      COMMON    950813105       7552     342600  SH       DEFINED     3           342600     0         0
WESCO INTL INC                   COMMON    95082P105      18326     584000  SH       DEFINED     1           584000     0         0
WESCO INTL INC                   COMMON    95082P105       5598     178400  SH       DEFINED     15           95800     0     82600
WESCO INTL INC                   COMMON    95082P105        116       3700  SH       DEFINED     15,14         3700     0         0
WESCO INTL INC                   COMMON    95082P105        700      22300  SH       DEFINED     2            22300     0         0
WESCO INTL INC                   COMMON    95082P105       1208      38500  SH       DEFINED     5,15         38500     0         0
WEST COAST BANCORP/OREGON        COMMON    952145100        654      26800  SH       DEFINED     15           16100     0     10700
WEST COAST BANCORP/OREGON        COMMON    952145100         12        500  SH       DEFINED     15,14          500     0         0
WEST COAST BANCORP/OREGON        COMMON    952145100        293      12000  SH       DEFINED     5,15         12000     0         0
WEST COAST BANCORP/OREGON        COMMON    952145100         40       1625  SH       DEFINED     6              100   750       775
WEST CORPORATION                 COMMON    952355105        305       7940  SH       DEFINED     1             7700     0       240
WEST CORPORATION                 COMMON    952355105        376       9800  SH       DEFINED     15            9800     0         0



                                                                                         
WEST CORPORATION                 COMMON    952355105         29        750  SH       DEFINED     6              175   200       375
WESTAIM CORPORATION              COMMON    956909105        851     275700  SH       DEFINED     1           275700     0         0
WESTAIM CORPORATION              COMMON    956909105      24032    7787500  SH       DEFINED     1,3        7787500     0         0
WESTAIM CORPORATION              COMMON    956909105        242      78300  SH       DEFINED     2            78300     0         0
WESTAMERICA BANCORPORATION       COMMON    957090103       4410      83500  SH       DEFINED     15           45700     0     37800
WESTAMERICA BANCORPORATION       COMMON    957090103         95       1800  SH       DEFINED     15,14         1800     0         0
WESTAMERICA BANCORPORATION       COMMON    957090103       1167      22100  SH       DEFINED     5,15         22100     0         0
WESTAR ENERGY INC                COMMON    95709T100       5407     225000  SH       DEFINED     1           225000     0         0
WESTELL TECHNOLOGIES INC         COMMON    957541105       2161     361410  SH       DEFINED     1           361410     0         0
WESTELL TECHNOLOGIES INC         COMMON    957541105          1        140  SH       DEFINED     24               0     0       140
WA/CLAY US TREAS INFL PROTEC C   COMMON    95766Q106          5        400  SH       DEFINED     24               0     0       400
WESTCORP                         COMMON    957907108       1636      31200  SH       DEFINED     1            31200     0         0
WESTERN DIGITAL CORP             COMMON    958102105      10195     759700  SH       DEFINED     1           759700     0         0
WESTERN DIGITAL CORP             COMMON    958102105       4069     303200  SH       DEFINED     1,3         303200     0         0
WESTERN DIGITAL CORP             COMMON    958102105        468      34900  SH       DEFINED     9            34900     0         0
WESTERN DIGITAL CORP             COMMON    958102105         44       3300  SH       DEFINED     9,7           3300     0         0
WESTERN DIGITAL CORP             COMMON    958102105       1390     103600  SH       DEFINED     9,2         103600     0         0
WESTERN DIGITAL CORP             COMMON    958102105        564      42000  SH       DEFINED     11,8         42000     0         0
WESTERN DIGITAL CORP             COMMON    958102105       3198     238300  SH       DEFINED     15          205300     0     20300
WESTERN DIGITAL CORP             COMMON    958102105        118       8800  SH       DEFINED     15,8          8800     0         0
WESTERN DIGITAL CORP             COMMON    958102105        381      28400  SH       DEFINED     2            28400     0         0
WESTERN DIGITAL CORP             COMMON    958102105        452      33678  SH       DEFINED     23           33678     0         0
WESTERN DIGITAL CORP             COMMON    958102105         16       1228  SH       DEFINED     24               0     0      1228
WESTERN DIGITAL CORP             COMMON    958102105         28       2100  SH       DEFINED     5,15          2100     0         0
WESTERN DIGITAL CORP             COMMON    958102105         11        800  SH       DEFINED     6              800     0         0
WESTERN DIGITAL CORP             COMMON    958102105       2165     161311  SH       DEFINED     8           161311     0         0
WESTERN DIGITAL CORP             COMMON    958102105         43       3212  SH       DEFINED     8,10          3212     0         0
WESTERN DIGITAL CORP             COMMON    958102105        490      36500  SH       DEFINED     8,13         36500     0         0
WESTERN SIERRA BANCORP           COMMON    959522103        533      15750  SH       DEFINED     15            8150     0      7600
WESTERN SIERRA BANCORP           COMMON    959522103         14        400  SH       DEFINED     15,14          400     0         0
WESTERN SIERRA BANCORP           COMMON    959522103         71       2100  SH       DEFINED     5,15          2100     0         0
WESTERN SIERRA BANCORP           COMMON    959522103         16        475  SH       DEFINED     6              475     0         0
WESTERN WIRELESS                 COMMON    95988E204        165       3900  SH       DEFINED     15            3900     0         0
WESTERN WIRELESS                 COMMON    95988E204       2377      56200  SH       DEFINED     15,22        56200     0         0
WESTLAKE CHEMICAL CORP           COMMON    960413102       3638     148500  SH       DEFINED     1           148500     0         0
WESTLAKE CHEMICAL CORP           COMMON    960413102        436      17800  SH       DEFINED     15            9100     0      8700
WESTLAKE CHEMICAL CORP           COMMON    960413102         10        400  SH       DEFINED     15,14          400     0         0
WESTLAKE CHEMICAL CORP           COMMON    960413102         51       2100  SH       DEFINED     5,15          2100     0         0
WESTPAC BANKING ADR              COMMON    961214301        152       2000  SH       DEFINED     24               0     0      2000
WESTWOOD ONE INC                 COMMON    961815107         11        540  SH       DEFINED     15             540     0         0
WESTWOOD ONE INC                 COMMON    961815107       7073     346200  SH       DEFINED     15          301500     0     28700
WESTWOOD ONE INC                 COMMON    961815107        355      17400  SH       DEFINED     15,8         17400     0         0
WESTWOOD ONE INC                 COMMON    961815107         53       2600  SH       DEFINED     5,15          2600     0         0
WESTWOOD ONE INC                 COMMON    961815107          9        450  SH       DEFINED     6              450     0         0
WEYERHAEUSER CO                  COMMON    962166104      26610     418065  SH       DEFINED     15          417880     0       185
WEYERHAEUSER CO                  COMMON    962166104        235       3690  SH       DEFINED     9,15          3690     0         0
WEYERHAEUSER CO                  COMMON    962166104      27917     438603  SH       DEFINED     15          195834     0    240409
WEYERHAEUSER CO                  COMMON    962166104        943      14820  SH       DEFINED     15,22        14820     0         0
WEYERHAEUSER CO                  COMMON    962166104        261       4100  SH       DEFINED     15,8          4100     0         0
WEYERHAEUSER CO                  COMMON    962166104        237       3720  SH       DEFINED     23            3720     0         0
WEYERHAEUSER CO                  COMMON    962166104        134       2100  SH       DEFINED     24               0     0      2100
WEYERHAEUSER CO                  COMMON    962166104        369       5800  SH       DEFINED     6             5800     0         0
WEYERHAEUSER CO                  COMMON    962166104        382       6000  SH       DEFINED     7             6000     0         0
WEYERHAEUSER CO                  COMMON    962166104        950      14922  SH       DEFINED     8            14922     0         0
WEYERHAEUSER CO                  COMMON    962166104         37        577  SH       DEFINED     8,10           577     0         0
WHIRLPOOL CORP                   COMMON    963320106       8617     122902  SH       DEFINED     15          120944     0      1408
WHIRLPOOL CORP                   COMMON    963320106        362       5170  SH       DEFINED     5,15             0     0      5170
WHIRLPOOL CORP                   COMMON    963320106        203       2901  SH       DEFINED     8             2901     0         0
WHITING PETROLEUM CORP           COMMON    966387102       2516      69300  SH       DEFINED     15           35900     0     33400
WHITING PETROLEUM CORP           COMMON    966387102         58       1600  SH       DEFINED     15,14         1600     0         0
WHITING PETROLEUM CORP           COMMON    966387102        396      10900  SH       DEFINED     5,15         10900     0         0
WHITING PETROLEUM CORP           COMMON    966387102        264       7275  SH       DEFINED     6             6200   375       700
WHITNEY HLDG CORP                COMMON    966612103         50       1518  SH       DEFINED     6             1518     0         0
WHOLE FOODS MKT INC              COMMON    966837106       4575      38700  SH       DEFINED     1            38700     0         0
WHOLE FOODS MKT INC              COMMON    966837106      25380     214700  SH       DEFINED     1,2         214700     0         0
WHOLE FOODS MKT INC              COMMON    966837106       4512      38170  SH       DEFINED     2            38170     0         0
WHOLE FOODS MKT INC              COMMON    966837106        381       3223  SH       DEFINED     24            1105     0      2118
WHOLE FOODS MKT INC              COMMON    966837106      21985     185979  SH       DEFINED     6           185979     0         0
WHOLE FOODS MKT INC              COMMON    966837106        159       1343  SH       DEFINED     8             1343     0         0
WILLIAMS COMMUNICATIONS-CL A     COMMON    969455104          0        100  SH       DEFINED     4              100     0         0
WILLIAMS COS INC                 COMMON    969457100     186890    9836340  SH       DEFINED     1          9836340     0         0
WILLIAMS COS INC                 COMMON    969457100        280      14750  SH       DEFINED     1,3          14750     0         0
WILLIAMS COS INC                 COMMON    969457100         74       3900  SH       DEFINED     9             3900     0         0
WILLIAMS COS INC                 COMMON    969457100       1632      85900  SH       DEFINED     9,15         85900     0         0
WILLIAMS COS INC                 COMMON    969457100      25108    1321487  SH       DEFINED     15         1142287     0    138600
WILLIAMS COS INC                 COMMON    969457100       2586     136100  SH       DEFINED     15,14       136100     0         0
WILLIAMS COS INC                 COMMON    969457100       1129      59400  SH       DEFINED     15,8         59400     0         0
WILLIAMS COS INC                 COMMON    969457100      14674     772300  SH       DEFINED     2           740000     0     32300
WILLIAMS COS INC                 COMMON    969457100        560      29487  SH       DEFINED     24            1795     0     27692
WILLIAMS COS INC                 COMMON    969457100      61868    3256232  SH       DEFINED     4          3256232     0         0
WILLIAMS COS INC                 COMMON    969457100        355      18700  SH       DEFINED     5,15         18700     0         0
WILLIAMS COS INC                 COMMON    969457100        550      28950  SH       DEFINED     5,2          28950     0         0
WILLIAMS COS INC                 COMMON    969457100          6        300  SH       DEFINED     6              300     0         0
WILLIAMS COS INC                 COMMON    969457100        368      19380  SH       DEFINED     8            19380     0         0
CLAYTON WILLIAMS ENERGY INC      COMMON    969490101        498      16600  SH       DEFINED     15            9100     0      7500
CLAYTON WILLIAMS ENERGY INC      COMMON    969490101         12        400  SH       DEFINED     15,14          400     0         0
CLAYTON WILLIAMS ENERGY INC      COMMON    969490101        138       4600  SH       DEFINED     5,15          4600     0         0
WILLIAMS SONOMA INC              COMMON    969904101      23592     596200  SH       DEFINED     1           596200     0         0
WILLIAMS SONOMA INC              COMMON    969904101       2212      55900  SH       DEFINED     2            55900     0         0
WILLIAMS SONOMA INC              COMMON    969904101          8        195  SH       DEFINED     4              195     0         0
WILLIAMS SONOMA INC              COMMON    969904101        372       9400  SH       DEFINED     6             9400     0         0
WILMINGTON TRUST CORP            COMMON    971807102        417      11575  SH       DEFINED     24               0     0     11575
WIND RIVER SYSTEMS INC           COMMON    973149107       5601     357200  SH       DEFINED     15          185600     0    171600



                                                                                         
WIND RIVER SYSTEMS INC           COMMON    973149107        127       8100  SH       DEFINED     15,14         8100     0         0
WIND RIVER SYSTEMS INC           COMMON    973149107          8        505  SH       DEFINED     24             505     0         0
WIND RIVER SYSTEMS INC           COMMON    973149107        674      43000  SH       DEFINED     5,15         43000     0         0
WINNEBAGO INDUSTRIES             COMMON    974637100         66       2000  SH       DEFINED     24               0     0      2000
WINNEBAGO INDUSTRIES             COMMON    974637100        157       4800  SH       DEFINED     6             3400  1400         0
WINSTON HOTELS INC               COMMON    97563A102       1773     157500  SH       DEFINED     15           38100     0    119400
WINSTON HOTELS INC               COMMON    97563A102          7        600  SH       DEFINED     15,14          600     0         0
WINSTON HOTELS INC               COMMON    97563A102         79       7000  SH       DEFINED     5,15          7000     0         0
WINTRUST FINANCIAL CORP          COMMON    97650W108       4685      89500  SH       DEFINED     1            89500     0         0
WINTRUST FINANCIAL CORP          COMMON    97650W108        105       2000  SH       DEFINED     24               0     0      2000
WIPRO LTD-ADR                    COMMON    97651M109      12049     577600  SH       DEFINED     1           577600     0         0
WIPRO LTD-ADR                    COMMON    97651M109        213      10200  SH       DEFINED     9,15         10200     0         0
WIPRO LTD-ADR                    COMMON    97651M109       1339      64200  SH       DEFINED     15,22        64200     0         0
WIPRO LTD-ADR                    COMMON    97651M109        782      37500  SH       DEFINED     20           37500     0         0
WIRELESS HOLDRS TRUST            COMMON    97653L208          1         25  SH       DEFINED     24               0     0        25
WISCONSIN ENERGY CORP            COMMON    976657106      59799    1533300  SH       DEFINED     1          1533300     0         0
WISCONSIN ENERGY CORP            COMMON    976657106        125       3200  SH       DEFINED     1,3           3200     0         0
WISCONSIN ENERGY CORP            COMMON    976657106       1150      29489  SH       DEFINED     15           29489     0         0
WISCONSIN ENERGY CORP            COMMON    976657106       4313     110600  SH       DEFINED     2           110600     0         0
WISCONSIN ENERGY CORP            COMMON    976657106        127       3250  SH       DEFINED     24            2250     0      1000
WISCONSIN ENERGY CORP            COMMON    976657106      36641     939501  SH       DEFINED     4           939501     0         0
WISCONSIN ENERGY CORP            COMMON    976657106        246       6300  SH       DEFINED     5,2           6300     0         0
WISCONSIN ENERGY CORP            COMMON    976657106        257       6600  SH       DEFINED     6             6600     0         0
WISCONSIN ENERGY CORP            COMMON    976657106        192       4914  SH       DEFINED     8             4914     0         0
WOLVERINE TUBE INC               COMMON    978093102         20       3475  SH       DEFINED     6              750   975      1750
WOLVERINE WORLD WIDE INC         COMMON    978097103      10459     435600  SH       DEFINED     1           435600     0         0
WOLVERINE WORLD WIDE INC         COMMON    978097103      12681     528150  SH       DEFINED     15          305050     0    219200
WOLVERINE WORLD WIDE INC         COMMON    978097103        243      10100  SH       DEFINED     15,14        10100     0         0
WOLVERINE WORLD WIDE INC         COMMON    978097103       3343     139250  SH       DEFINED     2           139250     0         0
WOLVERINE WORLD WIDE INC         COMMON    978097103         12        480  SH       DEFINED     24               0     0       480
WOLVERINE WORLD WIDE INC         COMMON    978097103       2019      84100  SH       DEFINED     5,15         84100     0         0
WOODWARD GOVERNOR CO             COMMON    980745103       4042      48100  SH       DEFINED     15           29700     0     18400
WOODWARD GOVERNOR CO             COMMON    980745103         84       1000  SH       DEFINED     15,14         1000     0         0
WOODWARD GOVERNOR CO             COMMON    980745103       1025      12200  SH       DEFINED     5,15         12200     0         0
WORLD ACCEPTANCE CORP            COMMON    981419104       2542      84600  SH       DEFINED     1            84600     0         0
WORLD ACCEPTANCE CORP            COMMON    981419104         12        400  SH       DEFINED     15             400     0         0
WPT ENTERPIRSES INC              COMMON    98211W108        844      43300  SH       DEFINED     15           24000     0     19300
WPT ENTERPIRSES INC              COMMON    98211W108         16        800  SH       DEFINED     15,14          800     0         0
WPT ENTERPIRSES INC              COMMON    98211W108        285      14600  SH       DEFINED     5,15         14600     0         0
WRIGHT EXPRESS CORP              COMMON    98233Q105       4614     249800  SH       DEFINED     1           249800     0         0
WRIGHT MEDICAL GROUP INC         COMMON    98235T107      16576     620600  SH       DEFINED     1           620600     0         0
WRIGHT MEDICAL GROUP INC         COMMON    98235T107       4527     169500  SH       DEFINED     2           169500     0         0
WRIGLEY (WM) JR CO               COMMON    982526105       1310      19033  SH       DEFINED     15           19033     0         0
WRIGLEY (WM) JR CO               COMMON    982526105       2944      42763  SH       DEFINED     24             421     0     42342
WRIGLEY (WM) JR CO               COMMON    982526105       1039      15100  SH       DEFINED     3            15100     0         0
WRIGLEY (WM) JR CO               COMMON    982526105        232       3375  SH       DEFINED     6             3375     0         0
WRIGLEY (WM) JR CO               COMMON    982526105        344       5000  SH       DEFINED     7             5000     0         0
WRIGLEY (WM) JR CO               COMMON    982526105        316       4591  SH       DEFINED     8             4591     0         0
WYETH                            COMMON    983024100     479841   10782940  SH       DEFINED     1         10782940     0         0
WYETH                            COMMON    983024100      36268     815000  SH       DEFINED     1,2         815000     0         0
WYETH                            COMMON    983024100       8629     193900  SH       DEFINED     1,3         193900     0         0
WYETH                            COMMON    983024100      38782     871500  SH       DEFINED     9           871500     0         0
WYETH                            COMMON    983024100        147       3300  SH       DEFINED     9,7           3300     0         0
WYETH                            COMMON    983024100      10630     238870  SH       DEFINED     9,15        238870     0         0
WYETH                            COMMON    983024100       2897      65100  SH       DEFINED     9,2          65100     0         0
WYETH                            COMMON    983024100       1202      27000  SH       DEFINED     11,2         27000     0         0
WYETH                            COMMON    983024100      91134    2047950  SH       DEFINED     15         1623832     0    418813
WYETH                            COMMON    983024100        503      11300  SH       DEFINED     15,14        11300     0         0
WYETH                            COMMON    983024100      16089     361540  SH       DEFINED     15,22       361540     0         0
WYETH                            COMMON    983024100       3769      84700  SH       DEFINED     15,8         84700     0         0
WYETH                            COMMON    983024100      22119     497050  SH       DEFINED     2           497050     0         0
WYETH                            COMMON    983024100        325       7300  SH       DEFINED     2,14          7300     0         0
WYETH                            COMMON    983024100       1206      27100  SH       DEFINED     20           27100     0         0
WYETH                            COMMON    983024100        641      14409  SH       DEFINED     23           14409     0         0
WYETH                            COMMON    983024100       5071     113962  SH       DEFINED     24           28796     0     85166
WYETH                            COMMON    983024100      15759     354128  SH       DEFINED     4           354128     0         0
WYETH                            COMMON    983024100       1741      39115  SH       DEFINED     5,15         23900     0     15215
WYETH                            COMMON    983024100       3597      80828  SH       DEFINED     6            80828     0         0
WYETH                            COMMON    983024100       1978      44445  SH       DEFINED     8            44445     0         0
WYNN RESORTS LTD                 COMMON    983134107       4307      91123  SH       DEFINED     1            91123     0         0
WYNN RESORTS LTD                 COMMON    983134107        340       7200  SH       DEFINED     15,14         7200     0         0
WYNN RESORTS LTD                 COMMON    983134107          6        130  SH       DEFINED     2              130     0         0
XM SATELLITE RADIO               COMMON    983759101      29301     870500  SH       DEFINED     1           870500     0         0
XM SATELLITE RADIO               COMMON    983759101      72460    2152700  SH       DEFINED     1,2        2152700     0         0
XM SATELLITE RADIO               COMMON    983759101        942      28000  SH       DEFINED     15,22        28000     0         0
XM SATELLITE RADIO               COMMON    983759101       9430     280150  SH       DEFINED     2           280150     0         0
XM SATELLITE RADIO               COMMON    983759101        370      11000  SH       DEFINED     20           11000     0         0
XM SATELLITE RADIO               COMMON    983759101        100       2985  SH       DEFINED     24             155     0      2830
XM SATELLITE RADIO               COMMON    983759101       9314     276709  SH       DEFINED     6           264709     0     12000
XM SATELLITE RADIO               COMMON    983759101        143       4246  SH       DEFINED     8             4246     0         0
XM SATELLITE RADIO WT            COMMON    98375Y130        222       3700  SH       DEFINED     1             3700     0         0
XTO ENERGY INC                   COMMON    98385X106       6537     192333  SH       DEFINED     1           192333     0         0
XTO ENERGY INC                   COMMON    98385X106      36256    1066666  SH       DEFINED     1,2        1066666     0         0
XTO ENERGY INC                   COMMON    98385X106       1191      35035  SH       DEFINED     15           35035     0         0
XTO ENERGY INC                   COMMON    98385X106       6532     192180  SH       DEFINED     2           192180     0         0
XTO ENERGY INC                   COMMON    98385X106        469      13785  SH       DEFINED     24            1201     0     12584
XTO ENERGY INC                   COMMON    98385X106         16        467  SH       DEFINED     4              467     0         0
XTO ENERGY INC                   COMMON    98385X106      37553    1104823  SH       DEFINED     6          1104823     0         0
XTO ENERGY INC                   COMMON    98385X106        288       8476  SH       DEFINED     8             8476     0         0
XCEL ENERGY INC                  COMMON    98389B100        197      10080  SH       DEFINED     15           10080     0         0
XCEL ENERGY INC                  COMMON    98389B100       1472      75400  SH       DEFINED     9,15         75400     0         0
XCEL ENERGY INC                  COMMON    98389B100      12433     636911  SH       DEFINED     15          573095     0     53916
XCEL ENERGY INC                  COMMON    98389B100       1958     100300  SH       DEFINED     15,8        100300     0         0



                                                                                         
XCEL ENERGY INC                  COMMON    98389B100         98       5000  SH       DEFINED     23            5000     0         0
XCEL ENERGY INC                  COMMON    98389B100         66       3356  SH       DEFINED     24               0     0      3356
XCEL ENERGY INC                  COMMON    98389B100         31       1600  SH       DEFINED     5,15          1600     0         0
XCEL ENERGY INC                  COMMON    98389B100        299      15336  SH       DEFINED     8            15336     0         0
XILINX INC                       COMMON    983919101      98287    3854400  SH       DEFINED     1          3854400     0         0
XILINX INC                       COMMON    983919101      23333     915000  SH       DEFINED     1,2         915000     0         0
XILINX INC                       COMMON    983919101        102       4000  SH       DEFINED     1,3           4000     0         0
XILINX INC                       COMMON    983919101       1557      61050  SH       DEFINED     15           61050     0         0
XILINX INC                       COMMON    983919101      12674     497000  SH       DEFINED     2           497000     0         0
XILINX INC                       COMMON    983919101       7969     312525  SH       DEFINED     24           80500     0    232025
XILINX INC                       COMMON    983919101      21793     854635  SH       DEFINED     4           854635     0         0
XILINX INC                       COMMON    983919101        196       7700  SH       DEFINED     5,2           7700     0         0
XILINX INC                       COMMON    983919101        137       5365  SH       DEFINED     6             5365     0         0
XILINX INC                       COMMON    983919101        301      11802  SH       DEFINED     8            11802     0         0
XEROX CORP                       COMMON    984121103     166341   12062440  SH       DEFINED     1         12062440     0         0
XEROX CORP                       COMMON    984121103      48228    3497300  SH       DEFINED     1,2        3497300     0         0
XEROX CORP                       COMMON    984121103        215      15600  SH       DEFINED     1,3          15600     0         0
XEROX CORP                       COMMON    984121103       1382     100200  SH       DEFINED     9,15        100200     0         0
XEROX CORP                       COMMON    984121103       6180     448120  SH       DEFINED     15          409320     0     38800
XEROX CORP                       COMMON    984121103       1124      81500  SH       DEFINED     15,8         81500     0         0
XEROX CORP                       COMMON    984121103       9454     685600  SH       DEFINED     2           685600     0         0
XEROX CORP                       COMMON    984121103        589      42706  SH       DEFINED     23           42706     0         0
XEROX CORP                       COMMON    984121103         43       3091  SH       DEFINED     24            1531     0      1560
XEROX CORP                       COMMON    984121103      44053    3194557  SH       DEFINED     4          3194557     0         0
XEROX CORP                       COMMON    984121103        422      30600  SH       DEFINED     5,2          30600     0         0
XEROX CORP                       COMMON    984121103        103       7471  SH       DEFINED     6             7471     0         0
XEROX CORP                       COMMON    984121103        653      47329  SH       DEFINED     8            47329     0         0
XEROX CORP                       COMMON    984121103         13        931  SH       DEFINED     8,10           931     0         0
YAK COMMUNICATIONS INC           COMMON    984208207         17       3425  SH       DEFINED     6              750   950      1725
YAHOO INC                        COMMON    984332106     162197    4681000  SH       DEFINED     1          4681000     0         0
YAHOO INC                        COMMON    984332106     136303    3933700  SH       DEFINED     1,2        3933700     0         0
YAHOO INC                        COMMON    984332106        327       9440  SH       DEFINED     9,15          9440     0         0
YAHOO INC                        COMMON    984332106      43290    1249355  SH       DEFINED     15          654375     0    589130
YAHOO INC                        COMMON    984332106       1639      47300  SH       DEFINED     15,14        47300     0         0
YAHOO INC                        COMMON    984332106       7448     214940  SH       DEFINED     15,22       214940     0         0
YAHOO INC                        COMMON    984332106        911      26300  SH       DEFINED     15,8         26300     0         0
YAHOO INC                        COMMON    984332106      25953     749010  SH       DEFINED     2           749010     0         0
YAHOO INC                        COMMON    984332106       3898     112500  SH       DEFINED     20          112500     0         0
YAHOO INC                        COMMON    984332106        752      21716  SH       DEFINED     23           21716     0         0
YAHOO INC                        COMMON    984332106         90       2610  SH       DEFINED     24               0     0      2610
YAHOO INC                        COMMON    984332106        172       4964  SH       DEFINED     6             4964     0         0
YAHOO INC                        COMMON    984332106       1287      37131  SH       DEFINED     8            37131     0         0
YAMANA GOLD INC                  COMMON    98462Y100       2180     600000  SH       DEFINED     3           600000     0         0
YANKEE CANDLE INC                COMMON    984757104       7595     236600  SH       DEFINED     1           236600     0         0
YANKEE CANDLE INC                COMMON    984757104       2106      65600  SH       DEFINED     15           34600     0     31000
YANKEE CANDLE INC                COMMON    984757104         48       1500  SH       DEFINED     15,14         1500     0         0
YANKEE CANDLE INC                COMMON    984757104        250       7800  SH       DEFINED     5,15          7800     0         0
YELLOW ROADWAY CORP              COMMON    985577105         11        220  SH       DEFINED     15             220     0         0
YELLOW ROADWAY CORP              COMMON    985577105        127       2500  SH       DEFINED     15            2300     0       200
YELLOW ROADWAY CORP              COMMON    985577105        144       2834  SH       DEFINED     6             1109   300      1425
YORK INTERNATIONAL CORP          COMMON    986670107       7296     192000  SH       DEFINED     1           192000     0         0
YORK INTERNATIONAL CORP          COMMON    986670107       4469     117600  SH       DEFINED     9           117600     0         0
YORK INTERNATIONAL CORP          COMMON    986670107        771      20300  SH       DEFINED     9,22         20300     0         0
YORK INTERNATIONAL CORP          COMMON    986670107        281       7400  SH       DEFINED     2             7400     0         0
YOUBET.COM                       COMMON    987413101        354      71200  SH       DEFINED     1            71200     0         0
YOUNG BROADCASTING INC CL A      COMMON    987434107          9       2100  SH       DEFINED     15            2100     0         0
YUM! BRANDS INC                  COMMON    988498101      83777    1608629  SH       DEFINED     1          1608629     0         0
YUM! BRANDS INC                  COMMON    988498101      18228     350000  SH       DEFINED     1,2         350000     0         0
YUM! BRANDS INC                  COMMON    988498101        219       4200  SH       DEFINED     9             4200     0         0
YUM! BRANDS INC                  COMMON    988498101       1431      27480  SH       DEFINED     9,15         27480     0         0
YUM! BRANDS INC                  COMMON    988498101      13754     264089  SH       DEFINED     15          215789     0     48300
YUM! BRANDS INC                  COMMON    988498101        958      18400  SH       DEFINED     15,14        18400     0         0
YUM! BRANDS INC                  COMMON    988498101        193       3700  SH       DEFINED     15,8          3700     0         0
YUM! BRANDS INC                  COMMON    988498101       7195     138150  SH       DEFINED     2           138150     0         0
YUM! BRANDS INC                  COMMON    988498101         52       1007  SH       DEFINED     23            1007     0         0
YUM! BRANDS INC                  COMMON    988498101        238       4573  SH       DEFINED     24               0     0      4573
YUM! BRANDS INC                  COMMON    988498101         47        905  SH       DEFINED     4              905     0         0
YUM! BRANDS INC                  COMMON    988498101       1489      28600  SH       DEFINED     5,15         28600     0         0
YUM! BRANDS INC                  COMMON    988498101       1834      35214  SH       DEFINED     6            35214     0         0
YUM! BRANDS INC                  COMMON    988498101        543      10421  SH       DEFINED     8            10421     0         0
ZALE CORP                        COMMON    988858106         12        380  SH       DEFINED     15             380     0         0
ZALE CORP                        COMMON    988858106      20957     661300  SH       DEFINED     15          463600     0    185400
ZALE CORP                        COMMON    988858106        244       7700  SH       DEFINED     15,14         7700     0         0
ZALE CORP                        COMMON    988858106        558      17600  SH       DEFINED     15,8         17600     0         0
ZALE CORP                        COMMON    988858106       2890      91200  SH       DEFINED     5,15         91200     0         0
ZEBRA TECHNOLOGIES CORP CL A     COMMON    989207105        525      12000  SH       DEFINED     20           12000     0         0
ZEBRA TECHNOLOGIES CORP CL A     COMMON    989207105         33        750  SH       DEFINED     24               0     0       750
ZEBRA TECHNOLOGIES CORP CL A     COMMON    989207105        941      21500  SH       DEFINED     3            21500     0         0
ZEBRA TECHNOLOGIES CORP CL A     COMMON    989207105          2         50  SH       DEFINED     4               50     0         0
ZEBRA TECHNOLOGIES CORP CL A     COMMON    989207105         20        450  SH       DEFINED     6              450     0         0
ZENITH NATIONAL INSURANCE CP     COMMON    989390109        271       4000  SH       DEFINED     15            4000     0         0
ZENITH NATIONAL INSURANCE CP     COMMON    989390109        482       7100  SH       DEFINED     5,15          7100     0         0
ZENITH NATIONAL INSURANCE CP     COMMON    989390109        258       3805  SH       DEFINED     6             3805     0         0
ZIMMER HOLDINGS INC              COMMON    98956P102      32776     430300  SH       DEFINED     1           430300     0         0
ZIMMER HOLDINGS INC              COMMON    98956P102      21632     284000  SH       DEFINED     1,2         284000     0         0
ZIMMER HOLDINGS INC              COMMON    98956P102       1829      24009  SH       DEFINED     15           24009     0         0
ZIMMER HOLDINGS INC              COMMON    98956P102      10626     139500  SH       DEFINED     2           139500     0         0
ZIMMER HOLDINGS INC              COMMON    98956P102       1765      23175  SH       DEFINED     23           23175     0         0
ZIMMER HOLDINGS INC              COMMON    98956P102      73583     966034  SH       DEFINED     24          209274     0    756760
ZIMMER HOLDINGS INC              COMMON    98956P102       6036      79244  SH       DEFINED     3            79244     0         0
ZIMMER HOLDINGS INC              COMMON    98956P102      20569     270042  SH       DEFINED     6           265242     0      4800
ZIMMER HOLDINGS INC              COMMON    98956P102       1012      13291  SH       DEFINED     8            13291     0         0
ZIONS BANCORPORATION             COMMON    989701107      16323     221990  SH       DEFINED     1           221990     0         0



                                                                                         
ZIONS BANCORPORATION             COMMON    989701107       1176      16000  SH       DEFINED     9,15         16000     0         0
ZIONS BANCORPORATION             COMMON    989701107       5235      71198  SH       DEFINED     15           66898     0      4300
ZIONS BANCORPORATION             COMMON    989701107       1294      17600  SH       DEFINED     15,8         17600     0         0
ZIONS BANCORPORATION             COMMON    989701107        713       9700  SH       DEFINED     2             9700     0         0
ZIONS BANCORPORATION             COMMON    989701107        118       1600  SH       DEFINED     23            1600     0         0
ZIONS BANCORPORATION             COMMON    989701107         59        800  SH       DEFINED     24               0     0       800
ZIONS BANCORPORATION             COMMON    989701107       8735     118800  SH       DEFINED     3           118800     0         0
ZIONS BANCORPORATION             COMMON    989701107        340       4630  SH       DEFINED     6             4630     0         0
ZIONS BANCORPORATION             COMMON    989701107        242       3289  SH       DEFINED     8             3289     0         0
ZORAN CORP                       COMMON    98975F101         38       2875  SH       DEFINED     6              625   800      1450
ZOLL MEDICAL CORP                COMMON    989922109         14        567  SH       DEFINED     6              567     0         0
SHIP FINANCE INTL LTD            COMMON    B01G7F0           16        847  SH       DEFINED     15,8           847     0         0
SHIP FINANCE INTL LTD            COMMON    B01G7F0           20       1065  SH       DEFINED     23            1065     0         0
SHIP FINANCE INTL LTD            COMMON    B01G7F0            7        367  SH       DEFINED     8              367     0         0
TATA MOTORS LTD-SPON GDR         COMMON    B02ZP96         2246     232000  SH       DEFINED     1           232000     0         0
KINROSS GOLD CORP                COMMON    B03Z841         4592     750000  SH       DEFINED     1           750000     0         0
KINROSS GOLD CORP                COMMON    B03Z841        15178    2478900  SH       DEFINED     1,3        2478900     0         0
KINROSS GOLD CORP                COMMON    B03Z841         1670     272700  SH       DEFINED     2           272700     0         0
KINROSS GOLD CORP                COMMON    B03Z841       192539   31445464  SH       DEFINED     3         31445464     0         0
MOLSON COORS BREWING CO -B       COMMON    B05G4N3          145       2345  SH       DEFINED     8             2345     0         0
NOVELIS INC                      COMMON    B05J982            4        145  SH       DEFINED     9              145     0         0
NOVELIS INC                      COMMON    B05J982           61       2410  SH       DEFINED     8             2410     0         0
DEUTSCHE-CW05 ALTRIA GROUP I W   COMMON    B064RR1            0    3750000  SH       DEFINED     9          3750000     0         0
DEUTSCHE BANK AG                 COMMON    D18190898      11156     143206  SH       DEFINED     12          136701     0      6505
DEUTSCHE BANK AG                 COMMON    D18190898      26024     334069  SH       DEFINED     15          325125     0      8944
DRIV JULY5 30 PUT                OPTION    DQISF             71     219700       PUT DEFINED     1           219700     0         0
DRIV JULY5 30 PUT                OPTION    DQISF             14      43000       PUT DEFINED     2            43000     0         0
ACE LTD                          COMMON    G0070K103     442167    9858800  SH       DEFINED     1          9858800     0         0
ACE LTD                          COMMON    G0070K103      26879     599300  SH       DEFINED     1,2         599300     0         0
ACE LTD                          COMMON    G0070K103        121       2700  SH       DEFINED     1,3           2700     0         0
ACE LTD                          COMMON    G0070K103         99       2200  SH       DEFINED     9,7           2200     0         0
ACE LTD                          COMMON    G0070K103      20322     453121  SH       DEFINED     15          441536     0      9255
ACE LTD                          COMMON    G0070K103        233       5200  SH       DEFINED     15,8          5200     0         0
ACE LTD                          COMMON    G0070K103      12959     288950  SH       DEFINED     2           288950     0         0
ACE LTD                          COMMON    G0070K103        354       7900  SH       DEFINED     2,14          7900     0         0
ACE LTD                          COMMON    G0070K103         99       2200  SH       DEFINED     23            2200     0         0
ACE LTD                          COMMON    G0070K103      62687    1397710  SH       DEFINED     4          1397710     0         0
ACE LTD                          COMMON    G0070K103        703      15680  SH       DEFINED     5,15             0     0     15680
ACE LTD                          COMMON    G0070K103        238       5300  SH       DEFINED     5,2           5300     0         0
ACE LTD                          COMMON    G0070K103        414       9221  SH       DEFINED     8             9221     0         0
AMDOCS LTD                       COMMON    G02602103     177043    6698550  SH       DEFINED     1          6698550     0         0
AMDOCS LTD                       COMMON    G02602103      58146    2200000  SH       DEFINED     1,2        2200000     0         0
AMDOCS LTD                       COMMON    G02602103        426      16110  SH       DEFINED     15             310     0     15800
AMDOCS LTD                       COMMON    G02602103       3255     123170  SH       DEFINED     15,22       123170     0         0
AMDOCS LTD                       COMMON    G02602103      18250     690500  SH       DEFINED     2           671050     0     19450
AMDOCS LTD                       COMMON    G02602103       2273      86000  SH       DEFINED     20           86000     0         0
AMDOCS LTD                       COMMON    G02602103         53       2000  SH       DEFINED     24               0     0      2000
AMDOCS LTD                       COMMON    G02602103        204       7700  SH       DEFINED     6             5500  2200         0
APEX SILVER MINES LTD            COMMON    G04074103         69       5000  SH       DEFINED     24               0     0      5000
ARCH CAPITAL GROUP LTD           COMMON    G0450A105       1257      27900  SH       DEFINED     1            27900     0         0
ARCH CAPITAL GROUP LTD           COMMON    G0450A105         28        625  SH       DEFINED     6              125   175       325
ASPEN INSURANCE HOLDINGS LTD     COMMON    G05384105         12        450  SH       DEFINED     6              100   125       225
ASSURED GUARANTY LTD             COMMON    G0585R106      13871     593800  SH       DEFINED     1           593800     0         0
AXIS CAPITAL HOLDINGS LTD        COMMON    G0692U109      45005    1590300  SH       DEFINED     1          1590300     0         0
AXIS CAPITAL HOLDINGS LTD        COMMON    G0692U109        122       4300  SH       DEFINED     1,3           4300     0         0
AXIS CAPITAL HOLDINGS LTD        COMMON    G0692U109        853      30133  SH       DEFINED     15           30133     0         0
AXIS CAPITAL HOLDINGS LTD        COMMON    G0692U109       5697     201300  SH       DEFINED     2           201300     0         0
AXIS CAPITAL HOLDINGS LTD        COMMON    G0692U109      26824     947838  SH       DEFINED     4           947838     0         0
AXIS CAPITAL HOLDINGS LTD        COMMON    G0692U109        233       8250  SH       DEFINED     5,2           8250     0         0
ACCENTURE LTD CL A               COMMON    G1150G111     128288    5658920  SH       DEFINED     1          5658920     0         0
ACCENTURE LTD CL A               COMMON    G1150G111      59470    2623300  SH       DEFINED     1,2        2623300     0         0
ACCENTURE LTD CL A               COMMON    G1150G111         84       3700  SH       DEFINED     9,15          3700     0         0
ACCENTURE LTD CL A               COMMON    G1150G111      10498     463100  SH       DEFINED     2           463100     0         0
ACCENTURE LTD CL A               COMMON    G1150G111       1326      58474  SH       DEFINED     24           38434     0     20040
ACCENTURE LTD CL A               COMMON    G1150G111      22421     989000  SH       DEFINED     3           989000     0         0
ACCENTURE LTD CL A               COMMON    G1150G111         35       1539  SH       DEFINED     4             1539     0         0
ACCENTURE LTD CL A               COMMON    G1150G111       7528     332060  SH       DEFINED     6           332060     0         0
ACCENTURE LTD CL A               COMMON    G1150G111        212       9357  SH       DEFINED     8             9357     0         0
BUNGE LIMITED                    COMMON    G16962105         25        400  SH       DEFINED     24               0     0       400
CENTRAL EUROPEAN MEDIA           COMMON    G20045202        484      10000  SH       DEFINED     21           10000     0         0
CENTRAL EUROPEAN MEDIA           COMMON    G20045202        484      10000  SH       DEFINED     9,10         10000     0         0
CDC CORP-CL A                    COMMON    G2022L106          5       1729  SH       DEFINED     24               0     0      1729
COOPER INDUSTRIES INC            COMMON    G24182100      47273     739800  SH       DEFINED     1           739800     0         0
COOPER INDUSTRIES INC            COMMON    G24182100        969      15169  SH       DEFINED     15            8969     0      6200
COOPER INDUSTRIES INC            COMMON    G24182100       7144     111800  SH       DEFINED     2           104400     0      7400
COOPER INDUSTRIES INC            COMMON    G24182100       1337      20928  SH       DEFINED     24               0     0     20928
COOPER INDUSTRIES INC            COMMON    G24182100        184       2877  SH       DEFINED     6             2877     0         0
COOPER INDUSTRIES INC            COMMON    G24182100        248       3885  SH       DEFINED     8             3885     0         0
ENDURANCE SPECIALTY HOLDINGS     COMMON    G30397106      12314     325600  SH       DEFINED     1           325600     0         0
EVEREST RE GROUP LTD             COMMON    G3223R108        158       1700  SH       DEFINED     6             1200   500         0
EVEREST RE GROUP LTD             COMMON    G3223R108         29        307  SH       DEFINED     8              307     0         0
GARMIN LTD                       COMMON    G37260109      13595     318000  SH       DEFINED     1           318000     0         0
GARMIN LTD                       COMMON    G37260109      17100     400000  SH       DEFINED     1,2         400000     0         0
GARMIN LTD                       COMMON    G37260109       2997      70100  SH       DEFINED     2            70100     0         0
GARMIN LTD                       COMMON    G37260109         86       2020  SH       DEFINED     24             120     0      1900
GARMIN LTD                       COMMON    G37260109       8525     199420  SH       DEFINED     6           199420     0         0
GLOBALSANTAFE CORP               COMMON    G3930E101      46312    1135100  SH       DEFINED     1          1135100     0         0
GLOBALSANTAFE CORP               COMMON    G3930E101      34680     850000  SH       DEFINED     1,2         850000     0         0
GLOBALSANTAFE CORP               COMMON    G3930E101       2448      60000  SH       DEFINED     15,14        60000     0         0
GLOBALSANTAFE CORP               COMMON    G3930E101      13482     330450  SH       DEFINED     2           330450     0         0
GLOBALSANTAFE CORP               COMMON    G3930E101         28        688  SH       DEFINED     24             250     0       438
GLOBALSANTAFE CORP               COMMON    G3930E101         27        650  SH       DEFINED     6              650     0         0
GLOBALSANTAFE CORP               COMMON    G3930E101        300       7364  SH       DEFINED     8             7364     0         0



                                                                                         
INGERSOLL-RAND CO LTD-CL A       COMMON    G4776G101      66334     929700  SH       DEFINED     1           929700     0         0
INGERSOLL-RAND CO LTD-CL A       COMMON    G4776G101      78485    1100000  SH       DEFINED     1,2        1100000     0         0
INGERSOLL-RAND CO LTD-CL A       COMMON    G4776G101        205       2880  SH       DEFINED     9,15          2880     0         0
INGERSOLL-RAND CO LTD-CL A       COMMON    G4776G101      34136     478437  SH       DEFINED     15          252848     0    223749
INGERSOLL-RAND CO LTD-CL A       COMMON    G4776G101        824      11550  SH       DEFINED     15,22        11550     0         0
INGERSOLL-RAND CO LTD-CL A       COMMON    G4776G101      15397     215790  SH       DEFINED     2           212390     0      3400
INGERSOLL-RAND CO LTD-CL A       COMMON    G4776G101          5         75  SH       DEFINED     24               0     0        75
INGERSOLL-RAND CO LTD-CL A       COMMON    G4776G101        633       8870  SH       DEFINED     6             8870     0         0
INGERSOLL-RAND CO LTD-CL A       COMMON    G4776G101        417       5849  SH       DEFINED     8             5849     0         0
KNIGHTSBRIDGE TANKERS LTD        COMMON    G5299G106       1928      50800  SH       DEFINED     1            50800     0         0
LORAL SPACE & COMM WT            COMMON    G56462180          1      74000  SH       DEFINED     1            74000     0         0
MARVELL TECHNOLOGY               COMMON    G5876H105      63061    1660800  SH       DEFINED     1          1660800     0         0
MARVELL TECHNOLOGY               COMMON    G5876H105      42716    1125000  SH       DEFINED     1,2        1125000     0         0
MARVELL TECHNOLOGY               COMMON    G5876H105       3824     100700  SH       DEFINED     15,22       100700     0         0
MARVELL TECHNOLOGY               COMMON    G5876H105       7029     185110  SH       DEFINED     2           185110     0         0
MARVELL TECHNOLOGY               COMMON    G5876H105       2377      62600  SH       DEFINED     20           62600     0         0
MARVELL TECHNOLOGY               COMMON    G5876H105        222       5850  SH       DEFINED     23            5850     0         0
MARVELL TECHNOLOGY               COMMON    G5876H105         19        500  SH       DEFINED     24               0     0       500
MARVELL TECHNOLOGY               COMMON    G5876H105         13        345  SH       DEFINED     6              345     0         0
MARVELL TECHNOLOGY               COMMON    G5876H105         90       2370  SH       DEFINED     8             2370     0         0
MAX RE CAPITAL (COMPLIANCE)      COMMON    G6052F103       1058      46200  SH       DEFINED     1            46200     0         0
MONTPELIER RE HOLDING            COMMON    G62185106      42876    1239900  SH       DEFINED     1          1239900     0         0
MONTPELIER RE HOLDING            COMMON    G62185106        121       3500  SH       DEFINED     1,3           3500     0         0
MONTPELIER RE HOLDING            COMMON    G62185106        869      25135  SH       DEFINED     15           25135     0         0
MONTPELIER RE HOLDING            COMMON    G62185106       5420     156750  SH       DEFINED     2           156750     0         0
MONTPELIER RE HOLDING            COMMON    G62185106      27994     809539  SH       DEFINED     4           809539     0         0
MONTPELIER RE HOLDING            COMMON    G62185106        232       6700  SH       DEFINED     5,2           6700     0         0
NABORS INDS LTD                  COMMON    G6359F103     178902    2951210  SH       DEFINED     1          2951210     0         0
NABORS INDS LTD                  COMMON    G6359F103      30389     501300  SH       DEFINED     1,2         501300     0         0
NABORS INDS LTD                  COMMON    G6359F103        139       2300  SH       DEFINED     1,3           2300     0         0
NABORS INDS LTD                  COMMON    G6359F103       2261      37298  SH       DEFINED     15           30398     0      6900
NABORS INDS LTD                  COMMON    G6359F103       3273      54000  SH       DEFINED     15,14        54000     0         0
NABORS INDS LTD                  COMMON    G6359F103       9381     154750  SH       DEFINED     2           146450     0      8300
NABORS INDS LTD                  COMMON    G6359F103      41000     676336  SH       DEFINED     24          104400     0    571936
NABORS INDS LTD                  COMMON    G6359F103      31191     514540  SH       DEFINED     4           514540     0         0
NABORS INDS LTD                  COMMON    G6359F103        273       4500  SH       DEFINED     5,2           4500     0         0
NABORS INDS LTD                  COMMON    G6359F103        276       4560  SH       DEFINED     6             4560     0         0
NABORS INDS LTD                  COMMON    G6359F103        316       5212  SH       DEFINED     8             5212     0         0
NOBLE CORP                       COMMON    G65422100     115122    1871600  SH       DEFINED     1          1871600     0         0
NOBLE CORP                       COMMON    G65422100        132       2150  SH       DEFINED     1,3           2150     0         0
NOBLE CORP                       COMMON    G65422100       2175      35362  SH       DEFINED     15           27862     0      7500
NOBLE CORP                       COMMON    G65422100       3322      54000  SH       DEFINED     15,14        54000     0         0
NOBLE CORP                       COMMON    G65422100       8498     138150  SH       DEFINED     2           129350     0      8800
NOBLE CORP                       COMMON    G65422100       5209      84685  SH       DEFINED     24            8475     0     76210
NOBLE CORP                       COMMON    G65422100      29295     476264  SH       DEFINED     4           476264     0         0
NOBLE CORP                       COMMON    G65422100        258       4200  SH       DEFINED     5,2           4200     0         0
NOBLE CORP                       COMMON    G65422100         92       1500  SH       DEFINED     6             1500     0         0
NOBLE CORP                       COMMON    G65422100        324       5261  SH       DEFINED     8             5261     0         0
OPENTV CORP                      COMMON    G67543101          1        219  SH       DEFINED     24               0     0       219
ORIENT EXPRESS HOTEL LTD A       COMMON    G67743107       6575     207600  SH       DEFINED     1           207600     0         0
ORIENT EXPRESS HOTEL LTD A       COMMON    G67743107       3949     124700  SH       DEFINED     15          124700     0         0
PARTNERRE LTD                    COMMON    G6852T105        560       8700  SH       DEFINED     24               0     0      8700
PLATINUM UNDERWRITERS HLDGS      COMMON    G7127P100       3201     100600  SH       DEFINED     1           100600     0         0
PLATINUM UNDERWRITERS HLDGS      COMMON    G7127P100         12        375  SH       DEFINED     6              375     0         0
PRIMUS GUARANTY LTD              COMMON    G72457107       3759     259600  SH       DEFINED     1           259600     0         0
PXRE GROUP LTD                   COMMON    G73018106       1924      76300  SH       DEFINED     1            76300     0         0
PXRE GROUP LTD                   COMMON    G73018106         63       2500  SH       DEFINED     24               0     0      2500
QUANTA CAPITAL HOLDINGS LTD      COMMON    G7313F106       5086     816300  SH       DEFINED     9           816300     0         0
QUANTA CAPITAL HOLDINGS LTD      COMMON    G7313F106       1035     166200  SH       DEFINED     9,22        166200     0         0
RADICA GAMES LTD                 COMMON    G7342H107         29       3300  SH       DEFINED     24               0     0      3300
RENAISSANCERE HOLDINGS LTD       COMMON    G7496G103      42061     854200  SH       DEFINED     1           854200     0         0
RENAISSANCERE HOLDINGS LTD       COMMON    G7496G103        113       2300  SH       DEFINED     1,3           2300     0         0
RENAISSANCERE HOLDINGS LTD       COMMON    G7496G103        769      15611  SH       DEFINED     15           15611     0         0
RENAISSANCERE HOLDINGS LTD       COMMON    G7496G103       4867      98850  SH       DEFINED     2            98850     0         0
RENAISSANCERE HOLDINGS LTD       COMMON    G7496G103      37330     758122  SH       DEFINED     24          120710     0    637412
RENAISSANCERE HOLDINGS LTD       COMMON    G7496G103      24331     494124  SH       DEFINED     4           494124     0         0
RENAISSANCERE HOLDINGS LTD       COMMON    G7496G103        231       4700  SH       DEFINED     5,2           4700     0         0
RENAISSANCERE HOLDINGS LTD       COMMON    G7496G103        138       2795  SH       DEFINED     6             2095     0       700
RENAISSANCERE HOLDINGS LTD       COMMON    G7496G103         62       1259  SH       DEFINED     8             1259     0         0
SCOTTISH ANNUITY & LIFE HLDGS    COMMON    G7885T104       2257      93100  SH       DEFINED     1            93100     0         0
SCOTTISH ANNUITY & LIFE HLDGS    COMMON    G7885T104        116       4800  SH       DEFINED     6             1675  1125      2000
SEAGATE TECHNOLOGY               COMMON    G7945J104      12998     740600  SH       DEFINED     1           740600     0         0
SEAGATE TECHNOLOGY               COMMON    G7945J104       7176     408900  SH       DEFINED     1,3         408900     0         0
SEAGATE TECHNOLOGY               COMMON    G7945J104        204      11600  SH       DEFINED     9,7          11600     0         0
SEAGATE TECHNOLOGY               COMMON    G7945J104       2411     137400  SH       DEFINED     9,2         137400     0         0
SEAGATE TECHNOLOGY               COMMON    G7945J104          7        412  SH       DEFINED     15             145     0       267
SEAGATE TECHNOLOGY               COMMON    G7945J104       4842     275900  SH       DEFINED     2           275900     0         0
SEAGATE TECHNOLOGY               COMMON    G7945J104         14        825  SH       DEFINED     6              825     0         0
UTI WORLDWIDE INC                COMMON    G87210103      17022     244500  SH       DEFINED     1           244500     0         0
UTI WORLDWIDE INC                COMMON    G87210103       3753      53900  SH       DEFINED     2            53900     0         0
HILFIGER TOMMY CORP              COMMON    G8915Z102          3        195  SH       DEFINED     6              195     0         0
TRANSOCEAN INC                   COMMON    G90078109     312758    5795041  SH       DEFINED     1          5795041     0         0
TRANSOCEAN INC                   COMMON    G90078109        939      17400  SH       DEFINED     9            17400     0         0
TRANSOCEAN INC                   COMMON    G90078109      14457     267870  SH       DEFINED     9,15        267870     0         0
TRANSOCEAN INC                   COMMON    G90078109      81600    1511942  SH       DEFINED     15         1072682     0    435900
TRANSOCEAN INC                   COMMON    G90078109       3978      73700  SH       DEFINED     15,14        73700     0         0
TRANSOCEAN INC                   COMMON    G90078109       1141      21140  SH       DEFINED     15,22        21140     0         0
TRANSOCEAN INC                   COMMON    G90078109       1867      34600  SH       DEFINED     15,8         34600     0         0
TRANSOCEAN INC                   COMMON    G90078109       3902      72300  SH       DEFINED     2            72300     0         0
TRANSOCEAN INC                   COMMON    G90078109        335       6200  SH       DEFINED     2,14          6200     0         0
TRANSOCEAN INC                   COMMON    G90078109        416       7700  SH       DEFINED     23            7700     0         0
TRANSOCEAN INC                   COMMON    G90078109        265       4919  SH       DEFINED     24               0     0      4919
TRANSOCEAN INC                   COMMON    G90078109      23578     436877  SH       DEFINED     4           436877     0         0



                                                                                         
TRANSOCEAN INC                   COMMON    G90078109       2871      53200  SH       DEFINED     5,15         53200     0         0
TRANSOCEAN INC                   COMMON    G90078109         42        769  SH       DEFINED     6              769     0         0
TRANSOCEAN INC                   COMMON    G90078109        718      13308  SH       DEFINED     8            13308     0         0
WEATHERFORD INTL LTD             COMMON    G95089101     195358    3369400  SH       DEFINED     1          3369400     0         0
WEATHERFORD INTL LTD             COMMON    G95089101       2827      48757  SH       DEFINED     15           40257     0      8500
WEATHERFORD INTL LTD             COMMON    G95089101       3305      57000  SH       DEFINED     15,14        57000     0         0
WEATHERFORD INTL LTD             COMMON    G95089101       5752      99200  SH       DEFINED     2            89200     0     10000
WEATHERFORD INTL LTD             COMMON    G95089101        215       3700  SH       DEFINED     2,14          3700     0         0
WEATHERFORD INTL LTD             COMMON    G95089101       2835      48890  SH       DEFINED     24            4720     0     44170
WEATHERFORD INTL LTD             COMMON    G95089101      16223     279799  SH       DEFINED     4           279799     0         0
WEATHERFORD INTL LTD             COMMON    G95089101      11714     202038  SH       DEFINED     6           202038     0         0
WEATHERFORD INTL LTD             COMMON    G95089101        275       4739  SH       DEFINED     8             4739     0         0
WHITE MOUNTAINS INSURANCE GP     COMMON    G9618E107        189        300  SH       DEFINED     24               0     0       300
WHITE MOUNTAINS INSURANCE GP     COMMON    G9618E107         40         64  SH       DEFINED     6               64     0         0
WILLIS GROUP HLDGS LTD           COMMON    G96655108     118620    3625300  SH       DEFINED     3          3625300     0         0
WILLIS GROUP HLDGS LTD           COMMON    G96655108       2938      89800  SH       DEFINED     3,22         89800     0         0
WILLIS GROUP HLDGS LTD           COMMON    G96655108       1037      31700  SH       DEFINED     6            31700     0         0
XL CAPITAL LIMITED CL A          COMMON    G98255105       1444      19399  SH       DEFINED     15           17099     0      2300
XL CAPITAL LIMITED CL A          COMMON    G98255105        156       2100  SH       DEFINED     15,8          2100     0         0
XL CAPITAL LIMITED CL A          COMMON    G98255105        378       5082  SH       DEFINED     24             300     0      4782
XL CAPITAL LIMITED CL A          COMMON    G98255105         15        200  SH       DEFINED     6              200     0         0
XL CAPITAL LIMITED CL A          COMMON    G98255105        332       4463  SH       DEFINED     8             4463     0         0
XOMA LTD                         COMMON    G9825R107          4       2500  SH       DEFINED     24               0     0      2500
ALCON INC                        COMMON    H01301102     145795    1333290  SH       DEFINED     1          1333290     0         0
ALCON INC                        COMMON    H01301102     109612    1002400  SH       DEFINED     1,2        1002400     0         0
ALCON INC                        COMMON    H01301102       4658      42600  SH       DEFINED     1,3          42600     0         0
ALCON INC                        COMMON    H01301102       1586      14500  SH       DEFINED     9,2          14500     0         0
ALCON INC                        COMMON    H01301102      30790     281570  SH       DEFINED     2           281570     0         0
ALCON INC                        COMMON    H01301102        110       1007  SH       DEFINED     4             1007     0         0
ALCON INC                        COMMON    H01301102         17        155  SH       DEFINED     6              155     0         0
UBS AG                           COMMON    H8920M855      11343     145700  SH       DEFINED     1           145700     0         0
UBS AG                           COMMON    H8920M855        919      11800  SH       DEFINED     2            11800     0         0
UBS AG                           COMMON    H8920M855       1519      19513  SH       DEFINED     4            19513     0         0
MILLICOM INTL CELLULAR S.A.      COMMON    L6388F110       1320      71900  SH       DEFINED     1            71900     0         0
MILLICOM INTL CELLULAR S.A.      COMMON    L6388F110          1         80  SH       DEFINED     6               80     0         0
SBS BROADCASTING                 COMMON    L8137F102      23062     489320  SH       DEFINED     1           489320     0         0
SBS BROADCASTING                 COMMON    L8137F102       1098      23300  SH       DEFINED     1,3          23300     0         0
SBS BROADCASTING                 COMMON    L8137F102        226       4800  SH       DEFINED     2,14          4800     0         0
CHECK POINT SOFTWARE TECH LTD    COMMON    M22465104       2062     104000  SH       DEFINED     1,3         104000     0         0
CHECK POINT SOFTWARE TECH LTD    COMMON    M22465104      14471     729746  SH       DEFINED     9           729746     0         0
CHECK POINT SOFTWARE TECH LTD    COMMON    M22465104        698      35200  SH       DEFINED     9,2          35200     0         0
CHECK POINT SOFTWARE TECH LTD    COMMON    M22465104       1116      56254  SH       DEFINED     9,22         56254     0         0
CHECK POINT SOFTWARE TECH LTD    COMMON    M22465104         13        650  SH       DEFINED     24               0     0       650
COMMTOUCH SOFTWARE LTD           COMMON    M25596103         44      75000  SH       DEFINED     24               0     0     75000
LIPMAN                           COMMON    M6772H101       4111     133600  SH       DEFINED     1           133600     0         0
RADWARE LTD                      COMMON    M81873107       3732     206400  SH       DEFINED     1           206400     0         0
RETALIX LIMITED                  COMMON    M8215W109        126       5880  SH       DEFINED     2             5880     0         0
SYNERON MEDICAL LTD              COMMON    M87245102       3004      82100  SH       DEFINED     3            82100     0         0
ASML HOLDING NV ADR              COMMON    N07059111        257      16400  SH       DEFINED     24               0     0     16400
ASML HOLDING NV ADR              COMMON    N07059111       4385     280000  SH       DEFINED     3           280000     0         0
ASML HOLDING NV ADR              COMMON    N07059111          4        250  SH       DEFINED     6              250     0         0
CORE LABORATORIES N V            COMMON    N22717107      13804     514700  SH       DEFINED     1           514700     0         0
CORE LABORATORIES N V            COMMON    N22717107       3213     119800  SH       DEFINED     2           119800     0         0
BANCO LATINOAMERICANO DE CL E    COMMON    P16994132        144       8000  SH       DEFINED     24               0     0      8000
KERZNER INTERNATIONAL LTD        COMMON    P6065Y107      10217     179400  SH       DEFINED     1           179400     0         0
KERZNER INTERNATIONAL LTD        COMMON    P6065Y107       2882      50600  SH       DEFINED     2            50600     0         0
STEINER LEISURE LTD              COMMON    P8744Y102      11240     303200  SH       DEFINED     1           303200     0         0
STEINER LEISURE LTD              COMMON    P8744Y102       3132      84500  SH       DEFINED     2            84500     0         0
STEINER LEISURE LTD              COMMON    P8744Y102         78       2100  SH       DEFINED     6              475   575      1050
RIMM JUL5 70 PUT                 OPTION    RUPSN            153     122000       PUT DEFINED     1           122000     0         0
RIMM JUL5 70 PUT                 OPTION    RUPSN            375     300000       PUT DEFINED     1,2         300000     0         0
ROYAL CARIBBEAN CRUISES LTD      COMMON    V7780T103      13334     275726  SH       DEFINED     1           275726     0         0
ROYAL CARIBBEAN CRUISES LTD      COMMON    V7780T103       1533      31700  SH       DEFINED     15,14        31700     0         0
ROYAL CARIBBEAN CRUISES LTD      COMMON    V7780T103         29        590  SH       DEFINED     2              590     0         0
ROYAL CARIBBEAN CRUISES LTD      COMMON    V7780T103        242       5000  SH       DEFINED     6             3600  1400         0
FLEXTRONICS INTL LTD             COMMON    Y2573F102      12927     978600  SH       DEFINED     1           978600     0         0
FLEXTRONICS INTL LTD             COMMON    Y2573F102       1406     106400  SH       DEFINED     15,22       106400     0         0
FLEXTRONICS INTL LTD             COMMON    Y2573F102        145      11000  SH       DEFINED     20           11000     0         0
FLEXTRONICS INTL LTD             COMMON    Y2573F102        194      14650  SH       DEFINED     24               0     0     14650
FLEXTRONICS INTL LTD             COMMON    Y2573F102         29       2158  SH       DEFINED     6             2158     0         0
FLEXTRONICS INTL LTD             COMMON    Y2573F102        258      19522  SH       DEFINED     8            19522     0         0
GENERAL MARITIME CORP            COMMON    Y2692M103       7102     167500  SH       DEFINED     1           167500     0         0
GENERAL MARITIME CORP            COMMON    Y2692M103       8853     208800  SH       DEFINED     15          115500     0     93300
GENERAL MARITIME CORP            COMMON    Y2692M103        187       4400  SH       DEFINED     15,14         4400     0         0
GENERAL MARITIME CORP            COMMON    Y2692M103       1781      42000  SH       DEFINED     5,15         42000     0         0
OMI CORP                         COMMON    Y6476W104         19       1000  SH       DEFINED     24               0     0      1000
TEEKAY SHIPPING CORP             COMMON    Y8564W103        781      17800  SH       DEFINED     6            17800     0         0
                                                                                                                    
GRAND TOTAL                                                             118618505     0        3418586467  222331     1089871526