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

                                  FORM 13F/A

                              FORM 13F COVER PAGE

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

Check here if Amendment [ X ]:  Amendment Number:  _2_
  This Amendment (Check only one.):         [ X ] is a restatement.
                                            [   ] adds new holdings entries.

Institutional Investment Manager Filing this Report:

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

Form 13F File Number 28-11246

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

Person Signing this Report on Behalf of Reporting Manager:

Name:  Hal Liebes
Title:    Group Compliance Officer
Phone:  212-278-9131

Signature, Place, and Date of Signing:

   /s/ HAL LIEBES          New York, New York        6/29/2005
  ----------------         -------------------       ---------
      Signature]             [City, State]            [Date]

Report Type (Check only one.):

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

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

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


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

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



                             FORM 13F SUMMARY PAGE



Report Summary:



Number of Other Included Managers:                 44

Form 13F Information Table Entry Total:        11,730

Form 13F Information Table Value Total:   136,657,444
                                          (thousands)



List of Other Included Managers:



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


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


 No.     Form 13F File Number   Name

 A          028-11246        AMVESCAP PLC
 1          028-1983         AIM Advisors, Inc. - US
 2          028-1983         AIM Capital Management, Inc. - US
 3          028-6137         AIM Funds Management, Inc. - US
 4                           AIM Private Asset Management, Inc. - US
 5                           AMVESCAP National Trust Company- US
 6          028-10222        Atlantic Trust Co., N.A. - US
 7          028-01417        Atlantic Trust Company, N.A. - US
 8                           INVESCO Asia Limited Hong Kong, R.O.C.
 9                           INVESCO Asset Management GmbH  Germany
10          028-05683        INVESCO Asset Management Limited - England
11                           INVESCO Asset Management, S.A. - France
12                           INVESCO Asset Management sterreich GmbH - Germany
13          028-05685        INVESCO Global Asset Management (N.A.), Inc.- US
14                           INVESCO GT Management Company S.A.- Luxembourg
15                           INVESCO GT Management S.A. - Luxembourg
16          028-00255        INVESCO Institutional (N.A.), Inc.- US
17                           INVESCO Italia SGR SpA - Italy
18                           INVESCO Maximum Income Management S.A. - Luxembourg
19                           INVESCO Private Capital, Inc. - US
20                           INVESCO Senior Secured Management, Inc.- US
21                           INVESCO Taiwan Limited- Taiwan, R.O.C.
22                           INVESCOAsset Management (Japan) Limited- Japan
23                           INVESCOAsset Management Ireland Limited- Ireland
24                           INVESCOKapitalanlagegesellschaft GmbH - Germany
25          028-06467        Stein Roe Investment Counsel, Inc. - US
26                           AIM Management Group, Inc.
27                           AVZ, Inc.
28                           AIM Canada Holdings, Inc.
29                           AMVESCAP Holdings, Inc
30                           AVZ Callco, Inc.
31                           INVESCO International Holdings Limited
32                           AMVESCAP Retirement, Inc.
33                           INVESCO North Amercia Holdings, Inc.
34                           AMVESCAP Group Services, Inc.
35          028-10949        Atlantic Trust Group, Inc.
36                           INVESCO Asset Management Pacific Limited
37                           INVESCO Pacific Group Limited
38                           INVESCO Bank OHG
39                           INVESCO Verwaltungs Gmbh
40                           INVESCO UK Limited
41                           INVESCO Contintental Europe Holdings S.A.
42                           INVESCO UK Holdings PLC
43                           INVESCO Private Capital Holdings, Inc.
44                           INVESCO Asset Management Ireland Holdings Limited






For purposes of this report and with respect to response to item 7, all
references to:

Number 1 shall include Number 26 and Number 27 and Number A.
Number 2 shall include Number 1, Number 26, Number 27 and Number A.
Number 3 shall includeNumber 28, Number 29, Number 30, Number 31, and Number A
Number 4 shall include Number 2, Number 1, Number 26, Number 27, and Number A
Number 5 shall include Number 32, Number 33, Number 34, Number 27 and Number A
Number 6 shall include Number 35, Number 33, Number 34, Number 27 and Number A
Number 7 shall include Number 35, Number 33, Number 34, Number 27 and Number A
Number 8 shall include Number 36, Number 37 and Number A
Number 9 shall include Number 38, Number 39, Number 31 and Number A
Number 10 shall include Number 40 and Number A
Number 11shall include Number 41, Number 31 and Number A
Number 12 shall include Number 41, Number 31 and Number A
Number 13 shall include Number 33, Number 34, Number 27 and Number A
Number 14 shall include Number 42 and Number A
Number 15 shall include Number 42 and Number A
Number 16 shall include Number 33, Number 34, Number 27 and Number A
Number 17 shall include Number 40 and Number A
Number 18 shall include Number 40 and Number A
Number 19 shall include Number 43, Number 16, Number 33, Number 34, Number 27
  and Number A
Number 20 shall include Number 43, Number 16, Number 33, Number 34, Number 27
  and Number A
Number 21 shall include Number 10, Number 40 and Number A
Number 22 shall include Number 10, Number 40 and Number A
Number 23 shall include Number 44 and Number A
Number 24 shall include Number 9, Number 38, Number 39, Number 31 and Number A
Number 25 shall include Number 35, Number 33, Number 34, Number 27 and Number A

Each such included entity or entities is/are the "corporate owner(s)" of the
respective company listed.



                           FORM 13F INFORMATION TABLE



         COLUMN 1                COLUMN 2  COLUMN 3    COLUMN 4       COLUMN 5         COLUMN 6   COLUMN 7           COLUMN 8
-------------------------        --------  ---------   --------  -------------------  ----------  --------  ------------------------
                                 TITLE OF               VALUE     SHRS OR   SH/ PUT/  INVESTMENT   OTHER        VOTING AUTHORITY
     NAME OF ISSUER               CLASS      CUSIP     (X$1000)   PRN AMT   PRN CALL  DISCRETION  MANAGERS     SOLE   SHARED NONE
-------------------------        --------  ---------   --------  ---------  --- ----  ----------  --------  --------- ------ ----
                                                                                           
ABB LTD-SPON ADR                 COMMON    000375204         6      1000     SH          DEFINED       25           0     0     1000
ABC BANCORP                      COMMON    000400101       493     23600     SH          DEFINED       16       13900     0     9700
ABC BANCORP                      COMMON    000400101        10       500     SH          DEFINED   16,15          500     0        0
ABC BANCORP                      COMMON    000400101       161      7700     SH          DEFINED    5,16         7700     0        0
ADC TELECOMMUNICATIONS INC       COMMON    000886101       206     76915     SH          DEFINED       16       76915     0        0
ADC TELECOMMUNICATIONS INC       COMMON    000886101      1154    430700     SH          DEFINED   16,23       430700     0        0
ADC TELECOMMUNICATIONS INC       COMMON    000886101        12      4300     SH          DEFINED       25           0     0     4300
ACM INCOME FUND INC CF           COMMON    000912105        13      1605     SH          DEFINED       25           0     0     1605
ACM INCOME FUND INC CF           COMMON    000912105         0         3     SH          DEFINED        7           3     0        0
ACM MANAGED INCOME FUND CF       COMMON    000919100         1       204     SH          DEFINED       25           0     0      204
ABN AMRO HOLDING NV ADR          COMMON    000937102     18991    713949     SH          DEFINED       13      690744     0    23205
ABN AMRO HOLDING NV ADR          COMMON    000937102     21223    797858     SH          DEFINED       16      769571     0    28287
ABN AMRO HOLDING NV ADR          COMMON    000937102         3       130     SH          DEFINED       25           0     0      130
ABN AMRO HOLDING NV ADR          COMMON    000937102         0         7     SH          DEFINED        7           7     0        0
AES TRUST VII CVT PFD 6.0        CONVERT   00103V305      8955    182750     SH          DEFINED        1      182750     0        0
AES TRUST VII CVT PFD 6.0        CONVERT   00103V305       110      2250     SH          DEFINED    2,23         2250     0        0
AEW REAL ESTATE INCOME FUND CF   COMMON    00104H107      1915    100000     SH          DEFINED       16      100000     0        0
AFLAC INC                        COMMON    001055102      6725    168795     SH          DEFINED        1      168000     0      795
AFLAC INC                        COMMON    001055102     28902    725450     SH          DEFINED     1,2       725450     0        0
AFLAC INC                        COMMON    001055102      1991     49974     SH          DEFINED       16       49929     0       45
AFLAC INC                        COMMON    001055102        22       544     SH          DEFINED    17,9          544     0        0
AFLAC INC                        COMMON    001055102      4402    110500     SH          DEFINED        2      110500     0        0
AFLAC INC                        COMMON    001055102       901     22607     SH          DEFINED       24       22607     0        0
AFLAC INC                        COMMON    001055102       673     16886     SH          DEFINED       25        4500     0    12386
AFLAC INC                        COMMON    001055102       582     14602     SH          DEFINED        7       14602     0        0
AFLAC INC                        COMMON    001055102       702     17608     SH          DEFINED        9       17608     0        0
AGCO CORP                        COMMON    001084102         8       370     SH          DEFINED        1           0     0      370
AGCO CORP                        COMMON    001084102     45382   2073175     SH          DEFINED       10     2073175     0        0
AGCO CORP                        COMMON    001084102      1445     66000     SH          DEFINED   10,23        66000     0        0
AGCO CORP                        COMMON    001084102        18       800     SH          DEFINED       16         800     0        0
AGCO CORP                        COMMON    001084102       139      6350     SH          DEFINED        7        6350     0        0
AGL RESOURCES INC                COMMON    001204106       253      7600     SH          DEFINED        7        7600     0        0
AES CORPORATION                  COMMON    00130H105      1999    146245     SH          DEFINED       16      131945     0    14300
AES CORPORATION                  COMMON    00130H105       496     36300     SH          DEFINED    16,9        36300     0        0
AES CORPORATION                  COMMON    00130H105        62      4500     SH          DEFINED       24        4500     0        0
AES CORPORATION                  COMMON    00130H105       250     18316     SH          DEFINED       25        1500     0    16816
AES CORPORATION                  COMMON    00130H105        38      2752     SH          DEFINED        7        2752     0        0
AES CORPORATION                  COMMON    00130H105       241     17611     SH          DEFINED        9       17611     0        0
AES CORPORATION CVT(AES) 4.5 0   CONVERT   00130HAN5       101    100752     SH          DEFINED       25           0     0   100752
AK STEEL HOLDING CORP            COMMON    001547108      5609    387600     SH          DEFINED       16      214000     0   173600
AK STEEL HOLDING CORP            COMMON    001547108       139      9600     SH          DEFINED   16,15         9600     0        0
AK STEEL HOLDING CORP            COMMON    001547108       993     68600     SH          DEFINED    5,16        68600     0        0
AK STEEL HOLDING CORP            COMMON    001547108       140      9700     SH          DEFINED        7        9700     0        0
AMB PROPERTY CORP                COMMON    00163T109      6905    170961     SH          DEFINED       16      112196     0    58765
AMLI RESIDENTIAL PROPERTIES      COMMON    001735109      2432     76000     SH          DEFINED        1       76000     0        0
AMLI RESIDENTIAL PROPERTIES      COMMON    001735109      6800    212500     SH          DEFINED       16      195300     0    17200
AMLI RESIDENTIAL PROPERTIES      COMMON    001735109       106      3300     SH          DEFINED    5,16         3300     0        0
AMN HEALTHCARE SERVICE           COMMON    001744101      2032    127700     SH          DEFINED       16       83300     0    44400
AMN HEALTHCARE SERVICE           COMMON    001744101        38      2400     SH          DEFINED   16,15         2400     0        0
AMN HEALTHCARE SERVICE           COMMON    001744101       727     45700     SH          DEFINED    5,16        45700     0        0
AMR CORP/DEL                     COMMON    001765106     10273    938200     SH          DEFINED       10      938200     0        0
AMR CORP/DEL                     COMMON    001765106       537     49000     SH          DEFINED   10,23        49000     0        0
AMR CORP/DEL                     COMMON    001765106      5003    456900     SH          DEFINED       16      422200     0    34700
AMR CORP/DEL                     COMMON    001765106       395     36100     SH          DEFINED    16,9        36100     0        0
AMR CORP/DEL                     COMMON    001765106        36      3300     SH          DEFINED    5,16         3300     0        0



                                                                                           
ATI TECHNOLOGIES INC             COMMON    001941103     37812   1950100     SH          DEFINED        1     1950100     0        0
ATI TECHNOLOGIES INC             COMMON    001941103      9803    507200     SH          DEFINED     1,3       507200     0        0
ATI TECHNOLOGIES INC             COMMON    001941103       518     26700     SH          DEFINED       16       26700     0        0
ATI TECHNOLOGIES INC             COMMON    001941103      1293     66700     SH          DEFINED   16,23        66700     0        0
ATI TECHNOLOGIES INC             COMMON    001941103      3701    190900     SH          DEFINED        2      190900     0        0
ATI TECHNOLOGIES INC             COMMON    001941103      1163     60000     SH          DEFINED       21       60000     0        0
ATI TECHNOLOGIES INC             COMMON    001941103         8       400     SH          DEFINED        7         400     0        0
ATI TECHNOLOGIES INC             COMMON    001941103       159      8236     SH          DEFINED        9        8236     0        0
AT&T CORP                        COMMON    001957505      3133    164400     SH          DEFINED        1      164400     0        0
AT&T CORP                        COMMON    001957505      5743    301300     SH          DEFINED     1,3       301300     0        0
AT&T CORP                        COMMON    001957505        53      2800     SH          DEFINED       10        2800     0        0
AT&T CORP                        COMMON    001957505      4804    252020     SH          DEFINED   10,16       252020     0        0
AT&T CORP                        COMMON    001957505      2118    111100     SH          DEFINED    10,2       111100     0        0
AT&T CORP                        COMMON    001957505       636     33368     SH          DEFINED    12,9        33368     0        0
AT&T CORP                        COMMON    001957505      2006    105272     SH          DEFINED       13      105272     0        0
AT&T CORP                        COMMON    001957505     37525   1968783     SH          DEFINED       16     1893715     0    75068
AT&T CORP                        COMMON    001957505      1557     81700     SH          DEFINED   16,23        81700     0        0
AT&T CORP                        COMMON    001957505       583     30600     SH          DEFINED    16,9        30600     0        0
AT&T CORP                        COMMON    001957505      1624     85200     SH          DEFINED        2       85200     0        0
AT&T CORP                        COMMON    001957505      1455     76362     SH          DEFINED       24       76362     0        0
AT&T CORP                        COMMON    001957505        95      5004     SH          DEFINED       25         322     0     4682
AT&T CORP                        COMMON    001957505       945     49595     SH          DEFINED    5,16         1200     0    48395
AT&T CORP                        COMMON    001957505         6       315     SH          DEFINED        6         315     0        0
AT&T CORP                        COMMON    001957505        22      1150     SH          DEFINED        7        1150     0        0
AT&T CORP                        COMMON    001957505      3564    186990     SH          DEFINED        9      186990     0        0
AT&T CORP                        COMMON    001957505       486     25491     SH          DEFINED    9,14        25491     0        0
ATMI INC                         COMMON    00207R101      4150    184200     SH          DEFINED        1      184200     0        0
ATS MEDICAL INC                  COMMON    002083103      6990   1500000     SH          DEFINED        1     1500000     0        0
ATS MEDICAL INC                  COMMON    002083103       439     94200     SH          DEFINED        2       94200     0        0
AU OPTRONICS CORP ADR            COMMON    002255107         0         2     SH          DEFINED        4           2     0        0
AU OPTRONICS CORP ADR            COMMON    002255107      1718    120000     SH          DEFINED    5,13       120000     0        0
AVX CORP                         COMMON    002444107        25      2000     SH          DEFINED        7        2000     0        0
AARON RENTS INC                  COMMON    002535201       284     11352     SH          DEFINED        7       11352     0        0
AARON RENTS INC-CL A             COMMON    002535300       116      5230     SH          DEFINED        7        5230     0        0
AAMES INVESTMENT CORP            COMMON    00253G108     43097   4027800     SH          DEFINED        1     4027800     0        0
AAMES INVESTMENT CORP            COMMON    00253G108       403     37700     SH          DEFINED       16           0     0    37700
AAMES INVESTMENT CORP            COMMON    00253G108      2692    251600     SH          DEFINED        2      202400     0    49200
ABBOTT LABORATORIES              COMMON    002824100      2895     62050     SH          DEFINED        1       61000     0     1050
ABBOTT LABORATORIES              COMMON    002824100     66466   1424771     SH          DEFINED       16     1239499     0   185272
ABBOTT LABORATORIES              COMMON    002824100      3653     78300     SH          DEFINED    16,9        78300     0        0
ABBOTT LABORATORIES              COMMON    002824100        35       754     SH          DEFINED    17,9          754     0        0
ABBOTT LABORATORIES              COMMON    002824100       415      8900     SH          DEFINED       24        8900     0        0
ABBOTT LABORATORIES              COMMON    002824100     43738    937570     SH          DEFINED       25       57302     0   880268
ABBOTT LABORATORIES              COMMON    002824100     39729    851640     SH          DEFINED        3      851640     0        0
ABBOTT LABORATORIES              COMMON    002824100      2020     43300     SH          DEFINED    5,16        29390     0    13910
ABBOTT LABORATORIES              COMMON    002824100      8896    190702     SH          DEFINED        7      190702     0        0
ABBOTT LABORATORIES              COMMON    002824100      2579     55285     SH          DEFINED        9       55285     0        0
ABBOTT LABORATORIES              COMMON    002824100        25       543     SH          DEFINED    9,11          543     0        0
ABER DIAMOND CORP                COMMON    002893105      4939    140000     SH          DEFINED        1      140000     0        0
ABER DIAMOND CORP                COMMON    002893105      6173    175000     SH          DEFINED     1,3       175000     0        0
ABER DIAMOND CORP                COMMON    002893105      3386     96000     SH          DEFINED        3       96000     0        0
ABERCROMBIE & FITCH CO CL A      COMMON    002896207     46044    980700     SH          DEFINED        1      980700     0        0
ABERCROMBIE & FITCH CO CL A      COMMON    002896207      1549     32984     SH          DEFINED       16       22784     0    10200
ABERCROMBIE & FITCH CO CL A      COMMON    002896207       155      3300     SH          DEFINED    16,9         3300     0        0



                                                                                           
ABERCROMBIE & FITCH CO CL A      COMMON    002896207       610     13000     SH          DEFINED        2           0     0    13000
ABIGAIL ADAMS NATL BANCORP       COMMON    003390101        20      1025     SH          DEFINED        7        1025     0        0
ABIOMED INC                      COMMON    003654100         2       130     SH          DEFINED        7         130     0        0
ABITIBI-CONSOLIDATED INC         COMMON    003924107         2       360     SH          DEFINED        7         360     0        0
ABITIBI-CONSOLIDATED INC         COMMON    003924107       157     22933     SH          DEFINED        9       22933     0        0
ACADIA REALTY TRUST              COMMON    004239109      1630    100000     SH          DEFINED        1      100000     0        0
ACADIA REALTY TRUST              COMMON    004239109      2752    168826     SH          DEFINED       16      109626     0    59200
ACADIA REALTY TRUST              COMMON    004239109        54      3300     SH          DEFINED   16,15         3300     0        0
ACADIA REALTY TRUST              COMMON    004239109       668     41000     SH          DEFINED    5,16        41000     0        0
ACCREDITED HOME LENDERS          COMMON    00437P107      2067     41600     SH          DEFINED       16       25400     0    16200
ACCREDITED HOME LENDERS          COMMON    00437P107        45       900     SH          DEFINED   16,15          900     0        0
ACCREDITED HOME LENDERS          COMMON    00437P107       229      4600     SH          DEFINED    5,16         4600     0        0
ACCREDO HEALTH INC               COMMON    00437V104     22445    809700     SH          DEFINED        1      809700     0        0
ACCREDO HEALTH INC               COMMON    00437V104      5592    201749     SH          DEFINED        2      201749     0        0
ACE CASH EXPRESS INC             COMMON    004403101      4882    164600     SH          DEFINED        1      164600     0        0
ACE CASH EXPRESS INC             COMMON    004403101        68      2300     SH          DEFINED       16        2300     0        0
ACE CASH EXPRESS INC             COMMON    004403101       169      5700     SH          DEFINED    5,16         5700     0        0
ACTIVISION INC                   COMMON    004930202     14213    704300     SH          DEFINED        1      704300     0        0
ACTIVISION INC                   COMMON    004930202        16       800     SH          DEFINED       16         800     0        0
ACTIVISION INC                   COMMON    004930202      5304    262850     SH          DEFINED        2      262850     0        0
ACTIVISION INC                   COMMON    004930202        50      2466     SH          DEFINED       25           0     0     2466
ACTIVISION INC                   COMMON    004930202        70      3465     SH          DEFINED        7        3465     0        0
ACTIVE POWER INC                 COMMON    00504W100         6      1275     SH          DEFINED        7        1275     0        0
ACTUANT CORP CL A                COMMON    00508X203     11426    219100     SH          DEFINED        1      219100     0        0
ACTUANT CORP CL A                COMMON    00508X203      4151     79600     SH          DEFINED        2       79600     0        0
ACUITY BRANDS INC                COMMON    00508Y102         7       209     SH          DEFINED        7         209     0        0
ACXIOM CORP                      COMMON    005125109     20718    787750     SH          DEFINED        1      787750     0        0
ACXIOM CORP                      COMMON    005125109       126      4800     SH          DEFINED       10        4800     0        0
ACXIOM CORP                      COMMON    005125109      8882    337700     SH          DEFINED       16      312100     0    25600
ACXIOM CORP                      COMMON    005125109       302     11500     SH          DEFINED    16,9        11500     0        0
ACXIOM CORP                      COMMON    005125109      2299     87400     SH          DEFINED        2       87400     0        0
ACXIOM CORP                      COMMON    005125109        55      2100     SH          DEFINED    5,16         2100     0        0
ACXIOM CORP                      COMMON    005125109       185      7025     SH          DEFINED        7        7025     0        0
ADA-ES INC                       COMMON    005208103        48      2000     SH          DEFINED       25           0     0     2000
ADAMS EXPRESS COMPANY CF         COMMON    006212104        11       826     SH          DEFINED       25           0     0      826
ADAMS EXPRESS COMPANY CF         COMMON    006212104         8       628     SH          DEFINED        7         628     0        0
ADAPTEC INC                      COMMON    00651F108      2928    385800     SH          DEFINED       16      218500     0   167300
ADAPTEC INC                      COMMON    00651F108        71      9300     SH          DEFINED   16,15         9300     0        0
ADAPTEC INC                      COMMON    00651F108         8      1000     SH          DEFINED       25           0     0     1000
ADAPTEC INC                      COMMON    00651F108       787    103700     SH          DEFINED    5,16       103700     0        0
ADEZA BIOMEDICAL CORP            COMMON    006864102      4935    281850     SH          DEFINED        1      281850     0        0
ADEZA BIOMEDICAL CORP            COMMON    006864102      2222    126900     SH          DEFINED       10      126900     0        0
ADEZA BIOMEDICAL CORP            COMMON    006864102       749     42800     SH          DEFINED   10,23        42800     0        0
ADESA INC                        COMMON    00686U104        64      3003     SH          DEFINED       25           0     0     3003
ADEZA BIOMEDICAL SER 2 CVT PFD   CONVERT   006990949      4936    312500     SH          DEFINED        1      312500     0        0
ADEZA BIOMEDICAL SER 5 CVT PFD   CONVERT   006994925      1151     72894     SH          DEFINED        1       72894     0        0
ADMINISTAFF INC                  COMMON    007094105      1968    156100     SH          DEFINED       16       84300     0    71800
ADMINISTAFF INC                  COMMON    007094105        50      4000     SH          DEFINED   16,15         4000     0        0
ADMINISTAFF INC                  COMMON    007094105       243     19300     SH          DEFINED    5,16        19300     0        0
ADOBE SYSTEMS INC                COMMON    00724F101     65625   1045980     SH          DEFINED        1     1045980     0        0
ADOBE SYSTEMS INC                COMMON    00724F101     37644    600000     SH          DEFINED     1,2       600000     0        0
ADOBE SYSTEMS INC                COMMON    00724F101      9731    155100     SH          DEFINED     1,3       155100     0        0
ADOBE SYSTEMS INC                COMMON    00724F101       185      2950     SH          DEFINED   10,16         2950     0        0



                                                                                           
ADOBE SYSTEMS INC                COMMON    00724F101      1192     19000     SH          DEFINED    10,2        19000     0        0
ADOBE SYSTEMS INC                COMMON    00724F101      2928     46674     SH          DEFINED       16       43774     0     2900
ADOBE SYSTEMS INC                COMMON    00724F101       458      7300     SH          DEFINED    16,9         7300     0        0
ADOBE SYSTEMS INC                COMMON    00724F101        15       241     SH          DEFINED    17,9          241     0        0
ADOBE SYSTEMS INC                COMMON    00724F101      9442    150500     SH          DEFINED        2      150500     0        0
ADOBE SYSTEMS INC                COMMON    00724F101       892     14218     SH          DEFINED       24       14218     0        0
ADOBE SYSTEMS INC                COMMON    00724F101      2980     47502     SH          DEFINED       25        3438     0    44064
ADOBE SYSTEMS INC                COMMON    00724F101        73      1169     SH          DEFINED        4        1169     0        0
ADOBE SYSTEMS INC                COMMON    00724F101       267      4250     SH          DEFINED        7        4250     0        0
ADOBE SYSTEMS INC                COMMON    00724F101       557      8880     SH          DEFINED        9        8880     0        0
ADOLOR CORPORATION               COMMON    00724X102       129     13000     SH          DEFINED       16       13000     0        0
ADTRAN INC                       COMMON    00738A106     22509   1176000     SH          DEFINED        1     1176000     0        0
ADTRAN INC                       COMMON    00738A106      2647    138300     SH          DEFINED        2      138300     0        0
ADVANCE AMERICA CASH ADVANCE     COMMON    00739W107       769     33600     SH          DEFINED        1       33600     0        0
ADVANCE AMERICA CASH ADVANCE     COMMON    00739W107      5024    219400     SH          DEFINED     1,2       219400     0        0
ADVANCE AMERICA CASH ADVANCE     COMMON    00739W107       758     33100     SH          DEFINED        2       33100     0        0
ADVANCE AUTO PARTS               COMMON    00751Y106     40662    930900     SH          DEFINED        1      930900     0        0
ADVANCE AUTO PARTS               COMMON    00751Y106       415      9500     SH          DEFINED       16           0     0     9500
ADVANCE AUTO PARTS               COMMON    00751Y106      2691     61600     SH          DEFINED        2       51000     0    10600
ADVANCED SEMICONDUCTOR ADR       COMMON    00756M404       348     92581     SH          DEFINED        8       92581     0        0
ADVANCED NEUROMODULATION SYS     COMMON    00757T101      2170     55000     SH          DEFINED        1       55000     0        0
ADVO INC                         COMMON    007585102      8469    237550     SH          DEFINED        3      237550     0        0
ADVO INC                         COMMON    007585102        36      1000     SH          DEFINED        7        1000     0        0
ADVISORY BOARD CO/ THE           COMMON    00762W107      9954    269900     SH          DEFINED        1      269900     0        0
ADVISORY BOARD CO/ THE           COMMON    00762W107      2755     74700     SH          DEFINED        2       74700     0        0
ADVANCED MEDICAL OPTICS          COMMON    00763M108     17439    423900     SH          DEFINED        1      423900     0        0
ADVANCED MEDICAL OPTICS          COMMON    00763M108         0         0     SH          DEFINED       16           0     0        0
ADVANCED MEDICAL OPTICS          COMMON    00763M108       741     18000     SH          DEFINED   16,23        18000     0        0
ADVANCED MEDICAL OPTICS          COMMON    00763M108      1946     47300     SH          DEFINED        2       47300     0        0
ADVANCED MEDICAL OPTICS          COMMON    00763M108         3        66     SH          DEFINED        7          66     0        0
AEROFLEX INC                     COMMON    007768104     20814   1717320     SH          DEFINED        1     1717320     0        0
AEROFLEX INC                     COMMON    007768104        15      1275     SH          DEFINED        7        1275     0        0
AEROGEN INC                      COMMON    007779309        37     18979     SH          DEFINED        1       18979     0        0
AEROPOSTALE INC                  COMMON    007865108     30778   1045800     SH          DEFINED        1     1045800     0        0
AEROPOSTALE INC                  COMMON    007865108      4197    142600     SH          DEFINED     1,3       142600     0        0
AEROPOSTALE INC                  COMMON    007865108       121      4100     SH          DEFINED       10        4100     0        0
AEROPOSTALE INC                  COMMON    007865108      1012     34400     SH          DEFINED    10,2        34400     0        0
AEROPOSTALE INC                  COMMON    007865108      9353    317800     SH          DEFINED       16      257800     0    60000
AEROPOSTALE INC                  COMMON    007865108        68      2300     SH          DEFINED   16,15         2300     0        0
AEROPOSTALE INC                  COMMON    007865108      6336    215300     SH          DEFINED        2      215300     0        0
AEROPOSTALE INC                  COMMON    007865108       377     12800     SH          DEFINED    5,16        12800     0        0
ADVANCED MICRO DEVICES           COMMON    007903107       807     36669     SH          DEFINED       16       36669     0        0
ADVANCED MICRO DEVICES           COMMON    007903107        17       790     SH          DEFINED        7         790     0        0
ADVANCED MICRO DEVICES           COMMON    007903107       153      6949     SH          DEFINED        9        6949     0        0
AEGON NV AMER REG SHR            COMMON    007924103     14867   1084390     SH          DEFINED       13     1029800     0    54590
AEGON NV AMER REG SHR            COMMON    007924103     45834   3343097     SH          DEFINED       16     3228067     0   115030
AEGON NV AMER REG SHR            COMMON    007924103       509     37101     SH          DEFINED       25           0     0    37101
AEGON NV AMER REG SHR            COMMON    007924103        87      6381     SH          DEFINED        4        6381     0        0
AEGON NV AMER REG SHR            COMMON    007924103       758     55297     SH          DEFINED        7       55297     0        0
ADVANTA CORP CL B                COMMON    007942204      5538    228200     SH          DEFINED        1      228200     0        0
ADVANTA CORP CL B                COMMON    007942204        47      1950     SH          DEFINED        7        1950     0        0
ADVENT SOFTWARE INC              COMMON    007974108        13       625     SH          DEFINED        7         625     0        0
AES TRUST III CVT PFD 6.75       CONVERT   00808N202       316      6400     SH          DEFINED       25           0     0     6400



                                                                                           
AETNA US HEALTHCARE INC -NEW     COMMON    00817Y108    132602   1062940     SH          DEFINED        1     1062940     0        0
AETNA US HEALTHCARE INC -NEW     COMMON    00817Y108     93126    746500     SH          DEFINED     1,2       746500     0        0
AETNA US HEALTHCARE INC -NEW     COMMON    00817Y108      1148      9200     SH          DEFINED   10,16         9200     0        0
AETNA US HEALTHCARE INC -NEW     COMMON    00817Y108       200      1600     SH          DEFINED    10,8         1600     0        0
AETNA US HEALTHCARE INC -NEW     COMMON    00817Y108     12454     99829     SH          DEFINED       16       87929     0    11900
AETNA US HEALTHCARE INC -NEW     COMMON    00817Y108       424      3400     SH          DEFINED   16,15         3400     0        0
AETNA US HEALTHCARE INC -NEW     COMMON    00817Y108      1173      9400     SH          DEFINED   16,23         9400     0        0
AETNA US HEALTHCARE INC -NEW     COMMON    00817Y108       399      3200     SH          DEFINED    16,9         3200     0        0
AETNA US HEALTHCARE INC -NEW     COMMON    00817Y108     10791     86500     SH          DEFINED        2       81800     0     4700
AETNA US HEALTHCARE INC -NEW     COMMON    00817Y108       274      2200     SH          DEFINED       21        2200     0        0
AETNA US HEALTHCARE INC -NEW     COMMON    00817Y108       168      1349     SH          DEFINED       24        1349     0        0
AETNA US HEALTHCARE INC -NEW     COMMON    00817Y108      1168      9365     SH          DEFINED       25        3450     0     5915
AETNA US HEALTHCARE INC -NEW     COMMON    00817Y108       624      5000     SH          DEFINED    5,16         5000     0        0
AETNA US HEALTHCARE INC -NEW     COMMON    00817Y108      1657     13285     SH          DEFINED        6       13285     0        0
AETNA US HEALTHCARE INC -NEW     COMMON    00817Y108     17551    140689     SH          DEFINED        7      140689     0        0
AETNA US HEALTHCARE INC -NEW     COMMON    00817Y108       674      5405     SH          DEFINED        9        5405     0        0
AFFILIATED COMPUTER SVCS CL A    COMMON    008190100     16987    282220     SH          DEFINED        1      282220     0        0
AFFILIATED COMPUTER SVCS CL A    COMMON    008190100     21067    350000     SH          DEFINED     1,2       350000     0        0
AFFILIATED COMPUTER SVCS CL A    COMMON    008190100      3515     58400     SH          DEFINED       10       58400     0        0
AFFILIATED COMPUTER SVCS CL A    COMMON    008190100       108      1800     SH          DEFINED   10,23         1800     0        0
AFFILIATED COMPUTER SVCS CL A    COMMON    008190100      8097    134524     SH          DEFINED       16      129774     0     4750
AFFILIATED COMPUTER SVCS CL A    COMMON    008190100      4592     76300     SH          DEFINED        2       76300     0        0
AFFILIATED COMPUTER SVCS CL A    COMMON    008190100     50939    846303     SH          DEFINED       25      128195     0   718108
AFFILIATED COMPUTER SVCS CL A    COMMON    008190100         1        19     SH          DEFINED        4          19     0        0
AFFILIATED COMPUTER SVCS CL A    COMMON    008190100       371      6170     SH          DEFINED    5,16            0     0     6170
AFFILIATED COMPUTER SVCS CL A    COMMON    008190100      1695     28165     SH          DEFINED        6       28165     0        0
AFFILIATED COMPUTER SVCS CL A    COMMON    008190100     42046    698549     SH          DEFINED        7      698549     0        0
AFFILIATED MANAGERS GROUP        COMMON    008252108     47111    695475     SH          DEFINED        1      695475     0        0
AFFILIATED MANAGERS GROUP        COMMON    008252108        20       300     SH          DEFINED       16         300     0        0
AFFILIATED MANAGERS GROUP        COMMON    008252108      7424    109600     SH          DEFINED        2      109600     0        0
AFFILIATED MANAGERS GROUP        COMMON    008252108        10       153     SH          DEFINED        4         153     0        0
AFFYMETRIX INC                   COMMON    00826T108     14064    384800     SH          DEFINED        1      384800     0        0
AFFYMETRIX INC                   COMMON    00826T108       270      7400     SH          DEFINED       10        7400     0        0
AFFYMETRIX INC                   COMMON    00826T108     15826    433000     SH          DEFINED       16      394900     0    38100
AFFYMETRIX INC                   COMMON    00826T108       263      7200     SH          DEFINED    16,9         7200     0        0
AFFYMETRIX INC                   COMMON    00826T108      4993    136600     SH          DEFINED        2      136600     0        0
AFFYMETRIX INC                   COMMON    00826T108         4       100     SH          DEFINED       25           0     0      100
AFFYMETRIX INC                   COMMON    00826T108     14657    401000     SH          DEFINED        3      401000     0        0
AFFYMETRIX INC                   COMMON    00826T108        12       339     SH          DEFINED        4         339     0        0
AFFYMETRIX INC                   COMMON    00826T108       117      3200     SH          DEFINED    5,16         3200     0        0
AFFORDABLE RESIDENTIAL COMMU     COMMON    008273104      1148     80000     SH          DEFINED       16       27000     0    53000
AGERE SYSTEMS INC CL A           COMMON    00845V100      2658   1940300     SH          DEFINED       10     1940300     0        0
AGERE SYSTEMS INC CL A           COMMON    00845V100       733    535000     SH          DEFINED   10,23       535000     0        0
AGERE SYSTEMS INC CL A           COMMON    00845V100         0         0     SH          DEFINED       16           0     0        0
AGERE SYSTEMS INC CL A           COMMON    00845V100         3      2243     SH          DEFINED       19           0     0     2243
AGERE SYSTEMS INC CL A           COMMON    00845V100         0        76     SH          DEFINED       25           8     0       68
AGERE SYSTEMS INC CL A           COMMON    00845V100         0         1     SH          DEFINED        4           1     0        0
AGERE SYSTEMS INC CL A           COMMON    00845V100         0        30     SH          DEFINED        6          30     0        0
AGERE SYSTEMS INC CL B           COMMON    00845V209         0        12     SH          DEFINED       16          12     0        0
AGERE SYSTEMS INC CL B           COMMON    00845V209        74     55046     SH          DEFINED       19           0     0    55046
AGERE SYSTEMS INC CL B           COMMON    00845V209         2      1172     SH          DEFINED       25         107     0     1065
AGERE SYSTEMS INC CL B           COMMON    00845V209         1       759     SH          DEFINED        6         759     0        0
AGILENT TECHNOLOGIES INC         COMMON    00846U101     95800   3975100     SH          DEFINED        1     3975100     0        0



                                                                                           
AGILENT TECHNOLOGIES INC         COMMON    00846U101     68685   2850000     SH          DEFINED     1,2      2850000     0        0
AGILENT TECHNOLOGIES INC         COMMON    00846U101       593     24600     SH          DEFINED     1,3        24600     0        0
AGILENT TECHNOLOGIES INC         COMMON    00846U101      2444    101412     SH          DEFINED       16       98112     0     3300
AGILENT TECHNOLOGIES INC         COMMON    00846U101       325     13500     SH          DEFINED    16,9        13500     0        0
AGILENT TECHNOLOGIES INC         COMMON    00846U101     14212    589730     SH          DEFINED        2      589730     0        0
AGILENT TECHNOLOGIES INC         COMMON    00846U101      2651    110000     SH          DEFINED       21      110000     0        0
AGILENT TECHNOLOGIES INC         COMMON    00846U101        29      1200     SH          DEFINED       24        1200     0        0
AGILENT TECHNOLOGIES INC         COMMON    00846U101       768     31859     SH          DEFINED       25        1000     0    30859
AGILENT TECHNOLOGIES INC         COMMON    00846U101     23424    971942     SH          DEFINED        4      971942     0        0
AGILENT TECHNOLOGIES INC         COMMON    00846U101       246     10200     SH          DEFINED     5,2        10200     0        0
AGILENT TECHNOLOGIES INC         COMMON    00846U101       169      7016     SH          DEFINED        7        7016     0        0
AGILENT TECHNOLOGIES INC         COMMON    00846U101       372     15422     SH          DEFINED        9       15422     0        0
AGILE SOFTWARE CORP DE           COMMON    00846X105        71      8652     SH          DEFINED       25           0     0     8652
AGILE SOFTWARE CORP DE           COMMON    00846X105         6       698     SH          DEFINED        4         698     0        0
AGNICO-EAGLE MINES LTD           COMMON    008474108      2750    200000     SH          DEFINED        1      200000     0        0
AGNICO-EAGLE MINES LTD           COMMON    008474108       550     40000     SH          DEFINED       16       40000     0        0
AGNICO-EAGLE MINES LTD           COMMON    008474108        14      1000     SH          DEFINED       25           0     0     1000
AGILYSYS INC                     COMMON    00847J105      4391    256200     SH          DEFINED       16      146700     0   109500
AGILYSYS INC                     COMMON    00847J105       105      6100     SH          DEFINED   16,15         6100     0        0
AGILYSYS INC                     COMMON    00847J105       151      8784     SH          DEFINED       25           0     0     8784
AGILYSYS INC                     COMMON    00847J105      1198     69900     SH          DEFINED    5,16        69900     0        0
AGREE REALTY CORP                COMMON    008492100        44      1400     SH          DEFINED       16        1400     0        0
AGREE REALTY CORP                COMMON    008492100        17       532     SH          DEFINED       25           0     0      532
AGREE REALTY CORP                COMMON    008492100       114      3600     SH          DEFINED    5,16         3600     0        0
AGRIUM INC                       COMMON    008916108      7091    421400     SH          DEFINED        3      421400     0        0
AIR PRODUCTS & CHEMICALS INC     COMMON    009158106     23402    403700     SH          DEFINED        1      403700     0        0
AIR PRODUCTS & CHEMICALS INC     COMMON    009158106     34782    600000     SH          DEFINED     1,2       600000     0        0
AIR PRODUCTS & CHEMICALS INC     COMMON    009158106      2077     35830     SH          DEFINED   10,16        35830     0        0
AIR PRODUCTS & CHEMICALS INC     COMMON    009158106    192900   3327582     SH          DEFINED       16     2344774   210   982598
AIR PRODUCTS & CHEMICALS INC     COMMON    009158106      1370     23640     SH          DEFINED   16,23        23640     0        0
AIR PRODUCTS & CHEMICALS INC     COMMON    009158106     18307    315800     SH          DEFINED        2      315800     0        0
AIR PRODUCTS & CHEMICALS INC     COMMON    009158106       964     16624     SH          DEFINED       25        2645     0    13979
AIR PRODUCTS & CHEMICALS INC     COMMON    009158106      2235     38560     SH          DEFINED    5,16        38560     0        0
AIR PRODUCTS & CHEMICALS INC     COMMON    009158106       825     14240     SH          DEFINED        7       14240     0        0
AIR PRODUCTS & CHEMICALS INC     COMMON    009158106       460      7933     SH          DEFINED        9        7933     0        0
AIRGAS INC                       COMMON    009363102     16245    612800     SH          DEFINED        1      612800     0        0
AIRTRAN HOLDINGS INC             COMMON    00949P108      7029    656900     SH          DEFINED        1      656900     0        0
AIRTRAN HOLDINGS INC             COMMON    00949P108      2634    246200     SH          DEFINED        2      246200     0        0
AIRSPAN NETWORKS INC.            COMMON    00950H102       534     98300     SH          DEFINED       16       53700     0    44600
AIRSPAN NETWORKS INC.            COMMON    00950H102        12      2200     SH          DEFINED   16,15         2200     0        0
AIRSPAN NETWORKS INC.            COMMON    00950H102        70     12800     SH          DEFINED    5,16        12800     0        0
AKAMAI TECHNOLOGIES              COMMON    00971T101     19150   1469700     SH          DEFINED        1     1469700     0        0
AKAMAI TECHNOLOGIES              COMMON    00971T101      3173    243500     SH          DEFINED       16      131800     0   111700
AKAMAI TECHNOLOGIES              COMMON    00971T101        81      6200     SH          DEFINED   16,15         6200     0        0
AKAMAI TECHNOLOGIES              COMMON    00971T101      2237    171700     SH          DEFINED        2      171700     0        0
AKAMAI TECHNOLOGIES              COMMON    00971T101        26      2000     SH          DEFINED       25           0     0     2000
AKAMAI TECHNOLOGIES              COMMON    00971T101       390     29900     SH          DEFINED    5,16        29900     0        0
AKZO NOBEL NV ADR                COMMON    010199305      2677     63000     SH          DEFINED        1       63000     0        0
AKZO NOBEL NV ADR                COMMON    010199305       234      5500     SH          DEFINED       16        5500     0        0
AKZO NOBEL NV ADR                COMMON    010199305       680     16000     SH          DEFINED   16,23        16000     0        0
AKZO NOBEL NV ADR                COMMON    010199305        81      1900     SH          DEFINED        2        1900     0        0
AKZO NOBEL NV ADR                COMMON    010199305       187      4400     SH          DEFINED        7        4400     0        0
ALABAMA NATIONAL BANCORPORATIO   COMMON    010317105      5102     78800     SH          DEFINED        1       78800     0        0



                                                                                           
ALABAMA NATIONAL BANCORPORATIO   COMMON    010317105      6105     94300     SH          DEFINED        3       94300     0        0
ALAMOSA HOLDINGS INC             COMMON    011589108      4722    378700     SH          DEFINED       16      223700     0   155000
ALAMOSA HOLDINGS INC             COMMON    011589108       105      8400     SH          DEFINED   16,15         8400     0        0
ALAMOSA HOLDINGS INC             COMMON    011589108       993     79600     SH          DEFINED    5,16        79600     0        0
ALAMOSA HLDGS CVP 7.5 07-31-13   CONVERT   011589207      2542      6782     SH          DEFINED        1        6782     0        0
ALAMOSA HLDGS CVP 7.5 07-31-13   CONVERT   011589207        19        51     SH          DEFINED    2,23           51     0        0
ALASKA AIR GROUP INC             COMMON    011659109      1906     56900     SH          DEFINED       16       38400     0    18500
ALASKA AIR GROUP INC             COMMON    011659109        33      1000     SH          DEFINED   16,15         1000     0        0
ALASKA AIR GROUP INC             COMMON    011659109         3       100     SH          DEFINED       25           0     0      100
ALASKA AIR GROUP INC             COMMON    011659109       703     21000     SH          DEFINED    5,16        21000     0        0
ALBANY MOLECULAR RESEARCH        COMMON    012423109      2053    184300     SH          DEFINED       16      101700     0    82600
ALBANY MOLECULAR RESEARCH        COMMON    012423109        50      4500     SH          DEFINED   16,15         4500     0        0
ALBANY MOLECULAR RESEARCH        COMMON    012423109       355     31900     SH          DEFINED    5,16        31900     0        0
ALBEMARLE CORP                   COMMON    012653101      6948    179500     SH          DEFINED        1      179500     0        0
ALBEMARLE CORP                   COMMON    012653101      4030    104100     SH          DEFINED       16       62900     0    41200
ALBEMARLE CORP                   COMMON    012653101        89      2300     SH          DEFINED   16,15         2300     0        0
ALBEMARLE CORP                   COMMON    012653101       108      2800     SH          DEFINED    16,9         2800     0        0
ALBEMARLE CORP                   COMMON    012653101      1030     26600     SH          DEFINED    5,16        26600     0        0
ALBEMARLE CORP                   COMMON    012653101         8       200     SH          DEFINED        7         200     0        0
ALBERTO CULVER CO CL B           COMMON    013068101       420      8646     SH          DEFINED       16        8646     0        0
ALBERTO CULVER CO CL B           COMMON    013068101       904     18616     SH          DEFINED       24       18616     0        0
ALBERTO CULVER CO CL B           COMMON    013068101        51      1050     SH          DEFINED       25           0     0     1050
ALBERTO CULVER CO CL B           COMMON    013068101       266      5475     SH          DEFINED        7        5475     0        0
ALBERTSON'S INC                  COMMON    013104104        93      3900     SH          DEFINED       10        3900     0        0
ALBERTSON'S INC                  COMMON    013104104      1638     68600     SH          DEFINED   10,16        68600     0        0
ALBERTSON'S INC                  COMMON    013104104       289     12100     SH          DEFINED    10,8        12100     0        0
ALBERTSON'S INC                  COMMON    013104104     37333   1563360     SH          DEFINED       16     1445860     0   117500
ALBERTSON'S INC                  COMMON    013104104       604     25300     SH          DEFINED   16,15        25300     0        0
ALBERTSON'S INC                  COMMON    013104104      3026    126700     SH          DEFINED    16,9       126700     0        0
ALBERTSON'S INC                  COMMON    013104104       956     40052     SH          DEFINED       24       40052     0        0
ALBERTSON'S INC                  COMMON    013104104      1038     43454     SH          DEFINED       25       25000     0    18454
ALBERTSON'S INC                  COMMON    013104104       934     39100     SH          DEFINED    5,16        39100     0        0
ALBERTSON'S INC                  COMMON    013104104       450     18851     SH          DEFINED        9       18851     0        0
ALCAN INC                        COMMON    013716105     36006    736900     SH          DEFINED     1,3       736900     0        0
ALCAN INC                        COMMON    013716105      2236     45600     SH          DEFINED       16       45600     0        0
ALCAN INC                        COMMON    013716105       494     10100     SH          DEFINED        2       10100     0        0
ALCAN INC                        COMMON    013716105        98      2000     SH          DEFINED       24        2000     0        0
ALCAN INC                        COMMON    013716105        98      2000     SH          DEFINED       25           0     0     2000
ALCAN INC                        COMMON    013716105     79918   1635600     SH          DEFINED        3     1635600     0        0
ALCAN INC                        COMMON    013716105        58      1175     SH          DEFINED        7        1175     0        0
ALCAN INC                        COMMON    013716105       589     12056     SH          DEFINED        9       12056     0        0
ALCOA INC                        COMMON    013817101     67848   2159400     SH          DEFINED        1     2159400     0        0
ALCOA INC                        COMMON    013817101      1656     52690     SH          DEFINED   10,16        52690     0        0
ALCOA INC                        COMMON    013817101    129764   4129988     SH          DEFINED       16     2865137   300  1264551
ALCOA INC                        COMMON    013817101      1095     34860     SH          DEFINED   16,23        34860     0        0
ALCOA INC                        COMMON    013817101        97      3100     SH          DEFINED    16,9         3100     0        0
ALCOA INC                        COMMON    013817101     10482    333600     SH          DEFINED        2      333600     0        0
ALCOA INC                        COMMON    013817101       633     20151     SH          DEFINED       25       13069     0     7082
ALCOA INC                        COMMON    013817101       771     24540     SH          DEFINED    5,16        24540     0        0
ALCOA INC                        COMMON    013817101        19       600     SH          DEFINED        6         600     0        0
ALCOA INC                        COMMON    013817101       612     19483     SH          DEFINED        7       19483     0        0
ALCOA INC                        COMMON    013817101       157      5000     SH          DEFINED        8        5000     0        0
ALCOA INC                        COMMON    013817101       889     28309     SH          DEFINED        9       28309     0        0



                                                                                           
ALDERWOODS GROUP INC             COMMON    014383103      3328    293000     SH          DEFINED       16      190600     0   102400
ALDERWOODS GROUP INC             COMMON    014383103        65      5700     SH          DEFINED   16,15         5700     0        0
ALDERWOODS GROUP INC             COMMON    014383103      5419    477049     SH          DEFINED        3      477049     0        0
ALDERWOODS GROUP INC             COMMON    014383103       669     58900     SH          DEFINED    5,16        58900     0        0
ALDERWOODS GROUP INC             COMMON    014383103        61      5350     SH          DEFINED        7        5350     0        0
ALERIS INTERNATIONAL INC         COMMON    014477103        58      3430     SH          DEFINED        7        3430     0        0
ALEXANDER & BALDWIN INC          COMMON    014482103        27       636     SH          DEFINED    17,9          636     0        0
ALEXANDER'S INC                  COMMON    014752109        65       300     SH          DEFINED       16         300     0        0
ALEXANDER'S INC                  COMMON    014752109       172       800     SH          DEFINED    5,16          800     0        0
ALEXANDRIA REAL EST EQUITIES     COMMON    015271109      2776     37300     SH          DEFINED        1       37300     0        0
ALEXANDRIA REAL EST EQUITIES     COMMON    015271109     67625    908688     SH          DEFINED       16      660347     0   248341
ALEXANDRIA REAL EST EQUITIES     COMMON    015271109      4718     63400     SH          DEFINED    5,16        63400     0        0
ALIGN TECHNOLOGY INC             COMMON    016255101      4845    450700     SH          DEFINED       16      258600     0   192100
ALIGN TECHNOLOGY INC             COMMON    016255101       115     10700     SH          DEFINED   16,15        10700     0        0
ALIGN TECHNOLOGY INC             COMMON    016255101       554     51500     SH          DEFINED    5,16        51500     0        0
ALLEGHENY ENERGY INC             COMMON    017361106       259     13124     SH          DEFINED       16       13124     0        0
ALLEGHENY TECHNOLOGIES INC       COMMON    01741R102       197      9075     SH          DEFINED       16        9075     0        0
ALLEGHENY TECHNOLOGIES INC       COMMON    01741R102        15       702     SH          DEFINED        7         702     0        0
ALLEN ORGAN CO-CL B              COMMON    017753104        87      1287     SH          DEFINED       25           0     0     1287
ALLERGAN INC                     COMMON    018490102     26461    326400     SH          DEFINED        1      326400     0        0
ALLERGAN INC                     COMMON    018490102      1230     15174     SH          DEFINED       16       15174     0        0
ALLERGAN INC                     COMMON    018490102     13944    172000     SH          DEFINED        2      172000     0        0
ALLERGAN INC                     COMMON    018490102      5630     69449     SH          DEFINED       25       58704     0    10745
ALLERGAN INC                     COMMON    018490102       130      1600     SH          DEFINED        7        1600     0        0
ALLETE INC                       COMMON    018522300        37      1001     SH          DEFINED       25           0     0     1001
ALLIANCE ATLANTIS COMM CL B      COMMON    01853E204     64099   2358200     SH          DEFINED        3     2358200     0        0
ALLIANCE CAPITAL MGMT HOLD       COMMON    01855A101       609     14500     SH          DEFINED       25       12000     0     2500
ALLIANCE CAPITAL MGMT HOLD       COMMON    01855A101       101      2400     SH          DEFINED        7        2400     0        0
ALLIANCE DATA SYSTEMS CORP       COMMON    018581108    111440   2347100     SH          DEFINED        1     2347100     0        0
ALLIANCE DATA SYSTEMS CORP       COMMON    018581108     14244    300000     SH          DEFINED     1,2       300000     0        0
ALLIANCE DATA SYSTEMS CORP       COMMON    018581108       499     10500     SH          DEFINED       16           0     0    10500
ALLIANCE DATA SYSTEMS CORP       COMMON    018581108      9515    200400     SH          DEFINED        2      188300     0    12100
ALLIANCE DATA SYSTEMS CORP       COMMON    018581108        33       698     SH          DEFINED        4         698     0        0
ALLIANCE DATA SYSTEMS CORP       COMMON    018581108       264      5550     SH          DEFINED        7        5550     0        0
ALLIANCE GAMING CORP             COMMON    01859P609        22      1600     SH          DEFINED        7        1600     0        0
ALLIANCE NEW YORK MUNI INC CF    COMMON    018714105        11       800     SH          DEFINED       25           0     0      800
ALLIANT ENERGY CORP              COMMON    018802108        16       550     SH          DEFINED       25           0     0      550
ALLIANT ENERGY CORP              COMMON    018802108        54      1871     SH          DEFINED        7        1871     0        0
ALLIANT TECHSYSTEMS INC          COMMON    018804104     22278    340750     SH          DEFINED        1      340750     0        0
ALLIANT TECHSYSTEMS INC          COMMON    018804104        28       422     SH          DEFINED        7         422     0        0
ALLIED CAPITAL CORP              COMMON    01903Q108      3641    140900     SH          DEFINED       10      140900     0        0
ALLIED CAPITAL CORP              COMMON    01903Q108       956     37000     SH          DEFINED   10,23        37000     0        0
ALLIED CAPITAL CORP              COMMON    01903Q108        58      2244     SH          DEFINED       25           0     0     2244
ALLIED DOMECQ PLC ADR            COMMON    019121201       172      4300     SH          DEFINED        7        4300     0        0
ALLIED IRISH BANKS ADR           COMMON    019228402       215      5217     SH          DEFINED        4        5217     0        0
ALLIED WASTE INDUSTRIES INC      COMMON    019589308     16585   1787150     SH          DEFINED       10     1787150     0        0
ALLIED WASTE INDUSTRIES INC      COMMON    019589308      1186    127750     SH          DEFINED   10,23       127750     0        0
ALLIED WASTE INDUSTRIES INC      COMMON    019589308       281     30259     SH          DEFINED       16       30259     0        0
ALLSTATE CORP                    COMMON    020002101     79232   1531950     SH          DEFINED        1     1531950     0        0
ALLSTATE CORP                    COMMON    020002101     15516    300000     SH          DEFINED     1,2       300000     0        0
ALLSTATE CORP                    COMMON    020002101      8844    171000     SH          DEFINED   10,16       171000     0        0
ALLSTATE CORP                    COMMON    020002101      1552     30000     SH          DEFINED    10,8        30000     0        0
ALLSTATE CORP                    COMMON    020002101    125928   2434806     SH          DEFINED       16     2277406     0   157400



                                                                                           
ALLSTATE CORP                    COMMON    020002101      3233     62500     SH          DEFINED   16,15        62500     0        0
ALLSTATE CORP                    COMMON    020002101      5446    105300     SH          DEFINED    16,9       105300     0        0
ALLSTATE CORP                    COMMON    020002101        18       350     SH          DEFINED    17,9          350     0        0
ALLSTATE CORP                    COMMON    020002101     23176    448100     SH          DEFINED        2      448100     0        0
ALLSTATE CORP                    COMMON    020002101      1842     35618     SH          DEFINED       24       35618     0        0
ALLSTATE CORP                    COMMON    020002101      5054     97718     SH          DEFINED       25       15276     0    82442
ALLSTATE CORP                    COMMON    020002101      4774     92300     SH          DEFINED    5,16        92300     0        0
ALLSTATE CORP                    COMMON    020002101       198      3827     SH          DEFINED        7        3827     0        0
ALLSTATE CORP                    COMMON    020002101       559     10800     SH          DEFINED        8       10800     0        0
ALLSTATE CORP                    COMMON    020002101      3440     66508     SH          DEFINED        9       66508     0        0
ALLSTATE CORP                    COMMON    020002101       109      2099     SH          DEFINED    9,11         2099     0        0
ALLTEL CORP                      COMMON    020039103     58073    988300     SH          DEFINED        1      988300     0        0
ALLTEL CORP                      COMMON    020039103     30026    511000     SH          DEFINED     1,2       511000     0        0
ALLTEL CORP                      COMMON    020039103      7856    133700     SH          DEFINED     1,3       133700     0        0
ALLTEL CORP                      COMMON    020039103        53       900     SH          DEFINED       10         900     0        0
ALLTEL CORP                      COMMON    020039103      1017     17300     SH          DEFINED   10,16        17300     0        0
ALLTEL CORP                      COMMON    020039103       182      3100     SH          DEFINED    10,8         3100     0        0
ALLTEL CORP                      COMMON    020039103     36002    612697     SH          DEFINED       16      570997     0    41700
ALLTEL CORP                      COMMON    020039103       376      6400     SH          DEFINED   16,15         6400     0        0
ALLTEL CORP                      COMMON    020039103      3484     59300     SH          DEFINED    16,9        59300     0        0
ALLTEL CORP                      COMMON    020039103       405      6900     SH          DEFINED        2        6900     0        0
ALLTEL CORP                      COMMON    020039103       271      4615     SH          DEFINED       24        4615     0        0
ALLTEL CORP                      COMMON    020039103       466      7927     SH          DEFINED       25         300     0     7627
ALLTEL CORP                      COMMON    020039103         2        27     SH          DEFINED        4          27     0        0
ALLTEL CORP                      COMMON    020039103       582      9900     SH          DEFINED    5,16         9900     0        0
ALLTEL CORP                      COMMON    020039103       221      3754     SH          DEFINED        7        3754     0        0
ALLTEL CORP                      COMMON    020039103       497      8450     SH          DEFINED        9        8450     0        0
ALLTEL CORP                      COMMON    020039103        42       713     SH          DEFINED    9,11          713     0        0
ALLTEL CORP-UTS                  COMMON    020039822        21       400     SH          DEFINED        7         400     0        0
ALPHARMA INC CL A                COMMON    020813101       210     12400     SH          DEFINED       16       12400     0        0
ALTERA CORPORATION               COMMON    021441100     63911   3087480     SH          DEFINED        1     3087480     0        0
ALTERA CORPORATION               COMMON    021441100       412     19900     SH          DEFINED       10       19900     0        0
ALTERA CORPORATION               COMMON    021441100      1448     69960     SH          DEFINED   10,16        69960     0        0
ALTERA CORPORATION               COMMON    021441100    170532   8238264     SH          DEFINED       16     6166925   400  2070939
ALTERA CORPORATION               COMMON    021441100      4393    212220     SH          DEFINED   16,23       212220     0        0
ALTERA CORPORATION               COMMON    021441100       903     43600     SH          DEFINED    16,9        43600     0        0
ALTERA CORPORATION               COMMON    021441100      2169    104790     SH          DEFINED        2       85900     0    18890
ALTERA CORPORATION               COMMON    021441100      2070    100000     SH          DEFINED       21      100000     0        0
ALTERA CORPORATION               COMMON    021441100        98      4757     SH          DEFINED       24        4757     0        0
ALTERA CORPORATION               COMMON    021441100       418     20175     SH          DEFINED       25       19675     0      500
ALTERA CORPORATION               COMMON    021441100        11       515     SH          DEFINED        4         515     0        0
ALTERA CORPORATION               COMMON    021441100      1621     78320     SH          DEFINED    5,16        78320     0        0
ALTERA CORPORATION               COMMON    021441100     12239    591263     SH          DEFINED        7      591263     0        0
ALTERA CORPORATION               COMMON    021441100       321     15489     SH          DEFINED        9       15489     0        0
ALTIRIS INC                      COMMON    02148M100      7146    201700     SH          DEFINED        1      201700     0        0
ALTRIA GROUP INC                 COMMON    02209S103      2582     42265     SH          DEFINED        1       41800     0      465
ALTRIA GROUP INC                 COMMON    02209S103    311791   5102966     SH          DEFINED       10     5102966     0        0
ALTRIA GROUP INC                 COMMON    02209S103      2743     44900     SH          DEFINED   10,16        44900     0        0
ALTRIA GROUP INC                 COMMON    02209S103       483      7900     SH          DEFINED    10,8         7900     0        0
ALTRIA GROUP INC                 COMMON    02209S103      1785     29211     SH          DEFINED    12,9        29211     0        0
ALTRIA GROUP INC                 COMMON    02209S103     84038   1375414     SH          DEFINED       16     1285524     0    89890
ALTRIA GROUP INC                 COMMON    02209S103      1008     16500     SH          DEFINED   16,15        16500     0        0
ALTRIA GROUP INC                 COMMON    02209S103      7515    123000     SH          DEFINED    16,9       123000     0        0



                                                                                           
ALTRIA GROUP INC                 COMMON    02209S103        56       920     SH          DEFINED    17,9          920     0        0
ALTRIA GROUP INC                 COMMON    02209S103      1913     31310     SH          DEFINED       24       31310     0        0
ALTRIA GROUP INC                 COMMON    02209S103      8689    142207     SH          DEFINED       25        9600     0   132607
ALTRIA GROUP INC                 COMMON    02209S103        29       482     SH          DEFINED        4         482     0        0
ALTRIA GROUP INC                 COMMON    02209S103      2216     36275     SH          DEFINED    5,16        24400     0    11875
ALTRIA GROUP INC                 COMMON    02209S103     10769    176253     SH          DEFINED        7      176253     0        0
ALTRIA GROUP INC                 COMMON    02209S103      8156    133490     SH          DEFINED        9      133490     0        0
ALTRIA GROUP INC                 COMMON    02209S103        53       871     SH          DEFINED    9,11          871     0        0
ALTRIA GROUP INC                 COMMON    02209S103       950     15542     SH          DEFINED    9,14        15542     0        0
ALZA CORP (JNJ) CVT 0.0 07-28-   CONVERT   02261WAB5     34197  39250000     SH          DEFINED       16     5825000     0 33425000
AMAZON.COM INC                   COMMON    023135106       997     22500     SH          DEFINED        1       22500     0        0
AMAZON.COM INC                   COMMON    023135106      6644    150000     SH          DEFINED     1,2       150000     0        0
AMAZON.COM INC                   COMMON    023135106        27       600     SH          DEFINED       24         600     0        0
AMAZON.COM INC                   COMMON    023135106       340      7675     SH          DEFINED       25        6000     0     1675
AMAZON.COM INC                   COMMON    023135106        29       663     SH          DEFINED        4         663     0        0
AMAZON.COM INC                   COMMON    023135106       563     12706     SH          DEFINED        7       12706     0        0
AMAZON.COM INC                   COMMON    023135106       417      9422     SH          DEFINED        9        9422     0        0
AMAZON.COM INC(AMZN) CVT 4.75    CONVERT   023135AF3         3      3000     SH          DEFINED       16        3000     0        0
AMBAC FINANCIAL GROUP INC        COMMON    023139108     19208    233875     SH          DEFINED       16      226204     0     7671
AMBAC FINANCIAL GROUP INC        COMMON    023139108       153      1866     SH          DEFINED       25           0     0     1866
AMBAC FINANCIAL GROUP INC        COMMON    023139108        25       310     SH          DEFINED        4         310     0        0
AMBAC FINANCIAL GROUP INC        COMMON    023139108       824     10030     SH          DEFINED    5,16            0     0    10030
AMBAC FINANCIAL GROUP INC        COMMON    023139108      9254    112673     SH          DEFINED        7      112673     0        0
AMBAC FINANCIAL GROUP INC        COMMON    023139108       294      3582     SH          DEFINED        9        3582     0        0
AMBASSADORS GROUP INC            COMMON    023177108       833     23400     SH          DEFINED       16       13000     0    10400
AMBASSADORS GROUP INC            COMMON    023177108        21       600     SH          DEFINED   16,15          600     0        0
AMBASSADORS GROUP INC            COMMON    023177108       160      4500     SH          DEFINED    5,16         4500     0        0
AMEDISYS INC                     COMMON    023436108      1684     52000     SH          DEFINED        1       52000     0        0
AMERADA HESS CORP                COMMON    023551104    140416   1704490     SH          DEFINED        1     1703345     0     1145
AMERADA HESS CORP                COMMON    023551104     42302    513500     SH          DEFINED     1,2       513500     0        0
AMERADA HESS CORP                COMMON    023551104       746      9050     SH          DEFINED     1,3         9050     0        0
AMERADA HESS CORP                COMMON    023551104       115      1400     SH          DEFINED       10        1400     0        0
AMERADA HESS CORP                COMMON    023551104       667      8100     SH          DEFINED   10,16         8100     0        0
AMERADA HESS CORP                COMMON    023551104       115      1400     SH          DEFINED    10,8         1400     0        0
AMERADA HESS CORP                COMMON    023551104     20669    250893     SH          DEFINED       16      230293     0    20600
AMERADA HESS CORP                COMMON    023551104       247      3000     SH          DEFINED   16,15         3000     0        0
AMERADA HESS CORP                COMMON    023551104      1681     20400     SH          DEFINED    16,9        20400     0        0
AMERADA HESS CORP                COMMON    023551104      5810     70530     SH          DEFINED        2       70530     0        0
AMERADA HESS CORP                COMMON    023551104       214      2600     SH          DEFINED       24        2600     0        0
AMERADA HESS CORP                COMMON    023551104       407      4937     SH          DEFINED       25        4100     0      837
AMERADA HESS CORP                COMMON    023551104     31370    380802     SH          DEFINED        4      380802     0        0
AMERADA HESS CORP                COMMON    023551104       412      5000     SH          DEFINED    5,16         5000     0        0
AMERADA HESS CORP                COMMON    023551104       325      3945     SH          DEFINED     5,2         3945     0        0
AMERADA HESS CORP                COMMON    023551104        12       140     SH          DEFINED        7         140     0        0
AMERADA HESS CORP                COMMON    023551104        49       600     SH          DEFINED        9         600     0        0
AMEREN CORPORATION               COMMON    023608102     10028    200000     SH          DEFINED        1      200000     0        0
AMEREN CORPORATION               COMMON    023608102      1043     20811     SH          DEFINED       16       20811     0        0
AMEREN CORPORATION               COMMON    023608102       136      2705     SH          DEFINED       25        2705     0        0
AMEREN CORPORATION               COMMON    023608102        13       250     SH          DEFINED        6         250     0        0
AMEREN CORPORATION               COMMON    023608102        30       600     SH          DEFINED        7         600     0        0
AMEREN CORPORATION               COMMON    023608102       381      7605     SH          DEFINED        9        7605     0        0
AMERICA MOVIL- SERIES L ADR      COMMON    02364W105     63813   1218966     SH          DEFINED        1     1218966     0        0
AMERICA MOVIL- SERIES L ADR      COMMON    02364W105      7748    148000     SH          DEFINED     1,3       148000     0        0



                                                                                           
AMERICA MOVIL- SERIES L ADR      COMMON    02364W105      3455     66000     SH          DEFINED       10       66000     0        0
AMERICA MOVIL- SERIES L ADR      COMMON    02364W105       534     10200     SH          DEFINED   10,16        10200     0        0
AMERICA MOVIL- SERIES L ADR      COMMON    02364W105      1769     33800     SH          DEFINED   10,23        33800     0        0
AMERICA MOVIL- SERIES L ADR      COMMON    02364W105       654     12500     SH          DEFINED   13,15        12500     0        0
AMERICA MOVIL- SERIES L ADR      COMMON    02364W105       571     10900     SH          DEFINED       16       10900     0        0
AMERICA MOVIL- SERIES L ADR      COMMON    02364W105      6934    132450     SH          DEFINED   16,23       132450     0        0
AMERICA MOVIL- SERIES L ADR      COMMON    02364W105       927     17700     SH          DEFINED        2       17700     0        0
AMERICA MOVIL- SERIES L ADR      COMMON    02364W105        42       800     SH          DEFINED       25           0     0      800
AMERICA MOVIL- SERIES L ADR      COMMON    02364W105      2274     43445     SH          DEFINED        7       43445     0        0
AMERICA WEST HOLDINGS CORP CL    COMMON    023657208      1561    237200     SH          DEFINED       16      137700     0    99500
AMERICA WEST HOLDINGS CORP CL    COMMON    023657208        36      5400     SH          DEFINED   16,15         5400     0        0
AMERICA WEST HOLDINGS CORP CL    COMMON    023657208       533     81000     SH          DEFINED    5,16        81000     0        0
AMCORE FINANCIAL INC             COMMON    023912108       898     27900     SH          DEFINED       16       17000     0    10900
AMCORE FINANCIAL INC             COMMON    023912108        19       600     SH          DEFINED   16,15          600     0        0
AMCORE FINANCIAL INC             COMMON    023912108        28       864     SH          DEFINED       25           0     0      864
AMCORE FINANCIAL INC             COMMON    023912108       479     14900     SH          DEFINED    5,16        14900     0        0
AMERICAN AXLE & MFG HOLDINGS     COMMON    024061103      1380     45000     SH          DEFINED        1       45000     0        0
AMERICAN AXLE CVT(AXL) 144A 2.   CONVERT   024061AA1      7735   8500000     SH          DEFINED       16     1275000     0  7225000
AMERICAN CAMPUS COMMUNITIES      COMMON    024835100     15671    696800     SH          DEFINED       16      639600     0    57200
AMERICAN CAPITAL STRATEGIES      COMMON    024937104         8       235     SH          DEFINED       16         235     0        0
AMERICAN CAPITAL STRATEGIES      COMMON    024937104        88      2640     SH          DEFINED        7        2640     0        0
AMERICAN ECOLOGY CORP            COMMON    025533407         1        45     SH          DEFINED        7          45     0        0
AMERICAN ELECTRIC POWER          COMMON    025537101      7727    225000     SH          DEFINED        1      225000     0        0
AMERICAN ELECTRIC POWER          COMMON    025537101      2727     79415     SH          DEFINED       16       72390     0     7025
AMERICAN ELECTRIC POWER          COMMON    025537101       245      7144     SH          DEFINED       25         219     0     6925
AMERICAN ELECTRIC POWER          COMMON    025537101       143      4178     SH          DEFINED        7        4178     0        0
AMERICAN ELECTRIC POWER          COMMON    025537101       453     13191     SH          DEFINED        9       13191     0        0
AMERICAN EAGLE OUTFITTERS        COMMON    02553E106      6189    131400     SH          DEFINED        1      131400     0        0
AMERICAN EAGLE OUTFITTERS        COMMON    02553E106      3292     69900     SH          DEFINED     1,3        69900     0        0
AMERICAN EAGLE OUTFITTERS        COMMON    02553E106       104      2200     SH          DEFINED       10        2200     0        0
AMERICAN EAGLE OUTFITTERS        COMMON    02553E106       542     11500     SH          DEFINED    10,2        11500     0        0
AMERICAN EAGLE OUTFITTERS        COMMON    02553E106        39       819     SH          DEFINED    12,9          819     0        0
AMERICAN EAGLE OUTFITTERS        COMMON    02553E106      7056    149800     SH          DEFINED       16      135400     0    14400
AMERICAN EAGLE OUTFITTERS        COMMON    02553E106       349      7400     SH          DEFINED    16,9         7400     0        0
AMERICAN EAGLE OUTFITTERS        COMMON    02553E106       203      4300     SH          DEFINED        2        4300     0        0
AMERICAN EAGLE OUTFITTERS        COMMON    02553E106       276      5867     SH          DEFINED       24        5867     0        0
AMERICAN EAGLE OUTFITTERS        COMMON    02553E106        47      1000     SH          DEFINED    5,16         1000     0        0
AMERICAN EAGLE OUTFITTERS        COMMON    02553E106       803     17042     SH          DEFINED        9       17042     0        0
AMERICAN EXPRESS COMPANY         COMMON    025816109    137747   2443630     SH          DEFINED        1     2443630     0        0
AMERICAN EXPRESS COMPANY         COMMON    025816109    101466   1800000     SH          DEFINED     1,2      1800000     0        0
AMERICAN EXPRESS COMPANY         COMMON    025816109        72      1270     SH          DEFINED   10,16         1270     0        0
AMERICAN EXPRESS COMPANY         COMMON    025816109      5090     90300     SH          DEFINED   10,23        90300     0        0
AMERICAN EXPRESS COMPANY         COMMON    025816109     25957    460473     SH          DEFINED       16      425173     0    35300
AMERICAN EXPRESS COMPANY         COMMON    025816109      4070     72200     SH          DEFINED    16,9        72200     0        0
AMERICAN EXPRESS COMPANY         COMMON    025816109        29       522     SH          DEFINED    17,9          522     0        0
AMERICAN EXPRESS COMPANY         COMMON    025816109     41876    742885     SH          DEFINED        2      742885     0        0
AMERICAN EXPRESS COMPANY         COMMON    025816109       568     10071     SH          DEFINED       24       10071     0        0
AMERICAN EXPRESS COMPANY         COMMON    025816109     27386    485830     SH          DEFINED       25      142525     0   343305
AMERICAN EXPRESS COMPANY         COMMON    025816109    450813   7997400     SH          DEFINED        3     7997400     0        0
AMERICAN EXPRESS COMPANY         COMMON    025816109        50       884     SH          DEFINED        4         884     0        0
AMERICAN EXPRESS COMPANY         COMMON    025816109      1179     20910     SH          DEFINED        6       20910     0        0
AMERICAN EXPRESS COMPANY         COMMON    025816109     14063    249480     SH          DEFINED        7      249480     0        0
AMERICAN EXPRESS COMPANY         COMMON    025816109       552      9800     SH          DEFINED        8        9800     0        0



                                                                                           
AMERICAN EXPRESS COMPANY         COMMON    025816109      2341     41528     SH          DEFINED        9       41528     0        0
AMERICAN EXPRESS 1.85 12-01-33   CONVERT   025816AS8      9505   8750000     SH          DEFINED       16     1300000     0  7450000
AMERICAN FINANCIAL GROUP INC     COMMON    025932104      3589    114630     SH          DEFINED        1      114630     0        0
AMERICAN FINANCIAL GROUP INC     COMMON    025932104        85      2700     SH          DEFINED       16        2700     0        0
AMERICAN FINANCIAL GROUP INC     COMMON    025932104        25       800     SH          DEFINED        6         800     0        0
AMERICAN FINCVT(AFG) 144A 1.48   CONVERT   025932AC8      5949  13875000     SH          DEFINED       16     2150000     0 11725000
AMERICAN FIN CVT(AFG) 1.486 6-   CONVERT   025932AD6      1501   3500000     SH          DEFINED       16      350000     0  3150000
AMERICAN FINANCIAL REALTY TR     COMMON    02607P305     64008   3955972     SH          DEFINED       16     2813303     0  1142669
AMERICAN FINANCIAL REALTY TR     COMMON    02607P305      3349    207000     SH          DEFINED    5,16       207000     0        0
AMERICAN FINANCIAL REALTY TR     COMMON    02607P305       224     13875     SH          DEFINED        7       13875     0        0
AMERICAN GREETINGS CORP CL A     COMMON    026375105       799     31500     SH          DEFINED        1       31500     0        0
AMERICAN GREETINGS CORP CL A     COMMON    026375105        10       400     SH          DEFINED       16         400     0        0
AMERICAN GREETINGS CORP CL A     COMMON    026375105        15       579     SH          DEFINED       25           0     0      579
AMERICAN GREETINGS CORP CL A     COMMON    026375105         4       155     SH          DEFINED        7         155     0        0
AMERICAN HEALTHWAYS INC          COMMON    02649V104      8230    249100     SH          DEFINED        1      249100     0        0
AMERICAN HEALTHWAYS INC          COMMON    02649V104      3083     93300     SH          DEFINED        2       93300     0        0
AMERICAN HEALTHWAYS INC          COMMON    02649V104        10       300     SH          DEFINED       25           0     0      300
AMERICAN HOME MORTGAGE INVESTM   COMMON    02660R107        24       700     SH          DEFINED       16         700     0        0
AMERICAN HOME MORTGAGE INVESTM   COMMON    02660R107        65      1900     SH          DEFINED    5,16         1900     0        0
AMERICAN INTERNATIONAL GROUP     COMMON    026874107     83786   1275868     SH          DEFINED        1     1275082     0      786
AMERICAN INTERNATIONAL GROUP     COMMON    026874107     32835    500000     SH          DEFINED     1,2       500000     0        0
AMERICAN INTERNATIONAL GROUP     COMMON    026874107     30051    457609     SH          DEFINED       10      457609     0        0
AMERICAN INTERNATIONAL GROUP     COMMON    026874107      7279    110843     SH          DEFINED   10,16       110843     0        0
AMERICAN INTERNATIONAL GROUP     COMMON    026874107      1608     24491     SH          DEFINED       13       24491     0        0
AMERICAN INTERNATIONAL GROUP     COMMON    026874107    364901   5556579     SH          DEFINED       16     4211180   340  1345059
AMERICAN INTERNATIONAL GROUP     COMMON    026874107      2298     35000     SH          DEFINED   16,23        35000     0        0
AMERICAN INTERNATIONAL GROUP     COMMON    026874107      9108    138700     SH          DEFINED    16,9       138700     0        0
AMERICAN INTERNATIONAL GROUP     COMMON    026874107        49       751     SH          DEFINED    17,9          751     0        0
AMERICAN INTERNATIONAL GROUP     COMMON    026874107     35480    540280     SH          DEFINED        2      540280     0        0
AMERICAN INTERNATIONAL GROUP     COMMON    026874107      2282     34752     SH          DEFINED       24       34752     0        0
AMERICAN INTERNATIONAL GROUP     COMMON    026874107    106407   1620331     SH          DEFINED       25      452332     0  1167999
AMERICAN INTERNATIONAL GROUP     COMMON    026874107      3326     50650     SH          DEFINED    5,16        44470     0     6180
AMERICAN INTERNATIONAL GROUP     COMMON    026874107      2602     39616     SH          DEFINED        6       39616     0        0
AMERICAN INTERNATIONAL GROUP     COMMON    026874107     47567    724340     SH          DEFINED        7      724340     0        0
AMERICAN INTERNATIONAL GROUP     COMMON    026874107      4809     73233     SH          DEFINED        9       73233     0        0
AMERICAN INTL GRP(AIG) CVT 0.5   CONVERT   026874AN7      7253   7675000     SH          DEFINED       16     1250000     0  6425000
AMERICAN MEDICAL SYS HLDGS       COMMON    02744M108     15148    362300     SH          DEFINED        1      362300     0        0
AMERICAN MEDICAL SYS HLDGS       COMMON    02744M108      2923     69900     SH          DEFINED       16       37400     0    32500
AMERICAN MEDICAL SYS HLDGS       COMMON    02744M108        75      1800     SH          DEFINED   16,15         1800     0        0
AMERICAN MEDICAL SYS HLDGS       COMMON    02744M108      5678    135800     SH          DEFINED        2      135800     0        0
AMERICAN MEDICAL SYS HLDGS       COMMON    02744M108         8       200     SH          DEFINED       25         200     0        0
AMERICAN MEDICAL SYS HLDGS       COMMON    02744M108       364      8700     SH          DEFINED    5,16         8700     0        0
AMERICAN PHYSICIANS CAP INC      COMMON    028884104       216      6000     SH          DEFINED       16        6000     0        0
AMERICAN POWER CONVERSION        COMMON    029066107       389     18173     SH          DEFINED       16       18173     0        0
AMERICAN POWER CONVERSION        COMMON    029066107        41      1900     SH          DEFINED       25           0     0     1900
AMERICAN RIVER BANKSHRS (CA)     COMMON    029326105      1317     56071     SH          DEFINED       25           0     0    56071
AMERICAN SOFTWARE INC            COMMON    029683109         3       455     SH          DEFINED        7         455     0        0
AMERICAN SPECTRUM REALTY INC     COMMON    02970Q203         0        45     SH          DEFINED       25           0     0       45
AMERICAN STANDARD COMPANIES      COMMON    029712106    276185   6684050     SH          DEFINED        1     6684050     0        0
AMERICAN STANDARD COMPANIES      COMMON    029712106      4667    112936     SH          DEFINED       16      112936     0        0
AMERICAN STANDARD COMPANIES      COMMON    029712106     11055    267550     SH          DEFINED        2      267550     0        0
AMERICAN STANDARD COMPANIES      COMMON    029712106       186      4500     SH          DEFINED    2,23         4500     0        0
AMERICAN STANDARD COMPANIES      COMMON    029712106        50      1200     SH          DEFINED       25           0     0     1200



                                                                                           
AMERICAN STANDARD COMPANIES      COMMON    029712106     25057    606419     SH          DEFINED        4      606419     0        0
AMERICAN STANDARD COMPANIES      COMMON    029712106       531     12845     SH          DEFINED        7       12845     0        0
AMERICAN STANDARD COMPANIES      COMMON    029712106       282      6825     SH          DEFINED        9        6825     0        0
AMERICAN STATES WATER CO         COMMON    029899101        37      1425     SH          DEFINED        7        1425     0        0
AMERICAN TOWER CORP CL A         COMMON    029912201     61520   3343500     SH          DEFINED        1     3343500     0        0
AMERICAN TOWER CORP CL A         COMMON    029912201       201     10900     SH          DEFINED       10       10900     0        0
AMERICAN TOWER CORP CL A         COMMON    029912201     12229    664600     SH          DEFINED       16      584000     0    80600
AMERICAN TOWER CORP CL A         COMMON    029912201      1065     57860     SH          DEFINED   16,23        57860     0        0
AMERICAN TOWER CORP CL A         COMMON    029912201       208     11300     SH          DEFINED    16,9        11300     0        0
AMERICAN TOWER CORP CL A         COMMON    029912201       686     37300     SH          DEFINED        2           0     0    37300
AMERICAN TOWER CORP CL A         COMMON    029912201        69      3750     SH          DEFINED       25           0     0     3750
AMERICAN TOWER CORP CL A         COMMON    029912201        86      4700     SH          DEFINED    5,16         4700     0        0
AMERICAN TOWER CORP WT 144A      COMMON    03027R111      1830      7955     SH          DEFINED        1        7955     0        0
AMERICAN TOWER CORP WT 144A      COMMON    03027R111        10        45     SH          DEFINED    2,23           45     0        0
AMERICANWEST BANCORPORATION      COMMON    03058P109       322     15900     SH          DEFINED       16        9740     0     6160
AMERICANWEST BANCORPORATION      COMMON    03058P109         6       300     SH          DEFINED   16,15          300     0        0
AMERICANWEST BANCORPORATION      COMMON    03058P109       114      5610     SH          DEFINED    5,16         5610     0        0
AMERICREDIT CORP                 COMMON    03060R101      7237    296000     SH          DEFINED        1      296000     0        0
AMERICREDIT CORP                 COMMON    03060R101         7       300     SH          DEFINED       16         300     0        0
AMERICREDIT CORP                 COMMON    03060R101        78      3175     SH          DEFINED        7        3175     0        0
AMERICA'S CAR MART INC           COMMON    03062T105      1900     50000     SH          DEFINED        1       50000     0        0
AMERUS GROUP CO                  COMMON    03072M108       729     16100     SH          DEFINED       16       12700     0     3400
AMERUS GROUP CO                  COMMON    03072M108         9       200     SH          DEFINED   16,15          200     0        0
AMERUS GROUP CO                  COMMON    03072M108        45      1000     SH          DEFINED       25           0     0     1000
AMERUS GROUP CO                  COMMON    03072M108       897     19800     SH          DEFINED    5,16        19800     0        0
AMERUS GROUP CO                  COMMON    03072M108        24       519     SH          DEFINED        7         519     0        0
AMERISOURCEBERGEN CORP           COMMON    03073E105       589     10029     SH          DEFINED       16       10029     0        0
AMERISOURCEBERGEN CORP           COMMON    03073E105        47       793     SH          DEFINED       25         793     0        0
AMERISOURCEBERGEN CORP           COMMON    03073E105        11       184     SH          DEFINED        4         184     0        0
AMERISOURCEBERGEN CORP           COMMON    03073E105        53       900     SH          DEFINED        7         900     0        0
AMERISOURCEBERGEN CORP           COMMON    03073E105       223      3796     SH          DEFINED        9        3796     0        0
AMERIGROUP CORP                  COMMON    03073T102      4804     63500     SH          DEFINED        1       63500     0        0
AMERIGAS PARTNERS LP             COMMON    030975106       148      5000     SH          DEFINED       25           0     0     5000
AMETEK INC                       COMMON    031100100        96      2700     SH          DEFINED        7        2700     0        0
AMGEN INC                        COMMON    031162100    201840   3146380     SH          DEFINED        1     3146380     0        0
AMGEN INC                        COMMON    031162100     47773    744700     SH          DEFINED     1,2       744700     0        0
AMGEN INC                        COMMON    031162100      1529     23840     SH          DEFINED   10,16        23840     0        0
AMGEN INC                        COMMON    031162100      2245     35000     SH          DEFINED    12,2        35000     0        0
AMGEN INC                        COMMON    031162100    189315   2951127     SH          DEFINED       16     2205773   140   745214
AMGEN INC                        COMMON    031162100     19499    303960     SH          DEFINED   16,23       303960     0        0
AMGEN INC                        COMMON    031162100      5260     82000     SH          DEFINED    16,9        82000     0        0
AMGEN INC                        COMMON    031162100        43       674     SH          DEFINED    17,9          674     0        0
AMGEN INC                        COMMON    031162100     41452    646175     SH          DEFINED        2      646175     0        0
AMGEN INC                        COMMON    031162100      5504     85800     SH          DEFINED       21       85800     0        0
AMGEN INC                        COMMON    031162100      2263     35269     SH          DEFINED       24       35269     0        0
AMGEN INC                        COMMON    031162100     92085   1435458     SH          DEFINED       25      395075     0  1040383
AMGEN INC                        COMMON    031162100     23614    368100     SH          DEFINED        3      368100     0        0
AMGEN INC                        COMMON    031162100         6       100     SH          DEFINED        4         100     0        0
AMGEN INC                        COMMON    031162100      1969     30700     SH          DEFINED    5,16        30700     0        0
AMGEN INC                        COMMON    031162100      2492     38843     SH          DEFINED        6       38843     0        0
AMGEN INC                        COMMON    031162100     28551    445067     SH          DEFINED        7      445067     0        0
AMGEN INC                        COMMON    031162100      4011     62526     SH          DEFINED        9       62526     0        0
AMGEN INC                        COMMON    031162100       121      1883     SH          DEFINED    9,11         1883     0        0



                                                                                           
AMIS HOLDINGS INC                COMMON    031538101     21033   1273200     SH          DEFINED        1     1273200     0        0
AMIS HOLDINGS INC                COMMON    031538101      2493    150900     SH          DEFINED        2      150900     0        0
AMPHENOL CORP CL A               COMMON    032095101    105525   2872200     SH          DEFINED        1     2872200     0        0
AMPHENOL CORP CL A               COMMON    032095101       573     15600     SH          DEFINED     1,3        15600     0        0
AMPHENOL CORP CL A               COMMON    032095101       919     25018     SH          DEFINED       16       10918     0    14100
AMPHENOL CORP CL A               COMMON    032095101       944     25700     SH          DEFINED   16,23        25700     0        0
AMPHENOL CORP CL A               COMMON    032095101      4545    123700     SH          DEFINED        2      106300     0    17400
AMPHENOL CORP CL A               COMMON    032095101       257      7000     SH          DEFINED     5,2         7000     0        0
AMSOUTH BANCORPORATION           COMMON    032165102        78      3000     SH          DEFINED       10        3000     0        0
AMSOUTH BANCORPORATION           COMMON    032165102       531     20500     SH          DEFINED   10,16        20500     0        0
AMSOUTH BANCORPORATION           COMMON    032165102        93      3600     SH          DEFINED    10,8         3600     0        0
AMSOUTH BANCORPORATION           COMMON    032165102     14324    553041     SH          DEFINED       16      510041     0    43000
AMSOUTH BANCORPORATION           COMMON    032165102       197      7600     SH          DEFINED   16,15         7600     0        0
AMSOUTH BANCORPORATION           COMMON    032165102      1191     46000     SH          DEFINED    16,9        46000     0        0
AMSOUTH BANCORPORATION           COMMON    032165102       140      5400     SH          DEFINED       24        5400     0        0
AMSOUTH BANCORPORATION           COMMON    032165102        28      1100     SH          DEFINED       25           0     0     1100
AMSOUTH BANCORPORATION           COMMON    032165102       123      4754     SH          DEFINED        4        4754     0        0
AMSOUTH BANCORPORATION           COMMON    032165102       324     12500     SH          DEFINED    5,16        12500     0        0
AMSOUTH BANCORPORATION           COMMON    032165102      4716    182089     SH          DEFINED        6      182089     0        0
AMSOUTH BANCORPORATION           COMMON    032165102       785     30325     SH          DEFINED        7       30325     0        0
AMSOUTH BANCORPORATION           COMMON    032165102       243      9385     SH          DEFINED        9        9385     0        0
AMSURG CORP                      COMMON    03232P405     10500    355450     SH          DEFINED        1      355450     0        0
AMSURG CORP                      COMMON    03232P405      3926    132900     SH          DEFINED        2      132900     0        0
AMYLIN PHARMACEUTICALS INC       COMMON    032346108     33919   1452000     SH          DEFINED        1     1452000     0        0
AMYLIN PHARMACEUTICALS INC       COMMON    032346108      6405    274200     SH          DEFINED        2      274200     0        0
AMYLIN PHARMACEUTICALS INC       COMMON    032346108      5798    248200     SH          DEFINED        3      248200     0        0
ANADARKO PETROLEUM CORP          COMMON    032511107      3488     53820     SH          DEFINED        1       53820     0        0
ANADARKO PETROLEUM CORP          COMMON    032511107      1646     25400     SH          DEFINED     1,3        25400     0        0
ANADARKO PETROLEUM CORP          COMMON    032511107       467      7200     SH          DEFINED    10,2         7200     0        0
ANADARKO PETROLEUM CORP          COMMON    032511107     12214    188460     SH          DEFINED       16      177676     0    10784
ANADARKO PETROLEUM CORP          COMMON    032511107       408      6300     SH          DEFINED    16,9         6300     0        0
ANADARKO PETROLEUM CORP          COMMON    032511107      1128     17400     SH          DEFINED        2       17400     0        0
ANADARKO PETROLEUM CORP          COMMON    032511107       686     10590     SH          DEFINED       24       10590     0        0
ANADARKO PETROLEUM CORP          COMMON    032511107      1134     17505     SH          DEFINED       25        5000     0    12505
ANADARKO PETROLEUM CORP          COMMON    032511107       416      6413     SH          DEFINED    5,16            0     0     6413
ANADARKO PETROLEUM CORP          COMMON    032511107       343      5290     SH          DEFINED        7        5290     0        0
ANADARKO PETROLEUM CORP          COMMON    032511107       901     13901     SH          DEFINED        9       13901     0        0
ANADARKO PETROLEUM CORP          COMMON    032511107        29       452     SH          DEFINED    9,11          452     0        0
ANALOG DEVICES                   COMMON    032654105    164133   4445650     SH          DEFINED        1     4445650     0        0
ANALOG DEVICES                   COMMON    032654105    123719   3351000     SH          DEFINED     1,2      3351000     0        0
ANALOG DEVICES                   COMMON    032654105      8167    221200     SH          DEFINED     1,3       221200     0        0
ANALOG DEVICES                   COMMON    032654105      1421     38500     SH          DEFINED    10,2        38500     0        0
ANALOG DEVICES                   COMMON    032654105      2237     60587     SH          DEFINED       16       60587     0        0
ANALOG DEVICES                   COMMON    032654105      2237     60600     SH          DEFINED   16,23        60600     0        0
ANALOG DEVICES                   COMMON    032654105       100      2700     SH          DEFINED    16,9         2700     0        0
ANALOG DEVICES                   COMMON    032654105     22828    618320     SH          DEFINED        2      618320     0        0
ANALOG DEVICES                   COMMON    032654105      3046     82500     SH          DEFINED       21       82500     0        0
ANALOG DEVICES                   COMMON    032654105      7848    212564     SH          DEFINED       25       26346     0   186218
ANALOG DEVICES                   COMMON    032654105     18434    499300     SH          DEFINED        3      499300     0        0
ANALOG DEVICES                   COMMON    032654105         1        34     SH          DEFINED        4          34     0        0
ANALOG DEVICES                   COMMON    032654105      2091     56646     SH          DEFINED        6       56646     0        0
ANALOG DEVICES                   COMMON    032654105     21047    570083     SH          DEFINED        7      570083     0        0
ANALOG DEVICES                   COMMON    032654105       464     12565     SH          DEFINED        9       12565     0        0



                                                                                           
ANAREN INC                       COMMON    032744104      1045     80600     SH          DEFINED       16       43800     0    36800
ANAREN INC                       COMMON    032744104        27      2100     SH          DEFINED   16,15         2100     0        0
ANAREN INC                       COMMON    032744104       133     10300     SH          DEFINED    5,16        10300     0        0
ANCHOR GLASS CONTAINER CORP      COMMON    03304B300        22      3300     SH          DEFINED       16        3300     0        0
ANCHOR GLASS CONTAINER CORP      COMMON    03304B300        42      6200     SH          DEFINED    5,16         6200     0        0
ANDREW CORP                      COMMON    034425108       208     15289     SH          DEFINED       16       15289     0        0
ANDREW CORP                      COMMON    034425108      4089    300000     SH          DEFINED        3      300000     0        0
ANDRX GROUP                      COMMON    034553107     21782    997798     SH          DEFINED       10      997798     0        0
ANDRX GROUP                      COMMON    034553107      1825     83602     SH          DEFINED   10,23        83602     0        0
ANDRX GROUP                      COMMON    034553107        55      2500     SH          DEFINED       16        2500     0        0
ANDRX GROUP                      COMMON    034553107       593     27180     SH          DEFINED       25           0     0    27180
ANDRX GROUP                      COMMON    034553107       219     10025     SH          DEFINED        7       10025     0        0
ANGELICA CORP                    COMMON    034663104      1461     54000     SH          DEFINED       16       30100     0    23900
ANGELICA CORP                    COMMON    034663104        35      1300     SH          DEFINED   16,15         1300     0        0
ANGELICA CORP                    COMMON    034663104       325     12000     SH          DEFINED    5,16        12000     0        0
ANGLO AMERICAN PLC ADR           COMMON    03485P102      5580    234570     SH          DEFINED       13      222415     0    12155
ANGLO AMERICAN PLC ADR           COMMON    03485P102     21240    892823     SH          DEFINED       16      889197     0     3626
ANGLO AMERICAN PLC ADR           COMMON    03485P102        36      1500     SH          DEFINED       25           0     0     1500
ANGIOTECH PHARMACEUTICALS INC    COMMON    034918102      3473    188649     SH          DEFINED        7      188649     0        0
ANGLOGOLD ASHANTI LTD ADR        COMMON    035128206      1963     54000     SH          DEFINED        1       54000     0        0
ANGLOGOLD ASHANTI LTD ADR        COMMON    035128206       480     13200     SH          DEFINED       16       13200     0        0
ANGLOGOLD ASHANTI LTD ADR        COMMON    035128206        74      2025     SH          DEFINED       25           0     0     2025
ANHEUSER-BUSCH COS INC           COMMON    035229103     23976    472620     SH          DEFINED        1      472620     0        0
ANHEUSER-BUSCH COS INC           COMMON    035229103        85      1670     SH          DEFINED       12        1670     0        0
ANHEUSER-BUSCH COS INC           COMMON    035229103       750     14788     SH          DEFINED    12,9        14788     0        0
ANHEUSER-BUSCH COS INC           COMMON    035229103      3866     76200     SH          DEFINED       16       76145     0       55
ANHEUSER-BUSCH COS INC           COMMON    035229103      2787     54930     SH          DEFINED   16,15        54930     0        0
ANHEUSER-BUSCH COS INC           COMMON    035229103        32       622     SH          DEFINED    17,9          622     0        0
ANHEUSER-BUSCH COS INC           COMMON    035229103       128      2518     SH          DEFINED       24        2518     0        0
ANHEUSER-BUSCH COS INC           COMMON    035229103      3099     61092     SH          DEFINED       25        2700     0    58392
ANHEUSER-BUSCH COS INC           COMMON    035229103      5543    109270     SH          DEFINED        7      109270     0        0
ANHEUSER-BUSCH COS INC           COMMON    035229103      3955     77963     SH          DEFINED        9       77963     0        0
ANHEUSER-BUSCH COS INC           COMMON    035229103       561     11050     SH          DEFINED    9,14        11050     0        0
ANIMAS CORP                      COMMON    03525Y105       153      9800     SH          DEFINED       16        9800     0        0
ANIXTER INTERNATIONAL INC        COMMON    035290105      8450    234800     SH          DEFINED        1      234800     0        0
ANIXTER INTERNATIONAL INC        COMMON    035290105      1026     28500     SH          DEFINED       16       16100     0    12400
ANIXTER INTERNATIONAL INC        COMMON    035290105        25       700     SH          DEFINED   16,15          700     0        0
ANIXTER INTERNATIONAL INC        COMMON    035290105        36      1000     SH          DEFINED       25        1000     0        0
ANIXTER INTERNATIONAL INC        COMMON    035290105       130      3600     SH          DEFINED    5,16         3600     0        0
ANNTAYLOR STORES CORP            COMMON    036115103        16       733     SH          DEFINED    12,9          733     0        0
ANNTAYLOR STORES CORP            COMMON    036115103        17       800     SH          DEFINED        7         800     0        0
ANNTAYLOR STORES CORP            COMMON    036115103        60      2793     SH          DEFINED        9        2793     0        0
ANSOFT CORP                      COMMON    036384105       503     24900     SH          DEFINED       16       13500     0    11400
ANSOFT CORP                      COMMON    036384105        12       600     SH          DEFINED   16,15          600     0        0
ANSOFT CORP                      COMMON    036384105        67      3300     SH          DEFINED    5,16         3300     0        0
ANSYS INC                        COMMON    03662Q105      5046    157400     SH          DEFINED        1      157400     0        0
ANSYS INC                        COMMON    03662Q105      3822    119200     SH          DEFINED       16       65200     0    54000
ANSYS INC                        COMMON    03662Q105        96      3000     SH          DEFINED   16,15         3000     0        0
ANSYS INC                        COMMON    03662Q105       539     16800     SH          DEFINED    5,16        16800     0        0
ANTHEM INC                       COMMON    03674B104        12       102     SH          DEFINED       25           0     0      102
ANTEON INTERNATIONAL CORP        COMMON    03674E108     14509    346600     SH          DEFINED        1      346600     0        0
ANTEON INTERNATIONAL CORP        COMMON    03674E108      5438    129900     SH          DEFINED        2      129900     0        0
ANTEON INTERNATIONAL CORP        COMMON    03674E108      6614    158000     SH          DEFINED        3      158000     0        0



                                                                                           
ANTIGENICS INC/DEL               COMMON    037032109         4       350     SH          DEFINED       25           0     0      350
ANTIGENICS INC/DEL               COMMON    037032109         0         8     SH          DEFINED        4           8     0        0
ANTIGENICS INC/DEL               COMMON    037032109        30      3000     SH          DEFINED        7        3000     0        0
AON CORP                         COMMON    037389103     53456   2240420     SH          DEFINED        1     2239100     0     1320
AON CORP                         COMMON    037389103      3168    132777     SH          DEFINED       16      132777     0        0
AON CORP                         COMMON    037389103         7       280     SH          DEFINED       25           0     0      280
AON CORP                         COMMON    037389103       247     10364     SH          DEFINED        9       10364     0        0
APACHE CORP                      COMMON    037411105     82429   1629992     SH          DEFINED        1     1629992     0        0
APACHE CORP                      COMMON    037411105     25285    500000     SH          DEFINED     1,2       500000     0        0
APACHE CORP                      COMMON    037411105       531     10500     SH          DEFINED     1,3        10500     0        0
APACHE CORP                      COMMON    037411105       207      4100     SH          DEFINED       10        4100     0        0
APACHE CORP                      COMMON    037411105       647     12800     SH          DEFINED    10,2        12800     0        0
APACHE CORP                      COMMON    037411105     15444    305392     SH          DEFINED       16      284490     0    20902
APACHE CORP                      COMMON    037411105      1123     22200     SH          DEFINED   16,15        22200     0        0
APACHE CORP                      COMMON    037411105       875     17300     SH          DEFINED    16,9        17300     0        0
APACHE CORP                      COMMON    037411105      8359    165300     SH          DEFINED        2      165300     0        0
APACHE CORP                      COMMON    037411105        71      1400     SH          DEFINED       24        1400     0        0
APACHE CORP                      COMMON    037411105     30492    602973     SH          DEFINED       25      103673     0   499300
APACHE CORP                      COMMON    037411105      3490     69016     SH          DEFINED        3       69016     0        0
APACHE CORP                      COMMON    037411105     22028    435604     SH          DEFINED        4      435604     0        0
APACHE CORP                      COMMON    037411105        91      1800     SH          DEFINED    5,16         1800     0        0
APACHE CORP                      COMMON    037411105       233      4600     SH          DEFINED     5,2         4600     0        0
APACHE CORP                      COMMON    037411105      1890     37375     SH          DEFINED        6       37375     0        0
APACHE CORP                      COMMON    037411105     20021    395900     SH          DEFINED        7      395900     0        0
APACHE CORP                      COMMON    037411105       565     11167     SH          DEFINED        9       11167     0        0
APARTMENT INVT & MGMT CO CL A    COMMON    03748R101      5667    147051     SH          DEFINED       16       95261     0    51790
APOGEE ENTERPRISES INC           COMMON    037598109        52      3875     SH          DEFINED        7        3875     0        0
APOLLO GROUP INC CL A            COMMON    037604105     47923    593769     SH          DEFINED        1      593769     0        0
APOLLO GROUP INC CL A            COMMON    037604105         0         0     SH          DEFINED       10           0     0        0
APOLLO GROUP INC CL A            COMMON    037604105     26118    323600     SH          DEFINED       16      261800     0    61800
APOLLO GROUP INC CL A            COMMON    037604105      1356     16800     SH          DEFINED    16,9        16800     0        0
APOLLO GROUP INC CL A            COMMON    037604105        14       171     SH          DEFINED    17,9          171     0        0
APOLLO GROUP INC CL A            COMMON    037604105     12725    157660     SH          DEFINED        2      154600     0     3060
APOLLO GROUP INC CL A            COMMON    037604105       153      1900     SH          DEFINED       24        1900     0        0
APOLLO GROUP INC CL A            COMMON    037604105       643      7970     SH          DEFINED    5,16         7970     0        0
APOLLO GROUP INC CL A            COMMON    037604105     20874    258630     SH          DEFINED        7      258630     0        0
APOLLO GROUP INC CL A            COMMON    037604105       975     12082     SH          DEFINED        9       12082     0        0
APOLLO GROUP INC CL A            COMMON    037604105        29       358     SH          DEFINED    9,11          358     0        0
APOLLO GOLD CORP                 COMMON    03761E102      1027   1200000     SH          DEFINED        1     1200000     0        0
APOLLO GOLD CORP                 COMMON    03761E102       257    300000     SH          DEFINED       16      300000     0        0
APOLLO INVESTMENT CORP CF        COMMON    03761U106      3292    218000     SH          DEFINED        1      218000     0        0
APOLLO INVESTMENT CORP CF        COMMON    03761U106     13209    874800     SH          DEFINED       10      874800     0        0
APOLLO INVESTMENT CORP CF        COMMON    03761U106       649     43000     SH          DEFINED   10,23        43000     0        0
APPLE COMPUTER INC               COMMON    037833100     84132   1306400     SH          DEFINED        1     1306400     0        0
APPLE COMPUTER INC               COMMON    037833100     77280   1200000     SH          DEFINED     1,2      1200000     0        0
APPLE COMPUTER INC               COMMON    037833100     10858    168600     SH          DEFINED     1,3       168600     0        0
APPLE COMPUTER INC               COMMON    037833100       290      4500     SH          DEFINED       10        4500     0        0
APPLE COMPUTER INC               COMMON    037833100      3890     60400     SH          DEFINED   10,16        60400     0        0
APPLE COMPUTER INC               COMMON    037833100      2190     34000     SH          DEFINED    10,2        34000     0        0
APPLE COMPUTER INC               COMMON    037833100       689     10700     SH          DEFINED    10,8        10700     0        0
APPLE COMPUTER INC               COMMON    037833100        77      1200     SH          DEFINED       12        1200     0        0
APPLE COMPUTER INC               COMMON    037833100       560      8700     SH          DEFINED    12,9         8700     0        0
APPLE COMPUTER INC               COMMON    037833100     61000    947200     SH          DEFINED       16      866144     0    81056



                                                                                           
APPLE COMPUTER INC               COMMON    037833100      1436     22300     SH          DEFINED   16,15        22300     0        0
APPLE COMPUTER INC               COMMON    037833100      6331     98300     SH          DEFINED   16,23        98300     0        0
APPLE COMPUTER INC               COMMON    037833100      1191     18500     SH          DEFINED    16,9        18500     0        0
APPLE COMPUTER INC               COMMON    037833100        16       253     SH          DEFINED    17,9          253     0        0
APPLE COMPUTER INC               COMMON    037833100      9766    151650     SH          DEFINED        2      151650     0        0
APPLE COMPUTER INC               COMMON    037833100      2827     43893     SH          DEFINED       24       43893     0        0
APPLE COMPUTER INC               COMMON    037833100       489      7600     SH          DEFINED       25        2600     0     5000
APPLE COMPUTER INC               COMMON    037833100      2625     40760     SH          DEFINED    5,16        34800     0     5960
APPLE COMPUTER INC               COMMON    037833100       788     12240     SH          DEFINED        7       12240     0        0
APPLE COMPUTER INC               COMMON    037833100      2978     46238     SH          DEFINED        9       46238     0        0
APPLE COMPUTER INC               COMMON    037833100        25       393     SH          DEFINED    9,11          393     0        0
APPLE COMPUTER INC               COMMON    037833100       644     10000     SH          DEFINED    9,14        10000     0        0
APPLEBEE'S INTL INC              COMMON    037899101      8466    320082     SH          DEFINED        7      320082     0        0
APRIA HEALTHCARE GROUP INC       COMMON    037933108      4010    121700     SH          DEFINED        1      121700     0        0
APRIA HEALTHCARE GROUP INC       COMMON    037933108         6       180     SH          DEFINED        7         180     0        0
APPLERA CORP-APPLIED BIOSYSTEM   COMMON    038020103      4367    208826     SH          DEFINED       16      195826     0    13000
APPLERA CORP-APPLIED BIOSYSTEM   COMMON    038020103       590     28200     SH          DEFINED    16,9        28200     0        0
APPLERA CORP-APPLIED BIOSYSTEM   COMMON    038020103       102      4900     SH          DEFINED       24        4900     0        0
APPLERA CORP-APPLIED BIOSYSTEM   COMMON    038020103       214     10250     SH          DEFINED        7       10250     0        0
APPLERA CORP-APPLIED BIOSYSTEM   COMMON    038020103       178      8526     SH          DEFINED        9        8526     0        0
APPLERA CORP-CELERA GENOMICS     COMMON    038020202       135      9838     SH          DEFINED        7        9838     0        0
APPLIED DIGITAL SOLUTIONS        COMMON    038188306         0        50     SH          DEFINED       25           0     0       50
APPLIED FILMS CORP               COMMON    038197109      5713    265000     SH          DEFINED        1      265000     0        0
APPLIED FILMS CORP               COMMON    038197109         8       375     SH          DEFINED        7         375     0        0
APPLIED INDUSTRIAL TECH INC      COMMON    03820C105      5117    186750     SH          DEFINED       16      105600     0    81150
APPLIED INDUSTRIAL TECH INC      COMMON    03820C105       123      4500     SH          DEFINED   16,15         4500     0        0
APPLIED INDUSTRIAL TECH INC      COMMON    03820C105      1336     48750     SH          DEFINED    5,16        48750     0        0
APPLIED MATERIALS INC            COMMON    038222105     78518   4591700     SH          DEFINED        1     4591700     0        0
APPLIED MATERIALS INC            COMMON    038222105     27080   1583600     SH          DEFINED     1,2      1583600     0        0
APPLIED MATERIALS INC            COMMON    038222105      1504     87970     SH          DEFINED   10,16        87970     0        0
APPLIED MATERIALS INC            COMMON    038222105    134934   7890882     SH          DEFINED       16     6038688   510  1851684
APPLIED MATERIALS INC            COMMON    038222105      3351    195960     SH          DEFINED   16,23       195960     0        0
APPLIED MATERIALS INC            COMMON    038222105      1305     76300     SH          DEFINED    16,9        76300     0        0
APPLIED MATERIALS INC            COMMON    038222105        19      1118     SH          DEFINED    17,9         1118     0        0
APPLIED MATERIALS INC            COMMON    038222105     14202    830510     SH          DEFINED        2      830510     0        0
APPLIED MATERIALS INC            COMMON    038222105      1761    103000     SH          DEFINED       21      103000     0        0
APPLIED MATERIALS INC            COMMON    038222105       185     10800     SH          DEFINED       24       10800     0        0
APPLIED MATERIALS INC            COMMON    038222105      6233    364493     SH          DEFINED       25      103609     0   260884
APPLIED MATERIALS INC            COMMON    038222105      8754    511916     SH          DEFINED        4      511916     0        0
APPLIED MATERIALS INC            COMMON    038222105      1451     84840     SH          DEFINED    5,16        84840     0        0
APPLIED MATERIALS INC            COMMON    038222105       435     25420     SH          DEFINED        7       25420     0        0
APPLIED MATERIALS INC            COMMON    038222105      1095     64009     SH          DEFINED        9       64009     0        0
APPLIED MATERIALS INC            COMMON    038222105        14       831     SH          DEFINED    9,11          831     0        0
APPLIED MICRO CIRCUITS CORP      COMMON    03822W109      1364    323879     SH          DEFINED       16       31079     0   292800
APPLIED MICRO CIRCUITS CORP      COMMON    03822W109         3       800     SH          DEFINED       25           0     0      800
APPLIED SIGNAL TECHNOLOGY        COMMON    038237103      2570     72900     SH          DEFINED        1       72900     0        0
APPLIED SIGNAL TECHNOLOGY        COMMON    038237103       603     17100     SH          DEFINED       16        9400     0     7700
APPLIED SIGNAL TECHNOLOGY        COMMON    038237103        14       400     SH          DEFINED   16,15          400     0        0
APPLIED SIGNAL TECHNOLOGY        COMMON    038237103       966     27400     SH          DEFINED        2       27400     0        0
APPLIED SIGNAL TECHNOLOGY        COMMON    038237103        78      2200     SH          DEFINED    5,16         2200     0        0
APTARGROUP INC                   COMMON    038336103      7500    142100     SH          DEFINED        1      142100     0        0
APTARGROUP INC                   COMMON    038336103       109      2060     SH          DEFINED       25        2060     0        0
APTARGROUP INC                   COMMON    038336103        70      1325     SH          DEFINED        7        1325     0        0



                                                                                           
AQUA AMERICA INC                 COMMON    03836W103      6178    251250     SH          DEFINED        1      251250     0        0
AQUA AMERICA INC                 COMMON    03836W103       645     26250     SH          DEFINED       25       26250     0        0
AQUA AMERICA INC                 COMMON    03836W103        67      2733     SH          DEFINED        7        2733     0        0
AQUANTIVE INC                    COMMON    03839G105       417     46670     SH          DEFINED       19           0     0    46670
ARAMARK CORP-CL B                COMMON    038521100     13670    515665     SH          DEFINED        1      515200     0      465
ARAMARK CORP-CL B                COMMON    038521100        29      1100     SH          DEFINED       16        1100     0        0
ARAMARK CORP-CL B                COMMON    038521100      2062     77800     SH          DEFINED        2       77800     0        0
ARAMARK CORP-CL B                COMMON    038521100     15121    570400     SH          DEFINED        3      570400     0        0
ARAMARK CORP-CL B                COMMON    038521100       690     26020     SH          DEFINED        7       26020     0        0
ARBINET-THEXCHANGE INC           COMMON    03875P100       981     39500     SH          DEFINED       10       39500     0        0
ARBINET-THEXCHANGE INC           COMMON    03875P100       360     14500     SH          DEFINED   10,23        14500     0        0
ARBITRON INC                     COMMON    03875Q108         0         0     SH          DEFINED       16           0     0        0
ARBITRON INC                     COMMON    03875Q108        98      2500     SH          DEFINED       25           0     0     2500
ARBOR REALTY TRUST INC           COMMON    038923108        29      1200     SH          DEFINED       16        1200     0        0
ARBOR REALTY TRUST INC           COMMON    038923108        76      3100     SH          DEFINED    5,16         3100     0        0
ARCH CHEMICALS INC               COMMON    03937R102        20       700     SH          DEFINED       16         700     0        0
ARCH CHEMICALS INC               COMMON    03937R102        49      1700     SH          DEFINED    5,16         1700     0        0
ARCH CHEMICALS INC               COMMON    03937R102        45      1575     SH          DEFINED        7        1575     0        0
ARCHER-DANIELS-MIDLAND CO        COMMON    039483102       779     34900     SH          DEFINED        1       34900     0        0
ARCHER-DANIELS-MIDLAND CO        COMMON    039483102      2055     92100     SH          DEFINED   10,16        92100     0        0
ARCHER-DANIELS-MIDLAND CO        COMMON    039483102       364     16300     SH          DEFINED    10,8        16300     0        0
ARCHER-DANIELS-MIDLAND CO        COMMON    039483102     17899    802264     SH          DEFINED       16      726364     0    75900
ARCHER-DANIELS-MIDLAND CO        COMMON    039483102       759     34000     SH          DEFINED   16,15        34000     0        0
ARCHER-DANIELS-MIDLAND CO        COMMON    039483102       754     33800     SH          DEFINED    16,9        33800     0        0
ARCHER-DANIELS-MIDLAND CO        COMMON    039483102       182      8180     SH          DEFINED       24        8180     0        0
ARCHER-DANIELS-MIDLAND CO        COMMON    039483102      1133     50800     SH          DEFINED    5,16        50800     0        0
ARCHER-DANIELS-MIDLAND CO        COMMON    039483102       223     10000     SH          DEFINED        8       10000     0        0
ARCHER-DANIELS-MIDLAND CO        COMMON    039483102       432     19377     SH          DEFINED        9       19377     0        0
ARCHSTONE-SMITH TRUST            COMMON    039583109        92      2400     SH          DEFINED       10        2400     0        0
ARCHSTONE-SMITH TRUST            COMMON    039583109      2187     57100     SH          DEFINED   10,16        57100     0        0
ARCHSTONE-SMITH TRUST            COMMON    039583109       387     10100     SH          DEFINED    10,8        10100     0        0
ARCHSTONE-SMITH TRUST            COMMON    039583109    180375   4709519     SH          DEFINED       16     3535881     0  1173638
ARCHSTONE-SMITH TRUST            COMMON    039583109       808     21100     SH          DEFINED   16,15        21100     0        0
ARCHSTONE-SMITH TRUST            COMMON    039583109      2025     52881     SH          DEFINED       25        1077     0    51804
ARCHSTONE-SMITH TRUST            COMMON    039583109     10946    285808     SH          DEFINED    5,16       285808     0        0
ARCHSTONE-SMITH TRUST            COMMON    039583109        19       500     SH          DEFINED        7         500     0        0
ARCTIC CAT INC                   COMMON    039670104       363     13700     SH          DEFINED       16        8300     0     5400
ARCTIC CAT INC                   COMMON    039670104         8       300     SH          DEFINED   16,15          300     0        0
ARCTIC CAT INC                   COMMON    039670104       143      5400     SH          DEFINED    5,16         5400     0        0
ARDEN REALTY INC                 COMMON    039793104     47151   1250038     SH          DEFINED       16     1145438     0   104600
ARDEN REALTY INC                 COMMON    039793104         7       180     SH          DEFINED       25         180     0        0
ARES CAPITAL CORP                COMMON    04010L103      5956    306519     SH          DEFINED       10      306519     0        0
ARES CAPITAL CORP                COMMON    04010L103      1360     70000     SH          DEFINED   10,23        70000     0        0
ARGONAUT GROUP INC               COMMON    040157109        13       622     SH          DEFINED        7         622     0        0
ARGOSY GAMING COMPANY            COMMON    040228108      1877     40200     SH          DEFINED        3       40200     0        0
ARIBA INC                        COMMON    04033V203         1        83     SH          DEFINED       25           0     0       83
ARKANSAS BEST CORP               COMMON    040790107        16       350     SH          DEFINED        7         350     0        0
ARM HOLDINGS PLC ADR             COMMON    042068106     13891   2247726     SH          DEFINED        1     2247726     0        0
ARM HOLDINGS PLC ADR             COMMON    042068106      5148    833066     SH          DEFINED        2      833066     0        0
ARQULE INC                       COMMON    04269E107      1855    320429     SH          DEFINED        7      320429     0        0
ARRAY BIOPHARMA INC              COMMON    04269X105       962    101100     SH          DEFINED       16       65600     0    35500
ARRAY BIOPHARMA INC              COMMON    04269X105        19      2000     SH          DEFINED   16,15         2000     0        0
ARRAY BIOPHARMA INC              COMMON    04269X105        94      9900     SH          DEFINED    5,16         9900     0        0



                                                                                           
ARRAY BIOPHARMA INC              COMMON    04269X105        48      5000     SH          DEFINED        7        5000     0        0
ARROW ELECTRONICS INC            COMMON    042735100        66      2700     SH          DEFINED       16        2700     0        0
ARROW ELECTRONICS INC            COMMON    042735100        27      1100     SH          DEFINED        7        1100     0        0
ART TECHNOLOGY GROUP INC         COMMON    04289L107       139     92860     SH          DEFINED        7       92860     0        0
ARTHROCARE CORP                  COMMON    043136100         6       200     SH          DEFINED       25           0     0      200
ARVINMERITOR INC.                COMMON    043353101       885     39552     SH          DEFINED       25           0     0    39552
ASHLAND INC                      COMMON    044204105     13451    230400     SH          DEFINED        1      230400     0        0
ASHLAND INC                      COMMON    044204105       394      6757     SH          DEFINED       16        6757     0        0
ASHLAND INC                      COMMON    044204105        55       936     SH          DEFINED       25         936     0        0
ASHLAND INC                      COMMON    044204105       398      6820     SH          DEFINED        7        6820     0        0
ASK JEEVES INC                   COMMON    045174109     19494    728751     SH          DEFINED        1      728751     0        0
ASK JEEVES INC                   COMMON    045174109       211      7900     SH          DEFINED       16           0     0     7900
ASK JEEVES INC                   COMMON    045174109      2343     87600     SH          DEFINED        2       77000     0    10600
ASK JEEVES INC                   COMMON    045174109      2675    100000     SH          DEFINED        3      100000     0        0
ASK JEEVES INC                   COMMON    045174109         7       270     SH          DEFINED        7         270     0        0
ASSET ACCEPTANCE CAPITAL CORP    COMMON    04543P100       230     10800     SH          DEFINED       16       10800     0        0
ASSOCIATED BANC CORP             COMMON    045487105       198      5950     SH          DEFINED       16        5950     0        0
ASSOCIATED BANC CORP             COMMON    045487105        62      1860     SH          DEFINED       25         825     0     1035
ASSOCIATED ESTATES REALTY CORP   COMMON    045604105      1485    145300     SH          DEFINED       16       90000     0    55300
ASSOCIATED ESTATES REALTY CORP   COMMON    045604105        33      3200     SH          DEFINED   16,15         3200     0        0
ASSOCIATED ESTATES REALTY CORP   COMMON    045604105       370     36200     SH          DEFINED    5,16        36200     0        0
ASSURANT INC                     COMMON    04621X108       153      5000     SH          DEFINED        7        5000     0        0
ASTEC INDUSTRIES INC             COMMON    046224101      1709     99300     SH          DEFINED       16       66000     0    33300
ASTEC INDUSTRIES INC             COMMON    046224101        31      1800     SH          DEFINED   16,15         1800     0        0
ASTEC INDUSTRIES INC             COMMON    046224101       368     21400     SH          DEFINED    5,16        21400     0        0
ASTORIA FINANCIAL CORP           COMMON    046265104      6507    162800     SH          DEFINED       16      155300     0     7500
ASTORIA FINANCIAL CORP           COMMON    046265104      1327     33200     SH          DEFINED    16,9        33200     0        0
ASTORIA FINANCIAL CORP           COMMON    046265104        92      2314     SH          DEFINED       24        2314     0        0
ASTORIA FINANCIAL CORP           COMMON    046265104        89      2236     SH          DEFINED       25         500     0     1736
ASTORIA FINANCIAL CORP           COMMON    046265104        85      2125     SH          DEFINED        7        2125     0        0
ASTORIA FINANCIAL CORP           COMMON    046265104        20       500     SH          DEFINED        9         500     0        0
ASTRAZENECA PLC ADR              COMMON    046353108      1648     45281     SH          DEFINED       25        7725     0    37556
ASTRAZENECA PLC ADR              COMMON    046353108         0         0     SH          DEFINED        3           0     0        0
ASTRAZENECA PLC ADR              COMMON    046353108       259      7127     SH          DEFINED        7        7127     0        0
@ROAD INC                        COMMON    04648K105         1       200     SH          DEFINED       25           0     0      200
ATHEROGENICS INC                 COMMON    047439104      1774     75300     SH          DEFINED        1       75300     0        0
ATHEROGENICS INC                 COMMON    047439104       709     30100     SH          DEFINED       16       19900     0    10200
ATHEROGENICS INC                 COMMON    047439104        12       500     SH          DEFINED   16,15          500     0        0
ATHEROGENICS INC                 COMMON    047439104       394     16721     SH          DEFINED       25           0     0    16721
ATHEROGENICS INC                 COMMON    047439104        64      2700     SH          DEFINED    5,16         2700     0        0
ATHERSYS INC CLASS F CVT PFD P   CONVERT   047992995     10000    833333     SH          DEFINED        1      833333     0        0
ATLANTIC AMERICAN CORP           COMMON    048209100        16      5025     SH          DEFINED       25        5025     0        0
ATMEL CORP                       COMMON    049513104         9      2315     SH          DEFINED        1           0     0     2315
ATMEL CORP                       COMMON    049513104        41     10500     SH          DEFINED       10       10500     0        0
ATMEL CORP                       COMMON    049513104      2118    540300     SH          DEFINED       16      493200     0    47100
ATMEL CORP                       COMMON    049513104        31      8000     SH          DEFINED       25           0     0     8000
ATMEL CORP                       COMMON    049513104        17      4300     SH          DEFINED    5,16         4300     0        0
ATMEL CORP                       COMMON    049513104        25      6400     SH          DEFINED        7        6400     0        0
ATMEL CORP                       COMMON    049513104       123     31500     SH          DEFINED        9       31500     0        0
ATWOOD OCEANICS INC              COMMON    050095108        47       900     SH          DEFINED       16         700     0      200
AUDIBLE INC                      COMMON    05069A302         3       100     SH          DEFINED       25           0     0      100
AUGUST TECHNOLOGY CORP           COMMON    05106U105      6253    593793     SH          DEFINED        1      593793     0        0
AUTODESK INC                     COMMON    052769106     51714   1362700     SH          DEFINED        1     1362700     0        0



                                                                                           
AUTODESK INC                     COMMON    052769106     68310   1800000     SH          DEFINED     1,2      1800000     0        0
AUTODESK INC                     COMMON    052769106      3233     85200     SH          DEFINED     1,3        85200     0        0
AUTODESK INC                     COMMON    052769106       152      4000     SH          DEFINED   10,16         4000     0        0
AUTODESK INC                     COMMON    052769106       828     21806     SH          DEFINED       16       21806     0        0
AUTODESK INC                     COMMON    052769106     13301    350500     SH          DEFINED        2      350500     0        0
AUTODESK INC                     COMMON    052769106       421     11103     SH          DEFINED       25           0     0    11103
AUTODESK INC                     COMMON    052769106       143      3760     SH          DEFINED        7        3760     0        0
AUTOLIV INC                      COMMON    052800109      6134    127000     SH          DEFINED        1      127000     0        0
AUTOLIV INC                      COMMON    052800109       159      3300     SH          DEFINED       10        3300     0        0
AUTOLIV INC                      COMMON    052800109        42       874     SH          DEFINED       12         874     0        0
AUTOLIV INC                      COMMON    052800109       351      7269     SH          DEFINED    12,9         7269     0        0
AUTOLIV INC                      COMMON    052800109     18475    382500     SH          DEFINED       16      364700     0    17800
AUTOLIV INC                      COMMON    052800109      1179     24400     SH          DEFINED    16,9        24400     0        0
AUTOLIV INC                      COMMON    052800109      1449     30000     SH          DEFINED        2       30000     0        0
AUTOLIV INC                      COMMON    052800109        60      1238     SH          DEFINED       24        1238     0        0
AUTOLIV INC                      COMMON    052800109        68      1400     SH          DEFINED    5,16         1400     0        0
AUTOLIV INC                      COMMON    052800109       483     10003     SH          DEFINED        7       10003     0        0
AUTOLIV INC                      COMMON    052800109       963     19942     SH          DEFINED        9       19942     0        0
AUTOLIV INC                      COMMON    052800109       313      6489     SH          DEFINED    9,14         6489     0        0
AUTOMATIC DATA PROCESSING        COMMON    053015103     62666   1412990     SH          DEFINED        1     1412990     0        0
AUTOMATIC DATA PROCESSING        COMMON    053015103     63199   1425000     SH          DEFINED     1,2      1425000     0        0
AUTOMATIC DATA PROCESSING        COMMON    053015103     13533    305134     SH          DEFINED       16      281734     0    23400
AUTOMATIC DATA PROCESSING        COMMON    053015103      2821     63600     SH          DEFINED   16,23        63600     0        0
AUTOMATIC DATA PROCESSING        COMMON    053015103      2036     45900     SH          DEFINED    16,9        45900     0        0
AUTOMATIC DATA PROCESSING        COMMON    053015103     26621    600250     SH          DEFINED        2      600250     0        0
AUTOMATIC DATA PROCESSING        COMMON    053015103       319      7200     SH          DEFINED       24        7200     0        0
AUTOMATIC DATA PROCESSING        COMMON    053015103     17136    386384     SH          DEFINED       25      314992     0    71392
AUTOMATIC DATA PROCESSING        COMMON    053015103      2496     56270     SH          DEFINED        7       56270     0        0
AUTOMATIC DATA PROCESSING        COMMON    053015103       959     21615     SH          DEFINED        9       21615     0        0
AUTOMATIC DATA PROC(AUD)CVT 0.   CONVERT   053015AC7     22025  19111000     SH          DEFINED       16     2825000     0 16286000
AUTONATION INC                   COMMON    05329W102       482     25096     SH          DEFINED       16       25096     0        0
AUTONATION INC                   COMMON    05329W102       127      6600     SH          DEFINED        7        6600     0        0
AUTOZONE INC                     COMMON    053332102       201      2200     SH          DEFINED       10        2200     0        0
AUTOZONE INC                     COMMON    053332102      2109     23100     SH          DEFINED   10,16        23100     0        0
AUTOZONE INC                     COMMON    053332102       374      4100     SH          DEFINED    10,8         4100     0        0
AUTOZONE INC                     COMMON    053332102     33445    366280     SH          DEFINED       16      327780     0    38500
AUTOZONE INC                     COMMON    053332102       785      8600     SH          DEFINED   16,15         8600     0        0
AUTOZONE INC                     COMMON    053332102      1443     15800     SH          DEFINED    16,9        15800     0        0
AUTOZONE INC                     COMMON    053332102       384      4204     SH          DEFINED       24        4204     0        0
AUTOZONE INC                     COMMON    053332102       913     10000     SH          DEFINED        3       10000     0        0
AUTOZONE INC                     COMMON    053332102      1242     13600     SH          DEFINED    5,16        13600     0        0
AUTOZONE INC                     COMMON    053332102     13852    151702     SH          DEFINED        7      151702     0        0
AUTOZONE INC                     COMMON    053332102      1001     10965     SH          DEFINED        9       10965     0        0
AUTOZONE INC                     COMMON    053332102        63       695     SH          DEFINED    9,11          695     0        0
AVALONBAY COMMUNITIES INC        COMMON    053484101       407      5400     SH          DEFINED   10,16         5400     0        0
AVALONBAY COMMUNITIES INC        COMMON    053484101        75      1000     SH          DEFINED    10,8         1000     0        0
AVALONBAY COMMUNITIES INC        COMMON    053484101     93585   1242825     SH          DEFINED       16      891242     0   351583
AVALONBAY COMMUNITIES INC        COMMON    053484101       151      2000     SH          DEFINED   16,15         2000     0        0
AVALONBAY COMMUNITIES INC        COMMON    053484101      6493     86223     SH          DEFINED    5,16        86223     0        0
AVANT IMMUNOTHERAPEUTICS INC     COMMON    053491106         0        54     SH          DEFINED        6          54     0        0
AVANT IMMUNOTHERAPEUTICS INC     COMMON    053491106         0        21     SH          DEFINED        7          21     0        0
AVAYA INC                        COMMON    053499109    132409   7698170     SH          DEFINED        1     7698170     0        0
AVAYA INC                        COMMON    053499109     25800   1500000     SH          DEFINED     1,2      1500000     0        0



                                                                                           
AVAYA INC                        COMMON    053499109      4799    279000     SH          DEFINED     1,3       279000     0        0
AVAYA INC                        COMMON    053499109     10205    593300     SH          DEFINED       10      593300     0        0
AVAYA INC                        COMMON    053499109       442     25700     SH          DEFINED   10,23        25700     0        0
AVAYA INC                        COMMON    053499109      3198    185911     SH          DEFINED       16      147411     0    38500
AVAYA INC                        COMMON    053499109      7397    430060     SH          DEFINED   16,23       430060     0        0
AVAYA INC                        COMMON    053499109     10369    602850     SH          DEFINED        2      556550     0    46300
AVAYA INC                        COMMON    053499109      3165    184000     SH          DEFINED       21      184000     0        0
AVAYA INC                        COMMON    053499109        34      1951     SH          DEFINED       25         333     0     1618
AVAYA INC                        COMMON    053499109         0        18     SH          DEFINED        4          18     0        0
AVAYA INC                        COMMON    053499109         0         8     SH          DEFINED        6           8     0        0
AVAYA INC                        COMMON    053499109        15       899     SH          DEFINED        7         899     0        0
AVAYA INC                        COMMON    053499109       194     11270     SH          DEFINED        9       11270     0        0
AVERY DENNISON CORP              COMMON    053611109       630     10502     SH          DEFINED       16       10502     0        0
AVERY DENNISON CORP              COMMON    053611109      3856     64297     SH          DEFINED       25        6504     0    57793
AVERY DENNISON CORP              COMMON    053611109        64      1070     SH          DEFINED        7        1070     0        0
AVERY DENNISON CORP              COMMON    053611109       227      3790     SH          DEFINED        9        3790     0        0
AVIALL INC                       COMMON    05366B102         5       200     SH          DEFINED        7         200     0        0
AVICI SYSTEMS INC                COMMON    05367L802        64      7052     SH          DEFINED       19           0     0     7052
AVID TECHNOLOGY INC              COMMON    05367P100     43287    701000     SH          DEFINED        1      701000     0        0
AVID TECHNOLOGY INC              COMMON    05367P100       494      8000     SH          DEFINED       16        8000     0        0
AVID TECHNOLOGY INC              COMMON    05367P100      1155     18700     SH          DEFINED   16,23        18700     0        0
AVID TECHNOLOGY INC              COMMON    05367P100      4934     79900     SH          DEFINED        2       79900     0        0
AVIGEN INC                       COMMON    053690103         2       500     SH          DEFINED       25           0     0      500
AVISTA CORP                      COMMON    05379B107      2329    131800     SH          DEFINED        1      131800     0        0
AVISTA CORP                      COMMON    05379B107      5704    322800     SH          DEFINED       16      185400     0   137400
AVISTA CORP                      COMMON    05379B107       136      7700     SH          DEFINED   16,15         7700     0        0
AVISTA CORP                      COMMON    05379B107      1666     94300     SH          DEFINED    5,16        94300     0        0
AVISTA CORP                      COMMON    05379B107        76      4300     SH          DEFINED        7        4300     0        0
AVNET INC                        COMMON    053807103        84      4600     SH          DEFINED       16        4600     0        0
AVNET INC                        COMMON    053807103        57      3125     SH          DEFINED        9        3125     0        0
AVON PRODUCTS INC                COMMON    054303102     11625    300400     SH          DEFINED        1      300400     0        0
AVON PRODUCTS INC                COMMON    054303102      2220     57370     SH          DEFINED       16       55470     0     1900
AVON PRODUCTS INC                COMMON    054303102       317      8200     SH          DEFINED    16,9         8200     0        0
AVON PRODUCTS INC                COMMON    054303102        13       344     SH          DEFINED    17,9          344     0        0
AVON PRODUCTS INC                COMMON    054303102       655     16932     SH          DEFINED       24       16932     0        0
AVON PRODUCTS INC                COMMON    054303102      2578     66616     SH          DEFINED       25       60705     0     5911
AVON PRODUCTS INC                COMMON    054303102         1        31     SH          DEFINED        4          31     0        0
AVON PRODUCTS INC                COMMON    054303102      2384     61605     SH          DEFINED        6       61605     0        0
AVON PRODUCTS INC                COMMON    054303102     23267    601214     SH          DEFINED        7      601214     0        0
AVON PRODUCTS INC                COMMON    054303102       722     18657     SH          DEFINED        9       18657     0        0
AXA ADR                          COMMON    054536107        52      2110     SH          DEFINED       25           0     0     2110
AXA ADR                          COMMON    054536107        26      1066     SH          DEFINED        7        1066     0        0
AXCELIS TECHNOLOGIES             COMMON    054540109      3932    483600     SH          DEFINED       16      262000     0   221600
AXCELIS TECHNOLOGIES             COMMON    054540109        98     12100     SH          DEFINED   16,15        12100     0        0
AXCELIS TECHNOLOGIES             COMMON    054540109       497     61100     SH          DEFINED    5,16        61100     0        0
AXCELIS TECHNOLOGIES             COMMON    054540109         2       294     SH          DEFINED        7         294     0        0
AXSYS TECHNOLOGIES INC           COMMON    054615109        53      3000     SH          DEFINED       25        3000     0        0
AZTAR CORP                       COMMON    054802103      2888     82700     SH          DEFINED        1       82700     0        0
AZTAR CORP                       COMMON    054802103         7       210     SH          DEFINED       16         210     0        0
AZTAR CORP                       COMMON    054802103       388     11100     SH          DEFINED   16,15        11100     0        0
AZTAR CORP                       COMMON    054802103        17       500     SH          DEFINED       25           0     0      500
BB&T CORPORATION                 COMMON    054937107     57743   1373200     SH          DEFINED        1     1373200     0        0
BB&T CORPORATION                 COMMON    054937107     29826    709300     SH          DEFINED     1,2       709300     0        0



                                                                                           
BB&T CORPORATION                 COMMON    054937107      2206     52462     SH          DEFINED       16       52462     0        0
BB&T CORPORATION                 COMMON    054937107       317      7550     SH          DEFINED        2        7550     0        0
BB&T CORPORATION                 COMMON    054937107        29       700     SH          DEFINED       25         700     0        0
BB&T CORPORATION                 COMMON    054937107        17       400     SH          DEFINED        6         400     0        0
BB&T CORPORATION                 COMMON    054937107      1456     34634     SH          DEFINED        7       34634     0        0
BB&T CORPORATION                 COMMON    054937107       590     14020     SH          DEFINED        9       14020     0        0
BASF AG ADR                      COMMON    055262505     32311    448643     SH          DEFINED       13      428158     0    20485
BASF AG ADR                      COMMON    055262505     60437    839173     SH          DEFINED       16      811424     0    27749
BCE INC                          COMMON    05534B109     17082    710800     SH          DEFINED     1,3       710800     0        0
BCE INC                          COMMON    05534B109    117287   4878965     SH          DEFINED       13     4414925     0   464040
BCE INC                          COMMON    05534B109     25725   1066115     SH          DEFINED       16     1030669     0    35446
BCE INC                          COMMON    05534B109       805     33500     SH          DEFINED   16,23        33500     0        0
BCE INC                          COMMON    05534B109       175      7300     SH          DEFINED        2        7300     0        0
BCE INC                          COMMON    05534B109    573455  23862240     SH          DEFINED        3    23862240     0        0
BCE INC                          COMMON    05534B109     13489    561300     SH          DEFINED    5,13       561300     0        0
BCE INC                          COMMON    05534B109       320     13297     SH          DEFINED        9       13297     0        0
THE BISYS GROUP INC              COMMON    055472104      4218    256400     SH          DEFINED        1      256400     0        0
THE BISYS GROUP INC              COMMON    055472104        80      4850     SH          DEFINED        7        4850     0        0
BJ SERVICES CO                   COMMON    055482103    187813   4035520     SH          DEFINED        1     4035520     0        0
BJ SERVICES CO                   COMMON    055482103     88547   1902600     SH          DEFINED     1,2      1902600     0        0
BJ SERVICES CO                   COMMON    055482103       535     11500     SH          DEFINED     1,3        11500     0        0
BJ SERVICES CO                   COMMON    055482103       200      4300     SH          DEFINED       10        4300     0        0
BJ SERVICES CO                   COMMON    055482103     18250    392137     SH          DEFINED       16      350437     0    41700
BJ SERVICES CO                   COMMON    055482103      1173     25200     SH          DEFINED   16,15        25200     0        0
BJ SERVICES CO                   COMMON    055482103      1103     23700     SH          DEFINED    16,9        23700     0        0
BJ SERVICES CO                   COMMON    055482103     23856    512600     SH          DEFINED        2      512600     0        0
BJ SERVICES CO                   COMMON    055482103       373      8013     SH          DEFINED       24        8013     0        0
BJ SERVICES CO                   COMMON    055482103       105      2250     SH          DEFINED       25        2000     0      250
BJ SERVICES CO                   COMMON    055482103     21460    461098     SH          DEFINED        4      461098     0        0
BJ SERVICES CO                   COMMON    055482103        88      1900     SH          DEFINED    5,16         1900     0        0
BJ SERVICES CO                   COMMON    055482103       223      4800     SH          DEFINED     5,2         4800     0        0
BJ SERVICES CO                   COMMON    055482103        56      1200     SH          DEFINED        7        1200     0        0
BJ SERVICES CO                   COMMON    055482103       296      6352     SH          DEFINED        9        6352     0        0
BJS WHOLESALE CLUB INC           COMMON    05548J106     39864   1368500     SH          DEFINED        1     1368500     0        0
BJS WHOLESALE CLUB INC           COMMON    05548J106        90      3100     SH          DEFINED       10        3100     0        0
BJS WHOLESALE CLUB INC           COMMON    05548J106      7105    243905     SH          DEFINED       16      210405     0    33500
BJS WHOLESALE CLUB INC           COMMON    05548J106         9       300     SH          DEFINED   16,15          300     0        0
BJS WHOLESALE CLUB INC           COMMON    05548J106       516     17700     SH          DEFINED    16,9        17700     0        0
BJS WHOLESALE CLUB INC           COMMON    05548J106       492     16900     SH          DEFINED        2           0     0    16900
BJS WHOLESALE CLUB INC           COMMON    05548J106        19       650     SH          DEFINED       25           0     0      650
BJS WHOLESALE CLUB INC           COMMON    05548J106        87      3000     SH          DEFINED    5,16         3000     0        0
BJS WHOLESALE CLUB INC           COMMON    05548J106       352     12089     SH          DEFINED        7       12089     0        0
BOC GROUP PLC ADR                COMMON    055617609        18       473     SH          DEFINED       25           0     0      473
BP PLC ADR                       COMMON    055622104    168744   2889460     SH          DEFINED        1     2889460     0        0
BP PLC ADR                       COMMON    055622104     84271   1443000     SH          DEFINED     1,2      1443000     0        0
BP PLC ADR                       COMMON    055622104     21052    360482     SH          DEFINED       13      344482     0    16000
BP PLC ADR                       COMMON    055622104     43264    740823     SH          DEFINED       16      716410     0    24413
BP PLC ADR                       COMMON    055622104      2359     40400     SH          DEFINED   16,15        40400     0        0
BP PLC ADR                       COMMON    055622104      2799     47925     SH          DEFINED        2       47925     0        0
BP PLC ADR                       COMMON    055622104     40452    692667     SH          DEFINED       25      170671     0   521996
BP PLC ADR                       COMMON    055622104         3        58     SH          DEFINED        4          58     0        0
BP PLC ADR                       COMMON    055622104      2138     36611     SH          DEFINED        6       36611     0        0
BP PLC ADR                       COMMON    055622104     31872    545746     SH          DEFINED        7      545746     0        0



                                                                                           
BP PRUDHOE BAY ROYALTY TRUST     COMMON    055630107       531     11000     SH          DEFINED        1       11000     0        0
BRT REALTY TRUST                 COMMON    055645303       341     14000     SH          DEFINED       16        8200     0     5800
BRT REALTY TRUST                 COMMON    055645303         7       300     SH          DEFINED   16,15          300     0        0
BRT REALTY TRUST                 COMMON    055645303        97      4000     SH          DEFINED    5,16         4000     0        0
BRE PROPERTIES CL A              COMMON    05564E106     47869   1187514     SH          DEFINED       16      863874     0   323640
BRE PROPERTIES CL A              COMMON    05564E106       157      3897     SH          DEFINED       25           0     0     3897
BRE PROPERTIES CL A              COMMON    05564E106      3144     78000     SH          DEFINED    5,16        78000     0        0
BRE PROPERTIES SERIES D 6.75 P   PREFERRED 05564E601      5020    200000     SH          DEFINED       16      200000     0        0
BMC SOFTWARE INC                 COMMON    055921100       249     13400     SH          DEFINED       10       13400     0        0
BMC SOFTWARE INC                 COMMON    055921100       210     11300     SH          DEFINED   10,16        11300     0        0
BMC SOFTWARE INC                 COMMON    055921100        41      2200     SH          DEFINED    10,8         2200     0        0
BMC SOFTWARE INC                 COMMON    055921100     25573   1374913     SH          DEFINED       16     1278845     0    96068
BMC SOFTWARE INC                 COMMON    055921100        84      4500     SH          DEFINED   16,15         4500     0        0
BMC SOFTWARE INC                 COMMON    055921100       863     46400     SH          DEFINED    16,9        46400     0        0
BMC SOFTWARE INC                 COMMON    055921100       305     16380     SH          DEFINED       24       16380     0        0
BMC SOFTWARE INC                 COMMON    055921100       443     23830     SH          DEFINED    5,16        11900     0    11930
BMC SOFTWARE INC                 COMMON    055921100      1218     65500     SH          DEFINED        7       65500     0        0
BMC SOFTWARE INC                 COMMON    055921100       367     19706     SH          DEFINED        9       19706     0        0
BAKER HUGHES INC                 COMMON    057224107     92031   2156800     SH          DEFINED        1     2156800     0        0
BAKER HUGHES INC                 COMMON    057224107     76849   1801000     SH          DEFINED     1,2      1801000     0        0
BAKER HUGHES INC                 COMMON    057224107       119      2800     SH          DEFINED       10        2800     0        0
BAKER HUGHES INC                 COMMON    057224107     25980    608863     SH          DEFINED       16      520163     0    88700
BAKER HUGHES INC                 COMMON    057224107      2607     61100     SH          DEFINED    16,9        61100     0        0
BAKER HUGHES INC                 COMMON    057224107        14       333     SH          DEFINED    17,9          333     0        0
BAKER HUGHES INC                 COMMON    057224107      5903    138350     SH          DEFINED        2      138350     0        0
BAKER HUGHES INC                 COMMON    057224107       662     15509     SH          DEFINED       24       15509     0        0
BAKER HUGHES INC                 COMMON    057224107       940     22030     SH          DEFINED       25         600     0    21430
BAKER HUGHES INC                 COMMON    057224107         2        43     SH          DEFINED        4          43     0        0
BAKER HUGHES INC                 COMMON    057224107        51      1200     SH          DEFINED    5,16         1200     0        0
BAKER HUGHES INC                 COMMON    057224107       246      5774     SH          DEFINED        7        5774     0        0
BAKER HUGHES INC                 COMMON    057224107       631     14799     SH          DEFINED        9       14799     0        0
BALDOR ELECTRIC                  COMMON    057741100        86      3125     SH          DEFINED        7        3125     0        0
BALL CORP                        COMMON    058498106     51434   1169480     SH          DEFINED        1     1169480     0        0
BALL CORP                        COMMON    058498106       677     15400     SH          DEFINED     1,3        15400     0        0
BALL CORP                        COMMON    058498106        97      2200     SH          DEFINED       10        2200     0        0
BALL CORP                        COMMON    058498106      5582    126916     SH          DEFINED       16      117016     0     9900
BALL CORP                        COMMON    058498106      4424    100600     SH          DEFINED        2      100600     0        0
BALL CORP                        COMMON    058498106       194      4400     SH          DEFINED       25           0     0     4400
BALL CORP                        COMMON    058498106        40       900     SH          DEFINED    5,16          900     0        0
BALL CORP                        COMMON    058498106       308      7000     SH          DEFINED     5,2         7000     0        0
BALL CORP                        COMMON    058498106       465     10580     SH          DEFINED        7       10580     0        0
BALL CORP                        COMMON    058498106        26       582     SH          DEFINED        9         582     0        0
BALLARD POWER SYSTEMS INC        COMMON    05858H104         1       100     SH          DEFINED       25           0     0      100
BALLARD POWER SYSTEMS INC        COMMON    05858H104         5       725     SH          DEFINED        7         725     0        0
BANCFIRST CORP                   COMMON    05945F103       371      4700     SH          DEFINED       16        3000     0     1700
BANCFIRST CORP                   COMMON    05945F103         8       100     SH          DEFINED   16,15          100     0        0
BANCFIRST CORP                   COMMON    05945F103       142      1800     SH          DEFINED    5,16         1800     0        0
BANCO BRADESCO SA ADR REP1 PRF   COMMON    059460303      1861     74250     SH          DEFINED       10       74250     0        0
BANCO BRADESCO SA ADR REP1 PRF   COMMON    059460303       902     36000     SH          DEFINED    5,13        36000     0        0
BANCO ITAU HOLDING FIN-ADR       COMMON    059602201       274      3650     SH          DEFINED       10        3650     0        0
BANCO ITAU HOLDING FIN-ADR       COMMON    059602201       530      7050     SH          DEFINED   10,16         7050     0        0
BANCO ITAU HOLDING FIN-ADR       COMMON    059602201      1158     15400     SH          DEFINED   10,23        15400     0        0
BANCO ITAU HOLDING FIN-ADR       COMMON    059602201       586      7800     SH          DEFINED   13,15         7800     0        0



                                                                                           
BANCO ITAU HOLDING FIN-ADR       COMMON    059602201      1496     19900     SH          DEFINED        2       19900     0        0
BANCO SANTANDER CEN ADR          COMMON    05964H105         0        20     SH          DEFINED       13          20     0        0
BANCO SANTANDER CEN ADR          COMMON    05964H105      1713    138518     SH          DEFINED       16       62300     0    76218
BANCO SANTANDER CEN ADR          COMMON    05964H105        25      2000     SH          DEFINED       25           0     0     2000
BANCO SANTANDER CHILE ADR        COMMON    05965X109       406     12000     SH          DEFINED       10       12000     0        0
BANCORPSOUTH INC                 COMMON    059692103      1509     61900     SH          DEFINED       16       32800     0    29100
BANCORPSOUTH INC                 COMMON    059692103        39      1600     SH          DEFINED   16,15         1600     0        0
BANCORPSOUTH INC                 COMMON    059692103         5       200     SH          DEFINED       25           0     0      200
BANCORPSOUTH INC                 COMMON    059692103       185      7600     SH          DEFINED    5,16         7600     0        0
BANDAG INC                       COMMON    059815100      2565     51500     SH          DEFINED        1       51500     0        0
BANDAG INC                       COMMON    059815100       518     10400     SH          DEFINED       16        7500     0     2900
BANDAG INC                       COMMON    059815100        10       200     SH          DEFINED   16,15          200     0        0
BANDAG INC                       COMMON    059815100       418      8400     SH          DEFINED    5,16         8400     0        0
BANDAG INC                       COMMON    059815100        42       840     SH          DEFINED        7         840     0        0
BANDAG INC-CL A                  COMMON    059815308         5       117     SH          DEFINED        7         117     0        0
BANK OF AMERICA CORP             COMMON    060505104    201884   4296318     SH          DEFINED        1     4290958     0     5360
BANK OF AMERICA CORP             COMMON    060505104     94497   2011000     SH          DEFINED     1,2      2011000     0        0
BANK OF AMERICA CORP             COMMON    060505104      9765    207800     SH          DEFINED   10,16       207800     0        0
BANK OF AMERICA CORP             COMMON    060505104      1729     36800     SH          DEFINED    10,8        36800     0        0
BANK OF AMERICA CORP             COMMON    060505104        94      2004     SH          DEFINED       12        2004     0        0
BANK OF AMERICA CORP             COMMON    060505104       834     17745     SH          DEFINED    12,9        17745     0        0
BANK OF AMERICA CORP             COMMON    060505104    181737   3867573     SH          DEFINED       16     3609623     0   257950
BANK OF AMERICA CORP             COMMON    060505104      3609     76800     SH          DEFINED   16,15        76800     0        0
BANK OF AMERICA CORP             COMMON    060505104     11621    247300     SH          DEFINED    16,9       247300     0        0
BANK OF AMERICA CORP             COMMON    060505104        78      1658     SH          DEFINED    17,9         1658     0        0
BANK OF AMERICA CORP             COMMON    060505104     37519    798450     SH          DEFINED        2      798450     0        0
BANK OF AMERICA CORP             COMMON    060505104      4449     94676     SH          DEFINED       24       94676     0        0
BANK OF AMERICA CORP             COMMON    060505104     84657   1801601     SH          DEFINED       25      230856     0  1570745
BANK OF AMERICA CORP             COMMON    060505104         6       124     SH          DEFINED        4         124     0        0
BANK OF AMERICA CORP             COMMON    060505104      5324    113300     SH          DEFINED    5,16       113300     0        0
BANK OF AMERICA CORP             COMMON    060505104       157      3350     SH          DEFINED        6        3350     0        0
BANK OF AMERICA CORP             COMMON    060505104     21222    451621     SH          DEFINED        7      451621     0        0
BANK OF AMERICA CORP             COMMON    060505104       329      7000     SH          DEFINED        8        7000     0        0
BANK OF AMERICA CORP             COMMON    060505104     10758    228933     SH          DEFINED        9      228933     0        0
BANK OF AMERICA CORP             COMMON    060505104       187      3984     SH          DEFINED    9,11         3984     0        0
BANK OF AMERICA CORP             COMMON    060505104       623     13260     SH          DEFINED    9,14        13260     0        0
BANK OF GRANITE CORP             COMMON    062401104        21      1000     SH          DEFINED       16        1000     0        0
BANK OF GRANITE CORP             COMMON    062401104        52      2500     SH          DEFINED    5,16         2500     0        0
BANK OF GRANITE CORP             COMMON    062401104         5       233     SH          DEFINED        7         233     0        0
BANK OF HAWAII CORP              COMMON    062540109     11701    230600     SH          DEFINED        1      230600     0        0
BANK OF HAWAII CORP              COMMON    062540109      7088    139700     SH          DEFINED       16      139700     0        0
BANK OF HAWAII CORP              COMMON    062540109       969     19100     SH          DEFINED    16,9        19100     0        0
BANK OF HAWAII CORP              COMMON    062540109       523     10300     SH          DEFINED        2       10300     0        0
BANK OF HAWAII CORP              COMMON    062540109       581     11452     SH          DEFINED       25           0     0    11452
BANK OF MARIN-CA                 COMMON    063431100        56      1428     SH          DEFINED       25           0     0     1428
BANK OF MONTREAL                 COMMON    063671101     51823   1079700     SH          DEFINED     1,3      1079700     0        0
BANK OF MONTREAL                 COMMON    063671101       109      2261     SH          DEFINED       12        2261     0        0
BANK OF MONTREAL                 COMMON    063671101       972     20261     SH          DEFINED    12,9        20261     0        0
BANK OF MONTREAL                 COMMON    063671101      1632     33900     SH          DEFINED       16       33900     0        0
BANK OF MONTREAL                 COMMON    063671101       701     14600     SH          DEFINED        2       14600     0        0
BANK OF MONTREAL                 COMMON    063671101       251      5227     SH          DEFINED       24        5227     0        0
BANK OF MONTREAL                 COMMON    063671101    106703   2223100     SH          DEFINED        3     2223100     0        0
BANK OF MONTREAL                 COMMON    063671101      3447     71812     SH          DEFINED        9       71812     0        0



                                                                                           
BANK OF MONTREAL                 COMMON    063671101       700     14583     SH          DEFINED    9,14        14583     0        0
BANK OF THE OZARKS               COMMON    063904106      2518     74000     SH          DEFINED        1       74000     0        0
BANK OF THE OZARKS               COMMON    063904106        27       800     SH          DEFINED       25           0     0      800
BANK OF THE OZARKS               COMMON    063904106         9       275     SH          DEFINED        7         275     0        0
BANK OF NEW YORK CO INC          COMMON    064057102    342292  10242125     SH          DEFINED        1    10242125     0        0
BANK OF NEW YORK CO INC          COMMON    064057102      1916     57330     SH          DEFINED   10,16        57330     0        0
BANK OF NEW YORK CO INC          COMMON    064057102    175442   5249599     SH          DEFINED       16     3707341   330  1541928
BANK OF NEW YORK CO INC          COMMON    064057102      1269     37970     SH          DEFINED   16,23        37970     0        0
BANK OF NEW YORK CO INC          COMMON    064057102      4191    125400     SH          DEFINED        2      125400     0        0
BANK OF NEW YORK CO INC          COMMON    064057102       204      6100     SH          DEFINED    2,23         6100     0        0
BANK OF NEW YORK CO INC          COMMON    064057102     10590    316879     SH          DEFINED       25      309274     0     7605
BANK OF NEW YORK CO INC          COMMON    064057102     22508    673484     SH          DEFINED        4      673484     0        0
BANK OF NEW YORK CO INC          COMMON    064057102      1370     40980     SH          DEFINED    5,16        26720     0    14260
BANK OF NEW YORK CO INC          COMMON    064057102      5156    154272     SH          DEFINED        7      154272     0        0
BANK OF NEW YORK CO INC          COMMON    064057102       831     24877     SH          DEFINED        9       24877     0        0
BANK OF NOVA SCOTIA              COMMON    064149107     94202   2785324     SH          DEFINED     1,3      2785324     0        0
BANK OF NOVA SCOTIA              COMMON    064149107        24       700     SH          DEFINED       12         700     0        0
BANK OF NOVA SCOTIA              COMMON    064149107       202      5961     SH          DEFINED    12,9         5961     0        0
BANK OF NOVA SCOTIA              COMMON    064149107      2129     62900     SH          DEFINED       16       62900     0        0
BANK OF NOVA SCOTIA              COMMON    064149107      1174     34700     SH          DEFINED        2       34700     0        0
BANK OF NOVA SCOTIA              COMMON    064149107        37      1100     SH          DEFINED       24        1100     0        0
BANK OF NOVA SCOTIA              COMMON    064149107    616588  18231000     SH          DEFINED        3    18231000     0        0
BANK OF NOVA SCOTIA              COMMON    064149107      2061     60930     SH          DEFINED        9       60930     0        0
BANK OF NOVA SCOTIA              COMMON    064149107       193      5700     SH          DEFINED    9,14         5700     0        0
BANKATLANTIC BANCORP INC CL A    COMMON    065908501       118      5950     SH          DEFINED        7        5950     0        0
BANKNORTH GROUP INC              COMMON    06646R107      1187     32428     SH          DEFINED       16       32428     0        0
BANKNORTH GROUP INC              COMMON    06646R107       183      5000     SH          DEFINED    16,9         5000     0        0
BANKNORTH GROUP INC              COMMON    06646R107        55      1500     SH          DEFINED       24        1500     0        0
BANKNORTH GROUP INC              COMMON    06646R107         3        83     SH          DEFINED        4          83     0        0
BANKNORTH GROUP INC              COMMON    06646R107       202      5515     SH          DEFINED        7        5515     0        0
BANKNORTH GROUP INC              COMMON    06646R107       221      6051     SH          DEFINED        9        6051     0        0
BANKUNITED FINANCIAL CORP CL A   COMMON    06652B103       107      3350     SH          DEFINED        7        3350     0        0
BANNER CORPORATION               COMMON    06652V109        41      1300     SH          DEFINED       16        1300     0        0
BANNER CORPORATION               COMMON    06652V109        97      3100     SH          DEFINED    5,16         3100     0        0
BANNER CORPORATION               COMMON    06652V109         9       275     SH          DEFINED        7         275     0        0
BANTA CORP                       COMMON    066821109      2735     61100     SH          DEFINED        1       61100     0        0
BANTA CORP                       COMMON    066821109        40       900     SH          DEFINED        7         900     0        0
BARD (C.R.) INC                  COMMON    067383109     57610    900440     SH          DEFINED        1      900440     0        0
BARD (C.R.) INC                  COMMON    067383109     60915    952100     SH          DEFINED     1,2       952100     0        0
BARD (C.R.) INC                  COMMON    067383109        84      1310     SH          DEFINED   10,16         1310     0        0
BARD (C.R.) INC                  COMMON    067383109      2793     43654     SH          DEFINED       16       42354     0     1300
BARD (C.R.) INC                  COMMON    067383109      4095     64000     SH          DEFINED   16,23        64000     0        0
BARD (C.R.) INC                  COMMON    067383109       314      4900     SH          DEFINED    16,9         4900     0        0
BARD (C.R.) INC                  COMMON    067383109      9763    152600     SH          DEFINED        2      152600     0        0
BARD (C.R.) INC                  COMMON    067383109       128      2000     SH          DEFINED       21        2000     0        0
BARD (C.R.) INC                  COMMON    067383109      1060     16569     SH          DEFINED       24       16569     0        0
BARD (C.R.) INC                  COMMON    067383109      1753     27400     SH          DEFINED       25           0     0    27400
BARD (C.R.) INC                  COMMON    067383109       164      2560     SH          DEFINED        7        2560     0        0
BARD (C.R.) INC                  COMMON    067383109       260      4062     SH          DEFINED        9        4062     0        0
BARCLAYS PLC ADR                 COMMON    06738E204         5       100     SH          DEFINED       25           0     0      100
BARNES & NOBLE INC               COMMON    067774109        48      1500     SH          DEFINED       10        1500     0        0
BARNES & NOBLE INC               COMMON    067774109      2762     85600     SH          DEFINED       16       78500     0     7100
BARNES & NOBLE INC               COMMON    067774109       129      4000     SH          DEFINED    16,9         4000     0        0



                                                                                           
BARNES & NOBLE INC               COMMON    067774109        97      3000     SH          DEFINED       25           0     0     3000
BARNES & NOBLE INC               COMMON    067774109        23       700     SH          DEFINED    5,16          700     0        0
BARNES GROUP INC                 COMMON    067806109        29      1100     SH          DEFINED        7        1100     0        0
BARRICK GOLD CORP                COMMON    067901108      8404    347000     SH          DEFINED        1      347000     0        0
BARRICK GOLD CORP                COMMON    067901108     30027   1246000     SH          DEFINED     1,3      1246000     0        0
BARRICK GOLD CORP                COMMON    067901108      2500    103200     SH          DEFINED       16      103200     0        0
BARRICK GOLD CORP                COMMON    067901108       381     15800     SH          DEFINED        2       15800     0        0
BARRICK GOLD CORP                COMMON    067901108    346951  14397250     SH          DEFINED        3    14397250     0        0
BARRICK GOLD CORP                COMMON    067901108       499     20716     SH          DEFINED        9       20716     0        0
BARR PHARMACEUTICALS INC         COMMON    068306109     16390    359900     SH          DEFINED        1      359900     0        0
BARR PHARMACEUTICALS INC         COMMON    068306109     13107    287820     SH          DEFINED       16      277962     0     9858
BARR PHARMACEUTICALS INC         COMMON    068306109       182      4000     SH          DEFINED   16,23         4000     0        0
BARR PHARMACEUTICALS INC         COMMON    068306109      2172     47700     SH          DEFINED        2       47700     0        0
BARR PHARMACEUTICALS INC         COMMON    068306109        68      1500     SH          DEFINED       21        1500     0        0
BARR PHARMACEUTICALS INC         COMMON    068306109       691     15170     SH          DEFINED    5,16            0     0    15170
BARR PHARMACEUTICALS INC         COMMON    068306109        72      1590     SH          DEFINED        7        1590     0        0
BILL BARRETT CORP                COMMON    06846N104      1094     34200     SH          DEFINED        1       34200     0        0
BILL BARRETT CORP                COMMON    06846N104      5048    157800     SH          DEFINED     1,2       157800     0        0
BILL BARRETT CORP                COMMON    06846N104       749     23400     SH          DEFINED        2       23400     0        0
BARRY (R.G.)                     COMMON    068798107        78     22221     SH          DEFINED       25       22221     0        0
BAUSCH & LOMB INC                COMMON    071707103        32       500     SH          DEFINED        1           0     0      500
BAUSCH & LOMB INC                COMMON    071707103       322      5000     SH          DEFINED       10        5000     0        0
BAUSCH & LOMB INC                COMMON    071707103      2005     31100     SH          DEFINED   10,16        31100     0        0
BAUSCH & LOMB INC                COMMON    071707103       355      5500     SH          DEFINED    10,8         5500     0        0
BAUSCH & LOMB INC                COMMON    071707103     58538    908124     SH          DEFINED       16      832724     0    75400
BAUSCH & LOMB INC                COMMON    071707103       741     11500     SH          DEFINED   16,15        11500     0        0
BAUSCH & LOMB INC                COMMON    071707103      2217     34400     SH          DEFINED    16,9        34400     0        0
BAUSCH & LOMB INC                COMMON    071707103       282      4370     SH          DEFINED       24        4370     0        0
BAUSCH & LOMB INC                COMMON    071707103        34       525     SH          DEFINED       25           0     0      525
BAUSCH & LOMB INC                COMMON    071707103      1231     19100     SH          DEFINED    5,16        19100     0        0
BAUSCH & LOMB INC                COMMON    071707103       308      4772     SH          DEFINED        9        4772     0        0
BAUSCH & LOMB INC                COMMON    071707103        24       372     SH          DEFINED    9,11          372     0        0
BAXTER INTERNATIONAL INC         COMMON    071813109     95766   2772600     SH          DEFINED        1     2772600     0        0
BAXTER INTERNATIONAL INC         COMMON    071813109      4113    119066     SH          DEFINED       16      119066     0        0
BAXTER INTERNATIONAL INC         COMMON    071813109      5633    163100     SH          DEFINED   16,23       163100     0        0
BAXTER INTERNATIONAL INC         COMMON    071813109       629     18224     SH          DEFINED       19           0     0    18224
BAXTER INTERNATIONAL INC         COMMON    071813109       311      9000     SH          DEFINED        2        9000     0        0
BAXTER INTERNATIONAL INC         COMMON    071813109       667     19300     SH          DEFINED       21       19300     0        0
BAXTER INTERNATIONAL INC         COMMON    071813109      1248     36129     SH          DEFINED       25         343     0    35786
BAXTER INTERNATIONAL INC         COMMON    071813109     13861    401300     SH          DEFINED        3      401300     0        0
BAXTER INTERNATIONAL INC         COMMON    071813109       169      4896     SH          DEFINED        7        4896     0        0
BAXTER INTERNATIONAL INC         COMMON    071813109       695     20121     SH          DEFINED        9       20121     0        0
BE AEROSPACE INC                 COMMON    073302101      1577    135500     SH          DEFINED       16       73300     0    62200
BE AEROSPACE INC                 COMMON    073302101        43      3700     SH          DEFINED   16,15         3700     0        0
BE AEROSPACE INC                 COMMON    073302101       210     18000     SH          DEFINED    5,16        18000     0        0
BEA SYSTEMS INC                  COMMON    073325102       150     16900     SH          DEFINED       10       16900     0        0
BEA SYSTEMS INC                  COMMON    073325102      8641    975300     SH          DEFINED       16      897400     0    77900
BEA SYSTEMS INC                  COMMON    073325102       207     23400     SH          DEFINED    16,9        23400     0        0
BEA SYSTEMS INC                  COMMON    073325102        35      3900     SH          DEFINED       24        3900     0        0
BEA SYSTEMS INC                  COMMON    073325102         7       800     SH          DEFINED       25           0     0      800
BEA SYSTEMS INC                  COMMON    073325102        64      7200     SH          DEFINED    5,16         7200     0        0
BEA SYSTEMS INC                  COMMON    073325102        88      9898     SH          DEFINED        7        9898     0        0
BEA SYSTEMS INC                  COMMON    073325102       135     15263     SH          DEFINED        9       15263     0        0



                                                                                           
BEAR STEARNS COMPANIES INC       COMMON    073902108      9933     97090     SH          DEFINED        1       97090     0        0
BEAR STEARNS COMPANIES INC       COMMON    073902108       174      1700     SH          DEFINED       10        1700     0        0
BEAR STEARNS COMPANIES INC       COMMON    073902108      9288     90780     SH          DEFINED   10,16        90780     0        0
BEAR STEARNS COMPANIES INC       COMMON    073902108      1115     10900     SH          DEFINED    10,8        10900     0        0
BEAR STEARNS COMPANIES INC       COMMON    073902108      1195     11685     SH          DEFINED       13       11685     0        0
BEAR STEARNS COMPANIES INC       COMMON    073902108     92978    908791     SH          DEFINED       16      845023     0    63768
BEAR STEARNS COMPANIES INC       COMMON    073902108      2322     22700     SH          DEFINED   16,15        22700     0        0
BEAR STEARNS COMPANIES INC       COMMON    073902108      1811     17700     SH          DEFINED    16,9        17700     0        0
BEAR STEARNS COMPANIES INC       COMMON    073902108      1524     14900     SH          DEFINED        2       14900     0        0
BEAR STEARNS COMPANIES INC       COMMON    073902108       904      8837     SH          DEFINED       24        8837     0        0
BEAR STEARNS COMPANIES INC       COMMON    073902108        72       701     SH          DEFINED       25           0     0      701
BEAR STEARNS COMPANIES INC       COMMON    073902108        43       424     SH          DEFINED        4         424     0        0
BEAR STEARNS COMPANIES INC       COMMON    073902108      4148     40545     SH          DEFINED    5,16        34400     0     6145
BEAR STEARNS COMPANIES INC       COMMON    073902108       311      3037     SH          DEFINED        7        3037     0        0
BEAR STEARNS COMPANIES INC       COMMON    073902108       348      3400     SH          DEFINED        8        3400     0        0
BEAR STEARNS COMPANIES INC       COMMON    073902108      1196     11687     SH          DEFINED        9       11687     0        0
BEAR STEARNS COMPANIES INC       COMMON    073902108       109      1068     SH          DEFINED    9,11         1068     0        0
BEAZER HOMES USA INC             COMMON    07556Q105     18481    126400     SH          DEFINED        1      126400     0        0
BEAZER HOMES USA INC             COMMON    07556Q105      6886     47100     SH          DEFINED        2       47100     0        0
BEBE STORES INC                  COMMON    075571109     14830    549675     SH          DEFINED        1      549675     0        0
BEBE STORES INC                  COMMON    075571109      5558    206023     SH          DEFINED        2      206023     0        0
BECKMAN COULTER INC              COMMON    075811109      3852     57500     SH          DEFINED        1       57500     0        0
BECKMAN COULTER INC              COMMON    075811109       295      4400     SH          DEFINED        2        4400     0        0
BECKMAN COULTER INC              COMMON    075811109        20       300     SH          DEFINED       25           0     0      300
BECKMAN COULTER INC              COMMON    075811109        50       750     SH          DEFINED        7         750     0        0
BECTON DICKINSON & CO            COMMON    075887109    116587   2052580     SH          DEFINED        1     2052580     0        0
BECTON DICKINSON & CO            COMMON    075887109     58743   1034200     SH          DEFINED     1,2      1034200     0        0
BECTON DICKINSON & CO            COMMON    075887109        62      1100     SH          DEFINED       10        1100     0        0
BECTON DICKINSON & CO            COMMON    075887109      5441     95800     SH          DEFINED   10,16        95800     0        0
BECTON DICKINSON & CO            COMMON    075887109       932     16400     SH          DEFINED    10,8        16400     0        0
BECTON DICKINSON & CO            COMMON    075887109     95269   1677267     SH          DEFINED       16     1551367     0   125900
BECTON DICKINSON & CO            COMMON    075887109      1937     34100     SH          DEFINED   16,15        34100     0        0
BECTON DICKINSON & CO            COMMON    075887109      3862     68000     SH          DEFINED   16,23        68000     0        0
BECTON DICKINSON & CO            COMMON    075887109      3715     65400     SH          DEFINED    16,9        65400     0        0
BECTON DICKINSON & CO            COMMON    075887109     13751    242100     SH          DEFINED        2      242100     0        0
BECTON DICKINSON & CO            COMMON    075887109       125      2200     SH          DEFINED       21        2200     0        0
BECTON DICKINSON & CO            COMMON    075887109       626     11016     SH          DEFINED       24       11016     0        0
BECTON DICKINSON & CO            COMMON    075887109      7987    140620     SH          DEFINED       25      130600     0    10020
BECTON DICKINSON & CO            COMMON    075887109        77      1356     SH          DEFINED        4        1356     0        0
BECTON DICKINSON & CO            COMMON    075887109      2902     51100     SH          DEFINED    5,16        51100     0        0
BECTON DICKINSON & CO            COMMON    075887109       308      5425     SH          DEFINED        7        5425     0        0
BECTON DICKINSON & CO            COMMON    075887109       346      6100     SH          DEFINED        8        6100     0        0
BECTON DICKINSON & CO            COMMON    075887109      1922     33840     SH          DEFINED        9       33840     0        0
BECTON DICKINSON & CO            COMMON    075887109       116      2039     SH          DEFINED    9,11         2039     0        0
BED BATH & BEYOND INC            COMMON    075896100     50533   1268715     SH          DEFINED        1     1268715     0        0
BED BATH & BEYOND INC            COMMON    075896100     68834   1728200     SH          DEFINED     1,2      1728200     0        0
BED BATH & BEYOND INC            COMMON    075896100      1395     35030     SH          DEFINED   10,16        35030     0        0
BED BATH & BEYOND INC            COMMON    075896100    135766   3408637     SH          DEFINED       16     2382708   200  1025729
BED BATH & BEYOND INC            COMMON    075896100       922     23160     SH          DEFINED   16,23        23160     0        0
BED BATH & BEYOND INC            COMMON    075896100       291      7300     SH          DEFINED    16,9         7300     0        0
BED BATH & BEYOND INC            COMMON    075896100        24       606     SH          DEFINED    17,9          606     0        0
BED BATH & BEYOND INC            COMMON    075896100     23447    588665     SH          DEFINED        2      588665     0        0
BED BATH & BEYOND INC            COMMON    075896100        39       990     SH          DEFINED       24         990     0        0



                                                                                           
BED BATH & BEYOND INC            COMMON    075896100      2413     60575     SH          DEFINED       25       57350     0     3225
BED BATH & BEYOND INC            COMMON    075896100        39       980     SH          DEFINED        4         980     0        0
BED BATH & BEYOND INC            COMMON    075896100      1611     40440     SH          DEFINED    5,16        40440     0        0
BED BATH & BEYOND INC            COMMON    075896100     14718    369533     SH          DEFINED        7      369533     0        0
BED BATH & BEYOND INC            COMMON    075896100       611     15344     SH          DEFINED        9       15344     0        0
BEDFORD PROPERTY INVESTORS       COMMON    076446301      1466     51600     SH          DEFINED       16       18500     0    33100
BEDFORD PROPERTY INVESTORS       COMMON    076446301       355     12500     SH          DEFINED    5,16        12500     0        0
BELLSOUTH CORP                   COMMON    079860102        70      2515     SH          DEFINED        1           0     0     2515
BELLSOUTH CORP                   COMMON    079860102      5586    201000     SH          DEFINED   10,16       201000     0        0
BELLSOUTH CORP                   COMMON    079860102       995     35800     SH          DEFINED    10,8        35800     0        0
BELLSOUTH CORP                   COMMON    079860102     64861   2333963     SH          DEFINED       16     2138588     0   195375
BELLSOUTH CORP                   COMMON    079860102      2076     74700     SH          DEFINED   16,15        74700     0        0
BELLSOUTH CORP                   COMMON    079860102      7187    258620     SH          DEFINED   16,23       258620     0        0
BELLSOUTH CORP                   COMMON    079860102      4007    144200     SH          DEFINED    16,9       144200     0        0
BELLSOUTH CORP                   COMMON    079860102        29      1031     SH          DEFINED    17,9         1031     0        0
BELLSOUTH CORP                   COMMON    079860102      1067     38392     SH          DEFINED       24       38392     0        0
BELLSOUTH CORP                   COMMON    079860102      2749     98912     SH          DEFINED       25       20100     0    78812
BELLSOUTH CORP                   COMMON    079860102      3060    110100     SH          DEFINED    5,16       110100     0        0
BELLSOUTH CORP                   COMMON    079860102        58      2100     SH          DEFINED        6        2100     0        0
BELLSOUTH CORP                   COMMON    079860102      1491     53666     SH          DEFINED        7       53666     0        0
BELLSOUTH CORP                   COMMON    079860102       325     11700     SH          DEFINED        8       11700     0        0
BELLSOUTH CORP                   COMMON    079860102      2638     94941     SH          DEFINED        9       94941     0        0
BELLSOUTH CORP                   COMMON    079860102        79      2826     SH          DEFINED    9,11         2826     0        0
BELO CORPORATION                 COMMON    080555105     54782   2087716     SH          DEFINED        1     2087716     0        0
BELO CORPORATION                 COMMON    080555105       544     20750     SH          DEFINED     1,3        20750     0        0
BELO CORPORATION                 COMMON    080555105       886     33771     SH          DEFINED       16       33771     0        0
BELO CORPORATION                 COMMON    080555105      1375     52410     SH          DEFINED   16,15        52410     0        0
BELO CORPORATION                 COMMON    080555105      4050    154350     SH          DEFINED        2      154350     0        0
BELO CORPORATION                 COMMON    080555105       495     18846     SH          DEFINED       25           0     0    18846
BELO CORPORATION                 COMMON    080555105     23822    907841     SH          DEFINED        4      907841     0        0
BELO CORPORATION                 COMMON    080555105       244      9300     SH          DEFINED     5,2         9300     0        0
BELO CORPORATION                 COMMON    080555105        55      2100     SH          DEFINED        7        2100     0        0
BEMA GOLD CORPORATION            COMMON    08135F107       261     85700     SH          DEFINED        1       85700     0        0
BEMA GOLD CORPORATION            COMMON    08135F107      4132   1354900     SH          DEFINED     1,3      1354900     0        0
BEMA GOLD CORPORATION            COMMON    08135F107        45     14700     SH          DEFINED        2       14700     0        0
BEMIS COMPANY                    COMMON    081437105       812     27900     SH          DEFINED        1       27900     0        0
BEMIS COMPANY                    COMMON    081437105       296     10167     SH          DEFINED       16       10167     0        0
BEMIS COMPANY                    COMMON    081437105        72      2475     SH          DEFINED        7        2475     0        0
BENCHMARK ELECTRONICS INC        COMMON    08160H101     16068    471200     SH          DEFINED        1      471200     0        0
BENCHMARK ELECTRONICS INC        COMMON    08160H101         3        81     SH          DEFINED       16          81     0        0
BENCHMARK ELECTRONICS INC        COMMON    08160H101      2404     70500     SH          DEFINED        2       70500     0        0
BENCHMARK ELECTRONICS INC        COMMON    08160H101        16       475     SH          DEFINED        7         475     0        0
BERKLEY (WR) CORP                COMMON    084423102        81      1707     SH          DEFINED        1           0     0     1707
BERKLEY (WR) CORP                COMMON    084423102       185      3912     SH          DEFINED       16        3912     0        0
BERKLEY (WR) CORP                COMMON    084423102       175      3700     SH          DEFINED    16,9         3700     0        0
BERKLEY (WR) CORP                COMMON    084423102       382      8098     SH          DEFINED       25           0     0     8098
BERKSHIRE HATHAWAY INC CL A      COMMON    084670108     17228       196     SH          DEFINED       25          36     0      160
BERKSHIRE HATHAWAY INC CL A      COMMON    084670108       440         5     SH          DEFINED        7           5     0        0
BERKSHIRE HATHAWAY INC CLASS B   COMMON    084670207        12         4     SH          DEFINED        1           4     0        0
BERKSHIRE HATHAWAY INC CLASS B   COMMON    084670207      4991      1700     SH          DEFINED       16        1700     0        0
BERKSHIRE HATHAWAY INC CLASS B   COMMON    084670207      7863      2678     SH          DEFINED       25        1341     0     1337
BERKSHIRE HATHAWAY INC CLASS B   COMMON    084670207      1110       378     SH          DEFINED        6         378     0        0
BERKSHIRE HATHAWAY INC CLASS B   COMMON    084670207      3174      1081     SH          DEFINED        7        1081     0        0



                                                                                           
BERKSHIRE HILLS BANCORP INC      COMMON    084680107        52      1400     SH          DEFINED       16        1200     0      200
BERKSHIRE HILLS BANCORP INC      COMMON    084680107       104      2800     SH          DEFINED    5,16         2800     0        0
BEST BUY COMPANY INC             COMMON    086516101     69865   1175780     SH          DEFINED        1     1175780     0        0
BEST BUY COMPANY INC             COMMON    086516101     53478    900000     SH          DEFINED     1,2       900000     0        0
BEST BUY COMPANY INC             COMMON    086516101      4214     70923     SH          DEFINED       16       65023     0     5900
BEST BUY COMPANY INC             COMMON    086516101       814     13700     SH          DEFINED    16,9        13700     0        0
BEST BUY COMPANY INC             COMMON    086516101     23101    388780     SH          DEFINED        2      388780     0        0
BEST BUY COMPANY INC             COMMON    086516101       207      3484     SH          DEFINED       24        3484     0        0
BEST BUY COMPANY INC             COMMON    086516101       113      1900     SH          DEFINED       25        1800     0      100
BEST BUY COMPANY INC             COMMON    086516101         4        75     SH          DEFINED        4          75     0        0
BEST BUY COMPANY INC             COMMON    086516101        24       400     SH          DEFINED        6         400     0        0
BEST BUY COMPANY INC             COMMON    086516101     13443    226244     SH          DEFINED        7      226244     0        0
BEST BUY COMPANY INC             COMMON    086516101       583      9806     SH          DEFINED        9        9806     0        0
BEVERLY ENTERPRISES INC          COMMON    087851309      3593    392700     SH          DEFINED        1      392700     0        0
BHP LTD-ADR                      COMMON    088606108      2469    102800     SH          DEFINED        1      102800     0        0
BHP LTD-ADR                      COMMON    088606108       251     10432     SH          DEFINED        4       10432     0        0
BIG LOTS INC                     COMMON    089302103       129     10676     SH          DEFINED       16       10676     0        0
BIG LOTS INC                     COMMON    089302103        17      1400     SH          DEFINED       25           0     0     1400
BINDVIEW DEVELOPMENT CORP        COMMON    090327107         1       237     SH          DEFINED        6         237     0        0
BIO RAD LABORATORIES CL A        COMMON    090572207     10252    178700     SH          DEFINED        1      178700     0        0
BIO RAD LABORATORIES CL A        COMMON    090572207         4        70     SH          DEFINED       16          70     0        0
BIO RAD LABORATORIES CL A        COMMON    090572207      4303     75000     SH          DEFINED        3       75000     0        0
BIO RAD LABORATORIES CL A        COMMON    090572207        23       400     SH          DEFINED        7         400     0        0
BIOCRYST PHARMACEUTICALS INC     COMMON    09058V103        91     15796     SH          DEFINED        6       15796     0        0
BIOMET INC                       COMMON    090613100     36193    834125     SH          DEFINED        1      834125     0        0
BIOMET INC                       COMMON    090613100    137554   3170175     SH          DEFINED     1,2      3170175     0        0
BIOMET INC                       COMMON    090613100     17067    393351     SH          DEFINED       16      310561     0    82790
BIOMET INC                       COMMON    090613100       256      5900     SH          DEFINED    16,9         5900     0        0
BIOMET INC                       COMMON    090613100     20915    482025     SH          DEFINED        2      482025     0        0
BIOMET INC                       COMMON    090613100       699     16111     SH          DEFINED       24       16111     0        0
BIOMET INC                       COMMON    090613100        81      1875     SH          DEFINED       25           0     0     1875
BIOMET INC                       COMMON    090613100      1024     23600     SH          DEFINED        3       23600     0        0
BIOMET INC                       COMMON    090613100       589     13580     SH          DEFINED    5,16        13580     0        0
BIOMET INC                       COMMON    090613100      8070    185998     SH          DEFINED        7      185998     0        0
BIOMET INC                       COMMON    090613100       390      8993     SH          DEFINED        9        8993     0        0
BIOGEN IDEC INC                  COMMON    09062X103     31134    467400     SH          DEFINED        1      467400     0        0
BIOGEN IDEC INC                  COMMON    09062X103     66610   1000000     SH          DEFINED     1,2      1000000     0        0
BIOGEN IDEC INC                  COMMON    09062X103       167      2500     SH          DEFINED    12,2         2500     0        0
BIOGEN IDEC INC                  COMMON    09062X103      4362     65493     SH          DEFINED       16       61393     0     4100
BIOGEN IDEC INC                  COMMON    09062X103       400      6000     SH          DEFINED   16,23         6000     0        0
BIOGEN IDEC INC                  COMMON    09062X103       806     12100     SH          DEFINED    16,9        12100     0        0
BIOGEN IDEC INC                  COMMON    09062X103      6714    100800     SH          DEFINED        2      100800     0        0
BIOGEN IDEC INC                  COMMON    09062X103        40       600     SH          DEFINED       21         600     0        0
BIOGEN IDEC INC                  COMMON    09062X103        93      1400     SH          DEFINED       24        1400     0        0
BIOGEN IDEC INC                  COMMON    09062X103       401      6015     SH          DEFINED       25        1240     0     4775
BIOGEN IDEC INC                  COMMON    09062X103        77      1150     SH          DEFINED        7        1150     0        0
BIOGEN IDEC INC                  COMMON    09062X103       733     11005     SH          DEFINED        9       11005     0        0
BIOMED REALTY TRUST INC          COMMON    09063H107     11087    499200     SH          DEFINED       16      462100     0    37100
BIOPURE CORP                     COMMON    09065H105         0       300     SH          DEFINED       25           0     0      300
BIOVAIL CORPORATION              COMMON    09067J109      3777    229700     SH          DEFINED     1,3       229700     0        0
BIOVAIL CORPORATION              COMMON    09067J109        39      2400     SH          DEFINED        2        2400     0        0
BIOLASE TECHNOLOGY INC           COMMON    090911108        33      3000     SH          DEFINED       25           0     0     3000
BIOSITE INC                      COMMON    090945106         3        50     SH          DEFINED       25          50     0        0



                                                                                           
BIOSITE INC                      COMMON    090945106        52       850     SH          DEFINED        7         850     0        0
BIOMIRA INC                      COMMON    09161R106         2       650     SH          DEFINED       25           0     0      650
BLACK & DECKER CORP              COMMON    091797100     29435    333240     SH          DEFINED        1      333240     0        0
BLACK & DECKER CORP              COMMON    091797100       159      1800     SH          DEFINED       10        1800     0        0
BLACK & DECKER CORP              COMMON    091797100      2260     25590     SH          DEFINED   10,16        25590     0        0
BLACK & DECKER CORP              COMMON    091797100       380      4300     SH          DEFINED    10,8         4300     0        0
BLACK & DECKER CORP              COMMON    091797100     52907    598965     SH          DEFINED       16      541565     0    57400
BLACK & DECKER CORP              COMMON    091797100       786      8900     SH          DEFINED   16,15         8900     0        0
BLACK & DECKER CORP              COMMON    091797100      2270     25700     SH          DEFINED    16,9        25700     0        0
BLACK & DECKER CORP              COMMON    091797100      1996     22600     SH          DEFINED        2       22600     0        0
BLACK & DECKER CORP              COMMON    091797100       388      4389     SH          DEFINED       24        4389     0        0
BLACK & DECKER CORP              COMMON    091797100        54       607     SH          DEFINED        4         607     0        0
BLACK & DECKER CORP              COMMON    091797100      1237     14000     SH          DEFINED    5,16        14000     0        0
BLACK & DECKER CORP              COMMON    091797100       277      3140     SH          DEFINED        7        3140     0        0
BLACK & DECKER CORP              COMMON    091797100       398      4508     SH          DEFINED        9        4508     0        0
BLACK BOX CORPORATION            COMMON    091826107      4178     87000     SH          DEFINED       16       52200     0    34800
BLACK BOX CORPORATION            COMMON    091826107        91      1900     SH          DEFINED   16,15         1900     0        0
BLACK BOX CORPORATION            COMMON    091826107      1138     23700     SH          DEFINED    5,16        23700     0        0
BLACKBAUD INC                    COMMON    09227Q100      3985    272230     SH          DEFINED        7      272230     0        0
BLACKROCK INVT QUALITY MUNI CF   COMMON    09247D105         1        56     SH          DEFINED       25           0     0       56
BLACKROCK INSD MUNI 2008 TR CF   COMMON    09247K109         3       200     SH          DEFINED       25           0     0      200
BLACKROCK MUNI TARGET TR-06 CF   COMMON    09247M105        35      3300     SH          DEFINED       25           0     0     3300
BLACKROCK LTD DURATION INC CF    COMMON    09249W101        52      2550     SH          DEFINED       25           0     0     2550
BLACKROCK MUNI 2020 TERM TRS C   COMMON    09249X109        26      1700     SH          DEFINED       25           0     0     1700
BLOCK H & R INC                  COMMON    093671105    147265   3005400     SH          DEFINED        1     3005400     0        0
BLOCK H & R INC                  COMMON    093671105     20025    408668     SH          DEFINED       16      397141     0    11527
BLOCK H & R INC                  COMMON    093671105       152      3100     SH          DEFINED    16,9         3100     0        0
BLOCK H & R INC                  COMMON    093671105        24       491     SH          DEFINED    17,9          491     0        0
BLOCK H & R INC                  COMMON    093671105      2791     56950     SH          DEFINED        2       56950     0        0
BLOCK H & R INC                  COMMON    093671105       132      2700     SH          DEFINED    2,23         2700     0        0
BLOCK H & R INC                  COMMON    093671105       161      3288     SH          DEFINED       24        3288     0        0
BLOCK H & R INC                  COMMON    093671105        20       400     SH          DEFINED       25           0     0      400
BLOCK H & R INC                  COMMON    093671105     14325    292349     SH          DEFINED        4      292349     0        0
BLOCK H & R INC                  COMMON    093671105       745     15205     SH          DEFINED    5,16            0     0    15205
BLOCK H & R INC                  COMMON    093671105       312      6375     SH          DEFINED        9        6375     0        0
BLOCKBUSTER INC CL A             COMMON    093679108      8341    874312     SH          DEFINED       10      874312     0        0
BLOCKBUSTER INC CL A             COMMON    093679108      1519    159217     SH          DEFINED   10,23       159217     0        0
BLOCKBUSTER INC CL A             COMMON    093679108        23      2448     SH          DEFINED       25           0     0     2448
BLOCKBUSTER INC CL A             COMMON    093679108         1       121     SH          DEFINED        6         121     0        0
BLOCKBUSTER INC CL A             COMMON    093679108         6       639     SH          DEFINED        7         639     0        0
BLOCKBUSTER INC-CL B             COMMON    093679207      2514    285334     SH          DEFINED       10      285334     0        0
BLOCKBUSTER INC-CL B             COMMON    093679207        22      2448     SH          DEFINED       25           0     0     2448
BLOCKBUSTER INC-CL B             COMMON    093679207         1       121     SH          DEFINED        6         121     0        0
BLOCKBUSTER INC-CL B             COMMON    093679207         6       639     SH          DEFINED        7         639     0        0
BLOUNT INTERNATIONAL INC         COMMON    095180105     34459   1978100     SH          DEFINED        1     1978100     0        0
BLOUNT INTERNATIONAL INC         COMMON    095180105      1131     64900     SH          DEFINED       16       38100     0    26800
BLOUNT INTERNATIONAL INC         COMMON    095180105        28      1600     SH          DEFINED   16,15         1600     0        0
BLOUNT INTERNATIONAL INC         COMMON    095180105      3785    217300     SH          DEFINED        2      217300     0        0
BLOUNT INTERNATIONAL INC         COMMON    095180105       319     18300     SH          DEFINED    5,16        18300     0        0
BLUE COAT SYSTEMS INC            COMMON    09534T508        12       650     SH          DEFINED       25           0     0      650
BLUE NILE INC                    COMMON    09578R103        40      1450     SH          DEFINED        7        1450     0        0
BLUEGREEN CORP                   COMMON    096231105        46      2300     SH          DEFINED       16        2300     0        0
BLUEGREEN CORP                   COMMON    096231105       119      6000     SH          DEFINED    5,16         6000     0        0



                                                                                           
BLYTH INDUSTRIES INC             COMMON    09643P108       148      5000     SH          DEFINED       25        5000     0        0
BLYTH INDUSTRIES INC             COMMON    09643P108      7947    268831     SH          DEFINED        7      268831     0        0
BOEING CO                        COMMON    097023105     40213    776760     SH          DEFINED        1      776760     0        0
BOEING CO                        COMMON    097023105     18120    350000     SH          DEFINED     1,2       350000     0        0
BOEING CO                        COMMON    097023105     16038    309800     SH          DEFINED     1,3       309800     0        0
BOEING CO                        COMMON    097023105        83      1600     SH          DEFINED       10        1600     0        0
BOEING CO                        COMMON    097023105      9382    181220     SH          DEFINED   10,16       181220     0        0
BOEING CO                        COMMON    097023105      3676     71000     SH          DEFINED    10,2        71000     0        0
BOEING CO                        COMMON    097023105      1646     31800     SH          DEFINED    10,8        31800     0        0
BOEING CO                        COMMON    097023105    141046   2724482     SH          DEFINED       16     2501482     0   223000
BOEING CO                        COMMON    097023105      3427     66200     SH          DEFINED   16,15        66200     0        0
BOEING CO                        COMMON    097023105      5860    113200     SH          DEFINED    16,9       113200     0        0
BOEING CO                        COMMON    097023105        18       353     SH          DEFINED    17,9          353     0        0
BOEING CO                        COMMON    097023105      4732     91400     SH          DEFINED        2       91400     0        0
BOEING CO                        COMMON    097023105      1013     19566     SH          DEFINED       24       19566     0        0
BOEING CO                        COMMON    097023105      2161     41733     SH          DEFINED       25        1100     0    40633
BOEING CO                        COMMON    097023105        39       755     SH          DEFINED        4         755     0        0
BOEING CO                        COMMON    097023105      5094     98400     SH          DEFINED    5,16        98400     0        0
BOEING CO                        COMMON    097023105       723     13962     SH          DEFINED        7       13962     0        0
BOEING CO                        COMMON    097023105       316      6100     SH          DEFINED        8        6100     0        0
BOEING CO                        COMMON    097023105      2699     52130     SH          DEFINED        9       52130     0        0
BOEING CO                        COMMON    097023105       108      2083     SH          DEFINED    9,11         2083     0        0
BOLT TECHNOLOGY CORP             COMMON    097698104        30      6000     SH          DEFINED        6        6000     0        0
BON-TON STORES                   COMMON    09776J101       531     33700     SH          DEFINED       16       24300     0     9400
BON-TON STORES                   COMMON    09776J101         8       500     SH          DEFINED   16,15          500     0        0
BON-TON STORES                   COMMON    09776J101        43      2700     SH          DEFINED    5,16         2700     0        0
THE BOMBAY COMPANY INC           COMMON    097924104      4800    868000     SH          DEFINED        1      868000     0        0
BONE CARE INTERNATIONAL INC      COMMON    098072101      6344    227802     SH          DEFINED        1      227802     0        0
BOOKHAM INC                      COMMON    09856E105     15994   3304624     SH          DEFINED       10     3304624     0        0
BOOKHAM INC                      COMMON    09856E105      2077    429042     SH          DEFINED   10,23       429042     0        0
BORDERS GROUP INC                COMMON    099709107        48      1895     SH          DEFINED        1           0     0     1895
BORDERS GROUP INC                COMMON    099709107       124      4900     SH          DEFINED       10        4900     0        0
BORDERS GROUP INC                COMMON    099709107      9496    373850     SH          DEFINED       16      346150     0    27700
BORDERS GROUP INC                COMMON    099709107       767     30200     SH          DEFINED    16,9        30200     0        0
BORDERS GROUP INC                COMMON    099709107       334     13138     SH          DEFINED       25           0     0    13138
BORDERS GROUP INC                COMMON    099709107        53      2100     SH          DEFINED    5,16         2100     0        0
BORG WARNER INC                  COMMON    099724106       108      2000     SH          DEFINED       25           0     0     2000
BOSTON BEER COMPANY INC CL A     COMMON    100557107      2827    132900     SH          DEFINED       16       84600     0    48300
BOSTON BEER COMPANY INC CL A     COMMON    100557107        62      2900     SH          DEFINED   16,15         2900     0        0
BOSTON BEER COMPANY INC CL A     COMMON    100557107       644     30300     SH          DEFINED    5,16        30300     0        0
BOSTON COMMUNICATIONS GROUP      COMMON    100582105       902     97600     SH          DEFINED       16       53200     0    44400
BOSTON COMMUNICATIONS GROUP      COMMON    100582105        24      2600     SH          DEFINED   16,15         2600     0        0
BOSTON COMMUNICATIONS GROUP      COMMON    100582105       119     12900     SH          DEFINED    5,16        12900     0        0
BOSTON PRIVATE FINANCIAL HOLDI   COMMON    101119105      2609     92600     SH          DEFINED        1       92600     0        0
BOSTON PRIVATE FINANCIAL HOLDI   COMMON    101119105        11       395     SH          DEFINED       25           0     0      395
BOSTON PRIVATE FINANCIAL HOLDI   COMMON    101119105        13       475     SH          DEFINED        7         475     0        0
BOSTON PROPERTIES INC            COMMON    101121101    222092   3434239     SH          DEFINED       16     2431280     0  1002959
BOSTON PROPERTIES INC            COMMON    101121101       160      2470     SH          DEFINED       25         170     0     2300
BOSTON PROPERTIES INC            COMMON    101121101     16003    247453     SH          DEFINED    5,16       247453     0        0
BOSTON PROPERTIES INC            COMMON    101121101     85408   1320681     SH          DEFINED        7     1320681     0        0
BOSTON SCIENTIFIC CORP           COMMON    101137107     32279    908000     SH          DEFINED        1      908000     0        0
BOSTON SCIENTIFIC CORP           COMMON    101137107      1090     30650     SH          DEFINED   10,16        30650     0        0
BOSTON SCIENTIFIC CORP           COMMON    101137107    109805   3088748     SH          DEFINED       16     2192436   180   896132



                                                                                           
BOSTON SCIENTIFIC CORP           COMMON    101137107      5628    158300     SH          DEFINED   16,23       158300     0        0
BOSTON SCIENTIFIC CORP           COMMON    101137107      1664     46800     SH          DEFINED        2       46800     0        0
BOSTON SCIENTIFIC CORP           COMMON    101137107       174      4900     SH          DEFINED       21        4900     0        0
BOSTON SCIENTIFIC CORP           COMMON    101137107       178      5000     SH          DEFINED       25           0     0     5000
BOSTON SCIENTIFIC CORP           COMMON    101137107      1411     39690     SH          DEFINED    5,16        39690     0        0
BOSTON SCIENTIFIC CORP           COMMON    101137107       222      6239     SH          DEFINED        7        6239     0        0
BOSTON SCIENTIFIC CORP           COMMON    101137107       710     19984     SH          DEFINED        9       19984     0        0
BOWATER INC                      COMMON    102183100     33593    764000     SH          DEFINED        1      764000     0        0
BOWATER INC                      COMMON    102183100      3997     90900     SH          DEFINED        2       90900     0        0
BOYKIN LODGING COMPANY           COMMON    103430104       145     15800     SH          DEFINED       16       15800     0        0
BRADLEY PHARMACEUTICALS INC      COMMON    104576103         0        20     SH          DEFINED       25          20     0        0
BRADY CORP- CL A                 COMMON    104674106      4611     73700     SH          DEFINED        1       73700     0        0
BRANDYWINE REALTY TRUST          COMMON    105368203     53156   1808654     SH          DEFINED       16     1365500     0   443154
BRANDYWINE REALTY TRUST          COMMON    105368203      2483     84500     SH          DEFINED    5,16        84500     0        0
BRASCAN CORPORATION              COMMON    10549P606      5386    150200     SH          DEFINED        1      150200     0        0
BRASCAN CORPORATION              COMMON    10549P606     46196   1288349     SH          DEFINED     1,3      1288349     0        0
BRASCAN CORPORATION              COMMON    10549P606      1066     29600     SH          DEFINED       16       29600     0        0
BRASCAN CORPORATION              COMMON    10549P606       579     16150     SH          DEFINED        2       16150     0        0
BRASCAN CORPORATION              COMMON    10549P606      4482    125000     SH          DEFINED        3      125000     0        0
BRASCAN CORPORATION              COMMON    10549P606       133      3700     SH          DEFINED        7        3700     0        0
BRASCAN CORPORATION              COMMON    10549P606       358      9996     SH          DEFINED        9        9996     0        0
BRASIL TELECOM PART SA ADR       COMMON    105530109       290      7600     SH          DEFINED   10,16         7600     0        0
BRIGGS & STRATTON                COMMON    109043109      3002     72200     SH          DEFINED       16       45500     0    26700
BRIGGS & STRATTON                COMMON    109043109        62      1500     SH          DEFINED   16,15         1500     0        0
BRIGGS & STRATTON                COMMON    109043109      1701     40900     SH          DEFINED    5,16        40900     0        0
BRIGHT HORIZONS FAMILY SOLUTIO   COMMON    109195107      4857     75000     SH          DEFINED        1       75000     0        0
BRIGHT HORIZONS FAMILY SOLUTIO   COMMON    109195107        91      1400     SH          DEFINED        7        1400     0        0
BRIGHTPOINT INC                  COMMON    109473405      2337    119600     SH          DEFINED       16       77600     0    42000
BRIGHTPOINT INC                  COMMON    109473405        45      2300     SH          DEFINED   16,15         2300     0        0
BRIGHTPOINT INC                  COMMON    109473405       920     47100     SH          DEFINED    5,16        47100     0        0
BRINKER INTERNATIONAL INC        COMMON    109641100     41316   1178100     SH          DEFINED        1     1178100     0        0
BRINKER INTERNATIONAL INC        COMMON    109641100      6169    175900     SH          DEFINED        2      175900     0        0
BRINKER INTERNATIONAL INC        COMMON    109641100         4       100     SH          DEFINED       25         100     0        0
BRINKER INTERNATIONAL INC        COMMON    109641100       120      3430     SH          DEFINED        9        3430     0        0
THE BRINK'S CO                   COMMON    109696104        79      2000     SH          DEFINED       10        2000     0        0
THE BRINK'S CO                   COMMON    109696104     19543    494500     SH          DEFINED       16      398300     0    96200
THE BRINK'S CO                   COMMON    109696104       170      4300     SH          DEFINED   16,15         4300     0        0
THE BRINK'S CO                   COMMON    109696104       952     24100     SH          DEFINED    16,9        24100     0        0
THE BRINK'S CO                   COMMON    109696104       877     22200     SH          DEFINED    5,16        22200     0        0
BRISTOL-MYERS SQUIBB CO          COMMON    110122108    124427   4856625     SH          DEFINED        1     4855370     0     1255
BRISTOL-MYERS SQUIBB CO          COMMON    110122108     41889   1635000     SH          DEFINED     1,2      1635000     0        0
BRISTOL-MYERS SQUIBB CO          COMMON    110122108      3117    121655     SH          DEFINED   10,16       121655     0        0
BRISTOL-MYERS SQUIBB CO          COMMON    110122108      1290     50333     SH          DEFINED       13       50333     0        0
BRISTOL-MYERS SQUIBB CO          COMMON    110122108     59747   2332033     SH          DEFINED       16     2198729     0   133304
BRISTOL-MYERS SQUIBB CO          COMMON    110122108      6917    270000     SH          DEFINED   16,23       270000     0        0
BRISTOL-MYERS SQUIBB CO          COMMON    110122108      4273    166800     SH          DEFINED    16,9       166800     0        0
BRISTOL-MYERS SQUIBB CO          COMMON    110122108        28      1083     SH          DEFINED    17,9         1083     0        0
BRISTOL-MYERS SQUIBB CO          COMMON    110122108      2034     79400     SH          DEFINED        2       79400     0        0
BRISTOL-MYERS SQUIBB CO          COMMON    110122108       259     10100     SH          DEFINED       21       10100     0        0
BRISTOL-MYERS SQUIBB CO          COMMON    110122108       582     22700     SH          DEFINED       24       22700     0        0
BRISTOL-MYERS SQUIBB CO          COMMON    110122108      8450    329814     SH          DEFINED       25      168014     0   161800
BRISTOL-MYERS SQUIBB CO          COMMON    110122108     14975    584500     SH          DEFINED        3      584500     0        0
BRISTOL-MYERS SQUIBB CO          COMMON    110122108         2        74     SH          DEFINED        4          74     0        0



                                                                                           
BRISTOL-MYERS SQUIBB CO          COMMON    110122108       571     22285     SH          DEFINED    5,16            0     0    22285
BRISTOL-MYERS SQUIBB CO          COMMON    110122108         2        92     SH          DEFINED        6          92     0        0
BRISTOL-MYERS SQUIBB CO          COMMON    110122108      2817    109969     SH          DEFINED        7      109969     0        0
BRISTOL-MYERS SQUIBB CO          COMMON    110122108      1686     65823     SH          DEFINED        9       65823     0        0
BRITISH AIRWAYS PLC ADR          COMMON    110419306       271      6000     SH          DEFINED       25           0     0     6000
BROADCOM CORP CL A               COMMON    111320107     42836   1327000     SH          DEFINED        1     1327000     0        0
BROADCOM CORP CL A               COMMON    111320107      7113    220359     SH          DEFINED       16      154609     0    65750
BROADCOM CORP CL A               COMMON    111320107      3376    104600     SH          DEFINED   16,23       104600     0        0
BROADCOM CORP CL A               COMMON    111320107      1840     57000     SH          DEFINED        2       57000     0        0
BROADCOM CORP CL A               COMMON    111320107        54      1687     SH          DEFINED       25           0     0     1687
BROADCOM CORP CL A               COMMON    111320107       252      7816     SH          DEFINED        9        7816     0        0
BROADWING CORP                   COMMON    11161E101         4       400     SH          DEFINED       25           0     0      400
BROCADE COMMUNICATIONS SYS       COMMON    111621108        75      9792     SH          DEFINED       25           0     0     9792
BROOKFIELD HOMES CORP            COMMON    112723101      5577    164500     SH          DEFINED       16       90000     0    74500
BROOKFIELD HOMES CORP            COMMON    112723101       139      4100     SH          DEFINED   16,15         4100     0        0
BROOKFIELD HOMES CORP            COMMON    112723101      1003     29600     SH          DEFINED    5,16        29600     0        0
BROOKFIELD PROPERTIES CORP       COMMON    112900105     18313    489681     SH          DEFINED       16      301066     0   188615
BROOKFIELD PROPERTIES CORP       COMMON    112900105      3778    101200     SH          DEFINED        3      101200     0        0
BROOKFIELD PROPERTIES CORP       COMMON    112900105       426     11411     SH          DEFINED        9       11411     0        0
BROOKLINE BANCORP INC            COMMON    11373M107       219     13400     SH          DEFINED        1       13400     0        0
BROOKLINE BANCORP INC            COMMON    11373M107         9       568     SH          DEFINED        7         568     0        0
BROOKS AUTOMATION INC            COMMON    114340102         7       378     SH          DEFINED        4         378     0        0
BROOKSTONE INC                   COMMON    114537103       585     29900     SH          DEFINED       16       16200     0    13700
BROOKSTONE INC                   COMMON    114537103        16       800     SH          DEFINED   16,15          800     0        0
BROOKSTONE INC                   COMMON    114537103        76      3900     SH          DEFINED    5,16         3900     0        0
BROWN & BROWN INC                COMMON    115236101       873     20040     SH          DEFINED       24       20040     0        0
BROWN & BROWN INC                COMMON    115236101        52      1200     SH          DEFINED       25           0     0     1200
BROWN FORMAN CORP CL B           COMMON    115637209       563     11572     SH          DEFINED       16       11572     0        0
BROWN SHOE COMPANY INC           COMMON    115736100        22       750     SH          DEFINED       25           0     0      750
BRUNSWICK CORP                   COMMON    117043109     40846    825170     SH          DEFINED        1      825170     0        0
BRUNSWICK CORP                   COMMON    117043109       452      9133     SH          DEFINED       16        9133     0        0
BRUNSWICK CORP                   COMMON    117043109      4505     91000     SH          DEFINED        2       91000     0        0
BRUNSWICK CORP                   COMMON    117043109        27       540     SH          DEFINED       25           0     0      540
BRUNSWICK CORP                   COMMON    117043109         4        83     SH          DEFINED        4          83     0        0
BUCKEYE TECHNOLOGIES INC         COMMON    118255108        85      6500     SH          DEFINED        7        6500     0        0
BUILDING MATERIAL HOLDING CP     COMMON    120113105       777     20300     SH          DEFINED        1       20300     0        0
BUILDING MATERIAL HOLDING CP     COMMON    120113105      1202     31400     SH          DEFINED       16       19300     0    12100
BUILDING MATERIAL HOLDING CP     COMMON    120113105        27       700     SH          DEFINED   16,15          700     0        0
BUILDING MATERIAL HOLDING CP     COMMON    120113105       548     14300     SH          DEFINED    5,16        14300     0        0
BUNGE FINCORPCVT(BG) 144A 3.75   CONVERT   120568AD2     22619  12575000     SH          DEFINED       16     1875000     0 10700000
BURLINGTON NORTHERN SANTA FE     COMMON    12189T104        95      2005     SH          DEFINED        1         210     0     1795
BURLINGTON NORTHERN SANTA FE     COMMON    12189T104       355      7500     SH          DEFINED       10        7500     0        0
BURLINGTON NORTHERN SANTA FE     COMMON    12189T104      5630    119000     SH          DEFINED   10,16       119000     0        0
BURLINGTON NORTHERN SANTA FE     COMMON    12189T104       994     21000     SH          DEFINED    10,8        21000     0        0
BURLINGTON NORTHERN SANTA FE     COMMON    12189T104    109616   2316970     SH          DEFINED       16     2164170     0   152800
BURLINGTON NORTHERN SANTA FE     COMMON    12189T104      2077     43900     SH          DEFINED   16,15        43900     0        0
BURLINGTON NORTHERN SANTA FE     COMMON    12189T104      4972    105100     SH          DEFINED    16,9       105100     0        0
BURLINGTON NORTHERN SANTA FE     COMMON    12189T104       829     17531     SH          DEFINED       24       17531     0        0
BURLINGTON NORTHERN SANTA FE     COMMON    12189T104       167      3538     SH          DEFINED       25        2520     0     1018
BURLINGTON NORTHERN SANTA FE     COMMON    12189T104      3217     68000     SH          DEFINED    5,16        68000     0        0
BURLINGTON NORTHERN SANTA FE     COMMON    12189T104       905     19125     SH          DEFINED        7       19125     0        0
BURLINGTON NORTHERN SANTA FE     COMMON    12189T104       180      3800     SH          DEFINED        8        3800     0        0
BURLINGTON NORTHERN SANTA FE     COMMON    12189T104      1455     30752     SH          DEFINED        9       30752     0        0
BURLINGTON NORTHERN SANTA FE     COMMON    12189T104        64      1359     SH          DEFINED    9,11         1359     0        0



                                                                                           
BURLINGTON RESOURCES INC         COMMON    122014103     23677    544300     SH          DEFINED        1      544300     0        0
BURLINGTON RESOURCES INC         COMMON    122014103     24599    565500     SH          DEFINED     1,2       565500     0        0
BURLINGTON RESOURCES INC         COMMON    122014103       426      9800     SH          DEFINED       10        9800     0        0
BURLINGTON RESOURCES INC         COMMON    122014103      3154     72500     SH          DEFINED   10,16        72500     0        0
BURLINGTON RESOURCES INC         COMMON    122014103       557     12800     SH          DEFINED    10,8        12800     0        0
BURLINGTON RESOURCES INC         COMMON    122014103     73206   1682890     SH          DEFINED       16     1567990     0   114900
BURLINGTON RESOURCES INC         COMMON    122014103      1161     26700     SH          DEFINED   16,15        26700     0        0
BURLINGTON RESOURCES INC         COMMON    122014103      2658     61100     SH          DEFINED    16,9        61100     0        0
BURLINGTON RESOURCES INC         COMMON    122014103        15       354     SH          DEFINED    17,9          354     0        0
BURLINGTON RESOURCES INC         COMMON    122014103      3741     86000     SH          DEFINED        2       86000     0        0
BURLINGTON RESOURCES INC         COMMON    122014103       493     11340     SH          DEFINED       24       11340     0        0
BURLINGTON RESOURCES INC         COMMON    122014103      5850    134486     SH          DEFINED       25       38002     0    96484
BURLINGTON RESOURCES INC         COMMON    122014103      1910     43900     SH          DEFINED    5,16        43900     0        0
BURLINGTON RESOURCES INC         COMMON    122014103       500     11485     SH          DEFINED        6       11485     0        0
BURLINGTON RESOURCES INC         COMMON    122014103      8424    193656     SH          DEFINED        7      193656     0        0
BURLINGTON RESOURCES INC         COMMON    122014103       352      8100     SH          DEFINED        8        8100     0        0
BURLINGTON RESOURCES INC         COMMON    122014103      1180     27128     SH          DEFINED        9       27128     0        0
BURLINGTON RESOURCES INC         COMMON    122014103        44      1020     SH          DEFINED    9,11         1020     0        0
BUTLER INTL INC                  COMMON    123649105        28      5200     SH          DEFINED       25        5200     0        0
C&D TECHNOLOGIES INC             COMMON    124661109      2210    129700     SH          DEFINED       16       79800     0    49900
C&D TECHNOLOGIES INC             COMMON    124661109        48      2800     SH          DEFINED   16,15         2800     0        0
C&D TECHNOLOGIES INC             COMMON    124661109       670     39300     SH          DEFINED    5,16        39300     0        0
C&D TECHNOLOGIES INC             COMMON    124661109        10       600     SH          DEFINED        7         600     0        0
CBL & ASSOCIATES PROPERTIES      COMMON    124830100      6208     81305     SH          DEFINED       16       42200     0    39105
CBL & ASSOC PPTYS SER D 7.375    PREFERRED 124830605      7952    320000     SH          DEFINED       16      320000     0        0
CBRL GROUP INC                   COMMON    12489V106     18797    449148     SH          DEFINED        1      449148     0        0
CBRL GROUP INC                   COMMON    12489V106        39       940     SH          DEFINED       16         940     0        0
CBRL GROUP INC                   COMMON    12489V106      1929     46100     SH          DEFINED   16,15        46100     0        0
CB RICHARD ELLIS GROUP, INC.     COMMON    12497T101     82644   2463300     SH          DEFINED        1     2463300     0        0
CB RICHARD ELLIS GROUP, INC.     COMMON    12497T101       482     14370     SH          DEFINED       16         170     0    14200
CB RICHARD ELLIS GROUP, INC.     COMMON    12497T101      6858    204400     SH          DEFINED        2      187300     0    17100
CDW CORP                         COMMON    12512N105     76853   1158300     SH          DEFINED        1     1158300     0        0
CDW CORP                         COMMON    12512N105     71028   1070500     SH          DEFINED     1,2      1070500     0        0
CDW CORP                         COMMON    12512N105      1042     15711     SH          DEFINED       16       12461     0     3250
CDW CORP                         COMMON    12512N105      2070     31200     SH          DEFINED   16,23        31200     0        0
CDW CORP                         COMMON    12512N105     15897    239600     SH          DEFINED        2      235200     0     4400
CDW CORP                         COMMON    12512N105       183      2757     SH          DEFINED       24        2757     0        0
CDW CORP                         COMMON    12512N105       136      2050     SH          DEFINED        7        2050     0        0
CDW CORP                         COMMON    12512N105       254      3834     SH          DEFINED        9        3834     0        0
CEC ENTERTAINMENT INC            COMMON    125137109      3955     98950     SH          DEFINED        1       98950     0        0
CEC ENTERTAINMENT INC            COMMON    125137109       148      3700     SH          DEFINED       10        3700     0        0
CEC ENTERTAINMENT INC            COMMON    125137109     13122    328300     SH          DEFINED       16      303700     0    24600
CEC ENTERTAINMENT INC            COMMON    125137109       420     10500     SH          DEFINED    16,9        10500     0        0
CEC ENTERTAINMENT INC            COMMON    125137109        64      1600     SH          DEFINED    5,16         1600     0        0
CHC HELICOPTER CORP CL A         COMMON    12541C203      5111    120500     SH          DEFINED     1,3       120500     0        0
CHC HELICOPTER CORP CL A         COMMON    12541C203        98      2300     SH          DEFINED        2        2300     0        0
C.H. ROBINSON WORLDWIDE INC      COMMON    12541W100     41268    743301     SH          DEFINED        1      743301     0        0
C.H. ROBINSON WORLDWIDE INC      COMMON    12541W100       361      6500     SH          DEFINED       16           0     0     6500
C.H. ROBINSON WORLDWIDE INC      COMMON    12541W100      1888     34000     SH          DEFINED        2       25000     0     9000
C.H. ROBINSON WORLDWIDE INC      COMMON    12541W100     11655    209927     SH          DEFINED        7      209927     0        0
CIGNA CORP                       COMMON    125509109       838     10275     SH          DEFINED        1        9500     0      775
CIGNA CORP                       COMMON    125509109        73       900     SH          DEFINED       10         900     0        0
CIGNA CORP                       COMMON    125509109      4992     61200     SH          DEFINED   10,16        61200     0        0
CIGNA CORP                       COMMON    125509109       881     10800     SH          DEFINED    10,8        10800     0        0



                                                                                           
CIGNA CORP                       COMMON    125509109     80530    987255     SH          DEFINED       16      923155     0    64100
CIGNA CORP                       COMMON    125509109      1843     22600     SH          DEFINED   16,15        22600     0        0
CIGNA CORP                       COMMON    125509109      2439     29900     SH          DEFINED    16,9        29900     0        0
CIGNA CORP                       COMMON    125509109       559      6849     SH          DEFINED       24        6849     0        0
CIGNA CORP                       COMMON    125509109       680      8333     SH          DEFINED       25        1348     0     6985
CIGNA CORP                       COMMON    125509109         2        19     SH          DEFINED        4          19     0        0
CIGNA CORP                       COMMON    125509109      2757     33800     SH          DEFINED    5,16        33800     0        0
CIGNA CORP                       COMMON    125509109       369      4525     SH          DEFINED        7        4525     0        0
CIGNA CORP                       COMMON    125509109       592      7254     SH          DEFINED        9        7254     0        0
CIT GROUP INC                    COMMON    125581108      6080    132700     SH          DEFINED        1      132700     0        0
CIT GROUP INC                    COMMON    125581108     15047    328400     SH          DEFINED     1,3       328400     0        0
CIT GROUP INC                    COMMON    125581108      1814     39600     SH          DEFINED       10       39600     0        0
CIT GROUP INC                    COMMON    125581108      4371     95400     SH          DEFINED    10,2        95400     0        0
CIT GROUP INC                    COMMON    125581108       504     11000     SH          DEFINED   10,23        11000     0        0
CIT GROUP INC                    COMMON    125581108      9402    205197     SH          DEFINED       16      191197     0    14000
CIT GROUP INC                    COMMON    125581108      1384     30200     SH          DEFINED    16,9        30200     0        0
CIT GROUP INC                    COMMON    125581108      2066     45100     SH          DEFINED        2       45100     0        0
CIT GROUP INC                    COMMON    125581108       229      5000     SH          DEFINED       24        5000     0        0
CIT GROUP INC                    COMMON    125581108       241      5255     SH          DEFINED        7        5255     0        0
CIT GROUP INC                    COMMON    125581108       402      8769     SH          DEFINED        9        8769     0        0
CKE RESTAURANTS INC              COMMON    12561E105       840     57900     SH          DEFINED       16       34700     0    23200
CKE RESTAURANTS INC              COMMON    12561E105        17      1200     SH          DEFINED   16,15         1200     0        0
CKE RESTAURANTS INC              COMMON    12561E105       250     17200     SH          DEFINED    5,16        17200     0        0
CLECO CORPORATION                COMMON    12561W105      6279    309900     SH          DEFINED       16      179100     0   130800
CLECO CORPORATION                COMMON    12561W105       148      7300     SH          DEFINED   16,15         7300     0        0
CLECO CORPORATION                COMMON    12561W105        61      3000     SH          DEFINED       25           0     0     3000
CLECO CORPORATION                COMMON    12561W105      2002     98800     SH          DEFINED    5,16        98800     0        0
CMGI INC                         COMMON    125750109         0       160     SH          DEFINED       25           0     0      160
CMS ENERGY CORP                  COMMON    125896100       234     22415     SH          DEFINED       16       22415     0        0
CMS ENERGY CORP                  COMMON    125896100         5       500     SH          DEFINED       25           0     0      500
CMS ENERGY CORP                  COMMON    125896100       191     18300     SH          DEFINED        7       18300     0        0
CSS INDUSTRIES INC               COMMON    125906107       678     21350     SH          DEFINED       16       12900     0     8450
CSS INDUSTRIES INC               COMMON    125906107        16       500     SH          DEFINED   16,15          500     0        0
CSS INDUSTRIES INC               COMMON    125906107       218      6850     SH          DEFINED    5,16         6850     0        0
CNA FINANCIAL CORP               COMMON    126117100       128      4800     SH          DEFINED    16,9         4800     0        0
CNF INC                          COMMON    12612W104       249      4975     SH          DEFINED        7        4975     0        0
CNOOC LTD- ADR                   COMMON    126132109     11201    206700     SH          DEFINED        1      206700     0        0
CNOOC LTD- ADR                   COMMON    126132109       249      4600     SH          DEFINED        2        4600     0        0
CNOOC LTD- ADR                   COMMON    126132109       192      3550     SH          DEFINED        4        3550     0        0
CNET NETWORKS INC                COMMON    12613R104      6767    602600     SH          DEFINED        1      602600     0        0
CNET NETWORKS INC                COMMON    12613R104       548     48800     SH          DEFINED       16       34800     0    14000
CNET NETWORKS INC                COMMON    12613R104         8       700     SH          DEFINED   16,15          700     0        0
CNET NETWORKS INC                COMMON    12613R104        60      5300     SH          DEFINED       25        1000     0     4300
CNET NETWORKS INC                COMMON    12613R104        47      4200     SH          DEFINED    5,16         4200     0        0
CPFL ENERGIA SA-ADR              COMMON    126153105       596     30000     SH          DEFINED       10       30000     0        0
CP HOLDRS                        COMMON    12616K106       324      4000     SH          DEFINED        7        4000     0        0
CRH PLC ADR                      COMMON    12626K203       178      6652     SH          DEFINED        4        6652     0        0
CSG SYSTEMS INTL INC             COMMON    126349109     12047    644200     SH          DEFINED        1      644200     0        0
CSG SYSTEMS INTL INC             COMMON    126349109        11       600     SH          DEFINED       16         600     0        0
CSX CORP                         COMMON    126408103       819     20426     SH          DEFINED       16       20426     0        0
CSX CORP                         COMMON    126408103       206      5148     SH          DEFINED       25        3448     0     1700
CSX CORP                         COMMON    126408103       216      5400     SH          DEFINED        7        5400     0        0
CSX CORP                         COMMON    126408103       327      8157     SH          DEFINED        9        8157     0        0
CT COMMUNICATIONS INC            COMMON    126426402       760     61800     SH          DEFINED       16       35600     0    26200



                                                                                           
CT COMMUNICATIONS INC            COMMON    126426402        18      1500     SH          DEFINED   16,15         1500     0        0
CT COMMUNICATIONS INC            COMMON    126426402       232     18900     SH          DEFINED    5,16        18900     0        0
CUNO INC                         COMMON    126583103        28       475     SH          DEFINED        7         475     0        0
CVB FINANCIAL CORP               COMMON    126600105      2884    108600     SH          DEFINED        1      108600     0        0
CVS CORP                         COMMON    126650100     17102    379462     SH          DEFINED       16      338422     0    41040
CVS CORP                         COMMON    126650100       127      2808     SH          DEFINED       25         157     0     2651
CVS CORP                         COMMON    126650100      9352    207500     SH          DEFINED        3      207500     0        0
CVS CORP                         COMMON    126650100       920     20420     SH          DEFINED    5,16        20420     0        0
CVS CORP                         COMMON    126650100       213      4730     SH          DEFINED        7        4730     0        0
CVS CORP                         COMMON    126650100       599     13288     SH          DEFINED        9       13288     0        0
CV THERAPEUTICS INC              COMMON    126667104      2841    123500     SH          DEFINED        1      123500     0        0
CV THERAPEUTICS INC              COMMON    126667104      3450    150000     SH          DEFINED        3      150000     0        0
CABELAS INC- CL A                COMMON    126804301      4744    208600     SH          DEFINED        1      208600     0        0
CABELAS INC- CL A                COMMON    126804301       382     16800     SH          DEFINED        2       16800     0        0
CABELAS INC- CL A                COMMON    126804301        23      1000     SH          DEFINED       25        1000     0        0
CABLEVISION SYSTEMS CL A         COMMON    12686C109     34356   1379753     SH          DEFINED        1     1379753     0        0
CABLEVISION SYSTEMS CL A         COMMON    12686C109       782     31410     SH          DEFINED       16       24910     0     6500
CABLEVISION SYSTEMS CL A         COMMON    12686C109      4364    175250     SH          DEFINED   16,15       175250     0        0
CABLEVISION SYSTEMS CL A         COMMON    12686C109       314     12600     SH          DEFINED    16,9        12600     0        0
CABLEVISION SYSTEMS CL A         COMMON    12686C109       132      5300     SH          DEFINED       24        5300     0        0
CABLEVISION SYSTEMS CL A         COMMON    12686C109        11       461     SH          DEFINED        4         461     0        0
CABLEVISION SYSTEMS CL A         COMMON    12686C109       311     12475     SH          DEFINED        7       12475     0        0
CABLEVISION SYSTEMS CL A         COMMON    12686C109       153      6139     SH          DEFINED        9        6139     0        0
CABOT CORP                       COMMON    127055101        35       905     SH          DEFINED        1           0     0      905
CABOT CORP                       COMMON    127055101        81      2100     SH          DEFINED       16        2100     0        0
CABOT CORP                       COMMON    127055101       608     15706     SH          DEFINED        7       15706     0        0
CABOT OIL & GAS CORP CL A        COMMON    127097103       850     19200     SH          DEFINED    10,2        19200     0        0
CABOT OIL & GAS CORP CL A        COMMON    127097103     10855    245300     SH          DEFINED       16      141000     0   104300
CABOT OIL & GAS CORP CL A        COMMON    127097103       248      5600     SH          DEFINED   16,15         5600     0        0
CABOT OIL & GAS CORP CL A        COMMON    127097103        18       400     SH          DEFINED       25           0     0      400
CABOT OIL & GAS CORP CL A        COMMON    127097103      3235     73100     SH          DEFINED    5,16        73100     0        0
CABOT OIL & GAS CORP CL A        COMMON    127097103       188      4250     SH          DEFINED        7        4250     0        0
CABOT MICROELECTRONICS CORP      COMMON    12709P103      7373    184000     SH          DEFINED        1      184000     0        0
CABOT MICROELECTRONICS CORP      COMMON    12709P103       141      3517     SH          DEFINED        7        3517     0        0
CACHE INC                        COMMON    127150308      6603    366450     SH          DEFINED        1      366450     0        0
CACI INTERNATIONAL INC CL A      COMMON    127190304     12311    180700     SH          DEFINED        1      180700     0        0
CACI INTERNATIONAL INC CL A      COMMON    127190304      3413     50100     SH          DEFINED        2       50100     0        0
CACI INTERNATIONAL INC CL A      COMMON    127190304      2069     30365     SH          DEFINED        7       30365     0        0
CADBURY SCHWEPPES PLC ADR        COMMON    127209302      4550    120700     SH          DEFINED        1      120700     0        0
CADBURY SCHWEPPES PLC ADR        COMMON    127209302     16601    440344     SH          DEFINED       13      417564     0    22780
CADBURY SCHWEPPES PLC ADR        COMMON    127209302     56577   1500723     SH          DEFINED       16     1453711     0    47012
CADENCE DESIGN SYS INC           COMMON    127387108     45968   3328603     SH          DEFINED       10     3328603     0        0
CADENCE DESIGN SYS INC           COMMON    127387108      1428    103400     SH          DEFINED   10,23       103400     0        0
CADENCE DESIGN SYS INC           COMMON    127387108       160     11570     SH          DEFINED        9       11570     0        0
CADMUS COMMUNICATIONS CORP       COMMON    127587103        26      2000     SH          DEFINED        7        2000     0        0
CAESARS ENTERTAINMENT INC        COMMON    127687101      1162     57700     SH          DEFINED       16       57700     0        0
CAESARS ENTERTAINMENT INC        COMMON    127687101       193      9600     SH          DEFINED    16,9         9600     0        0
CAESARS ENTERTAINMENT INC        COMMON    127687101        46      2300     SH          DEFINED       24        2300     0        0
CAESARS ENTERTAINMENT INC        COMMON    127687101       229     11360     SH          DEFINED       25           0     0    11360
CAESARS ENTERTAINMENT INC        COMMON    127687101         2       110     SH          DEFINED        7         110     0        0
CAL DIVE INTERNATIONAL INC       COMMON    127914109     13888    340800     SH          DEFINED        1      340800     0        0
CAL DIVE INTERNATIONAL INC       COMMON    127914109       432     10600     SH          DEFINED       16        5800     0     4800
CAL DIVE INTERNATIONAL INC       COMMON    127914109        12       300     SH          DEFINED   16,15          300     0        0
CAL DIVE INTERNATIONAL INC       COMMON    127914109      5273    129400     SH          DEFINED        2      129400     0        0



                                                                                           
CAL DIVE INTERNATIONAL INC       COMMON    127914109        53      1300     SH          DEFINED    5,16         1300     0        0
CALAMOS CVT AND HIGH INCOME CF   COMMON    12811P108        36      2073     SH          DEFINED       25           0     0     2073
CALIFORNIA PIZZA KITCHEN INC     COMMON    13054D109       207      9000     SH          DEFINED       25        9000     0        0
CALLAWAY GOLF COMPANY            COMMON    131193104         1       100     SH          DEFINED       25           0     0      100
CALLIDUS SOFTWARE INC            COMMON    13123E500     16747   2843229     SH          DEFINED       19     1031239     0  1811990
CALLIDUS SOFTWARE INC            COMMON    13123E500       118     20000     SH          DEFINED       25       20000     0        0
CALPINE CORPORATION              COMMON    131347106      8924   2265000     SH          DEFINED        1     2265000     0        0
CALPINE CORPORATION              COMMON    131347106       200     50775     SH          DEFINED       16       50775     0        0
CALPINE CORPORATION              COMMON    131347106        54     13800     SH          DEFINED        7       13800     0        0
CAMBREX CORP                     COMMON    132011107      2100     77500     SH          DEFINED       16       49000     0    28500
CAMBREX CORP                     COMMON    132011107        43      1600     SH          DEFINED   16,15         1600     0        0
CAMBREX CORP                     COMMON    132011107       480     17700     SH          DEFINED    5,16        17700     0        0
CAMBREX CORP                     COMMON    132011107         4       145     SH          DEFINED        7         145     0        0
CAMBIOR INC                      COMMON    13201L103      4539   1700000     SH          DEFINED        1     1700000     0        0
CAMBIOR INC                      COMMON    13201L103      1335    500000     SH          DEFINED       16      500000     0        0
CAMBIOR INC                      COMMON    13201L103         9      3500     SH          DEFINED       25           0     0     3500
CAMDEN NATIONAL CORP             COMMON    133034108       749     19000     SH          DEFINED       16       11300     0     7700
CAMDEN NATIONAL CORP             COMMON    133034108        16       400     SH          DEFINED   16,15          400     0        0
CAMDEN NATIONAL CORP             COMMON    133034108       240      6100     SH          DEFINED    5,16         6100     0        0
CAMDEN PROPERTY TRUST            COMMON    133131102      4064     79680     SH          DEFINED       16       39135     0    40545
CAMDEN PROPERTY TRUST            COMMON    133131102        16       320     SH          DEFINED       25           0     0      320
CAMECO CORP                      COMMON    13321L108      4790    137400     SH          DEFINED        1      137400     0        0
CAMECO CORP                      COMMON    13321L108     52232   1498350     SH          DEFINED     1,3      1498350     0        0
CAMECO CORP                      COMMON    13321L108       622     17850     SH          DEFINED        2       17850     0        0
CAMPBELL SOUP CO                 COMMON    134429109    141783   4743500     SH          DEFINED        1     4743500     0        0
CAMPBELL SOUP CO                 COMMON    134429109     45044   1507000     SH          DEFINED     1,2      1507000     0        0
CAMPBELL SOUP CO                 COMMON    134429109       741     24800     SH          DEFINED     1,3        24800     0        0
CAMPBELL SOUP CO                 COMMON    134429109      2549     85292     SH          DEFINED       16       85292     0        0
CAMPBELL SOUP CO                 COMMON    134429109      5658    189300     SH          DEFINED        2      189300     0        0
CAMPBELL SOUP CO                 COMMON    134429109      1181     39508     SH          DEFINED       25           0     0    39508
CAMPBELL SOUP CO                 COMMON    134429109     38698   1294668     SH          DEFINED        4     1294668     0        0
CAMPBELL SOUP CO                 COMMON    134429109       332     11100     SH          DEFINED     5,2        11100     0        0
CAMPBELL SOUP CO                 COMMON    134429109       229      7658     SH          DEFINED        9        7658     0        0
CAN IMPERIAL BK OF COMMERCE      COMMON    136069101     28438    473800     SH          DEFINED     1,3       473800     0        0
CAN IMPERIAL BK OF COMMERCE      COMMON    136069101      1494     24800     SH          DEFINED       16       24800     0        0
CAN IMPERIAL BK OF COMMERCE      COMMON    136069101       324      5400     SH          DEFINED        2        5400     0        0
CAN IMPERIAL BK OF COMMERCE      COMMON    136069101     85387   1422600     SH          DEFINED        3     1422600     0        0
CAN IMPERIAL BK OF COMMERCE      COMMON    136069101      1145     19076     SH          DEFINED        9       19076     0        0
CANADIAN NATL RAILWAY CO         COMMON    136375102     46864    767950     SH          DEFINED        1      767950     0        0
CANADIAN NATL RAILWAY CO         COMMON    136375102     63023   1037929     SH          DEFINED     1,3      1037929     0        0
CANADIAN NATL RAILWAY CO         COMMON    136375102       943     15400     SH          DEFINED       16       15400     0        0
CANADIAN NATL RAILWAY CO         COMMON    136375102     18243    298025     SH          DEFINED        2      298025     0        0
CANADIAN NATL RAILWAY CO         COMMON    136375102         3        48     SH          DEFINED       25          48     0        0
CANADIAN NATL RAILWAY CO         COMMON    136375102       199      3244     SH          DEFINED        4        3244     0        0
CANADIAN NATL RAILWAY CO         COMMON    136375102       368      6000     SH          DEFINED        7        6000     0        0
CANADIAN NATL RAILWAY CO         COMMON    136375102       565      9312     SH          DEFINED        9        9312     0        0
CANADIAN NATURAL RESOURCES       COMMON    136385101     25049    586900     SH          DEFINED        1      586900     0        0
CANADIAN NATURAL RESOURCES       COMMON    136385101     67810   1592240     SH          DEFINED     1,3      1592240     0        0
CANADIAN NATURAL RESOURCES       COMMON    136385101      1617     37800     SH          DEFINED   16,15        37800     0        0
CANADIAN NATURAL RESOURCES       COMMON    136385101        28       663     SH          DEFINED    17,9          663     0        0
CANADIAN NATURAL RESOURCES       COMMON    136385101      1184     27800     SH          DEFINED        2       27800     0        0
CANADIAN NATURAL RESOURCES       COMMON    136385101       273      6403     SH          DEFINED       24        6403     0        0
CANADIAN NATURAL RESOURCES       COMMON    136385101       513     12000     SH          DEFINED       25       12000     0        0
CANADIAN NATURAL RESOURCES       COMMON    136385101      1072     25165     SH          DEFINED        9       25165     0        0



                                                                                           
CP RAILWAY LIMITED               COMMON    13645T100     54246   1588300     SH          DEFINED        3     1588300     0        0
CANADIAN PACIFIC RAILWAY LTD     COMMON    13645T100       131      3795     SH          DEFINED        4        3795     0        0
CANADIAN PACIFIC RAILWAY LTD     COMMON    13645T100         6       180     SH          DEFINED        7         180     0        0
CP RAILWAY LIMITED               COMMON    13645T100       249      7301     SH          DEFINED        9        7301     0        0
CANDELA CORP                     COMMON    136907102      2378    209300     SH          DEFINED       16      112000     0    97300
CANDELA CORP                     COMMON    136907102        60      5300     SH          DEFINED   16,15         5300     0        0
CANDELA CORP                     COMMON    136907102       296     26100     SH          DEFINED    5,16        26100     0        0
CANON INC- SP ADR                COMMON    138006309     33016    608469     SH          DEFINED       13      589929     0    18540
CANON INC- SP ADR                COMMON    138006309     40954    754781     SH          DEFINED       16      730597     0    24184
CANON INC- SP ADR                COMMON    138006309        22       400     SH          DEFINED       25           0     0      400
CANON INC- SP ADR                COMMON    138006309       325      5988     SH          DEFINED        4        5988     0        0
CAPITAL AUTOMOTIVE REIT          COMMON    139733109      2387     67200     SH          DEFINED       16       21200     0    46000
CAPITAL AUTOMOTIVE REIT          COMMON    139733109        45      1275     SH          DEFINED       25        1275     0        0
CAPITAL CORP OF THE WEST         COMMON    140065103        28       600     SH          DEFINED       16         600     0        0
CAPITAL CORP OF THE WEST         COMMON    140065103        66      1400     SH          DEFINED    5,16         1400     0        0
CAPITAL CROSSING BANK            COMMON    140071101       379     12300     SH          DEFINED       16        7400     0     4900
CAPITAL CROSSING BANK            COMMON    140071101         9       300     SH          DEFINED   16,15          300     0        0
CAPITAL CROSSING BANK            COMMON    140071101       169      5500     SH          DEFINED    5,16         5500     0        0
CAPITAL CROSSING BANK            COMMON    140071101         6       200     SH          DEFINED        7         200     0        0
CAPITAL ONE FINANCIAL CORP       COMMON    14040H105     72351    859170     SH          DEFINED        1      858080     0     1090
CAPITAL ONE FINANCIAL CORP       COMMON    14040H105     42105    500000     SH          DEFINED     1,2       500000     0        0
CAPITAL ONE FINANCIAL CORP       COMMON    14040H105        83       980     SH          DEFINED   10,16          980     0        0
CAPITAL ONE FINANCIAL CORP       COMMON    14040H105      2198     26100     SH          DEFINED    10,2        26100     0        0
CAPITAL ONE FINANCIAL CORP       COMMON    14040H105       110      1304     SH          DEFINED       12        1304     0        0
CAPITAL ONE FINANCIAL CORP       COMMON    14040H105       982     11662     SH          DEFINED    12,9        11662     0        0
CAPITAL ONE FINANCIAL CORP       COMMON    14040H105     12984    154187     SH          DEFINED       16      145987     0     8200
CAPITAL ONE FINANCIAL CORP       COMMON    14040H105      1423     16900     SH          DEFINED    16,9        16900     0        0
CAPITAL ONE FINANCIAL CORP       COMMON    14040H105      8623    102400     SH          DEFINED        2      102400     0        0
CAPITAL ONE FINANCIAL CORP       COMMON    14040H105      2203     26155     SH          DEFINED       24       26155     0        0
CAPITAL ONE FINANCIAL CORP       COMMON    14040H105       329      3910     SH          DEFINED       25           0     0     3910
CAPITAL ONE FINANCIAL CORP       COMMON    14040H105        37       441     SH          DEFINED        4         441     0        0
CAPITAL ONE FINANCIAL CORP       COMMON    14040H105     17252    204869     SH          DEFINED        7      204869     0        0
CAPITAL ONE FINANCIAL CORP       COMMON    14040H105      3140     37293     SH          DEFINED        9       37293     0        0
CAPITAL ONE FINANCIAL CORP       COMMON    14040H105       743      8829     SH          DEFINED    9,14         8829     0        0
CAPITAL ONE FINANCIAL CVP(COF)   CONVERT   14040H204         6       100     SH          DEFINED        6         100     0        0
CAPITAL ONE FINANCIAL CVP(COF)   CONVERT   14040H204      3575     63345     SH          DEFINED        7       63345     0        0
CAPITAL TRUST CL A               COMMON    14052H506      1407     45800     SH          DEFINED       16       27100     0    18700
CAPITAL TRUST CL A               COMMON    14052H506        31      1000     SH          DEFINED   16,15         1000     0        0
CAPITAL TRUST CL A               COMMON    14052H506       596     19400     SH          DEFINED    5,16        19400     0        0
CAPITALSOURCE INC                COMMON    14055X102     46365   1806200     SH          DEFINED        1     1806200     0        0
CAPITALSOURCE INC                COMMON    14055X102       421     16400     SH          DEFINED       16           0     0    16400
CAPITALSOURCE INC                COMMON    14055X102       136      5300     SH          DEFINED    16,9         5300     0        0
CAPITALSOURCE INC                COMMON    14055X102      3206    124900     SH          DEFINED        2      104700     0    20200
CAPITALSOURCE INC                COMMON    14055X102      4980    194005     SH          DEFINED        7      194005     0        0
CAPTARIS INC                     COMMON    14071N104        28      5500     SH          DEFINED       16        5500     0        0
CAPTARIS INC                     COMMON    14071N104        74     14300     SH          DEFINED    5,16        14300     0        0
CARBO CERAMICS INC               COMMON    140781105        14       200     SH          DEFINED       16         200     0        0
CARAUSTAR INDUSTRIES INC         COMMON    140909102        80      4750     SH          DEFINED        7        4750     0        0
CARDIMA INC                      COMMON    14147M106        15     30000     SH          DEFINED       25           0     0    30000
CARDINAL HEALTH INC              COMMON    14149Y108    529794   9110815     SH          DEFINED        1     9110815     0        0
CARDINAL HEALTH INC              COMMON    14149Y108     17119    294400     SH          DEFINED       10      294400     0        0
CARDINAL HEALTH INC              COMMON    14149Y108        39       668     SH          DEFINED       12         668     0        0
CARDINAL HEALTH INC              COMMON    14149Y108       319      5482     SH          DEFINED    12,9         5482     0        0
CARDINAL HEALTH INC              COMMON    14149Y108     12733    218970     SH          DEFINED       16      209470     0     9500



                                                                                           
CARDINAL HEALTH INC              COMMON    14149Y108      1448     24900     SH          DEFINED    16,9        24900     0        0
CARDINAL HEALTH INC              COMMON    14149Y108        19       325     SH          DEFINED    17,9          325     0        0
CARDINAL HEALTH INC              COMMON    14149Y108      6899    118650     SH          DEFINED        2      118650     0        0
CARDINAL HEALTH INC              COMMON    14149Y108       331      5700     SH          DEFINED    2,23         5700     0        0
CARDINAL HEALTH INC              COMMON    14149Y108       889     15286     SH          DEFINED       24       15286     0        0
CARDINAL HEALTH INC              COMMON    14149Y108       369      6338     SH          DEFINED       25          37     0     6301
CARDINAL HEALTH INC              COMMON    14149Y108     16608    285600     SH          DEFINED        3      285600     0        0
CARDINAL HEALTH INC              COMMON    14149Y108     36916    634834     SH          DEFINED        4      634834     0        0
CARDINAL HEALTH INC              COMMON    14149Y108       456      7850     SH          DEFINED        7        7850     0        0
CARDINAL HEALTH INC              COMMON    14149Y108      1865     32069     SH          DEFINED        9       32069     0        0
CARDINAL HEALTH INC              COMMON    14149Y108       308      5301     SH          DEFINED    9,14         5301     0        0
CARDIODYNAMICS INTERNATIONAL     COMMON    141597104         1       200     SH          DEFINED       25         200     0        0
CAREER EDUCATION CORP            COMMON    141665109     57066   1426650     SH          DEFINED        1     1426650     0        0
CAREER EDUCATION CORP            COMMON    141665109       492     12300     SH          DEFINED       16           0     0    12300
CAREER EDUCATION CORP            COMMON    141665109      3208     80200     SH          DEFINED        2       64900     0    15300
CAREER EDUCATION CORP            COMMON    141665109      6125    153131     SH          DEFINED        7      153131     0        0
CAREER EDUCATION CORP            COMMON    141665109       100      2496     SH          DEFINED        9        2496     0        0
CAREMARK RX INC                  COMMON    141705103    156087   3958585     SH          DEFINED        1     3958585     0        0
CAREMARK RX INC                  COMMON    141705103    117418   2977881     SH          DEFINED     1,2      2977881     0        0
CAREMARK RX INC                  COMMON    141705103       237      6000     SH          DEFINED       10        6000     0        0
CAREMARK RX INC                  COMMON    141705103     22591    572947     SH          DEFINED       16      515218     0    57729
CAREMARK RX INC                  COMMON    141705103      3470     88000     SH          DEFINED   16,23        88000     0        0
CAREMARK RX INC                  COMMON    141705103      1136     28800     SH          DEFINED    16,9        28800     0        0
CAREMARK RX INC                  COMMON    141705103        17       441     SH          DEFINED    17,9          441     0        0
CAREMARK RX INC                  COMMON    141705103     26430    670305     SH          DEFINED        2      649393     0    20912
CAREMARK RX INC                  COMMON    141705103       146      3707     SH          DEFINED       21        3707     0        0
CAREMARK RX INC                  COMMON    141705103       263      6676     SH          DEFINED       24        6676     0        0
CAREMARK RX INC                  COMMON    141705103     37120    941405     SH          DEFINED       25      197500     0   743905
CAREMARK RX INC                  COMMON    141705103        32       816     SH          DEFINED        4         816     0        0
CAREMARK RX INC                  COMMON    141705103       103      2600     SH          DEFINED    5,16         2600     0        0
CAREMARK RX INC                  COMMON    141705103      2336     59250     SH          DEFINED        6       59250     0        0
CAREMARK RX INC                  COMMON    141705103     42898   1087953     SH          DEFINED        7     1087953     0        0
CAREMARK RX INC                  COMMON    141705103       664     16847     SH          DEFINED        9       16847     0        0
CAREMARK RX INC                  COMMON    141705103        20       505     SH          DEFINED    9,11          505     0        0
CARLISLE COS INC                 COMMON    142339100       156      2400     SH          DEFINED        7        2400     0        0
CARMAX INC                       COMMON    143130102        29       945     SH          DEFINED       25           0     0      945
CARMAX INC                       COMMON    143130102        24       783     SH          DEFINED        7         783     0        0
CARNIVAL CORP                    COMMON    143658300     63175   1096213     SH          DEFINED        1     1096213     0        0
CARNIVAL CORP                    COMMON    143658300     43223    750000     SH          DEFINED     1,2       750000     0        0
CARNIVAL CORP                    COMMON    143658300     31354    544057     SH          DEFINED       16      442367     0   101690
CARNIVAL CORP                    COMMON    143658300      2709     47000     SH          DEFINED   16,15        47000     0        0
CARNIVAL CORP                    COMMON    143658300     25604    444280     SH          DEFINED        2      444280     0        0
CARNIVAL CORP                    COMMON    143658300       179      3100     SH          DEFINED       25        2000     0     1100
CARNIVAL CORP                    COMMON    143658300      1234     21420     SH          DEFINED    5,16        21420     0        0
CARNIVAL CORP                    COMMON    143658300      8137    141190     SH          DEFINED        7      141190     0        0
CARNIVAL CORP                    COMMON    143658300       797     13828     SH          DEFINED        9       13828     0        0
CARPENTER TECHNOLOGY             COMMON    144285103      2373     40600     SH          DEFINED       16       23500     0    17100
CARPENTER TECHNOLOGY             COMMON    144285103        53       900     SH          DEFINED   16,15          900     0        0
CARPENTER TECHNOLOGY             COMMON    144285103        35       600     SH          DEFINED       25           0     0      600
CARPENTER TECHNOLOGY             COMMON    144285103       748     12800     SH          DEFINED    5,16        12800     0        0
CARRAMERICA REALTY CORP          COMMON    144418100     51943   1574019     SH          DEFINED       16     1227434     0   346585
CARRAMERICA REALTY CORP          COMMON    144418100      2200     66666     SH          DEFINED    5,16        66666     0        0
CARREKER CORPORATION             COMMON    144433109        48      5600     SH          DEFINED        7        5600     0        0
CARTERS INC                      COMMON    146229109      2243     66000     SH          DEFINED        1       66000     0        0



                                                                                           
CARTERS INC                      COMMON    146229109         7       200     SH          DEFINED       16         200     0        0
CARTERS INC                      COMMON    146229109       316      9300     SH          DEFINED   16,15         9300     0        0
CARTERS INC                      COMMON    146229109       610     17950     SH          DEFINED       19           0     0    17950
CARVER BANCORP INC               COMMON    146875109        21      1050     SH          DEFINED        7        1050     0        0
CASCADE MICROTECH                COMMON    147322101      4418    329000     SH          DEFINED        1      329000     0        0
CASCADE NATURAL GAS CORP         COMMON    147339105      1181     55700     SH          DEFINED       16       32800     0    22900
CASCADE NATURAL GAS CORP         COMMON    147339105        28      1300     SH          DEFINED   16,15         1300     0        0
CASCADE NATURAL GAS CORP         COMMON    147339105       403     19000     SH          DEFINED    5,16        19000     0        0
CASEY'S GENERAL STORES INC       COMMON    147528103        73      4000     SH          DEFINED       25           0     0     4000
CASH AMERICA INTL INC            COMMON    14754D100        41      1375     SH          DEFINED        7        1375     0        0
CASUAL MALE RETAIL GROUP INC     COMMON    148711104        11      1975     SH          DEFINED        7        1975     0        0
CATALINA MARKETING CORP          COMMON    148867104      7345    247900     SH          DEFINED       16      149400     0    98500
CATALINA MARKETING CORP          COMMON    148867104       157      5300     SH          DEFINED   16,15         5300     0        0
CATALINA MARKETING CORP          COMMON    148867104      1244     42000     SH          DEFINED    5,16        42000     0        0
CATALYTICA ENERGY SYSTEMS        COMMON    148884109         1       375     SH          DEFINED        7         375     0        0
CATAPULT COMMUNICATIONS CORP     COMMON    149016107     11722    485200     SH          DEFINED        1      485200     0        0
CATAPULT COMMUNICATIONS CORP     COMMON    149016107      3317    137300     SH          DEFINED        2      137300     0        0
CATELLUS DEVELOPMENT CORP        COMMON    149113102     55359   1809132     SH          DEFINED       16     1274699     0   534433
CATELLUS DEVELOPMENT CORP        COMMON    149113102      4123    134735     SH          DEFINED    5,16       134735     0        0
CATELLUS DEVELOPMENT CORP        COMMON    149113102        56      1823     SH          DEFINED        7        1823     0        0
CATERPILLAR INC                  COMMON    149123101     22077    226410     SH          DEFINED        1      225800     0      610
CATERPILLAR INC                  COMMON    149123101     73133    750000     SH          DEFINED     1,2       750000     0        0
CATERPILLAR INC                  COMMON    149123101      3303     33874     SH          DEFINED       16       33824     0       50
CATERPILLAR INC                  COMMON    149123101     11119    114030     SH          DEFINED        2      114030     0        0
CATERPILLAR INC                  COMMON    149123101       780      8000     SH          DEFINED       24        8000     0        0
CATERPILLAR INC                  COMMON    149123101      5558     56999     SH          DEFINED       25         500     0    56499
CATERPILLAR INC                  COMMON    149123101      9298     95355     SH          DEFINED        7       95355     0        0
CATERPILLAR INC                  COMMON    149123101      1086     11137     SH          DEFINED        9       11137     0        0
CATHAY GENERAL BANCORP           COMMON    149150104      5040    134400     SH          DEFINED        1      134400     0        0
CATO CORP CL A                   COMMON    149205106       415     14400     SH          DEFINED       16        9600     0     4800
CATO CORP CL A                   COMMON    149205106         9       300     SH          DEFINED   16,15          300     0        0
CATO CORP CL A                   COMMON    149205106       337     11700     SH          DEFINED    5,16        11700     0        0
CAVCO INDUSTRIES INC             COMMON    149568107         0         0     SH          DEFINED       16           0     0        0
CAVCO INDUSTRIES INC             COMMON    149568107         3        65     SH          DEFINED       25          65     0        0
CEDAR FAIR LP                    COMMON    150185106      3391    103077     SH          DEFINED        1      103077     0        0
CEDAR FAIR LP                    COMMON    150185106       293      8900     SH          DEFINED   16,15         8900     0        0
CEDAR FAIR LP                    COMMON    150185106       109      3300     SH          DEFINED       25           0     0     3300
CEDAR SHOPPING CENTERS INC       COMMON    150602209      2025    141600     SH          DEFINED       16      100000     0    41600
CELADON GROUP INC                COMMON    150838100        85      3800     SH          DEFINED        7        3800     0        0
CELL THERAPEUTICS INC            COMMON    150934107       638     78319     SH          DEFINED       19           0     0    78319
CELESTICA INC                    COMMON    15101Q108      8294    587800     SH          DEFINED        1      587800     0        0
CELESTICA INC                    COMMON    15101Q108       373     26400     SH          DEFINED       16       26400     0        0
CELESTICA INC                    COMMON    15101Q108       910     64500     SH          DEFINED   16,23        64500     0        0
CELESTICA INC                    COMMON    15101Q108       322     22792     SH          DEFINED       25           0     0    22792
CELESTICA INC                    COMMON    15101Q108       138      9839     SH          DEFINED        9        9839     0        0
CELGENE CORP                     COMMON    151020104       149      5600     SH          DEFINED       10        5600     0        0
CELGENE CORP                     COMMON    151020104       477     18000     SH          DEFINED   10,16        18000     0        0
CELGENE CORP                     COMMON    151020104        85      3200     SH          DEFINED    10,8         3200     0        0
CELGENE CORP                     COMMON    151020104     14188    535000     SH          DEFINED       16      488100     0    46900
CELGENE CORP                     COMMON    151020104       178      6700     SH          DEFINED   16,15         6700     0        0
CELGENE CORP                     COMMON    151020104       180      6800     SH          DEFINED    16,9         6800     0        0
CELGENE CORP                     COMMON    151020104     10608    400000     SH          DEFINED       19           0     0   400000
CELGENE CORP                     COMMON    151020104        36      1362     SH          DEFINED       24        1362     0        0
CELGENE CORP                     COMMON    151020104       326     12300     SH          DEFINED    5,16        12300     0        0



                                                                                           
CELGENE CORP                     COMMON    151020104       106      4000     SH          DEFINED        7        4000     0        0
CEMEX SA ADR                     COMMON    151290889       282      7736     SH          DEFINED       10        7736     0        0
CEMEX SA ADR                     COMMON    151290889       299      8200     SH          DEFINED   10,16         8200     0        0
CEMEX SA ADR                     COMMON    151290889      5953    163466     SH          DEFINED   10,23       163466     0        0
CEMEX SA ADR                     COMMON    151290889       379     10393     SH          DEFINED   13,15        10393     0        0
CEMEX SA ADR                     COMMON    151290889    437676  12017461     SH          DEFINED        3    12017461     0        0
CEMEX SA ADR                     COMMON    151290889         4       120     SH          DEFINED        7         120     0        0
CENDANT CORP                     COMMON    151313103    448738  19193256     SH          DEFINED        1    19188561     0     4695
CENDANT CORP                     COMMON    151313103     45007   1925000     SH          DEFINED     1,2      1925000     0        0
CENDANT CORP                     COMMON    151313103       603     25800     SH          DEFINED    10,2        25800     0        0
CENDANT CORP                     COMMON    151313103        49      2104     SH          DEFINED       12        2104     0        0
CENDANT CORP                     COMMON    151313103       439     18773     SH          DEFINED    12,9        18773     0        0
CENDANT CORP                     COMMON    151313103      6048    258687     SH          DEFINED       16      258687     0        0
CENDANT CORP                     COMMON    151313103      2039     87220     SH          DEFINED   16,15        87220     0        0
CENDANT CORP                     COMMON    151313103        22       944     SH          DEFINED    17,9          944     0        0
CENDANT CORP                     COMMON    151313103     22432    959450     SH          DEFINED        2      959450     0        0
CENDANT CORP                     COMMON    151313103       206      8800     SH          DEFINED    2,23         8800     0        0
CENDANT CORP                     COMMON    151313103      1244     53219     SH          DEFINED       24       53219     0        0
CENDANT CORP                     COMMON    151313103       150      6405     SH          DEFINED       25           0     0     6405
CENDANT CORP                     COMMON    151313103     10685    457000     SH          DEFINED        3      457000     0        0
CENDANT CORP                     COMMON    151313103     22179    948642     SH          DEFINED        4      948642     0        0
CENDANT CORP                     COMMON    151313103       234     10000     SH          DEFINED        7       10000     0        0
CENDANT CORP                     COMMON    151313103      2578    110264     SH          DEFINED        9      110264     0        0
CENDANT CORP                     COMMON    151313103       377     16142     SH          DEFINED    9,14        16142     0        0
CENTENE CORP                     COMMON    15135B101        11       375     SH          DEFINED       25           0     0      375
CENTENE CORP                     COMMON    15135B101         1        51     SH          DEFINED        4          51     0        0
CENTER FINANCIAL CORP            COMMON    15146E102        26      1300     SH          DEFINED       16        1300     0        0
CENTER FINANCIAL CORP            COMMON    15146E102        68      3400     SH          DEFINED    5,16         3400     0        0
CENTERPOINT PROPERTIES CORP      COMMON    151895109    141399   2952580     SH          DEFINED       16     2176042     0   776538
CENTERPOINT PROPERTIES CORP      COMMON    151895109      9349    195222     SH          DEFINED    5,16       195222     0        0
CENTERPOINT ENERGY INC           COMMON    15189T107      4256    376665     SH          DEFINED        1      370000     0     6665
CENTERPOINT ENERGY INC           COMMON    15189T107      9986    883711     SH          DEFINED       16      851634     0    32077
CENTERPOINT ENERGY INC           COMMON    15189T107       435     38520     SH          DEFINED    5,16            0     0    38520
CENTERPOINT ENERGY INC           COMMON    15189T107       209     18500     SH          DEFINED        7       18500     0        0
CENTERPOINT ENERGY INC           COMMON    15189T107        52      4595     SH          DEFINED        9        4595     0        0
CENTERPLATE INC-IDS              COMMON    15200E204      2646    200000     SH          DEFINED        1      200000     0        0
CENTEX CORP                      COMMON    152312104     11338    190300     SH          DEFINED        1      190300     0        0
CENTEX CORP                      COMMON    152312104        95      1600     SH          DEFINED       10        1600     0        0
CENTEX CORP                      COMMON    152312104       214      3600     SH          DEFINED   10,16         3600     0        0
CENTEX CORP                      COMMON    152312104        36       600     SH          DEFINED    10,8          600     0        0
CENTEX CORP                      COMMON    152312104        50       845     SH          DEFINED       12         845     0        0
CENTEX CORP                      COMMON    152312104       439      7368     SH          DEFINED    12,9         7368     0        0
CENTEX CORP                      COMMON    152312104     10153    170403     SH          DEFINED       16      145403     0    25000
CENTEX CORP                      COMMON    152312104        77      1300     SH          DEFINED   16,15         1300     0        0
CENTEX CORP                      COMMON    152312104       232      3900     SH          DEFINED    16,9         3900     0        0
CENTEX CORP                      COMMON    152312104      1287     21605     SH          DEFINED       24       21605     0        0
CENTEX CORP                      COMMON    152312104       155      2600     SH          DEFINED       25        2600     0        0
CENTEX CORP                      COMMON    152312104       161      2700     SH          DEFINED    5,16         2700     0        0
CENTEX CORP                      COMMON    152312104        21       360     SH          DEFINED        7         360     0        0
CENTEX CORP                      COMMON    152312104      1780     29877     SH          DEFINED        9       29877     0        0
CENTEX CORP                      COMMON    152312104       357      5984     SH          DEFINED    9,14         5984     0        0
CENTRAL COAST BANCORP            COMMON    153145107        32      1400     SH          DEFINED       16        1400     0        0
CENTRAL COAST BANCORP            COMMON    153145107        83      3600     SH          DEFINED    5,16         3600     0        0
CENTRAL FUND CANADA CL A CF      COMMON    153501101      7387   1351000     SH          DEFINED        3     1351000     0        0



                                                                                           
CENTRAL VERMONT PUB SERV         COMMON    155771108        12       500     SH          DEFINED        7         500     0        0
CENTURY ALUMINUM COMPANY         COMMON    156431108      2495     95000     SH          DEFINED        1       95000     0        0
CENTURYTEL INC                   COMMON    156700106     49067   1383330     SH          DEFINED        1     1380900     0     2430
CENTURYTEL INC                   COMMON    156700106       585     16500     SH          DEFINED     1,3        16500     0        0
CENTURYTEL INC                   COMMON    156700106       837     23600     SH          DEFINED    10,2        23600     0        0
CENTURYTEL INC                   COMMON    156700106     12589    354923     SH          DEFINED       16      342725     0    12198
CENTURYTEL INC                   COMMON    156700106       411     11600     SH          DEFINED    16,9        11600     0        0
CENTURYTEL INC                   COMMON    156700106      5019    141500     SH          DEFINED        2      141500     0        0
CENTURYTEL INC                   COMMON    156700106        90      2547     SH          DEFINED       25           0     0     2547
CENTURYTEL INC                   COMMON    156700106     26542    748289     SH          DEFINED        4      748289     0        0
CENTURYTEL INC                   COMMON    156700106       467     13175     SH          DEFINED    5,16            0     0    13175
CENTURYTEL INC                   COMMON    156700106       255      7200     SH          DEFINED     5,2         7200     0        0
CENTURYTEL INC                   COMMON    156700106       221      6240     SH          DEFINED        7        6240     0        0
CEPHALON INC                     COMMON    156708109        41       800     SH          DEFINED       10         800     0        0
CEPHALON INC                     COMMON    156708109      3266     64200     SH          DEFINED       16       56500     0     7700
CEPHALON INC                     COMMON    156708109       295      5800     SH          DEFINED    16,9         5800     0        0
CEPHALON INC                     COMMON    156708109        20       400     SH          DEFINED    5,16          400     0        0
CEPHALON INC                     COMMON    156708109       147      2880     SH          DEFINED        7        2880     0        0
CEPHALON INC CVT(CEPH)  0.0 06   CONVERT   156708AG4         1      1000     SH          DEFINED       16        1000     0        0
CERIDIAN CORP-NEW                COMMON    156779100    264918  14492230     SH          DEFINED        1    14492230     0        0
CERIDIAN CORP-NEW                COMMON    156779100      1048     57350     SH          DEFINED     1,3        57350     0        0
CERIDIAN CORP-NEW                COMMON    156779100      3672    200859     SH          DEFINED       16      200859     0        0
CERIDIAN CORP-NEW                COMMON    156779100     10051    549850     SH          DEFINED        2      549850     0        0
CERIDIAN CORP-NEW                COMMON    156779100       122      6700     SH          DEFINED    2,23         6700     0        0
CERIDIAN CORP-NEW                COMMON    156779100     55125   3015596     SH          DEFINED        4     3015596     0        0
CERIDIAN CORP-NEW                COMMON    156779100       457     25000     SH          DEFINED     5,2        25000     0        0
CERNER CORP                      COMMON    156782104     16249    305600     SH          DEFINED        1      305600     0        0
CERNER CORP                      COMMON    156782104      6088    114500     SH          DEFINED        2      114500     0        0
CERNER CORP                      COMMON    156782104        46       858     SH          DEFINED       25           0     0      858
CERNER CORP                      COMMON    156782104        64      1200     SH          DEFINED        7        1200     0        0
CERTEGY INC                      COMMON    156880106      6585    185350     SH          DEFINED        1      185350     0        0
CERTEGY INC                      COMMON    156880106         4       113     SH          DEFINED       16         113     0        0
CERTEGY INC                      COMMON    156880106       206      5800     SH          DEFINED    16,9         5800     0        0
CERTEGY INC                      COMMON    156880106      4916    138364     SH          DEFINED        4      138364     0        0
CHALONE WINE GROUP LTD           COMMON    157639105        26      1847     SH          DEFINED       25         100     0     1747
CHARLES RIVER ASSOCIATES INC     COMMON    159852102     10495    224400     SH          DEFINED        1      224400     0        0
CHARLES RIVER ASSOCIATES INC     COMMON    159852102      3938     84200     SH          DEFINED        2       84200     0        0
CHARLES RIVER LABORATORIES       COMMON    159864107     12519    272100     SH          DEFINED        1      272100     0        0
CHARLES RIVER LABORATORIES       COMMON    159864107       133      2900     SH          DEFINED       16        2900     0        0
CHARLES RIVER LABORATORIES       COMMON    159864107      1840     40000     SH          DEFINED        2       40000     0        0
CHARLES RIVER LABORATORIES       COMMON    159864107     11771    255837     SH          DEFINED        7      255837     0        0
CHARTERMAC                       COMMON    160908109      2109     86300     SH          DEFINED    10,2        86300     0        0
CHARTERMAC                       COMMON    160908109         9       365     SH          DEFINED        7         365     0        0
CHARMING SHOPPES                 COMMON    161133103       760     81100     SH          DEFINED        1       81100     0        0
CHARMING SHOPPES                 COMMON    161133103       237     25300     SH          DEFINED       16       25300     0        0
CHARMING SHOPPES                 COMMON    161133103       123     13100     SH          DEFINED        7       13100     0        0
CHATTEM INC                      COMMON    162456107      4459    134700     SH          DEFINED       16       79900     0    54800
CHATTEM INC                      COMMON    162456107        99      3000     SH          DEFINED   16,15         3000     0        0
CHATTEM INC                      COMMON    162456107      1172     35400     SH          DEFINED    5,16        35400     0        0
CHECKFREE CORP                   COMMON    162813109       278      7300     SH          DEFINED       10        7300     0        0
CHECKFREE CORP                   COMMON    162813109     20784    545800     SH          DEFINED       16      501400     0    44400
CHECKFREE CORP                   COMMON    162813109       404     10600     SH          DEFINED    16,9        10600     0        0
CHECKFREE CORP                   COMMON    162813109       106      2788     SH          DEFINED       24        2788     0        0
CHECKFREE CORP                   COMMON    162813109        10       258     SH          DEFINED        4         258     0        0



                                                                                           
CHECKFREE CORP                   COMMON    162813109       122      3200     SH          DEFINED    5,16         3200     0        0
CHECKFREE CORP                   COMMON    162813109     12818    336610     SH          DEFINED        7      336610     0        0
CHECKPOINT SYSTEMS INC           COMMON    162825103       801     44400     SH          DEFINED       16       24400     0    20000
CHECKPOINT SYSTEMS INC           COMMON    162825103        22      1200     SH          DEFINED   16,15         1200     0        0
CHECKPOINT SYSTEMS INC           COMMON    162825103       106      5900     SH          DEFINED    5,16         5900     0        0
CHECKPOINT SYSTEMS INC           COMMON    162825103        60      3300     SH          DEFINED        7        3300     0        0
CHEESECAKE FACTORY (THE)         COMMON    163072101         0         0     SH          DEFINED       16           0     0        0
CHEESECAKE FACTORY (THE)         COMMON    163072101         0         0     SH          DEFINED    5,16            0     0        0
CHENIERE ENERGY INC              COMMON    16411R208     12237    192100     SH          DEFINED        1      192100     0        0
CHENIERE ENERGY INC              COMMON    16411R208      1593     25000     SH          DEFINED   16,15        25000     0        0
CHESAPEAKE CORP                  COMMON    165159104        62      2275     SH          DEFINED        7        2275     0        0
CHESAPEAKE ENERGY CORP           COMMON    165167107        25      1500     SH          DEFINED       25           0     0     1500
CHESAPEAKE ENERGY CORP           COMMON    165167107         8       500     SH          DEFINED        6         500     0        0
CHESAPEAKE ENERGY CORP           COMMON    165167107     14060    852144     SH          DEFINED        7      852144     0        0
CHESTER VALLEY BANCORP           COMMON    166335109        17       771     SH          DEFINED       25           0     0      771
CHEVRONTEXACO CORP               COMMON    166764100     86038   1638500     SH          DEFINED        1     1635160     0     3340
CHEVRONTEXACO CORP               COMMON    166764100     57393   1093000     SH          DEFINED     1,2      1093000     0        0
CHEVRONTEXACO CORP               COMMON    166764100      1749     33310     SH          DEFINED   10,16        33310     0        0
CHEVRONTEXACO CORP               COMMON    166764100       664     12650     SH          DEFINED       13       12650     0        0
CHEVRONTEXACO CORP               COMMON    166764100     57891   1102481     SH          DEFINED       16     1031378     0    71103
CHEVRONTEXACO CORP               COMMON    166764100      1155     22000     SH          DEFINED   16,15        22000     0        0
CHEVRONTEXACO CORP               COMMON    166764100      6931    132000     SH          DEFINED    16,9       132000     0        0
CHEVRONTEXACO CORP               COMMON    166764100        52       988     SH          DEFINED    17,9          988     0        0
CHEVRONTEXACO CORP               COMMON    166764100      4727     90020     SH          DEFINED        2       90020     0        0
CHEVRONTEXACO CORP               COMMON    166764100      1995     37994     SH          DEFINED       24       37994     0        0
CHEVRONTEXACO CORP               COMMON    166764100     19768    376471     SH          DEFINED       25      120394     0   256077
CHEVRONTEXACO CORP               COMMON    166764100        65      1246     SH          DEFINED        4        1246     0        0
CHEVRONTEXACO CORP               COMMON    166764100       607     11560     SH          DEFINED    5,16            0     0    11560
CHEVRONTEXACO CORP               COMMON    166764100       372      7090     SH          DEFINED        6        7090     0        0
CHEVRONTEXACO CORP               COMMON    166764100     15289    291171     SH          DEFINED        7      291171     0        0
CHEVRONTEXACO CORP               COMMON    166764100       147      2800     SH          DEFINED        8        2800     0        0
CHEVRONTEXACO CORP               COMMON    166764100      3664     69784     SH          DEFINED        9       69784     0        0
CHICAGO BRIDGE & IRON-NY SHR     COMMON    167250109     27348    683700     SH          DEFINED        1      683700     0        0
CHICAGO BRIDGE & IRON-NY SHR     COMMON    167250109       284      7100     SH          DEFINED       16           0     0     7100
CHICAGO BRIDGE & IRON-NY SHR     COMMON    167250109       380      9500     SH          DEFINED        2           0     0     9500
CHICAGO MERCANTILE EXCHANGE      COMMON    167760107      9777     42750     SH          DEFINED        1       42750     0        0
CHICAGO MERCANTILE EXCHANGE      COMMON    167760107       412      1800     SH          DEFINED        2        1800     0        0
CHICAGO MERCANTILE EXCHANGE      COMMON    167760107        63       275     SH          DEFINED        7         275     0        0
CHICO'S FAS INC                  COMMON    168615102      9743    214000     SH          DEFINED        1      214000     0        0
CHICO'S FAS INC                  COMMON    168615102     18212    400000     SH          DEFINED     1,2       400000     0        0
CHICO'S FAS INC                  COMMON    168615102      2759     60600     SH          DEFINED        2       60600     0        0
CHICO'S FAS INC                  COMMON    168615102       118      2600     SH          DEFINED       25         100     0     2500
CHICO'S FAS INC                  COMMON    168615102        37       813     SH          DEFINED        4         813     0        0
CHICO'S FAS INC                  COMMON    168615102         5       100     SH          DEFINED        7         100     0        0
CHICO'S FAS INC                  COMMON    168615102        31       670     SH          DEFINED        9         670     0        0
CHINA LIFE INSURANCE CO- ADR     COMMON    16939P106      1433     54200     SH          DEFINED       13       54200     0        0
CHINA SOUTHN AIRLS LTD ADR       COMMON    169409109         4       200     SH          DEFINED       25           0     0      200
CHINA MOBILE HK LTD SP ADR       COMMON    16941M109       171      9964     SH          DEFINED        4        9964     0        0
CHOICE HOTELS INTL INC           COMMON    169905106     13827    238400     SH          DEFINED        1      238400     0        0
CHOICE HOTELS INTL INC           COMMON    169905106     10289    177400     SH          DEFINED       16      108300     0    69100
CHOICE HOTELS INTL INC           COMMON    169905106       220      3800     SH          DEFINED   16,15         3800     0        0
CHOICE HOTELS INTL INC           COMMON    169905106      5348     92200     SH          DEFINED        2       92200     0        0
CHOICE HOTELS INTL INC           COMMON    169905106         6       100     SH          DEFINED       25           0     0      100
CHOICE HOTELS INTL INC           COMMON    169905106      2436     42000     SH          DEFINED    5,16        42000     0        0



                                                                                           
CHIQUITA BRANDS INTL             COMMON    170032809      4582    207700     SH          DEFINED       16      134900     0    72800
CHIQUITA BRANDS INTL             COMMON    170032809        90      4100     SH          DEFINED   16,15         4100     0        0
CHIQUITA BRANDS INTL             COMMON    170032809      1037     47000     SH          DEFINED    5,16        47000     0        0
CHIQUITA BRANDS INTL             COMMON    170032809       104      4700     SH          DEFINED        7        4700     0        0
CHIRON CORP                      COMMON    170040109      1536     46083     SH          DEFINED       16       39783     0     6300
CHIRON CORP                      COMMON    170040109       243      7300     SH          DEFINED    16,9         7300     0        0
CHIRON CORP                      COMMON    170040109        67      2000     SH          DEFINED       24        2000     0        0
CHIRON CORP                      COMMON    170040109       667     20004     SH          DEFINED       25           0     0    20004
CHIRON CORP                      COMMON    170040109       154      4616     SH          DEFINED        9        4616     0        0
CHIRON CORPCVT(CHIR) 144A 1.62   CONVERT   170040AF6     17999  19250000     SH          DEFINED       16     2775000     0 16475000
CHIRON CORP CVT(CHIR) 1.625 08   CONVERT   170040AG4      4208   4500000     SH          DEFINED       16      725000     0  3775000
CHITTENDEN CORP                  COMMON    170228100        60      2093     SH          DEFINED        7        2093     0        0
CHOICEPOINT INC                  COMMON    170388102       241      5249     SH          DEFINED       25        5249     0        0
CHOICEPOINT INC                  COMMON    170388102       708     15400     SH          DEFINED        3       15400     0        0
CHOICEPOINT INC                  COMMON    170388102       198      4301     SH          DEFINED        9        4301     0        0
CHOLESTECH CORP                  COMMON    170393102         6       725     SH          DEFINED        7         725     0        0
CHUBB CORP                       COMMON    171232101     66196    860800     SH          DEFINED        1      860800     0        0
CHUBB CORP                       COMMON    171232101     30606    398000     SH          DEFINED     1,2       398000     0        0
CHUBB CORP                       COMMON    171232101      2012     26168     SH          DEFINED       16       26037     0      131
CHUBB CORP                       COMMON    171232101       331      4300     SH          DEFINED        2        4300     0        0
CHUBB CORP                       COMMON    171232101     36627    476294     SH          DEFINED       25      103876     0   372418
CHUBB CORP                       COMMON    171232101        15       200     SH          DEFINED        6         200     0        0
CHUBB CORP                       COMMON    171232101      3246     42210     SH          DEFINED        7       42210     0        0
CHUBB CORP                       COMMON    171232101       458      5960     SH          DEFINED        9        5960     0        0
CHUBB CORPORATION CVP(CB) 7.0    CONVERT   171232309      2557     86400     SH          DEFINED       25        1000     0    85400
CHUBB CORPORATION CVP(CB) 7.0    CONVERT   171232309       148      5000     SH          DEFINED        7        5000     0        0
CHUBB CORPORATION CVP 7.0        CONVERT   171232507      1240     41325     SH          DEFINED       25        4500     0    36825
CHUNGHWA TELECOM CO LTD ADR      COMMON    17133Q205      2109    100200     SH          DEFINED   16,23       100200     0        0
CHUNGHWA TELECOM CO LTD ADR      COMMON    17133Q205      1038     49300     SH          DEFINED        8       49300     0        0
CHURCH & DWIGHT CO INC           COMMON    171340102       212      6300     SH          DEFINED       16        6300     0        0
CHURCH & DWIGHT CO INC           COMMON    171340102       269      8000     SH          DEFINED    16,9         8000     0        0
CHURCH & DWIGHT CO INC           COMMON    171340102      1001     29784     SH          DEFINED       24       29784     0        0
CHURCH & DWIGHT CO INC           COMMON    171340102       137      4087     SH          DEFINED        7        4087     0        0
CHURCHILL DOWNS INC              COMMON    171484108      8571    191750     SH          DEFINED       16      191750     0        0
CHURCHILL DOWNS INC              COMMON    171484108         9       200     SH          DEFINED       25           0     0      200
CIBER INC                        COMMON    17163B102        23      2400     SH          DEFINED       16        2400     0        0
CIBER INC                        COMMON    17163B102        87      9025     SH          DEFINED        7        9025     0        0
CIENA CORP                       COMMON    171779101       298     89185     SH          DEFINED       16       89185     0        0
CIENA CORP                       COMMON    171779101       314     93995     SH          DEFINED       19           0     0    93995
CIENA CORP                       COMMON    171779101         1       200     SH          DEFINED        6         200     0        0
CIENA CORP                       COMMON    171779101        13      3885     SH          DEFINED        9        3885     0        0
CIMAREX ENERGY CO                COMMON    171798101       557     14700     SH          DEFINED        2       14700     0        0
CINCINNATI BELL INC              COMMON    171871106        22      5200     SH          DEFINED       16        5200     0        0
CINCINNATI FINANCIAL CORP        COMMON    172062101       795     17968     SH          DEFINED       16       16681     0     1287
CINCINNATI FINANCIAL CORP        COMMON    172062101       465     10500     SH          DEFINED    16,9        10500     0        0
CINCINNATI FINANCIAL CORP        COMMON    172062101        70      1590     SH          DEFINED        7        1590     0        0
CINCINNATI FINANCIAL CORP        COMMON    172062101       221      5003     SH          DEFINED        9        5003     0        0
CINERGY CORP                     COMMON    172474108      7369    177000     SH          DEFINED        1      177000     0        0
CINERGY CORP                     COMMON    172474108      1923     46204     SH          DEFINED       16       41954     0     4250
CINERGY CORP                     COMMON    172474108       439     10545     SH          DEFINED       25           0     0    10545
CINERGY CORP                     COMMON    172474108       161      3864     SH          DEFINED        7        3864     0        0
CINERGY CORP                     COMMON    172474108       256      6146     SH          DEFINED        9        6146     0        0
CIPHERGEN BIOSYSTEMS INC         COMMON    17252Y104         6      1500     SH          DEFINED        2        1500     0        0
CIRCUIT CITY STORES-CIRCUIT      COMMON    172737108        17      1110     SH          DEFINED        1           0     0     1110



                                                                                           
CIRCUIT CITY STORES-CIRCUIT      COMMON    172737108        95      6100     SH          DEFINED       12        6100     0        0
CIRCUIT CITY STORES-CIRCUIT      COMMON    172737108       790     50542     SH          DEFINED    12,9        50542     0        0
CIRCUIT CITY STORES-CIRCUIT      COMMON    172737108       686     43847     SH          DEFINED       16       43847     0        0
CIRCUIT CITY STORES-CIRCUIT      COMMON    172737108       128      8200     SH          DEFINED    16,9         8200     0        0
CIRCUIT CITY STORES-CIRCUIT      COMMON    172737108      1458     93197     SH          DEFINED       24       93197     0        0
CIRCUIT CITY STORES-CIRCUIT      COMMON    172737108        47      3013     SH          DEFINED       25           0     0     3013
CIRCUIT CITY STORES-CIRCUIT      COMMON    172737108       188     12000     SH          DEFINED        7       12000     0        0
CIRCUIT CITY STORES-CIRCUIT      COMMON    172737108      4136    264432     SH          DEFINED        9      264432     0        0
CIRCUIT CITY STORES-CIRCUIT      COMMON    172737108       777     49649     SH          DEFINED    9,14        49649     0        0
CIRCOR INTERNATIONAL INC         COMMON    17273K109       618     26700     SH          DEFINED       16       14800     0    11900
CIRCOR INTERNATIONAL INC         COMMON    17273K109        14       600     SH          DEFINED   16,15          600     0        0
CIRCOR INTERNATIONAL INC         COMMON    17273K109       127      5500     SH          DEFINED    5,16         5500     0        0
CIRRUS LOGIC INC                 COMMON    172755100      3272    593900     SH          DEFINED       16      319600     0   274300
CIRRUS LOGIC INC                 COMMON    172755100        85     15500     SH          DEFINED   16,15        15500     0        0
CIRRUS LOGIC INC                 COMMON    172755100       419     76000     SH          DEFINED    5,16        76000     0        0
CISCO SYSTEMS INC                COMMON    17275R102    235597  12194465     SH          DEFINED        1    12194465     0        0
CISCO SYSTEMS INC                COMMON    17275R102    186921   9675000     SH          DEFINED     1,2      9675000     0        0
CISCO SYSTEMS INC                COMMON    17275R102     13381    692611     SH          DEFINED       10      692611     0        0
CISCO SYSTEMS INC                COMMON    17275R102     15474    800941     SH          DEFINED   10,16       800941     0        0
CISCO SYSTEMS INC                COMMON    17275R102      2262    117100     SH          DEFINED    10,8       117100     0        0
CISCO SYSTEMS INC                COMMON    17275R102       110      5678     SH          DEFINED       12        5678     0        0
CISCO SYSTEMS INC                COMMON    17275R102      1013     52453     SH          DEFINED    12,9        52453     0        0
CISCO SYSTEMS INC                COMMON    17275R102    458119  23712164     SH          DEFINED       16    18753321   740  4958103
CISCO SYSTEMS INC                COMMON    17275R102      4720    244300     SH          DEFINED   16,15       244300     0        0
CISCO SYSTEMS INC                COMMON    17275R102      7832    405388     SH          DEFINED   16,23       405388     0        0
CISCO SYSTEMS INC                COMMON    17275R102      9446    488900     SH          DEFINED    16,9       488900     0        0
CISCO SYSTEMS INC                COMMON    17275R102        63      3245     SH          DEFINED    17,9         3245     0        0
CISCO SYSTEMS INC                COMMON    17275R102     69222   3582905     SH          DEFINED        2     3582905     0        0
CISCO SYSTEMS INC                COMMON    17275R102      4376    226500     SH          DEFINED       21      226500     0        0
CISCO SYSTEMS INC                COMMON    17275R102      2732    141431     SH          DEFINED       24      141431     0        0
CISCO SYSTEMS INC                COMMON    17275R102     94788   4906206     SH          DEFINED       25      697518     0  4208688
CISCO SYSTEMS INC                COMMON    17275R102      4830    250000     SH          DEFINED        3      250000     0        0
CISCO SYSTEMS INC                COMMON    17275R102        69      3589     SH          DEFINED        4        3589     0        0
CISCO SYSTEMS INC                COMMON    17275R102     10157    525740     SH          DEFINED    5,16       507360     0    18380
CISCO SYSTEMS INC                COMMON    17275R102      2161    111847     SH          DEFINED        6      111847     0        0
CISCO SYSTEMS INC                COMMON    17275R102     26178   1354972     SH          DEFINED        7     1354972     0        0
CISCO SYSTEMS INC                COMMON    17275R102       479     24800     SH          DEFINED        8       24800     0        0
CISCO SYSTEMS INC                COMMON    17275R102     10184    527102     SH          DEFINED        9      527102     0        0
CISCO SYSTEMS INC                COMMON    17275R102       145      7494     SH          DEFINED    9,11         7494     0        0
CISCO SYSTEMS INC                COMMON    17275R102       769     39780     SH          DEFINED    9,14        39780     0        0
CITADEL BROADCASTING CORP        COMMON    17285T106        49      3000     SH          DEFINED       25           0     0     3000
CINTAS CORP                      COMMON    172908105     78276   1784680     SH          DEFINED        1     1784680     0        0
CINTAS CORP                      COMMON    172908105     32895    750000     SH          DEFINED     1,2       750000     0        0
CINTAS CORP                      COMMON    172908105      1110     25300     SH          DEFINED       16       16400     0     8900
CINTAS CORP                      COMMON    172908105     13083    298300     SH          DEFINED        2      287100     0    11200
CINTAS CORP                      COMMON    172908105       221      5049     SH          DEFINED       25         899     0     4150
CINTAS CORP                      COMMON    172908105       439     10000     SH          DEFINED        7       10000     0        0
CINTAS CORP                      COMMON    172908105       222      5064     SH          DEFINED        9        5064     0        0
CITIGROUP INC                    COMMON    172967101    621747  12904661     SH          DEFINED        1    12898946     0     5715
CITIGROUP INC                    COMMON    172967101    126232   2620000     SH          DEFINED     1,2      2620000     0        0
CITIGROUP INC                    COMMON    172967101      7270    150900     SH          DEFINED     1,3       150900     0        0
CITIGROUP INC                    COMMON    172967101     24785    514424     SH          DEFINED       10      514424     0        0
CITIGROUP INC                    COMMON    172967101     27045    561328     SH          DEFINED   10,16       561328     0        0
CITIGROUP INC                    COMMON    172967101      3103     64400     SH          DEFINED    10,8        64400     0        0
CITIGROUP INC                    COMMON    172967101       218      4516     SH          DEFINED       12        4516     0        0
CITIGROUP INC                    COMMON    172967101      1896     39362     SH          DEFINED    12,9        39362     0        0
CITIGROUP INC                    COMMON    172967101      2467     51214     SH          DEFINED       13       51214     0        0
CITIGROUP INC                    COMMON    172967101    643863  13363689     SH          DEFINED       16    10993662   474  2369553
CITIGROUP INC                    COMMON    172967101      6475    134400     SH          DEFINED   16,15       134400     0        0
CITIGROUP INC                    COMMON    172967101      2347     48710     SH          DEFINED   16,23        48710     0        0
CITIGROUP INC                    COMMON    172967101     19026    394900     SH          DEFINED    16,9       394900     0        0
CITIGROUP INC                    COMMON    172967101       112      2330     SH          DEFINED    17,9         2330     0        0
CITIGROUP INC                    COMMON    172967101     73590   1527401     SH          DEFINED        2     1527401     0        0
CITIGROUP INC                    COMMON    172967101       222      4600     SH          DEFINED    2,23         4600     0        0
CITIGROUP INC                    COMMON    172967101     11944    247911     SH          DEFINED       24      247911     0        0
CITIGROUP INC                    COMMON    172967101     91323   1895464     SH          DEFINED       25      288001     0  1607463
CITIGROUP INC                    COMMON    172967101     23358    484798     SH          DEFINED        4      484798     0        0
CITIGROUP INC                    COMMON    172967101     13074    271365     SH          DEFINED    5,16       253510     0    17855
CITIGROUP INC                    COMMON    172967101      2206     45778     SH          DEFINED        6       45778     0        0
CITIGROUP INC                    COMMON    172967101     45001    934010     SH          DEFINED        7      934010     0        0
CITIGROUP INC                    COMMON    172967101       795     16500     SH          DEFINED        8       16500     0        0
CITIGROUP INC                    COMMON    172967101     20989    435634     SH          DEFINED        9      435634     0        0
CITIGROUP INC                    COMMON    172967101       279      5786     SH          DEFINED    9,11         5786     0        0
CITIGROUP INC                    COMMON    172967101      1483     30783     SH          DEFINED    9,14        30783     0        0
CITIGROUP CVT(CEXCH) 144A 1.0    CONVERT   173068AA5     32231  32250000     SH          DEFINED       16     4800000     0 27450000
CALIF FED BK GOODWILL CERTIF (   COMMON    17306J202         0        20     SH          DEFINED       25           0     0       20
CITIZENS BANKING CORP MICH       COMMON    174420109        32       937     SH          DEFINED        7         937     0        0
CITIZENS COMMUNICATIONS CO       COMMON    17453B101      9584    695000     SH          DEFINED        1      695000     0        0
CITIZENS COMMUNICATIONS CO       COMMON    17453B101       459     33317     SH          DEFINED       16       33317     0        0
CITIZENS COMMUNICATIONS CO       COMMON    17453B101      1070     77580     SH          DEFINED   16,23        77580     0        0
CITIZENS COMMUNICATIONS CO       COMMON    17453B101         0        16     SH          DEFINED       25           0     0       16



                                                                                           
CITRIX SYSTEMS INC               COMMON    177376100      4767    194900     SH          DEFINED        1      194900     0        0
CITRIX SYSTEMS INC               COMMON    177376100        71      2900     SH          DEFINED       10        2900     0        0
CITRIX SYSTEMS INC               COMMON    177376100      5731    234301     SH          DEFINED       16      214301     0    20000
CITRIX SYSTEMS INC               COMMON    177376100       413     16900     SH          DEFINED    16,9        16900     0        0
CITRIX SYSTEMS INC               COMMON    177376100        78      3200     SH          DEFINED       24        3200     0        0
CITRIX SYSTEMS INC               COMMON    177376100         2        80     SH          DEFINED       25           0     0       80
CITRIX SYSTEMS INC               COMMON    177376100        32      1300     SH          DEFINED    5,16         1300     0        0
CITRIX SYSTEMS INC               COMMON    177376100       143      5864     SH          DEFINED        9        5864     0        0
CITY HOLDING CO                  COMMON    177835105      2229     61500     SH          DEFINED       16       34900     0    26600
CITY HOLDING CO                  COMMON    177835105        51      1400     SH          DEFINED   16,15         1400     0        0
CITY HOLDING CO                  COMMON    177835105       641     17700     SH          DEFINED    5,16        17700     0        0
CITY NATIONAL CORP               COMMON    178566105     34297    485450     SH          DEFINED        1      485450     0        0
CITY NATIONAL CORP               COMMON    178566105       396      5600     SH          DEFINED     1,3         5600     0        0
CITY NATIONAL CORP               COMMON    178566105      3769     53350     SH          DEFINED        2       53350     0        0
CITY NATIONAL CORP               COMMON    178566105       170      2400     SH          DEFINED     5,2         2400     0        0
CITY NATIONAL CORP               COMMON    178566105       141      2000     SH          DEFINED        7        2000     0        0
CLAIRE'S STORES INC              COMMON    179584107         2       100     SH          DEFINED        1         100     0        0
CLAIRE'S STORES INC              COMMON    179584107       174      8200     SH          DEFINED       10        8200     0        0
CLAIRE'S STORES INC              COMMON    179584107     22106   1040300     SH          DEFINED       16      839600     0   200700
CLAIRE'S STORES INC              COMMON    179584107       174      8200     SH          DEFINED   16,15         8200     0        0
CLAIRE'S STORES INC              COMMON    179584107       661     31100     SH          DEFINED    16,9        31100     0        0
CLAIRE'S STORES INC              COMMON    179584107      2172    102200     SH          DEFINED    5,16       102200     0        0
CLARCOR INC                      COMMON    179895107        82      1500     SH          DEFINED       16        1500     0        0
CLARCOR INC                      COMMON    179895107       214      3900     SH          DEFINED    5,16         3900     0        0
CLARCOR INC                      COMMON    179895107       170      3100     SH          DEFINED        7        3100     0        0
CLEAR CHANNEL COMMUNICATIONS     COMMON    184502102     17896    534364     SH          DEFINED        1      534364     0        0
CLEAR CHANNEL COMMUNICATIONS     COMMON    184502102     34043   1016500     SH          DEFINED     1,2      1016500     0        0
CLEAR CHANNEL COMMUNICATIONS     COMMON    184502102     42348   1264500     SH          DEFINED       10     1264500     0        0
CLEAR CHANNEL COMMUNICATIONS     COMMON    184502102      1353     40400     SH          DEFINED   10,16        40400     0        0
CLEAR CHANNEL COMMUNICATIONS     COMMON    184502102      3376    100800     SH          DEFINED   10,23       100800     0        0
CLEAR CHANNEL COMMUNICATIONS     COMMON    184502102       238      7100     SH          DEFINED    10,8         7100     0        0
CLEAR CHANNEL COMMUNICATIONS     COMMON    184502102     49930   1490898     SH          DEFINED       16     1379898     0   111000
CLEAR CHANNEL COMMUNICATIONS     COMMON    184502102      2033     60700     SH          DEFINED   16,15        60700     0        0
CLEAR CHANNEL COMMUNICATIONS     COMMON    184502102      3292     98300     SH          DEFINED    16,9        98300     0        0
CLEAR CHANNEL COMMUNICATIONS     COMMON    184502102        15       453     SH          DEFINED    17,9          453     0        0
CLEAR CHANNEL COMMUNICATIONS     COMMON    184502102      5186    154840     SH          DEFINED        2      154840     0        0
CLEAR CHANNEL COMMUNICATIONS     COMMON    184502102       566     16914     SH          DEFINED       24       16914     0        0
CLEAR CHANNEL COMMUNICATIONS     COMMON    184502102      1119     33402     SH          DEFINED       25         400     0    33002
CLEAR CHANNEL COMMUNICATIONS     COMMON    184502102    112523   3359900     SH          DEFINED        3     3359900     0        0
CLEAR CHANNEL COMMUNICATIONS     COMMON    184502102        32       953     SH          DEFINED        4         953     0        0
CLEAR CHANNEL COMMUNICATIONS     COMMON    184502102       824     24600     SH          DEFINED    5,16        24600     0        0
CLEAR CHANNEL COMMUNICATIONS     COMMON    184502102       539     16096     SH          DEFINED        7       16096     0        0
CLEAR CHANNEL COMMUNICATIONS     COMMON    184502102      1354     40436     SH          DEFINED        9       40436     0        0
CLEAR CHANNEL COMMUNICATIONS     COMMON    184502102        61      1834     SH          DEFINED    9,11         1834     0        0
CLEVELAND-CLIFFS INC             COMMON    185896107     15112    145500     SH          DEFINED        1      145500     0        0
CLEVELAND-CLIFFS INC             COMMON    185896107      5671     54600     SH          DEFINED        2       54600     0        0
CLOROX COMPANY                   COMMON    189054109      8014    136000     SH          DEFINED        1      136000     0        0
CLOROX COMPANY                   COMMON    189054109      3577     60705     SH          DEFINED       16       54005     0     6700
CLOROX COMPANY                   COMMON    189054109       666     11300     SH          DEFINED    16,9        11300     0        0
CLOROX COMPANY                   COMMON    189054109       124      2100     SH          DEFINED       24        2100     0        0
CLOROX COMPANY                   COMMON    189054109       933     15840     SH          DEFINED       25           0     0    15840
CLOROX COMPANY                   COMMON    189054109        16       270     SH          DEFINED        4         270     0        0
CLOROX COMPANY                   COMMON    189054109       247      4195     SH          DEFINED        7        4195     0        0
CLOROX COMPANY                   COMMON    189054109       356      6034     SH          DEFINED        9        6034     0        0



                                                                                           
CLOSURE MEDICAL CORPORATION      COMMON    189093107      6406    328500     SH          DEFINED        1      328500     0        0
CLOSURE MEDICAL CORPORATION      COMMON    189093107      1098     56300     SH          DEFINED       16       37800     0    18500
CLOSURE MEDICAL CORPORATION      COMMON    189093107        21      1100     SH          DEFINED   16,15         1100     0        0
CLOSURE MEDICAL CORPORATION      COMMON    189093107      2404    123300     SH          DEFINED        2      123300     0        0
CLOSURE MEDICAL CORPORATION      COMMON    189093107        96      4900     SH          DEFINED    5,16         4900     0        0
COACH INC                        COMMON    189754104     57553   1020450     SH          DEFINED        1     1020450     0        0
COACH INC                        COMMON    189754104     56400   1000000     SH          DEFINED     1,2      1000000     0        0
COACH INC                        COMMON    189754104        96      1700     SH          DEFINED       10        1700     0        0
COACH INC                        COMMON    189754104        77      1370     SH          DEFINED   10,16         1370     0        0
COACH INC                        COMMON    189754104     39074    692803     SH          DEFINED       16      548233     0   144570
COACH INC                        COMMON    189754104       902     16000     SH          DEFINED    16,9        16000     0        0
COACH INC                        COMMON    189754104     13301    235840     SH          DEFINED        2      223640     0    12200
COACH INC                        COMMON    189754104       124      2200     SH          DEFINED       24        2200     0        0
COACH INC                        COMMON    189754104      4276     75824     SH          DEFINED       25           0     0    75824
COACH INC                        COMMON    189754104        34       596     SH          DEFINED        4         596     0        0
COACH INC                        COMMON    189754104      1219     21620     SH          DEFINED    5,16        21620     0        0
COACH INC                        COMMON    189754104      1121     19880     SH          DEFINED        7       19880     0        0
COACH INC                        COMMON    189754104       409      7248     SH          DEFINED        9        7248     0        0
COCA-COLA COMPANY                COMMON    191216100     57188   1373380     SH          DEFINED        1     1373380     0        0
COCA-COLA COMPANY                COMMON    191216100     29148    700000     SH          DEFINED     1,2       700000     0        0
COCA-COLA COMPANY                COMMON    191216100    100594   2415814     SH          DEFINED       16      783172     0  1632642
COCA-COLA COMPANY                COMMON    191216100      4635    111300     SH          DEFINED    16,9       111300     0        0
COCA-COLA COMPANY                COMMON    191216100        51      1217     SH          DEFINED    17,9         1217     0        0
COCA-COLA COMPANY                COMMON    191216100       312      7500     SH          DEFINED        2        7500     0        0
COCA-COLA COMPANY                COMMON    191216100      1639     39370     SH          DEFINED       24       39370     0        0
COCA-COLA COMPANY                COMMON    191216100     30623    735426     SH          DEFINED       25       94443     0   640983
COCA-COLA COMPANY                COMMON    191216100         0         1     SH          DEFINED        4           1     0        0
COCA-COLA COMPANY                COMMON    191216100       499     11980     SH          DEFINED    5,16            0     0    11980
COCA-COLA COMPANY                COMMON    191216100       165      3971     SH          DEFINED        6        3971     0        0
COCA-COLA COMPANY                COMMON    191216100      8789    211074     SH          DEFINED        7      211074     0        0
COCA-COLA COMPANY                COMMON    191216100      3005     72171     SH          DEFINED        9       72171     0        0
COCA-COLA ENTERPRISES            COMMON    191219104     17581    843200     SH          DEFINED        1      843200     0        0
COCA-COLA ENTERPRISES            COMMON    191219104       943     45213     SH          DEFINED       16       45013     0      200
COCA-COLA ENTERPRISES            COMMON    191219104        85      4100     SH          DEFINED    16,9         4100     0        0
COCA-COLA ENTERPRISES            COMMON    191219104      2706    129800     SH          DEFINED        2      129800     0        0
COCA-COLA ENTERPRISES            COMMON    191219104        10       500     SH          DEFINED        7         500     0        0
COCA-COLA FEMSA SA DE CV ADR     COMMON    191241108       309     13000     SH          DEFINED       10       13000     0        0
COCA COLA HELLENIC BTLNG-ADS     COMMON    1912EP104       133      5616     SH          DEFINED        4        5616     0        0
COGNEX CORP                      COMMON    192422103      6322    226600     SH          DEFINED        1      226600     0        0
COGNEX CORP                      COMMON    192422103      1733     62100     SH          DEFINED        2       62100     0        0
COGNEX CORP                      COMMON    192422103        84      3000     SH          DEFINED       25           0     0     3000
COGNEX CORP                      COMMON    192422103         6       227     SH          DEFINED        4         227     0        0
COGNIZANT TECH SOLUTIONS CRP     COMMON    192446102     40324    952600     SH          DEFINED        1      952600     0        0
COGNIZANT TECH SOLUTIONS CRP     COMMON    192446102      1816     42900     SH          DEFINED       16       42900     0        0
COGNIZANT TECH SOLUTIONS CRP     COMMON    192446102      4178     98700     SH          DEFINED   16,23        98700     0        0
COGNIZANT TECH SOLUTIONS CRP     COMMON    192446102      2667     63000     SH          DEFINED        2       63000     0        0
COGNIZANT TECH SOLUTIONS CRP     COMMON    192446102       184      4356     SH          DEFINED       25           0     0     4356
COGNIZANT TECH SOLUTIONS CRP     COMMON    192446102      7619    180000     SH          DEFINED        3      180000     0        0
COGNIZANT TECH SOLUTIONS CRP     COMMON    192446102     26694    630627     SH          DEFINED        7      630627     0        0
COGNOS INC                       COMMON    19244C109     25114    570000     SH          DEFINED        1      570000     0        0
COGNOS INC                       COMMON    19244C109       718     16300     SH          DEFINED       16       16300     0        0
COGNOS INC                       COMMON    19244C109      1793     40700     SH          DEFINED   16,23        40700     0        0
COGNOS INC                       COMMON    19244C109      1723     39100     SH          DEFINED        2       39100     0        0
COGNOS INC                       COMMON    19244C109     12463    282866     SH          DEFINED        7      282866     0        0



                                                                                           
COHERENT INC                     COMMON    192479103      4931    162000     SH          DEFINED       16       89700     0    72300
COHERENT INC                     COMMON    192479103       122      4000     SH          DEFINED   16,15         4000     0        0
COHERENT INC                     COMMON    192479103         6       200     SH          DEFINED       25           0     0      200
COHERENT INC                     COMMON    192479103       938     30800     SH          DEFINED    5,16        30800     0        0
COHERENT INC                     COMMON    192479103       119      3925     SH          DEFINED        7        3925     0        0
COHEN & STEERS QUAL INC RLTY C   COMMON    19247L106       124      6000     SH          DEFINED       25           0     0     6000
COHEN & STEERS QUAL INC RLTY C   COMMON    19247L106        41      2000     SH          DEFINED        7        2000     0        0
COHEN & STEERS ADV INC CF        COMMON    19247W102        12       550     SH          DEFINED       25           0     0      550
COHEN & STEERS REIT & PR CF      COMMON    19247X100         0         0     SH          DEFINED       16           0     0        0
COHEN & STEERS REIT & PR CF      COMMON    19247X100        23       858     SH          DEFINED       25           0     0      858
COHU INC                         COMMON    192576106        74      4000     SH          DEFINED       25           0     0     4000
COLDWATER CREEK INC              COMMON    193068103      9360    303200     SH          DEFINED        1      303200     0        0
COLDWATER CREEK INC              COMMON    193068103        22       700     SH          DEFINED       16         700     0        0
COLDWATER CREEK INC              COMMON    193068103      3505    113550     SH          DEFINED        2      113550     0        0
COLGATE-PALMOLIVE CO             COMMON    194162103     26905    525900     SH          DEFINED        1      525900     0        0
COLGATE-PALMOLIVE CO             COMMON    194162103      3387     66200     SH          DEFINED   10,16        66200     0        0
COLGATE-PALMOLIVE CO             COMMON    194162103      1389     27150     SH          DEFINED       13       27150     0        0
COLGATE-PALMOLIVE CO             COMMON    194162103     23526    459844     SH          DEFINED       16      450513     0     9331
COLGATE-PALMOLIVE CO             COMMON    194162103     16259    317800     SH          DEFINED        2      317800     0        0
COLGATE-PALMOLIVE CO             COMMON    194162103     89886   1756965     SH          DEFINED       25      173188     0  1583777
COLGATE-PALMOLIVE CO             COMMON    194162103       558     10900     SH          DEFINED    5,16            0     0    10900
COLGATE-PALMOLIVE CO             COMMON    194162103        37       725     SH          DEFINED        6         725     0        0
COLGATE-PALMOLIVE CO             COMMON    194162103      9170    179250     SH          DEFINED        7      179250     0        0
COLLEGE PARTNERSHIP INC          COMMON    194375101         3     29500     SH          DEFINED        7       29500     0        0
COLONIAL BANCGROUP INC           COMMON    195493309        97      4550     SH          DEFINED        7        4550     0        0
COLONIAL PROPERTIES TRUST        COMMON    195872106     37054    943578     SH          DEFINED       16      820378     0   123200
COLUMBIA BANKING SYSTEM INC      COMMON    197236102      1561     62465     SH          DEFINED       16       36110     0    26355
COLUMBIA BANKING SYSTEM INC      COMMON    197236102        35      1400     SH          DEFINED   16,15         1400     0        0
COLUMBIA BANKING SYSTEM INC      COMMON    197236102       465     18600     SH          DEFINED    5,16        18600     0        0
COLUMBIA SPORTSWEAR CO           COMMON    198516106      7141    119800     SH          DEFINED        1      119800     0        0
COLUMBIA SPORTSWEAR CO           COMMON    198516106        18       300     SH          DEFINED       16         300     0        0
COLUMBIA SPORTSWEAR CO           COMMON    198516106       775     13000     SH          DEFINED   16,15        13000     0        0
COLUMBIA SPORTSWEAR CO           COMMON    198516106        10       160     SH          DEFINED        4         160     0        0
COLUMBUS MCKINNON CORP/NY        COMMON    199333105      3523    406300     SH          DEFINED        1      406300     0        0
COMCAST CORP CL A                COMMON    20030N101     39145   1176242     SH          DEFINED        1     1175715     0      527
COMCAST CORP CL A                COMMON    20030N101      4812    144600     SH          DEFINED   10,16       144600     0        0
COMCAST CORP CL A                COMMON    20030N101      2004     60230     SH          DEFINED       13       60230     0        0
COMCAST CORP CL A                COMMON    20030N101     19812    595298     SH          DEFINED       16      593100     0     2198
COMCAST CORP CL A                COMMON    20030N101      2226     66900     SH          DEFINED   16,15        66900     0        0
COMCAST CORP CL A                COMMON    20030N101      2619     78700     SH          DEFINED   16,23        78700     0        0
COMCAST CORP CL A                COMMON    20030N101       383     11500     SH          DEFINED    16,9        11500     0        0
COMCAST CORP CL A                COMMON    20030N101      9178    275781     SH          DEFINED       25      125507     0   150274
COMCAST CORP CL A                COMMON    20030N101         7       197     SH          DEFINED        4         197     0        0
COMCAST CORP CL A                COMMON    20030N101        18       536     SH          DEFINED        6         536     0        0
COMCAST CORP CL A                COMMON    20030N101       527     15829     SH          DEFINED        7       15829     0        0
COMCAST CORP CL A                COMMON    20030N101      1345     40403     SH          DEFINED        9       40403     0        0
COMCAST CORP  SPECIAL CL A       COMMON    20030N200        30       920     SH          DEFINED    17,9          920     0        0
COMCAST CORP  SPECIAL CL A       COMMON    20030N200     14278    434760     SH          DEFINED       25      169218     0   265542
COMCAST CORP  SPECIAL CL A       COMMON    20030N200      2477     75425     SH          DEFINED        6       75425     0        0
COMCAST CORP  SPECIAL CL A       COMMON    20030N200     30665    933764     SH          DEFINED        7      933764     0        0
COMCAST CORP  SPECIAL CL A       COMMON    20030N200       909     27674     SH          DEFINED        9       27674     0        0
COMERICA INC                     COMMON    200340107     33283    545450     SH          DEFINED        1      545450     0        0
COMERICA INC                     COMMON    200340107       375      6150     SH          DEFINED     1,3         6150     0        0
COMERICA INC                     COMMON    200340107      1702     27900     SH          DEFINED   10,16        27900     0        0



                                                                                           
COMERICA INC                     COMMON    200340107       299      4900     SH          DEFINED    10,8         4900     0        0
COMERICA INC                     COMMON    200340107     29912    490205     SH          DEFINED       16      459205     0    31000
COMERICA INC                     COMMON    200340107       629     10300     SH          DEFINED   16,15        10300     0        0
COMERICA INC                     COMMON    200340107      1849     30300     SH          DEFINED    16,9        30300     0        0
COMERICA INC                     COMMON    200340107      2748     45030     SH          DEFINED        2       45030     0        0
COMERICA INC                     COMMON    200340107       316      5181     SH          DEFINED       24        5181     0        0
COMERICA INC                     COMMON    200340107        18       300     SH          DEFINED       25         300     0        0
COMERICA INC                     COMMON    200340107        10       158     SH          DEFINED        4         158     0        0
COMERICA INC                     COMMON    200340107       934     15300     SH          DEFINED    5,16        15300     0        0
COMERICA INC                     COMMON    200340107       159      2600     SH          DEFINED     5,2         2600     0        0
COMERICA INC                     COMMON    200340107      1211     19850     SH          DEFINED        7       19850     0        0
COMERICA INC                     COMMON    200340107       405      6633     SH          DEFINED        9        6633     0        0
COMMERCE BANCORP INC/NJ          COMMON    200519106      4740     73600     SH          DEFINED        1       73600     0        0
COMMERCE BANCORP INC/NJ          COMMON    200519106     32200    500000     SH          DEFINED     1,2       500000     0        0
COMMERCE BANCORP INC/NJ          COMMON    200519106      4901     76100     SH          DEFINED        2       76100     0        0
COMMERCE BANCORP INC/NJ          COMMON    200519106        26       400     SH          DEFINED        7         400     0        0
COMMERCE BANCORP INC/NJ          COMMON    200519106       168      2603     SH          DEFINED        9        2603     0        0
COMMERCE BANCSHARES INC          COMMON    200525103       227      4515     SH          DEFINED        1        4515     0        0
COMMERCE BANCSHARES INC          COMMON    200525103        96      1916     SH          DEFINED       25           0     0     1916
COMMERCE BANCSHARES INC          COMMON    200525103       376      7496     SH          DEFINED        7        7496     0        0
COMMERCE GROUP INC               COMMON    200641108      2368     38800     SH          DEFINED       16       22100     0    16700
COMMERCE GROUP INC               COMMON    200641108        55       900     SH          DEFINED   16,15          900     0        0
COMMERCE GROUP INC               COMMON    200641108       769     12600     SH          DEFINED    5,16        12600     0        0
COMMERCIAL CAPITAL BANCORP       COMMON    20162L105        14       625     SH          DEFINED        7         625     0        0
COMMERCIAL FEDERAL CORP          COMMON    201647104      3574    120300     SH          DEFINED       16       75000     0    45300
COMMERCIAL FEDERAL CORP          COMMON    201647104        74      2500     SH          DEFINED   16,15         2500     0        0
COMMERCIAL FEDERAL CORP          COMMON    201647104      1881     63300     SH          DEFINED    5,16        63300     0        0
COMMERCIAL FEDERAL CORP          COMMON    201647104        25       825     SH          DEFINED        7         825     0        0
COMMERCIAL METALS CO             COMMON    201723103      6927    137000     SH          DEFINED        1      137000     0        0
COMMERCIAL METALS CO             COMMON    201723103        95      1875     SH          DEFINED        7        1875     0        0
COMMERCIAL NET LEASE REALTY      COMMON    202218103     36357   1764900     SH          DEFINED       16     1563800     0   201100
COMMERCIAL NET LEASE REALTY      COMMON    202218103         8       400     SH          DEFINED        7         400     0        0
COMMONWEALTH TELEPHONE ENTRP     COMMON    203349105     12261    246900     SH          DEFINED       16      147100     0    99800
COMMONWEALTH TELEPHONE ENTRP     COMMON    203349105       268      5400     SH          DEFINED   16,15         5400     0        0
COMMONWEALTH TELEPHONE ENTRP     COMMON    203349105      3134     63100     SH          DEFINED    5,16        63100     0        0
COMMSCOPE INC                    COMMON    203372107      4517    239000     SH          DEFINED        1      239000     0        0
COMMSCOPE INC                    COMMON    203372107       134      7100     SH          DEFINED       10        7100     0        0
COMMSCOPE INC                    COMMON    203372107     12393    655700     SH          DEFINED       16      514700     0   141000
COMMSCOPE INC                    COMMON    203372107       113      6000     SH          DEFINED   16,15         6000     0        0
COMMSCOPE INC                    COMMON    203372107       197     10400     SH          DEFINED    16,9        10400     0        0
COMMSCOPE INC                    COMMON    203372107         2       100     SH          DEFINED       25           0     0      100
COMMSCOPE INC                    COMMON    203372107       735     38900     SH          DEFINED    5,16        38900     0        0
COMMUNITY HEALTH SYSTEMS         COMMON    203668108     70743   2537400     SH          DEFINED        1     2537400     0        0
COMMUNITY HEALTH SYSTEMS         COMMON    203668108      4271    153201     SH          DEFINED       10      153201     0        0
COMMUNITY HEALTH SYSTEMS         COMMON    203668108      1255     45000     SH          DEFINED   10,23        45000     0        0
COMMUNITY HEALTH SYSTEMS         COMMON    203668108      2869    102900     SH          DEFINED       16      102900     0        0
COMMUNITY HEALTH SYSTEMS         COMMON    203668108      7249    260000     SH          DEFINED   16,23       260000     0        0
COMMUNITY HEALTH SYSTEMS         COMMON    203668108      4971    178300     SH          DEFINED        2      178300     0        0
COMMUNITY HEALTH SYSTEMS         COMMON    203668108       237      8500     SH          DEFINED       21        8500     0        0
COMMUNITY HEALTH SYSTEMS         COMMON    203668108        10       374     SH          DEFINED        4         374     0        0
COMMUNITY HEALTH SYSTEMS         COMMON    203668108       258      9250     SH          DEFINED        7        9250     0        0
COMMUNITY TRUST BANCORP INC      COMMON    204149108      1002     30949     SH          DEFINED       16       17879     0    13070
COMMUNITY TRUST BANCORP INC      COMMON    204149108        23       700     SH          DEFINED   16,15          700     0        0
COMMUNITY TRUST BANCORP INC      COMMON    204149108       338     10450     SH          DEFINED    5,16        10450     0        0



                                                                                           
COMPANHIA ENERGETICA DE MINAS    COMMON    204409601      1644     67000     SH          DEFINED       10       67000     0        0
COMPANHIA ENERGETICA DE MINAS    COMMON    204409601       351     14300     SH          DEFINED   10,16        14300     0        0
COMPANHIA ENERGETICA DE MINAS    COMMON    204409601      1261     51400     SH          DEFINED   10,23        51400     0        0
COMPANHIA ENERGETICA DE MINAS    COMMON    204409601       442     18000     SH          DEFINED   13,15        18000     0        0
COMPANHIA ENERGETICA DE MINAS    COMMON    204409601      1656     67500     SH          DEFINED    5,13        67500     0        0
COMPANHIA BRASILEIRA DE DISTRB   COMMON    20440T201      7700    300800     SH          DEFINED        1      300800     0        0
COMPANHIA BRASILEIRA DE DISTRB   COMMON    20440T201       474     18500     SH          DEFINED       10       18500     0        0
CIA VALE DO RIO DOCE-ADR         COMMON    204412209      3670    126500     SH          DEFINED       10      126500     0        0
CIA VALE DO RIO DOCE-ADR         COMMON    204412209       255      8800     SH          DEFINED   10,16         8800     0        0
CIA VALE DO RIO DOCE-ADR         COMMON    204412209       635     21900     SH          DEFINED   10,23        21900     0        0
CIA VALE DO RIO DOCE-ADR         COMMON    204412209       331     11400     SH          DEFINED   13,15        11400     0        0
CIA VALE DO RIO DOCE-ADR         COMMON    204412209       986     34000     SH          DEFINED    5,13        34000     0        0
CIA VALE DO RIO DOCE-ADR         COMMON    204412209      2124     73200     SH          DEFINED        7       73200     0        0
COMPANHIA DE BEBIDAS ADR         COMMON    20441W203     28710   1013430     SH          DEFINED        1     1013430     0        0
COMPANHIA DE BEBIDAS ADR         COMMON    20441W203       150      5300     SH          DEFINED     1,3         5300     0        0
COMPANHIA DE BEBIDAS ADR         COMMON    20441W203      1756     62000     SH          DEFINED       10       62000     0        0
COMPANHIA DE BEBIDAS ADR         COMMON    20441W203       300     10600     SH          DEFINED   10,16        10600     0        0
COMPANHIA DE BEBIDAS ADR         COMMON    20441W203       666     23500     SH          DEFINED   10,23        23500     0        0
COMPANHIA DE BEBIDAS ADR         COMMON    20441W203       295     10400     SH          DEFINED   13,15        10400     0        0
COMPANHIA DE BEBIDAS ADR         COMMON    20441W203        16       550     SH          DEFINED       16         550     0        0
COMPANHIA DE BEBIDAS ADR         COMMON    20441W203       871     30730     SH          DEFINED   16,15        30730     0        0
COMPANHIA DE BEBIDAS ADR         COMMON    20441W203       397     14000     SH          DEFINED        2       14000     0        0
COMPANIA DE MINAS BUENAVENTURA   COMMON    204448104      5565    243000     SH          DEFINED        1      243000     0        0
COMPANIA DE MINAS BUENAVENTURA   COMMON    204448104       550     24000     SH          DEFINED       10       24000     0        0
COMPANIA DE MINAS BUENAVENTURA   COMMON    204448104       998     43600     SH          DEFINED       16       43600     0        0
COMPANIA DE TELECOMUNICS CHILE   COMMON    204449300       781     69500     SH          DEFINED       10       69500     0        0
COMPANIA DE TELECOMUNICS CHILE   COMMON    204449300       162     14400     SH          DEFINED   10,16        14400     0        0
COMPANIA DE TELECOMUNICS CHILE   COMMON    204449300       450     40000     SH          DEFINED   10,23        40000     0        0
COMPANIA DE TELECOMUNICS CHILE   COMMON    204449300       266     23700     SH          DEFINED   13,15        23700     0        0
COMPASS BANCSHARES INC           COMMON    20449H109     35242    724100     SH          DEFINED        1      724100     0        0
COMPASS BANCSHARES INC           COMMON    20449H109       408      8375     SH          DEFINED     1,3         8375     0        0
COMPASS BANCSHARES INC           COMMON    20449H109       292      6000     SH          DEFINED   10,16         6000     0        0
COMPASS BANCSHARES INC           COMMON    20449H109        54      1100     SH          DEFINED    10,8         1100     0        0
COMPASS BANCSHARES INC           COMMON    20449H109      3628     74553     SH          DEFINED       16       68553     0     6000
COMPASS BANCSHARES INC           COMMON    20449H109       107      2200     SH          DEFINED   16,15         2200     0        0
COMPASS BANCSHARES INC           COMMON    20449H109       759     15600     SH          DEFINED    16,9        15600     0        0
COMPASS BANCSHARES INC           COMMON    20449H109      2935     60300     SH          DEFINED        2       60300     0        0
COMPASS BANCSHARES INC           COMMON    20449H109      8308    170700     SH          DEFINED        3      170700     0        0
COMPASS BANCSHARES INC           COMMON    20449H109         9       194     SH          DEFINED        4         194     0        0
COMPASS BANCSHARES INC           COMMON    20449H109       161      3300     SH          DEFINED    5,16         3300     0        0
COMPASS BANCSHARES INC           COMMON    20449H109       175      3600     SH          DEFINED     5,2         3600     0        0
COMPASS BANCSHARES INC           COMMON    20449H109        10       200     SH          DEFINED        6         200     0        0
COMPASS BANCSHARES INC           COMMON    20449H109       231      4741     SH          DEFINED        9        4741     0        0
COMPETITIVE TECHNOLOGIES INC     COMMON    204512107       111     10000     SH          DEFINED       25       10000     0        0
COMPASS MINERALS INTERNATIONAL   COMMON    20451N101      7584    313000     SH          DEFINED        1      313000     0        0
COMPASS MINERALS INTERNATIONAL   COMMON    20451N101      5323    219700     SH          DEFINED       16      131600     0    88100
COMPASS MINERALS INTERNATIONAL   COMMON    20451N101       116      4800     SH          DEFINED   16,15         4800     0        0
COMPASS MINERALS INTERNATIONAL   COMMON    20451N101      1323     54600     SH          DEFINED    5,16        54600     0        0
COMPASS MINERALS INTERNATIONAL   COMMON    20451N101        16       675     SH          DEFINED        6         675     0        0
COMPASS MINERALS INTERNATIONAL   COMMON    20451N101      3460    142815     SH          DEFINED        7      142815     0        0
COMPUCREDIT CORP                 COMMON    20478N100      4024    147200     SH          DEFINED       16       96900     0    50300
COMPUCREDIT CORP                 COMMON    20478N100        77      2800     SH          DEFINED   16,15         2800     0        0
COMPUCREDIT CORP                 COMMON    20478N100       968     35400     SH          DEFINED    5,16        35400     0        0
COMPUTER ASSOCIATES INTL INC     COMMON    204912109    680812  21919255     SH          DEFINED        1    21918400     0      855



                                                                                           
COMPUTER ASSOCIATES INTL INC     COMMON    204912109     43360   1396000     SH          DEFINED     1,2      1396000     0        0
COMPUTER ASSOCIATES INTL INC     COMMON    204912109       730     23500     SH          DEFINED     1,3        23500     0        0
COMPUTER ASSOCIATES INTL INC     COMMON    204912109     12514    402898     SH          DEFINED       16      395598     0     7300
COMPUTER ASSOCIATES INTL INC     COMMON    204912109      3084     99300     SH          DEFINED   16,23        99300     0        0
COMPUTER ASSOCIATES INTL INC     COMMON    204912109       453     14600     SH          DEFINED    16,9        14600     0        0
COMPUTER ASSOCIATES INTL INC     COMMON    204912109     14817    477050     SH          DEFINED        2      477050     0        0
COMPUTER ASSOCIATES INTL INC     COMMON    204912109       311     10000     SH          DEFINED    2,23        10000     0        0
COMPUTER ASSOCIATES INTL INC     COMMON    204912109        25       808     SH          DEFINED       24         808     0        0
COMPUTER ASSOCIATES INTL INC     COMMON    204912109       143      4605     SH          DEFINED       25           0     0     4605
COMPUTER ASSOCIATES INTL INC     COMMON    204912109     89554   2883262     SH          DEFINED        4     2883262     0        0
COMPUTER ASSOCIATES INTL INC     COMMON    204912109       332     10700     SH          DEFINED     5,2        10700     0        0
COMPUTER ASSOCIATES INTL INC     COMMON    204912109       165      5300     SH          DEFINED        7        5300     0        0
COMPUTER ASSOCIATES INTL INC     COMMON    204912109       647     20830     SH          DEFINED        9       20830     0        0
COMPUTER SCIENCES CORP           COMMON    205363104     10019    177740     SH          DEFINED        1      177270     0      470
COMPUTER SCIENCES CORP           COMMON    205363104       148      2620     SH          DEFINED   10,16         2620     0        0
COMPUTER SCIENCES CORP           COMMON    205363104      4112     72954     SH          DEFINED       16       64954     0     8000
COMPUTER SCIENCES CORP           COMMON    205363104      1009     17900     SH          DEFINED    16,9        17900     0        0
COMPUTER SCIENCES CORP           COMMON    205363104      2487     44120     SH          DEFINED        2       44120     0        0
COMPUTER SCIENCES CORP           COMMON    205363104       192      3400     SH          DEFINED       24        3400     0        0
COMPUTER SCIENCES CORP           COMMON    205363104        60      1070     SH          DEFINED       25           0     0     1070
COMPUTER SCIENCES CORP           COMMON    205363104        50       879     SH          DEFINED        4         879     0        0
COMPUTER SCIENCES CORP           COMMON    205363104       269      4780     SH          DEFINED        7        4780     0        0
COMPUTER SCIENCES CORP           COMMON    205363104       428      7587     SH          DEFINED        9        7587     0        0
COMPUWARE CORP                   COMMON    205638109        47      7300     SH          DEFINED       10        7300     0        0
COMPUWARE CORP                   COMMON    205638109      2856    445494     SH          DEFINED       16      412294     0    33200
COMPUWARE CORP                   COMMON    205638109         1       140     SH          DEFINED       25           0     0      140
COMPUWARE CORP                   COMMON    205638109        20      3100     SH          DEFINED    5,16         3100     0        0
COMPUWARE CORP                   COMMON    205638109        73     11412     SH          DEFINED        9       11412     0        0
COMSTOCK HOMEBUILDING COS-A      COMMON    205684103        10       475     SH          DEFINED        7         475     0        0
COMSTOCK RESOURCES INC           COMMON    205768203      4756    215700     SH          DEFINED        1      215700     0        0
COMVERSE TECHNOLOGY INC          COMMON    205862402    112572   4604160     SH          DEFINED        1     4604160     0        0
COMVERSE TECHNOLOGY INC          COMMON    205862402     61125   2500000     SH          DEFINED     1,2      2500000     0        0
COMVERSE TECHNOLOGY INC          COMMON    205862402       359     14700     SH          DEFINED       10       14700     0        0
COMVERSE TECHNOLOGY INC          COMMON    205862402     26992   1103986     SH          DEFINED       16      996686     0   107300
COMVERSE TECHNOLOGY INC          COMMON    205862402      5716    233770     SH          DEFINED   16,23       233770     0        0
COMVERSE TECHNOLOGY INC          COMMON    205862402      1156     47300     SH          DEFINED    16,9        47300     0        0
COMVERSE TECHNOLOGY INC          COMMON    205862402     15237    623170     SH          DEFINED        2      597870     0    25300
COMVERSE TECHNOLOGY INC          COMMON    205862402      1443     59000     SH          DEFINED       21       59000     0        0
COMVERSE TECHNOLOGY INC          COMMON    205862402       175      7169     SH          DEFINED       24        7169     0        0
COMVERSE TECHNOLOGY INC          COMMON    205862402        21       845     SH          DEFINED        4         845     0        0
COMVERSE TECHNOLOGY INC          COMMON    205862402       154      6300     SH          DEFINED    5,16         6300     0        0
COMVERSE TECHNOLOGY INC          COMMON    205862402        81      3310     SH          DEFINED        9        3310     0        0
CONAGRA FOODS INC                COMMON    205887102      1439     48869     SH          DEFINED       16       48869     0        0
CONAGRA FOODS INC                COMMON    205887102       207      7045     SH          DEFINED       25           0     0     7045
CONAGRA FOODS INC                COMMON    205887102        93      3150     SH          DEFINED        7        3150     0        0
CONAGRA FOODS INC                COMMON    205887102       516     17534     SH          DEFINED        9       17534     0        0
CONCEPTUS INC                    COMMON    206016107      2029    250000     SH          DEFINED        1      250000     0        0
CONCEPTUS INC                    COMMON    206016107         4       500     SH          DEFINED       25           0     0      500
CONEXANT SYSTEMS INC             COMMON    207142100       169     84696     SH          DEFINED       25           0     0    84696
CONNECTICS CORP                  COMMON    208192104       911     37500     SH          DEFINED       16       20400     0    17100
CONNECTICS CORP                  COMMON    208192104        22       900     SH          DEFINED   16,15          900     0        0
CONNECTICS CORP                  COMMON    208192104      4409    181500     SH          DEFINED        3      181500     0        0
CONNECTICS CORP                  COMMON    208192104       121      5000     SH          DEFINED    5,16         5000     0        0
CONOCOPHILLIPS                   COMMON    20825C104     39998    460650     SH          DEFINED        1      460650     0        0



                                                                                           
CONOCOPHILLIPS                   COMMON    20825C104     34732    400000     SH          DEFINED     1,2       400000     0        0
CONOCOPHILLIPS                   COMMON    20825C104       127      1460     SH          DEFINED   10,16         1460     0        0
CONOCOPHILLIPS                   COMMON    20825C104      6174     71102     SH          DEFINED       16       71102     0        0
CONOCOPHILLIPS                   COMMON    20825C104      1954     22500     SH          DEFINED   16,15        22500     0        0
CONOCOPHILLIPS                   COMMON    20825C104       339      3900     SH          DEFINED    16,9         3900     0        0
CONOCOPHILLIPS                   COMMON    20825C104      5223     60150     SH          DEFINED        2       60150     0        0
CONOCOPHILLIPS                   COMMON    20825C104     10792    124285     SH          DEFINED       25       20891     0   103394
CONOCOPHILLIPS                   COMMON    20825C104      3165     36450     SH          DEFINED        7       36450     0        0
CONOCOPHILLIPS                   COMMON    20825C104       125      1435     SH          DEFINED        9        1435     0        0
CONSOL ENERGY INC                COMMON    20854P109     11617    283000     SH          DEFINED        1      283000     0        0
CONSOL ENERGY INC                COMMON    20854P109      1437     35000     SH          DEFINED   16,15        35000     0        0
CONSOL ENERGY INC                COMMON    20854P109       460     11200     SH          DEFINED       25       11200     0        0
CONSOLIDATED EDISON INC          COMMON    209115104      1006     23000     SH          DEFINED       16       23000     0        0
CONSOLIDATED EDISON INC          COMMON    209115104       261      5968     SH          DEFINED       25         937     0     5031
CONSOLIDATED EDISON INC          COMMON    209115104        13       300     SH          DEFINED        6         300     0        0
CONSOLIDATED EDISON INC          COMMON    209115104        37       850     SH          DEFINED        7         850     0        0
CONSOLIDATED EDISON INC          COMMON    209115104       339      7738     SH          DEFINED        9        7738     0        0
CONSOLIDATED GRAPHICS INC        COMMON    209341106      2167     47213     SH          DEFINED       16       27100     0    20113
CONSOLIDATED GRAPHICS INC        COMMON    209341106        50      1100     SH          DEFINED   16,15         1100     0        0
CONSOLIDATED GRAPHICS INC        COMMON    209341106       647     14100     SH          DEFINED    5,16        14100     0        0
CONSTELLATION BRANDS INC CL A    COMMON    21036P108     18018    387400     SH          DEFINED        1      387400     0        0
CONSTELLATION BRANDS INC CL A    COMMON    21036P108       153      3300     SH          DEFINED        2        3300     0        0
CONSTELLATION BRANDS INC CL A    COMMON    21036P108       140      3000     SH          DEFINED       25           0     0     3000
CONSTELLATION ENERGY GROUP       COMMON    210371100       184      4200     SH          DEFINED       10        4200     0        0
CONSTELLATION ENERGY GROUP       COMMON    210371100      5372    122900     SH          DEFINED   10,16       122900     0        0
CONSTELLATION ENERGY GROUP       COMMON    210371100       446     10200     SH          DEFINED    10,8        10200     0        0
CONSTELLATION ENERGY GROUP       COMMON    210371100      1185     27120     SH          DEFINED       13       27120     0        0
CONSTELLATION ENERGY GROUP       COMMON    210371100     55912   1279150     SH          DEFINED       16     1195637     0    83513
CONSTELLATION ENERGY GROUP       COMMON    210371100       922     21100     SH          DEFINED   16,15        21100     0        0
CONSTELLATION ENERGY GROUP       COMMON    210371100      3195     73100     SH          DEFINED    16,9        73100     0        0
CONSTELLATION ENERGY GROUP       COMMON    210371100       424      9699     SH          DEFINED       24        9699     0        0
CONSTELLATION ENERGY GROUP       COMMON    210371100       201      4594     SH          DEFINED       25        1800     0     2794
CONSTELLATION ENERGY GROUP       COMMON    210371100      1456     33300     SH          DEFINED    5,16        33300     0        0
CONSTELLATION ENERGY GROUP       COMMON    210371100        38       872     SH          DEFINED        6         872     0        0
CONSTELLATION ENERGY GROUP       COMMON    210371100       425      9720     SH          DEFINED        7        9720     0        0
CONSTELLATION ENERGY GROUP       COMMON    210371100       346      7927     SH          DEFINED        9        7927     0        0
CONTINENTAL AIRLINES CL B        COMMON    210795308       253     18700     SH          DEFINED       16       18700     0        0
CONVERGYS CORP                   COMMON    212485106        60      3980     SH          DEFINED        1           0     0     3980
CONVERGYS CORP                   COMMON    212485106       418     27882     SH          DEFINED       16       27882     0        0
PEPSICO(CNVTLT)CVT PV 144A 2.0   CONVERT   212573AA7     13807  14125000     SH          DEFINED       16     2125000     0 12000000
COOPER CAMERON CORP              COMMON    216640102     40863    759400     SH          DEFINED        1      759400     0        0
COOPER CAMERON CORP              COMMON    216640102         0         8     SH          DEFINED       16           8     0        0
COOPER CAMERON CORP              COMMON    216640102      1141     21200     SH          DEFINED   16,15        21200     0        0
COOPER CAMERON CORP              COMMON    216640102        24       454     SH          DEFINED    17,9          454     0        0
COOPER CAMERON CORP              COMMON    216640102      3729     69300     SH          DEFINED        2       69300     0        0
COOPER CAMERON CORP              COMMON    216640102        16       296     SH          DEFINED        4         296     0        0
COOPER COMPANIES INC             COMMON    216648402     51022    722800     SH          DEFINED        1      722800     0        0
COOPER COMPANIES INC             COMMON    216648402      1158     16400     SH          DEFINED       16       10300     0     6100
COOPER COMPANIES INC             COMMON    216648402      1482     21000     SH          DEFINED   16,23        21000     0        0
COOPER COMPANIES INC             COMMON    216648402      3162     44800     SH          DEFINED        2       37500     0     7300
COOPER COMPANIES INC             COMMON    216648402      7927    112300     SH          DEFINED        3      112300     0        0
COOPER TIRE & RUBBER             COMMON    216831107       153      7117     SH          DEFINED       16        7117     0        0
COOPER TIRE & RUBBER             COMMON    216831107        24      1133     SH          DEFINED       25           0     0     1133
COOPER TIRE & RUBBER             COMMON    216831107        62      2900     SH          DEFINED        7        2900     0        0



                                                                                           
COORS (ADOLPH)  CL B             COMMON    217016104       367      4854     SH          DEFINED       16        4854     0        0
COPANO ENERGY LLC                COMMON    217202100       570     20000     SH          DEFINED        7       20000     0        0
COPART INC                       COMMON    217204106       766     29100     SH          DEFINED        1       29100     0        0
CORGENTECH INC                   COMMON    21872P105     13828   1670000     SH          DEFINED        1     1670000     0        0
CORGENTECH INC                   COMMON    21872P105       828    100000     SH          DEFINED    12,2       100000     0        0
CORGENTECH INC                   COMMON    21872P105       720     87000     SH          DEFINED       16       87000     0        0
CORGENTECH INC                   COMMON    21872P105      1755    212000     SH          DEFINED   16,23       212000     0        0
CORGENTECH INC                   COMMON    21872P105       108     13000     SH          DEFINED        2       13000     0        0
CORGENTECH INC                   COMMON    21872P105        62      7500     SH          DEFINED       21        7500     0        0
CORINTHIAN COLLEGES INC          COMMON    218868107      4939    262090     SH          DEFINED        1      262090     0        0
CORINTHIAN COLLEGES INC          COMMON    218868107        23      1200     SH          DEFINED       25           0     0     1200
CORINTHIAN COLLEGES INC          COMMON    218868107        59      3125     SH          DEFINED        7        3125     0        0
CORIXA CORP                      COMMON    21887F100         8      2208     SH          DEFINED       16           0     0     2208
CORIXA CORP                      COMMON    21887F100       101     27734     SH          DEFINED       19           0     0    27734
CORN PRODUCTS INTL INC           COMMON    219023108       118      2200     SH          DEFINED       10        2200     0        0
CORN PRODUCTS INTL INC           COMMON    219023108     11681    218100     SH          DEFINED       16      207700     0    10400
CORN PRODUCTS INTL INC           COMMON    219023108       498      9300     SH          DEFINED    16,9         9300     0        0
CORN PRODUCTS INTL INC           COMMON    219023108       129      2403     SH          DEFINED       25           0     0     2403
CORN PRODUCTS INTL INC           COMMON    219023108       273      5100     SH          DEFINED    5,16         5100     0        0
CORN PRODUCTS INTL INC           COMMON    219023108        11       200     SH          DEFINED        7         200     0        0
CORNERSTONE REALTY INCOME TR     COMMON    21922V102       507     50800     SH          DEFINED       16       50800     0        0
CORNERSTONE REALTY INCOME TR     COMMON    21922V102         1        82     SH          DEFINED       25           0     0       82
CORNING INC                      COMMON    219350105     31288   2658260     SH          DEFINED        1     2658260     0        0
CORNING INC                      COMMON    219350105      2527    214734     SH          DEFINED       16      190034     0    24700
CORNING INC                      COMMON    219350105      3194    271390     SH          DEFINED   16,23       271390     0        0
CORNING INC                      COMMON    219350105       101      8600     SH          DEFINED    16,9         8600     0        0
CORNING INC                      COMMON    219350105       351     29800     SH          DEFINED        2           0     0    29800
CORNING INC                      COMMON    219350105      2166    184000     SH          DEFINED       21      184000     0        0
CORNING INC                      COMMON    219350105      1106     93936     SH          DEFINED       25       33600     0    60336
CORNING INC                      COMMON    219350105         1        68     SH          DEFINED        4          68     0        0
CORNING INC                      COMMON    219350105       184     15622     SH          DEFINED        7       15622     0        0
CORNING INC                      COMMON    219350105       508     43150     SH          DEFINED        9       43150     0        0
CORPORATE EXECUTIVE BOARD CO     COMMON    21988R102     16066    240000     SH          DEFINED        1      240000     0        0
CORPORATE EXECUTIVE BOARD CO     COMMON    21988R102       120      1800     SH          DEFINED       10        1800     0        0
CORPORATE EXECUTIVE BOARD CO     COMMON    21988R102     26678    398531     SH          DEFINED       16      327211     0    71320
CORPORATE EXECUTIVE BOARD CO     COMMON    21988R102       348      5200     SH          DEFINED    16,9         5200     0        0
CORPORATE EXECUTIVE BOARD CO     COMMON    21988R102      7839    117100     SH          DEFINED        2      117100     0        0
CORPORATE EXECUTIVE BOARD CO     COMMON    21988R102        17       250     SH          DEFINED       25           0     0      250
CORPORATE EXECUTIVE BOARD CO     COMMON    21988R102       853     12750     SH          DEFINED    5,16        12750     0        0
CORPORATE EXECUTIVE BOARD CO     COMMON    21988R102     10186    152170     SH          DEFINED        7      152170     0        0
CORPORATE HIGH YIELD FD III CF   COMMON    219925104         2       200     SH          DEFINED       25           0     0      200
CORPORATE OFFICE PROPERTIES      COMMON    22002T108      3563    121400     SH          DEFINED       16       87600     0    33800
CORPORATE OFFICE PROPERTIES      COMMON    22002T108        56      1900     SH          DEFINED   16,15         1900     0        0
CORPORATE OFFICE PROPERTIES      COMMON    22002T108      1652     56300     SH          DEFINED    5,16        56300     0        0
CORRECTIONAL PROPERTIES TRST     COMMON    22025E104       896     31010     SH          DEFINED       16          10     0    31000
CORRECTIONS CORP OF AMERICA      COMMON    22025Y407     51527   1273850     SH          DEFINED        1     1273850     0        0
CORRECTIONS CORP OF AMERICA      COMMON    22025Y407       507     12540     SH          DEFINED       16          40     0    12500
CORRECTIONS CORP OF AMERICA      COMMON    22025Y407      3248     80300     SH          DEFINED        2       64700     0    15600
CORRECTIONS CORP OF AMERICA      COMMON    22025Y407        67      1658     SH          DEFINED        7        1658     0        0
CORUS BANCSHARES INC             COMMON    220873103      3433     71500     SH          DEFINED        1       71500     0        0
CORUS BANCSHARES INC             COMMON    220873103      3308     68900     SH          DEFINED       16       40000     0    28900
CORUS BANCSHARES INC             COMMON    220873103        77      1600     SH          DEFINED   16,15         1600     0        0
CORUS BANCSHARES INC             COMMON    220873103      1047     21800     SH          DEFINED    5,16        21800     0        0
CORUS ENTERTAINMENT INC CL B     COMMON    220874101      2077    100000     SH          DEFINED        3      100000     0        0



                                                                                           
COSI INC                         COMMON    22122P101      3703    612011     SH          DEFINED       19           0     0   612011
COSTCO WHOLESALE CORP            COMMON    22160K105    117894   2435330     SH          DEFINED        1     2435330     0        0
COSTCO WHOLESALE CORP            COMMON    22160K105     37518    775000     SH          DEFINED     1,2       775000     0        0
COSTCO WHOLESALE CORP            COMMON    22160K105     15220    314400     SH          DEFINED     1,3       314400     0        0
COSTCO WHOLESALE CORP            COMMON    22160K105       294      6080     SH          DEFINED   10,16         6080     0        0
COSTCO WHOLESALE CORP            COMMON    22160K105      4386     90600     SH          DEFINED    10,2        90600     0        0
COSTCO WHOLESALE CORP            COMMON    22160K105      1559     32200     SH          DEFINED   10,23        32200     0        0
COSTCO WHOLESALE CORP            COMMON    22160K105     15916    328772     SH          DEFINED       16      306872     0    21900
COSTCO WHOLESALE CORP            COMMON    22160K105      2275     47000     SH          DEFINED    16,9        47000     0        0
COSTCO WHOLESALE CORP            COMMON    22160K105        17       361     SH          DEFINED    17,9          361     0        0
COSTCO WHOLESALE CORP            COMMON    22160K105     30958    639500     SH          DEFINED        2      639500     0        0
COSTCO WHOLESALE CORP            COMMON    22160K105       339      7000     SH          DEFINED       24        7000     0        0
COSTCO WHOLESALE CORP            COMMON    22160K105      9316    192434     SH          DEFINED       25       17155     0   175279
COSTCO WHOLESALE CORP            COMMON    22160K105    164057   3388900     SH          DEFINED        3     3388900     0        0
COSTCO WHOLESALE CORP            COMMON    22160K105        52      1064     SH          DEFINED        4        1064     0        0
COSTCO WHOLESALE CORP            COMMON    22160K105       847     17500     SH          DEFINED        7       17500     0        0
COSTCO WHOLESALE CORP            COMMON    22160K105       806     16655     SH          DEFINED        9       16655     0        0
COSTAR GROUP INC                 COMMON    22160N109     32721    708550     SH          DEFINED        1      708550     0        0
COSTAR GROUP INC                 COMMON    22160N109      8499    184050     SH          DEFINED        2      184050     0        0
COSTCO WHOLESALE(COST) CVT 0.0   CONVERT   22160QAC6     36629  33375000     SH          DEFINED       16     4725000     0 28650000
COTT CORPORATION                 COMMON    22163N106      6556    265100     SH          DEFINED        1      265100     0        0
COTT CORPORATION                 COMMON    22163N106      4940    199770     SH          DEFINED        7      199770     0        0
COUNTRYWIDE FINANCIAL CORP       COMMON    222372104     31346    846963     SH          DEFINED        1      844778     0     2185
COUNTRYWIDE FINANCIAL CORP       COMMON    222372104      5878    158810     SH          DEFINED   10,16       158810     0        0
COUNTRYWIDE FINANCIAL CORP       COMMON    222372104       999     27000     SH          DEFINED    10,8        27000     0        0
COUNTRYWIDE FINANCIAL CORP       COMMON    222372104        40      1086     SH          DEFINED       12        1086     0        0
COUNTRYWIDE FINANCIAL CORP       COMMON    222372104       342      9240     SH          DEFINED    12,9         9240     0        0
COUNTRYWIDE FINANCIAL CORP       COMMON    222372104     54956   1484907     SH          DEFINED       16     1358102     0   126805
COUNTRYWIDE FINANCIAL CORP       COMMON    222372104      2091     56500     SH          DEFINED   16,15        56500     0        0
COUNTRYWIDE FINANCIAL CORP       COMMON    222372104      1480     40000     SH          DEFINED    16,9        40000     0        0
COUNTRYWIDE FINANCIAL CORP       COMMON    222372104        25       688     SH          DEFINED    17,9          688     0        0
COUNTRYWIDE FINANCIAL CORP       COMMON    222372104      3460     93500     SH          DEFINED        2       93500     0        0
COUNTRYWIDE FINANCIAL CORP       COMMON    222372104      2160     58375     SH          DEFINED       24       58375     0        0
COUNTRYWIDE FINANCIAL CORP       COMMON    222372104       118      3198     SH          DEFINED       25           0     0     3198
COUNTRYWIDE FINANCIAL CORP       COMMON    222372104        65      1752     SH          DEFINED        4        1752     0        0
COUNTRYWIDE FINANCIAL CORP       COMMON    222372104      3090     83500     SH          DEFINED    5,16        83500     0        0
COUNTRYWIDE FINANCIAL CORP       COMMON    222372104       101      2732     SH          DEFINED        7        2732     0        0
COUNTRYWIDE FINANCIAL CORP       COMMON    222372104       389     10500     SH          DEFINED        8       10500     0        0
COUNTRYWIDE FINANCIAL CORP       COMMON    222372104      1956     52857     SH          DEFINED        9       52857     0        0
COUNTRYWIDE FINANCIAL CORP       COMMON    222372104       332      8980     SH          DEFINED    9,14         8980     0        0
COUSINS PROPERTIES INC           COMMON    222795106      6817    225200     SH          DEFINED       16      134700     0    90500
COUSINS PROPERTIES INC           COMMON    222795106       124      4100     SH          DEFINED   16,15         4100     0        0
COUSINS PROPERTIES INC           COMMON    222795106      1665     55000     SH          DEFINED    5,16        55000     0        0
COUSINS PROPERTIES INC           COMMON    222795106       104      3433     SH          DEFINED        7        3433     0        0
COUSINS PROPERTIES CUM SER B 7   PREFERRED 222795403      7000    280000     SH          DEFINED       16      280000     0        0
COVANCE INC                      COMMON    222816100     18840    486200     SH          DEFINED        1      486200     0        0
COVANCE INC                      COMMON    222816100      3627     93600     SH          DEFINED        2       93600     0        0
COVANCE INC                      COMMON    222816100         7       183     SH          DEFINED       25           0     0      183
COVANCE INC                      COMMON    222816100         8       207     SH          DEFINED        4         207     0        0
COVANCE INC                      COMMON    222816100        14       356     SH          DEFINED        7         356     0        0
COVANSYS CORPORATION             COMMON    22281W103      1666    108900     SH          DEFINED       16       61300     0    47600
COVANSYS CORPORATION             COMMON    22281W103        40      2600     SH          DEFINED   16,15         2600     0        0
COVANSYS CORPORATION             COMMON    22281W103       415     27100     SH          DEFINED    5,16        27100     0        0
COVENTRY HEALTH CARE INC         COMMON    222862104     14477    272735     SH          DEFINED        1      271900     0      835



                                                                                           
COVENTRY HEALTH CARE INC         COMMON    222862104       159      3000     SH          DEFINED       10        3000     0        0
COVENTRY HEALTH CARE INC         COMMON    222862104      2930     55200     SH          DEFINED   10,16        55200     0        0
COVENTRY HEALTH CARE INC         COMMON    222862104       520      9800     SH          DEFINED    10,8         9800     0        0
COVENTRY HEALTH CARE INC         COMMON    222862104        82      1544     SH          DEFINED       12        1544     0        0
COVENTRY HEALTH CARE INC         COMMON    222862104       730     13756     SH          DEFINED    12,9        13756     0        0
COVENTRY HEALTH CARE INC         COMMON    222862104     49769    937625     SH          DEFINED       16      857525     0    80100
COVENTRY HEALTH CARE INC         COMMON    222862104      1083     20400     SH          DEFINED   16,15        20400     0        0
COVENTRY HEALTH CARE INC         COMMON    222862104      1091     20550     SH          DEFINED    16,9        20550     0        0
COVENTRY HEALTH CARE INC         COMMON    222862104       461      8680     SH          DEFINED       24        8680     0        0
COVENTRY HEALTH CARE INC         COMMON    222862104        40       750     SH          DEFINED       25         750     0        0
COVENTRY HEALTH CARE INC         COMMON    222862104      1672     31500     SH          DEFINED    5,16        31500     0        0
COVENTRY HEALTH CARE INC         COMMON    222862104        42       800     SH          DEFINED        7         800     0        0
COVENTRY HEALTH CARE INC         COMMON    222862104       180      3400     SH          DEFINED        8        3400     0        0
COVENTRY HEALTH CARE INC         COMMON    222862104      2295     43244     SH          DEFINED        9       43244     0        0
COVENTRY HEALTH CARE INC         COMMON    222862104       555     10450     SH          DEFINED    9,14        10450     0        0
COX RADIO INC CL A               COMMON    224051102       989     60000     SH          DEFINED        1       60000     0        0
COX RADIO INC CL A               COMMON    224051102       224     13600     SH          DEFINED       16       13600     0        0
COX RADIO INC CL A               COMMON    224051102       158      9600     SH          DEFINED    16,9         9600     0        0
COX RADIO INC CL A               COMMON    224051102      3296    200000     SH          DEFINED        3      200000     0        0
COX RADIO INC CL A               COMMON    224051102         8       476     SH          DEFINED        4         476     0        0
CRANE CO                         COMMON    224399105       118      4100     SH          DEFINED       16        4100     0        0
CRANE CO                         COMMON    224399105        80      2764     SH          DEFINED        7        2764     0        0
CREDIT SUISSE GROUP ADR          COMMON    225401108     13540    320920     SH          DEFINED       13      304295     0    16625
CREDIT SUISSE GROUP ADR          COMMON    225401108     35475    840839     SH          DEFINED       16      810807     0    30032
CREE INC                         COMMON    225447101       441     11000     SH          DEFINED       10       11000     0        0
CREE INC                         COMMON    225447101        69      1723     SH          DEFINED       12        1723     0        0
CREE INC                         COMMON    225447101       614     15319     SH          DEFINED    12,9        15319     0        0
CREE INC                         COMMON    225447101     24353    607600     SH          DEFINED       16      556700     0    50900
CREE INC                         COMMON    225447101       192      4800     SH          DEFINED    16,9         4800     0        0
CREE INC                         COMMON    225447101       806     20112     SH          DEFINED       24       20112     0        0
CREE INC                         COMMON    225447101        28       700     SH          DEFINED       25         700     0        0
CREE INC                         COMMON    225447101       188      4700     SH          DEFINED    5,16         4700     0        0
CREE INC                         COMMON    225447101      2707     67538     SH          DEFINED        9       67538     0        0
CREE INC                         COMMON    225447101       513     12787     SH          DEFINED    9,14        12787     0        0
CRESCENT REAL ESTATE EQT CO      COMMON    225756105     11434    626200     SH          DEFINED       16      588900     0    37300
CRESCENT REAL ESTATE EQT CO      COMMON    225756105        18      1000     SH          DEFINED       25           0     0     1000
CROMPTON CORP                    COMMON    227116100         4       368     SH          DEFINED        7         368     0        0
CROWN CASTLE INTL CORP           COMMON    228227104       168     10100     SH          DEFINED       10       10100     0        0
CROWN CASTLE INTL CORP           COMMON    228227104      9506    571300     SH          DEFINED       16      524900     0    46400
CROWN CASTLE INTL CORP           COMMON    228227104       271     16300     SH          DEFINED    16,9        16300     0        0
CROWN CASTLE INTL CORP           COMMON    228227104        72      4300     SH          DEFINED    5,16         4300     0        0
CROWN CASTLE INTL CORP           COMMON    228227104         8       500     SH          DEFINED        7         500     0        0
CROWN HOLDINGS INC               COMMON    228368106       583     42400     SH          DEFINED       16       42400     0        0
CROWN HOLDINGS INC               COMMON    228368106       170     12346     SH          DEFINED        7       12346     0        0
CRT PROPERTIES INC               COMMON    22876P109      5223    218900     SH          DEFINED       16      189200     0    29700
CRT PROPERTIES INC               COMMON    22876P109       169      7100     SH          DEFINED    5,16         7100     0        0
CRYPTOLOGIC INC                  COMMON    228906103      7025    282090     SH          DEFINED        1      282090     0        0
CRYPTOLOGIC INC                  COMMON    228906103       199      8000     SH          DEFINED        2        8000     0        0
CRYSTALLEX INTL CORP             COMMON    22942F101      4550   1273400     SH          DEFINED     1,3      1273400     0        0
CRYSTALLEX INTL CORP             COMMON    22942F101        47     13100     SH          DEFINED        2       13100     0        0
CISCO SYS(EXCHTR) 144A CVT 0.0   CONVERT   22943BAA7     25433  19550000     SH          DEFINED       16     2275000     0 17275000
CUBIC CORP                       COMMON    229669106        18       725     SH          DEFINED        7         725     0        0
CUBIST PHARMACEUTICALS INC       COMMON    229678107     32045   2708800     SH          DEFINED        1     2708800     0        0
CUBIST PHARMACEUTICALS INC       COMMON    229678107      1810    153000     SH          DEFINED    12,2       153000     0        0



                                                                                           
CUBIST PHARMACEUTICALS INC       COMMON    229678107      1978    167200     SH          DEFINED       16      167200     0        0
CUBIST PHARMACEUTICALS INC       COMMON    229678107      4956    418900     SH          DEFINED   16,23       418900     0        0
CUBIST PHARMACEUTICALS INC       COMMON    229678107      1706    144200     SH          DEFINED        2      144200     0        0
CUBIST PHARMACEUTICALS INC       COMMON    229678107       154     13000     SH          DEFINED       21       13000     0        0
CULLEN/FROST BANKERS INC         COMMON    229899109     21297    438200     SH          DEFINED        1      438200     0        0
CULLEN/FROST BANKERS INC         COMMON    229899109       714     14700     SH          DEFINED       16       14700     0        0
CULP INC                         COMMON    230215105      2061    304019     SH          DEFINED        7      304019     0        0
CUMMINS ENGINE                   COMMON    231021106       771      9200     SH          DEFINED        1        9200     0        0
CUMMINS ENGINE                   COMMON    231021106       385      4600     SH          DEFINED       10        4600     0        0
CUMMINS ENGINE                   COMMON    231021106      1207     14400     SH          DEFINED   10,16        14400     0        0
CUMMINS ENGINE                   COMMON    231021106       209      2500     SH          DEFINED    10,8         2500     0        0
CUMMINS ENGINE                   COMMON    231021106     36199    432023     SH          DEFINED       16      395423     0    36600
CUMMINS ENGINE                   COMMON    231021106       444      5300     SH          DEFINED   16,15         5300     0        0
CUMMINS ENGINE                   COMMON    231021106      1089     13000     SH          DEFINED    16,9        13000     0        0
CUMMINS ENGINE                   COMMON    231021106       192      2290     SH          DEFINED       24        2290     0        0
CUMMINS ENGINE                   COMMON    231021106       821      9800     SH          DEFINED    5,16         9800     0        0
CUMMINS ENGINE                   COMMON    231021106        34       400     SH          DEFINED        9         400     0        0
CUMULUS MEDIA INC CL A           COMMON    231082108      2639    175000     SH          DEFINED        1      175000     0        0
CUMULUS MEDIA INC CL A           COMMON    231082108     20391   1352205     SH          DEFINED        7     1352205     0        0
CURTISS-WRIGHT CORP              COMMON    231561101      4960     86400     SH          DEFINED        1       86400     0        0
CURTISS-WRIGHT CORP              COMMON    231561101       931     16223     SH          DEFINED       24       16223     0        0
CURTISS-WRIGHT CORP              COMMON    231561101        80      1400     SH          DEFINED       25           0     0     1400
CURTIS-WRIGHT CORP CL B          COMMON    231561408        61      1084     SH          DEFINED        7        1084     0        0
CYBERSOURCE CORP                 COMMON    23251J106      2500    349700     SH          DEFINED        1      349700     0        0
CYBERSOURCE CORP                 COMMON    23251J106         1       100     SH          DEFINED        4         100     0        0
CYBERONICS                       COMMON    23251P102         2       100     SH          DEFINED       25         100     0        0
CYBERONICS                       COMMON    23251P102        13       650     SH          DEFINED        7         650     0        0
CYMER INC                        COMMON    232572107     16312    552200     SH          DEFINED        1      552200     0        0
CYMER INC                        COMMON    232572107      5170    175000     SH          DEFINED        2      175000     0        0
CYMER INC                        COMMON    232572107        55      1850     SH          DEFINED        7        1850     0        0
CYPRESS BIOSCIENCE INC           COMMON    232674507        14      1000     SH          DEFINED       25           0     0     1000
CYPRESS SEMICONDUCTOR CORP       COMMON    232806109      9986    851300     SH          DEFINED       10      851300     0        0
CYPRESS SEMICONDUCTOR CORP       COMMON    232806109       704     60000     SH          DEFINED   10,23        60000     0        0
CYPRESS SEMICONDUCTOR CORP       COMMON    232806109        19      1600     SH          DEFINED       16        1600     0        0
CYPRESS SEMICONDUCTOR CORP       COMMON    232806109         7       600     SH          DEFINED       25           0     0      600
CYPRESS SEMICONDUCTOR CORP       COMMON    232806109         1       100     SH          DEFINED        7         100     0        0
CYTEC INDUSTRIES INC             COMMON    232820100         9       171     SH          DEFINED       25         171     0        0
CYTEC INDUSTRIES INC             COMMON    232820100       226      4389     SH          DEFINED        7        4389     0        0
CYTYC CORPORATION                COMMON    232946103     19467    706100     SH          DEFINED        1      706100     0        0
CYTYC CORPORATION                COMMON    232946103       157      5700     SH          DEFINED       16        5700     0        0
CYTYC CORPORATION                COMMON    232946103       146      5300     SH          DEFINED    16,9         5300     0        0
CYTYC CORPORATION                COMMON    232946103      2299     83400     SH          DEFINED        2       83400     0        0
CYTYC CORPORATION                COMMON    232946103     72513   2630150     SH          DEFINED        3     2630150     0        0
CYTYC CORPORATION                COMMON    232946103      8766    317937     SH          DEFINED        7      317937     0        0
DJ ORTHOPEDICS INC               COMMON    23325G104      2140     99900     SH          DEFINED       16       56500     0    43400
DJ ORTHOPEDICS INC               COMMON    23325G104        51      2400     SH          DEFINED   16,15         2400     0        0
DJ ORTHOPEDICS INC               COMMON    23325G104       529     24700     SH          DEFINED    5,16        24700     0        0
DNP SELECT INCOME FUND INC       COMMON    23325P104        90      7562     SH          DEFINED       25           0     0     7562
DNP SELECT INCOME FUND INC       COMMON    23325P104         2       161     SH          DEFINED        7         161     0        0
DPL INC                          COMMON    233293109     10961    436500     SH          DEFINED        1      436500     0        0
DPL INC                          COMMON    233293109        23       900     SH          DEFINED       16         900     0        0
DPL INC                          COMMON    233293109      1768     70400     SH          DEFINED        2       70400     0        0
DPL INC                          COMMON    233293109       390     15550     SH          DEFINED       25           0     0    15550
D.R. HORTON INC                  COMMON    23331A109     11246    279000     SH          DEFINED        1      279000     0        0



                                                                                           
D.R. HORTON INC                  COMMON    23331A109        46      1139     SH          DEFINED       24        1139     0        0
D.R. HORTON INC                  COMMON    23331A109       366      9069     SH          DEFINED        9        9069     0        0
DST SYSTEMS INC                  COMMON    233326107     65492   1256570     SH          DEFINED        1     1256570     0        0
DST SYSTEMS INC                  COMMON    233326107      1261     24200     SH          DEFINED       16       18100     0     6100
DST SYSTEMS INC                  COMMON    233326107      2288     43900     SH          DEFINED   16,23        43900     0        0
DST SYSTEMS INC                  COMMON    233326107      2241     43000     SH          DEFINED        2       35400     0     7600
DSP GROUP INC                    COMMON    23332B106      4750    212700     SH          DEFINED        1      212700     0        0
DTE ENERGY COMPANY               COMMON    233331107      3817     88500     SH          DEFINED        1       88000     0      500
DTE ENERGY COMPANY               COMMON    233331107       793     18385     SH          DEFINED       16       18385     0        0
DTE ENERGY COMPANY               COMMON    233331107       289      6700     SH          DEFINED       25        5700     0     1000
DTE ENERGY COMPANY               COMMON    233331107        17       400     SH          DEFINED        7         400     0        0
DTE ENERGY COMPANY               COMMON    233331107       262      6083     SH          DEFINED        9        6083     0        0
DTE ENERGY COMPANY CVP(DTE) 8.   CONVERT   233331206        13       500     SH          DEFINED        6         500     0        0
DTE ENERGY COMPANY CVP(DTE) 8.   CONVERT   233331206       133      5100     SH          DEFINED        7        5100     0        0
DADE BEHRING HOLDINGS INC        COMMON    23342J206       151      2700     SH          DEFINED       10        2700     0        0
DADE BEHRING HOLDINGS INC        COMMON    23342J206     21902    391100     SH          DEFINED       16      315700     0    75400
DADE BEHRING HOLDINGS INC        COMMON    23342J206       174      3100     SH          DEFINED   16,15         3100     0        0
DADE BEHRING HOLDINGS INC        COMMON    23342J206       274      4900     SH          DEFINED    16,9         4900     0        0
DADE BEHRING HOLDINGS INC        COMMON    23342J206       913     16300     SH          DEFINED    5,16        16300     0        0
DAKTRONICS INC                   COMMON    234264109      7547    303200     SH          DEFINED        1      303200     0        0
DAKTRONICS INC                   COMMON    234264109      2818    113200     SH          DEFINED        2      113200     0        0
DAN RIVER INC CLASS A            COMMON    235774106         0      5000     SH          DEFINED        7        5000     0        0
DANA CORP                        COMMON    235811106       384     22133     SH          DEFINED       16       22133     0        0
DANA CORP                        COMMON    235811106        18      1058     SH          DEFINED        7        1058     0        0
DANAHER CORP                     COMMON    235851102    100310   1747260     SH          DEFINED        1     1747260     0        0
DANAHER CORP                     COMMON    235851102     78939   1375000     SH          DEFINED     1,2      1375000     0        0
DANAHER CORP                     COMMON    235851102       471      8200     SH          DEFINED   10,16         8200     0        0
DANAHER CORP                     COMMON    235851102        69      1200     SH          DEFINED    10,8         1200     0        0
DANAHER CORP                     COMMON    235851102        58      1012     SH          DEFINED       12        1012     0        0
DANAHER CORP                     COMMON    235851102       529      9210     SH          DEFINED    12,9         9210     0        0
DANAHER CORP                     COMMON    235851102     16772    292137     SH          DEFINED       16      260637     0    31500
DANAHER CORP                     COMMON    235851102       149      2600     SH          DEFINED   16,15         2600     0        0
DANAHER CORP                     COMMON    235851102      1889     32900     SH          DEFINED    16,9        32900     0        0
DANAHER CORP                     COMMON    235851102     34478    600550     SH          DEFINED        2      600550     0        0
DANAHER CORP                     COMMON    235851102       377      6570     SH          DEFINED       24        6570     0        0
DANAHER CORP                     COMMON    235851102       310      5400     SH          DEFINED       25           0     0     5400
DANAHER CORP                     COMMON    235851102      1188     20700     SH          DEFINED        3       20700     0        0
DANAHER CORP                     COMMON    235851102        10       177     SH          DEFINED        4         177     0        0
DANAHER CORP                     COMMON    235851102       218      3800     SH          DEFINED    5,16         3800     0        0
DANAHER CORP                     COMMON    235851102     10960    190914     SH          DEFINED        7      190914     0        0
DANAHER CORP                     COMMON    235851102      3606     62810     SH          DEFINED        9       62810     0        0
DANAHER CORP                     COMMON    235851102       106      1842     SH          DEFINED    9,11         1842     0        0
DANAHER CORP                     COMMON    235851102       414      7213     SH          DEFINED    9,14         7213     0        0
DARDEN RESTAURANTS INC           COMMON    237194105     11124    401000     SH          DEFINED        1      401000     0        0
DARDEN RESTAURANTS INC           COMMON    237194105       416     15000     SH          DEFINED   10,16        15000     0        0
DARDEN RESTAURANTS INC           COMMON    237194105        75      2700     SH          DEFINED    10,8         2700     0        0
DARDEN RESTAURANTS INC           COMMON    237194105      3047    109859     SH          DEFINED       16       99959     0     9900
DARDEN RESTAURANTS INC           COMMON    237194105       155      5600     SH          DEFINED   16,15         5600     0        0
DARDEN RESTAURANTS INC           COMMON    237194105       430     15500     SH          DEFINED        2       15500     0        0
DARDEN RESTAURANTS INC           COMMON    237194105       250      9000     SH          DEFINED       25        6000     0     3000
DARDEN RESTAURANTS INC           COMMON    237194105        26       920     SH          DEFINED        4         920     0        0
DARDEN RESTAURANTS INC           COMMON    237194105       227      8200     SH          DEFINED    5,16         8200     0        0
DARDEN RESTAURANTS INC           COMMON    237194105       160      5760     SH          DEFINED        7        5760     0        0
DARDEN RESTAURANTS INC           COMMON    237194105       453     16329     SH          DEFINED        9       16329     0        0



                                                                                           
DARDEN RESTAURANTS INC           COMMON    237194105        19       689     SH          DEFINED    9,11          689     0        0
DATASCOPE CORP                   COMMON    238113104      2274     57288     SH          DEFINED        1       57288     0        0
DAVE & BUSTER'S INC              COMMON    23833N104      2212    109500     SH          DEFINED       16       62400     0    47100
DAVE & BUSTER'S INC              COMMON    23833N104        53      2600     SH          DEFINED   16,15         2600     0        0
DAVE & BUSTER'S INC              COMMON    23833N104        12       615     SH          DEFINED       25           0     0      615
DAVE & BUSTER'S INC              COMMON    23833N104       687     34000     SH          DEFINED    5,16        34000     0        0
DAVITA INC                       COMMON    23918K108     65436   1655350     SH          DEFINED        1     1655350     0        0
DAVITA INC                       COMMON    23918K108      5557    140580     SH          DEFINED       16      103820     0    36760
DAVITA INC                       COMMON    23918K108      1700     43000     SH          DEFINED   16,23        43000     0        0
DAVITA INC                       COMMON    23918K108       332      8400     SH          DEFINED    16,9         8400     0        0
DAVITA INC                       COMMON    23918K108      4443    112400     SH          DEFINED        2      112400     0        0
DAVITA INC                       COMMON    23918K108        87      2200     SH          DEFINED       21        2200     0        0
DAVITA INC                       COMMON    23918K108        47      1200     SH          DEFINED        7        1200     0        0
DEAN FOODS CO                    COMMON    242370104        18       558     SH          DEFINED       25           0     0      558
DEAN FOODS CO                    COMMON    242370104       362     10990     SH          DEFINED        7       10990     0        0
DEAN FOODS CO                    COMMON    242370104       161      4879     SH          DEFINED        9        4879     0        0
DECKERS OUTDOORS CORP            COMMON    243537107       117      2500     SH          DEFINED       16        1800     0      700
DECKERS OUTDOORS CORP            COMMON    243537107      1034     22000     SH          DEFINED       25       22000     0        0
DECODE GENETICS INC              COMMON    243586104       208     26600     SH          DEFINED       16       25000     0     1600
DEERE & CO                       COMMON    244199105     27730    372710     SH          DEFINED        1      372200     0      510
DEERE & CO                       COMMON    244199105     74400   1000000     SH          DEFINED     1,2      1000000     0        0
DEERE & CO                       COMMON    244199105      2589     34800     SH          DEFINED   10,16        34800     0        0
DEERE & CO                       COMMON    244199105       164      2200     SH          DEFINED    10,8         2200     0        0
DEERE & CO                       COMMON    244199105    159549   2144476     SH          DEFINED       16     1485887   130   658459
DEERE & CO                       COMMON    244199105       342      4600     SH          DEFINED   16,15         4600     0        0
DEERE & CO                       COMMON    244199105      1101     14800     SH          DEFINED   16,23        14800     0        0
DEERE & CO                       COMMON    244199105      2262     30400     SH          DEFINED    16,9        30400     0        0
DEERE & CO                       COMMON    244199105     11301    151900     SH          DEFINED        2      151900     0        0
DEERE & CO                       COMMON    244199105       346      4644     SH          DEFINED       24        4644     0        0
DEERE & CO                       COMMON    244199105     12623    169658     SH          DEFINED       25       35883     0   133775
DEERE & CO                       COMMON    244199105      1281     17220     SH          DEFINED    5,16        17220     0        0
DEERE & CO                       COMMON    244199105       141      1899     SH          DEFINED        7        1899     0        0
DEERE & CO                       COMMON    244199105       573      7700     SH          DEFINED        8        7700     0        0
DEERE & CO                       COMMON    244199105      1019     13698     SH          DEFINED        9       13698     0        0
DEERE & CO                       COMMON    244199105        29       393     SH          DEFINED    9,11          393     0        0
DEL MONTE FOODS CO               COMMON    24522P103         0         0     SH          DEFINED       16           0     0        0
DEL MONTE FOODS CO               COMMON    24522P103        75      6811     SH          DEFINED       25        5026     0     1785
DEL MONTE FOODS CO               COMMON    24522P103        63      5684     SH          DEFINED        7        5684     0        0
DELL INC                         COMMON    24702R101    313381   7436670     SH          DEFINED        1     7436670     0        0
DELL INC                         COMMON    24702R101    219128   5200000     SH          DEFINED     1,2      5200000     0        0
DELL INC                         COMMON    24702R101     18158    430900     SH          DEFINED     1,3       430900     0        0
DELL INC                         COMMON    24702R101      3565     84600     SH          DEFINED   10,16        84600     0        0
DELL INC                         COMMON    24702R101      4981    118200     SH          DEFINED    10,2       118200     0        0
DELL INC                         COMMON    24702R101       964     22878     SH          DEFINED    12,9        22878     0        0
DELL INC                         COMMON    24702R101    357840   8491687     SH          DEFINED       16     6369718   480  2121489
DELL INC                         COMMON    24702R101      9610    228050     SH          DEFINED   16,23       228050     0        0
DELL INC                         COMMON    24702R101      6460    153300     SH          DEFINED    16,9       153300     0        0
DELL INC                         COMMON    24702R101        51      1219     SH          DEFINED    17,9         1219     0        0
DELL INC                         COMMON    24702R101     77671   1843165     SH          DEFINED        2     1843165     0        0
DELL INC                         COMMON    24702R101      1601     38000     SH          DEFINED       21       38000     0        0
DELL INC                         COMMON    24702R101      3955     93854     SH          DEFINED       24       93854     0        0
DELL INC                         COMMON    24702R101     36355    862710     SH          DEFINED       25      159013     0   703697
DELL INC                         COMMON    24702R101     19772    469200     SH          DEFINED        3      469200     0        0
DELL INC                         COMMON    24702R101       144      3408     SH          DEFINED        4        3408     0        0



                                                                                           
DELL INC                         COMMON    24702R101      3076     72990     SH          DEFINED    5,16        59660     0    13330
DELL INC                         COMMON    24702R101      3923     93093     SH          DEFINED        6       93093     0        0
DELL INC                         COMMON    24702R101     43778   1038860     SH          DEFINED        7     1038860     0        0
DELL INC                         COMMON    24702R101      7614    180694     SH          DEFINED        9      180694     0        0
DELL INC                         COMMON    24702R101       106      2505     SH          DEFINED    9,11         2505     0        0
DELL INC                         COMMON    24702R101       739     17531     SH          DEFINED    9,14        17531     0        0
DELPHI CORP                      COMMON    247126105        47      5160     SH          DEFINED        1           0     0     5160
DELPHI CORP                      COMMON    247126105       596     66091     SH          DEFINED       16       65261     0      830
DELPHI CORP                      COMMON    247126105        15      1661     SH          DEFINED       25           0     0     1661
DELPHI CORP                      COMMON    247126105        14      1583     SH          DEFINED        7        1583     0        0
DELPHI CORP                      COMMON    247126105       171     18931     SH          DEFINED        9       18931     0        0
DELPHI FINANCIAL GROUP CL A      COMMON    247131105        18       400     SH          DEFINED        7         400     0        0
DELTA & PINE LAND CO             COMMON    247357106      2600     95300     SH          DEFINED        3       95300     0        0
DELTA AIR LINES INC              COMMON    247361108        92     12327     SH          DEFINED       16       12327     0        0
DELTA AIR LINES INC              COMMON    247361108         8      1113     SH          DEFINED       25           0     0     1113
DELTA GALIL INDUSTRIES ADR       COMMON    247637101        52      5000     SH          DEFINED       25        5000     0        0
DENBURY RESOURCES INC            COMMON    247916208      1098     40000     SH          DEFINED        1       40000     0        0
DENBURY RESOURCES INC            COMMON    247916208       657     23950     SH          DEFINED       10       23950     0        0
DENBURY RESOURCES INC            COMMON    247916208      1095     39900     SH          DEFINED    10,2        39900     0        0
DENBURY RESOURCES INC            COMMON    247916208       522     19000     SH          DEFINED        2       19000     0        0
DELUXE CORP                      COMMON    248019101        97      2610     SH          DEFINED        1         220     0     2390
DELUXE CORP                      COMMON    248019101     10268    275057     SH          DEFINED       16      266839     0     8218
DELUXE CORP                      COMMON    248019101       351      9404     SH          DEFINED       25           0     0     9404
DELUXE CORP                      COMMON    248019101       406     10865     SH          DEFINED    5,16            0     0    10865
DELUXE CORP                      COMMON    248019101        37      1000     SH          DEFINED        7        1000     0        0
DENDRITE INTERNATIONAL INC       COMMON    248239105      3317    171000     SH          DEFINED       16       92200     0    78800
DENDRITE INTERNATIONAL INC       COMMON    248239105        85      4400     SH          DEFINED   16,15         4400     0        0
DENDRITE INTERNATIONAL INC       COMMON    248239105       421     21700     SH          DEFINED    5,16        21700     0        0
DENDRITE INTERNATIONAL INC       COMMON    248239105        71      3650     SH          DEFINED        7        3650     0        0
DENDREON CORP                    COMMON    24823Q107         4       350     SH          DEFINED       25           0     0      350
DENTSPLY INTERNATIONAL INC       COMMON    249030107     15750    280248     SH          DEFINED        1      280248     0        0
DENTSPLY INTERNATIONAL INC       COMMON    249030107       281      5000     SH          DEFINED       16        5000     0        0
DENTSPLY INTERNATIONAL INC       COMMON    249030107       674     12000     SH          DEFINED   16,23        12000     0        0
DENTSPLY INTERNATIONAL INC       COMMON    249030107       118      2100     SH          DEFINED    16,9         2100     0        0
DENTSPLY INTERNATIONAL INC       COMMON    249030107       736     13100     SH          DEFINED        2       13100     0        0
DENTSPLY INTERNATIONAL INC       COMMON    249030107        39       700     SH          DEFINED       25         100     0      600
DENTSPLY INTERNATIONAL INC       COMMON    249030107     84174   1497750     SH          DEFINED        3     1497750     0        0
DENTSPLY INTERNATIONAL INC       COMMON    249030107        58      1025     SH          DEFINED        7        1025     0        0
DEPARTMENT 56 INC                COMMON    249509100       638     38300     SH          DEFINED       16       23300     0    15000
DEPARTMENT 56 INC                COMMON    249509100        13       800     SH          DEFINED   16,15          800     0        0
DEPARTMENT 56 INC                COMMON    249509100       291     17500     SH          DEFINED    5,16        17500     0        0
DEUTSCHE TELEKOM AG ADR          COMMON    251566105        48      2100     SH          DEFINED       25        1700     0      400
DEUTSCHE TELEKOM AG ADR          COMMON    251566105       167      7379     SH          DEFINED        4        7379     0        0
DEVELOPERS DIVERS REALTY CRP     COMMON    251591103    160318   3613218     SH          DEFINED       16     2471544     0  1141674
DEVELOPERS DIVERS REALTY CRP     COMMON    251591103        42       937     SH          DEFINED       25           0     0      937
DEVELOPERS DIVERS REALTY CRP     COMMON    251591103     12069    272000     SH          DEFINED    5,16       272000     0        0
DEVELOPERS DIVERS REALTY CRP     COMMON    251591103      6412    144504     SH          DEFINED        7      144504     0        0
DEVON ENERGY CORPORATION         COMMON    25179M103     31331    805000     SH          DEFINED        1      805000     0        0
DEVON ENERGY CORPORATION         COMMON    25179M103     54488   1400000     SH          DEFINED     1,2      1400000     0        0
DEVON ENERGY CORPORATION         COMMON    25179M103      5017    128900     SH          DEFINED   10,16       128900     0        0
DEVON ENERGY CORPORATION         COMMON    25179M103      2100     53950     SH          DEFINED       13       53950     0        0
DEVON ENERGY CORPORATION         COMMON    25179M103     22654    582057     SH          DEFINED       16      570339     0    11718
DEVON ENERGY CORPORATION         COMMON    25179M103      1362     35000     SH          DEFINED   16,15        35000     0        0
DEVON ENERGY CORPORATION         COMMON    25179M103      8259    212200     SH          DEFINED        2      212200     0        0



                                                                                           
DEVON ENERGY CORPORATION         COMMON    25179M103        27       685     SH          DEFINED       24         685     0        0
DEVON ENERGY CORPORATION         COMMON    25179M103       434     11156     SH          DEFINED       25           0     0    11156
DEVON ENERGY CORPORATION         COMMON    25179M103      3967    101918     SH          DEFINED        3      101918     0        0
DEVON ENERGY CORPORATION         COMMON    25179M103         9       225     SH          DEFINED        4         225     0        0
DEVON ENERGY CORPORATION         COMMON    25179M103       431     11076     SH          DEFINED    5,16            0     0    11076
DEVON ENERGY CORPORATION         COMMON    25179M103     12884    331034     SH          DEFINED        7      331034     0        0
DEVON ENERGY CORPORATION         COMMON    25179M103       550     14132     SH          DEFINED        9       14132     0        0
DEX MEDIA INC                    COMMON    25212E100      2973    119130     SH          DEFINED        7      119130     0        0
DIAGEO PLC ADR                   COMMON    25243Q205     24792    428335     SH          DEFINED       13      406545     0    21790
DIAGEO PLC ADR                   COMMON    25243Q205     54383    939586     SH          DEFINED       16      907761     0    31825
DIAGEO PLC ADR                   COMMON    25243Q205        29       500     SH          DEFINED       25           0     0      500
DIAGEO PLC ADR                   COMMON    25243Q205      2085     36025     SH          DEFINED        7       36025     0        0
DIAGNOSTIC PRODUCTS CORP         COMMON    252450101        87      1575     SH          DEFINED        7        1575     0        0
DIAMOND OFFSHORE DRILLING        COMMON    25271C102         3        83     SH          DEFINED       16          83     0        0
DIAMOND OFFSHORE DRILLING        COMMON    25271C102        12       300     SH          DEFINED       25           0     0      300
DIAMOND OFFSHORE DRILLING        COMMON    25271C102         4       112     SH          DEFINED        4         112     0        0
DIAMONDS TRUST SERIES I ETF      COMMON    252787106       635      5906     SH          DEFINED       25        5101     0      805
DIAMONDCLUSTER INTL INC CL A     COMMON    25278P106       361     25200     SH          DEFINED       16       13400     0    11800
DIAMONDCLUSTER INTL INC CL A     COMMON    25278P106         9       600     SH          DEFINED   16,15          600     0        0
DIAMONDCLUSTER INTL INC CL A     COMMON    25278P106        40      2800     SH          DEFINED    5,16         2800     0        0
DICKS SPORTING GOODS INC         COMMON    253393102       253      7200     SH          DEFINED       10        7200     0        0
DICKS SPORTING GOODS INC         COMMON    253393102     13547    385400     SH          DEFINED       16      352300     0    33100
DICKS SPORTING GOODS INC         COMMON    253393102       109      3100     SH          DEFINED    5,16         3100     0        0
DIEBOLD INC                      COMMON    253651103     59107   1060600     SH          DEFINED        1     1060600     0        0
DIEBOLD INC                      COMMON    253651103       736     13200     SH          DEFINED     1,3        13200     0        0
DIEBOLD INC                      COMMON    253651103      1232     22102     SH          DEFINED       16       22102     0        0
DIEBOLD INC                      COMMON    253651103      5423     97300     SH          DEFINED        2       97300     0        0
DIEBOLD INC                      COMMON    253651103       542      9725     SH          DEFINED       25        1000     0     8725
DIEBOLD INC                      COMMON    253651103     34059    611137     SH          DEFINED        4      611137     0        0
DIEBOLD INC                      COMMON    253651103       312      5600     SH          DEFINED     5,2         5600     0        0
DIEBOLD INC                      COMMON    253651103       242      4350     SH          DEFINED        7        4350     0        0
DIGENE CORP                      COMMON    253752109      6694    256000     SH          DEFINED        1      256000     0        0
DIGENE CORP                      COMMON    253752109         6       215     SH          DEFINED        4         215     0        0
DIGI INTERNATIONAL INC           COMMON    253798102      3197    186000     SH          DEFINED       16      104900     0    81100
DIGI INTERNATIONAL INC           COMMON    253798102        77      4500     SH          DEFINED   16,15         4500     0        0
DIGI INTERNATIONAL INC           COMMON    253798102        22      1300     SH          DEFINED       25           0     0     1300
DIGI INTERNATIONAL INC           COMMON    253798102       935     54400     SH          DEFINED    5,16        54400     0        0
DIGITAL INSIGHT                  COMMON    25385P106      2973    161600     SH          DEFINED        1      161600     0        0
DIGITAL INSIGHT                  COMMON    25385P106       359     19525     SH          DEFINED       19           0     0    19525
DIGITAL REALTY TRUST INC         COMMON    253868103      2939    218200     SH          DEFINED       16      218200     0        0
DIGITAL RIVER INC                COMMON    25388B104     10727    257800     SH          DEFINED        1      257800     0        0
DIGITAL RIVER INC                COMMON    25388B104        12       300     SH          DEFINED       16         300     0        0
DIGITAL RIVER INC                COMMON    25388B104      2763     66400     SH          DEFINED        2       66400     0        0
DIGITAS INC                      COMMON    25388K104      8546    894900     SH          DEFINED        1      894900     0        0
DIGITAS INC                      COMMON    25388K104       393     41200     SH          DEFINED       16       22900     0    18300
DIGITAS INC                      COMMON    25388K104         9       900     SH          DEFINED   16,15          900     0        0
DIGITAS INC                      COMMON    25388K104        50      5200     SH          DEFINED    5,16         5200     0        0
DIME COMMUNITY BANCSHARES        COMMON    253922108        70      3900     SH          DEFINED       16        3900     0        0
DIME COMMUNITY BANCSHARES        COMMON    253922108       170      9500     SH          DEFINED    5,16         9500     0        0
DIME COMMUNITY BANCSHARES        COMMON    253922108        95      5301     SH          DEFINED        7        5301     0        0
DILLARDS INC CL A                COMMON    254067101       124      4600     SH          DEFINED       10        4600     0        0
DILLARDS INC CL A                COMMON    254067101      9712    361436     SH          DEFINED       16      301336     0    60100
DILLARDS INC CL A                COMMON    254067101        56      2100     SH          DEFINED   16,15         2100     0        0
DILLARDS INC CL A                COMMON    254067101       116      4300     SH          DEFINED    16,9         4300     0        0



                                                                                           
DILLARDS INC CL A                COMMON    254067101       333     12400     SH          DEFINED    5,16        12400     0        0
DIME BANCORP- LITIGATION TRACK   COMMON    25429Q110         5     27926     SH          DEFINED       25       27926     0        0
DIONEX CORP                      COMMON    254546104      2023     35700     SH          DEFINED        1       35700     0        0
DIONEX CORP                      COMMON    254546104       465      8200     SH          DEFINED       16        5000     0     3200
DIONEX CORP                      COMMON    254546104        11       200     SH          DEFINED   16,15          200     0        0
DIONEX CORP                      COMMON    254546104       170      3000     SH          DEFINED    5,16         3000     0        0
DIONEX CORP                      COMMON    254546104        98      1725     SH          DEFINED        7        1725     0        0
DIRECTV GROUP INC/THE            COMMON    25459L106      2747    164120     SH          DEFINED        1      164120     0        0
DIRECTV GROUP INC/THE            COMMON    25459L106         7       446     SH          DEFINED       16         446     0        0
DIRECTV GROUP INC/THE            COMMON    25459L106       363     21712     SH          DEFINED   16,15        21712     0        0
DIRECTV GROUP INC/THE            COMMON    25459L106        98      5839     SH          DEFINED       24        5839     0        0
DIRECTV GROUP INC/THE            COMMON    25459L106       124      7409     SH          DEFINED       25           0     0     7409
DIRECTV GROUP INC/THE            COMMON    25459L106         1        38     SH          DEFINED        7          38     0        0
DIRECTV GROUP INC/THE            COMMON    25459L106       328     19579     SH          DEFINED        9       19579     0        0
DISCOVERY PARTNERS INTL          COMMON    254675101        41      8679     SH          DEFINED       16           0     0     8679
DISCOVERY PARTNERS INTL          COMMON    254675101       536    113752     SH          DEFINED       19           0     0   113752
THE WALT DISNEY CO               COMMON    254687106    363385  13071414     SH          DEFINED        1    13069719     0     1695
THE WALT DISNEY CO               COMMON    254687106     22240    800000     SH          DEFINED     1,2       800000     0        0
THE WALT DISNEY CO               COMMON    254687106     12183    438250     SH          DEFINED   10,16       438250     0        0
THE WALT DISNEY CO               COMMON    254687106      2677     96300     SH          DEFINED   10,23        96300     0        0
THE WALT DISNEY CO               COMMON    254687106      1710     61500     SH          DEFINED    10,8        61500     0        0
THE WALT DISNEY CO               COMMON    254687106      1034     37210     SH          DEFINED       13       37210     0        0
THE WALT DISNEY CO               COMMON    254687106    143534   5163081     SH          DEFINED       16     4764386     0   398695
THE WALT DISNEY CO               COMMON    254687106      5114    183970     SH          DEFINED   16,15       183970     0        0
THE WALT DISNEY CO               COMMON    254687106      5830    209700     SH          DEFINED    16,9       209700     0        0
THE WALT DISNEY CO               COMMON    254687106        25       917     SH          DEFINED    17,9          917     0        0
THE WALT DISNEY CO               COMMON    254687106      4748    170800     SH          DEFINED        2      170800     0        0
THE WALT DISNEY CO               COMMON    254687106       200      7200     SH          DEFINED    2,23         7200     0        0
THE WALT DISNEY CO               COMMON    254687106      1411     50746     SH          DEFINED       24       50746     0        0
THE WALT DISNEY CO               COMMON    254687106     15016    540128     SH          DEFINED       25      150134     0   389994
THE WALT DISNEY CO               COMMON    254687106    241307   8680100     SH          DEFINED        3     8680100     0        0
THE WALT DISNEY CO               COMMON    254687106     19937    717156     SH          DEFINED        4      717156     0        0
THE WALT DISNEY CO               COMMON    254687106      5282    190000     SH          DEFINED    5,16       190000     0        0
THE WALT DISNEY CO               COMMON    254687106      1324     47613     SH          DEFINED        7       47613     0        0
THE WALT DISNEY CO               COMMON    254687106       342     12300     SH          DEFINED        8       12300     0        0
THE WALT DISNEY CO               COMMON    254687106      2748     98862     SH          DEFINED        9       98862     0        0
THE WALT DISNEY CO               COMMON    254687106        64      2302     SH          DEFINED    9,11         2302     0        0
WALT DISNEY CO CVT(DIS) 2.125    CONVERT   254687AU0     19413  17450000     SH          DEFINED       16           0     0 17450000
DOCUCORP INTERNATIONAL INC       COMMON    255911109         1        60     SH          DEFINED        7          60     0        0
DOCTOR REDDY'S LAB ADR           COMMON    256135203        40      2000     SH          DEFINED       25           0     0     2000
DOLLAR GENERAL                   COMMON    256669102     40431   1946600     SH          DEFINED        1     1946600     0        0
DOLLAR GENERAL                   COMMON    256669102      1077     51870     SH          DEFINED       16       31170     0    20700
DOLLAR GENERAL                   COMMON    256669102      2328    112100     SH          DEFINED        2       90100     0    22000
DOLLAR GENERAL                   COMMON    256669102      7317    352302     SH          DEFINED        7      352302     0        0
DOLLAR GENERAL                   COMMON    256669102       211     10156     SH          DEFINED        9       10156     0        0
DOLLAR THRIFTY AUTOMOTIVE GP     COMMON    256743105       100      3300     SH          DEFINED        7        3300     0        0
DOLLAR TREE STORES INC           COMMON    256747106     17425    605670     SH          DEFINED        1      605670     0        0
DOLLAR TREE STORES INC           COMMON    256747106         3       102     SH          DEFINED       16         102     0        0
DOLLAR TREE STORES INC           COMMON    256747106      2215     77000     SH          DEFINED        2       77000     0        0
DOLLAR TREE STORES INC           COMMON    256747106       230      8000     SH          DEFINED       24        8000     0        0
DOLLAR TREE STORES INC           COMMON    256747106      7981    277396     SH          DEFINED        7      277396     0        0
DOMINION RESOURCES INC-VA        COMMON    25746U109     88846   1311575     SH          DEFINED        1     1310400     0     1175
DOMINION RESOURCES INC-VA        COMMON    25746U109     27855    411200     SH          DEFINED     1,2       411200     0        0
DOMINION RESOURCES INC-VA        COMMON    25746U109      2446     36115     SH          DEFINED       16       36115     0        0



                                                                                           
DOMINION RESOURCES INC-VA        COMMON    25746U109     12694    187400     SH          DEFINED        2      187400     0        0
DOMINION RESOURCES INC-VA        COMMON    25746U109       328      4836     SH          DEFINED       25         100     0     4736
DOMINION RESOURCES INC-VA        COMMON    25746U109        14       200     SH          DEFINED        6         200     0        0
DOMINION RESOURCES INC-VA        COMMON    25746U109       527      7784     SH          DEFINED        7        7784     0        0
DOMINION RESOURCES INC-VA        COMMON    25746U109       703     10384     SH          DEFINED        9       10384     0        0
DOMTAR INC                       COMMON    257561100    127735  10601100     SH          DEFINED        3    10601100     0        0
DOMTAR INC                       COMMON    257561100        23      1875     SH          DEFINED        7        1875     0        0
DONALDSON CO INC                 COMMON    257651109      2346     72000     SH          DEFINED       10       72000     0        0
DONALDSON CO INC                 COMMON    257651109       880     27000     SH          DEFINED   10,23        27000     0        0
DONALDSON CO INC                 COMMON    257651109      5402    165793     SH          DEFINED        7      165793     0        0
DONNELLEY (R.R.) & SONS CO       COMMON    257867101     15849    449106     SH          DEFINED        1      448441     0      665
DONNELLEY (R.R.) & SONS CO       COMMON    257867101       791     22420     SH          DEFINED       16       22420     0        0
DONNELLEY (R.R.) & SONS CO       COMMON    257867101      2615     74102     SH          DEFINED       25        8500     0    65602
DONNELLEY (R.R.) & SONS CO       COMMON    257867101     11720    332094     SH          DEFINED        3      332094     0        0
DONNELLEY (R.R.) & SONS CO       COMMON    257867101       652     18480     SH          DEFINED        7       18480     0        0
DONNELLEY (R.R.) & SONS CO       COMMON    257867101        31       885     SH          DEFINED        9         885     0        0
DORAL FINANCIAL CORP             COMMON    25811P100     39824    808610     SH          DEFINED        1      808610     0        0
DORAL FINANCIAL CORP             COMMON    25811P100       212      4300     SH          DEFINED       10        4300     0        0
DORAL FINANCIAL CORP             COMMON    25811P100       295      5980     SH          DEFINED   10,16         5980     0        0
DORAL FINANCIAL CORP             COMMON    25811P100        39       800     SH          DEFINED    10,8          800     0        0
DORAL FINANCIAL CORP             COMMON    25811P100     13352    271100     SH          DEFINED       16      248500     0    22600
DORAL FINANCIAL CORP             COMMON    25811P100        84      1700     SH          DEFINED   16,15         1700     0        0
DORAL FINANCIAL CORP             COMMON    25811P100        94      1900     SH          DEFINED    16,9         1900     0        0
DORAL FINANCIAL CORP             COMMON    25811P100      4024     81700     SH          DEFINED        2       81700     0        0
DORAL FINANCIAL CORP             COMMON    25811P100       705     14310     SH          DEFINED       25           0     0    14310
DORAL FINANCIAL CORP             COMMON    25811P100        62      1251     SH          DEFINED        4        1251     0        0
DORAL FINANCIAL CORP             COMMON    25811P100       212      4300     SH          DEFINED    5,16         4300     0        0
DORAL FINANCIAL CORP             COMMON    25811P100       319      6481     SH          DEFINED        9        6481     0        0
DORAL FINANCIAL CORP             COMMON    25811P100        29       579     SH          DEFINED    9,11          579     0        0
DOV PHARMACEUTICAL INC           COMMON    259858108      2339    129600     SH          DEFINED        1      129600     0        0
DOVER CORP                       COMMON    260003108    134847   3215235     SH          DEFINED        1     3214400     0      835
DOVER CORP                       COMMON    260003108     40296    960800     SH          DEFINED     1,2       960800     0        0
DOVER CORP                       COMMON    260003108       709     16900     SH          DEFINED     1,3        16900     0        0
DOVER CORP                       COMMON    260003108      8611    205306     SH          DEFINED       16      185806     0    19500
DOVER CORP                       COMMON    260003108      1569     37400     SH          DEFINED    16,9        37400     0        0
DOVER CORP                       COMMON    260003108      5712    136200     SH          DEFINED        2      136200     0        0
DOVER CORP                       COMMON    260003108       247      5900     SH          DEFINED       24        5900     0        0
DOVER CORP                       COMMON    260003108       911     21726     SH          DEFINED       25       14225     0     7501
DOVER CORP                       COMMON    260003108     31153    742791     SH          DEFINED        4      742791     0        0
DOVER CORP                       COMMON    260003108       315      7500     SH          DEFINED     5,2         7500     0        0
DOVER CORP                       COMMON    260003108       902     21504     SH          DEFINED        7       21504     0        0
DOVER CORP                       COMMON    260003108       373      8887     SH          DEFINED        9        8887     0        0
DOW CHEMICAL                     COMMON    260543103    141188   2851700     SH          DEFINED        1     2851700     0        0
DOW CHEMICAL                     COMMON    260543103     69710   1408000     SH          DEFINED     1,2      1408000     0        0
DOW CHEMICAL                     COMMON    260543103      5478    110638     SH          DEFINED       16      108938     0     1700
DOW CHEMICAL                     COMMON    260543103       743     15000     SH          DEFINED    16,9        15000     0        0
DOW CHEMICAL                     COMMON    260543103        19       392     SH          DEFINED    17,9          392     0        0
DOW CHEMICAL                     COMMON    260543103     25651    518100     SH          DEFINED        2      518100     0        0
DOW CHEMICAL                     COMMON    260543103        59      1200     SH          DEFINED       24        1200     0        0
DOW CHEMICAL                     COMMON    260543103      1353     27335     SH          DEFINED       25        6044     0    21291
DOW CHEMICAL                     COMMON    260543103         2        33     SH          DEFINED        4          33     0        0
DOW CHEMICAL                     COMMON    260543103         7       150     SH          DEFINED        6         150     0        0
DOW CHEMICAL                     COMMON    260543103       859     17347     SH          DEFINED        7       17347     0        0
DOW CHEMICAL                     COMMON    260543103      1448     29246     SH          DEFINED        9       29246     0        0



                                                                                           
DOW JONES & CO INC               COMMON    260561105       335      7789     SH          DEFINED       16        7789     0        0
DOW JONES & CO INC               COMMON    260561105       884     20528     SH          DEFINED       25           0     0    20528
DOW JONES & CO INC               COMMON    260561105        92      2125     SH          DEFINED        7        2125     0        0
DOW JONES & CO INC               COMMON    260561105       301      7000     SH          DEFINED        8        7000     0        0
DRAXIS HEALTH INC                COMMON    26150J101         0        12     SH          DEFINED       25           0     0       12
DREAMWORKS ANIMATION SKG-A       COMMON    26153C103      1872     49900     SH          DEFINED        1       49900     0        0
DREAMWORKS ANIMATION SKG-A       COMMON    26153C103      4396    117200     SH          DEFINED     1,2       117200     0        0
DREAMWORKS ANIMATION SKG-A       COMMON    26153C103       656     17500     SH          DEFINED        2       17500     0        0
DREAMWORKS ANIMATION SKG-A       COMMON    26153C103         0        10     SH          DEFINED       25           0     0       10
DREAMWORKS ANIMATION SKG-A       COMMON    26153C103        28       744     SH          DEFINED        4         744     0        0
DREAMWORKS ANIMATION SKG-A       COMMON    26153C103         4       100     SH          DEFINED        7         100     0        0
DREMAN/CLAYMORE DVD & INCOME C   COMMON    26153R100         0         0     SH          DEFINED       16           0     0        0
DREW INDUSTRIES INC              COMMON    26168L205      3530     97600     SH          DEFINED        1       97600     0        0
DREYFUS HIGH YIELD STRAT FD CF   COMMON    26200S101         2       500     SH          DEFINED       25           0     0      500
DRIL-QUIP                        COMMON    262037104      1298     53500     SH          DEFINED       16       34500     0    19000
DRIL-QUIP                        COMMON    262037104        24      1000     SH          DEFINED   16,15         1000     0        0
DRIL-QUIP                        COMMON    262037104       315     13000     SH          DEFINED    5,16        13000     0        0
DU PONT (E.I.) DE NEMOURS        COMMON    263534109      5447    111040     SH          DEFINED        1      111040     0        0
DU PONT (E.I.) DE NEMOURS        COMMON    263534109     36788    750000     SH          DEFINED     1,2       750000     0        0
DU PONT (E.I.) DE NEMOURS        COMMON    263534109      1115     22740     SH          DEFINED   10,16        22740     0        0
DU PONT (E.I.) DE NEMOURS        COMMON    263534109     94730   1931287     SH          DEFINED       16     1321588   130   609569
DU PONT (E.I.) DE NEMOURS        COMMON    263534109       738     15040     SH          DEFINED   16,23        15040     0        0
DU PONT (E.I.) DE NEMOURS        COMMON    263534109      5598    114120     SH          DEFINED        2      114120     0        0
DU PONT (E.I.) DE NEMOURS        COMMON    263534109      1049     21393     SH          DEFINED       24       21393     0        0
DU PONT (E.I.) DE NEMOURS        COMMON    263534109     11995    244544     SH          DEFINED       25       45718     0   198826
DU PONT (E.I.) DE NEMOURS        COMMON    263534109       525     10700     SH          DEFINED    5,16        10700     0        0
DU PONT (E.I.) DE NEMOURS        COMMON    263534109        22       450     SH          DEFINED        6         450     0        0
DU PONT (E.I.) DE NEMOURS        COMMON    263534109      2310     47092     SH          DEFINED        7       47092     0        0
DU PONT (E.I.) DE NEMOURS        COMMON    263534109      1349     27502     SH          DEFINED        9       27502     0        0
DUCOMMUN INC                     COMMON    264147109       271     13000     SH          DEFINED       16        7500     0     5500
DUCOMMUN INC                     COMMON    264147109         6       300     SH          DEFINED   16,15          300     0        0
DUCOMMUN INC                     COMMON    264147109        79      3800     SH          DEFINED    5,16         3800     0        0
DUKE ENERGY CORP                 COMMON    264399106      2804    110703     SH          DEFINED       16      110703     0        0
DUKE ENERGY CORP                 COMMON    264399106       515     20343     SH          DEFINED       25       12310     0     8033
DUKE ENERGY CORP                 COMMON    264399106       664     26220     SH          DEFINED        7       26220     0        0
DUKE ENERGY CORP                 COMMON    264399106       751     29660     SH          DEFINED        9       29660     0        0
DUKE REALTY CORP                 COMMON    264411505      6248    183000     SH          DEFINED        1      183000     0        0
DUKE REALTY CORP                 COMMON    264411505     54808   1605376     SH          DEFINED       16     1021393     0   583983
DUKE REALTY CORP                 COMMON    264411505      4148    121500     SH          DEFINED    5,16       121500     0        0
DUKE REALTY CORP                 COMMON    264411505       138      4030     SH          DEFINED        7        4030     0        0
DUN & BRADSTREET CORP-NEW        COMMON    26483E100      4271     71600     SH          DEFINED       16       64100     0     7500
DUN & BRADSTREET CORP-NEW        COMMON    26483E100       489      8200     SH          DEFINED    16,9         8200     0        0
DUN & BRADSTREET CORP-NEW        COMMON    26483E100       292      4896     SH          DEFINED       25        1400     0     3496
DUN & BRADSTREET CORP-NEW        COMMON    26483E100       676     11337     SH          DEFINED        7       11337     0        0
DURATEK INC                      COMMON    26658Q102      1681     67500     SH          DEFINED       16       44300     0    23200
DURATEK INC                      COMMON    26658Q102        32      1300     SH          DEFINED   16,15         1300     0        0
DURATEK INC                      COMMON    26658Q102       334     13400     SH          DEFINED    5,16        13400     0        0
DUSA PHARMACEUTICALS INC         COMMON    266898105        29      2000     SH          DEFINED       25           0     0     2000
DYCOM INDUSTRIES INC             COMMON    267475101      5140    168400     SH          DEFINED        1      168400     0        0
DYCOM INDUSTRIES INC             COMMON    267475101       250      8200     SH          DEFINED       16        8200     0        0
DYCOM INDUSTRIES INC             COMMON    267475101       577     18900     SH          DEFINED   16,23        18900     0        0
DYNAMEX INC                      COMMON    26784F103      3793    204700     SH          DEFINED        3      204700     0        0
DYNEGY INC CL A                  COMMON    26816Q101       233     50425     SH          DEFINED       16       50425     0        0
DYNEGY INC CL A                  COMMON    26816Q101        14      3000     SH          DEFINED       25           0     0     3000



                                                                                           
EGL INC                          COMMON    268484102      5353    179100     SH          DEFINED        1      179100     0        0
EGL INC                          COMMON    268484102       284      9500     SH          DEFINED       16        9500     0        0
EGL INC                          COMMON    268484102        10       330     SH          DEFINED        7         330     0        0
EMC CORP/MASS                    COMMON    268648102     93120   6262272     SH          DEFINED        1     6262272     0        0
EMC CORP/MASS                    COMMON    268648102     59480   4000000     SH          DEFINED     1,2      4000000     0        0
EMC CORP/MASS                    COMMON    268648102      2551    171570     SH          DEFINED   10,16       171570     0        0
EMC CORP/MASS                    COMMON    268648102        39      2625     SH          DEFINED       12        2625     0        0
EMC CORP/MASS                    COMMON    268648102       340     22879     SH          DEFINED    12,9        22879     0        0
EMC CORP/MASS                    COMMON    268648102    218091  14666517     SH          DEFINED       16    10983799   100  3681618
EMC CORP/MASS                    COMMON    268648102      7296    490680     SH          DEFINED   16,23       490680     0        0
EMC CORP/MASS                    COMMON    268648102      2156    145000     SH          DEFINED    16,9       145000     0        0
EMC CORP/MASS                    COMMON    268648102        20      1367     SH          DEFINED    17,9         1367     0        0
EMC CORP/MASS                    COMMON    268648102     25633   1723830     SH          DEFINED        2     1723830     0        0
EMC CORP/MASS                    COMMON    268648102      2379    160000     SH          DEFINED       21      160000     0        0
EMC CORP/MASS                    COMMON    268648102       597     40136     SH          DEFINED       24       40136     0        0
EMC CORP/MASS                    COMMON    268648102     32131   2160784     SH          DEFINED       25      274978     0  1885806
EMC CORP/MASS                    COMMON    268648102         3       200     SH          DEFINED        4         200     0        0
EMC CORP/MASS                    COMMON    268648102      1775    119390     SH          DEFINED    5,16       119390     0        0
EMC CORP/MASS                    COMMON    268648102      1657    111460     SH          DEFINED        7      111460     0        0
EMC CORP/MASS                    COMMON    268648102      2681    180289     SH          DEFINED        9      180289     0        0
EMC CORP/MASS                    COMMON    268648102       276     18581     SH          DEFINED    9,14        18581     0        0
EMS TECHNOLOGIES INC             COMMON    26873N108        25      1500     SH          DEFINED        7        1500     0        0
ENSCO INTERNATIONAL INC          COMMON    26874Q100    143341   4516100     SH          DEFINED        1     4516100     0        0
ENSCO INTERNATIONAL INC          COMMON    26874Q100     38691   1219000     SH          DEFINED     1,2      1219000     0        0
ENSCO INTERNATIONAL INC          COMMON    26874Q100       595     18760     SH          DEFINED   10,16        18760     0        0
ENSCO INTERNATIONAL INC          COMMON    26874Q100     43433   1368410     SH          DEFINED       16     1055020   110   313280
ENSCO INTERNATIONAL INC          COMMON    26874Q100       394     12420     SH          DEFINED   16,23        12420     0        0
ENSCO INTERNATIONAL INC          COMMON    26874Q100     20156    635050     SH          DEFINED        2      635050     0        0
ENSCO INTERNATIONAL INC          COMMON    26874Q100        89      2800     SH          DEFINED    2,23         2800     0        0
ENSCO INTERNATIONAL INC          COMMON    26874Q100     11141    350998     SH          DEFINED        4      350998     0        0
ENSCO INTERNATIONAL INC          COMMON    26874Q100       277      8740     SH          DEFINED    5,16         8740     0        0
ENSCO INTERNATIONAL INC          COMMON    26874Q100        25       800     SH          DEFINED        6         800     0        0
ENSCO INTERNATIONAL INC          COMMON    26874Q100       149      4700     SH          DEFINED        7        4700     0        0
ENI SPA ADR                      COMMON    26874R108       780      6200     SH          DEFINED   10,16         6200     0        0
ENI SPA ADR                      COMMON    26874R108     79996    635695     SH          DEFINED       13      583770     0    51925
ENI SPA ADR                      COMMON    26874R108     47711    379144     SH          DEFINED       16      366558     0    12586
ENI SPA ADR                      COMMON    26874R108       589      4679     SH          DEFINED        4        4679     0        0
EOG RESOURCES INC                COMMON    26875P101     10454    146500     SH          DEFINED        1      146500     0        0
EOG RESOURCES INC                COMMON    26875P101       803     11259     SH          DEFINED       16       11259     0        0
EOG RESOURCES INC                COMMON    26875P101      1213     17000     SH          DEFINED   16,15        17000     0        0
EOG RESOURCES INC                COMMON    26875P101      2994     41950     SH          DEFINED       25        2500     0    39450
EOG RESOURCES INC                COMMON    26875P101        75      1055     SH          DEFINED        7        1055     0        0
EOG RESOURCES INC                COMMON    26875P101       283      3964     SH          DEFINED        9        3964     0        0
ESS TECHNOLOGY                   COMMON    269151106       341     47900     SH          DEFINED       16       26000     0    21900
ESS TECHNOLOGY                   COMMON    269151106         7      1000     SH          DEFINED   16,15         1000     0        0
ESS TECHNOLOGY                   COMMON    269151106        43      6100     SH          DEFINED    5,16         6100     0        0
ESS TECHNOLOGY                   COMMON    269151106        29      4100     SH          DEFINED        7        4100     0        0
E*TRADE FINANCIAL CORPORATION    COMMON    269246104        92      6175     SH          DEFINED        1           0     0     6175
E*TRADE FINANCIAL CORPORATION    COMMON    269246104      2640    176589     SH          DEFINED       16      159889     0    16700
E*TRADE FINANCIAL CORPORATION    COMMON    269246104       573     38300     SH          DEFINED    16,9        38300     0        0
E*TRADE FINANCIAL CORPORATION    COMMON    269246104        40      2700     SH          DEFINED       24        2700     0        0
E*TRADE FINANCIAL CORPORATION    COMMON    269246104        30      2000     SH          DEFINED       25           0     0     2000
E*TRADE FINANCIAL CORPORATION    COMMON    269246104       286     19118     SH          DEFINED        7       19118     0        0
EAGLE MATERIALS INC              COMMON    26969P108     16381    189700     SH          DEFINED        1      189700     0        0



                                                                                           
EAGLE MATERIALS INC              COMMON    26969P108      8350     96700     SH          DEFINED       16       57100     0    39600
EAGLE MATERIALS INC              COMMON    26969P108       190      2200     SH          DEFINED   16,15         2200     0        0
EAGLE MATERIALS INC              COMMON    26969P108      6165     71400     SH          DEFINED        2       71400     0        0
EAGLE MATERIALS INC              COMMON    26969P108         5        57     SH          DEFINED       25          57     0        0
EAGLE MATERIALS INC              COMMON    26969P108      3471     40200     SH          DEFINED    5,16        40200     0        0
EAGLE MATERIALS INC B            COMMON    26969P207        16       193     SH          DEFINED       25         193     0        0
EARTHLINK INC                    COMMON    270321102       177     15400     SH          DEFINED       10       15400     0        0
EARTHLINK INC                    COMMON    270321102     27588   2394800     SH          DEFINED       16     1956900     0   437900
EARTHLINK INC                    COMMON    270321102       205     17800     SH          DEFINED   16,15        17800     0        0
EARTHLINK INC                    COMMON    270321102       535     46400     SH          DEFINED    16,9        46400     0        0
EARTHLINK INC                    COMMON    270321102       202     17500     SH          DEFINED       25           0     0    17500
EARTHLINK INC                    COMMON    270321102         7       616     SH          DEFINED        4         616     0        0
EARTHLINK INC                    COMMON    270321102      2363    205100     SH          DEFINED    5,16       205100     0        0
EARTHLINK INC                    COMMON    270321102        48      4150     SH          DEFINED        7        4150     0        0
EARTHSHELL CORP                  COMMON    27032B209         2       669     SH          DEFINED        7         669     0        0
EAST WEST BANCORP INC            COMMON    27579R104     19255    458900     SH          DEFINED        1      458900     0        0
EAST WEST BANCORP INC            COMMON    27579R104      5728    136500     SH          DEFINED        2      136500     0        0
EAST WEST BANCORP INC            COMMON    27579R104        12       275     SH          DEFINED        7         275     0        0
EASTERN AMER NATURAL GAS TR      COMMON    276217106        13       500     SH          DEFINED        4         500     0        0
EASTGROUP PROPERTIES             COMMON    277276101      1843     48100     SH          DEFINED       16       19200     0    28900
EASTMAN CHEMICAL COMPANY         COMMON    277432100      5121     88700     SH          DEFINED        1       88700     0        0
EASTMAN CHEMICAL COMPANY         COMMON    277432100     34638    600000     SH          DEFINED     1,2       600000     0        0
EASTMAN CHEMICAL COMPANY         COMMON    277432100      5328     92287     SH          DEFINED       16       87587     0     4700
EASTMAN CHEMICAL COMPANY         COMMON    277432100       548      9500     SH          DEFINED    16,9         9500     0        0
EASTMAN CHEMICAL COMPANY         COMMON    277432100      5259     91100     SH          DEFINED        2       91100     0        0
EASTMAN CHEMICAL COMPANY         COMMON    277432100        87      1500     SH          DEFINED       24        1500     0        0
EASTMAN CHEMICAL COMPANY         COMMON    277432100        11       194     SH          DEFINED        7         194     0        0
EASTMAN KODAK CO                 COMMON    277461109        44      1375     SH          DEFINED        1           0     0     1375
EASTMAN KODAK CO                 COMMON    277461109      7502    232620     SH          DEFINED     1,3       232620     0        0
EASTMAN KODAK CO                 COMMON    277461109       139      4300     SH          DEFINED       10        4300     0        0
EASTMAN KODAK CO                 COMMON    277461109     19288    598086     SH          DEFINED       16      545486     0    52600
EASTMAN KODAK CO                 COMMON    277461109      2264     70200     SH          DEFINED    16,9        70200     0        0
EASTMAN KODAK CO                 COMMON    277461109       103      3180     SH          DEFINED        2        3180     0        0
EASTMAN KODAK CO                 COMMON    277461109       223      6900     SH          DEFINED       24        6900     0        0
EASTMAN KODAK CO                 COMMON    277461109         8       251     SH          DEFINED        4         251     0        0
EASTMAN KODAK CO                 COMMON    277461109        61      1900     SH          DEFINED    5,16         1900     0        0
EASTMAN KODAK CO                 COMMON    277461109       106      3278     SH          DEFINED        7        3278     0        0
EASTMAN KODAK CO                 COMMON    277461109       623     19314     SH          DEFINED        9       19314     0        0
EASTMAN KODAK CO                 COMMON    277461109        20       635     SH          DEFINED    9,11          635     0        0
EASTMANKODAKCVT(EK) 144A 3.375   CONVERT   2774618X0      4942   3950000     SH          DEFINED       16           0     0  3950000
EASTMAN KODAK CO(EK) CVT 3.375   CONVERT   277461BE8      8978   7175000     SH          DEFINED       16           0     0  7175000
EATON CORP                       COMMON    278058102    119339   1649240     SH          DEFINED        1     1649240     0        0
EATON CORP                       COMMON    278058102     50652    700000     SH          DEFINED     1,2       700000     0        0
EATON CORP                       COMMON    278058102      3820     52790     SH          DEFINED   10,16        52790     0        0
EATON CORP                       COMMON    278058102    301150   4161825     SH          DEFINED       16     2872326   330  1289169
EATON CORP                       COMMON    278058102      2454     33910     SH          DEFINED   16,23        33910     0        0
EATON CORP                       COMMON    278058102      1194     16500     SH          DEFINED    16,9        16500     0        0
EATON CORP                       COMMON    278058102     26873    371380     SH          DEFINED        2      363520     0     7860
EATON CORP                       COMMON    278058102       145      2000     SH          DEFINED       24        2000     0        0
EATON CORP                       COMMON    278058102     32325    446729     SH          DEFINED       25       86210     0   360519
EATON CORP                       COMMON    278058102      8517    117700     SH          DEFINED        3      117700     0        0
EATON CORP                       COMMON    278058102        54       753     SH          DEFINED        4         753     0        0
EATON CORP                       COMMON    278058102      1727     23870     SH          DEFINED    5,16        23870     0        0
EATON CORP                       COMMON    278058102       429      5930     SH          DEFINED        7        5930     0        0



                                                                                           
EATON CORP                       COMMON    278058102       390      5392     SH          DEFINED        9        5392     0        0
EATON VANCE CA MUNI INC TRST C   COMMON    27826F101        30      2000     SH          DEFINED       25           0     0     2000
EATON VANCE MUNICIPAL INCOME C   COMMON    27826U108       173     10555     SH          DEFINED       25           0     0    10555
EATON VANCE LTD DURATION FND C   COMMON    27828H105         0         0     SH          DEFINED        4           0     0        0
EBAY INC                         COMMON    278642103    177966   1529710     SH          DEFINED        1     1529710     0        0
EBAY INC                         COMMON    278642103    130883   1125000     SH          DEFINED     1,2      1125000     0        0
EBAY INC                         COMMON    278642103      3548     30500     SH          DEFINED     1,3        30500     0        0
EBAY INC                         COMMON    278642103      1331     11440     SH          DEFINED   10,16        11440     0        0
EBAY INC                         COMMON    278642103       198      1700     SH          DEFINED    10,8         1700     0        0
EBAY INC                         COMMON    278642103        70       600     SH          DEFINED       12         600     0        0
EBAY INC                         COMMON    278642103       573      4921     SH          DEFINED    12,9         4921     0        0
EBAY INC                         COMMON    278642103     66941    575394     SH          DEFINED       16      380134     0   195260
EBAY INC                         COMMON    278642103       419      3600     SH          DEFINED   16,15         3600     0        0
EBAY INC                         COMMON    278642103      5864     50400     SH          DEFINED   16,23        50400     0        0
EBAY INC                         COMMON    278642103      3665     31500     SH          DEFINED    16,9        31500     0        0
EBAY INC                         COMMON    278642103        36       308     SH          DEFINED    17,9          308     0        0
EBAY INC                         COMMON    278642103     35903    308600     SH          DEFINED        2      308600     0        0
EBAY INC                         COMMON    278642103      1746     15005     SH          DEFINED       24       15005     0        0
EBAY INC                         COMMON    278642103     17085    146853     SH          DEFINED       25       20010     0   126843
EBAY INC                         COMMON    278642103       181      1556     SH          DEFINED        4        1556     0        0
EBAY INC                         COMMON    278642103       628      5400     SH          DEFINED    5,16         5400     0        0
EBAY INC                         COMMON    278642103      1389     11935     SH          DEFINED        6       11935     0        0
EBAY INC                         COMMON    278642103     16004    137563     SH          DEFINED        7      137563     0        0
EBAY INC                         COMMON    278642103      4417     37970     SH          DEFINED        9       37970     0        0
EBAY INC                         COMMON    278642103        41       356     SH          DEFINED    9,11          356     0        0
EBAY INC                         COMMON    278642103       457      3930     SH          DEFINED    9,14         3930     0        0
ECHELON CORP                     COMMON    27874N105        42      5000     SH          DEFINED       25           0     0     5000
ECHELON CORP                     COMMON    27874N105         9      1125     SH          DEFINED        7        1125     0        0
ECHOSTAR COMMUNICATIONS CL A     COMMON    278762109     14315    430515     SH          DEFINED        1      430515     0        0
ECHOSTAR COMMUNICATIONS CL A     COMMON    278762109       146      4400     SH          DEFINED       16        4400     0        0
ECHOSTAR COMMUNICATIONS CL A     COMMON    278762109      1907     57350     SH          DEFINED   16,15        57350     0        0
ECHOSTAR COMMUNICATIONS CL A     COMMON    278762109       130      3900     SH          DEFINED    16,9         3900     0        0
ECHOSTAR COMMUNICATIONS CL A     COMMON    278762109        76      2300     SH          DEFINED       24        2300     0        0
ECHOSTAR COMMUNICATIONS CL A     COMMON    278762109        10       300     SH          DEFINED       25           0     0      300
ECHOSTAR COMMUNICATIONS CL A     COMMON    278762109        33       988     SH          DEFINED        4         988     0        0
ECHOSTAR COMMUNICATIONS CL A     COMMON    278762109        53      1600     SH          DEFINED        7        1600     0        0
ECHOSTAR COMMUNICATIONS CL A     COMMON    278762109       282      8482     SH          DEFINED        9        8482     0        0
ECLIPSYS CORP                    COMMON    278856109      7745    379088     SH          DEFINED        7      379088     0        0
ECOLAB INC                       COMMON    278865100     42866   1220200     SH          DEFINED        1     1220200     0        0
ECOLAB INC                       COMMON    278865100     46547   1325000     SH          DEFINED     1,2      1325000     0        0
ECOLAB INC                       COMMON    278865100      1107     31498     SH          DEFINED       16       24498     0     7000
ECOLAB INC                       COMMON    278865100      6214    176900     SH          DEFINED        2      167700     0     9200
ECOLAB INC                       COMMON    278865100      1046     29773     SH          DEFINED       24       29773     0        0
ECOLAB INC                       COMMON    278865100     41472   1180536     SH          DEFINED       25      144685     0  1035851
ECOLAB INC                       COMMON    278865100       878     25000     SH          DEFINED        3       25000     0        0
ECOLAB INC                       COMMON    278865100       643     18295     SH          DEFINED        7       18295     0        0
ECOLAB INC                       COMMON    278865100       262      7471     SH          DEFINED        9        7471     0        0
ECOLLEGE.COM INC                 COMMON    27887E100       227     20000     SH          DEFINED       25       20000     0        0
EDISON INTERNATIONAL             COMMON    281020107     10730    335000     SH          DEFINED        1      335000     0        0
EDISON INTERNATIONAL             COMMON    281020107      1707     53300     SH          DEFINED     1,3        53300     0        0
EDISON INTERNATIONAL             COMMON    281020107       247      7700     SH          DEFINED       10        7700     0        0
EDISON INTERNATIONAL             COMMON    281020107      4651    145200     SH          DEFINED   10,16       145200     0        0
EDISON INTERNATIONAL             COMMON    281020107       823     25700     SH          DEFINED    10,8        25700     0        0
EDISON INTERNATIONAL             COMMON    281020107     85115   2657355     SH          DEFINED       16     2486155     0   171200



                                                                                           
EDISON INTERNATIONAL             COMMON    281020107      1717     53600     SH          DEFINED   16,15        53600     0        0
EDISON INTERNATIONAL             COMMON    281020107      2639     82400     SH          DEFINED    16,9        82400     0        0
EDISON INTERNATIONAL             COMMON    281020107       755     23581     SH          DEFINED       24       23581     0        0
EDISON INTERNATIONAL             COMMON    281020107        95      2981     SH          DEFINED       25           0     0     2981
EDISON INTERNATIONAL             COMMON    281020107      2646     82600     SH          DEFINED    5,16        82600     0        0
EDISON INTERNATIONAL             COMMON    281020107       322     10050     SH          DEFINED        7       10050     0        0
EDISON INTERNATIONAL             COMMON    281020107       327     10200     SH          DEFINED        8       10200     0        0
EDISON INTERNATIONAL             COMMON    281020107       976     30487     SH          DEFINED        9       30487     0        0
EDO CORP                         COMMON    281347104        32      1000     SH          DEFINED       25           0     0     1000
EDUCATE INC                      COMMON    28138P100      3033    229100     SH          DEFINED       10      229100     0        0
EDUCATE INC                      COMMON    28138P100       628     47400     SH          DEFINED   10,23        47400     0        0
EDUCATION MANAGEMENT CORP        COMMON    28139T101      9148    277200     SH          DEFINED        3      277200     0        0
EDUCATION MANAGEMENT CORP        COMMON    28139T101       101      3050     SH          DEFINED        7        3050     0        0
EDWARDS (A.G.) INC               COMMON    281760108       117      2718     SH          DEFINED       25        2343     0      375
EDWARDS (A.G.) INC               COMMON    281760108       195      4514     SH          DEFINED        7        4514     0        0
EDWARDS LIFESCIENCES CORP        COMMON    28176E108       132      3200     SH          DEFINED       16        3200     0        0
EDWARDS LIFESCIENCES CORP        COMMON    28176E108        57      1370     SH          DEFINED       25           0     0     1370
EDWARDS LIFESCIENCES CORP        COMMON    28176E108       153      3709     SH          DEFINED        7        3709     0        0
EFUNDS CORP                      COMMON    28224R101        17       700     SH          DEFINED       16         700     0        0
EFUNDS CORP                      COMMON    28224R101        36      1488     SH          DEFINED       25           0     0     1488
EFUNDS CORP                      COMMON    28224R101        63      2626     SH          DEFINED        7        2626     0        0
EL PASO CORPORATION              COMMON    28336L109      2178    209418     SH          DEFINED       16      209418     0        0
EL PASO CORPORATION              COMMON    28336L109       129     12400     SH          DEFINED    16,9        12400     0        0
EL PASO CORPORATION              COMMON    28336L109       650     62499     SH          DEFINED       25           0     0    62499
EL PASO CORPORATION              COMMON    28336L109        96      9251     SH          DEFINED        7        9251     0        0
EL PASO CORPORATION              COMMON    28336L109       230     22156     SH          DEFINED        9       22156     0        0
EL PASO ELECTRIC COMPANY         COMMON    283677854      1224     64600     SH          DEFINED       16       38300     0    26300
EL PASO ELECTRIC COMPANY         COMMON    283677854        30      1600     SH          DEFINED   16,15         1600     0        0
EL PASO ELECTRIC COMPANY         COMMON    283677854       536     28300     SH          DEFINED    5,16        28300     0        0
EL PASO ELECTRIC COMPANY         COMMON    283677854        72      3800     SH          DEFINED        7        3800     0        0
EL PASO ENER CAP TRUST I CVT P   CONVERT   283678209        95      2600     SH          DEFINED       25           0     0     2600
ELAN CORP PLC ADR                COMMON    284131208        27      1000     SH          DEFINED       25           0     0     1000
ELAN CORP PLC ADR                COMMON    284131208        87      3192     SH          DEFINED        7        3192     0        0
ELDORADO GOLD CORP               COMMON    284902103      4867   1650000     SH          DEFINED        1     1650000     0        0
ELDORADO GOLD CORP               COMMON    284902103      3234   1096300     SH          DEFINED     1,3      1096300     0        0
ELDORADO GOLD CORP               COMMON    284902103      1540    522000     SH          DEFINED       16      522000     0        0
ELDORADO GOLD CORP               COMMON    284902103        35     11800     SH          DEFINED        2       11800     0        0
ELECTRO RENT CORP                COMMON    285218103       465     32700     SH          DEFINED       16       19400     0    13300
ELECTRO RENT CORP                COMMON    285218103        10       700     SH          DEFINED   16,15          700     0        0
ELECTRO RENT CORP                COMMON    285218103       121      8500     SH          DEFINED    5,16         8500     0        0
ELECTRO SCIENTIFIC INDS INC      COMMON    285229100      1217     61600     SH          DEFINED       16       36100     0    25500
ELECTRO SCIENTIFIC INDS INC      COMMON    285229100        28      1400     SH          DEFINED   16,15         1400     0        0
ELECTRO SCIENTIFIC INDS INC      COMMON    285229100       391     19800     SH          DEFINED    5,16        19800     0        0
ELECTRONIC ARTS INC              COMMON    285512109      6879    111522     SH          DEFINED        1      111522     0        0
ELECTRONIC ARTS INC              COMMON    285512109     18504    300000     SH          DEFINED     1,2       300000     0        0
ELECTRONIC ARTS INC              COMMON    285512109      1801     29198     SH          DEFINED       16       29198     0        0
ELECTRONIC ARTS INC              COMMON    285512109       543      8800     SH          DEFINED   16,15         8800     0        0
ELECTRONIC ARTS INC              COMMON    285512109      2769     44900     SH          DEFINED        2       44900     0        0
ELECTRONIC ARTS INC              COMMON    285512109      1974     32000     SH          DEFINED       21       32000     0        0
ELECTRONIC ARTS INC              COMMON    285512109     50112    812456     SH          DEFINED       25      210740     0   601716
ELECTRONIC ARTS INC              COMMON    285512109      1086     17605     SH          DEFINED        7       17605     0        0
ELECTRONIC ARTS INC              COMMON    285512109       609      9867     SH          DEFINED        9        9867     0        0
ELECTRONIC DATA SYSTEMS CORP     COMMON    285661104     13137    568699     SH          DEFINED       16      552030     0    16669
ELECTRONIC DATA SYSTEMS CORP     COMMON    285661104        95      4100     SH          DEFINED    16,9         4100     0        0



                                                                                           
ELECTRONIC DATA SYSTEMS CORP     COMMON    285661104        45      1955     SH          DEFINED       25           0     0     1955
ELECTRONIC DATA SYSTEMS CORP     COMMON    285661104       501     21700     SH          DEFINED    5,16            0     0    21700
ELECTRONIC DATA SYSTEMS CORP     COMMON    285661104       324     14028     SH          DEFINED        7       14028     0        0
ELECTRONIC DATA SYSTEMS CORP     COMMON    285661104       370     16000     SH          DEFINED        9       16000     0        0
ELECTRONICS BOUTIQUE HLDGS       COMMON    286045109       799     18600     SH          DEFINED        1       18600     0        0
ELECTRONICS BOUTIQUE HLDGS       COMMON    286045109        94      2200     SH          DEFINED        7        2200     0        0
ELECTRONICS FOR IMAGING          COMMON    286082102     10321    592800     SH          DEFINED        1      592800     0        0
ELECTRONICS FOR IMAGING          COMMON    286082102      1172     67300     SH          DEFINED       16       40300     0    27000
ELECTRONICS FOR IMAGING          COMMON    286082102        28      1600     SH          DEFINED   16,15         1600     0        0
ELECTRONICS FOR IMAGING          COMMON    286082102      1205     69200     SH          DEFINED        2       69200     0        0
ELECTRONICS FOR IMAGING          COMMON    286082102       399     22900     SH          DEFINED    5,16        22900     0        0
ELECTRONICS FOR IMAGING          COMMON    286082102        15       881     SH          DEFINED        7         881     0        0
ELITE PHARMACEUTICALS INC -A     COMMON    28659T200        18      5000     SH          DEFINED       25           0     0     5000
ELKCORP                          COMMON    287456107        40      1175     SH          DEFINED        7        1175     0        0
ELOYALTY CORP CVP 7.0 SER B      CONVERT   290151208         0        39     SH          DEFINED       25           0     0       39
ELRON ELECTRONIC INDS            COMMON    290160100         2       117     SH          DEFINED       25           0     0      117
EMBARCADERO TECHNOLOGIES INC     COMMON    290787100       473     50300     SH          DEFINED       16       28000     0    22300
EMBARCADERO TECHNOLOGIES INC     COMMON    290787100        10      1100     SH          DEFINED   16,15         1100     0        0
EMBARCADERO TECHNOLOGIES INC     COMMON    290787100        59      6300     SH          DEFINED    5,16         6300     0        0
EMBRAER AIRCRAFT CORP ADR        COMMON    29081M102      1383     41350     SH          DEFINED    5,13        41350     0        0
EMBRAER AIRCRAFT CORP ADR        COMMON    29081M102       639     19100     SH          DEFINED        7       19100     0        0
EMBOTELLADORA ANDINA ADR B       COMMON    29081P303       420     32300     SH          DEFINED       10       32300     0        0
EMERGING MKTS TELECOMMUNICATIO   COMMON    290890102       746     75000     SH          DEFINED       16       75000     0        0
EMERSON ELECTRIC CO              COMMON    291011104     81758   1166300     SH          DEFINED        1     1166300     0        0
EMERSON ELECTRIC CO              COMMON    291011104     65579    935500     SH          DEFINED     1,2       935500     0        0
EMERSON ELECTRIC CO              COMMON    291011104      5218     74430     SH          DEFINED   10,16        74430     0        0
EMERSON ELECTRIC CO              COMMON    291011104      1289     18385     SH          DEFINED       13       18385     0        0
EMERSON ELECTRIC CO              COMMON    291011104    188295   2686092     SH          DEFINED       16     1969528   168   716396
EMERSON ELECTRIC CO              COMMON    291011104      1389     19820     SH          DEFINED   16,23        19820     0        0
EMERSON ELECTRIC CO              COMMON    291011104       161      2300     SH          DEFINED    16,9         2300     0        0
EMERSON ELECTRIC CO              COMMON    291011104        33       472     SH          DEFINED    17,9          472     0        0
EMERSON ELECTRIC CO              COMMON    291011104      5749     82010     SH          DEFINED        2       82010     0        0
EMERSON ELECTRIC CO              COMMON    291011104        28       400     SH          DEFINED       24         400     0        0
EMERSON ELECTRIC CO              COMMON    291011104     65095    928604     SH          DEFINED       25      211425     0   717179
EMERSON ELECTRIC CO              COMMON    291011104     69862    996600     SH          DEFINED        3      996600     0        0
EMERSON ELECTRIC CO              COMMON    291011104         1        21     SH          DEFINED        4          21     0        0
EMERSON ELECTRIC CO              COMMON    291011104      1719     24519     SH          DEFINED    5,16        24519     0        0
EMERSON ELECTRIC CO              COMMON    291011104     16658    237637     SH          DEFINED        7      237637     0        0
EMERSON ELECTRIC CO              COMMON    291011104      1027     14647     SH          DEFINED        9       14647     0        0
EMMIS COMMUNICATIONS CL A        COMMON    291525103      4414    230000     SH          DEFINED        1      230000     0        0
EMMIS COMMUNICATIONS CL A        COMMON    291525103        88      4600     SH          DEFINED       10        4600     0        0
EMMIS COMMUNICATIONS CL A        COMMON    291525103      6918    360500     SH          DEFINED       16      326300     0    34200
EMMIS COMMUNICATIONS CL A        COMMON    291525103        15       800     SH          DEFINED   16,15          800     0        0
EMMIS COMMUNICATIONS CL A        COMMON    291525103       418     21800     SH          DEFINED    16,9        21800     0        0
EMMIS COMMUNICATIONS CL A        COMMON    291525103       104      5400     SH          DEFINED    5,16         5400     0        0
EMPIRE RESORTS INC               COMMON    292052107         1        50     SH          DEFINED        7          50     0        0
EMULEX CORP                      COMMON    292475209     11583    687800     SH          DEFINED        1      687800     0        0
EMULEX CORP                      COMMON    292475209      1726    102500     SH          DEFINED        2      102500     0        0
ENCANA CORPORATION               COMMON    292505104     13920    244900     SH          DEFINED        1      244900     0        0
ENCANA CORPORATION               COMMON    292505104     72359   1273056     SH          DEFINED     1,3      1273056     0        0
ENCANA CORP                      COMMON    292505104    119659   2104550     SH          DEFINED       13     1901850     0   202700
ENCANA CORP                      COMMON    292505104     26826    470144     SH          DEFINED       16      454796     0    15348
ENCANA CORPORATION               COMMON    292505104      1356     23850     SH          DEFINED        2       23850     0        0
ENCANA CORPORATION               COMMON    292505104       277      4871     SH          DEFINED       24        4871     0        0



                                                                                           
ENCANA CORP                      COMMON    292505104      4697     82320     SH          DEFINED       25        7500     0    74820
ENCANA CORPORATION               COMMON    292505104    110546   1944898     SH          DEFINED        3     1944898     0        0
ENCANA CORP                      COMMON    292505104       262      4593     SH          DEFINED        4        4593     0        0
ENCANA CORPORATION               COMMON    292505104     13744    241800     SH          DEFINED    5,13       241800     0        0
ENCANA CORP                      COMMON    292505104       177      3100     SH          DEFINED        7        3100     0        0
ENCANA CORPORATION               COMMON    292505104       838     14742     SH          DEFINED        9       14742     0        0
ENBRIDGE INC                     COMMON    29250N105       473      9500     SH          DEFINED       16        9500     0        0
ENBRIDGE INC                     COMMON    29250N105       239      4810     SH          DEFINED        9        4810     0        0
ENBRIDGE ENERGY PARTNERS LP      COMMON    29250R106        10       200     SH          DEFINED       25           0     0      200
ENBRIDGE ENERGY PARTNERS LP      COMMON    29250R106       103      2000     SH          DEFINED        7        2000     0        0
ENCORE ACQUISITION CO            COMMON    29255W100        98      2800     SH          DEFINED        7        2800     0        0
ENCYSIVE PHARMACEUTICALS INC     COMMON    29256X107      1651    166300     SH          DEFINED       16       90200     0    76100
ENCYSIVE PHARMACEUTICALS INC     COMMON    29256X107        44      4400     SH          DEFINED   16,15         4400     0        0
ENCYSIVE PHARMACEUTICALS INC     COMMON    29256X107       202     20300     SH          DEFINED    5,16        20300     0        0
ENDESA ADR                       COMMON    29258N107       654     28100     SH          DEFINED   10,16        28100     0        0
ENDESA ADR                       COMMON    29258N107     32876   1412811     SH          DEFINED       13     1247276     0   165535
ENDESA ADR                       COMMON    29258N107     32238   1385372     SH          DEFINED       16     1327090     0    58282
ENDESA ADR                       COMMON    29258N107       985     42314     SH          DEFINED       25           0     0    42314
ENDO PHARMACEUTICAL HOLDINGS I   COMMON    29264F205     13480    641600     SH          DEFINED        1      641600     0        0
ENDO PHARMACEUTICAL HOLDINGS I   COMMON    29264F205      1277     60800     SH          DEFINED        2       60800     0        0
ENDO PHARMACEUTICAL HOLDINGS I   COMMON    29264F205     66066   3144500     SH          DEFINED        3     3144500     0        0
ENDO PHARMACEUTICAL HOLDINGS I   COMMON    29264F205        25      1195     SH          DEFINED        4        1195     0        0
ENERGY CONVERSION DEVICES        COMMON    292659109        10       500     SH          DEFINED       25           0     0      500
ENERGEN CORP                     COMMON    29265N108      6266    106300     SH          DEFINED        1      106300     0        0
ENERGEN CORP                     COMMON    29265N108      6190    105000     SH          DEFINED     1,3       105000     0        0
ENERGEN CORP                     COMMON    29265N108       760     12900     SH          DEFINED        2       12900     0        0
ENERGEN CORP                     COMMON    29265N108       772     13100     SH          DEFINED       25       13100     0        0
ENERGEN CORP                     COMMON    29265N108       130      2200     SH          DEFINED        7        2200     0        0
ENEL SPA ADR                     COMMON    29265W108      9413    190400     SH          DEFINED       13      187030     0     3370
ENEL SPA ADR                     COMMON    29265W108     34345    694690     SH          DEFINED       16      694690     0        0
ENERGY EAST CORPORATION          COMMON    29266M109        24       881     SH          DEFINED       25           0     0      881
ENERGIZER HOLDINGS INC           COMMON    29266R108        23       465     SH          DEFINED        1           0     0      465
ENERGIZER HOLDINGS INC           COMMON    29266R108       109      2200     SH          DEFINED       10        2200     0        0
ENERGIZER HOLDINGS INC           COMMON    29266R108      1630     32800     SH          DEFINED   10,16        32800     0        0
ENERGIZER HOLDINGS INC           COMMON    29266R108       288      5800     SH          DEFINED    10,8         5800     0        0
ENERGIZER HOLDINGS INC           COMMON    29266R108     33528    674750     SH          DEFINED       16      619850     0    54900
ENERGIZER HOLDINGS INC           COMMON    29266R108       601     12100     SH          DEFINED   16,15        12100     0        0
ENERGIZER HOLDINGS INC           COMMON    29266R108      1436     28900     SH          DEFINED    16,9        28900     0        0
ENERGIZER HOLDINGS INC           COMMON    29266R108       249      5011     SH          DEFINED       24        5011     0        0
ENERGIZER HOLDINGS INC           COMMON    29266R108       647     13016     SH          DEFINED       25           0     0    13016
ENERGIZER HOLDINGS INC           COMMON    29266R108       939     18900     SH          DEFINED    5,16        18900     0        0
ENERGIZER HOLDINGS INC           COMMON    29266R108       104      2100     SH          DEFINED        7        2100     0        0
ENERGIZER HOLDINGS INC           COMMON    29266R108       750     15098     SH          DEFINED        9       15098     0        0
ENERGIZER HOLDINGS INC           COMMON    29266R108        64      1293     SH          DEFINED    9,11         1293     0        0
ENERGY PARTNERS LTD              COMMON    29270U105      3278    161700     SH          DEFINED       16       88000     0    73700
ENERGY PARTNERS LTD              COMMON    29270U105        83      4100     SH          DEFINED   16,15         4100     0        0
ENERGY PARTNERS LTD              COMMON    29270U105       401     19800     SH          DEFINED    5,16        19800     0        0
ENERGY TRANSFER PARTNERS LP      COMMON    29273R109      5646     95370     SH          DEFINED        7       95370     0        0
ENERPLUS RESOURCES FUND          COMMON    29274D604        73      2000     SH          DEFINED       25        2000     0        0
ENERSYS INC                      COMMON    29275Y102     28963   1899200     SH          DEFINED        1     1899200     0        0
ENERSYS INC                      COMMON    29275Y102      2905    190500     SH          DEFINED        2      190500     0        0
ENGELHARD CORP                   COMMON    292845104     44508   1451205     SH          DEFINED        1     1450800     0      405
ENGELHARD CORP                   COMMON    292845104       521     17000     SH          DEFINED     1,3        17000     0        0
ENGELHARD CORP                   COMMON    292845104      2816     91800     SH          DEFINED   10,23        91800     0        0



                                                                                           
ENGELHARD CORP                   COMMON    292845104      1225     39932     SH          DEFINED       16       39932     0        0
ENGELHARD CORP                   COMMON    292845104      3834    125000     SH          DEFINED        2      125000     0        0
ENGELHARD CORP                   COMMON    292845104        77      2500     SH          DEFINED       25        2000     0      500
ENGELHARD CORP                   COMMON    292845104    249065   8120800     SH          DEFINED        3     8120800     0        0
ENGELHARD CORP                   COMMON    292845104     22554    735373     SH          DEFINED        4      735373     0        0
ENGELHARD CORP                   COMMON    292845104       233      7600     SH          DEFINED     5,2         7600     0        0
ENGELHARD CORP                   COMMON    292845104         9       300     SH          DEFINED        9         300     0        0
ENGINEERED SUPPORT SYSTEMS       COMMON    292866100     17263    291500     SH          DEFINED        1      291500     0        0
ENESCO GROUP                     COMMON    292973104        12      1450     SH          DEFINED        7        1450     0        0
ENNIS BUSINESS FORMS             COMMON    293389102        58      3000     SH          DEFINED       25           0     0     3000
ENTERASYS NETWORKS INC           COMMON    293637104      3295   1830500     SH          DEFINED       10     1830500     0        0
ENTERASYS NETWORKS INC           COMMON    293637104         0       100     SH          DEFINED        6         100     0        0
ENTERCOM COMMUNICATIONS CORP     COMMON    293639100       104      2900     SH          DEFINED       10        2900     0        0
ENTERCOM COMMUNICATIONS CORP     COMMON    293639100      6507    181300     SH          DEFINED       16      168000     0    13300
ENTERCOM COMMUNICATIONS CORP     COMMON    293639100       420     11700     SH          DEFINED    16,9        11700     0        0
ENTERCOM COMMUNICATIONS CORP     COMMON    293639100        47      1300     SH          DEFINED    5,16         1300     0        0
ENTERGY CORP                     COMMON    29364G103     18199    269250     SH          DEFINED        1      269250     0        0
ENTERGY CORP                     COMMON    29364G103      1611     23840     SH          DEFINED       16       23840     0        0
ENTERGY CORP                     COMMON    29364G103       115      1700     SH          DEFINED    16,9         1700     0        0
ENTERGY CORP                     COMMON    29364G103       115      1700     SH          DEFINED       24        1700     0        0
ENTERGY CORP                     COMMON    29364G103        14       200     SH          DEFINED       25           0     0      200
ENTERGY CORP                     COMMON    29364G103        14       206     SH          DEFINED        7         206     0        0
ENTERGY CORP                     COMMON    29364G103       720     10658     SH          DEFINED        9       10658     0        0
ENTERGY CORP                     COMMON    29364G103        17       257     SH          DEFINED    9,11          257     0        0
ENTERPRISE PRODUCTS PARTNERS     COMMON    293792107       628     24288     SH          DEFINED       25       24288     0        0
ENTERPRISE PRODUCTS PARTNERS     COMMON    293792107      9284    359028     SH          DEFINED        7      359028     0        0
ENTERTAINMENT PROPERTIES TR      COMMON    29380T105     31532    707800     SH          DEFINED       16      563200     0   144600
ENTERTAINMENT PROPERTIES TR      COMMON    29380T105       147      3300     SH          DEFINED   16,15         3300     0        0
ENTERTAINMENT PROPERTIES TR      COMMON    29380T105      1916     43000     SH          DEFINED    5,16        43000     0        0
ENTRAVISION COMMUNICATIONS       COMMON    29382R107        92     11000     SH          DEFINED        7       11000     0        0
ENZON PHARMACEUTICALS INC        COMMON    293904108       525     38300     SH          DEFINED       16       20600     0    17700
ENZON PHARMACEUTICALS INC        COMMON    293904108        11       800     SH          DEFINED   16,15          800     0        0
ENZON PHARMACEUTICALS INC        COMMON    293904108       206     15000     SH          DEFINED       25           0     0    15000
ENZON PHARMACEUTICALS INC        COMMON    293904108        60      4400     SH          DEFINED    5,16         4400     0        0
ENZO BIOCHEM INC                 COMMON    294100102      1451     74525     SH          DEFINED       16       40925     0    33600
ENZO BIOCHEM INC                 COMMON    294100102        39      2000     SH          DEFINED   16,15         2000     0        0
ENZO BIOCHEM INC                 COMMON    294100102       175      9000     SH          DEFINED    5,16         9000     0        0
EON LABS INC                     COMMON    29412E100     35748   1324000     SH          DEFINED        1     1324000     0        0
EON LABS INC                     COMMON    29412E100      3281    121500     SH          DEFINED        2      121500     0        0
EON LABS INC                     COMMON    29412E100         4       146     SH          DEFINED        4         146     0        0
EPICOR SOFTWARE CORP             COMMON    29426L108     12508    887700     SH          DEFINED        1      887700     0        0
EPICOR SOFTWARE CORP             COMMON    29426L108      4692    333000     SH          DEFINED        2      333000     0        0
EQUIFAX INC                      COMMON    294429105        11       390     SH          DEFINED        1         390     0        0
EQUIFAX INC                      COMMON    294429105      5835    207667     SH          DEFINED       16      190067     0    17600
EQUIFAX INC                      COMMON    294429105       958     34100     SH          DEFINED    16,9        34100     0        0
EQUIFAX INC                      COMMON    294429105       162      5756     SH          DEFINED       24        5756     0        0
EQUIFAX INC                      COMMON    294429105       172      6120     SH          DEFINED        7        6120     0        0
EQUIFAX INC                      COMMON    294429105       212      7535     SH          DEFINED        9        7535     0        0
EQUINIX INC                      COMMON    29444U502        13       300     SH          DEFINED       16         300     0        0
EQUITABLE RESOURCES INC          COMMON    294549100     10319    170120     SH          DEFINED        1      170120     0        0
EQUITABLE RESOURCES INC          COMMON    294549100       485      8000     SH          DEFINED    10,2         8000     0        0
EQUITABLE RESOURCES INC          COMMON    294549100       208      3424     SH          DEFINED       25           0     0     3424
EQUITABLE RESOURCES INC          COMMON    294549100        18       300     SH          DEFINED        6         300     0        0
EQUITABLE RESOURCES INC          COMMON    294549100      6369    104994     SH          DEFINED        7      104994     0        0



                                                                                           
EQUITY INNS INC                  COMMON    294703103     10115    861600     SH          DEFINED       16      672300     0   189300
EQUITY INNS INC                  COMMON    294703103        93      7900     SH          DEFINED   16,15         7900     0        0
EQUITY INNS INC                  COMMON    294703103      1190    101400     SH          DEFINED    5,16       101400     0        0
EQUITY LIFESTYLE PROPERTIES      COMMON    29472R108      1134     31727     SH          DEFINED       16       31727     0        0
EQUITY OFFICE PROPERTIES TR      COMMON    294741103      1893     65000     SH          DEFINED        1       65000     0        0
EQUITY OFFICE PROPERTIES TR      COMMON    294741103     22742    780960     SH          DEFINED       16      638925     0   142035
EQUITY OFFICE PROPERTIES TR      COMMON    294741103       463     15909     SH          DEFINED       25        3669     0    12240
EQUITY OFFICE PROPERTIES TR      COMMON    294741103       476     16329     SH          DEFINED        7       16329     0        0
EQUITY ONE INC                   COMMON    294752100      6445    271600     SH          DEFINED       16      169100     0   102500
EQUITY ONE INC                   COMMON    294752100       131      5500     SH          DEFINED   16,15         5500     0        0
EQUITY ONE INC                   COMMON    294752100      1837     77400     SH          DEFINED    5,16        77400     0        0
EQUITY RESIDENTIAL               COMMON    29476L107    158714   4386785     SH          DEFINED       16     2971666     0  1415119
EQUITY RESIDENTIAL               COMMON    29476L107       814     22494     SH          DEFINED       25        6510     0    15984
EQUITY RESIDENTIAL               COMMON    29476L107     12055    333184     SH          DEFINED    5,16       333184     0        0
EQUITY RESIDENTIAL               COMMON    29476L107         6       175     SH          DEFINED        6         175     0        0
EQUITY RESIDENTIAL               COMMON    29476L107        75      2080     SH          DEFINED        7        2080     0        0
ERICSSON (LM) TEL ADR            COMMON    294821608     18922    600890     SH          DEFINED        1      600890     0        0
ERICSSON (LM) TEL ADR            COMMON    294821608       929     29500     SH          DEFINED       16       29500     0        0
ERICSSON (LM) TEL ADR            COMMON    294821608      3727    118350     SH          DEFINED   16,23       118350     0        0
ERICSSON (LM) TEL ADR            COMMON    294821608      3029     96200     SH          DEFINED       21       96200     0        0
ERICSSON (LM) TEL ADR            COMMON    294821608      1153     36621     SH          DEFINED       25           0     0    36621
ERICSSON (LM) TEL ADR            COMMON    294821608         3        80     SH          DEFINED        4          80     0        0
ERICSSON (LM) TEL ADR            COMMON    294821608       850     26984     SH          DEFINED        7       26984     0        0
ERIE INDEMNITY COMPANY CL A      COMMON    29530P102        16       300     SH          DEFINED        7         300     0        0
ESCO ELECTRONICS CORP            COMMON    296315104       725      9465     SH          DEFINED        7        9465     0        0
ESPEED INC CL A                  COMMON    296643109      5712    461800     SH          DEFINED        1      461800     0        0
ESSEX PROPERTY TRUST INC         COMMON    297178105    121236   1446735     SH          DEFINED       16     1055505     0   391230
ESSEX PROPERTY TRUST INC         COMMON    297178105      8330     99400     SH          DEFINED    5,16        99400     0        0
DELHAIZE LE LION ADR             COMMON    29759W101     86234   1136905     SH          DEFINED       16     1136905     0        0
ETHAN ALLEN INTERIORS INC        COMMON    297602104     12226    305506     SH          DEFINED        7      305506     0        0
EURONET WORLDWIDE INC            COMMON    298736109     16754    643900     SH          DEFINED        1      643900     0        0
EURONET WORLDWIDE INC            COMMON    298736109       323     12400     SH          DEFINED       16        6800     0     5600
EURONET WORLDWIDE INC            COMMON    298736109         8       300     SH          DEFINED   16,15          300     0        0
EURONET WORLDWIDE INC            COMMON    298736109      5881    226000     SH          DEFINED        2      226000     0        0
EURONET WORLDWIDE INC            COMMON    298736109        52      2000     SH          DEFINED       25           0     0     2000
EURONET WORLDWIDE INC            COMMON    298736109        39      1500     SH          DEFINED    5,16         1500     0        0
EVERGREEN INC ADVANTAGE FUND C   COMMON    30023Y105        17      1037     SH          DEFINED       25           0     0     1037
EVERGREEN SOLAR INC              COMMON    30033R108         1       150     SH          DEFINED       25           0     0      150
EXAR CORP                        COMMON    300645108        67      4750     SH          DEFINED        7        4750     0        0
EXCEL TECHNOLOGY INC             COMMON    30067T103       226      8700     SH          DEFINED       16        4900     0     3800
EXCEL TECHNOLOGY INC             COMMON    30067T103         5       200     SH          DEFINED   16,15          200     0        0
EXCEL TECHNOLOGY INC             COMMON    30067T103        29      1100     SH          DEFINED    5,16         1100     0        0
EXELON CORPORATION               COMMON    30161N101     20002    453874     SH          DEFINED        1      453874     0        0
EXELON CORPORATION               COMMON    30161N101      2296     52100     SH          DEFINED   10,16        52100     0        0
EXELON CORPORATION               COMMON    30161N101       405      9200     SH          DEFINED    10,8         9200     0        0
EXELON CORPORATION               COMMON    30161N101     53167   1206425     SH          DEFINED       16     1135125     0    71300
EXELON CORPORATION               COMMON    30161N101       846     19200     SH          DEFINED   16,15        19200     0        0
EXELON CORPORATION               COMMON    30161N101      4610    104600     SH          DEFINED    16,9       104600     0        0
EXELON CORPORATION               COMMON    30161N101        38       868     SH          DEFINED    17,9          868     0        0
EXELON CORPORATION               COMMON    30161N101       828     18777     SH          DEFINED       24       18777     0        0
EXELON CORPORATION               COMMON    30161N101       392      8894     SH          DEFINED       25         874     0     8020
EXELON CORPORATION               COMMON    30161N101      1260     28600     SH          DEFINED    5,16        28600     0        0
EXELON CORPORATION               COMMON    30161N101        57      1296     SH          DEFINED        7        1296     0        0
EXELON CORPORATION               COMMON    30161N101      1999     45356     SH          DEFINED        9       45356     0        0



                                                                                           
EXELON CORPORATION               COMMON    30161N101        87      1985     SH          DEFINED    9,11         1985     0        0
EXELIXIS INC                     COMMON    30161Q104      5000    526300     SH          DEFINED        3      526300     0        0
EXPEDITORS INTL WASH INC         COMMON    302130109     13294    237900     SH          DEFINED        1      237900     0        0
EXPEDITORS INTL WASH INC         COMMON    302130109     27940    500000     SH          DEFINED     1,2       500000     0        0
EXPEDITORS INTL WASH INC         COMMON    302130109      4247     76000     SH          DEFINED        2       76000     0        0
EXPEDITORS INTL WASH INC         COMMON    302130109         4        74     SH          DEFINED       25           0     0       74
EXPEDITORS INTL WASH INC         COMMON    302130109        81      1450     SH          DEFINED        7        1450     0        0
EXPEDITORS INTL WASH INC         COMMON    302130109       257      4597     SH          DEFINED        9        4597     0        0
EXPRESS SCRIPTS INC -COMMON      COMMON    302182100     62640    819460     SH          DEFINED        1      819460     0        0
EXPRESS SCRIPTS INC -COMMON      COMMON    302182100      1007     13170     SH          DEFINED       16        7370     0     5800
EXPRESS SCRIPTS INC -COMMON      COMMON    302182100        99      1300     SH          DEFINED    16,9         1300     0        0
EXPRESS SCRIPTS INC -COMMON      COMMON    302182100      4774     62450     SH          DEFINED        2       55250     0     7200
EXPRESS SCRIPTS INC -COMMON      COMMON    302182100     62063    811920     SH          DEFINED       25      101058     0   710862
EXPRESS SCRIPTS INC -COMMON      COMMON    302182100         8       106     SH          DEFINED        4         106     0        0
EXPRESS SCRIPTS INC -COMMON      COMMON    302182100        11       150     SH          DEFINED        6         150     0        0
EXPRESS SCRIPTS INC -COMMON      COMMON    302182100     25468    333178     SH          DEFINED        7      333178     0        0
EXPRESS SCRIPTS INC -COMMON      COMMON    302182100       172      2244     SH          DEFINED        9        2244     0        0
EXPRESSJET HOLDINGS              COMMON    30218U108     10050    780300     SH          DEFINED       16      503700     0   276600
EXPRESSJET HOLDINGS              COMMON    30218U108       194     15100     SH          DEFINED   16,15        15100     0        0
EXPRESSJET HOLDINGS              COMMON    30218U108      2224    172700     SH          DEFINED    5,16       172700     0        0
EXTENDICARE INC CL A             COMMON    30224T871      1599    124540     SH          DEFINED        1      124540     0        0
EXTENDICARE INC CL A             COMMON    30224T871     17987   1401000     SH          DEFINED     1,3      1401000     0        0
EXTENDICARE INC CL A             COMMON    30224T871       271     21100     SH          DEFINED        2       21100     0        0
EXTRA SPACE STORAGE INC          COMMON    30225T102     18107   1358354     SH          DEFINED       16     1042407     0   315947
EXTRA SPACE STORAGE INC          COMMON    30225T102       792     59400     SH          DEFINED    5,16        59400     0        0
EYETECH PHARMACEUTICALS INC      COMMON    302297106     33861    744200     SH          DEFINED        1      744200     0        0
EYETECH PHARMACEUTICALS INC      COMMON    302297106     12786    281000     SH          DEFINED       10      281000     0        0
EYETECH PHARMACEUTICALS INC      COMMON    302297106      1169     25700     SH          DEFINED   10,23        25700     0        0
EYETECH PHARMACEUTICALS INC      COMMON    302297106      8044    176800     SH          DEFINED        2      176800     0        0
EXXON MOBIL CORPORATION          COMMON    30231G102    265253   5174657     SH          DEFINED        1     5165020     0     9637
EXXON MOBIL CORPORATION          COMMON    30231G102    133261   2599700     SH          DEFINED     1,2      2599700     0        0
EXXON MOBIL CORPORATION          COMMON    30231G102     25082    489300     SH          DEFINED   10,16       489300     0        0
EXXON MOBIL CORPORATION          COMMON    30231G102      3563     69500     SH          DEFINED    10,8        69500     0        0
EXXON MOBIL CORPORATION          COMMON    30231G102       188      3670     SH          DEFINED       12        3670     0        0
EXXON MOBIL CORPORATION          COMMON    30231G102      1688     32925     SH          DEFINED    12,9        32925     0        0
EXXON MOBIL CORPORATION          COMMON    30231G102      2071     40400     SH          DEFINED       13       40400     0        0
EXXON MOBIL CORPORATION          COMMON    30231G102    421708   8226839     SH          DEFINED       16     7043911     0  1182928
EXXON MOBIL CORPORATION          COMMON    30231G102      8622    168200     SH          DEFINED   16,15       168200     0        0
EXXON MOBIL CORPORATION          COMMON    30231G102     23631    461000     SH          DEFINED    16,9       461000     0        0
EXXON MOBIL CORPORATION          COMMON    30231G102       112      2185     SH          DEFINED    17,9         2185     0        0
EXXON MOBIL CORPORATION          COMMON    30231G102     85984   1677400     SH          DEFINED        2     1677400     0        0
EXXON MOBIL CORPORATION          COMMON    30231G102      6794    132533     SH          DEFINED       24      132533     0        0
EXXON MOBIL CORPORATION          COMMON    30231G102    151090   2947515     SH          DEFINED       25      859733     0  2087782
EXXON MOBIL CORPORATION          COMMON    30231G102         3        50     SH          DEFINED        4          50     0        0
EXXON MOBIL CORPORATION          COMMON    30231G102     12200    237995     SH          DEFINED    5,16       214100     0    23895
EXXON MOBIL CORPORATION          COMMON    30231G102      1131     22061     SH          DEFINED        6       22061     0        0
EXXON MOBIL CORPORATION          COMMON    30231G102     38241    746030     SH          DEFINED        7      746030     0        0
EXXON MOBIL CORPORATION          COMMON    30231G102       841     16400     SH          DEFINED        8       16400     0        0
EXXON MOBIL CORPORATION          COMMON    30231G102     22487    438694     SH          DEFINED        9      438694     0        0
EXXON MOBIL CORPORATION          COMMON    30231G102       401      7817     SH          DEFINED    9,11         7817     0        0
EXXON MOBIL CORPORATION          COMMON    30231G102      1367     26671     SH          DEFINED    9,14        26671     0        0
FEI COMPANY                      COMMON    30241L109      6407    305100     SH          DEFINED        1      305100     0        0
FEI COMPANY                      COMMON    30241L109      2241    106700     SH          DEFINED        2      106700     0        0
FLIR SYSTEMS INC                 COMMON    302445101     21516    337300     SH          DEFINED        1      337300     0        0



                                                                                           
FLIR SYSTEMS INC                 COMMON    302445101      6392    100200     SH          DEFINED        2      100200     0        0
FLIR SYSTEMS INC                 COMMON    302445101        13       200     SH          DEFINED        7         200     0        0
FMC CORP                         COMMON    302491303     11901    246400     SH          DEFINED       16      145200     0   101200
FMC CORP                         COMMON    302491303       266      5500     SH          DEFINED   16,15         5500     0        0
FMC CORP                         COMMON    302491303      4376     90600     SH          DEFINED    5,16        90600     0        0
FMC TECHNOLOGIES COM             COMMON    30249U101     71724   2227450     SH          DEFINED        1     2227450     0        0
FMC TECHNOLOGIES COM             COMMON    30249U101       538     16700     SH          DEFINED     1,3        16700     0        0
FMC TECHNOLOGIES COM             COMMON    30249U101       852     26451     SH          DEFINED       16       26451     0        0
FMC TECHNOLOGIES COM             COMMON    30249U101      1449     45000     SH          DEFINED   16,15        45000     0        0
FMC TECHNOLOGIES COM             COMMON    30249U101      8845    274700     SH          DEFINED        2      274700     0        0
FMC TECHNOLOGIES COM             COMMON    30249U101         3       100     SH          DEFINED       25           0     0      100
FMC TECHNOLOGIES COM             COMMON    30249U101     23146    718835     SH          DEFINED        4      718835     0        0
FMC TECHNOLOGIES COM             COMMON    30249U101       225      7000     SH          DEFINED     5,2         7000     0        0
FNB CORP/NORTH CAROLINA          COMMON    302519103        29      1500     SH          DEFINED        7        1500     0        0
FPIC INSURANCE GROUP INC         COMMON    302563101      1221     34500     SH          DEFINED       16       19800     0    14700
FPIC INSURANCE GROUP INC         COMMON    302563101        28       800     SH          DEFINED   16,15          800     0        0
FPIC INSURANCE GROUP INC         COMMON    302563101       414     11700     SH          DEFINED    5,16        11700     0        0
FPIC INSURANCE GROUP INC         COMMON    302563101        60      1700     SH          DEFINED        7        1700     0        0
FPL GROUP INC                    COMMON    302571104    140764   1883125     SH          DEFINED        1     1882710     0      415
FPL GROUP INC                    COMMON    302571104     29840    399200     SH          DEFINED     1,2       399200     0        0
FPL GROUP INC                    COMMON    302571104       591      7900     SH          DEFINED     1,3         7900     0        0
FPL GROUP INC                    COMMON    302571104      2661     35600     SH          DEFINED   10,16        35600     0        0
FPL GROUP INC                    COMMON    302571104       471      6300     SH          DEFINED    10,8         6300     0        0
FPL GROUP INC                    COMMON    302571104     53263    712542     SH          DEFINED       16      662342     0    50200
FPL GROUP INC                    COMMON    302571104       987     13200     SH          DEFINED   16,15        13200     0        0
FPL GROUP INC                    COMMON    302571104      5233     70000     SH          DEFINED    16,9        70000     0        0
FPL GROUP INC                    COMMON    302571104     20097    268850     SH          DEFINED        2      268850     0        0
FPL GROUP INC                    COMMON    302571104       753     10077     SH          DEFINED       24       10077     0        0
FPL GROUP INC                    COMMON    302571104      1765     23611     SH          DEFINED       25        1500     0    22111
FPL GROUP INC                    COMMON    302571104     31952    427447     SH          DEFINED        4      427447     0        0
FPL GROUP INC                    COMMON    302571104      1458     19500     SH          DEFINED    5,16        19500     0        0
FPL GROUP INC                    COMMON    302571104       262      3500     SH          DEFINED     5,2         3500     0        0
FPL GROUP INC                    COMMON    302571104       554      7410     SH          DEFINED        7        7410     0        0
FPL GROUP INC                    COMMON    302571104      1520     20331     SH          DEFINED        9       20331     0        0
FPL GROUP INC                    COMMON    302571104        81      1079     SH          DEFINED    9,11         1079     0        0
FPL GROUP INC CVP(FPL) 8.5       CONVERT   302571203       123      2000     SH          DEFINED       25           0     0     2000
FTI CONSULTING INC               COMMON    302941109     36919   1752200     SH          DEFINED        3     1752200     0        0
FTI CONSULTING INC               COMMON    302941109        27      1300     SH          DEFINED        7        1300     0        0
FACTSET RESEARCH SYSTEMS INC     COMMON    303075105      2986     51100     SH          DEFINED        1       51100     0        0
FACTSET RESEARCH SYSTEMS INC     COMMON    303075105     11226    192100     SH          DEFINED     1,3       192100     0        0
FACTSET RESEARCH SYSTEMS INC     COMMON    303075105      1788     30600     SH          DEFINED    10,2        30600     0        0
FACTSET RESEARCH SYSTEMS INC     COMMON    303075105       748     12800     SH          DEFINED        2       12800     0        0
FAIR ISAAC CORP                  COMMON    303250104     41834   1140500     SH          DEFINED        1     1140500     0        0
FAIR ISAAC CORP                  COMMON    303250104       550     15000     SH          DEFINED     1,3        15000     0        0
FAIR ISAAC CORP                  COMMON    303250104      4053    110500     SH          DEFINED        2      110500     0        0
FAIR ISAAC CORP                  COMMON    303250104       110      3000     SH          DEFINED       25           0     0     3000
FAIR ISAAC CORP                  COMMON    303250104       257      7000     SH          DEFINED     5,2         7000     0        0
FAIRCHILD SEMICON INTL CL A      COMMON    303726103      4972    305800     SH          DEFINED        1      305800     0        0
FAIRCHILD SEMICON INTL CL A      COMMON    303726103      2776    170705     SH          DEFINED       16      100485     0    70220
FAIRCHILD SEMICON INTL CL A      COMMON    303726103       603     37100     SH          DEFINED   16,23        37100     0        0
FAIRFAX FINANCIAL HLDGS LTD      COMMON    303901102        57       339     SH          DEFINED        9         339     0        0
FAIRMONT HOTELS & RESORTS        COMMON    305204109     37174   1073145     SH          DEFINED       16      870158     0   202987
FAIRMONT HOTELS & RESORTS        COMMON    305204109      1777     51300     SH          DEFINED    5,16        51300     0        0
FAMILY DOLLAR STORES             COMMON    307000109     52435   1679000     SH          DEFINED        1     1679000     0        0



                                                                                           
FAMILY DOLLAR STORES             COMMON    307000109       481     15400     SH          DEFINED     1,3        15400     0        0
FAMILY DOLLAR STORES             COMMON    307000109     20502    656500     SH          DEFINED       10      656500     0        0
FAMILY DOLLAR STORES             COMMON    307000109       456     14600     SH          DEFINED   10,23        14600     0        0
FAMILY DOLLAR STORES             COMMON    307000109      1337     42817     SH          DEFINED       16       42817     0        0
FAMILY DOLLAR STORES             COMMON    307000109      5796    185600     SH          DEFINED        2      185600     0        0
FAMILY DOLLAR STORES             COMMON    307000109      9369    300000     SH          DEFINED        3      300000     0        0
FAMILY DOLLAR STORES             COMMON    307000109     23101    739693     SH          DEFINED        4      739693     0        0
FAMILY DOLLAR STORES             COMMON    307000109       202      6460     SH          DEFINED     5,2         6460     0        0
FAMILY DOLLAR STORES             COMMON    307000109       351     11250     SH          DEFINED        7       11250     0        0
FAMILY DOLLAR STORES             COMMON    307000109       175      5609     SH          DEFINED        9        5609     0        0
FASTENAL CO                      COMMON    311900104     28772    467385     SH          DEFINED        1      467385     0        0
FASTENAL CO                      COMMON    311900104       442      7173     SH          DEFINED       16          73     0     7100
FASTENAL CO                      COMMON    311900104      2046     33230     SH          DEFINED        2       24000     0     9230
FASTENAL CO                      COMMON    311900104       123      1990     SH          DEFINED        7        1990     0        0
INTEL INC (CVT FDXEXC) 144A 0.   CONVERT   31304GAA0     25928  25000000     SH          DEFINED       16     3700000     0 21300000
FEDERAL AGRIC MTG CORP CL C      COMMON    313148306      2379    102100     SH          DEFINED        1      102100     0        0
FEDERAL AGRIC MTG CORP CL C      COMMON    313148306       210      9000     SH          DEFINED       16        9000     0        0
FEDERAL AGRIC MTG CORP CL C      COMMON    313148306        13       550     SH          DEFINED        7         550     0        0
FREDDIE MAC                      COMMON    313400301     45521    617650     SH          DEFINED        1      617650     0        0
FREDDIE MAC                      COMMON    313400301      5476     74300     SH          DEFINED   10,16        74300     0        0
FREDDIE MAC                      COMMON    313400301       332      4500     SH          DEFINED    10,8         4500     0        0
FREDDIE MAC                      COMMON    313400301      1503     20400     SH          DEFINED       13       20400     0        0
FREDDIE MAC                      COMMON    313400301     69010    936364     SH          DEFINED       16      892084     0    44280
FREDDIE MAC                      COMMON    313400301       693      9400     SH          DEFINED   16,15         9400     0        0
FREDDIE MAC                      COMMON    313400301      2955     40100     SH          DEFINED    16,9        40100     0        0
FREDDIE MAC                      COMMON    313400301        41       559     SH          DEFINED    17,9          559     0        0
FREDDIE MAC                      COMMON    313400301       581      7887     SH          DEFINED       24        7887     0        0
FREDDIE MAC                      COMMON    313400301     24788    336338     SH          DEFINED       25       97175     0   239163
FREDDIE MAC                      COMMON    313400301      1892     25665     SH          DEFINED    5,16        13900     0    11765
FREDDIE MAC                      COMMON    313400301      1456     19760     SH          DEFINED        7       19760     0        0
FREDDIE MAC                      COMMON    313400301      2123     28800     SH          DEFINED        9       28800     0        0
FANNIE MAE                       COMMON    313586109    534031   7499380     SH          DEFINED        1     7498260     0     1120
FANNIE MAE                       COMMON    313586109     45703    641800     SH          DEFINED       10      641800     0        0
FANNIE MAE                       COMMON    313586109      5061     71072     SH          DEFINED   10,16        71072     0        0
FANNIE MAE                       COMMON    313586109       449      6300     SH          DEFINED    10,8         6300     0        0
FANNIE MAE                       COMMON    313586109        50       700     SH          DEFINED       12         700     0        0
FANNIE MAE                       COMMON    313586109       484      6801     SH          DEFINED    12,9         6801     0        0
FANNIE MAE                       COMMON    313586109    290874   4084733     SH          DEFINED       16     3177210   226   907297
FANNIE MAE                       COMMON    313586109       940     13200     SH          DEFINED   16,15        13200     0        0
FANNIE MAE                       COMMON    313586109      1666     23400     SH          DEFINED   16,23        23400     0        0
FANNIE MAE                       COMMON    313586109      4009     56300     SH          DEFINED    16,9        56300     0        0
FANNIE MAE                       COMMON    313586109        44       623     SH          DEFINED    17,9          623     0        0
FANNIE MAE                       COMMON    313586109     18329    257400     SH          DEFINED        2      257400     0        0
FANNIE MAE                       COMMON    313586109       263      3700     SH          DEFINED    2,23         3700     0        0
FANNIE MAE                       COMMON    313586109      1539     21611     SH          DEFINED       24       21611     0        0
FANNIE MAE                       COMMON    313586109     70922    995951     SH          DEFINED       25      110813     0   885138
FANNIE MAE                       COMMON    313586109     30187    423913     SH          DEFINED        4      423913     0        0
FANNIE MAE                       COMMON    313586109      4090     57437     SH          DEFINED    5,16        49022     0     8415
FANNIE MAE                       COMMON    313586109      5776     81118     SH          DEFINED        7       81118     0        0
FANNIE MAE                       COMMON    313586109      4055     56946     SH          DEFINED        9       56946     0        0
FANNIE MAE                       COMMON    313586109       405      5685     SH          DEFINED    9,14         5685     0        0
FEDERAL REALTY INVS TRUST        COMMON    313747206     43686    845814     SH          DEFINED       16      599974     0   245840
FEDERAL REALTY INVS TRUST        COMMON    313747206        63      1214     SH          DEFINED       25           0     0     1214
FEDERAL REALTY INVS TRUST        COMMON    313747206      3192     61800     SH          DEFINED    5,16        61800     0        0



                                                                                           
FEDERAL SIGNAL CORP              COMMON    313855108        14       800     SH          DEFINED       16         800     0        0
FEDERATED DEPARTMENT STORES      COMMON    31410H101         4        70     SH          DEFINED        1          70     0        0
FEDERATED DEPARTMENT STORES      COMMON    31410H101       474      8200     SH          DEFINED       10        8200     0        0
FEDERATED DEPARTMENT STORES      COMMON    31410H101      5895    102000     SH          DEFINED   10,16       102000     0        0
FEDERATED DEPARTMENT STORES      COMMON    31410H101      1046     18100     SH          DEFINED    10,8        18100     0        0
FEDERATED DEPARTMENT STORES      COMMON    31410H101     97953   1694977     SH          DEFINED       16     1553577     0   141400
FEDERATED DEPARTMENT STORES      COMMON    31410H101      2173     37600     SH          DEFINED   16,15        37600     0        0
FEDERATED DEPARTMENT STORES      COMMON    31410H101      3479     60200     SH          DEFINED    16,9        60200     0        0
FEDERATED DEPARTMENT STORES      COMMON    31410H101      1107     19160     SH          DEFINED       24       19160     0        0
FEDERATED DEPARTMENT STORES      COMMON    31410H101      3427     59300     SH          DEFINED    5,16        59300     0        0
FEDERATED DEPARTMENT STORES      COMMON    31410H101        52       900     SH          DEFINED        7         900     0        0
FEDERATED DEPARTMENT STORES      COMMON    31410H101       353      6100     SH          DEFINED        8        6100     0        0
FEDERATED DEPARTMENT STORES      COMMON    31410H101      1200     20769     SH          DEFINED        9       20769     0        0
FEDERATED DEPARTMENT STORES      COMMON    31410H101        43       742     SH          DEFINED    9,11          742     0        0
FEDERATED INVESTORS INC CL B     COMMON    314211103     22528    741050     SH          DEFINED        1      741050     0        0
FEDERATED INVESTORS INC CL B     COMMON    314211103      1644     54086     SH          DEFINED       16       54086     0        0
FEDERATED INVESTORS INC CL B     COMMON    314211103         5       155     SH          DEFINED       25         155     0        0
FEDERATED PREMIER MUNI INC CF    COMMON    31423P108       109      7734     SH          DEFINED       25           0     0     7734
FEDEX CORPORATION                COMMON    31428X106     15102    153340     SH          DEFINED        1      153340     0        0
FEDEX CORPORATION                COMMON    31428X106     64019    650000     SH          DEFINED     1,2       650000     0        0
FEDEX CORPORATION                COMMON    31428X106       394      4000     SH          DEFINED   10,16         4000     0        0
FEDEX CORPORATION                COMMON    31428X106        49       500     SH          DEFINED    10,8          500     0        0
FEDEX CORPORATION                COMMON    31428X106     16759    170159     SH          DEFINED       16      155759     0    14400
FEDEX CORPORATION                COMMON    31428X106       108      1100     SH          DEFINED   16,15         1100     0        0
FEDEX CORPORATION                COMMON    31428X106      2433     24700     SH          DEFINED    16,9        24700     0        0
FEDEX CORPORATION                COMMON    31428X106        31       318     SH          DEFINED    17,9          318     0        0
FEDEX CORPORATION                COMMON    31428X106      8798     89330     SH          DEFINED        2       89330     0        0
FEDEX CORPORATION                COMMON    31428X106       364      3695     SH          DEFINED       24        3695     0        0
FEDEX CORPORATION                COMMON    31428X106       631      6403     SH          DEFINED       25         900     0     5503
FEDEX CORPORATION                COMMON    31428X106     30148    306100     SH          DEFINED        3      306100     0        0
FEDEX CORPORATION                COMMON    31428X106       167      1700     SH          DEFINED    5,16         1700     0        0
FEDEX CORPORATION                COMMON    31428X106       929      9436     SH          DEFINED        7        9436     0        0
FEDEX CORPORATION                COMMON    31428X106       998     10135     SH          DEFINED        9       10135     0        0
FELCOR LODGING TRUST INC         COMMON    31430F101       624     42600     SH          DEFINED       16       42600     0        0
FELCOR LODGING TRUST INC         COMMON    31430F101       235     16075     SH          DEFINED        7       16075     0        0
FERRELLGAS PARTNERS-LP           COMMON    315293100         8       400     SH          DEFINED       25           0     0      400
F5 NETWORKS INC                  COMMON    315616102     10504    215600     SH          DEFINED        1      215600     0        0
F5 NETWORKS INC                  COMMON    315616102      1501     30800     SH          DEFINED       16       21200     0     9600
F5 NETWORKS INC                  COMMON    315616102        24       500     SH          DEFINED   16,15          500     0        0
F5 NETWORKS INC                  COMMON    315616102      1160     23800     SH          DEFINED   16,23        23800     0        0
F5 NETWORKS INC                  COMMON    315616102        39       800     SH          DEFINED       25         800     0        0
F5 NETWORKS INC                  COMMON    315616102       136      2800     SH          DEFINED    5,16         2800     0        0
FIDELITY NATIONAL FINL INC       COMMON    316326107      3071     67235     SH          DEFINED       10       67235     0        0
FIDELITY NATIONAL FINL INC       COMMON    316326107       594     13000     SH          DEFINED   10,23        13000     0        0
FIDELITY NATIONAL FINL INC       COMMON    316326107        14       300     SH          DEFINED       16         300     0        0
FIDELITY NATIONAL FINL INC       COMMON    316326107       123      2700     SH          DEFINED    16,9         2700     0        0
FIDELITY NATIONAL FINL INC       COMMON    316326107       344      7525     SH          DEFINED       24        7525     0        0
FIDELITY NATIONAL FINL INC       COMMON    316326107       130      2849     SH          DEFINED       25           0     0     2849
FIDELITY NATIONAL FINL INC       COMMON    316326107       266      5817     SH          DEFINED        9        5817     0        0
FIFTH THIRD BANCORP              COMMON    316773100     17746    375175     SH          DEFINED        1      375175     0        0
FIFTH THIRD BANCORP              COMMON    316773100      4694     99234     SH          DEFINED       16       98509     0      725
FIFTH THIRD BANCORP              COMMON    316773100       147      3100     SH          DEFINED    16,9         3100     0        0
FIFTH THIRD BANCORP              COMMON    316773100        14       292     SH          DEFINED    17,9          292     0        0
FIFTH THIRD BANCORP              COMMON    316773100      6552    138521     SH          DEFINED       25         488     0   138033



                                                                                           
FIFTH THIRD BANCORP              COMMON    316773100         6       125     SH          DEFINED        6         125     0        0
FIFTH THIRD BANCORP              COMMON    316773100       570     12059     SH          DEFINED        7       12059     0        0
FIFTH THIRD BANCORP              COMMON    316773100       704     14887     SH          DEFINED        9       14887     0        0
FINLAY ENTERPRISES INC           COMMON    317884203       463     23400     SH          DEFINED       16       13800     0     9600
FINLAY ENTERPRISES INC           COMMON    317884203        10       500     SH          DEFINED   16,15          500     0        0
FINLAY ENTERPRISES INC           COMMON    317884203       144      7300     SH          DEFINED    5,16         7300     0        0
THE FINISH LINE CL A             COMMON    317923100      2924    159800     SH          DEFINED        1      159800     0        0
FIRST ACCEPTANCE CORP            COMMON    318457108        20      2200     SH          DEFINED       16        2200     0        0
FIRST ACCEPTANCE CORP            COMMON    318457108        51      5700     SH          DEFINED    5,16         5700     0        0
FIRST AMERICAN CORPORATION       COMMON    318522307        42      1185     SH          DEFINED        1           0     0     1185
FIRST AMERICAN CORPORATION       COMMON    318522307        95      2700     SH          DEFINED       16        2700     0        0
FIRST AMERICAN CORPORATION       COMMON    318522307        86      2450     SH          DEFINED       25           0     0     2450
FIRST BANCORP/PUERTO RICO        COMMON    318672102      5576     87800     SH          DEFINED       16       50300     0    37500
FIRST BANCORP/PUERTO RICO        COMMON    318672102       133      2100     SH          DEFINED   16,15         2100     0        0
FIRST BANCORP/PUERTO RICO        COMMON    318672102      1499     23600     SH          DEFINED    5,16        23600     0        0
FIRST BANCORP/NC                 COMMON    318910106         5       200     SH          DEFINED       16         200     0        0
FIRST CHARTER CORP               COMMON    319439105       801     30600     SH          DEFINED       16       17900     0    12700
FIRST CHARTER CORP               COMMON    319439105        18       700     SH          DEFINED   16,15          700     0        0
FIRST CHARTER CORP               COMMON    319439105       275     10500     SH          DEFINED    5,16        10500     0        0
FIRST CITIZENS BCSHS  -CL A      COMMON    31946M103      1453      9800     SH          DEFINED       16        5800     0     4000
FIRST CITIZENS BCSHS  -CL A      COMMON    31946M103        30       200     SH          DEFINED   16,15          200     0        0
FIRST CITIZENS BCSHS  -CL A      COMMON    31946M103       593      4000     SH          DEFINED    5,16         4000     0        0
FIRST CITIZENS BCSHS  -CL A      COMMON    31946M103        89       600     SH          DEFINED        7         600     0        0
FIRST COMMUNITY BANCSHARES       COMMON    31983A103        22       600     SH          DEFINED       16         600     0        0
FIRST COMMUNITY BANCSHARES       COMMON    31983A103        58      1600     SH          DEFINED    5,16         1600     0        0
FIRST CONSULTING GROUP INC       COMMON    31986R103        16      2550     SH          DEFINED        7        2550     0        0
FIRST DATA CORP                  COMMON    319963104    483098  11356330     SH          DEFINED        1    11356330     0        0
FIRST DATA CORP                  COMMON    319963104     29140    685000     SH          DEFINED     1,2       685000     0        0
FIRST DATA CORP                  COMMON    319963104      1733     40730     SH          DEFINED   10,16        40730     0        0
FIRST DATA CORP                  COMMON    319963104    145020   3409023     SH          DEFINED       16     2629113   230   779680
FIRST DATA CORP                  COMMON    319963104      1148     26980     SH          DEFINED   16,23        26980     0        0
FIRST DATA CORP                  COMMON    319963104        18       414     SH          DEFINED    17,9          414     0        0
FIRST DATA CORP                  COMMON    319963104      5462    128400     SH          DEFINED        2      128400     0        0
FIRST DATA CORP                  COMMON    319963104       247      5800     SH          DEFINED    2,23         5800     0        0
FIRST DATA CORP                  COMMON    319963104      1064     25000     SH          DEFINED       21       25000     0        0
FIRST DATA CORP                  COMMON    319963104        55      1294     SH          DEFINED       24        1294     0        0
FIRST DATA CORP                  COMMON    319963104      4658    109486     SH          DEFINED       25       16020     0    93466
FIRST DATA CORP                  COMMON    319963104     24691    580420     SH          DEFINED        4      580420     0        0
FIRST DATA CORP                  COMMON    319963104      1423     33440     SH          DEFINED    5,16        33440     0        0
FIRST DATA CORP                  COMMON    319963104      2957     69500     SH          DEFINED        6       69500     0        0
FIRST DATA CORP                  COMMON    319963104     36007    846419     SH          DEFINED        7      846419     0        0
FIRST DATA CORP                  COMMON    319963104       170      4000     SH          DEFINED        8        4000     0        0
FIRST DATA CORP                  COMMON    319963104      1531     35979     SH          DEFINED        9       35979     0        0
FIRST FINANCIAL BANCORP          COMMON    320209109       984     56200     SH          DEFINED       16       33200     0    23000
FIRST FINANCIAL BANCORP          COMMON    320209109        25      1400     SH          DEFINED   16,15         1400     0        0
FIRST FINANCIAL BANCORP          COMMON    320209109       315     18000     SH          DEFINED    5,16        18000     0        0
FIRST FINL BANKSHARES INC        COMMON    32020R109       479     10700     SH          DEFINED       16        6900     0     3800
FIRST FINL BANKSHARES INC        COMMON    32020R109         9       200     SH          DEFINED   16,15          200     0        0
FIRST FINL BANKSHARES INC        COMMON    32020R109       336      7500     SH          DEFINED    5,16         7500     0        0
FIRST FINANCIAL CORP/INDIANA     COMMON    320218100        18       500     SH          DEFINED       16         500     0        0
FIRST FINANCIAL CORP/INDIANA     COMMON    320218100        42      1200     SH          DEFINED    5,16         1200     0        0
FIRST FINANCIAL HOLDINGS INC     COMMON    320239106       223      6800     SH          DEFINED        1        6800     0        0
FIRST HORIZON NATIONAL CORP      COMMON    320517105        95      2200     SH          DEFINED       10        2200     0        0
FIRST HORIZON NATIONAL CORP      COMMON    320517105     11196    259715     SH          DEFINED       16      234815     0    24900



                                                                                           
FIRST HORIZON NATIONAL CORP      COMMON    320517105      1410     32700     SH          DEFINED    16,9        32700     0        0
FIRST HORIZON NATIONAL CORP      COMMON    320517105       216      5000     SH          DEFINED       24        5000     0        0
FIRST HORIZON NATIONAL CORP      COMMON    320517105        43      1000     SH          DEFINED    5,16         1000     0        0
FIRST HORIZON NATIONAL CORP      COMMON    320517105       220      5100     SH          DEFINED        7        5100     0        0
FIRST HORIZON NATIONAL CORP      COMMON    320517105       447     10376     SH          DEFINED        9       10376     0        0
FIRST HORIZON PHARMACEUTICAL     COMMON    32051K106     12905    563800     SH          DEFINED        1      563800     0        0
FIRST HORIZON PHARMACEUTICAL     COMMON    32051K106      4603    201100     SH          DEFINED       16      111400     0    89700
FIRST HORIZON PHARMACEUTICAL     COMMON    32051K106       112      4900     SH          DEFINED   16,15         4900     0        0
FIRST HORIZON PHARMACEUTICAL     COMMON    32051K106      4942    215900     SH          DEFINED        2      215900     0        0
FIRST HORIZON PHARMACEUTICAL     COMMON    32051K106       938     41000     SH          DEFINED    5,16        41000     0        0
FIRST INDUSTRIAL REALTY TR       COMMON    32054K103     21131    518800     SH          DEFINED       16      488400     0    30400
FIRST INDUSTRIAL REALTY TR       COMMON    32054K103       367      9000     SH          DEFINED       25           0     0     9000
FIRST INDUSTRIAL REALTY TR       COMMON    32054K103       680     16700     SH          DEFINED    5,16        16700     0        0
FIRST MARBLEHEAD CORP            COMMON    320771108      1969     35000     SH          DEFINED        1       35000     0        0
FIRST MARBLEHEAD CORP            COMMON    320771108      2250     40000     SH          DEFINED        2       40000     0        0
FIRST MIDWEST BANCORP INC/IL     COMMON    320867104      1916     52800     SH          DEFINED       16       30500     0    22300
FIRST MIDWEST BANCORP INC/IL     COMMON    320867104        44      1200     SH          DEFINED   16,15         1200     0        0
FIRST MIDWEST BANCORP INC/IL     COMMON    320867104        99      2732     SH          DEFINED       25           0     0     2732
FIRST MIDWEST BANCORP INC/IL     COMMON    320867104       530     14600     SH          DEFINED    5,16        14600     0        0
FIRST MIDWEST BANCORP INC/IL     COMMON    320867104        48      1325     SH          DEFINED        7        1325     0        0
FIRST NIAGARA FINANCIAL          COMMON    33582V108         7       525     SH          DEFINED        7         525     0        0
FIRST OAK BROOK BANCSHARES       COMMON    335847208        19       600     SH          DEFINED       16         600     0        0
FIRST OAK BROOK BANCSHARES       COMMON    335847208        49      1500     SH          DEFINED    5,16         1500     0        0
FIRST OAK BROOK BANCSHARES       COMMON    335847208        55      1686     SH          DEFINED        7        1686     0        0
FIRST PLACE FINANCIAL /OHIO      COMMON    33610T109       728     32500     SH          DEFINED       16       18800     0    13700
FIRST PLACE FINANCIAL /OHIO      COMMON    33610T109        16       700     SH          DEFINED   16,15          700     0        0
FIRST PLACE FINANCIAL /OHIO      COMMON    33610T109       233     10400     SH          DEFINED    5,16        10400     0        0
FIRST REPUBLIC BANK              COMMON    336158100      1299     24500     SH          DEFINED       16       13700     0    10800
FIRST REPUBLIC BANK              COMMON    336158100        32       600     SH          DEFINED   16,15          600     0        0
FIRST REPUBLIC BANK              COMMON    336158100       360      6800     SH          DEFINED    5,16         6800     0        0
1ST SOURCE CORP                  COMMON    336901103        38      1500     SH          DEFINED       16        1500     0        0
1ST SOURCE CORP                  COMMON    336901103        10       400     SH          DEFINED       25           0     0      400
1ST SOURCE CORP                  COMMON    336901103        99      3900     SH          DEFINED    5,16         3900     0        0
FIRST TRUST VALUE LINE 100 CF    COMMON    33735D104        17      1018     SH          DEFINED       25           0     0     1018
FIRST UNITED CORP                COMMON    33741H107       206      9999     SH          DEFINED       16        9999     0        0
FIRSTSERVICE CORP                COMMON    33761N109      2143    131600     SH          DEFINED        1      131600     0        0
FIRSTSERVICE CORP                COMMON    33761N109     42137   2587100     SH          DEFINED        3     2587100     0        0
FISERV INC                       COMMON    337738108     67129   1670297     SH          DEFINED        1     1670297     0        0
FISERV INC                       COMMON    337738108     90428   2250000     SH          DEFINED     1,2      2250000     0        0
FISERV INC                       COMMON    337738108       747     18590     SH          DEFINED       16       18590     0        0
FISERV INC                       COMMON    337738108     21575    536832     SH          DEFINED        2      536832     0        0
FISERV INC                       COMMON    337738108        10       250     SH          DEFINED       25           0     0      250
FISERV INC                       COMMON    337738108     17402    433000     SH          DEFINED        3      433000     0        0
FISERV INC                       COMMON    337738108     18775    467154     SH          DEFINED        7      467154     0        0
FISERV INC                       COMMON    337738108       290      7228     SH          DEFINED        9        7228     0        0
FIRSTFED FINANCIAL CORP          COMMON    337907109      5156     99400     SH          DEFINED       16       64300     0    35100
FIRSTFED FINANCIAL CORP          COMMON    337907109        99      1900     SH          DEFINED   16,15         1900     0        0
FIRSTFED FINANCIAL CORP          COMMON    337907109        52      1000     SH          DEFINED       25           0     0     1000
FIRSTFED FINANCIAL CORP          COMMON    337907109      1753     33800     SH          DEFINED    5,16        33800     0        0
FIRSTMERIT CORPORATION           COMMON    337915102       149      5235     SH          DEFINED       25           0     0     5235
FIRSTMERIT CORPORATION           COMMON    337915102        11       400     SH          DEFINED        7         400     0        0
FLAGSTAR BANCORP INC             COMMON    337930101         1        50     SH          DEFINED       25           0     0       50
FIRSTENERGY CORP                 COMMON    337932107     13065    330665     SH          DEFINED        1      330000     0      665
FIRSTENERGY CORP                 COMMON    337932107      1341     33937     SH          DEFINED       16       33937     0        0



                                                                                           
FIRSTENERGY CORP                 COMMON    337932107       113      2848     SH          DEFINED       25        2185     0      663
FIRSTENERGY CORP                 COMMON    337932107         9       223     SH          DEFINED        4         223     0        0
FIRSTENERGY CORP                 COMMON    337932107        52      1326     SH          DEFINED        7        1326     0        0
FIRSTENERGY CORP                 COMMON    337932107       387      9798     SH          DEFINED        9        9798     0        0
FISHER SCIENTIFIC INTL           COMMON    338032204    108747   1743300     SH          DEFINED        1     1743300     0        0
FISHER SCIENTIFIC INTL           COMMON    338032204     50309    806500     SH          DEFINED     1,2       806500     0        0
FISHER SCIENTIFIC INTL           COMMON    338032204      2398     38442     SH          DEFINED       16       36142     0     2300
FISHER SCIENTIFIC INTL           COMMON    338032204      1934     31000     SH          DEFINED   16,23        31000     0        0
FISHER SCIENTIFIC INTL           COMMON    338032204       362      5800     SH          DEFINED    16,9         5800     0        0
FISHER SCIENTIFIC INTL           COMMON    338032204     19066    305650     SH          DEFINED        2      305650     0        0
FISHER SCIENTIFIC INTL           COMMON    338032204        65      1050     SH          DEFINED       21        1050     0        0
FISHER SCIENTIFIC INTL           COMMON    338032204         6        89     SH          DEFINED       25          89     0        0
FISHER SCIENTIFIC INTL           COMMON    338032204      6111     97964     SH          DEFINED        3       97964     0        0
FISHER SCIENTIFIC INTL           COMMON    338032204        35       560     SH          DEFINED        6         560     0        0
FISHER SCIENTIFIC INTL           COMMON    338032204       705     11300     SH          DEFINED        7       11300     0        0
FISHER SCIENTIFIC INTL           COMMON    338032204       234      3752     SH          DEFINED        9        3752     0        0
FIVE STAR QUALITY CARE INC       COMMON    33832D106         0        17     SH          DEFINED       25           0     0       17
FLEETWOOD ENTERPRISES            COMMON    339099103         1       100     SH          DEFINED       25           0     0      100
FLORIDA EAST COAST INDS-A        COMMON    340632108        45      1000     SH          DEFINED       25           0     0     1000
FLORIDA EAST COAST INDS-A        COMMON    340632108       189      4200     SH          DEFINED        7        4200     0        0
FLORIDA ROCK INDS                COMMON    341140101         6       100     SH          DEFINED        7         100     0        0
FLUOR CORP                       COMMON    343412102      1935     35500     SH          DEFINED        1       35500     0        0
FLUOR CORP                       COMMON    343412102       434      7960     SH          DEFINED       16        7960     0        0
FLUOR CORP                       COMMON    343412102        41       750     SH          DEFINED       25           0     0      750
FLUOR CORP                       COMMON    343412102       158      2906     SH          DEFINED        9        2906     0        0
FLOWERS FOODS INC                COMMON    343498101      7668    242800     SH          DEFINED        1      242800     0        0
FLOWSERVE CORPORATION            COMMON    34354P105         6       209     SH          DEFINED        4         209     0        0
FLOWSERVE CORPORATION            COMMON    34354P105        67      2425     SH          DEFINED        7        2425     0        0
FLUSHING FINANCIAL CORP          COMMON    343873105      1255     62550     SH          DEFINED       16       35700     0    26850
FLUSHING FINANCIAL CORP          COMMON    343873105        32      1600     SH          DEFINED   16,15         1600     0        0
FLUSHING FINANCIAL CORP          COMMON    343873105       337     16800     SH          DEFINED    5,16        16800     0        0
FOMENTO ECONOMICO MEX ADR        COMMON    344419106      1757     33400     SH          DEFINED       10       33400     0        0
FOMENTO ECONOMICO MEX ADR        COMMON    344419106       347      6600     SH          DEFINED   10,16         6600     0        0
FOMENTO ECONOMICO MEX ADR        COMMON    344419106      1142     21700     SH          DEFINED   10,23        21700     0        0
FOMENTO ECONOMICO MEX ADR        COMMON    344419106      8549    162500     SH          DEFINED       13      130500     0    32000
FOMENTO ECONOMICO MEX ADR        COMMON    344419106       419      7957     SH          DEFINED   13,15         7957     0        0
FOMENTO ECONOMICO MEX ADR        COMMON    344419106      2289     43500     SH          DEFINED    5,13        43500     0        0
FOOT LOCKER INC                  COMMON    344849104     11564    429400     SH          DEFINED        1      429400     0        0
FOOT LOCKER INC                  COMMON    344849104      1775     65900     SH          DEFINED        2       65900     0        0
FOOT LOCKER INC                  COMMON    344849104        13       500     SH          DEFINED       25           0     0      500
FOOT LOCKER INC                  COMMON    344849104       246      9140     SH          DEFINED        7        9140     0        0
FOOT LOCKER INC                  COMMON    344849104        36      1341     SH          DEFINED        9        1341     0        0
FORD MOTOR COMPANY               COMMON    345370860       118      8034     SH          DEFINED        1           0     0     8034
FORD MOTOR COMPANY               COMMON    345370860       212     14500     SH          DEFINED       10       14500     0        0
FORD MOTOR COMPANY               COMMON    345370860      7598    519000     SH          DEFINED   10,16       519000     0        0
FORD MOTOR COMPANY               COMMON    345370860      1347     92000     SH          DEFINED    10,8        92000     0        0
FORD MOTOR COMPANY               COMMON    345370860     94280   6439913     SH          DEFINED       16     5932913     0   507000
FORD MOTOR COMPANY               COMMON    345370860      2798    191100     SH          DEFINED   16,15       191100     0        0
FORD MOTOR COMPANY               COMMON    345370860      3344    228400     SH          DEFINED    16,9       228400     0        0
FORD MOTOR COMPANY               COMMON    345370860        18      1234     SH          DEFINED    17,9         1234     0        0
FORD MOTOR COMPANY               COMMON    345370860       692     47253     SH          DEFINED       24       47253     0        0
FORD MOTOR COMPANY               COMMON    345370860       712     48619     SH          DEFINED       25           0     0    48619
FORD MOTOR COMPANY               COMMON    345370860      4235    289300     SH          DEFINED    5,16       289300     0        0
FORD MOTOR COMPANY               COMMON    345370860       119      8100     SH          DEFINED        7        8100     0        0



                                                                                           
FORD MOTOR COMPANY               COMMON    345370860       168     11500     SH          DEFINED        8       11500     0        0
FORD MOTOR COMPANY               COMMON    345370860      1483    101307     SH          DEFINED        9      101307     0        0
FORD MOTOR COMPANY               COMMON    345370860        47      3226     SH          DEFINED    9,11         3226     0        0
FORDING CANADA COAL TRUST        COMMON    345425102     15956    207200     SH          DEFINED        1      207200     0        0
FORDING CANADA COAL TRUST        COMMON    345425102     38835    504300     SH          DEFINED     1,3       504300     0        0
FORDING CANADA COAL TRUST        COMMON    345425102       400      5200     SH          DEFINED        2        5200     0        0
FOREST CITY ENTERPRISES CL A     COMMON    345550107         0         1     SH          DEFINED       16           1     0        0
FOREST LABORATORIES INC          COMMON    345838106    340093   7581200     SH          DEFINED        1     7581200     0        0
FOREST LABORATORIES INC          COMMON    345838106     61458   1370000     SH          DEFINED     1,2      1370000     0        0
FOREST LABORATORIES INC          COMMON    345838106      1009     22500     SH          DEFINED     1,3        22500     0        0
FOREST LABORATORIES INC          COMMON    345838106      1862     41510     SH          DEFINED   10,16        41510     0        0
FOREST LABORATORIES INC          COMMON    345838106      1794     40000     SH          DEFINED    12,2        40000     0        0
FOREST LABORATORIES INC          COMMON    345838106        43       952     SH          DEFINED    12,9          952     0        0
FOREST LABORATORIES INC          COMMON    345838106    170696   3805080     SH          DEFINED       16     2999680   240   805160
FOREST LABORATORIES INC          COMMON    345838106     18763    418260     SH          DEFINED   16,23       418260     0        0
FOREST LABORATORIES INC          COMMON    345838106       619     13800     SH          DEFINED    16,9        13800     0        0
FOREST LABORATORIES INC          COMMON    345838106     24969    556600     SH          DEFINED        2      556600     0        0
FOREST LABORATORIES INC          COMMON    345838106      1364     30400     SH          DEFINED       21       30400     0        0
FOREST LABORATORIES INC          COMMON    345838106       115      2564     SH          DEFINED       24        2564     0        0
FOREST LABORATORIES INC          COMMON    345838106      6302    140480     SH          DEFINED       25      134900     0     5580
FOREST LABORATORIES INC          COMMON    345838106      6034    134500     SH          DEFINED        3      134500     0        0
FOREST LABORATORIES INC          COMMON    345838106     45594   1016365     SH          DEFINED        4     1016365     0        0
FOREST LABORATORIES INC          COMMON    345838106      1877     41840     SH          DEFINED    5,16        41840     0        0
FOREST LABORATORIES INC          COMMON    345838106       471     10500     SH          DEFINED     5,2        10500     0        0
FOREST LABORATORIES INC          COMMON    345838106       167      3713     SH          DEFINED        7        3713     0        0
FOREST LABORATORIES INC          COMMON    345838106        16       367     SH          DEFINED        9         367     0        0
FORMFACTOR INC                   COMMON    346375108     13869    511000     SH          DEFINED        1      511000     0        0
FORMFACTOR INC                   COMMON    346375108      5200    191600     SH          DEFINED        2      191600     0        0
FORMFACTOR INC                   COMMON    346375108      8788    323788     SH          DEFINED       25           0     0   323788
FORRESTER RESEARCH INC           COMMON    346563109      2691    150000     SH          DEFINED        1      150000     0        0
FORT DEARBORN INCOME SEC CF      COMMON    347200107        29      1920     SH          DEFINED       25        1920     0        0
FORTUNE BRANDS INC               COMMON    349631101     56867    736810     SH          DEFINED        1      736810     0        0
FORTUNE BRANDS INC               COMMON    349631101     25084    325000     SH          DEFINED     1,2       325000     0        0
FORTUNE BRANDS INC               COMMON    349631101        39       500     SH          DEFINED       10         500     0        0
FORTUNE BRANDS INC               COMMON    349631101      3932     50940     SH          DEFINED   10,16        50940     0        0
FORTUNE BRANDS INC               COMMON    349631101       679      8800     SH          DEFINED    10,8         8800     0        0
FORTUNE BRANDS INC               COMMON    349631101     40033    518703     SH          DEFINED       16      462003     0    56700
FORTUNE BRANDS INC               COMMON    349631101      1412     18300     SH          DEFINED   16,15        18300     0        0
FORTUNE BRANDS INC               COMMON    349631101      2238     29000     SH          DEFINED    16,9        29000     0        0
FORTUNE BRANDS INC               COMMON    349631101     13414    173800     SH          DEFINED        2      173800     0        0
FORTUNE BRANDS INC               COMMON    349631101      1408     18245     SH          DEFINED       24       18245     0        0
FORTUNE BRANDS INC               COMMON    349631101       580      7514     SH          DEFINED       25        3400     0     4114
FORTUNE BRANDS INC               COMMON    349631101        75       978     SH          DEFINED        4         978     0        0
FORTUNE BRANDS INC               COMMON    349631101      2115     27400     SH          DEFINED    5,16        27400     0        0
FORTUNE BRANDS INC               COMMON    349631101       363      4700     SH          DEFINED        7        4700     0        0
FORTUNE BRANDS INC               COMMON    349631101       332      4300     SH          DEFINED        8        4300     0        0
FORTUNE BRANDS INC               COMMON    349631101       731      9469     SH          DEFINED        9        9469     0        0
FORTUNE BRANDS INC               COMMON    349631101        21       269     SH          DEFINED    9,11          269     0        0
FORWARD AIR CORP                 COMMON    349853101     14063    314600     SH          DEFINED        1      314600     0        0
FORWARD AIR CORP                 COMMON    349853101      5065    113300     SH          DEFINED        2      113300     0        0
FORWARD AIR CORP                 COMMON    349853101       179      4000     SH          DEFINED        7        4000     0        0
FOSSIL INC                       COMMON    349882100      8968    349750     SH          DEFINED        1      349750     0        0
FOSSIL INC                       COMMON    349882100      3364    131200     SH          DEFINED        2      131200     0        0
FOSSIL INC                       COMMON    349882100         9       350     SH          DEFINED        7         350     0        0



                                                                                           
FOUNDATION COAL HOLDINGS INC     COMMON    35039W100       819     35500     SH          DEFINED        1       35500     0        0
FOUNDATION COAL HOLDINGS INC     COMMON    35039W100      5532    239900     SH          DEFINED     1,2       239900     0        0
FOUNDATION COAL HOLDINGS INC     COMMON    35039W100       828     35900     SH          DEFINED        2       35900     0        0
FOUNDRY NETWORKS INC             COMMON    35063R100      5086    386500     SH          DEFINED        1      386500     0        0
FOUNDRY NETWORKS INC             COMMON    35063R100       249     18900     SH          DEFINED       16       18900     0        0
FOUNDRY NETWORKS INC             COMMON    35063R100       615     46700     SH          DEFINED   16,23        46700     0        0
FOUR SEASONS CVT(FSHCN) 1.875    CONVERT   35100EAE4     12788  10000000     SH          DEFINED       16     1450000     0  8550000
FOX ENTERTAINMENT GRP INC CL A   COMMON    35138T107      7718    246890     SH          DEFINED        1      246890     0        0
FOX ENTERTAINMENT GRP INC CL A   COMMON    35138T107        26       821     SH          DEFINED    12,9          821     0        0
FOX ENTERTAINMENT GRP INC CL A   COMMON    35138T107        19       600     SH          DEFINED       16         600     0        0
FOX ENTERTAINMENT GRP INC CL A   COMMON    35138T107      1069     34200     SH          DEFINED   16,15        34200     0        0
FOX ENTERTAINMENT GRP INC CL A   COMMON    35138T107        84      2684     SH          DEFINED       24        2684     0        0
FOX ENTERTAINMENT GRP INC CL A   COMMON    35138T107      4690    150037     SH          DEFINED       25       36195     0   113842
FOX ENTERTAINMENT GRP INC CL A   COMMON    35138T107        28       880     SH          DEFINED        7         880     0        0
FOX ENTERTAINMENT GRP INC CL A   COMMON    35138T107        80      2571     SH          DEFINED        9        2571     0        0
FOXHOLLOW TECHNOLOGIES INC       COMMON    35166A103      8445    343452     SH          DEFINED        1      343452     0        0
FOXHOLLOW TECHNOLOGIES INC       COMMON    35166A103       468     19050     SH          DEFINED       16       19050     0        0
FOXHOLLOW TECHNOLOGIES INC       COMMON    35166A103       428     17425     SH          DEFINED        2       17425     0        0
FOXHOLLOW TECHNOLOGIES INC       COMMON    35166A103         8       308     SH          DEFINED        4         308     0        0
FRANKLIN BANK CORP-HOUSTON T     COMMON    352451108      4259    233364     SH          DEFINED       10      233364     0        0
FRANKLIN RESOURCES INC           COMMON    354613101     24038    345120     SH          DEFINED        1      345000     0      120
FRANKLIN RESOURCES INC           COMMON    354613101     14477    207849     SH          DEFINED       16      197896     0     9953
FRANKLIN RESOURCES INC           COMMON    354613101       585      8400     SH          DEFINED    16,9         8400     0        0
FRANKLIN RESOURCES INC           COMMON    354613101       118      1699     SH          DEFINED       25           0     0     1699
FRANKLIN RESOURCES INC           COMMON    354613101       466      6690     SH          DEFINED    5,16            0     0     6690
FRANKLIN RESOURCES INC           COMMON    354613101       147      2115     SH          DEFINED        7        2115     0        0
FRANKLIN RESOURCES INC           COMMON    354613101       376      5392     SH          DEFINED        9        5392     0        0
FREEPORT-MCMORAN COPPER CL B     COMMON    35671D857      7646    200000     SH          DEFINED        1      200000     0        0
FREEPORT-MCMORAN COPPER CL B     COMMON    35671D857      4431    115900     SH          DEFINED     1,3       115900     0        0
FREEPORT-MCMORAN COPPER CL B     COMMON    35671D857      2489     65115     SH          DEFINED       16       64945     0      170
FREEPORT-MCMORAN COPPER CL B     COMMON    35671D857        46      1200     SH          DEFINED        2        1200     0        0
FREEPORT-MCMORAN COPPER CL B     COMMON    35671D857       208      5440     SH          DEFINED       25           0     0     5440
FREEPORT-MCMORAN COPPER CL B     COMMON    35671D857      1575     41210     SH          DEFINED        7       41210     0        0
FREEPORT-MCMORAN COPPER CL B     COMMON    35671D857       258      6742     SH          DEFINED        9        6742     0        0
FREESCALE SEMICONDUCTOR-A        COMMON    35687M107      9484    532200     SH          DEFINED        1      532200     0        0
FREESCALE SEMICONDUCTOR-A        COMMON    35687M107     28042   1573600     SH          DEFINED     1,2      1573600     0        0
FREESCALE SEMICONDUCTOR-A        COMMON    35687M107       258     14500     SH          DEFINED       16       14500     0        0
FREESCALE SEMICONDUCTOR-A        COMMON    35687M107      4254    238700     SH          DEFINED        2      238700     0        0
FREESCALE SEMICONDUCTOR-B        COMMON    35687M206      3397    185013     SH          DEFINED        1      185013     0        0
FREESCALE SEMICONDUCTOR-B        COMMON    35687M206      2988    162740     SH          DEFINED     1,2       162740     0        0
FREESCALE SEMICONDUCTOR-B        COMMON    35687M206        16       873     SH          DEFINED    12,9          873     0        0
FREESCALE SEMICONDUCTOR-B        COMMON    35687M206      5425    295492     SH          DEFINED       16      273091     0    22400
FREESCALE SEMICONDUCTOR-B        COMMON    35687M206       343     18701     SH          DEFINED    16,9        18701     0        0
FREESCALE SEMICONDUCTOR-B        COMMON    35687M206         3       185     SH          DEFINED    17,9          185     0        0
FREESCALE SEMICONDUCTOR-B        COMMON    35687M206       448     24394     SH          DEFINED        2       24394     0        0
FREESCALE SEMICONDUCTOR-B        COMMON    35687M206         0         1     SH          DEFINED    2,23            1     0        0
FREESCALE SEMICONDUCTOR-B        COMMON    35687M206       336     18327     SH          DEFINED       21       18327     0        0
FREESCALE SEMICONDUCTOR-B        COMMON    35687M206        83      4533     SH          DEFINED       24        4533     0        0
FREESCALE SEMICONDUCTOR-B        COMMON    35687M206        51      2753     SH          DEFINED       25        2753     0        0
FREESCALE SEMICONDUCTOR-B        COMMON    35687M206         1        72     SH          DEFINED        4          72     0        0
FREESCALE SEMICONDUCTOR-B        COMMON    35687M206        67      3657     SH          DEFINED        7        3657     0        0
FREESCALE SEMICONDUCTOR-B        COMMON    35687M206        37      2040     SH          DEFINED        8        2040     0        0
FREESCALE SEMICONDUCTOR-B        COMMON    35687M206       485     26434     SH          DEFINED        9       26434     0        0
FREMONT GENERAL CORP             COMMON    357288109       758     30100     SH          DEFINED        1       30100     0        0



                                                                                           
FREMONT GENERAL CORP             COMMON    357288109      2110     83800     SH          DEFINED     1,3        83800     0        0
FREMONT GENERAL CORP             COMMON    357288109       536     21300     SH          DEFINED    10,2        21300     0        0
FREMONT GENERAL CORP             COMMON    357288109      9085    360800     SH          DEFINED       16      215900     0   144900
FREMONT GENERAL CORP             COMMON    357288109       199      7900     SH          DEFINED   16,15         7900     0        0
FREMONT GENERAL CORP             COMMON    357288109       463     18400     SH          DEFINED        2       18400     0        0
FREMONT GENERAL CORP             COMMON    357288109      2747    109100     SH          DEFINED    5,16       109100     0        0
FRESENIUS MEDICAL CARE ADR       COMMON    358029106       253      9458     SH          DEFINED       25           0     0     9458
FRIEDMAN BILLINGS RAMSEY CL A    COMMON    358434108     18612    959900     SH          DEFINED       10      959900     0        0
FRIEDMAN BILLINGS RAMSEY CL A    COMMON    358434108       892     46000     SH          DEFINED   10,23        46000     0        0
FRIEDMANS INC                    COMMON    358438109         6      4588     SH          DEFINED       25        4588     0        0
FRONTIER FINANCIAL CORP          COMMON    35907K105      1332     34500     SH          DEFINED       16       19700     0    14800
FRONTIER FINANCIAL CORP          COMMON    35907K105        31       800     SH          DEFINED   16,15          800     0        0
FRONTIER FINANCIAL CORP          COMMON    35907K105       394     10200     SH          DEFINED    5,16        10200     0        0
FRONTIER OIL CORP                COMMON    35914P105        13       500     SH          DEFINED       25           0     0      500
FRONTIER OIL CORP                COMMON    35914P105         4       150     SH          DEFINED        7         150     0        0
FUELCELL ENERGY INC              COMMON    35952H106        13      1275     SH          DEFINED        7        1275     0        0
FUJI PHOTO FILM COMPANY LTD AD   COMMON    359586302     38176   1032330     SH          DEFINED       13      987835     0    44495
FUJI PHOTO FILM COMPANY LTD AD   COMMON    359586302     67190   1816936     SH          DEFINED       16     1758193     0    58743
H.B. FULLER CO                   COMMON    359694106         2        58     SH          DEFINED        7          58     0        0
FULTON FIN CORP                  COMMON    360271100       702     30098     SH          DEFINED       25           0     0    30098
G & K SERVICES INC CL A          COMMON    361268105      5840    134500     SH          DEFINED        1      134500     0        0
GB&T BANCSHARES INC              COMMON    361462104         7       275     SH          DEFINED        7         275     0        0
THE GEO GROUP INC                COMMON    36159R103      1390     52300     SH          DEFINED       16       30900     0    21400
THE GEO GROUP INC                COMMON    36159R103        32      1200     SH          DEFINED   16,15         1200     0        0
THE GEO GROUP INC                COMMON    36159R103       460     17300     SH          DEFINED    5,16        17300     0        0
GMH COMMUNITIES TRUST            COMMON    36188G102      4762    337700     SH          DEFINED       16      337700     0        0
GSI COMMERCE INC                 COMMON    36238G102         2       110     SH          DEFINED        7         110     0        0
GABLES RESIDENTIAL TRUST         COMMON    362418105     10998    307300     SH          DEFINED       16      270300     0    37000
GABLES RESIDENTIAL TRUST         COMMON    362418105         6       160     SH          DEFINED        7         160     0        0
GAIAM INC                        COMMON    36268Q103       439     71442     SH          DEFINED       19           0     0    71442
GAIAM INC                        COMMON    36268Q103        16      2650     SH          DEFINED        7        2650     0        0
MRK-PFE (GS) CVT 144A 1.0 01-1   CONVERT   36293AAA5     25395  30000000     SH          DEFINED       16     4450000     0 25550000
GALLAGHER (ARTHUR J.) & CO       COMMON    363576109        37      1135     SH          DEFINED        1           0     0     1135
GALLAGHER (ARTHUR J.) & CO       COMMON    363576109        86      2650     SH          DEFINED       16        2650     0        0
GALLAGHER (ARTHUR J.) & CO       COMMON    363576109     45589   1402750     SH          DEFINED        3     1402750     0        0
GAMESTOP CORP CL A               COMMON    36466R101     20985    938500     SH          DEFINED        1      938500     0        0
GAMESTOP CORP CL A               COMMON    36466R101      5590    250000     SH          DEFINED        2      250000     0        0
GAMESTOP CORP CL A               COMMON    36466R101        22      1000     SH          DEFINED       25           0     0     1000
GAMESTOP CORP-CL B               COMMON    36466R200         0         0     SH          DEFINED       16           0     0        0
GAMESTOP CORP-CL B               COMMON    36466R200         4       183     SH          DEFINED    17,9          183     0        0
GAMESTOP CORP-CL B               COMMON    36466R200         9       423     SH          DEFINED       25           0     0      423
GANDER MOUNTAIN CO               COMMON    36471P108      3374    263000     SH          DEFINED        1      263000     0        0
GANNETT CO                       COMMON    364730101     88587   1084295     SH          DEFINED        1     1084150     0      145
GANNETT CO                       COMMON    364730101     36765    450000     SH          DEFINED     1,2       450000     0        0
GANNETT CO                       COMMON    364730101      2051     25105     SH          DEFINED       16       25074     0       31
GANNETT CO                       COMMON    364730101      1775     21730     SH          DEFINED   16,15        21730     0        0
GANNETT CO                       COMMON    364730101        20       249     SH          DEFINED    17,9          249     0        0
GANNETT CO                       COMMON    364730101       409      5000     SH          DEFINED        2        5000     0        0
GANNETT CO                       COMMON    364730101       144      1763     SH          DEFINED       24        1763     0        0
GANNETT CO                       COMMON    364730101      4840     59241     SH          DEFINED       25       12669     0    46572
GANNETT CO                       COMMON    364730101     65205    798100     SH          DEFINED        3      798100     0        0
GANNETT CO                       COMMON    364730101         1        16     SH          DEFINED        4          16     0        0
GANNETT CO                       COMMON    364730101      1732     21200     SH          DEFINED        7       21200     0        0
GANNETT CO                       COMMON    364730101       694      8498     SH          DEFINED        9        8498     0        0



                                                                                           
GAP INC                          COMMON    364760108    265462  12569210     SH          DEFINED        1    12569210     0        0
GAP INC                          COMMON    364760108      2858    135300     SH          DEFINED   10,16       135300     0        0
GAP INC                          COMMON    364760108      1184     56059     SH          DEFINED       13       56059     0        0
GAP INC                          COMMON    364760108     29713   1406885     SH          DEFINED       16     1356187     0    50698
GAP INC                          COMMON    364760108      1170     55400     SH          DEFINED    16,9        55400     0        0
GAP INC                          COMMON    364760108      3306    156550     SH          DEFINED        2      156550     0        0
GAP INC                          COMMON    364760108       158      7500     SH          DEFINED    2,23         7500     0        0
GAP INC                          COMMON    364760108       129      6100     SH          DEFINED       24        6100     0        0
GAP INC                          COMMON    364760108       430     20361     SH          DEFINED       25           0     0    20361
GAP INC                          COMMON    364760108     19101    904384     SH          DEFINED        4      904384     0        0
GAP INC                          COMMON    364760108       638     30220     SH          DEFINED    5,16            0     0    30220
GAP INC                          COMMON    364760108        84      4000     SH          DEFINED        7        4000     0        0
GAP INC                          COMMON    364760108       674     31916     SH          DEFINED        9       31916     0        0
GAP INC                          COMMON    364760108        16       779     SH          DEFINED    9,11          779     0        0
GARDNER DENVER INC               COMMON    365558105        34       950     SH          DEFINED        7         950     0        0
GARTNER GROUP INC CL A           COMMON    366651107      3738    300000     SH          DEFINED        1      300000     0        0
GATEWAY INC                      COMMON    367626108       213     35516     SH          DEFINED       16       35516     0        0
GEAC COMPUTER CORP LTD           COMMON    368289104      7675   1049600     SH          DEFINED     1,3      1049600     0        0
GEAC COMPUTER CORP LTD           COMMON    368289104       109     14900     SH          DEFINED        2       14900     0        0
GEN PROBE INC                    COMMON    36866T103     34531    763800     SH          DEFINED        1      763800     0        0
GEN PROBE INC                    COMMON    36866T103       231      5100     SH          DEFINED       10        5100     0        0
GEN PROBE INC                    COMMON    36866T103       986     21800     SH          DEFINED    12,2        21800     0        0
GEN PROBE INC                    COMMON    36866T103     27691    612500     SH          DEFINED       16      502600     0   109900
GEN PROBE INC                    COMMON    36866T103       181      4000     SH          DEFINED   16,15         4000     0        0
GEN PROBE INC                    COMMON    36866T103        50      1100     SH          DEFINED   16,23         1100     0        0
GEN PROBE INC                    COMMON    36866T103       393      8700     SH          DEFINED    16,9         8700     0        0
GEN PROBE INC                    COMMON    36866T103      7839    173400     SH          DEFINED        2      173400     0        0
GEN PROBE INC                    COMMON    36866T103       995     22000     SH          DEFINED    5,16        22000     0        0
GEMSTAR TV GUIDE INTERNATIONAL   COMMON    36866W106        32      5460     SH          DEFINED        1           0     0     5460
GEMSTAR TV GUIDE INTERNATIONAL   COMMON    36866W106        75     12600     SH          DEFINED       16       12600     0        0
GEMSTAR TV GUIDE INTERNATIONAL   COMMON    36866W106       440     74268     SH          DEFINED        7       74268     0        0
GENENCOR INTERNATIONAL INC       COMMON    368709101      5281    322000     SH          DEFINED        1      322000     0        0
GENENCOR INTERNATIONAL INC       COMMON    368709101       995     60700     SH          DEFINED       16       34100     0    26600
GENENCOR INTERNATIONAL INC       COMMON    368709101        26      1600     SH          DEFINED   16,15         1600     0        0
GENENCOR INTERNATIONAL INC       COMMON    368709101      2042    124500     SH          DEFINED        2      124500     0        0
GENENCOR INTERNATIONAL INC       COMMON    368709101       116      7100     SH          DEFINED    5,16         7100     0        0
GENENTECH INC                    COMMON    368710406     63798   1171900     SH          DEFINED        1     1171900     0        0
GENENTECH INC                    COMMON    368710406     24498    450000     SH          DEFINED     1,2       450000     0        0
GENENTECH INC                    COMMON    368710406       250      4600     SH          DEFINED       10        4600     0        0
GENENTECH INC                    COMMON    368710406      4437     81500     SH          DEFINED   10,16        81500     0        0
GENENTECH INC                    COMMON    368710406       789     14500     SH          DEFINED    10,8        14500     0        0
GENENTECH INC                    COMMON    368710406      1089     20000     SH          DEFINED    12,2        20000     0        0
GENENTECH INC                    COMMON    368710406     88166   1619500     SH          DEFINED       16     1487700     0   131800
GENENTECH INC                    COMMON    368710406      1644     30200     SH          DEFINED   16,15        30200     0        0
GENENTECH INC                    COMMON    368710406      1715     31500     SH          DEFINED    16,9        31500     0        0
GENENTECH INC                    COMMON    368710406        24       436     SH          DEFINED    17,9          436     0        0
GENENTECH INC                    COMMON    368710406     19152    351800     SH          DEFINED        2      351800     0        0
GENENTECH INC                    COMMON    368710406      1093     20080     SH          DEFINED       24       20080     0        0
GENENTECH INC                    COMMON    368710406      4639     85220     SH          DEFINED       25        3210     0    82010
GENENTECH INC                    COMMON    368710406        17       320     SH          DEFINED        4         320     0        0
GENENTECH INC                    COMMON    368710406      2542     46700     SH          DEFINED    5,16        46700     0        0
GENENTECH INC                    COMMON    368710406       302      5548     SH          DEFINED        7        5548     0        0
GENENTECH INC                    COMMON    368710406       174      3200     SH          DEFINED        8        3200     0        0
GENENTECH INC                    COMMON    368710406      1883     34581     SH          DEFINED        9       34581     0        0



                                                                                           
GENENTECH INC                    COMMON    368710406        49       891     SH          DEFINED    9,11          891     0        0
GENERAL AMERICAN INVESTORS CF    COMMON    368802104        48      1534     SH          DEFINED        7        1534     0        0
GENERAL BINDING CORP             COMMON    369154109        75      5750     SH          DEFINED       25           0     0     5750
GENERAL DYNAMICS CORP            COMMON    369550108     34956    334190     SH          DEFINED        1      334190     0        0
GENERAL DYNAMICS CORP            COMMON    369550108     15690    150000     SH          DEFINED     1,2       150000     0        0
GENERAL DYNAMICS CORP            COMMON    369550108      1878     17950     SH          DEFINED   10,16        17950     0        0
GENERAL DYNAMICS CORP            COMMON    369550108       314      3000     SH          DEFINED    10,8         3000     0        0
GENERAL DYNAMICS CORP            COMMON    369550108     45993    439705     SH          DEFINED       16      411850     0    27855
GENERAL DYNAMICS CORP            COMMON    369550108       649      6200     SH          DEFINED   16,15         6200     0        0
GENERAL DYNAMICS CORP            COMMON    369550108      3065     29300     SH          DEFINED    16,9        29300     0        0
GENERAL DYNAMICS CORP            COMMON    369550108        25       241     SH          DEFINED    17,9          241     0        0
GENERAL DYNAMICS CORP            COMMON    369550108      2102     20100     SH          DEFINED        2       20100     0        0
GENERAL DYNAMICS CORP            COMMON    369550108       581      5552     SH          DEFINED       24        5552     0        0
GENERAL DYNAMICS CORP            COMMON    369550108      3065     29300     SH          DEFINED       25       28200     0     1100
GENERAL DYNAMICS CORP            COMMON    369550108        43       411     SH          DEFINED        4         411     0        0
GENERAL DYNAMICS CORP            COMMON    369550108      1436     13725     SH          DEFINED    5,16         9200     0     4525
GENERAL DYNAMICS CORP            COMMON    369550108       105      1000     SH          DEFINED        6        1000     0        0
GENERAL DYNAMICS CORP            COMMON    369550108       225      2150     SH          DEFINED        7        2150     0        0
GENERAL DYNAMICS CORP            COMMON    369550108      1637     15648     SH          DEFINED        9       15648     0        0
GENERAL DYNAMICS CORP            COMMON    369550108        87       835     SH          DEFINED    9,11          835     0        0
GENERAL ELECTRIC CO              COMMON    369604103    322016   8822355     SH          DEFINED        1     8814010     0     8345
GENERAL ELECTRIC CO              COMMON    369604103    107109   2934500     SH          DEFINED     1,2      2934500     0        0
GENERAL ELECTRIC CO              COMMON    369604103     55910   1531769     SH          DEFINED       10     1531769     0        0
GENERAL ELECTRIC CO              COMMON    369604103     17326    474688     SH          DEFINED   10,16       474688     0        0
GENERAL ELECTRIC CO              COMMON    369604103      1095     30000     SH          DEFINED    10,8        30000     0        0
GENERAL ELECTRIC COMPANY         COMMON    369604103       235      6397     SH          DEFINED       12        6397     0        0
GENERAL ELECTRIC CO              COMMON    369604103      2130     58364     SH          DEFINED    12,9        58364     0        0
GENERAL ELECTRIC CO              COMMON    369604103      3043     83382     SH          DEFINED       13       83382     0        0
GENERAL ELECTRIC CO              COMMON    369604103    552876  15147285     SH          DEFINED       16    11884053   674  3262558
GENERAL ELECTRIC CO              COMMON    369604103      2274     62300     SH          DEFINED   16,15        62300     0        0
GENERAL ELECTRIC CO              COMMON    369604103      2545     69720     SH          DEFINED   16,23        69720     0        0
GENERAL ELECTRIC CO              COMMON    369604103     16743    458700     SH          DEFINED    16,9       458700     0        0
GENERAL ELECTRIC CO              COMMON    369604103       142      3881     SH          DEFINED    17,9         3881     0        0
GENERAL ELECTRIC CO              COMMON    369604103     72393   1983360     SH          DEFINED        2     1983360     0        0
GENERAL ELECTRIC CO              COMMON    369604103      7043    192960     SH          DEFINED       24      192960     0        0
GENERAL ELECTRIC CO              COMMON    369604103    214315   5871642     SH          DEFINED       25     1267264     0  4604379
GENERAL ELECTRIC CO              COMMON    369604103     23972    656778     SH          DEFINED        3      656778     0        0
GENERAL ELECTRIC CO              COMMON    369604103        11       294     SH          DEFINED        4         294     0        0
GENERAL ELECTRIC CO              COMMON    369604103      7688    210621     SH          DEFINED    5,16       184413     0    26208
GENERAL ELECTRIC CO              COMMON    369604103      4364    119564     SH          DEFINED        6      119564     0        0
GENERAL ELECTRIC CO              COMMON    369604103     84615   2318228     SH          DEFINED        7     2318228     0        0
GENERAL ELECTRIC CO              COMMON    369604103       679     18600     SH          DEFINED        8       18600     0        0
GENERAL ELECTRIC CO              COMMON    369604103     19519    534758     SH          DEFINED        9      534758     0        0
GENERAL ELECTRIC CO              COMMON    369604103        61      1669     SH          DEFINED    9,11         1669     0        0
GENERAL ELECTRIC CO              COMMON    369604103      1766     48390     SH          DEFINED    9,14        48390     0        0
GENERAL GROWTH PROPERTIES        COMMON    370021107    311967   8627418     SH          DEFINED       16     6038323     0  2589095
GENERAL GROWTH PROPERTIES        COMMON    370021107       189      5240     SH          DEFINED       25         240     0     5000
GENERAL GROWTH PROPERTIES        COMMON    370021107     22181    613403     SH          DEFINED    5,16       613403     0        0
GENERAL GROWTH PROPERTIES        COMMON    370021107      2481     68601     SH          DEFINED        7       68601     0        0
GENERAL MILLS INC                COMMON    370334104    183828   3698000     SH          DEFINED        1     3698000     0        0
GENERAL MILLS INC                COMMON    370334104     93455   1880000     SH          DEFINED     1,2      1880000     0        0
GENERAL MILLS INC                COMMON    370334104     53274   1071699     SH          DEFINED       10     1071699     0        0
GENERAL MILLS INC                COMMON    370334104      1721     34621     SH          DEFINED       16       34621     0        0
GENERAL MILLS INC                COMMON    370334104      1024     20600     SH          DEFINED        2       20600     0        0



                                                                                           
GENERAL MILLS INC                COMMON    370334104      5918    119041     SH          DEFINED       25        8300     0   110741
GENERAL MILLS INC                COMMON    370334104         4        73     SH          DEFINED        4          73     0        0
GENERAL MILLS INC                COMMON    370334104      1439     28940     SH          DEFINED        7       28940     0        0
GENERAL MILLS INC                COMMON    370334104       453      9121     SH          DEFINED        9        9121     0        0
GENERAL MILLS INC CVT(GIS) 0.0   CONVERT   370334AT1     22166  31275000     SH          DEFINED       16     4150000     0 27125000
GENERAL MOTORS CORP              COMMON    370442105      3171     79163     SH          DEFINED       16       79163     0        0
GENERAL MOTORS CORP              COMMON    370442105      1376     34337     SH          DEFINED       24       34337     0        0
GENERAL MOTORS CORP              COMMON    370442105       518     12922     SH          DEFINED       25        1901     0    11021
GENERAL MOTORS CORP              COMMON    370442105       120      3005     SH          DEFINED        7        3005     0        0
GENERAL MOTORS CORP              COMMON    370442105       578     14420     SH          DEFINED        9       14420     0        0
GENERAL MOTORS CORP (GM) CVT P   CONVERT   370442717       131      4900     SH          DEFINED       25           0     0     4900
GENERAL MOTORS CVT SERIES B SR   CONVERT   370442733     35871   1554875     SH          DEFINED       16      225000     0  1329875
GENERAL MOTORS CVT SERIES B SR   CONVERT   370442733        20       850     SH          DEFINED       25           0     0      850
GENESCO INC                      COMMON    371532102      7629    245000     SH          DEFINED        1      245000     0        0
GENESCO INC                      COMMON    371532102       993     31900     SH          DEFINED       16       21400     0    10500
GENESCO INC                      COMMON    371532102        19       600     SH          DEFINED   16,15          600     0        0
GENESCO INC                      COMMON    371532102        97      3100     SH          DEFINED    5,16         3100     0        0
GENESEE & WYOMING CL A           COMMON    371559105       101      3600     SH          DEFINED        7        3600     0        0
GENESIS HEALTHCARE CORP          COMMON    37184D101      2655     75800     SH          DEFINED        1       75800     0        0
GENESIS HEALTHCARE CORP          COMMON    37184D101        25       700     SH          DEFINED       16         700     0        0
GENTEX CORP                      COMMON    371901109        89      2400     SH          DEFINED       25        2400     0        0
GENTEX CORP                      COMMON    371901109       110      2975     SH          DEFINED        7        2975     0        0
GENESIS ENERGY LP                COMMON    371927104       126     10000     SH          DEFINED       25           0     0    10000
GENLYTE GROUP INC                COMMON    372302109      3408     39781     SH          DEFINED       16       25081     0    14700
GENLYTE GROUP INC                COMMON    372302109        69       800     SH          DEFINED   16,15          800     0        0
GENLYTE GROUP INC                COMMON    372302109      1285     15000     SH          DEFINED       25       15000     0        0
GENLYTE GROUP INC                COMMON    372302109      1011     11800     SH          DEFINED    5,16        11800     0        0
GENUINE PARTS CO                 COMMON    372460105     53026   1203500     SH          DEFINED        1     1203500     0        0
GENUINE PARTS CO                 COMMON    372460105       731     16600     SH          DEFINED     1,3        16600     0        0
GENUINE PARTS CO                 COMMON    372460105       732     16611     SH          DEFINED       16       16611     0        0
GENUINE PARTS CO                 COMMON    372460105      4710    106900     SH          DEFINED        2      106900     0        0
GENUINE PARTS CO                 COMMON    372460105       327      7420     SH          DEFINED       25         131     0     7289
GENUINE PARTS CO                 COMMON    372460105       317      7200     SH          DEFINED     5,2         7200     0        0
GENUINE PARTS CO                 COMMON    372460105       426      9660     SH          DEFINED        6        9660     0        0
GENUINE PARTS CO                 COMMON    372460105       452     10255     SH          DEFINED        7       10255     0        0
GENUINE PARTS CO                 COMMON    372460105       305      6926     SH          DEFINED        9        6926     0        0
GENTIVA HEALTH SERVICES          COMMON    37247A102      3951    236300     SH          DEFINED        1      236300     0        0
GENWORTH FINANCIAL INC CL-A      COMMON    37247D106    178683   6617880     SH          DEFINED        1     6617880     0        0
GENWORTH FINANCIAL INC CL-A      COMMON    37247D106     31860   1180000     SH          DEFINED     1,2      1180000     0        0
GENWORTH FINANCIAL INC CL-A      COMMON    37247D106      1242     46000     SH          DEFINED       16       46000     0        0
GENWORTH FINANCIAL INC CL-A      COMMON    37247D106     13518    500650     SH          DEFINED        2      500650     0        0
GENWORTH FINANCIAL INC CL-A      COMMON    37247D106       146      5400     SH          DEFINED    2,23         5400     0        0
GENZYME CORP - GENL DIVISION     COMMON    372917104     60486   1041600     SH          DEFINED        1     1041600     0        0
GENZYME CORP - GENL DIVISION     COMMON    372917104      1161     20000     SH          DEFINED    12,2        20000     0        0
GENZYME CORP - GENL DIVISION     COMMON    372917104      4084     70322     SH          DEFINED       16       61622     0     8700
GENZYME CORP - GENL DIVISION     COMMON    372917104       389      6700     SH          DEFINED    16,9         6700     0        0
GENZYME CORP - GENL DIVISION     COMMON    372917104      1736     29900     SH          DEFINED        2       21400     0     8500
GENZYME CORP - GENL DIVISION     COMMON    372917104        59      1010     SH          DEFINED       24        1010     0        0
GENZYME CORP - GENL DIVISION     COMMON    372917104       100      1715     SH          DEFINED       25           0     0     1715
GENZYME CORP - GENL DIVISION     COMMON    372917104     24749    426200     SH          DEFINED        3      426200     0        0
GENZYME CORP - GENL DIVISION     COMMON    372917104        27       464     SH          DEFINED        4         464     0        0
GENZYME CORP - GENL DIVISION     COMMON    372917104       297      5122     SH          DEFINED        7        5122     0        0
GENZYME CORP - GENL DIVISION     COMMON    372917104       434      7479     SH          DEFINED        9        7479     0        0
GENZYME CO CVT(GENZ) 144A 1.25   CONVERT   372917AM6     13727  12950000     SH          DEFINED       16     2175000     0 10775000



                                                                                           
GENZYME CORP CVT(GENZ) 1.25 12   CONVERT   372917AN4      5300   5000000     SH          DEFINED       16      500000     0  4500000
GEORGIA GULF CORP                COMMON    373200203      5548    111400     SH          DEFINED       16       64800     0    46600
GEORGIA GULF CORP                COMMON    373200203       129      2600     SH          DEFINED   16,15         2600     0        0
GEORGIA GULF CORP                COMMON    373200203      1778     35700     SH          DEFINED    5,16        35700     0        0
GEORGIA GULF CORP                COMMON    373200203     19830    398200     SH          DEFINED        7      398200     0        0
GEORGIA-PAC (GEORGIA-PAC GP)     COMMON    373298108    140261   3742300     SH          DEFINED        1     3742300     0        0
GEORGIA-PAC (GEORGIA-PAC GP)     COMMON    373298108     40741   1087000     SH          DEFINED     1,2      1087000     0        0
GEORGIA-PAC (GEORGIA-PAC GP)     COMMON    373298108      5326    142100     SH          DEFINED     1,3       142100     0        0
GEORGIA-PAC (GEORGIA-PAC GP)     COMMON    373298108        86      2300     SH          DEFINED       10        2300     0        0
GEORGIA-PAC (GEORGIA-PAC GP)     COMMON    373298108      1424     38000     SH          DEFINED   10,16        38000     0        0
GEORGIA-PAC (GEORGIA-PAC GP)     COMMON    373298108      2204     58800     SH          DEFINED    10,2        58800     0        0
GEORGIA-PAC (GEORGIA-PAC GP)     COMMON    373298108       251      6700     SH          DEFINED    10,8         6700     0        0
GEORGIA-PAC (GEORGIA-PAC GP)     COMMON    373298108     29565    788822     SH          DEFINED       16      735222     0    53600
GEORGIA-PAC (GEORGIA-PAC GP)     COMMON    373298108       528     14100     SH          DEFINED   16,15        14100     0        0
GEORGIA-PAC (GEORGIA-PAC GP)     COMMON    373298108      1612     43000     SH          DEFINED    16,9        43000     0        0
GEORGIA-PAC (GEORGIA-PAC GP)     COMMON    373298108      7129    190200     SH          DEFINED        2      190200     0        0
GEORGIA-PAC (GEORGIA-PAC GP)     COMMON    373298108      1174     31312     SH          DEFINED       24       31312     0        0
GEORGIA-PAC (GEORGIA-PAC GP)     COMMON    373298108        24       630     SH          DEFINED       25           0     0      630
GEORGIA-PAC (GEORGIA-PAC GP)     COMMON    373298108     30685    818713     SH          DEFINED        4      818713     0        0
GEORGIA-PAC (GEORGIA-PAC GP)     COMMON    373298108       817     21800     SH          DEFINED    5,16        21800     0        0
GEORGIA-PAC (GEORGIA-PAC GP)     COMMON    373298108       322      8600     SH          DEFINED     5,2         8600     0        0
GEORGIA-PAC (GEORGIA-PAC GP)     COMMON    373298108       175      4670     SH          DEFINED        7        4670     0        0
GEORGIA-PAC (GEORGIA-PAC GP)     COMMON    373298108       341      9100     SH          DEFINED        8        9100     0        0
GEORGIA-PAC (GEORGIA-PAC GP)     COMMON    373298108       628     16763     SH          DEFINED        9       16763     0        0
GEORGIA-PAC (GEORGIA-PAC GP)     COMMON    373298108        22       584     SH          DEFINED    9,11          584     0        0
GERDAU AMERISTEEL CORP           COMMON    37373P105      4873    725700     SH          DEFINED        3      725700     0        0
GERDAU AMERISTEEL(GNACN)CVT 6.   CONVERT   37373PAA3     21005  24904000     SH          DEFINED        3    24904000     0        0
GETTY IMAGES INC                 COMMON    374276103     14865    215900     SH          DEFINED        1      215900     0        0
GETTY IMAGES INC                 COMMON    374276103       145      2100     SH          DEFINED       10        2100     0        0
GETTY IMAGES INC                 COMMON    374276103      8234    119600     SH          DEFINED       16      109600     0    10000
GETTY IMAGES INC                 COMMON    374276103       158      2300     SH          DEFINED    16,9         2300     0        0
GETTY IMAGES INC                 COMMON    374276103      2134     31000     SH          DEFINED        2       31000     0        0
GETTY IMAGES INC                 COMMON    374276103        34       500     SH          DEFINED       25           0     0      500
GETTY IMAGES INC                 COMMON    374276103        62       900     SH          DEFINED    5,16          900     0        0
GETTY IMAGES INC                 COMMON    374276103     10438    151598     SH          DEFINED        7      151598     0        0
GETTY REALTY CORP                COMMON    374297109     11486    399800     SH          DEFINED       16      366700     0    33100
GETTY REALTY CORP                COMMON    374297109        52      1800     SH          DEFINED    5,16         1800     0        0
GETTY REALTY CORP                COMMON    374297109       804     27998     SH          DEFINED        7       27998     0        0
GEVITY HR INC                    COMMON    374393106       925     45000     SH          DEFINED        1       45000     0        0
GEVITY HR INC                    COMMON    374393106      6943    337700     SH          DEFINED       16      189000     0   148700
GEVITY HR INC                    COMMON    374393106       164      8000     SH          DEFINED   16,15         8000     0        0
GEVITY HR INC                    COMMON    374393106      1454     70700     SH          DEFINED    5,16        70700     0        0
GIANT INDUSTRIES INC             COMMON    374508109      2158     81400     SH          DEFINED       16       49000     0    32400
GIANT INDUSTRIES INC             COMMON    374508109        48      1800     SH          DEFINED   16,15         1800     0        0
GIANT INDUSTRIES INC             COMMON    374508109       448     16900     SH          DEFINED    5,16        16900     0        0
GILEAD SCIENCES INC              COMMON    375558103    171479   4900800     SH          DEFINED        1     4900800     0        0
GILEAD SCIENCES INC              COMMON    375558103     77944   2227600     SH          DEFINED     1,2      2227600     0        0
GILEAD SCIENCES INC              COMMON    375558103       357     10200     SH          DEFINED       10       10200     0        0
GILEAD SCIENCES INC              COMMON    375558103      1022     29200     SH          DEFINED   10,16        29200     0        0
GILEAD SCIENCES INC              COMMON    375558103       182      5200     SH          DEFINED    10,8         5200     0        0
GILEAD SCIENCES INC              COMMON    375558103      2099     60000     SH          DEFINED    12,2        60000     0        0
GILEAD SCIENCES INC              COMMON    375558103     48625   1389682     SH          DEFINED       16     1244792     0   144890
GILEAD SCIENCES INC              COMMON    375558103       378     10800     SH          DEFINED   16,15        10800     0        0
GILEAD SCIENCES INC              COMMON    375558103     14416    412000     SH          DEFINED   16,23       412000     0        0



                                                                                           
GILEAD SCIENCES INC              COMMON    375558103      1340     38300     SH          DEFINED    16,9        38300     0        0
GILEAD SCIENCES INC              COMMON    375558103     16395    468570     SH          DEFINED        2      457770     0    10800
GILEAD SCIENCES INC              COMMON    375558103       451     12900     SH          DEFINED       21       12900     0        0
GILEAD SCIENCES INC              COMMON    375558103       283      8100     SH          DEFINED       24        8100     0        0
GILEAD SCIENCES INC              COMMON    375558103        21       600     SH          DEFINED       25           0     0      600
GILEAD SCIENCES INC              COMMON    375558103     18636    532600     SH          DEFINED        3      532600     0        0
GILEAD SCIENCES INC              COMMON    375558103       710     20300     SH          DEFINED    5,16        20300     0        0
GILEAD SCIENCES INC              COMMON    375558103      5407    154537     SH          DEFINED        7      154537     0        0
GILEAD SCIENCES INC              COMMON    375558103       886     25331     SH          DEFINED        9       25331     0        0
GILEAD SCIENCES INC              COMMON    375558103        35      1013     SH          DEFINED    9,11         1013     0        0
GILLETTE COMPANY                 COMMON    375766102    150143   3352900     SH          DEFINED        1     3352900     0        0
GILLETTE COMPANY                 COMMON    375766102     76887   1717000     SH          DEFINED     1,2      1717000     0        0
GILLETTE COMPANY                 COMMON    375766102     16448    367300     SH          DEFINED     1,3       367300     0        0
GILLETTE COMPANY                 COMMON    375766102       334      7450     SH          DEFINED   10,16         7450     0        0
GILLETTE COMPANY                 COMMON    375766102      4612    103000     SH          DEFINED    10,2       103000     0        0
GILLETTE COMPANY                 COMMON    375766102        38       841     SH          DEFINED       12         841     0        0
GILLETTE COMPANY                 COMMON    375766102       316      7046     SH          DEFINED    12,9         7046     0        0
GILLETTE COMPANY                 COMMON    375766102     39928    891640     SH          DEFINED       16      824840     0    66800
GILLETTE COMPANY                 COMMON    375766102      4469     99800     SH          DEFINED    16,9        99800     0        0
GILLETTE COMPANY                 COMMON    375766102        18       391     SH          DEFINED    17,9          391     0        0
GILLETTE COMPANY                 COMMON    375766102     42431    947550     SH          DEFINED        2      947550     0        0
GILLETTE COMPANY                 COMMON    375766102      2633     58800     SH          DEFINED       24       58800     0        0
GILLETTE COMPANY                 COMMON    375766102      8856    197760     SH          DEFINED       25       85683     0   112077
GILLETTE COMPANY                 COMMON    375766102      8437    188400     SH          DEFINED        3      188400     0        0
GILLETTE COMPANY                 COMMON    375766102       121      2694     SH          DEFINED        4        2694     0        0
GILLETTE COMPANY                 COMMON    375766102        69      1540     SH          DEFINED        6        1540     0        0
GILLETTE COMPANY                 COMMON    375766102      2823     63043     SH          DEFINED        7       63043     0        0
GILLETTE COMPANY                 COMMON    375766102      3342     74625     SH          DEFINED        9       74625     0        0
GILLETTE COMPANY                 COMMON    375766102        62      1388     SH          DEFINED    9,11         1388     0        0
GILLETTE COMPANY                 COMMON    375766102       291      6506     SH          DEFINED    9,14         6506     0        0
GILDAN ACTIVEWEAR INC            COMMON    375916103     11582    341600     SH          DEFINED     1,3       341600     0        0
GILDAN ACTIVEWEAR INC            COMMON    375916103       200      5900     SH          DEFINED        2        5900     0        0
GLAMIS GOLD LTD                  COMMON    376775102      7025    409400     SH          DEFINED        1      409400     0        0
GLAMIS GOLD LTD                  COMMON    376775102      1673     97531     SH          DEFINED       16       97531     0        0
GLAMIS GOLD LTD                  COMMON    376775102        19      1108     SH          DEFINED        9        1108     0        0
GLAXOSMITHKLINE PLC ADR          COMMON    37733W105    131796   2781100     SH          DEFINED        1     2781100     0        0
GLAXOSMITHKLINE PLC ADR          COMMON    37733W105     67768   1430000     SH          DEFINED     1,2      1430000     0        0
GLAXOSMITHKLINE PLC ADR          COMMON    37733W105      9260    195400     SH          DEFINED     1,3       195400     0        0
GLAXOSMITHKLINE PLC ADR          COMMON    37733W105      5290    111625     SH          DEFINED   10,16       111625     0        0
GLAXOSMITHKLINE PLC ADR          COMMON    37733W105    166932   3522524     SH          DEFINED       13     3179781     0   342743
GLAXOSMITHKLINE PLC ADR          COMMON    37733W105     64558   1362275     SH          DEFINED       16     1316135     0    46140
GLAXOSMITHKLINE PLC ADR          COMMON    37733W105       829     17500     SH          DEFINED        2       17500     0        0
GLAXOSMITHKLINE PLC ADR          COMMON    37733W105      1969     41548     SH          DEFINED       25       31410     0    10138
GLAXOSMITHKLINE PLC ADR          COMMON    37733W105     14686    309900     SH          DEFINED        3      309900     0        0
GLAXOSMITHKLINE PLC ADR          COMMON    37733W105       110      2329     SH          DEFINED        4        2329     0        0
GLAXOSMITHKLINE PLC ADR          COMMON    37733W105     27522    580750     SH          DEFINED    5,13       580750     0        0
GLAXOSMITHKLINE PLC ADR          COMMON    37733W105       363      7669     SH          DEFINED    5,16            0     0     7669
GLAXOSMITHKLINE PLC ADR          COMMON    37733W105        30       635     SH          DEFINED        7         635     0        0
GLENBOROUGH REALTY TRUST INC     COMMON    37803P105     10687    502200     SH          DEFINED       16      483900     0    18300
GLENBOROUGH REALTY TRUST INC     COMMON    37803P105         6       290     SH          DEFINED        7         290     0        0
GLENBOROUGH REALTY TR CVT PFD    CONVERT   37803P204      1174     46236     SH          DEFINED       16       46236     0        0
GLIMCHER REALTY TRUST            COMMON    379302102     17258    622800     SH          DEFINED       16      587700     0    35100
GLOBAL IMAGING SYSTEMS INC       COMMON    37934A100      8489    214900     SH          DEFINED        1      214900     0        0
GLOBAL PAYMENTS INC              COMMON    37940X102     13013    222300     SH          DEFINED        1      222300     0        0



                                                                                           
GLOBAL PAYMENTS INC              COMMON    37940X102      4888     83500     SH          DEFINED        2       83500     0        0
GLOBAL PAYMENTS INC              COMMON    37940X102        34       581     SH          DEFINED        4         581     0        0
GLOBAL PAYMENTS INC              COMMON    37940X102      4948     84528     SH          DEFINED        7       84528     0        0
GLOBAL SIGNAL INC (REIT)         COMMON    37944Q103        44      1600     SH          DEFINED       16        1600     0        0
GLOBAL SIGNAL INC (REIT)         COMMON    37944Q103       116      4200     SH          DEFINED    5,16         4200     0        0
GOL LINHAS AEREAS INTEL- ADR     COMMON    38045R107        10       300     SH          DEFINED       25           0     0      300
GOLD FIELDS LTD ADR              COMMON    38059T106      5117    410000     SH          DEFINED        1      410000     0        0
GOLD FIELDS LTD ADR              COMMON    38059T106      1373    110000     SH          DEFINED       16      110000     0        0
GOLD FIELDS LTD ADR              COMMON    38059T106        90      7240     SH          DEFINED       25           0     0     7240
GOLD RESERVE INC                 COMMON    38068N108       236     53400     SH          DEFINED        1       53400     0        0
GOLDCORP INC                     COMMON    380956409        11       700     SH          DEFINED       25           0     0      700
GOLDEN STAR RESOURCES LTD        COMMON    38119T104       401    100000     SH          DEFINED       16      100000     0        0
GOLDEN STAR RESOURCES LTD        COMMON    38119T104      3204    800000     SH          DEFINED        3      800000     0        0
GOLDEN TELECOM INC               COMMON    38122G107       528     20000     SH          DEFINED   10,11        20000     0        0
GOLDEN WEST FINANCIAL CORP       COMMON    381317106      4921     80120     SH          DEFINED        1       80120     0        0
GOLDEN WEST FINANCIAL CORP       COMMON    381317106        66      1080     SH          DEFINED   10,16         1080     0        0
GOLDEN WEST FINANCIAL CORP       COMMON    381317106        42       680     SH          DEFINED       12         680     0        0
GOLDEN WEST FINANCIAL CORP       COMMON    381317106       344      5608     SH          DEFINED    12,9         5608     0        0
GOLDEN WEST FINANCIAL CORP       COMMON    381317106      4385     71401     SH          DEFINED       16       66601     0     4800
GOLDEN WEST FINANCIAL CORP       COMMON    381317106      1523     24800     SH          DEFINED    16,9        24800     0        0
GOLDEN WEST FINANCIAL CORP       COMMON    381317106        32       528     SH          DEFINED    17,9          528     0        0
GOLDEN WEST FINANCIAL CORP       COMMON    381317106      1136     18500     SH          DEFINED        2       18500     0        0
GOLDEN WEST FINANCIAL CORP       COMMON    381317106      1400     22802     SH          DEFINED       24       22802     0        0
GOLDEN WEST FINANCIAL CORP       COMMON    381317106       182      2970     SH          DEFINED        7        2970     0        0
GOLDEN WEST FINANCIAL CORP       COMMON    381317106      2530     41198     SH          DEFINED        9       41198     0        0
GOLDEN WEST FINANCIAL CORP       COMMON    381317106        38       616     SH          DEFINED    9,11          616     0        0
GOLDEN WEST FINANCIAL CORP       COMMON    381317106       315      5132     SH          DEFINED    9,14         5132     0        0
GOLDMAN SACHS GROUP INC          COMMON    38141G104    156185   1501200     SH          DEFINED        1     1501200     0        0
GOLDMAN SACHS GROUP INC          COMMON    38141G104     67626    650000     SH          DEFINED     1,2       650000     0        0
GOLDMAN SACHS GROUP INC          COMMON    38141G104      8095     77810     SH          DEFINED   10,16        77810     0        0
GOLDMAN SACHS GROUP INC          COMMON    38141G104       832      8000     SH          DEFINED    10,8         8000     0        0
GOLDMAN SACHS GROUP INC          COMMON    38141G104        42       408     SH          DEFINED       12         408     0        0
GOLDMAN SACHS GROUP INC          COMMON    38141G104       352      3379     SH          DEFINED    12,9         3379     0        0
GOLDMAN SACHS GROUP INC          COMMON    38141G104    402983   3873346     SH          DEFINED       16     2934908   220   938218
GOLDMAN SACHS GROUP INC          COMMON    38141G104      1748     16800     SH          DEFINED   16,15        16800     0        0
GOLDMAN SACHS GROUP INC          COMMON    38141G104      2311     22210     SH          DEFINED   16,23        22210     0        0
GOLDMAN SACHS GROUP INC          COMMON    38141G104      4141     39800     SH          DEFINED    16,9        39800     0        0
GOLDMAN SACHS GROUP INC          COMMON    38141G104        19       187     SH          DEFINED    17,9          187     0        0
GOLDMAN SACHS GROUP INC          COMMON    38141G104     34989    336305     SH          DEFINED        2      336305     0        0
GOLDMAN SACHS GROUP INC          COMMON    38141G104       792      7612     SH          DEFINED       24        7612     0        0
GOLDMAN SACHS GROUP INC          COMMON    38141G104      9639     92648     SH          DEFINED       25       28560     0    64088
GOLDMAN SACHS GROUP INC          COMMON    38141G104      1862     17900     SH          DEFINED        3       17900     0        0
GOLDMAN SACHS GROUP INC          COMMON    38141G104      5514     53000     SH          DEFINED    5,16        53000     0        0
GOLDMAN SACHS GROUP INC          COMMON    38141G104      1725     16583     SH          DEFINED        6       16583     0        0
GOLDMAN SACHS GROUP INC          COMMON    38141G104     14610    140431     SH          DEFINED        7      140431     0        0
GOLDMAN SACHS GROUP INC          COMMON    38141G104       333      3200     SH          DEFINED        8        3200     0        0
GOLDMAN SACHS GROUP INC          COMMON    38141G104      5144     49441     SH          DEFINED        9       49441     0        0
GOLDMAN SACHS GROUP INC          COMMON    38141G104       109      1050     SH          DEFINED    9,11         1050     0        0
GOLDMAN SACHS GROUP INC          COMMON    38141G104       416      4000     SH          DEFINED    9,14         4000     0        0
GOODRICH CORPORATION             COMMON    382388106      1890     57900     SH          DEFINED       10       57900     0        0
GOODRICH CORPORATION             COMMON    382388106       424     13000     SH          DEFINED   10,23        13000     0        0
GOODRICH CORPORATION             COMMON    382388106       369     11304     SH          DEFINED       16       11304     0        0
GOODRICH CORPORATION             COMMON    382388106      7458    228488     SH          DEFINED       25       86050     0   142438
GOODRICH CORPORATION             COMMON    382388106       248      7590     SH          DEFINED        7        7590     0        0



                                                                                           
GOODRICH PETROLEUM CORP          COMMON    382410405        51      3125     SH          DEFINED        6        3125     0        0
GOODYEAR TIRE & RUBBER CO        COMMON    382550101        82      5600     SH          DEFINED       10        5600     0        0
GOODYEAR TIRE & RUBBER CO        COMMON    382550101      9578    653374     SH          DEFINED       16      549674     0   103700
GOODYEAR TIRE & RUBBER CO        COMMON    382550101        51      3500     SH          DEFINED   16,15         3500     0        0
GOODYEAR TIRE & RUBBER CO        COMMON    382550101       774     52800     SH          DEFINED    16,9        52800     0        0
GOODYEAR TIRE & RUBBER CO        COMMON    382550101        56      3800     SH          DEFINED       24        3800     0        0
GOODYEAR TIRE & RUBBER CO        COMMON    382550101       100      6800     SH          DEFINED       25           0     0     6800
GOODYEAR TIRE & RUBBER CO        COMMON    382550101       290     19800     SH          DEFINED    5,16        19800     0        0
GOOGLE INC CL A                  COMMON    38259P508     21631    112200     SH          DEFINED        1      112200     0        0
GOOGLE INC CL A                  COMMON    38259P508     72376    375413     SH          DEFINED     1,2       375413     0        0
GOOGLE INC CL A                  COMMON    38259P508        19       100     SH          DEFINED       10         100     0        0
GOOGLE INC CL A                  COMMON    38259P508      1677      8700     SH          DEFINED       16        8200     0      500
GOOGLE INC CL A                  COMMON    38259P508       501      2600     SH          DEFINED   16,23         2600     0        0
GOOGLE INC CL A                  COMMON    38259P508       116       600     SH          DEFINED    16,9          600     0        0
GOOGLE INC CL A                  COMMON    38259P508      7721     40050     SH          DEFINED        2       40050     0        0
GOOGLE INC CL A                  COMMON    38259P508        19       100     SH          DEFINED       25           0     0      100
GOOGLE INC CL A                  COMMON    38259P508        19       100     SH          DEFINED    5,16          100     0        0
GOOGLE INC CL A                  COMMON    38259P508       316      1639     SH          DEFINED        9        1639     0        0
GRACO INC                        COMMON    384109104     13492    361225     SH          DEFINED        1      361225     0        0
GRACO INC                        COMMON    384109104      3746    100300     SH          DEFINED        2      100300     0        0
GRACO INC                        COMMON    384109104      1066     28538     SH          DEFINED       24       28538     0        0
GRACO INC                        COMMON    384109104      2977     79711     SH          DEFINED       25           0     0    79711
GRAFTECH INTERNATIONAL           COMMON    384313102        34      3550     SH          DEFINED        7        3550     0        0
GRAINGER (W.W.) INC              COMMON    384802104      8673    130190     SH          DEFINED        1      130190     0        0
GRAINGER (W.W.) INC              COMMON    384802104       120      1800     SH          DEFINED   10,16         1800     0        0
GRAINGER (W.W.) INC              COMMON    384802104      1586     23800     SH          DEFINED   10,23        23800     0        0
GRAINGER (W.W.) INC              COMMON    384802104      1989     29858     SH          DEFINED       16       28558     0     1300
GRAINGER (W.W.) INC              COMMON    384802104       453      6800     SH          DEFINED    16,9         6800     0        0
GRAINGER (W.W.) INC              COMMON    384802104      2052     30800     SH          DEFINED        2       30800     0        0
GRAINGER (W.W.) INC              COMMON    384802104        33       500     SH          DEFINED       24         500     0        0
GRAINGER (W.W.) INC              COMMON    384802104       835     12538     SH          DEFINED       25        2620     0     9918
GRAINGER (W.W.) INC              COMMON    384802104    197615   2966300     SH          DEFINED        3     2966300     0        0
GRAINGER (W.W.) INC              COMMON    384802104        84      1258     SH          DEFINED        4        1258     0        0
GRAINGER (W.W.) INC              COMMON    384802104        73      1100     SH          DEFINED        6        1100     0        0
GRAINGER (W.W.) INC              COMMON    384802104      2192     32910     SH          DEFINED        7       32910     0        0
GRAINGER (W.W.) INC              COMMON    384802104       219      3281     SH          DEFINED        9        3281     0        0
GRANITE CONSTRUCTION INC         COMMON    387328107        32      1200     SH          DEFINED        7        1200     0        0
GRANT PRIDECO INC                COMMON    38821G101      8622    430000     SH          DEFINED        1      430000     0        0
GRANT PRIDECO INC                COMMON    38821G101      1303     65000     SH          DEFINED   16,15        65000     0        0
GRANT PRIDECO INC                COMMON    38821G101      5377    268162     SH          DEFINED        7      268162     0        0
GRAY TELE VISION INC             COMMON    389375106     10512    678185     SH          DEFINED        1      678185     0        0
GRAY TELE VISION INC             COMMON    389375106        29      1900     SH          DEFINED       16        1900     0        0
GRAY TELE VISION INC             COMMON    389375106      1406     90700     SH          DEFINED   16,15        90700     0        0
GREAT ATLANTIC & PAC TEA CO      COMMON    390064103       662     64600     SH          DEFINED       16       64600     0        0
GREAT LAKES CHEMICAL CORP        COMMON    390568103     13068    458700     SH          DEFINED        1      458700     0        0
GREAT LAKES CHEMICAL CORP        COMMON    390568103       141      4943     SH          DEFINED       16        4943     0        0
GREAT SOUTHERN BANCORP INC       COMMON    390905107       147      4200     SH          DEFINED       25           0     0     4200
GREAT PLAINS ENERGY INC          COMMON    391164100        35      1155     SH          DEFINED        1           0     0     1155
GREAT PLAINS ENERGY INC          COMMON    391164100        80      2650     SH          DEFINED       16        2650     0        0
GREAT PLAINS ENERGY INC          COMMON    391164100        39      1300     SH          DEFINED       25           0     0     1300
GREAT PLAINS ENERGY INC          COMMON    391164100       262      8655     SH          DEFINED        7        8655     0        0
GREATER BAY BANCORP              COMMON    391648102        14       503     SH          DEFINED       25           0     0      503
GREIF INC                        COMMON    397624107       538      9600     SH          DEFINED       16        5200     0     4400
GREIF INC                        COMMON    397624107        11       200     SH          DEFINED   16,15          200     0        0



                                                                                           
GREIF INC                        COMMON    397624107        67      1200     SH          DEFINED    5,16         1200     0        0
GREY GLOBAL GROUP INC            COMMON    39787M108        88        80     SH          DEFINED       25           0     0       80
GREY WOLF INC                    COMMON    397888108      8163   1549000     SH          DEFINED        1     1549000     0        0
GREY WOLF INC                    COMMON    397888108      1636    310428     SH          DEFINED       10      310428     0        0
GREY WOLF INC                    COMMON    397888108       151     28572     SH          DEFINED   10,23        28572     0        0
GREY WOLF INC                    COMMON    397888108      3064    581400     SH          DEFINED        2      581400     0        0
GREY WOLF INC                    COMMON    397888108       321     61000     SH          DEFINED        6       61000     0        0
GREY WOLF INC                    COMMON    397888108        82     15500     SH          DEFINED        7       15500     0        0
GRIFFIN CORPORATION              COMMON    398433102      1912     70800     SH          DEFINED       16       43700     0    27100
GRIFFIN CORPORATION              COMMON    398433102        41      1500     SH          DEFINED   16,15         1500     0        0
GRIFFIN CORPORATION              COMMON    398433102       961     35600     SH          DEFINED    5,16        35600     0        0
GRUPO TELEVISA SA ADR            COMMON    40049J206     13076    216128     SH          DEFINED        1      216128     0        0
GRUPO TELEVISA SA ADR            COMMON    40049J206        79      1300     SH          DEFINED     1,3         1300     0        0
GRUPO TELEVISA SA ADR            COMMON    40049J206      2365     39091     SH          DEFINED       10       39091     0        0
GRUPO TELEVISA SA ADR            COMMON    40049J206       369      6100     SH          DEFINED   10,16         6100     0        0
GRUPO TELEVISA SA ADR            COMMON    40049J206      3799     62800     SH          DEFINED   10,23        62800     0        0
GRUPO TELEVISA SA ADR            COMMON    40049J206       460      7600     SH          DEFINED   13,15         7600     0        0
GRUPO TELEVISA SA ADR            COMMON    40049J206       224      3700     SH          DEFINED        2        3700     0        0
GRUPO TELEVISA SA ADR            COMMON    40049J206      1452     24000     SH          DEFINED       25       24000     0        0
GRUPO TELEVISA SA ADR            COMMON    40049J206    341746   5648700     SH          DEFINED        3     5648700     0        0
GTECH HOLDINGS CORP              COMMON    400518106        23       900     SH          DEFINED        1           0     0      900
GTECH HOLDINGS CORP              COMMON    400518106        54      2100     SH          DEFINED       16        2100     0        0
GTECH HOLDINGS CORP              COMMON    400518106       213      8200     SH          DEFINED        7        8200     0        0
GRUPO AEROPORTUARIO SUR ADR      COMMON    40051E202       238      8700     SH          DEFINED        1        8700     0        0
GRUPO AEROPORTUARIO SUR ADR      COMMON    40051E202       738     27000     SH          DEFINED       10       27000     0        0
GRUPO AEROPORTUARIO SUR ADR      COMMON    40051E202     11338    414550     SH          DEFINED        3      414550     0        0
GUESS? INC                       COMMON    401617105      2320    184900     SH          DEFINED       16      108500     0    76400
GUESS? INC                       COMMON    401617105        54      4300     SH          DEFINED   16,15         4300     0        0
GUESS? INC                       COMMON    401617105       388     30900     SH          DEFINED    5,16        30900     0        0
GUIDANT CORP                     COMMON    401698105    103466   1435030     SH          DEFINED        1     1435030     0        0
GUIDANT CORP                     COMMON    401698105     14789    205123     SH          DEFINED       16      164893     0    40230
GUIDANT CORP                     COMMON    401698105     14853    206000     SH          DEFINED   16,23       206000     0        0
GUIDANT CORP                     COMMON    401698105        24       329     SH          DEFINED    17,9          329     0        0
GUIDANT CORP                     COMMON    401698105      5177     71800     SH          DEFINED        2       71800     0        0
GUIDANT CORP                     COMMON    401698105       389      5400     SH          DEFINED       21        5400     0        0
GUIDANT CORP                     COMMON    401698105       721     10000     SH          DEFINED       24       10000     0        0
GUIDANT CORP                     COMMON    401698105       470      6520     SH          DEFINED       25        1000     0     5520
GUIDANT CORP                     COMMON    401698105       458      6352     SH          DEFINED        7        6352     0        0
GUIDANT CORP                     COMMON    401698105       797     11057     SH          DEFINED        9       11057     0        0
GUILFORD PHARMACEUTICALS INC     COMMON    401829106        10      2000     SH          DEFINED        6        2000     0        0
GUITAR CENTER INC                COMMON    402040109     17409    330400     SH          DEFINED        1      330400     0        0
GUITAR CENTER INC                COMMON    402040109      5748    109100     SH          DEFINED        2      109100     0        0
GULF ISLAND FABRICATION INC      COMMON    402307102       939     43000     SH          DEFINED       16       24400     0    18600
GULF ISLAND FABRICATION INC      COMMON    402307102        22      1000     SH          DEFINED   16,15         1000     0        0
GULF ISLAND FABRICATION INC      COMMON    402307102       170      7800     SH          DEFINED    5,16         7800     0        0
GULFMARK OFFSHORE INC            COMMON    402629109       111      5000     SH          DEFINED        7        5000     0        0
GYMBOREE CORP                    COMMON    403777105      2340    182500     SH          DEFINED        1      182500     0        0
H & Q HEALTHCARE INVESTORS CF    COMMON    404052102        64      3516     SH          DEFINED        7        3516     0        0
H & Q LIFE SCIENCES INVSTRS CF   COMMON    404053100       159     10000     SH          DEFINED       25           0     0    10000
H & Q LIFE SCIENCES INVSTRS CF   COMMON    404053100        34      2139     SH          DEFINED        7        2139     0        0
HCA INC                          COMMON    404119109    233243   5836900     SH          DEFINED        1     5836900     0        0
HCA INC                          COMMON    404119109     23169    579800     SH          DEFINED       10      579800     0        0
HCA INC                          COMMON    404119109     13903    347918     SH          DEFINED       16      339483     0     8435
HCA INC                          COMMON    404119109        13       333     SH          DEFINED    17,9          333     0        0



                                                                                           
HCA INC                          COMMON    404119109      2809     70300     SH          DEFINED        2       70300     0        0
HCA INC                          COMMON    404119109       136      3400     SH          DEFINED    2,23         3400     0        0
HCA INC                          COMMON    404119109        52      1300     SH          DEFINED       24        1300     0        0
HCA INC                          COMMON    404119109       117      2929     SH          DEFINED       25        1255     0     1674
HCA INC                          COMMON    404119109     17198    430390     SH          DEFINED        4      430390     0        0
HCA INC                          COMMON    404119109       437     10925     SH          DEFINED    5,16            0     0    10925
HCA INC                          COMMON    404119109       331      8286     SH          DEFINED        7        8286     0        0
HCA INC                          COMMON    404119109       631     15781     SH          DEFINED        9       15781     0        0
HCC INSURANCE HOLDINGS INC       COMMON    404132102      9287    280400     SH          DEFINED        1      280400     0        0
HCC INSURANCE HOLDINGS INC       COMMON    404132102      3474    104900     SH          DEFINED        2      104900     0        0
HCC INSURANCE HOLDINGS INC       COMMON    404132102        96      2900     SH          DEFINED        7        2900     0        0
HCC INSURANCE HOLDINGS INC       COMMON    404132102        35      1046     SH          DEFINED        9        1046     0        0
HDFC BANK LTD ADR                COMMON    40415F101      5378    118561     SH          DEFINED        1      118561     0        0
HDFC BANK LTD ADR                COMMON    40415F101       127      2800     SH          DEFINED     1,3         2800     0        0
HDFC BANK LTD ADR                COMMON    40415F101      2447     53950     SH          DEFINED       10       53950     0        0
HDFC BANK LTD ADR                COMMON    40415F101       161      3550     SH          DEFINED   10,16         3550     0        0
HDFC BANK LTD ADR                COMMON    40415F101      7855    173177     SH          DEFINED   10,23       173177     0        0
HDFC BANK LTD ADR                COMMON    40415F101      1361     30000     SH          DEFINED    10,8        30000     0        0
HDFC BANK LTD ADR                COMMON    40415F101       771     17000     SH          DEFINED   13,15        17000     0        0
HDFC BANK LTD ADR                COMMON    40415F101       290      6400     SH          DEFINED        2        6400     0        0
HDFC BANK LTD ADR                COMMON    40415F101       233      5133     SH          DEFINED        4        5133     0        0
HDFC BANK LTD ADR                COMMON    40415F101       853     18800     SH          DEFINED        8       18800     0        0
HF FINANCIAL CORP                COMMON    404172108        16       880     SH          DEFINED       25         880     0        0
HNI CORP                         COMMON    404251100      2252     52300     SH          DEFINED        3       52300     0        0
HMS HOLDINGS CORP                COMMON    40425J101     21762   2418000     SH          DEFINED        1     2418000     0        0
HMS HOLDINGS CORP                COMMON    40425J101       144     16000     SH          DEFINED    12,2        16000     0        0
HMS HOLDINGS CORP                COMMON    40425J101       567     63000     SH          DEFINED       16       63000     0        0
HMS HOLDINGS CORP                COMMON    40425J101      1422    158000     SH          DEFINED   16,23       158000     0        0
HMS HOLDINGS CORP                COMMON    40425J101      2081    231200     SH          DEFINED        2      231200     0        0
HRPT PROPERTIES TRUST            COMMON    40426W101     11406    889000     SH          DEFINED       16      764000     0   125000
HRPT PROPERTIES TRUST            COMMON    40426W101        89      6925     SH          DEFINED        7        6925     0        0
HSBC HOLDINGS PLC ADR            COMMON    404280406       711      8350     SH          DEFINED   10,16         8350     0        0
HSBC HOLDINGS PLC ADR            COMMON    404280406     23415    275017     SH          DEFINED       13      263677     0    11340
HSBC HOLDINGS PLC ADR            COMMON    404280406     41447    486810     SH          DEFINED       16      471101     0    15709
HSBC HOLDINGS PLC ADR            COMMON    404280406       789      9264     SH          DEFINED       25        7200     0     2064
HSBC HOLDINGS PLC ADR            COMMON    404280406       179      2103     SH          DEFINED        7        2103     0        0
HAEMONETICS CORP/MASS            COMMON    405024100      5794    160000     SH          DEFINED        1      160000     0        0
HAEMONETICS CORP/MASS            COMMON    405024100     11515    318000     SH          DEFINED       16      193100     0   124900
HAEMONETICS CORP/MASS            COMMON    405024100       243      6700     SH          DEFINED   16,15         6700     0        0
HAEMONETICS CORP/MASS            COMMON    405024100       257      7100     SH          DEFINED        2        7100     0        0
HAEMONETICS CORP/MASS            COMMON    405024100      2832     78200     SH          DEFINED    5,16        78200     0        0
HAIN CELESTIAL GROUP INC         COMMON    405217100        15       725     SH          DEFINED        7         725     0        0
HALLIBURTON CO                   COMMON    406216101    372886   9502700     SH          DEFINED        1     9502700     0        0
HALLIBURTON CO                   COMMON    406216101     29430    750000     SH          DEFINED     1,2       750000     0        0
HALLIBURTON CO                   COMMON    406216101      5498    140119     SH          DEFINED       16      129219     0    10900
HALLIBURTON CO                   COMMON    406216101     11403    290600     SH          DEFINED        2      276600     0    14000
HALLIBURTON CO                   COMMON    406216101       188      4800     SH          DEFINED    2,23         4800     0        0
HALLIBURTON CO                   COMMON    406216101       857     21827     SH          DEFINED       25           0     0    21827
HALLIBURTON CO                   COMMON    406216101     22100    563196     SH          DEFINED        4      563196     0        0
HALLIBURTON CO                   COMMON    406216101       133      3377     SH          DEFINED        7        3377     0        0
HALLIBURTON CO                   COMMON    406216101       605     15418     SH          DEFINED        9       15418     0        0
HAMPSHIRE GROUP LTD              COMMON    408859106     10078    312500     SH          DEFINED        3      312500     0        0
JOHN HAN BK & THRIFT OPP FD CF   COMMON    409735107        43      4000     SH          DEFINED       25        4000     0        0
HANCOCK HOLDING CO               COMMON    410120109      2476     74000     SH          DEFINED        1       74000     0        0



                                                                                           
HANCOCK HOLDING CO               COMMON    410120109      2533     75700     SH          DEFINED       16       43900     0    31800
HANCOCK HOLDING CO               COMMON    410120109        60      1800     SH          DEFINED   16,15         1800     0        0
HANCOCK HOLDING CO               COMMON    410120109       816     24400     SH          DEFINED    5,16        24400     0        0
JOHN HANCOCK INCOME SECS TR CF   COMMON    410123103        28      1800     SH          DEFINED       25           0     0     1800
JOHN HANCOCK PFD INCOME III CF   COMMON    41021P103        46      2043     SH          DEFINED       25           0     0     2043
HANDLEMAN CO                     COMMON    410252100      1190     55400     SH          DEFINED       16       32800     0    22600
HANDLEMAN CO                     COMMON    410252100        24      1100     SH          DEFINED   16,15         1100     0        0
HANDLEMAN CO                     COMMON    410252100       326     15200     SH          DEFINED    5,16        15200     0        0
HANOVER CAPITAL MTG HLDGS INC    COMMON    410761100        22      2024     SH          DEFINED       25           0     0     2024
HANOVER COMPRESSOR CO            COMMON    410768105      2647    187300     SH          DEFINED       25      187300     0        0
HARBOR FLORIDA BANCSHARES        COMMON    411901101      2620     75700     SH          DEFINED        1       75700     0        0
HARBOR FLORIDA BANCSHARES        COMMON    411901101        24       700     SH          DEFINED       16         700     0        0
HARBOR FLORIDA BANCSHARES        COMMON    411901101        66      1900     SH          DEFINED    5,16         1900     0        0
HARBOR FLORIDA BANCSHARES        COMMON    411901101       365     10543     SH          DEFINED        7       10543     0        0
HARLAND (JOHN H.) CO             COMMON    412693103      2881     79800     SH          DEFINED       16       46900     0    32900
HARLAND (JOHN H.) CO             COMMON    412693103        65      1800     SH          DEFINED   16,15         1800     0        0
HARLAND (JOHN H.) CO             COMMON    412693103       108      3000     SH          DEFINED       25        3000     0        0
HARLAND (JOHN H.) CO             COMMON    412693103      1206     33400     SH          DEFINED    5,16        33400     0        0
HARLEY-DAVIDSON INC              COMMON    412822108     79741   1312610     SH          DEFINED        1     1312610     0        0
HARLEY-DAVIDSON INC              COMMON    412822108     39488    650000     SH          DEFINED     1,2       650000     0        0
HARLEY-DAVIDSON INC              COMMON    412822108      4113     67700     SH          DEFINED     1,3        67700     0        0
HARLEY-DAVIDSON INC              COMMON    412822108       219      3600     SH          DEFINED   10,16         3600     0        0
HARLEY-DAVIDSON INC              COMMON    412822108      3044     50100     SH          DEFINED    10,2        50100     0        0
HARLEY-DAVIDSON INC              COMMON    412822108       111      1819     SH          DEFINED       12        1819     0        0
HARLEY-DAVIDSON INC              COMMON    412822108       984     16202     SH          DEFINED    12,9        16202     0        0
HARLEY-DAVIDSON INC              COMMON    412822108      1915     31516     SH          DEFINED       16       31516     0        0
HARLEY-DAVIDSON INC              COMMON    412822108       261      4300     SH          DEFINED   16,15         4300     0        0
HARLEY-DAVIDSON INC              COMMON    412822108        36       587     SH          DEFINED    17,9          587     0        0
HARLEY-DAVIDSON INC              COMMON    412822108      9125    150200     SH          DEFINED        2      150200     0        0
HARLEY-DAVIDSON INC              COMMON    412822108      2372     39041     SH          DEFINED       24       39041     0        0
HARLEY-DAVIDSON INC              COMMON    412822108      6040     99430     SH          DEFINED       25       61475     0    37955
HARLEY-DAVIDSON INC              COMMON    412822108        81      1336     SH          DEFINED        4        1336     0        0
HARLEY-DAVIDSON INC              COMMON    412822108      9125    150207     SH          DEFINED        7      150207     0        0
HARLEY-DAVIDSON INC              COMMON    412822108      4344     71511     SH          DEFINED        9       71511     0        0
HARLEY-DAVIDSON INC              COMMON    412822108       725     11940     SH          DEFINED    9,14        11940     0        0
HARMAN INTERNATIONAL             COMMON    413086109     35422    278910     SH          DEFINED        1      278910     0        0
HARMAN INTERNATIONAL             COMMON    413086109       445      3500     SH          DEFINED       10        3500     0        0
HARMAN INTERNATIONAL             COMMON    413086109      1308     10300     SH          DEFINED   10,16        10300     0        0
HARMAN INTERNATIONAL             COMMON    413086109       191      1500     SH          DEFINED    10,8         1500     0        0
HARMAN INTERNATIONAL             COMMON    413086109     46863    369000     SH          DEFINED       16      341600     0    27400
HARMAN INTERNATIONAL             COMMON    413086109       394      3100     SH          DEFINED   16,15         3100     0        0
HARMAN INTERNATIONAL             COMMON    413086109       533      4200     SH          DEFINED    16,9         4200     0        0
HARMAN INTERNATIONAL             COMMON    413086109      4305     33900     SH          DEFINED        2       33900     0        0
HARMAN INTERNATIONAL             COMMON    413086109       188      1484     SH          DEFINED       24        1484     0        0
HARMAN INTERNATIONAL             COMMON    413086109        81       634     SH          DEFINED        4         634     0        0
HARMAN INTERNATIONAL             COMMON    413086109       762      6000     SH          DEFINED    5,16         6000     0        0
HARMAN INTERNATIONAL             COMMON    413086109        11        85     SH          DEFINED        7          85     0        0
HARMAN INTERNATIONAL             COMMON    413086109       212      1671     SH          DEFINED        9        1671     0        0
HARMONY GOLD MNG SPON ADR        COMMON    413216300      3282    354000     SH          DEFINED        1      354000     0        0
HARMONY GOLD MNG SPON ADR        COMMON    413216300       927    100000     SH          DEFINED       16      100000     0        0
HARMONY GOLD MNG SPON ADR        COMMON    413216300        19      2000     SH          DEFINED       25           0     0     2000
HARRAH'S ENTERTAINMENT INC       COMMON    413619107     83699   1251300     SH          DEFINED        1     1251300     0        0
HARRAH'S ENTERTAINMENT INC       COMMON    413619107      3886     58100     SH          DEFINED   10,23        58100     0        0
HARRAH'S ENTERTAINMENT INC       COMMON    413619107      3232     48323     SH          DEFINED       16       45923     0     2400



                                                                                           
HARRAH'S ENTERTAINMENT INC       COMMON    413619107      8092    120970     SH          DEFINED   16,15       120970     0        0
HARRAH'S ENTERTAINMENT INC       COMMON    413619107       415      6200     SH          DEFINED    16,9         6200     0        0
HARRAH'S ENTERTAINMENT INC       COMMON    413619107       221      3300     SH          DEFINED       24        3300     0        0
HARRAH'S ENTERTAINMENT INC       COMMON    413619107    391019   5845700     SH          DEFINED        3     5845700     0        0
HARRAH'S ENTERTAINMENT INC       COMMON    413619107        18       275     SH          DEFINED        6         275     0        0
HARRAH'S ENTERTAINMENT INC       COMMON    413619107      6803    101705     SH          DEFINED        7      101705     0        0
HARRAH'S ENTERTAINMENT INC       COMMON    413619107       308      4602     SH          DEFINED        9        4602     0        0
HARRIS CORP                      COMMON    413875105     13287    215035     SH          DEFINED        1      214700     0      335
HARRIS CORP                      COMMON    413875105      5448     88175     SH          DEFINED       16       80575     0     7600
HARRIS CORP                      COMMON    413875105       649     10500     SH          DEFINED    16,9        10500     0        0
HARRIS CORP                      COMMON    413875105        99      1600     SH          DEFINED       24        1600     0        0
HARRIS CORP                      COMMON    413875105       138      2237     SH          DEFINED        7        2237     0        0
HARRIS CORP                      COMMON    413875105       746     12074     SH          DEFINED        9       12074     0        0
HARRIS CORP                      COMMON    413875105        68      1093     SH          DEFINED    9,11         1093     0        0
HARTE-HANKS INC                  COMMON    416196103      8317    320127     SH          DEFINED        1      320127     0        0
HARTE-HANKS INC                  COMMON    416196103        18       710     SH          DEFINED       16         710     0        0
HARTE-HANKS INC                  COMMON    416196103       963     37050     SH          DEFINED   16,15        37050     0        0
HARTE-HANKS INC                  COMMON    416196103       338     13000     SH          DEFINED       25       13000     0        0
HARTE-HANKS INC                  COMMON    416196103     29909   1151250     SH          DEFINED        3     1151250     0        0
HARTFORD FINANCIAL SVCS GRP      COMMON    416515104    114105   1646300     SH          DEFINED        1     1646300     0        0
HARTFORD FINANCIAL SVCS GRP      COMMON    416515104     26181    377737     SH          DEFINED       16      363560     0    14177
HARTFORD FINANCIAL SVCS GRP      COMMON    416515104      1095     15800     SH          DEFINED    16,9        15800     0        0
HARTFORD FINANCIAL SVCS GRP      COMMON    416515104       187      2700     SH          DEFINED       24        2700     0        0
HARTFORD FINANCIAL SVCS GRP      COMMON    416515104        46       660     SH          DEFINED       25           0     0      660
HARTFORD FINANCIAL SVCS GRP      COMMON    416515104       574      8275     SH          DEFINED    5,16            0     0     8275
HARTFORD FINANCIAL SVCS GRP      COMMON    416515104       215      3107     SH          DEFINED        7        3107     0        0
HARTFORD FINANCIAL SVCS GRP      COMMON    416515104       691      9965     SH          DEFINED        9        9965     0        0
HARTFORD FINL SVCS CVP(HIG)7.0   CONVERT   416515500        20       300     SH          DEFINED        6         300     0        0
HARTFORD FINL SVCS CVP(HIG)7.0   CONVERT   416515500       262      3975     SH          DEFINED        7        3975     0        0
HARTMARX CORPORATION             COMMON    417119104      1047    134800     SH          DEFINED       16       78200     0    56600
HARTMARX CORPORATION             COMMON    417119104        25      3200     SH          DEFINED   16,15         3200     0        0
HARTMARX CORPORATION             COMMON    417119104       348     44800     SH          DEFINED    5,16        44800     0        0
HARVEST NATURAL RESOURCES INC    COMMON    41754V103      9485    549200     SH          DEFINED        1      549200     0        0
HARVEST NATURAL RESOURCES INC    COMMON    41754V103      3554    205800     SH          DEFINED        2      205800     0        0
HASBRO INC                       COMMON    418056107      7259    374575     SH          DEFINED        1      372495     0     2080
HASBRO INC                       COMMON    418056107      3516    181427     SH          DEFINED       16      163827     0    17600
HASBRO INC                       COMMON    418056107       967     49900     SH          DEFINED   16,15        49900     0        0
HASBRO INC                       COMMON    418056107       868     44800     SH          DEFINED    16,9        44800     0        0
HASBRO INC                       COMMON    418056107       101      5200     SH          DEFINED       24        5200     0        0
HASBRO INC                       COMMON    418056107       147      7575     SH          DEFINED        7        7575     0        0
HASBRO INC                       COMMON    418056107       150      7756     SH          DEFINED        9        7756     0        0
HAWAIIAN ELECTRIC INDS           COMMON    419870100        12       400     SH          DEFINED       25           0     0      400
HEALTHCARE SERVICES GROUP        COMMON    421906108        77      3700     SH          DEFINED       16        3700     0        0
HEALTHCARE SERVICES GROUP        COMMON    421906108       202      9700     SH          DEFINED    5,16         9700     0        0
HEALTH CARE PPTYS INVEST INC     COMMON    421915109     38395   1386590     SH          DEFINED       16     1296300     0    90290
HEALTH CARE PPTYS INVEST INC     COMMON    421915109        70      2524     SH          DEFINED       25        1600     0      924
HEALTH CARE PPTYS INVEST INC     COMMON    421915109      1268     45800     SH          DEFINED        7       45800     0        0
HEALTH MGMT ASSOCIATES INC CL    COMMON    421933102      4176    183800     SH          DEFINED       10      183800     0        0
HEALTH MGMT ASSOCIATES INC CL    COMMON    421933102       766     33700     SH          DEFINED   10,23        33700     0        0
HEALTH MGMT ASSOCIATES INC CL    COMMON    421933102       526     23143     SH          DEFINED       16       23143     0        0
HEALTH MGMT ASSOCIATES INC CL    COMMON    421933102        43      1913     SH          DEFINED       25        1913     0        0
HEALTH MGMT ASSOCIATES INC CL    COMMON    421933102       218      9600     SH          DEFINED        7        9600     0        0
HEALTH MGMT ASSOCIATES INC CL    COMMON    421933102       194      8526     SH          DEFINED        9        8526     0        0
HEALTH MANAGE CVT(HMA) 144A 1.   CONVERT   421933AE2     13068  12475000     SH          DEFINED       16     1825000     0 10650000



                                                                                           
HEALTH MANAGEMENTCVT(INMARS) 1   CONVERT   421933AF9      2671   2550000     SH          DEFINED       16      300000     0  2250000
HEALTHCARE REALTY TRUST INC      COMMON    421946104     47194   1159565     SH          DEFINED       16     1123900     0    35665
HEALTH CARE REIT INC             COMMON    42217K106     44183   1158140     SH          DEFINED       16     1022593     0   135547
HEALTH CARE REIT INC             COMMON    42217K106       389     10200     SH          DEFINED    5,16        10200     0        0
HEALTH CARE REIT INC             COMMON    42217K106        26       675     SH          DEFINED        7         675     0        0
HEALTHEXTRAS INC                 COMMON    422211102     12550    769927     SH          DEFINED        1      769927     0        0
HEALTH NET INC                   COMMON    42222G108       133      4616     SH          DEFINED        9        4616     0        0
HEARST CL ARGYLE TELEVISION IN   COMMON    422317107        87      3300     SH          DEFINED       16        3300     0        0
HEARST CL ARGYLE TELEVISION IN   COMMON    422317107       170      6429     SH          DEFINED       25           0     0     6429
HEARST CL ARGYLE TELEVISION IN   COMMON    422317107        42      1575     SH          DEFINED        7        1575     0        0
HEARTLAND EXPRESS INC            COMMON    422347104     10300    458400     SH          DEFINED        1      458400     0        0
HEARTLAND EXPRESS INC            COMMON    422347104      3860    171800     SH          DEFINED        2      171800     0        0
HEARUSA INC                      COMMON    422360305       208    126000     SH          DEFINED       25      126000     0        0
HECLA MINING CO                  COMMON    422704106       525     90000     SH          DEFINED       16       90000     0        0
HECLA MINING CO                  COMMON    422704106       131     22500     SH          DEFINED       25           0     0    22500
HEIDRICK & STRUGGLES INTL        COMMON    422819102      3795    110750     SH          DEFINED        1      110750     0        0
HEINZ (H.J.) CO                  COMMON    423074103     15218    390318     SH          DEFINED       16      368718     0    21600
HEINZ (H.J.) CO                  COMMON    423074103      2238     57400     SH          DEFINED    16,9        57400     0        0
HEINZ (H.J.) CO                  COMMON    423074103      1194     30631     SH          DEFINED       24       30631     0        0
HEINZ (H.J.) CO                  COMMON    423074103      1653     42390     SH          DEFINED       25       36109     0     6281
HEINZ (H.J.) CO                  COMMON    423074103       537     13771     SH          DEFINED        7       13771     0        0
HEINZ (H.J.) CO                  COMMON    423074103       513     13154     SH          DEFINED        9       13154     0        0
HELMERICH & PAYNE                COMMON    423452101        17       500     SH          DEFINED       25           0     0      500
HENRY (JACK) & ASSOCIATES        COMMON    426281101     10704    537600     SH          DEFINED        1      537600     0        0
HERCULES INC                     COMMON    427056106       158     10641     SH          DEFINED       16       10641     0        0
HERCULES INC                     COMMON    427056106        20      1380     SH          DEFINED        7        1380     0        0
HERITAGE PROPERTY INVESTMENT     COMMON    42725M107     19023    592811     SH          DEFINED       16      446311     0   146500
HERSHEY FOODS CORP               COMMON    427866108      4166     75000     SH          DEFINED        1       75000     0        0
HERSHEY FOODS CORP               COMMON    427866108     27770    500000     SH          DEFINED     1,2       500000     0        0
HERSHEY FOODS CORP               COMMON    427866108      1150     20700     SH          DEFINED   10,16        20700     0        0
HERSHEY FOODS CORP               COMMON    427866108       205      3700     SH          DEFINED    10,8         3700     0        0
HERSHEY FOODS CORP               COMMON    427866108     21544    387902     SH          DEFINED       16      356602     0    31300
HERSHEY FOODS CORP               COMMON    427866108       428      7700     SH          DEFINED   16,15         7700     0        0
HERSHEY FOODS CORP               COMMON    427866108      1455     26200     SH          DEFINED    16,9        26200     0        0
HERSHEY FOODS CORP               COMMON    427866108      4221     76000     SH          DEFINED        2       76000     0        0
HERSHEY FOODS CORP               COMMON    427866108       238      4291     SH          DEFINED       24        4291     0        0
HERSHEY FOODS CORP               COMMON    427866108       924     16642     SH          DEFINED       25        6530     0    10112
HERSHEY FOODS CORP               COMMON    427866108       628     11300     SH          DEFINED    5,16        11300     0        0
HERSHEY FOODS CORP               COMMON    427866108        14       250     SH          DEFINED        6         250     0        0
HERSHEY FOODS CORP               COMMON    427866108      6488    116822     SH          DEFINED        7      116822     0        0
HERSHEY FOODS CORP               COMMON    427866108       435      7840     SH          DEFINED        9        7840     0        0
HEWITT ASSOCIATES INC            COMMON    42822Q100        64      2000     SH          DEFINED       16        2000     0        0
HEWLETT-PACKARD CO               COMMON    428236103      2015     96100     SH          DEFINED        1       93300     0     2800
HEWLETT-PACKARD CO               COMMON    428236103     19390    924646     SH          DEFINED       10      924646     0        0
HEWLETT-PACKARD CO               COMMON    428236103      4364    208085     SH          DEFINED   10,16       208085     0        0
HEWLETT-PACKARD CO               COMMON    428236103      1820     86814     SH          DEFINED       13       86814     0        0
HEWLETT-PACKARD CO               COMMON    428236103     25963   1238084     SH          DEFINED       16     1180629     0    57455
HEWLETT-PACKARD CO               COMMON    428236103      2638    125800     SH          DEFINED    16,9       125800     0        0
HEWLETT-PACKARD CO               COMMON    428236103        33      1564     SH          DEFINED    17,9         1564     0        0
HEWLETT-PACKARD CO               COMMON    428236103       315     15000     SH          DEFINED       24       15000     0        0
HEWLETT-PACKARD CO               COMMON    428236103     14898    710467     SH          DEFINED       25      103436     0   607031
HEWLETT-PACKARD CO               COMMON    428236103      1466     69909     SH          DEFINED        7       69909     0        0
HEWLETT-PACKARD CO               COMMON    428236103      2495    118963     SH          DEFINED        9      118963     0        0
HEWLETT-PACKARD CO               COMMON    428236103        45      2131     SH          DEFINED    9,11         2131     0        0



                                                                                           
HEWLETT-PACKARD(HWP) CVT 0.0 1   CONVERT   428236AC7      5493   9700000     SH          DEFINED       16     1425000     0  8275000
HEXCEL CORP                      COMMON    428291108      3144    216800     SH          DEFINED       16      132800     0    84000
HEXCEL CORP                      COMMON    428291108        74      5100     SH          DEFINED   16,15         5100     0        0
HEXCEL CORP                      COMMON    428291108       893     61600     SH          DEFINED    5,16        61600     0        0
HIBERNIA CORP CL A               COMMON    428656102     38874   1317300     SH          DEFINED        1     1317300     0        0
HIBERNIA CORP CL A               COMMON    428656102       443     15000     SH          DEFINED     1,3        15000     0        0
HIBERNIA CORP CL A               COMMON    428656102        59      2000     SH          DEFINED       10        2000     0        0
HIBERNIA CORP CL A               COMMON    428656102      1065     36100     SH          DEFINED   10,16        36100     0        0
HIBERNIA CORP CL A               COMMON    428656102       189      6400     SH          DEFINED    10,8         6400     0        0
HIBERNIA CORP CL A               COMMON    428656102     18317    620721     SH          DEFINED       16      577621     0    43100
HIBERNIA CORP CL A               COMMON    428656102       392     13300     SH          DEFINED   16,15        13300     0        0
HIBERNIA CORP CL A               COMMON    428656102      1027     34800     SH          DEFINED    16,9        34800     0        0
HIBERNIA CORP CL A               COMMON    428656102      3161    107100     SH          DEFINED        2      107100     0        0
HIBERNIA CORP CL A               COMMON    428656102       167      5661     SH          DEFINED       24        5661     0        0
HIBERNIA CORP CL A               COMMON    428656102     26692    904520     SH          DEFINED        4      904520     0        0
HIBERNIA CORP CL A               COMMON    428656102       608     20600     SH          DEFINED    5,16        20600     0        0
HIBERNIA CORP CL A               COMMON    428656102       186      6300     SH          DEFINED     5,2         6300     0        0
HIBERNIA CORP CL A               COMMON    428656102       180      6092     SH          DEFINED        9        6092     0        0
HIGH INCOME OPPORTUNITY FD CF    COMMON    42967Q105        20      3000     SH          DEFINED       25           0     0     3000
HIGHLAND HOSPITALITY CORP        COMMON    430141101      8080    718900     SH          DEFINED       10      718900     0        0
HIGHWOODS PROPERTIES INC REIT    COMMON    431284108     13025    470200     SH          DEFINED       16      418300     0    51900
HIGHWOODS PROPERTIES INC REIT    COMMON    431284108        50      1800     SH          DEFINED        7        1800     0        0
HILB ROGAL & HOBBS CO            COMMON    431294107      3870    106800     SH          DEFINED        1      106800     0        0
HILB ROGAL & HOBBS CO            COMMON    431294107        75      2058     SH          DEFINED        9        2058     0        0
HILTON HOTELS CORP               COMMON    432848109    108772   4783276     SH          DEFINED        1     4783276     0        0
HILTON HOTELS CORP               COMMON    432848109     27288   1200000     SH          DEFINED     1,2      1200000     0        0
HILTON HOTELS CORP               COMMON    432848109    122699   5395736     SH          DEFINED       16     3746113     0  1649623
HILTON HOTELS CORP               COMMON    432848109      2120     93210     SH          DEFINED   16,15        93210     0        0
HILTON HOTELS CORP               COMMON    432848109       102      4500     SH          DEFINED    16,9         4500     0        0
HILTON HOTELS CORP               COMMON    432848109      4084    179600     SH          DEFINED        2      137800     0    41800
HILTON HOTELS CORP               COMMON    432848109        18       800     SH          DEFINED       25           0     0      800
HILTON HOTELS CORP               COMMON    432848109      9071    398900     SH          DEFINED    5,16       398900     0        0
HILTON HOTELS CORP               COMMON    432848109         1        60     SH          DEFINED        6          60     0        0
HILTON HOTELS CORP               COMMON    432848109       159      7000     SH          DEFINED        7        7000     0        0
HILTON HOTELS CORP               COMMON    432848109       316     13886     SH          DEFINED        9       13886     0        0
HITACHI LTD ADR                  COMMON    433578507     25913    373220     SH          DEFINED       13      290023     0    83197
HITACHI LTD ADR                  COMMON    433578507     19617    282547     SH          DEFINED       16      272681     0     9866
HITACHI LTD ADR                  COMMON    433578507        21       300     SH          DEFINED       25           0     0      300
HOLLINGER INTERNATIONAL INC      COMMON    435569108         6       400     SH          DEFINED       16         400     0        0
HOLLY CORP                       COMMON    435758305       772     27700     SH          DEFINED        1       27700     0        0
HOLLY CORP                       COMMON    435758305      2879    103300     SH          DEFINED       16       57900     0    45400
HOLLY CORP                       COMMON    435758305        70      2500     SH          DEFINED   16,15         2500     0        0
HOLLY CORP                       COMMON    435758305       412     14800     SH          DEFINED    5,16        14800     0        0
HOLLY ENERGY PARTNERS LP         COMMON    435763107       245      7100     SH          DEFINED        7        7100     0        0
HOME DEPOT INC                   COMMON    437076102     78080   1826870     SH          DEFINED        1     1826870     0        0
HOME DEPOT INC                   COMMON    437076102     24576    575000     SH          DEFINED     1,2       575000     0        0
HOME DEPOT INC                   COMMON    437076102      6757    158100     SH          DEFINED     1,3       158100     0        0
HOME DEPOT INC                   COMMON    437076102      9871    230960     SH          DEFINED   10,16       230960     0        0
HOME DEPOT INC                   COMMON    437076102       808     18900     SH          DEFINED    10,2        18900     0        0
HOME DEPOT INC                   COMMON    437076102       829     19400     SH          DEFINED    10,8        19400     0        0
HOME DEPOT INC                   COMMON    437076102       160      3735     SH          DEFINED       12        3735     0        0
HOME DEPOT INC                   COMMON    437076102      1425     33333     SH          DEFINED    12,9        33333     0        0
HOME DEPOT INC                   COMMON    437076102      1263     29552     SH          DEFINED       13       29552     0        0
HOME DEPOT INC                   COMMON    437076102    340762   7972911     SH          DEFINED       16     6237255   270  1735386



                                                                                           
HOME DEPOT INC                   COMMON    437076102      1727     40400     SH          DEFINED   16,15        40400     0        0
HOME DEPOT INC                   COMMON    437076102      1327     31040     SH          DEFINED   16,23        31040     0        0
HOME DEPOT INC                   COMMON    437076102      8185    191500     SH          DEFINED    16,9       191500     0        0
HOME DEPOT INC                   COMMON    437076102        55      1289     SH          DEFINED    17,9         1289     0        0
HOME DEPOT INC                   COMMON    437076102     42834   1002200     SH          DEFINED        2     1002200     0        0
HOME DEPOT INC                   COMMON    437076102      6093    142569     SH          DEFINED       24      142569     0        0
HOME DEPOT INC                   COMMON    437076102     80310   1879029     SH          DEFINED       25       54816     0  1824213
HOME DEPOT INC                   COMMON    437076102        87      2040     SH          DEFINED        4        2040     0        0
HOME DEPOT INC                   COMMON    437076102      5437    127220     SH          DEFINED    5,16       109950     0    17270
HOME DEPOT INC                   COMMON    437076102      2804     65605     SH          DEFINED        6       65605     0        0
HOME DEPOT INC                   COMMON    437076102    591715  13844516     SH          DEFINED        7    13844516     0        0
HOME DEPOT INC                   COMMON    437076102       167      3900     SH          DEFINED        8        3900     0        0
HOME DEPOT INC                   COMMON    437076102      9812    229567     SH          DEFINED        9      229567     0        0
HOME DEPOT INC                   COMMON    437076102       126      2943     SH          DEFINED    9,11         2943     0        0
HOME DEPOT INC                   COMMON    437076102      1235     28896     SH          DEFINED    9,14        28896     0        0
HOME PROPERTIES INC              COMMON    437306103      9742    226549     SH          DEFINED       16      145489     0    81060
HOME PROPERTIES INC              COMMON    437306103        94      2175     SH          DEFINED        7        2175     0        0
HONEYWELL INTERNATIONAL INC      COMMON    438516106    192113   5425400     SH          DEFINED        1     5425400     0        0
HONEYWELL INTERNATIONAL INC      COMMON    438516106     44263   1250000     SH          DEFINED     1,2      1250000     0        0
HONEYWELL INTERNATIONAL INC      COMMON    438516106      2169     61257     SH          DEFINED   10,16        61257     0        0
HONEYWELL INTERNATIONAL INC      COMMON    438516106    200081   5650416     SH          DEFINED       16     4094873   390  1555153
HONEYWELL INTERNATIONAL INC      COMMON    438516106      1429     40350     SH          DEFINED   16,23        40350     0        0
HONEYWELL INTERNATIONAL INC      COMMON    438516106      1186     33500     SH          DEFINED    16,9        33500     0        0
HONEYWELL INTERNATIONAL INC      COMMON    438516106        14       399     SH          DEFINED    17,9          399     0        0
HONEYWELL INTERNATIONAL INC      COMMON    438516106     23723    669950     SH          DEFINED        2      669950     0        0
HONEYWELL INTERNATIONAL INC      COMMON    438516106       103      2900     SH          DEFINED    2,23         2900     0        0
HONEYWELL INTERNATIONAL INC      COMMON    438516106       152      4300     SH          DEFINED       24        4300     0        0
HONEYWELL INTERNATIONAL INC      COMMON    438516106      1966     55535     SH          DEFINED       25        2992     0    52543
HONEYWELL INTERNATIONAL INC      COMMON    438516106     14548    410850     SH          DEFINED        4      410850     0        0
HONEYWELL INTERNATIONAL INC      COMMON    438516106      2164     61100     SH          DEFINED    5,16        61100     0        0
HONEYWELL INTERNATIONAL INC      COMMON    438516106      1452     41002     SH          DEFINED        7       41002     0        0
HONEYWELL INTERNATIONAL INC      COMMON    438516106       952     26886     SH          DEFINED        9       26886     0        0
HOOPER HOLMES INC                COMMON    439104100       118     19950     SH          DEFINED        7       19950     0        0
HORIZON FINANCIAL CORP           COMMON    44041F105        21      1000     SH          DEFINED       16        1000     0        0
HORIZON FINANCIAL CORP           COMMON    44041F105        54      2600     SH          DEFINED    5,16         2600     0        0
HORMEL FOODS CORP                COMMON    440452100         6       200     SH          DEFINED       16         200     0        0
HORMEL FOODS CORP                COMMON    440452100        44      1400     SH          DEFINED       25           0     0     1400
HOSPIRA INC                      COMMON    441060100      1039     31014     SH          DEFINED        1       31014     0        0
HOSPIRA INC                      COMMON    441060100       963     28746     SH          DEFINED       16       26006     0     2740
HOSPIRA INC                      COMMON    441060100       235      7000     SH          DEFINED   16,23         7000     0        0
HOSPIRA INC                      COMMON    441060100        97      2900     SH          DEFINED    16,9         2900     0        0
HOSPIRA INC                      COMMON    441060100        13       400     SH          DEFINED        2         400     0        0
HOSPIRA INC                      COMMON    441060100        10       300     SH          DEFINED       21         300     0        0
HOSPIRA INC                      COMMON    441060100      2258     67394     SH          DEFINED       25        1216     0    66178
HOSPIRA INC                      COMMON    441060100         0         0     SH          DEFINED        3           0     0        0
HOSPIRA INC                      COMMON    441060100       356     10612     SH          DEFINED        7       10612     0        0
HOSPIRA INC                      COMMON    441060100       159      4745     SH          DEFINED        9        4745     0        0
HOSPIRA INC                      COMMON    441060100         4       120     SH          DEFINED    9,11          120     0        0
HOSPITALITY PROPERTIES TRUST     COMMON    44106M102     36519    793900     SH          DEFINED       16      675700     0   118200
HOSPITALITY PROPERTIES TRUST     COMMON    44106M102        67      1455     SH          DEFINED       25           0     0     1455
HOST MARRIOTT CORP               COMMON    44107P104        26      1500     SH          DEFINED       10        1500     0        0
HOST MARRIOTT CORP               COMMON    44107P104    140872   8142916     SH          DEFINED       16     5690582     0  2452334
HOST MARRIOTT CORP               COMMON    44107P104         5       276     SH          DEFINED       25           0     0      276
HOST MARRIOTT CORP               COMMON    44107P104     10441    603500     SH          DEFINED    5,16       603500     0        0



                                                                                           
HOST MARRIOTT CORP               COMMON    44107P104         1        47     SH          DEFINED        6          47     0        0
HOT TOPIC INC                    COMMON    441339108      1128     65600     SH          DEFINED        1       65600     0        0
HOT TOPIC INC                    COMMON    441339108       132      7700     SH          DEFINED        2        7700     0        0
HOT TOPIC INC                    COMMON    441339108        66      3825     SH          DEFINED        7        3825     0        0
HOUSTON EXPLORATION COMPANY      COMMON    442120101      5017     89100     SH          DEFINED        1       89100     0        0
HOUSTON EXPLORATION COMPANY      COMMON    442120101      4826     85700     SH          DEFINED     1,3        85700     0        0
HOUSTON EXPLORATION COMPANY      COMMON    442120101      2275     40400     SH          DEFINED    10,2        40400     0        0
HOUSTON EXPLORATION COMPANY      COMMON    442120101      1351     24000     SH          DEFINED        2       24000     0        0
HOVNANIAN ENTERPRISES-A          COMMON    442487203         7       143     SH          DEFINED        4         143     0        0
HUANENG POWER INTL ADR           COMMON    443304100         3       100     SH          DEFINED       25           0     0      100
HUB GROUP INC CL A               COMMON    443320106      3050     58400     SH          DEFINED       16       33000     0    25400
HUB GROUP INC CL A               COMMON    443320106        73      1400     SH          DEFINED   16,15         1400     0        0
HUB GROUP INC CL A               COMMON    443320106       762     14600     SH          DEFINED    5,16        14600     0        0
HUB INTERNATIONAL LTD            COMMON    44332P101         4       197     SH          DEFINED        7         197     0        0
HUBBELL INC -CL A                COMMON    443510102        97      2000     SH          DEFINED       25           0     0     2000
HUBBELL INC  CL B                COMMON    443510201        99      1900     SH          DEFINED       16        1900     0        0
HUBBELL INC  CL B                COMMON    443510201      2375     45404     SH          DEFINED       25        6804     0    38600
HUBBELL INC  CL B                COMMON    443510201      1082     20690     SH          DEFINED        7       20690     0        0
HUDSON HIGHLAND GROUP INC        COMMON    443792106         1        21     SH          DEFINED       25           0     0       21
HUDSON UNITED BANCORP            COMMON    444165104     31725    805600     SH          DEFINED        1      805600     0        0
HUDSON UNITED BANCORP            COMMON    444165104       356      9050     SH          DEFINED     1,3         9050     0        0
HUDSON UNITED BANCORP            COMMON    444165104      8809    223700     SH          DEFINED       16      143100     0    80600
HUDSON UNITED BANCORP            COMMON    444165104       173      4400     SH          DEFINED   16,15         4400     0        0
HUDSON UNITED BANCORP            COMMON    444165104       484     12300     SH          DEFINED    16,9        12300     0        0
HUDSON UNITED BANCORP            COMMON    444165104      2566     65150     SH          DEFINED        2       65150     0        0
HUDSON UNITED BANCORP            COMMON    444165104      2893     73475     SH          DEFINED       25       73475     0        0
HUDSON UNITED BANCORP            COMMON    444165104      2150     54600     SH          DEFINED    5,16        54600     0        0
HUDSON UNITED BANCORP            COMMON    444165104       154      3900     SH          DEFINED     5,2         3900     0        0
HUDSON UNITED BANCORP            COMMON    444165104        74      1888     SH          DEFINED        7        1888     0        0
HUGHES SUPPLY INC                COMMON    444482103     13325    411900     SH          DEFINED        1      411900     0        0
HUGHES SUPPLY INC                COMMON    444482103        65      2000     SH          DEFINED       16        2000     0        0
HUGHES SUPPLY INC                COMMON    444482103      5030    155500     SH          DEFINED        2      155500     0        0
HUGHES SUPPLY INC                COMMON    444482103         8       254     SH          DEFINED        4         254     0        0
HUGHES SUPPLY INC                COMMON    444482103        31       950     SH          DEFINED        7         950     0        0
HUGOTON ROYALTY TRUST            COMMON    444717102         8       300     SH          DEFINED       16         300     0        0
HUGOTON ROYALTY TRUST            COMMON    444717102      5903    225300     SH          DEFINED       25        3000     0   222300
HUMANA INC                       COMMON    444859102      6235    210000     SH          DEFINED        1      210000     0        0
HUMANA INC                       COMMON    444859102       214      7200     SH          DEFINED       10        7200     0        0
HUMANA INC                       COMMON    444859102     17275    581856     SH          DEFINED       16      535556     0    46300
HUMANA INC                       COMMON    444859102       938     31600     SH          DEFINED    16,9        31600     0        0
HUMANA INC                       COMMON    444859102       588     19800     SH          DEFINED        2       19800     0        0
HUMANA INC                       COMMON    444859102        92      3100     SH          DEFINED       24        3100     0        0
HUMANA INC                       COMMON    444859102         9       309     SH          DEFINED        4         309     0        0
HUMANA INC                       COMMON    444859102        92      3100     SH          DEFINED    5,16         3100     0        0
HUMANA INC                       COMMON    444859102        21       700     SH          DEFINED        9         700     0        0
HUMAN GENOME SCIENCES INC        COMMON    444903108       166     13800     SH          DEFINED    16,9        13800     0        0
HUMAN GENOME SCIENCES INC        COMMON    444903108        12      1020     SH          DEFINED       25           0     0     1020
HUMMINGBIRD LTD                  COMMON    44544R101     59349   2228410     SH          DEFINED        3     2228410     0        0
HUNT (JB) TRANSPRT SVCS INC      COMMON    445658107      2689     59965     SH          DEFINED        1       59500     0      465
HUNT (JB) TRANSPRT SVCS INC      COMMON    445658107      4095     91300     SH          DEFINED     1,3        91300     0        0
HUNT (JB) TRANSPRT SVCS INC      COMMON    445658107      1076     24000     SH          DEFINED    10,2        24000     0        0
HUNT (JB) TRANSPRT SVCS INC      COMMON    445658107        47      1050     SH          DEFINED       16        1050     0        0
HUNT (JB) TRANSPRT SVCS INC      COMMON    445658107         9       192     SH          DEFINED        4         192     0        0
HUNTINGTON BANCSHARES            COMMON    446150104       779     31500     SH          DEFINED   10,16        31500     0        0



                                                                                           
HUNTINGTON BANCSHARES            COMMON    446150104       139      5600     SH          DEFINED    10,8         5600     0        0
HUNTINGTON BANCSHARES            COMMON    446150104     20679    835845     SH          DEFINED       16      791245     0    44600
HUNTINGTON BANCSHARES            COMMON    446150104       289     11700     SH          DEFINED   16,15        11700     0        0
HUNTINGTON BANCSHARES            COMMON    446150104      2229     90100     SH          DEFINED    16,9        90100     0        0
HUNTINGTON BANCSHARES            COMMON    446150104       205      8298     SH          DEFINED       24        8298     0        0
HUNTINGTON BANCSHARES            COMMON    446150104       193      7800     SH          DEFINED       25           0     0     7800
HUNTINGTON BANCSHARES            COMMON    446150104       426     17200     SH          DEFINED    5,16        17200     0        0
HUNTINGTON BANCSHARES            COMMON    446150104        40      1600     SH          DEFINED        7        1600     0        0
HUNTINGTON BANCSHARES            COMMON    446150104       249     10067     SH          DEFINED        9       10067     0        0
HURCO COMPANIES INC              COMMON    447324104         4       225     SH          DEFINED        7         225     0        0
HURON CONSULTING GROUP INC       COMMON    447462102        36      1600     SH          DEFINED       25           0     0     1600
HYDROGENICS CORP                 COMMON    448882100        19      3850     SH          DEFINED        7        3850     0        0
HYPERCOM CORP                    COMMON    44913M105       118     20000     SH          DEFINED       25       20000     0        0
HYPERION SOLUTIONS CORP          COMMON    44914M104      8942    191800     SH          DEFINED        1      191800     0        0
HYTHIAM INC                      COMMON    44919F104         4       700     SH          DEFINED       25         700     0        0
IAC INTERACTIVECORP              COMMON    44919P102     65587   2374610     SH          DEFINED        1     2374610     0        0
IAC INTERACTIVECORP              COMMON    44919P102     29553   1070000     SH          DEFINED     1,2      1070000     0        0
IAC INTERACTIVECORP              COMMON    44919P102      3577    129500     SH          DEFINED   10,23       129500     0        0
IAC INTERACTIVECORP              COMMON    44919P102       144      5200     SH          DEFINED       16        5200     0        0
IAC INTERACTIVECORP              COMMON    44919P102      1071     38770     SH          DEFINED   16,15        38770     0        0
IAC INTERACTIVECORP              COMMON    44919P102       127      4600     SH          DEFINED    16,9         4600     0        0
IAC INTERACTIVECORP              COMMON    44919P102       400     14500     SH          DEFINED        2       14500     0        0
IAC INTERACTIVECORP              COMMON    44919P102        47      1700     SH          DEFINED       24        1700     0        0
IAC INTERACTIVECORP              COMMON    44919P102      9407    340600     SH          DEFINED       25      340600     0        0
IAC INTERACTIVECORP              COMMON    44919P102    299122  10829900     SH          DEFINED        3    10829900     0        0
IAC INTERACTIVECORP              COMMON    44919P102       360     13049     SH          DEFINED        9       13049     0        0
IAC INTERACTIVE CORP WT          COMMON    44919P128         0        14     SH          DEFINED       16          14     0        0
ICOS CORPORATION                 COMMON    449295104       181      6400     SH          DEFINED    16,9         6400     0        0
ICOS CORPORATION                 COMMON    449295104        27       950     SH          DEFINED       25           0     0      950
IHOP CORP                        COMMON    449623107      2057     49100     SH          DEFINED        3       49100     0        0
ING CLARION GL R/E INCOME FD C   COMMON    44982G104         0        13     SH          DEFINED       16          13     0        0
IMS HEALTH INC                   COMMON    449934108    142917   6157550     SH          DEFINED        1     6157550     0        0
IMS HEALTH INC                   COMMON    449934108      5963    256900     SH          DEFINED     1,2       256900     0        0
IMS HEALTH INC                   COMMON    449934108       513     22100     SH          DEFINED     1,3        22100     0        0
IMS HEALTH INC                   COMMON    449934108       186      8000     SH          DEFINED       10        8000     0        0
IMS HEALTH INC                   COMMON    449934108       353     15200     SH          DEFINED   10,16        15200     0        0
IMS HEALTH INC                   COMMON    449934108      3317    142900     SH          DEFINED   10,23       142900     0        0
IMS HEALTH INC                   COMMON    449934108        63      2700     SH          DEFINED    10,8         2700     0        0
IMS HEALTH INC                   COMMON    449934108        60      2600     SH          DEFINED       12        2600     0        0
IMS HEALTH INC                   COMMON    449934108       548     23605     SH          DEFINED    12,9        23605     0        0
IMS HEALTH INC                   COMMON    449934108     27937   1203654     SH          DEFINED       16     1099554     0   104100
IMS HEALTH INC                   COMMON    449934108       130      5600     SH          DEFINED   16,15         5600     0        0
IMS HEALTH INC                   COMMON    449934108      1458     62800     SH          DEFINED    16,9        62800     0        0
IMS HEALTH INC                   COMMON    449934108        24      1036     SH          DEFINED    17,9         1036     0        0
IMS HEALTH INC                   COMMON    449934108      5142    221550     SH          DEFINED        2      221550     0        0
IMS HEALTH INC                   COMMON    449934108        67      2900     SH          DEFINED    2,23         2900     0        0
IMS HEALTH INC                   COMMON    449934108       560     24121     SH          DEFINED       24       24121     0        0
IMS HEALTH INC                   COMMON    449934108       756     32564     SH          DEFINED       25        6240     0    26324
IMS HEALTH INC                   COMMON    449934108    275897  11887000     SH          DEFINED        3    11887000     0        0
IMS HEALTH INC                   COMMON    449934108     31368   1351507     SH          DEFINED        4     1351507     0        0
IMS HEALTH INC                   COMMON    449934108       274     11800     SH          DEFINED    5,16        11800     0        0
IMS HEALTH INC                   COMMON    449934108       227      9800     SH          DEFINED     5,2         9800     0        0
IMS HEALTH INC                   COMMON    449934108       235     10121     SH          DEFINED        7       10121     0        0
IMS HEALTH INC                   COMMON    449934108      2130     91792     SH          DEFINED        9       91792     0        0



                                                                                           
IMS HEALTH INC                   COMMON    449934108        38      1639     SH          DEFINED    9,11         1639     0        0
IMS HEALTH INC                   COMMON    449934108       435     18735     SH          DEFINED    9,14        18735     0        0
ISTAR FINANCIAL INC              COMMON    45031U101     32560    719400     SH          DEFINED       16      719400     0        0
ISTAR FINANCIAL INC              COMMON    45031U101        17       368     SH          DEFINED       25           0     0      368
ISTAR FINANCIAL INC              COMMON    45031U101        85      1870     SH          DEFINED        7        1870     0        0
ISTA PHARMACEUTICALS INC         COMMON    45031X204         5       446     SH          DEFINED       16           0     0      446
ISTA PHARMACEUTICALS INC         COMMON    45031X204      1024    101162     SH          DEFINED       19           0     0   101162
ITLA CAPITAL CORPORATION         COMMON    450565106      1246     21200     SH          DEFINED       16       12300     0     8900
ITLA CAPITAL CORPORATION         COMMON    450565106        29       500     SH          DEFINED   16,15          500     0        0
ITLA CAPITAL CORPORATION         COMMON    450565106       364      6200     SH          DEFINED    5,16         6200     0        0
ITT EDUCATIONAL SERVICES INC     COMMON    45068B109       999     21000     SH          DEFINED        1       21000     0        0
ITT EDUCATIONAL SERVICES INC     COMMON    45068B109        33       700     SH          DEFINED       10         700     0        0
ITT EDUCATIONAL SERVICES INC     COMMON    45068B109      1912     40200     SH          DEFINED       16       37000     0     3200
ITT EDUCATIONAL SERVICES INC     COMMON    45068B109       109      2300     SH          DEFINED    16,9         2300     0        0
ITT EDUCATIONAL SERVICES INC     COMMON    45068B109      1094     23000     SH          DEFINED        2       23000     0        0
ITT EDUCATIONAL SERVICES INC     COMMON    45068B109        14       300     SH          DEFINED    5,16          300     0        0
IBIS TECHNOLOGY CORP             COMMON    450909106        16      4400     SH          DEFINED       25        4400     0        0
ITT INDUSTRIES INC               COMMON    450911102     56151    664900     SH          DEFINED        1      664900     0        0
ITT INDUSTRIES INC               COMMON    450911102       667      7900     SH          DEFINED     1,3         7900     0        0
ITT INDUSTRIES INC               COMMON    450911102      1860     22026     SH          DEFINED       16       22026     0        0
ITT INDUSTRIES INC               COMMON    450911102      4932     58400     SH          DEFINED        2       58400     0        0
ITT INDUSTRIES INC               COMMON    450911102       963     11400     SH          DEFINED       24       11400     0        0
ITT INDUSTRIES INC               COMMON    450911102        57       670     SH          DEFINED       25           0     0      670
ITT INDUSTRIES INC               COMMON    450911102     10345    122500     SH          DEFINED        3      122500     0        0
ITT INDUSTRIES INC               COMMON    450911102     29843    353383     SH          DEFINED        4      353383     0        0
ITT INDUSTRIES INC               COMMON    450911102       304      3600     SH          DEFINED     5,2         3600     0        0
ITT INDUSTRIES INC               COMMON    450911102       398      4712     SH          DEFINED        7        4712     0        0
ITT INDUSTRIES INC               COMMON    450911102       247      2928     SH          DEFINED        9        2928     0        0
IAMGOLD CORPORATION              COMMON    450913108      4659    700000     SH          DEFINED        1      700000     0        0
IAMGOLD CORPORATION              COMMON    450913108      4677    702700     SH          DEFINED     1,3       702700     0        0
IAMGOLD CORPORATION              COMMON    450913108      1065    160000     SH          DEFINED       16      160000     0        0
IAMGOLD CORPORATION              COMMON    450913108        53      7900     SH          DEFINED        2        7900     0        0
IAMGOLD CORPORATION              COMMON    450913108      9379   1409100     SH          DEFINED        3     1409100     0        0
ICON PLC ADR                     COMMON    45103T107     10335    269200     SH          DEFINED        1      269200     0        0
ICON PLC ADR                     COMMON    45103T107      3463     90200     SH          DEFINED        2       90200     0        0
ICICI BANK LTD ADR               COMMON    45104G104      2524    125262     SH          DEFINED       10      125262     0        0
ICICI BANK LTD ADR               COMMON    45104G104       195      9700     SH          DEFINED   10,16         9700     0        0
ICICI BANK LTD ADR               COMMON    45104G104     11581    574738     SH          DEFINED   10,23       574738     0        0
IDACORP INC                      COMMON    451107106      3140    102700     SH          DEFINED       16       61200     0    41500
IDACORP INC                      COMMON    451107106        70      2300     SH          DEFINED   16,15         2300     0        0
IDACORP INC                      COMMON    451107106       269      8800     SH          DEFINED       25        7000     0     1800
IDACORP INC                      COMMON    451107106      1473     48200     SH          DEFINED    5,16        48200     0        0
IDEX CORP                        COMMON    45167R104     10672    263500     SH          DEFINED        1      263500     0        0
IDEX CORP                        COMMON    45167R104      3993     98600     SH          DEFINED        2       98600     0        0
IDEXX LABORATORIES INC           COMMON    45168D104     28856    528600     SH          DEFINED        1      528600     0        0
IDEXX LABORATORIES INC           COMMON    45168D104      1392     25500     SH          DEFINED       16       25500     0        0
IDEXX LABORATORIES INC           COMMON    45168D104      1801     33000     SH          DEFINED   16,23        33000     0        0
IDEXX LABORATORIES INC           COMMON    45168D104       617     11300     SH          DEFINED        2       11300     0        0
IDEXX LABORATORIES INC           COMMON    45168D104        66      1200     SH          DEFINED       21        1200     0        0
IDEXX LABORATORIES INC           COMMON    45168D104        27       500     SH          DEFINED       25           0     0      500
IDEXX LABORATORIES INC           COMMON    45168D104      8871    162500     SH          DEFINED        3      162500     0        0
IDEXX LABORATORIES INC           COMMON    45168D104       102      1875     SH          DEFINED        7        1875     0        0
ILLINOIS TOOL WORKS              COMMON    452308109     96386   1039985     SH          DEFINED        1     1039985     0        0
ILLINOIS TOOL WORKS              COMMON    452308109     33671    363300     SH          DEFINED     1,2       363300     0        0



                                                                                           
ILLINOIS TOOL WORKS              COMMON    452308109      2011     21700     SH          DEFINED   10,16        21700     0        0
ILLINOIS TOOL WORKS              COMMON    452308109    167120   1803189     SH          DEFINED       16     1410931   120   392138
ILLINOIS TOOL WORKS              COMMON    452308109      1261     13610     SH          DEFINED   16,23        13610     0        0
ILLINOIS TOOL WORKS              COMMON    452308109       510      5500     SH          DEFINED    16,9         5500     0        0
ILLINOIS TOOL WORKS              COMMON    452308109      6955     75045     SH          DEFINED        2       75045     0        0
ILLINOIS TOOL WORKS              COMMON    452308109       111      1200     SH          DEFINED       24        1200     0        0
ILLINOIS TOOL WORKS              COMMON    452308109     76512    825552     SH          DEFINED       25      156407     0   669145
ILLINOIS TOOL WORKS              COMMON    452308109     10158    109600     SH          DEFINED        3      109600     0        0
ILLINOIS TOOL WORKS              COMMON    452308109      1857     20040     SH          DEFINED    5,16        20040     0        0
ILLINOIS TOOL WORKS              COMMON    452308109       779      8400     SH          DEFINED        7        8400     0        0
ILLINOIS TOOL WORKS              COMMON    452308109       185      2000     SH          DEFINED        8        2000     0        0
ILLINOIS TOOL WORKS              COMMON    452308109       838      9045     SH          DEFINED        9        9045     0        0
ILLUMINA INC                     COMMON    452327109       606     63900     SH          DEFINED       16       35500     0    28400
ILLUMINA INC                     COMMON    452327109        13      1400     SH          DEFINED   16,15         1400     0        0
ILLUMINA INC                     COMMON    452327109      1034    109100     SH          DEFINED        3      109100     0        0
ILLUMINA INC                     COMMON    452327109        79      8300     SH          DEFINED    5,16         8300     0        0
IMATION CORP                     COMMON    45245A107         8       263     SH          DEFINED       25           0     0      263
IMATION CORP                     COMMON    45245A107        19       586     SH          DEFINED        7         586     0        0
IMAX CORP                        COMMON    45245E109      8390   1017100     SH          DEFINED        1     1017100     0        0
IMAX CORP                        COMMON    45245E109      3148    381600     SH          DEFINED        2      381600     0        0
IMCLONE SYSTEMS                  COMMON    45245W109      9704    210600     SH          DEFINED        3      210600     0        0
IMCLONE SYSTEMS                  COMMON    45245W109      1269     27533     SH          DEFINED        7       27533     0        0
IMCLONE SYSTEMS                  COMMON    45245W109         9       200     SH          DEFINED        9         200     0        0
IMAGISTICS INTL INC              COMMON    45247T104        52      1534     SH          DEFINED       25         982     0      552
IMMUCOR INC                      COMMON    452526106     15113    642845     SH          DEFINED        1      642845     0        0
IMMUCOR INC                      COMMON    452526106      3471    147650     SH          DEFINED       16       79100     0    68550
IMMUCOR INC                      COMMON    452526106        89      3800     SH          DEFINED   16,15         3800     0        0
IMMUCOR INC                      COMMON    452526106      5679    241550     SH          DEFINED        2      241550     0        0
IMMUCOR INC                      COMMON    452526106       447     19000     SH          DEFINED    5,16        19000     0        0
IMMUNE RESPONSE CORP- WARRANT    COMMON    45252T122         6     10592     SH          DEFINED        7       10592     0        0
IMMUNE RESPONSE CORP             COMMON    45252T205        43     26481     SH          DEFINED        7       26481     0        0
IMMUNOGEN INC                    COMMON    45253H101        18      2000     SH          DEFINED        7        2000     0        0
IMPCO TECHNOLOGIES INC           COMMON    45255W106        24      3225     SH          DEFINED        7        3225     0        0
IMPAX LABS                       COMMON    45256B101     27101   1706600     SH          DEFINED        1     1706600     0        0
IMPAX LABS                       COMMON    45256B101       719     45300     SH          DEFINED       16       45300     0        0
IMPAX LABS                       COMMON    45256B101      1747    110000     SH          DEFINED   16,23       110000     0        0
IMPAX LABS                       COMMON    45256B101      2409    151700     SH          DEFINED        2      151700     0        0
IMPAX LABS                       COMMON    45256B101       160     10100     SH          DEFINED       25           0     0    10100
IMPERIAL OIL LTD                 COMMON    453038408       503      8500     SH          DEFINED        1        8500     0        0
IMPERIAL OIL LTD                 COMMON    453038408      9028    152700     SH          DEFINED     1,3       152700     0        0
IMPERIAL OIL LTD                 COMMON    453038408       879     14800     SH          DEFINED       16       14800     0        0
IMPERIAL OIL LTD                 COMMON    453038408        95      1600     SH          DEFINED        2        1600     0        0
IMPERIAL OIL LTD                 COMMON    453038408     19872    336100     SH          DEFINED        3      336100     0        0
IMPERIAL OIL LTD                 COMMON    453038408       420      7102     SH          DEFINED        9        7102     0        0
IMPERIAL TOBACCO GROUP ADR       COMMON    453142101       434      7856     SH          DEFINED        4        7856     0        0
INAMED CORP                      COMMON    453235103     25445    402300     SH          DEFINED        1      402300     0        0
INAMED CORP                      COMMON    453235103       335      5300     SH          DEFINED       16           0     0     5300
INAMED CORP                      COMMON    453235103      2366     37400     SH          DEFINED        2       30000     0     7400
INAMED CORP                      COMMON    453235103     14048    222100     SH          DEFINED        3      222100     0        0
INCO LTD                         COMMON    453258402      4414    120000     SH          DEFINED        1      120000     0        0
INCO LTD                         COMMON    453258402     15521    424500     SH          DEFINED     1,3       424500     0        0
INCO LTD                         COMMON    453258402       394     10700     SH          DEFINED       16       10700     0        0
INCO LTD                         COMMON    453258402       197      5400     SH          DEFINED        2        5400     0        0
INCO LTD                         COMMON    453258402     20080    549200     SH          DEFINED        3      549200     0        0



                                                                                           
INCO LTD                         COMMON    453258402       766     20840     SH          DEFINED        7       20840     0        0
INCO LTD                         COMMON    453258402       327      8955     SH          DEFINED        9        8955     0        0
INCYTE CORP                      COMMON    45337C102      2145    214700     SH          DEFINED        1      214700     0        0
INCYTE CORP                      COMMON    45337C102       250     25000     SH          DEFINED    12,2        25000     0        0
INDEPENDENCE COMMUNITY BANK      COMMON    453414104        26       600     SH          DEFINED        7         600     0        0
INDEPENDENT BANK CORP MASS       COMMON    453836108       385     11400     SH          DEFINED       16        6900     0     4500
INDEPENDENT BANK CORP MASS       COMMON    453836108        10       300     SH          DEFINED   16,15          300     0        0
INDEPENDENT BANK CORP MASS       COMMON    453836108       152      4500     SH          DEFINED    5,16         4500     0        0
INDEPENDENT BANK CORP - MICH     COMMON    453838104      1101     36900     SH          DEFINED       16       21000     0    15900
INDEPENDENT BANK CORP - MICH     COMMON    453838104        27       900     SH          DEFINED   16,15          900     0        0
INDEPENDENT BANK CORP - MICH     COMMON    453838104       280      9400     SH          DEFINED    5,16         9400     0        0
INDEVUS PHARMACEUTICALS INC      COMMON    454072109     10424   1749000     SH          DEFINED        1     1749000     0        0
INDEVUS PHARMACEUTICALS INC      COMMON    454072109      1214    203700     SH          DEFINED    12,2       203700     0        0
INDEVUS PHARMACEUTICALS INC      COMMON    454072109       898    150600     SH          DEFINED       16      129800     0    20800
INDEVUS PHARMACEUTICALS INC      COMMON    454072109         7      1200     SH          DEFINED   16,15         1200     0        0
INDEVUS PHARMACEUTICALS INC      COMMON    454072109      1562    262000     SH          DEFINED   16,23       262000     0        0
INDEVUS PHARMACEUTICALS INC      COMMON    454072109       544     91300     SH          DEFINED        2       91300     0        0
INDEVUS PHARMACEUTICALS INC      COMMON    454072109        35      5800     SH          DEFINED    5,16         5800     0        0
INDIA FUND INC                   COMMON    454089103       148      4986     SH          DEFINED       25           0     0     4986
INDIA FUND INC                   COMMON    454089103      1562     52700     SH          DEFINED        7       52700     0        0
INDYMAC MORTGAGE HOLDINGS        COMMON    456607100       107      3100     SH          DEFINED       10        3100     0        0
INDYMAC MORTGAGE HOLDINGS        COMMON    456607100     16150    468800     SH          DEFINED       16      408000     0    60800
INDYMAC MORTGAGE HOLDINGS        COMMON    456607100        86      2500     SH          DEFINED   16,15         2500     0        0
INDYMAC MORTGAGE HOLDINGS        COMMON    456607100      1144     33200     SH          DEFINED    16,9        33200     0        0
INDYMAC MORTGAGE HOLDINGS        COMMON    456607100        14       400     SH          DEFINED       25           0     0      400
INDYMAC MORTGAGE HOLDINGS        COMMON    456607100       469     13600     SH          DEFINED    5,16        13600     0        0
INFINEON TECHNOLOGIES AG ADR     COMMON    45662N103       491     45000     SH          DEFINED       21       45000     0        0
INFINITY PROPERTY & CASUALTY     COMMON    45665Q103      2506     71200     SH          DEFINED       16       48100     0    23100
INFINITY PROPERTY & CASUALTY     COMMON    45665Q103        46      1300     SH          DEFINED   16,15         1300     0        0
INFINITY PROPERTY & CASUALTY     COMMON    45665Q103       225      6400     SH          DEFINED    5,16         6400     0        0
INFORMATICA CORP                 COMMON    45666Q102      3695    455000     SH          DEFINED        1      455000     0        0
INFOSYS TECHNOLOGIES LTD ADR     COMMON    456788108     12899    186100     SH          DEFINED        1      186100     0        0
INFOSYS TECHNOLOGIES LTD ADR     COMMON    456788108       186      2680     SH          DEFINED     1,3         2680     0        0
INFOSYS TECHNOLOGIES LTD ADR     COMMON    456788108       416      6000     SH          DEFINED       10        6000     0        0
INFOSYS TECHNOLOGIES LTD ADR     COMMON    456788108       991     14300     SH          DEFINED        2       14300     0        0
INFOSYS TECHNOLOGIES LTD ADR     COMMON    456788108       374      5394     SH          DEFINED        4        5394     0        0
INFOSPACE INC                    COMMON    45678T201      9662    203200     SH          DEFINED        1      203200     0        0
INFOSPACE INC                    COMMON    45678T201     10604    223000     SH          DEFINED       16      133900     0    89100
INFOSPACE INC                    COMMON    45678T201       233      4900     SH          DEFINED   16,15         4900     0        0
INFOSPACE INC                    COMMON    45678T201      1094     23000     SH          DEFINED   16,23        23000     0        0
INFOSPACE INC                    COMMON    45678T201      2601     54700     SH          DEFINED    5,16        54700     0        0
INFOSPACE INC                    COMMON    45678T201         9       190     SH          DEFINED        7         190     0        0
ING GROEP NV ADR                 COMMON    456837103     40666   1344330     SH          DEFINED       13     1306260     0    38070
ING GROEP NV ADR                 COMMON    456837103     49678   1642239     SH          DEFINED       16     1590525     0    51714
ING GROEP NV ADR                 COMMON    456837103         2        80     SH          DEFINED       25           0     0       80
INGRAM MICRO INC CL A            COMMON    457153104        77      3700     SH          DEFINED       10        3700     0        0
INGRAM MICRO INC CL A            COMMON    457153104       129      6200     SH          DEFINED       12        6200     0        0
INGRAM MICRO INC CL A            COMMON    457153104      1030     49537     SH          DEFINED    12,9        49537     0        0
INGRAM MICRO INC CL A            COMMON    457153104      7299    350900     SH          DEFINED       16      329300     0    21600
INGRAM MICRO INC CL A            COMMON    457153104       229     11000     SH          DEFINED    16,9        11000     0        0
INGRAM MICRO INC CL A            COMMON    457153104       756     36340     SH          DEFINED       24       36340     0        0
INGRAM MICRO INC CL A            COMMON    457153104        33      1600     SH          DEFINED    5,16         1600     0        0
INGRAM MICRO INC CL A            COMMON    457153104      4094    196817     SH          DEFINED        9      196817     0        0
INGRAM MICRO INC CL A            COMMON    457153104       684     32873     SH          DEFINED    9,14        32873     0        0



                                                                                           
INLAND REAL ESTATE CORP          COMMON    457461200     16280   1020708     SH          DEFINED       16      695908     0   324800
INLAND REAL ESTATE CORP          COMMON    457461200       346     21700     SH          DEFINED    5,16        21700     0        0
INNODATA ISOGEN INC              COMMON    457642205        11      1092     SH          DEFINED       25           0     0     1092
INPUT/OUTPUT INC                 COMMON    457652105       239     27000     SH          DEFINED        6       27000     0        0
INSIGHT ENTERPRISES INC          COMMON    45765U103     15692    764700     SH          DEFINED        1      764700     0        0
INSIGHT ENTERPRISES INC          COMMON    45765U103      3930    191500     SH          DEFINED        2      191500     0        0
INSITUFORM TECHNOLOGIES CL A     COMMON    457667103        60      2650     SH          DEFINED        7        2650     0        0
INSIGHT COMMUNICATIONS CO        COMMON    45768V108      2690    290200     SH          DEFINED       16      181500     0   108700
INSIGHT COMMUNICATIONS CO        COMMON    45768V108        56      6000     SH          DEFINED   16,15         6000     0        0
INSIGHT COMMUNICATIONS CO        COMMON    45768V108       646     69700     SH          DEFINED    5,16        69700     0        0
INNOVATIVE SOLUTIONS & SUPP      COMMON    45769N105       294      8800     SH          DEFINED       16        4800     0     4000
INNOVATIVE SOLUTIONS & SUPP      COMMON    45769N105         7       200     SH          DEFINED   16,15          200     0        0
INNOVATIVE SOLUTIONS & SUPP      COMMON    45769N105        40      1200     SH          DEFINED    5,16         1200     0        0
INNKEEPERS USA TRUST             COMMON    4576J0104     11832    833267     SH          DEFINED       16      470988     0   362279
INNKEEPERS USA TRUST             COMMON    4576J0104      1553    109400     SH          DEFINED    5,16       109400     0        0
INSTINET GROUP INC               COMMON    457750107       107     17700     SH          DEFINED        7       17700     0        0
INTEGRA LIFESCIENCES HOLDING     COMMON    457985208     14783    400300     SH          DEFINED        1      400300     0        0
INTEGRA LIFESCIENCES HOLDING     COMMON    457985208      5580    151100     SH          DEFINED        2      151100     0        0
INSURED MUNI INCOME FUND CF      COMMON    45809F104         8       636     SH          DEFINED       25           0     0      636
INTEGRATED DEVICE TECH INC       COMMON    458118106      6016    520400     SH          DEFINED       16      281800     0   238600
INTEGRATED DEVICE TECH INC       COMMON    458118106       150     13000     SH          DEFINED   16,15        13000     0        0
INTEGRATED DEVICE TECH INC       COMMON    458118106        17      1450     SH          DEFINED        4        1450     0        0
INTEGRATED DEVICE TECH INC       COMMON    458118106       822     71100     SH          DEFINED    5,16        71100     0        0
INTEGRATED CIRCUIT SYSTEMS       COMMON    45811K208      5527    264200     SH          DEFINED        1      264200     0        0
INTEGRATED CIRCUIT SYSTEMS       COMMON    45811K208      2075     99200     SH          DEFINED        2       99200     0        0
INTEGRATED SILICON SOLUTION      COMMON    45812P107      5225    637200     SH          DEFINED        1      637200     0        0
INTEGRATED SILICON SOLUTION      COMMON    45812P107        40      4850     SH          DEFINED        7        4850     0        0
INTEL CORP                       COMMON    458140100    186105   7956590     SH          DEFINED        1     7956590     0        0
INTEL CORP                       COMMON    458140100     44195   1889500     SH          DEFINED     1,2      1889500     0        0
INTEL CORP                       COMMON    458140100     12974    554700     SH          DEFINED     1,3       554700     0        0
INTEL CORP                       COMMON    458140100     18061    772159     SH          DEFINED       10      772159     0        0
INTEL CORP                       COMMON    458140100     10769    460402     SH          DEFINED   10,16       460402     0        0
INTEL CORP                       COMMON    458140100      1941     83000     SH          DEFINED    10,2        83000     0        0
INTEL CORP                       COMMON    458140100      1410     60300     SH          DEFINED    10,8        60300     0        0
INTEL CORP                       COMMON    458140100        88      3755     SH          DEFINED       12        3755     0        0
INTEL CORP                       COMMON    458140100       766     32729     SH          DEFINED    12,9        32729     0        0
INTEL CORP                       COMMON    458140100    425764  18202831     SH          DEFINED       16    14190832   752  4011247
INTEL CORP                       COMMON    458140100      2942    125800     SH          DEFINED   16,15       125800     0        0
INTEL CORP                       COMMON    458140100      7098    303470     SH          DEFINED   16,23       303470     0        0
INTEL CORP                       COMMON    458140100     12263    524300     SH          DEFINED    16,9       524300     0        0
INTEL CORP                       COMMON    458140100        65      2800     SH          DEFINED    17,9         2800     0        0
INTEL CORP                       COMMON    458140100     30973   1324200     SH          DEFINED        2     1324200     0        0
INTEL CORP                       COMMON    458140100       515     22000     SH          DEFINED       21       22000     0        0
INTEL CORP                       COMMON    458140100      5508    235487     SH          DEFINED       24      235487     0        0
INTEL CORP                       COMMON    458140100     56821   2429266     SH          DEFINED       25      322233     0  2107033
INTEL CORP                       COMMON    458140100        40      1729     SH          DEFINED        4        1729     0        0
INTEL CORP                       COMMON    458140100      7641    326670     SH          DEFINED    5,16       290740     0    35930
INTEL CORP                       COMMON    458140100      1319     56377     SH          DEFINED        6       56377     0        0
INTEL CORP                       COMMON    458140100     27696   1184111     SH          DEFINED        7     1184111     0        0
INTEL CORP                       COMMON    458140100     10544    450782     SH          DEFINED        9      450782     0        0
INTEL CORP                       COMMON    458140100       200      8548     SH          DEFINED    9,11         8548     0        0
INTEL CORP                       COMMON    458140100       599     25596     SH          DEFINED    9,14        25596     0        0
INTER-TEL INC                    COMMON    458372109        33      1200     SH          DEFINED        7        1200     0        0
INTERCONTINENTAL HOT-ADR         COMMON    458573201       179     14204     SH          DEFINED        7       14204     0        0



                                                                                           
INTERFACE INC                    COMMON    458665106        20      2000     SH          DEFINED       25           0     0     2000
INTERFACE INC                    COMMON    458665106        46      4625     SH          DEFINED        7        4625     0        0
INTERDIGITAL COMM CORP           COMMON    45866A105         7       300     SH          DEFINED       25           0     0      300
INTERGRAPH CORP                  COMMON    458683109     32133   1193200     SH          DEFINED        1     1193200     0        0
INTERGRAPH CORP                  COMMON    458683109       269     10000     SH          DEFINED     1,3        10000     0        0
INTERGRAPH CORP                  COMMON    458683109      5499    204200     SH          DEFINED        2      204200     0        0
INTERGRAPH CORP                  COMMON    458683109       135      5000     SH          DEFINED     5,2         5000     0        0
INTERGROUP CORP                  COMMON    458685104        24      1687     SH          DEFINED        6        1687     0        0
INTERMUNE PHARMACEUTICALS        COMMON    45884X103       207     15600     SH          DEFINED       16       15600     0        0
INTERNAP NETWORK SERVICES        COMMON    45885A102         0         1     SH          DEFINED        7           1     0        0
INTERNATIONAL ALUMINUM CO        COMMON    458884103         0         0     SH          DEFINED       25           0     0        0
INTEGRATED ALARM SERVICES        COMMON    45890M109      9927   1808200     SH          DEFINED       10     1808200     0        0
INTEGRATED ALARM SERVICES        COMMON    45890M109       456     83000     SH          DEFINED   10,23        83000     0        0
INTL BUSINESS MACHINES CORP      COMMON    459200101    166789   1691915     SH          DEFINED        1     1690700     0     1215
INTL BUSINESS MACHINES CORP      COMMON    459200101     41206    418000     SH          DEFINED     1,2       418000     0        0
INTL BUSINESS MACHINES CORP      COMMON    459200101     48876    495800     SH          DEFINED       10      495800     0        0
INTL BUSINESS MACHINES CORP      COMMON    459200101     18997    192710     SH          DEFINED   10,16       192710     0        0
INTL BUSINESS MACHINES CORP      COMMON    459200101      2563     26000     SH          DEFINED    10,8        26000     0        0
INTL BUSINESS MACHINES CORP      COMMON    459200101        95       962     SH          DEFINED       12         962     0        0
INTL BUSINESS MACHINES CORP      COMMON    459200101       846      8586     SH          DEFINED    12,9         8586     0        0
INTL BUSINESS MACHINES CORP      COMMON    459200101      1096     11122     SH          DEFINED       13       11122     0        0
INTL BUSINESS MACHINES CORP      COMMON    459200101    426076   4322139     SH          DEFINED       16     3631990   110   690039
INTL BUSINESS MACHINES CORP      COMMON    459200101      5343     54200     SH          DEFINED   16,15        54200     0        0
INTL BUSINESS MACHINES CORP      COMMON    459200101      6089     61770     SH          DEFINED   16,23        61770     0        0
INTL BUSINESS MACHINES CORP      COMMON    459200101     14156    143600     SH          DEFINED    16,9       143600     0        0
INTL BUSINESS MACHINES CORP      COMMON    459200101        82       830     SH          DEFINED    17,9          830     0        0
INTL BUSINESS MACHINES CORP      COMMON    459200101     31792    322500     SH          DEFINED        2      322500     0        0
INTL BUSINESS MACHINES CORP      COMMON    459200101      4609     46750     SH          DEFINED       21       46750     0        0
INTL BUSINESS MACHINES CORP      COMMON    459200101      4097     41560     SH          DEFINED       24       41560     0        0
INTL BUSINESS MACHINES CORP      COMMON    459200101     37823    383674     SH          DEFINED       25       53604     0   330070
INTL BUSINESS MACHINES CORP      COMMON    459200101         2        21     SH          DEFINED        4          21     0        0
INTL BUSINESS MACHINES CORP      COMMON    459200101     10097    102420     SH          DEFINED    5,16       102420     0        0
INTL BUSINESS MACHINES CORP      COMMON    459200101       236      2393     SH          DEFINED        6        2393     0        0
INTL BUSINESS MACHINES CORP      COMMON    459200101     11476    116412     SH          DEFINED        7      116412     0        0
INTL BUSINESS MACHINES CORP      COMMON    459200101       641      6500     SH          DEFINED        8        6500     0        0
INTL BUSINESS MACHINES CORP      COMMON    459200101     13728    139261     SH          DEFINED        9      139261     0        0
INTL BUSINESS MACHINES CORP      COMMON    459200101       256      2601     SH          DEFINED    9,11         2601     0        0
INTL BUSINESS MACHINES CORP      COMMON    459200101       607      6155     SH          DEFINED    9,14         6155     0        0
INTL FLAVORS & FRAGRANCES        COMMON    459506101    108464   2531850     SH          DEFINED        1     2531850     0        0
INTL FLAVORS & FRAGRANCES        COMMON    459506101      1559     36400     SH          DEFINED     1,3        36400     0        0
INTL FLAVORS & FRAGRANCES        COMMON    459506101      2795     65240     SH          DEFINED       16       65240     0        0
INTL FLAVORS & FRAGRANCES        COMMON    459506101      9802    228800     SH          DEFINED        2      228800     0        0
INTL FLAVORS & FRAGRANCES        COMMON    459506101      1006     23491     SH          DEFINED       24       23491     0        0
INTL FLAVORS & FRAGRANCES        COMMON    459506101       523     12200     SH          DEFINED       25           0     0    12200
INTL FLAVORS & FRAGRANCES        COMMON    459506101     66316   1547991     SH          DEFINED        4     1547991     0        0
INTL FLAVORS & FRAGRANCES        COMMON    459506101       651     15200     SH          DEFINED     5,2        15200     0        0
INTL FLAVORS & FRAGRANCES        COMMON    459506101       210      4900     SH          DEFINED        7        4900     0        0
INTL GAME TECHNOLOGY             COMMON    459902102     55905   1626100     SH          DEFINED        1     1626100     0        0
INTL GAME TECHNOLOGY             COMMON    459902102      1575     45810     SH          DEFINED   10,16        45810     0        0
INTL GAME TECHNOLOGY             COMMON    459902102    123848   3602314     SH          DEFINED       16     2978614     0   623700
INTL GAME TECHNOLOGY             COMMON    459902102      7016    204072     SH          DEFINED   16,15       204072     0        0
INTL GAME TECHNOLOGY             COMMON    459902102      1043     30330     SH          DEFINED   16,23        30330     0        0
INTL GAME TECHNOLOGY             COMMON    459902102        21       609     SH          DEFINED    17,9          609     0        0
INTL GAME TECHNOLOGY             COMMON    459902102       435     12656     SH          DEFINED       25        4200     0     8456



                                                                                           
INTL GAME TECHNOLOGY             COMMON    459902102        25       737     SH          DEFINED        4         737     0        0
INTL GAME TECHNOLOGY             COMMON    459902102      1708     49680     SH          DEFINED    5,16        49680     0        0
INTL GAME TECHNOLOGY             COMMON    459902102      5942    172839     SH          DEFINED        7      172839     0        0
INTL GAME TECHNOLOGY             COMMON    459902102       414     12040     SH          DEFINED        9       12040     0        0
INTL PAPER CAPITAL TRUST CVT P   CONVERT   460137300        49       975     SH          DEFINED       25           0     0      975
INTERNATIONAL PAPER CO           COMMON    460146103     12684    302000     SH          DEFINED       10      302000     0        0
INTERNATIONAL PAPER CO           COMMON    460146103        59      1400     SH          DEFINED   10,16         1400     0        0
INTERNATIONAL PAPER CO           COMMON    460146103        21       500     SH          DEFINED       13         500     0        0
INTERNATIONAL PAPER CO           COMMON    460146103     22836    543708     SH          DEFINED       16      117082     0   426626
INTERNATIONAL PAPER CO           COMMON    460146103     24729    588791     SH          DEFINED       25      122166     0   466625
INTERNATIONAL PAPER CO           COMMON    460146103       711     16917     SH          DEFINED        7       14505     0     2412
INTERNATIONAL PAPER CO           COMMON    460146103       168      4000     SH          DEFINED        8        4000     0        0
INTERNATIONAL PAPER CO           COMMON    460146103       634     15106     SH          DEFINED        9       15106     0        0
INTL RECTIFIER CORP              COMMON    460254105        53      1200     SH          DEFINED        7        1200     0        0
INTL RECTIFIER(IRF) CVT 144A 4   CONVERT   460254AD7        25     25000     SH          DEFINED       25           0     0    25000
INTERNET CAPITAL GROUP INC       COMMON    46059C205         0         3     SH          DEFINED        7           3     0        0
INTERNET SECURITY SYSYTEMS       COMMON    46060X107     15044    647050     SH          DEFINED        1      647050     0        0
INTERNET SECURITY SYSYTEMS       COMMON    46060X107      3227    138800     SH          DEFINED       16       82800     0    56000
INTERNET SECURITY SYSYTEMS       COMMON    46060X107        72      3100     SH          DEFINED   16,15         3100     0        0
INTERNET SECURITY SYSYTEMS       COMMON    46060X107      5645    242800     SH          DEFINED        2      242800     0        0
INTERNET SECURITY SYSYTEMS       COMMON    46060X107         9       400     SH          DEFINED       25           0     0      400
INTERNET SECURITY SYSYTEMS       COMMON    46060X107      1395     60000     SH          DEFINED        3       60000     0        0
INTERNET SECURITY SYSYTEMS       COMMON    46060X107       407     17500     SH          DEFINED    5,16        17500     0        0
INTERPUBLIC GROUP COS INC        COMMON    460690100    273164  20385370     SH          DEFINED        1    20385370     0        0
INTERPUBLIC GROUP COS INC        COMMON    460690100     10774    804036     SH          DEFINED       10      804036     0        0
INTERPUBLIC GROUP COS INC        COMMON    460690100      1631    121700     SH          DEFINED   10,23       121700     0        0
INTERPUBLIC GROUP COS INC        COMMON    460690100      3045    227208     SH          DEFINED       16      227208     0        0
INTERPUBLIC GROUP COS INC        COMMON    460690100      3773    281550     SH          DEFINED        2      281550     0        0
INTERPUBLIC GROUP COS INC        COMMON    460690100       181     13500     SH          DEFINED    2,23        13500     0        0
INTERPUBLIC GROUP COS INC        COMMON    460690100       625     46656     SH          DEFINED       25           0     0    46656
INTERPUBLIC GROUP COS INC        COMMON    460690100     16345   1219790     SH          DEFINED        4     1219790     0        0
INTERPUBLIC GROUP COS INC        COMMON    460690100        82      6140     SH          DEFINED        7        6140     0        0
INTERPUBLIC GROUP COS INC        COMMON    460690100       207     15474     SH          DEFINED        9       15474     0        0
INTERPUBLIC GROUP CVP 5.375 12   PREFERRED 460690308       960     19600     SH          DEFINED       25       19600     0        0
INTERSIL CORP                    COMMON    46069S109     12270    734300     SH          DEFINED        1      734300     0        0
INTERSIL CORP                    COMMON    46069S109      1439     86100     SH          DEFINED        2       86100     0        0
INTERSIL CORP                    COMMON    46069S109         4       269     SH          DEFINED        4         269     0        0
INTRAWEST CORP                   COMMON    460915200      9125    396902     SH          DEFINED        1      396902     0        0
INTRAWEST CORP                   COMMON    460915200        23      1000     SH          DEFINED       16        1000     0        0
INTRAWEST CORP                   COMMON    460915200      1221     53130     SH          DEFINED   16,15        53130     0        0
INTRAWEST CORP                   COMMON    460915200       319     13893     SH          DEFINED        9       13893     0        0
INTERTAPE POLYMER GROUP INC      COMMON    460919103        24      2625     SH          DEFINED        7        2625     0        0
INTERSECTIONS INC                COMMON    460981301       219     12700     SH          DEFINED       16       12700     0        0
INTERVOICE INC                   COMMON    461142101      2874    215300     SH          DEFINED        1      215300     0        0
INTERVOICE INC                   COMMON    461142101      2159    161700     SH          DEFINED       16       90800     0    70900
INTERVOICE INC                   COMMON    461142101        53      4000     SH          DEFINED   16,15         4000     0        0
INTERVOICE INC                   COMMON    461142101       546     40900     SH          DEFINED    5,16        40900     0        0
INTERWOVEN INC                   COMMON    46114T508         2       148     SH          DEFINED       25           0     0      148
INTRALASE CORP                   COMMON    461169104     12919    550226     SH          DEFINED        1      550226     0        0
INTRALASE CORP                   COMMON    461169104       474     20200     SH          DEFINED       16       20200     0        0
INTRALASE CORP                   COMMON    461169104      1174     50000     SH          DEFINED   16,23        50000     0        0
INTRALASE CORP                   COMMON    461169104       413     17600     SH          DEFINED        2       17600     0        0
INTRALASE CORP                   COMMON    461169104         5       222     SH          DEFINED        4         222     0        0
INTUIT INC                       COMMON    461202103    133345   3029870     SH          DEFINED        1     3029870     0        0



                                                                                           
INTUIT INC                       COMMON    461202103     18704    425000     SH          DEFINED     1,2       425000     0        0
INTUIT INC                       COMMON    461202103       550     12500     SH          DEFINED     1,3        12500     0        0
INTUIT INC                       COMMON    461202103      3600     81795     SH          DEFINED       16       68595     0    13200
INTUIT INC                       COMMON    461202103       467     10600     SH          DEFINED    16,9        10600     0        0
INTUIT INC                       COMMON    461202103      7130    162000     SH          DEFINED        2      150300     0    11700
INTUIT INC                       COMMON    461202103        44      1000     SH          DEFINED       24        1000     0        0
INTUIT INC                       COMMON    461202103       168      3815     SH          DEFINED       25           0     0     3815
INTUIT INC                       COMMON    461202103     18805    427300     SH          DEFINED        4      427300     0        0
INTUIT INC                       COMMON    461202103       233      5300     SH          DEFINED     5,2         5300     0        0
INTUIT INC                       COMMON    461202103        95      2150     SH          DEFINED        7        2150     0        0
INTUIT INC                       COMMON    461202103       506     11492     SH          DEFINED        9       11492     0        0
INTUIT INC                       COMMON    461202103        18       401     SH          DEFINED    9,11          401     0        0
INVACARE CORP                    COMMON    461203101      4964    107300     SH          DEFINED        1      107300     0        0
INVACARE CORP                    COMMON    461203101        98      2118     SH          DEFINED       25           0     0     2118
INVACARE CORP                    COMMON    461203101        88      1900     SH          DEFINED        7        1900     0        0
INTUITIVE SURGICAL INC           COMMON    46120E602     15248    381000     SH          DEFINED        1      381000     0        0
INTUITIVE SURGICAL INC           COMMON    46120E602      5775    144300     SH          DEFINED        2      144300     0        0
INVERNESS MEDICAL INNOVATION     COMMON    46126P106      1333     53100     SH          DEFINED        3       53100     0        0
INVERNESS MEDICAL INNOVATION     COMMON    46126P106        64      2547     SH          DEFINED        7        2547     0        0
INVESTMENT TECHNOLOGY GROUP      COMMON    46145F105       782     39100     SH          DEFINED        1       39100     0        0
INVESTMENT TECHNOLOGY GROUP      COMMON    46145F105         8       400     SH          DEFINED       16         400     0        0
INVITROGEN CORP                  COMMON    46185R100     45702    680800     SH          DEFINED        1      680800     0        0
INVITROGEN CORP                  COMMON    46185R100       188      2800     SH          DEFINED       10        2800     0        0
INVITROGEN CORP                  COMMON    46185R100      1027     15300     SH          DEFINED    12,2        15300     0        0
INVITROGEN CORP                  COMMON    46185R100     12761    190100     SH          DEFINED       16      172000     0    18100
INVITROGEN CORP                  COMMON    46185R100       363      5400     SH          DEFINED    16,9         5400     0        0
INVITROGEN CORP                  COMMON    46185R100      5068     75500     SH          DEFINED        2       71000     0     4500
INVITROGEN CORP                  COMMON    46185R100        54       800     SH          DEFINED       24         800     0        0
INVITROGEN CORP                  COMMON    46185R100     22589    336500     SH          DEFINED        3      336500     0        0
INVITROGEN CORP                  COMMON    46185R100        81      1200     SH          DEFINED    5,16         1200     0        0
INVITROGEN CORP                  COMMON    46185R100       356      5303     SH          DEFINED        9        5303     0        0
INVITROGEN CORP                  COMMON    46185R100        28       420     SH          DEFINED    9,11          420     0        0
INVESTORS FINANCIAL SVCS CP      COMMON    461915100    130963   2620300     SH          DEFINED        1     2620300     0        0
INVESTORS FINANCIAL SVCS CP      COMMON    461915100     18992    380000     SH          DEFINED     1,2       380000     0        0
INVESTORS FINANCIAL SVCS CP      COMMON    461915100      1533     30672     SH          DEFINED       16       22172     0     8500
INVESTORS FINANCIAL SVCS CP      COMMON    461915100       285      5700     SH          DEFINED    16,9         5700     0        0
INVESTORS FINANCIAL SVCS CP      COMMON    461915100     16158    323280     SH          DEFINED        2      312380     0    10900
INVESTORS FINANCIAL SVCS CP      COMMON    461915100     15169    303508     SH          DEFINED        7      303508     0        0
INVESTORS FINANCIAL SVCS CP      COMMON    461915100        37       738     SH          DEFINED        9         738     0        0
IKON OFFICE CVT (IKN) 144A 5.0   CONVERT   462230AA1     19325  18900000     SH          DEFINED       16     2850000     0 16050000
BANK OF IRELAND ADR              COMMON    46267Q103       169      2533     SH          DEFINED        4        2533     0        0
IRIS INTERNATIONAL INC           COMMON    46270W105         1       100     SH          DEFINED        7         100     0        0
IRON MOUNTAIN INC                COMMON    462846106     66460   2179737     SH          DEFINED        1     2179737     0        0
IRON MOUNTAIN INC                COMMON    462846106       442     14500     SH          DEFINED       16           0     0    14500
IRON MOUNTAIN INC                COMMON    462846106      5705    187100     SH          DEFINED        2      170200     0    16900
IRON MOUNTAIN INC                COMMON    462846106        23       757     SH          DEFINED       25         757     0        0
IRON MOUNTAIN INC                COMMON    462846106        13       425     SH          DEFINED        7         425     0        0
IRWIN FINANCIAL CORP             COMMON    464119106      2740     96500     SH          DEFINED       16       56700     0    39800
IRWIN FINANCIAL CORP             COMMON    464119106        62      2200     SH          DEFINED   16,15         2200     0        0
IRWIN FINANCIAL CORP             COMMON    464119106      1130     39800     SH          DEFINED    5,16        39800     0        0
ISCO INTERNATIONAL INC           COMMON    46426P103         1      3480     SH          DEFINED       25           0     0     3480
ISHARES MSCI AUSTRALIA INDEX E   COMMON    464286103        46      2755     SH          DEFINED       16        2755     0        0
ISHARES MSCI BELGIUM INDEX ETF   COMMON    464286301      9391    506000     SH          DEFINED       16      506000     0        0
ISHARES MSCI EMU ETF             COMMON    464286608       145      2000     SH          DEFINED       25           0     0     2000



                                                                                           
ISHARES MSCI PACIFIC EX JPN ET   COMMON    464286665       135      1500     SH          DEFINED       25           0     0     1500
ISHARES MSCI SOUH KOREA ETF      COMMON    464286772       102      3500     SH          DEFINED       25           0     0     3500
ISHARES MSCI JAPAN INDEX ETF     COMMON    464286848        87      8000     SH          DEFINED       25           0     0     8000
ISHARES MSCI JAPAN INDEX ETF     COMMON    464286848      1398    128000     SH          DEFINED        7      128000     0        0
ISHARES MSCI HONG KONG INDEX E   COMMON    464286871        41      3400     SH          DEFINED       25           0     0     3400
ISHARES DJ SELECT DIVIDEND ETF   COMMON    464287168      3080     50155     SH          DEFINED       25        1760     0    48395
ISHARES DJ SELECT DIVIDEND ETF   COMMON    464287168        37       600     SH          DEFINED        7         600     0        0
ISHARES LEHMAN TRES INF PR S E   COMMON    464287176       251      2372     SH          DEFINED       25        1000     0     1372
ISHARES FTSE-XINHUA CHINA 25 E   COMMON    464287184       111      2000     SH          DEFINED       25           0     0     2000
ISHARES S&P 500 INDEX ETF        COMMON    464287200      9699     80159     SH          DEFINED        1       80159     0        0
ISHARES S&P 500 INDEX ETF        COMMON    464287200      1428     11800     SH          DEFINED       16       11800     0        0
ISHARES S&P 500 INDEX ETF        COMMON    464287200       920      7600     SH          DEFINED   16,15         7600     0        0
ISHARES S&P 500 INDEX ETF        COMMON    464287200     16771    138600     SH          DEFINED       25        9915     0   128685
ISHARES S&P 500 INDEX ETF        COMMON    464287200      1573     13000     SH          DEFINED        7       13000     0        0
ISHARES LEHMAN AGG BOND ETF      COMMON    464287226       118      1150     SH          DEFINED       25        1000     0      150
ISHARES LEHMAN AGG BOND ETF      COMMON    464287226        31       300     SH          DEFINED        7         300     0        0
ISHARES MSCI EMERGING MKT INC    COMMON    464287234      1918      9500     SH          DEFINED        1        9500     0        0
ISHARES MSCI EMERGING MKT INC    COMMON    464287234      4784     23700     SH          DEFINED     1,3        23700     0        0
ISHARES MSCI EMERGING MKT INC    COMMON    464287234       848      4200     SH          DEFINED       16        4200     0        0
ISHARES MSCI EMERGING MKT INC    COMMON    464287234        40       200     SH          DEFINED        2         200     0        0
ISHARES MSCI EMERGING MKT INC    COMMON    464287234      2073     10270     SH          DEFINED       25        1750     0     8520
ISHARES MSCI EMERGING MKT INC    COMMON    464287234      3149     15600     SH          DEFINED        7       15600     0        0
ISHARES GS$ INVESTOP CORP BD E   COMMON    464287242      1650     14791     SH          DEFINED       25           0     0    14791
ISHARES GOLDMAN SACHS NAT RE E   COMMON    464287374       184      1400     SH          DEFINED       25           0     0     1400
ISHARES S&P LATIN AMERICA 40 E   COMMON    464287390       161      2000     SH          DEFINED       25           0     0     2000
ISHARES S&P 500-BARRA VALUE ET   COMMON    464287408       736     11700     SH          DEFINED       25           0     0    11700
ISHARES S&P 500-BARRA VALUE ET   COMMON    464287408        38       600     SH          DEFINED        7         600     0        0
ISHARES LEHMAN 7-10YR TREAS ET   COMMON    464287440       102      1200     SH          DEFINED       25           0     0     1200
ISHARES LEHMAN 1-3YR TRS BD ET   COMMON    464287457      5955     73130     SH          DEFINED       25        2630     0    70500
ISHARES MSCI EAFE INDEX ETF      COMMON    464287465      2577     16081     SH          DEFINED       16       16081     0        0
ISHARES MSCI EAFE INDEX ETF      COMMON    464287465     42683    266355     SH          DEFINED       25       29160     0   237195
ISHARES MSCI EAFE INDEX ETF      COMMON    464287465        19       117     SH          DEFINED        4         117     0        0
ISHARES MSCI EAFE INDEX ETF      COMMON    464287465      6323     39459     SH          DEFINED        7       39459     0        0
ISHARES RUSSELL MIDCAP VALUE E   COMMON    464287473       164      1450     SH          DEFINED       25           0     0     1450
ISHARES RUSSELL MIDCAP VALUE E   COMMON    464287473        87       771     SH          DEFINED        7         771     0        0
ISHARES RUSSELL MIDCAP GRWTH E   COMMON    464287481       220      2600     SH          DEFINED       25           0     0     2600
ISHARES RUSSELL MIDCAP GRWTH E   COMMON    464287481         3        40     SH          DEFINED        7          40     0        0
ISHARES RUSSELL MIDCAP INDEX E   COMMON    464287499      1313     16557     SH          DEFINED       25        1570     0    14987
ISHARES RUSSELL MIDCAP INDEX E   COMMON    464287499      7143     90047     SH          DEFINED        4       90047     0        0
ISHARES RUSSELL MIDCAP INDEX E   COMMON    464287499       114      1440     SH          DEFINED        7        1440     0        0
ISHARES S&P MIDCAP 400 ETF       COMMON    464287507       869      6570     SH          DEFINED       25         850     0     5720
ISHARES S&P MIDCAP 400 ETF       COMMON    464287507       345      2610     SH          DEFINED        7        2610     0        0
ISHARES GOLDMAN SACHS TECH I E   COMMON    464287549        33       713     SH          DEFINED        7         713     0        0
ISHARES NASDAQ BIOTECH INDEX E   COMMON    464287556     84516   1120900     SH          DEFINED        1     1120900     0        0
ISHARES NASDAQ BIOTECH INDEX E   COMMON    464287556       385      5100     SH          DEFINED       16           0     0     5100
ISHARES NASDAQ BIOTECH INDEX E   COMMON    464287556     11302    149900     SH          DEFINED        2      143500     0     6400
ISHARES NASDAQ BIOTECH INDEX E   COMMON    464287556       183      2424     SH          DEFINED       25        2200     0      224
ISHARES COHEN & STEERS RLTY ET   COMMON    464287564       553      4055     SH          DEFINED       25           0     0     4055
ISHARES S&P GLOBAL 100 ETF       COMMON    464287572       984     16000     SH          DEFINED     1,3        16000     0        0
ISHARES S&P GLOBAL 100 ETF       COMMON    464287572         8       124     SH          DEFINED       16         124     0        0
ISHARES RUSSELL 1000 VALUE ETF   COMMON    464287598       232      3500     SH          DEFINED       25           0     0     3500
ISHARES RUSSELL 1000 VALUE ETF   COMMON    464287598      3733     56244     SH          DEFINED        4       56244     0        0
ISHARES S&P MDCP400 GROWTH ETF   COMMON    464287606       289      2150     SH          DEFINED       25           0     0     2150
ISHARES RUSSELL 1000 GROWTH ET   COMMON    464287614        29       600     SH          DEFINED       25           0     0      600



                                                                                           
ISHARES RUSSELL 1000 GROWTH ET   COMMON    464287614        34       694     SH          DEFINED        7         694     0        0
ISHARES RUSSELL 1000 INDEX ETF   COMMON    464287622       430      6601     SH          DEFINED        1        6601     0        0
ISHARES RUSSELL 1000 INDEX ETF   COMMON    464287622       932     14300     SH          DEFINED   16,15        14300     0        0
RUSSELL 2000 ISHARES ETF         COMMON    464287630     18449     95609     SH          DEFINED       25        5650     0    89959
ISHARES RUSSELL 2000 I SHARE E   COMMON    464287648      3053     45362     SH          DEFINED       25        1750     0    43612
RUSSELL 2000 I SHARE ETF         COMMON    464287655     12320     95133     SH          DEFINED       25        7340     0    87793
RUSSELL 2000 I SHARE ETF         COMMON    464287655       348      2690     SH          DEFINED        7        2690     0        0
ISHARES RUSSELL 3000 INDEX ETF   COMMON    464287689      9888    143000     SH          DEFINED        1      143000     0        0
ISHARES RUSSELL 3000 INDEX ETF   COMMON    464287689       193      2797     SH          DEFINED       25           0     0     2797
ISHARES DJ US UTILITIES SECT E   COMMON    464287697       621      9035     SH          DEFINED       25           0     0     9035
ISHARES S&P MIDCAP 400-VALUE E   COMMON    464287705       350      2725     SH          DEFINED        7        2725     0        0
ISHARES DJ US TECHNOLOGY SEC E   COMMON    464287721      5308    109525     SH          DEFINED       25        3700     0   105825
ISHARES DOW JONES US REAL EST    COMMON    464287739        18       144     SH          DEFINED       16         144     0        0
ISHARES DJ US INDUSTRIAL SEC E   COMMON    464287754        20       350     SH          DEFINED       25         350     0        0
ISHARES DJ US HEALTHCARE SEC E   COMMON    464287762        12       200     SH          DEFINED       25           0     0      200
ISHARES S&P SMALLCAP 600 ETF     COMMON    464287804      6435     39550     SH          DEFINED       25           0     0    39550
ISHARES S&P SMALLCAP 600 ETF     COMMON    464287804        33       200     SH          DEFINED        4         200     0        0
ISHARES S&P SMALLCAP 600 ETF     COMMON    464287804       927      5696     SH          DEFINED        7        5696     0        0
ISHARES DJ US TOTAL MARKET ETF   COMMON    464287846        58      1000     SH          DEFINED       25           0     0     1000
ISHARES S&P SMALLCAP 600-VAL E   COMMON    464287879       505      4143     SH          DEFINED       25         900     0     3243
ISHARES S&P SMALLCAP 600-VAL E   COMMON    464287879       814      6685     SH          DEFINED        7        6685     0        0
ISHARE S&P 600 GRO ETF           COMMON    464287887       439      4100     SH          DEFINED       25         500     0     3600
ISIS PHARMACEUTICALS INC         COMMON    464330109     10670   1808430     SH          DEFINED        1     1808430     0        0
ISIS PHARMACEUTICALS INC         COMMON    464330109      1475    250000     SH          DEFINED    12,2       250000     0        0
ISIS PHARMACEUTICALS INC         COMMON    464330109       944    160000     SH          DEFINED       16      160000     0        0
ISIS PHARMACEUTICALS INC         COMMON    464330109      2449    415000     SH          DEFINED   16,23       415000     0        0
ISIS PHARMACEUTICALS INC         COMMON    464330109      1184    200600     SH          DEFINED        2      200600     0        0
ISIS PHARMACEUTICALS INC         COMMON    464330109        86     14500     SH          DEFINED       21       14500     0        0
ITRON INC                        COMMON    465741106        79      3300     SH          DEFINED        7        3300     0        0
IVAX CORP                        COMMON    465823102     16971   1072750     SH          DEFINED        1     1072750     0        0
IVAX CORP                        COMMON    465823102         0         0     SH          DEFINED       16           0     0        0
IVAX CORP                        COMMON    465823102      2568    162300     SH          DEFINED        2      162300     0        0
IVAX CORP                        COMMON    465823102       296     18732     SH          DEFINED       25        3515     0    15217
IXYS CORP                        COMMON    46600W106        55      5350     SH          DEFINED        7        5350     0        0
JDS UNIPHASE CORP                COMMON    46612J101      1014    319919     SH          DEFINED       16      137231     0   182688
JDS UNIPHASE CORP                COMMON    46612J101        86     27141     SH          DEFINED       19           0     0    27141
JDS UNIPHASE CORP                COMMON    46612J101       105     33262     SH          DEFINED       25       18409     0    14853
JDS UNIPHASE CORP                COMMON    46612J101         0        89     SH          DEFINED        4          89     0        0
JDS UNIPHASE CORP                COMMON    46612J101        10      3000     SH          DEFINED        6        3000     0        0
JDS UNIPHASE CORP                COMMON    46612J101       153     48293     SH          DEFINED        9       48293     0        0
JDA SOFTWARE GROUP INC           COMMON    46612K108         9       675     SH          DEFINED        7         675     0        0
JLG INDUSTRIES INC               COMMON    466210101     14157    721200     SH          DEFINED        1      721200     0        0
JLG INDUSTRIES INC               COMMON    466210101      5383    274200     SH          DEFINED        2      274200     0        0
JP MORGAN CHASE & CO             COMMON    46625H100    569941  14610117     SH          DEFINED        1    14605227     0     4890
JP MORGAN CHASE & CO             COMMON    46625H100     95575   2450000     SH          DEFINED     1,2      2450000     0        0
JP MORGAN CHASE & CO             COMMON    46625H100      7654    196200     SH          DEFINED       10      196200     0        0
JP MORGAN CHASE & CO             COMMON    46625H100      1575     40370     SH          DEFINED   10,16        40370     0        0
JP MORGAN CHASE & CO             COMMON    46625H100       283      7260     SH          DEFINED       13        7260     0        0
JP MORGAN CHASE & CO             COMMON    46625H100    179030   4589333     SH          DEFINED       16     3502185   230  1086918
JP MORGAN CHASE & CO             COMMON    46625H100      1043     26740     SH          DEFINED   16,23        26740     0        0
JP MORGAN CHASE & CO             COMMON    46625H100      4108    105300     SH          DEFINED    16,9       105300     0        0
JP MORGAN CHASE & CO             COMMON    46625H100        61      1570     SH          DEFINED    17,9         1570     0        0
JP MORGAN CHASE & CO             COMMON    46625H100     55209   1415258     SH          DEFINED        2     1415258     0        0
JP MORGAN CHASE & CO             COMMON    46625H100       269      6896     SH          DEFINED    2,23         6896     0        0



                                                                                           
JP MORGAN CHASE & CO             COMMON    46625H100      1983     50842     SH          DEFINED       24       50842     0        0
JP MORGAN CHASE & CO             COMMON    46625H100     25437    652063     SH          DEFINED       25       95919     0   556144
JP MORGAN CHASE & CO             COMMON    46625H100     30853    790905     SH          DEFINED        4      790905     0        0
JP MORGAN CHASE & CO             COMMON    46625H100      1398     35840     SH          DEFINED    5,16        18820     0    17020
JP MORGAN CHASE & CO             COMMON    46625H100        10       244     SH          DEFINED        6         244     0        0
JP MORGAN CHASE & CO             COMMON    46625H100      3582     91824     SH          DEFINED        7       91824     0        0
JP MORGAN CHASE & CO             COMMON    46625H100      4549    116602     SH          DEFINED        9      116602     0        0
J2 GLOBAL COMMUNICATIONS INC     COMMON    46626E205         1        21     SH          DEFINED        7          21     0        0
JABIL CIRCUIT INC                COMMON    466313103     16288    636754     SH          DEFINED       16      164916     0   471838
JABIL CIRCUIT INC                COMMON    466313103       200      7800     SH          DEFINED    16,9         7800     0        0
JABIL CIRCUIT INC                COMMON    466313103        24       947     SH          DEFINED        4         947     0        0
JABIL CIRCUIT INC                COMMON    466313103      7186    280939     SH          DEFINED        7      280939     0        0
JABIL CIRCUIT INC                COMMON    466313103       171      6695     SH          DEFINED        9        6695     0        0
JACK IN THE BOX INC              COMMON    466367109      4008    108700     SH          DEFINED       16       65900     0    42800
JACK IN THE BOX INC              COMMON    466367109        85      2300     SH          DEFINED   16,15         2300     0        0
JACK IN THE BOX INC              COMMON    466367109         4       100     SH          DEFINED       25           0     0      100
JACK IN THE BOX INC              COMMON    466367109      1700     46100     SH          DEFINED    5,16        46100     0        0
JACKSON HEWITT TAX SERVICE       COMMON    468202106     41698   1651400     SH          DEFINED        1     1651400     0        0
JACOBS ENGINEERING GROUP INC     COMMON    469814107      8277    173200     SH          DEFINED       10      173200     0        0
JACOBS ENGINEERING GROUP INC     COMMON    469814107      1290     27000     SH          DEFINED   10,23        27000     0        0
JACOBS ENGINEERING GROUP INC     COMMON    469814107        24       500     SH          DEFINED       25           0     0      500
JACOBS ENGINEERING GROUP INC     COMMON    469814107        45       950     SH          DEFINED        7         950     0        0
JACUZZI BRANDS INC               COMMON    469865109      2101    241500     SH          DEFINED       16      146200     0    95300
JACUZZI BRANDS INC               COMMON    469865109        45      5200     SH          DEFINED   16,15         5200     0        0
JACUZZI BRANDS INC               COMMON    469865109       967    111100     SH          DEFINED    5,16       111100     0        0
JAKKS PACIFIC INC                COMMON    47012E106       765     34600     SH          DEFINED        1       34600     0        0
JAKKS PACIFIC INC                COMMON    47012E106        22      1000     SH          DEFINED       16        1000     0        0
JANUS CAPITAL GROUP INC          COMMON    47102X105       379     22524     SH          DEFINED       16       22524     0        0
JANUS CAPITAL GROUP INC          COMMON    47102X105        21      1224     SH          DEFINED        4        1224     0        0
JANUS CAPITAL GROUP INC          COMMON    47102X105       153      9100     SH          DEFINED        7        9100     0        0
JAPAN SMALLER CAPITALIZATION C   COMMON    47109U104       430     35500     SH          DEFINED       25       32000     0     3500
JARDEN CORP                      COMMON    471109108     30108    693100     SH          DEFINED        1      693100     0        0
JARDEN CORP                      COMMON    471109108      2659     61200     SH          DEFINED        2       61200     0        0
JEFFERIES GROUP INC              COMMON    472319102     16011    397500     SH          DEFINED        1      397500     0        0
JEFFERIES GROUP INC              COMMON    472319102      3645     90500     SH          DEFINED        2       90500     0        0
JEFFERSON-PILOT CORP             COMMON    475070108      6619    127379     SH          DEFINED       16      118379     0     9000
JEFFERSON-PILOT CORP             COMMON    475070108      1439     27700     SH          DEFINED    16,9        27700     0        0
JEFFERSON-PILOT CORP             COMMON    475070108       135      2600     SH          DEFINED       24        2600     0        0
JEFFERSON-PILOT CORP             COMMON    475070108       171      3300     SH          DEFINED       25           0     0     3300
JEFFERSON-PILOT CORP             COMMON    475070108       729     14026     SH          DEFINED        7       14026     0        0
JEFFERSON-PILOT CORP             COMMON    475070108       298      5736     SH          DEFINED        9        5736     0        0
JETBLUE AIRWAYS CORP             COMMON    477143101        17       750     SH          DEFINED       25           0     0      750
JO-ANN STORES INC                COMMON    47758P307         6       214     SH          DEFINED       25           0     0      214
JOHNSON & JOHNSON                COMMON    478160104    327414   5162630     SH          DEFINED        1     5162630     0        0
JOHNSON & JOHNSON                COMMON    478160104    187476   2956100     SH          DEFINED     1,2      2956100     0        0
JOHNSON & JOHNSON                COMMON    478160104     16464    259600     SH          DEFINED     1,3       259600     0        0
JOHNSON & JOHNSON                COMMON    478160104     25569    403174     SH          DEFINED   10,16       403174     0        0
JOHNSON & JOHNSON                COMMON    478160104      4718     74400     SH          DEFINED    10,2        74400     0        0
JOHNSON & JOHNSON                COMMON    478160104      2702     42600     SH          DEFINED    10,8        42600     0        0
JOHNSON & JOHNSON                COMMON    478160104       244      3848     SH          DEFINED       12        3848     0        0
JOHNSON & JOHNSON                COMMON    478160104      2178     34339     SH          DEFINED    12,9        34339     0        0
JOHNSON & JOHNSON                COMMON    478160104      2244     35384     SH          DEFINED       13       35384     0        0
JOHNSON & JOHNSON                COMMON    478160104    700805  11050226     SH          DEFINED       16     8692886   463  2356877
JOHNSON & JOHNSON                COMMON    478160104      5625     88700     SH          DEFINED   16,15        88700     0        0



                                                                                           
JOHNSON & JOHNSON                COMMON    478160104      3316     52280     SH          DEFINED   16,23        52280     0        0
JOHNSON & JOHNSON                COMMON    478160104     14149    223100     SH          DEFINED    16,9       223100     0        0
JOHNSON & JOHNSON                COMMON    478160104        81      1277     SH          DEFINED    17,9         1277     0        0
JOHNSON & JOHNSON                COMMON    478160104     82353   1298540     SH          DEFINED        2     1298540     0        0
JOHNSON & JOHNSON                COMMON    478160104       431      6800     SH          DEFINED       21        6800     0        0
JOHNSON & JOHNSON                COMMON    478160104      8711    137353     SH          DEFINED       24      137353     0        0
JOHNSON & JOHNSON                COMMON    478160104     65450   1032017     SH          DEFINED       25      316171     0   715846
JOHNSON & JOHNSON                COMMON    478160104     16628    262189     SH          DEFINED        3      262189     0        0
JOHNSON & JOHNSON                COMMON    478160104       166      2621     SH          DEFINED        4        2621     0        0
JOHNSON & JOHNSON                COMMON    478160104     13815    217829     SH          DEFINED    5,16       207249     0    10580
JOHNSON & JOHNSON                COMMON    478160104      2519     39716     SH          DEFINED        6       39716     0        0
JOHNSON & JOHNSON                COMMON    478160104     24556    387198     SH          DEFINED        7      387198     0        0
JOHNSON & JOHNSON                COMMON    478160104      1122     17685     SH          DEFINED        8       17685     0        0
JOHNSON & JOHNSON                COMMON    478160104     17076    269248     SH          DEFINED        9      269248     0        0
JOHNSON & JOHNSON                COMMON    478160104       196      3083     SH          DEFINED    9,11         3083     0        0
JOHNSON & JOHNSON                COMMON    478160104      1942     30618     SH          DEFINED    9,14        30618     0        0
JOHNSON CONTROLS INC             COMMON    478366107      1180     18600     SH          DEFINED        1       18600     0        0
JOHNSON CONTROLS INC             COMMON    478366107      1148     18096     SH          DEFINED       16       18096     0        0
JOHNSON CONTROLS INC             COMMON    478366107        30       466     SH          DEFINED    17,9          466     0        0
JOHNSON CONTROLS INC             COMMON    478366107       180      2840     SH          DEFINED       24        2840     0        0
JOHNSON CONTROLS INC             COMMON    478366107        14       227     SH          DEFINED       25           0     0      227
JOHNSON CONTROLS INC             COMMON    478366107       127      2000     SH          DEFINED        7        2000     0        0
JOHNSON CONTROLS INC             COMMON    478366107       662     10429     SH          DEFINED        9       10429     0        0
JONES APPAREL GROUP INC          COMMON    480074103       421     11500     SH          DEFINED        1       11500     0        0
JONES APPAREL GROUP INC          COMMON    480074103      2710     74100     SH          DEFINED   10,16        74100     0        0
JONES APPAREL GROUP INC          COMMON    480074103        36       978     SH          DEFINED    12,9          978     0        0
JONES APPAREL GROUP INC          COMMON    480074103      1121     30655     SH          DEFINED       13       30655     0        0
JONES APPAREL GROUP INC          COMMON    480074103     24934    681824     SH          DEFINED       16      658321     0    23503
JONES APPAREL GROUP INC          COMMON    480074103       274      7500     SH          DEFINED    16,9         7500     0        0
JONES APPAREL GROUP INC          COMMON    480074103        25       692     SH          DEFINED    17,9          692     0        0
JONES APPAREL GROUP INC          COMMON    480074103       285      7784     SH          DEFINED       24        7784     0        0
JONES APPAREL GROUP INC          COMMON    480074103        73      2000     SH          DEFINED       25           0     0     2000
JONES APPAREL GROUP INC          COMMON    480074103       852     23290     SH          DEFINED    5,16            0     0    23290
JONES APPAREL GROUP INC          COMMON    480074103       218      5949     SH          DEFINED        9        5949     0        0
JONES LANG LASALLE INC           COMMON    48020Q107      6206    165900     SH          DEFINED        1      165900     0        0
JONES LANG LASALLE INC           COMMON    48020Q107       994     26577     SH          DEFINED       25           0     0    26577
JOS A BANK CLOTHIERS INC         COMMON    480838101     14756    521424     SH          DEFINED        1      521424     0        0
JOS A BANK CLOTHIERS INC         COMMON    480838101      5099    180174     SH          DEFINED        2      180174     0        0
JOURNAL COMMUNICATIONS           COMMON    481130102      1306     72300     SH          DEFINED       16       41900     0    30400
JOURNAL COMMUNICATIONS           COMMON    481130102        33      1800     SH          DEFINED   16,15         1800     0        0
JOURNAL COMMUNICATIONS           COMMON    481130102       481     26600     SH          DEFINED    5,16        26600     0        0
JOURNAL COMMUNICATIONS           COMMON    481130102        22      1200     SH          DEFINED        7        1200     0        0
JOURNAL REGISTER CO              COMMON    481138105        31      1600     SH          DEFINED        7        1600     0        0
JOY GLOBAL INC                   COMMON    481165108     15769    363100     SH          DEFINED        1      363100     0        0
JOY GLOBAL INC                   COMMON    481165108      1950     44900     SH          DEFINED        2       44900     0        0
JUNIPER NETWORKS INC             COMMON    48203R104     57322   2108187     SH          DEFINED        1     2108187     0        0
JUNIPER NETWORKS INC             COMMON    48203R104     54380   2000000     SH          DEFINED     1,2      2000000     0        0
JUNIPER NETWORKS INC             COMMON    48203R104        49      1800     SH          DEFINED       10        1800     0        0
JUNIPER NETWORKS INC             COMMON    48203R104      4775    175632     SH          DEFINED       16      158769     0    16863
JUNIPER NETWORKS INC             COMMON    48203R104      5276    194052     SH          DEFINED   16,23       194052     0        0
JUNIPER NETWORKS INC             COMMON    48203R104       345     12700     SH          DEFINED    16,9        12700     0        0
JUNIPER NETWORKS INC             COMMON    48203R104      9754    358750     SH          DEFINED        2      348150     0    10600
JUNIPER NETWORKS INC             COMMON    48203R104        33      1200     SH          DEFINED       24        1200     0        0
JUNIPER NETWORKS INC             COMMON    48203R104       334     12300     SH          DEFINED       25           0     0    12300



                                                                                           
JUNIPER NETWORKS INC             COMMON    48203R104        63      2321     SH          DEFINED        4        2321     0        0
JUNIPER NETWORKS INC             COMMON    48203R104        22       800     SH          DEFINED    5,16          800     0        0
JUNIPER NETWORKS INC             COMMON    48203R104      7437    273526     SH          DEFINED        7      273526     0        0
JUNIPER NETWORKS INC             COMMON    48203R104       334     12299     SH          DEFINED        9       12299     0        0
KLA-TENCOR CORPORATION           COMMON    482480100     63703   1367600     SH          DEFINED        1     1367600     0        0
KLA-TENCOR CORPORATION           COMMON    482480100     23290    500000     SH          DEFINED     1,2       500000     0        0
KLA-TENCOR CORPORATION           COMMON    482480100      5881    126255     SH          DEFINED       16       80925     0    45330
KLA-TENCOR CORPORATION           COMMON    482480100      1546     33200     SH          DEFINED   16,23        33200     0        0
KLA-TENCOR CORPORATION           COMMON    482480100     13988    300300     SH          DEFINED        2      292900     0     7400
KLA-TENCOR CORPORATION           COMMON    482480100      1607     34500     SH          DEFINED       21       34500     0        0
KLA-TENCOR CORPORATION           COMMON    482480100        37       800     SH          DEFINED       25           0     0      800
KLA-TENCOR CORPORATION           COMMON    482480100     21841    468900     SH          DEFINED        3      468900     0        0
KLA-TENCOR CORPORATION           COMMON    482480100        21       450     SH          DEFINED        4         450     0        0
KLA-TENCOR CORPORATION           COMMON    482480100      6262    134431     SH          DEFINED        7      134431     0        0
KLA-TENCOR CORPORATION           COMMON    482480100       309      6644     SH          DEFINED        9        6644     0        0
K-SWISS INC CL A                 COMMON    482686102       775     26600     SH          DEFINED        1       26600     0        0
K-SWISS INC CL A                 COMMON    482686102       198      6800     SH          DEFINED       16        6800     0        0
K-SWISS INC CL A                 COMMON    482686102       513     17600     SH          DEFINED    5,16        17600     0        0
KT CORP- ADR                     COMMON    48268K101      2619    120100     SH          DEFINED   10,16       120100     0        0
KT CORP- ADR                     COMMON    48268K101    118352   5426492     SH          DEFINED       13     5153267     0   273225
KT CORP- ADR                     COMMON    48268K101     35998   1650508     SH          DEFINED       16     1598071     0    52437
KT CORP- ADR                     COMMON    48268K101       835     38300     SH          DEFINED   16,23        38300     0        0
KT CORP- ADR                     COMMON    48268K101      1974     90500     SH          DEFINED    5,13        90500     0        0
KT CORP- ADR                     COMMON    48268K101       238     10900     SH          DEFINED        8       10900     0        0
KT CORP- ADR                     COMMON    48268K101      2705    124040     SH          DEFINED    8,23       124040     0        0
K-SEA TRANSPORTATION PARTNER     COMMON    48268Y101       716     20500     SH          DEFINED        7       20500     0        0
KV PHARMACEUTICAL CO CL A        COMMON    482740206      5241    237700     SH          DEFINED        3      237700     0        0
KADANT INC                       COMMON    48282T104        43      2085     SH          DEFINED        7        2085     0        0
KAMAN CORP CL A                  COMMON    483548103        19      1500     SH          DEFINED        7        1500     0        0
KANA SOFTWARE INC                COMMON    483600300         0       155     SH          DEFINED        7         155     0        0
KANBAY INTERNATIONAL INC         COMMON    48369P207      9229    294848     SH          DEFINED        7      294848     0        0
KANEB PIPELINE PARTNERS LP       COMMON    484169107      2616     42985     SH          DEFINED        7       42985     0        0
KANEB SERVICES LLC               COMMON    484173109      2866     66360     SH          DEFINED        7       66360     0        0
KAYDON CORP                      COMMON    486587108      5240    158700     SH          DEFINED        1      158700     0        0
KAYDON CORP                      COMMON    486587108       934     28300     SH          DEFINED       16       16400     0    11900
KAYDON CORP                      COMMON    486587108        20       600     SH          DEFINED   16,15          600     0        0
KAYDON CORP                      COMMON    486587108       718     21730     SH          DEFINED       25       21730     0        0
KAYDON CORP                      COMMON    486587108       284      8600     SH          DEFINED    5,16         8600     0        0
KAYNE ANDERSON MLP INVESTMEN C   COMMON    486606106        25      1000     SH          DEFINED       25           0     0     1000
KAYNE ANDERSON MLP INVESTMEN C   COMMON    486606106        25      1000     SH          DEFINED        7        1000     0        0
KEANE INC                        COMMON    486665102      7041    479000     SH          DEFINED       16      288200     0   190800
KEANE INC                        COMMON    486665102       153     10400     SH          DEFINED   16,15        10400     0        0
KEANE INC                        COMMON    486665102      1821    123900     SH          DEFINED    5,16       123900     0        0
KEANE INC                        COMMON    486665102     12306    837138     SH          DEFINED        7      837138     0        0
KB HOME                          COMMON    48666K109        37       358     SH          DEFINED       12         358     0        0
KB HOME                          COMMON    48666K109       308      2949     SH          DEFINED    12,9         2949     0        0
KB HOME                          COMMON    48666K109       459      4394     SH          DEFINED       16        4394     0        0
KB HOME                          COMMON    48666K109       308      2951     SH          DEFINED       24        2951     0        0
KB HOME                          COMMON    48666K109        31       300     SH          DEFINED        7         300     0        0
KB HOME                          COMMON    48666K109      1132     10841     SH          DEFINED        9       10841     0        0
KB HOME                          COMMON    48666K109       282      2700     SH          DEFINED    9,14         2700     0        0
KEITHLEY INSTRUMENTS INC         COMMON    487584104      8367    424700     SH          DEFINED        1      424700     0        0
KEITHLEY INSTRUMENTS INC         COMMON    487584104      3142    159500     SH          DEFINED        2      159500     0        0
KELLOGG CO                       COMMON    487836108      5056    113200     SH          DEFINED        1      113200     0        0



                                                                                           
KELLOGG CO                       COMMON    487836108     34205    765900     SH          DEFINED     1,2       765900     0        0
KELLOGG CO                       COMMON    487836108       304      6800     SH          DEFINED   10,16         6800     0        0
KELLOGG CO                       COMMON    487836108        54      1200     SH          DEFINED    10,8         1200     0        0
KELLOGG CO                       COMMON    487836108      8134    182135     SH          DEFINED       16      162135     0    20000
KELLOGG CO                       COMMON    487836108       116      2600     SH          DEFINED   16,15         2600     0        0
KELLOGG CO                       COMMON    487836108       817     18300     SH          DEFINED    16,9        18300     0        0
KELLOGG CO                       COMMON    487836108      5207    116600     SH          DEFINED        2      116600     0        0
KELLOGG CO                       COMMON    487836108       118      2636     SH          DEFINED       24        2636     0        0
KELLOGG CO                       COMMON    487836108       134      2995     SH          DEFINED       25           0     0     2995
KELLOGG CO                       COMMON    487836108       174      3900     SH          DEFINED    5,16         3900     0        0
KELLOGG CO                       COMMON    487836108      1074     24050     SH          DEFINED        7       24050     0        0
KELLOGG CO                       COMMON    487836108       378      8454     SH          DEFINED        9        8454     0        0
KELLWOOD CO                      COMMON    488044108      1839     53300     SH          DEFINED       16       28900     0    24400
KELLWOOD CO                      COMMON    488044108        45      1300     SH          DEFINED   16,15         1300     0        0
KELLWOOD CO                      COMMON    488044108       297      8600     SH          DEFINED    5,16         8600     0        0
KELLY SVCS INC                   COMMON    488152208        35      1171     SH          DEFINED       25           0     0     1171
KEMET CORP                       COMMON    488360108        28      3091     SH          DEFINED       25        2591     0      500
KENNAMETAL INC                   COMMON    489170100      5686    114250     SH          DEFINED        1      114250     0        0
KENNAMETAL INC                   COMMON    489170100         2        48     SH          DEFINED        4          48     0        0
KENSEY NASH CORP                 COMMON    490057106      2818     81600     SH          DEFINED       16       46600     0    35000
KENSEY NASH CORP                 COMMON    490057106        66      1900     SH          DEFINED   16,15         1900     0        0
KENSEY NASH CORP                 COMMON    490057106       342      9900     SH          DEFINED    5,16         9900     0        0
KERR-MCGEE CORP                  COMMON    492386107     12714    220000     SH          DEFINED        1      220000     0        0
KERR-MCGEE CORP                  COMMON    492386107       833     14408     SH          DEFINED       16       14408     0        0
KERR-MCGEE CORP                  COMMON    492386107      1734     30000     SH          DEFINED   16,15        30000     0        0
KERR-MCGEE CORP                  COMMON    492386107       657     11371     SH          DEFINED       25       11200     0      171
KERR-MCGEE CORP                  COMMON    492386107        44       764     SH          DEFINED        7         764     0        0
KERR-MCGEE CORP                  COMMON    492386107       249      4310     SH          DEFINED        9        4310     0        0
KEY ENERGY SERVICES INC          COMMON    492914106       109      9250     SH          DEFINED        7        9250     0        0
KEYCORP                          COMMON    493267108       745     21970     SH          DEFINED        1       21970     0        0
KEYCORP                          COMMON    493267108      1064     31400     SH          DEFINED   10,16        31400     0        0
KEYCORP                          COMMON    493267108       190      5600     SH          DEFINED    10,8         5600     0        0
KEYCORP                          COMMON    493267108     18727    552417     SH          DEFINED       16      506667     0    45750
KEYCORP                          COMMON    493267108       393     11600     SH          DEFINED   16,15        11600     0        0
KEYCORP                          COMMON    493267108      2095     61800     SH          DEFINED    16,9        61800     0        0
KEYCORP                          COMMON    493267108       287      8469     SH          DEFINED       24        8469     0        0
KEYCORP                          COMMON    493267108       614     18116     SH          DEFINED       25           0     0    18116
KEYCORP                          COMMON    493267108       580     17100     SH          DEFINED    5,16        17100     0        0
KEYCORP                          COMMON    493267108        15       456     SH          DEFINED        7         456     0        0
KEYCORP                          COMMON    493267108       724     21364     SH          DEFINED        9       21364     0        0
KEYCORP                          COMMON    493267108        18       531     SH          DEFINED    9,11          531     0        0
KEYNOTE SYSTEMS INC              COMMON    493308100      1359     97600     SH          DEFINED       16       64300     0    33300
KEYNOTE SYSTEMS INC              COMMON    493308100        25      1800     SH          DEFINED   16,15         1800     0        0
KEYNOTE SYSTEMS INC              COMMON    493308100       287     20600     SH          DEFINED    5,16        20600     0        0
KEYSPAN CORPORATION              COMMON    49337W100      9678    245335     SH          DEFINED        1      245000     0      335
KEYSPAN CORPORATION              COMMON    49337W100       632     16011     SH          DEFINED       16       16011     0        0
KEYSPAN CORPORATION              COMMON    49337W100       118      3000     SH          DEFINED       25        3000     0        0
KEYSPAN CORPORATION              COMMON    49337W100        56      1425     SH          DEFINED        7        1425     0        0
KEYSPAN CORPORATION              COMMON    49337W100       225      5707     SH          DEFINED        9        5707     0        0
KILROY REALTY CORP               COMMON    49427F108     54741   1280502     SH          DEFINED       16      899230     0   381272
KILROY REALTY CORP               COMMON    49427F108      4921    115100     SH          DEFINED    5,16       115100     0        0
KIMBERLY-CLARK CORP              COMMON    494368103     66130   1004870     SH          DEFINED        1     1003280     0     1590
KIMBERLY-CLARK CORP              COMMON    494368103     33761    513000     SH          DEFINED     1,2       513000     0        0
KIMBERLY-CLARK CORP              COMMON    494368103      4853     73750     SH          DEFINED   10,16        73750     0        0



                                                                                           
KIMBERLY-CLARK CORP              COMMON    494368103      2037     30955     SH          DEFINED       13       30955     0        0
KIMBERLY-CLARK CORP              COMMON    494368103     27824    422787     SH          DEFINED       16      404730     0    18057
KIMBERLY-CLARK CORP              COMMON    494368103      1968     29900     SH          DEFINED    16,9        29900     0        0
KIMBERLY-CLARK CORP              COMMON    494368103        25       382     SH          DEFINED    17,9          382     0        0
KIMBERLY-CLARK CORP              COMMON    494368103       362      5500     SH          DEFINED        2        5500     0        0
KIMBERLY-CLARK CORP              COMMON    494368103       361      5481     SH          DEFINED       24        5481     0        0
KIMBERLY-CLARK CORP              COMMON    494368103      5245     79700     SH          DEFINED       25        6075     0    73625
KIMBERLY-CLARK CORP              COMMON    494368103    125789   1911400     SH          DEFINED        3     1911400     0        0
KIMBERLY-CLARK CORP              COMMON    494368103         1        22     SH          DEFINED        4          22     0        0
KIMBERLY-CLARK CORP              COMMON    494368103      1527     23206     SH          DEFINED        7       23206     0        0
KIMBERLY-CLARK CORP              COMMON    494368103      1093     16609     SH          DEFINED        9       16609     0        0
KIMCO REALTY CORP                COMMON    49446R109       104      1800     SH          DEFINED       10        1800     0        0
KIMCO REALTY CORP                COMMON    49446R109       649     11200     SH          DEFINED   10,16        11200     0        0
KIMCO REALTY CORP                COMMON    49446R109       116      2000     SH          DEFINED    10,8         2000     0        0
KIMCO REALTY CORP                COMMON    49446R109     23005    396706     SH          DEFINED       16      381006     0    15700
KIMCO REALTY CORP                COMMON    49446R109       244      4200     SH          DEFINED   16,15         4200     0        0
KIMCO REALTY CORP                COMMON    49446R109       406      7000     SH          DEFINED    5,16         7000     0        0
KIMCO REALTY CORP                COMMON    49446R109      2801     48300     SH          DEFINED        7       48300     0        0
KINDER MORGAN ENERGY PRTNRS      COMMON    494550106     13104    295608     SH          DEFINED       25        8000     0   287608
KINDER MORGAN ENERGY PRTNRS      COMMON    494550106      1909     43060     SH          DEFINED        7       43060     0        0
KINDER MORGAN INC                COMMON    49455P101     20608    281800     SH          DEFINED        1      281800     0        0
KINDER MORGAN INC                COMMON    49455P101       861     11771     SH          DEFINED       16       11771     0        0
KINDER MORGAN INC                COMMON    49455P101      2708     37035     SH          DEFINED       25        3450     0    33585
KINDER MORGAN INC                COMMON    49455P101        15       200     SH          DEFINED        6         200     0        0
KINDER MORGAN INC                COMMON    49455P101      8442    115445     SH          DEFINED        7      115445     0        0
KINDER MORGAN INC                COMMON    49455P101       240      3276     SH          DEFINED        9        3276     0        0
KINDER MORGAN MANAGEMENT LLC     COMMON    49455U100      7436    182702     SH          DEFINED        7      182702     0        0
KINDRED HEALTHCARE INC           COMMON    494580103     15430    515200     SH          DEFINED        1      515200     0        0
KINDRED HEALTHCARE INC           COMMON    494580103        94      3150     SH          DEFINED        7        3150     0        0
KINETIC CONCEPTS INC             COMMON    49460W208     58919    772200     SH          DEFINED        1      772200     0        0
KINETIC CONCEPTS INC             COMMON    49460W208       531      6957     SH          DEFINED       16          57     0     6900
KINETIC CONCEPTS INC             COMMON    49460W208      4952     64900     SH          DEFINED        2       56200     0     8700
KINETIC CONCEPTS INC             COMMON    49460W208        45       594     SH          DEFINED        4         594     0        0
KINETIC CONCEPTS INC             COMMON    49460W208     10919    143109     SH          DEFINED        7      143109     0        0
KING PHARMACEUTICALS INC         COMMON    495582108        10       815     SH          DEFINED        1         120     0      695
KING PHARMACEUTICALS INC         COMMON    495582108       462     37268     SH          DEFINED       16       37268     0        0
KING PHARMACEUTICALS INC         COMMON    495582108        40      3238     SH          DEFINED       25           0     0     3238
KING PHARMACEUTICALS INC         COMMON    495582108         5       436     SH          DEFINED        7         436     0        0
KING PHARMACEUTICALS INC         COMMON    495582108        69      5600     SH          DEFINED        9        5600     0        0
KINGSWAY FINANCIAL SERVICES      COMMON    496904103      2274    144000     SH          DEFINED        1      144000     0        0
KINGSWAY FINANCIAL SERVICES      COMMON    496904103      7975    505100     SH          DEFINED     1,3       505100     0        0
KINGSWAY FINANCIAL SERVICES      COMMON    496904103       153      9700     SH          DEFINED        2        9700     0        0
KIRBY CORP                       COMMON    497266106      7642    172200     SH          DEFINED        1      172200     0        0
KIRBY CORP                       COMMON    497266106      2938     66200     SH          DEFINED        2       66200     0        0
KIRBY CORP                       COMMON    497266106         4       100     SH          DEFINED       25           0     0      100
KIRBY CORP                       COMMON    497266106        49      1100     SH          DEFINED        7        1100     0        0
KITE REALTY GROUP TRUST          COMMON    49803T102     17769   1162871     SH          DEFINED       16      713612     0   449259
KITE REALTY GROUP TRUST          COMMON    49803T102      1560    102100     SH          DEFINED    5,16       102100     0        0
KMART HOLDING CORP               COMMON    498780105       623      6300     SH          DEFINED       16        6300     0        0
KMART HOLDING CORP               COMMON    498780105       129      1300     SH          DEFINED    16,9         1300     0        0
KNIGHT RIDDER INC                COMMON    499040103     55868    834591     SH          DEFINED        1      834591     0        0
KNIGHT RIDDER INC                COMMON    499040103       482      7200     SH          DEFINED     1,3         7200     0        0
KNIGHT RIDDER INC                COMMON    499040103      1323     19761     SH          DEFINED       16       19761     0        0
KNIGHT RIDDER INC                COMMON    499040103      2129     31809     SH          DEFINED   16,15        31809     0        0



                                                                                           
KNIGHT RIDDER INC                COMMON    499040103      3529     52720     SH          DEFINED        2       52720     0        0
KNIGHT RIDDER INC                COMMON    499040103       335      5000     SH          DEFINED       25           0     0     5000
KNIGHT RIDDER INC                COMMON    499040103       107      1600     SH          DEFINED        3        1600     0        0
KNIGHT RIDDER INC                COMMON    499040103     21620    322978     SH          DEFINED        4      322978     0        0
KNIGHT RIDDER INC                COMMON    499040103       214      3200     SH          DEFINED     5,2         3200     0        0
KNIGHT RIDDER INC                COMMON    499040103       463      6920     SH          DEFINED        7        6920     0        0
KNIGHT RIDDER INC                COMMON    499040103       210      3141     SH          DEFINED        9        3141     0        0
KNIGHT TRADING GROUP INC         COMMON    499063105      4715    430600     SH          DEFINED        1      430600     0        0
KNIGHT TRADING GROUP INC         COMMON    499063105         5       500     SH          DEFINED       16         500     0        0
KNIGHT TRADING GROUP INC         COMMON    499063105         4       359     SH          DEFINED        4         359     0        0
KNIGHT TRADING GROUP INC         COMMON    499063105        64      5850     SH          DEFINED        7        5850     0        0
KNIGHT TRANSPORT                 COMMON    499064103      9355    377200     SH          DEFINED        1      377200     0        0
KNIGHT TRANSPORT                 COMMON    499064103      3482    140400     SH          DEFINED        2      140400     0        0
KNIGHT TRANSPORT                 COMMON    499064103      9873    398093     SH          DEFINED        7      398093     0        0
KNOLOGY INC                      COMMON    499183804       238     60922     SH          DEFINED        1       60922     0        0
KOHLS CORP                       COMMON    500255104    155071   3153771     SH          DEFINED        1     3153771     0        0
KOHLS CORP                       COMMON    500255104     71626   1456700     SH          DEFINED     1,2      1456700     0        0
KOHLS CORP                       COMMON    500255104      7838    159400     SH          DEFINED       10      159400     0        0
KOHLS CORP                       COMMON    500255104      2030     41295     SH          DEFINED       16       32695     0     8600
KOHLS CORP                       COMMON    500255104      4037     82100     SH          DEFINED        2       71000     0    11100
KOHLS CORP                       COMMON    500255104     28639    582441     SH          DEFINED       25      127121     0   455320
KOHLS CORP                       COMMON    500255104         2        42     SH          DEFINED        4          42     0        0
KOHLS CORP                       COMMON    500255104       279      5670     SH          DEFINED        7        5670     0        0
KOHLS CORP                       COMMON    500255104       501     10191     SH          DEFINED        9       10191     0        0
KOMAG INC WTS                    COMMON    500453139         4       435     SH          DEFINED        6         435     0        0
KOMAG INC                        COMMON    500453204       794     42300     SH          DEFINED        1       42300     0        0
KOMAG INC                        COMMON    500453204        56      3000     SH          DEFINED        6        3000     0        0
KONINKLIJKE PHILIPS ELECTRONIC   COMMON    500472303    141945   5356405     SH          DEFINED        1     5356405     0        0
KONINKLIJKE PHILIPS ELECTRONIC   COMMON    500472303     76425   2883945     SH          DEFINED       13     2647295     0   236650
KONINKLIJKE PHILIPS ELECTRONIC   COMMON    500472303     25656    968153     SH          DEFINED       16      938288     0    29865
KONINKLIJKE PHILIPS ELECTRONIC   COMMON    500472303      2111     79650     SH          DEFINED        2       79650     0        0
KONINKLIJKE PHILIPS ELECTRONIC   COMMON    500472303        98      3700     SH          DEFINED    2,23         3700     0        0
KONINKLIJKE PHILIPS ELECTRONIC   COMMON    500472303     13037    491948     SH          DEFINED        4      491948     0        0
KOOKMIN BANK-SPONS ADR           COMMON    50049M109       254      6500     SH          DEFINED   10,16         6500     0        0
KOOKMIN BANK-SPONS ADR           COMMON    50049M109      1931     49400     SH          DEFINED       13        3900     0    45500
KOOKMIN BANK-SPONS ADR           COMMON    50049M109      2306     59000     SH          DEFINED    5,13        59000     0        0
KOOKMIN BANK-SPONS ADR           COMMON    50049M109      1071     27400     SH          DEFINED        8       27400     0        0
KOREA ELEC POWER CORP ADR        COMMON    500631106       209     15800     SH          DEFINED   10,16        15800     0        0
KOREA ELEC POWER CORP ADR        COMMON    500631106     52318   3951515     SH          DEFINED       13     3752290     0   199225
KOREA ELEC POWER CORP ADR        COMMON    500631106     15108   1141086     SH          DEFINED       16     1083874     0    57212
KOREA ELEC POWER CORP ADR        COMMON    500631106      2436    184000     SH          DEFINED    5,13       184000     0        0
KOREA FUND CF                    COMMON    500634100        52      2148     SH          DEFINED        7        2148     0        0
KOS PHARMACEUTICALS INC          COMMON    500648100      1735     46100     SH          DEFINED        1       46100     0        0
KOS PHARMACEUTICALS INC          COMMON    500648100       459     12200     SH          DEFINED    10,2        12200     0        0
KOS PHARMACEUTICALS INC          COMMON    500648100      1513     40200     SH          DEFINED        2       40200     0        0
KOSAN BIOSCIENCES IN             COMMON    50064W107       170     24500     SH          DEFINED       16       24500     0        0
KRAFT FOODS INC CL A             COMMON    50075N104    150719   4232500     SH          DEFINED        1     4232500     0        0
KRAFT FOODS INC CL A             COMMON    50075N104     41664   1170000     SH          DEFINED     1,2      1170000     0        0
KRAFT FOODS INC CL A             COMMON    50075N104         2        65     SH          DEFINED       16          65     0        0
KRAFT FOODS INC CL A             COMMON    50075N104       452     12700     SH          DEFINED        2       12700     0        0
KRAFT FOODS INC CL A             COMMON    50075N104        61      1704     SH          DEFINED       24        1704     0        0
KRAFT FOODS INC CL A             COMMON    50075N104        90      2525     SH          DEFINED       25           0     0     2525
KRAFT FOODS INC CL A             COMMON    50075N104         3        77     SH          DEFINED        4          77     0        0
KRAFT FOODS INC CL A             COMMON    50075N104       160      4502     SH          DEFINED        9        4502     0        0



                                                                                           
KRISPY KREME DOUGHNUTS INC       COMMON    501014104         3       250     SH          DEFINED       25           0     0      250
KRISPY KREME DOUGHNUTS INC       COMMON    501014104     19301   1531800     SH          DEFINED        3     1531800     0        0
KRISPY KREME DOUGHNUTS INC       COMMON    501014104        12       980     SH          DEFINED        7         980     0        0
KROGER CO                        COMMON    501044101    456672  26036035     SH          DEFINED        1    26033050     0     2985
KROGER CO                        COMMON    501044101     60688   3460000     SH          DEFINED     1,2      3460000     0        0
KROGER CO                        COMMON    501044101       938     53500     SH          DEFINED     1,3        53500     0        0
KROGER CO                        COMMON    501044101     12952    738400     SH          DEFINED       10      738400     0        0
KROGER CO                        COMMON    501044101     17716   1010050     SH          DEFINED       16      984366     0    25684
KROGER CO                        COMMON    501044101     10565    602350     SH          DEFINED        2      602350     0        0
KROGER CO                        COMMON    501044101       151      8600     SH          DEFINED    2,23         8600     0        0
KROGER CO                        COMMON    501044101        44      2528     SH          DEFINED       25           0     0     2528
KROGER CO                        COMMON    501044101     63361   3612374     SH          DEFINED        4     3612374     0        0
KROGER CO                        COMMON    501044101       559     31895     SH          DEFINED    5,16            0     0    31895
KROGER CO                        COMMON    501044101       412     23500     SH          DEFINED     5,2        23500     0        0
KROGER CO                        COMMON    501044101        23      1320     SH          DEFINED        6        1320     0        0
KROGER CO                        COMMON    501044101        11       600     SH          DEFINED        7         600     0        0
KROGER CO                        COMMON    501044101       425     24206     SH          DEFINED        9       24206     0        0
KRONOS INC                       COMMON    501052104      2797     54700     SH          DEFINED        1       54700     0        0
KRONOS WORLDWIDE INC             COMMON    50105F105         0         7     SH          DEFINED       16           7     0        0
KRONOS WORLDWIDE INC             COMMON    50105F105        19       470     SH          DEFINED       25         470     0        0
KRONOS WORLDWIDE INC             COMMON    50105F105         1        19     SH          DEFINED    5,16           19     0        0
KULICKE & SOFFA INDUSTRIES       COMMON    501242101      1340    155400     SH          DEFINED       16       84500     0    70900
KULICKE & SOFFA INDUSTRIES       COMMON    501242101        34      3900     SH          DEFINED   16,15         3900     0        0
KULICKE & SOFFA INDUSTRIES       COMMON    501242101       164     19000     SH          DEFINED    5,16        19000     0        0
KYOCERA CORP ADR                 COMMON    501556203         0         1     SH          DEFINED       16           1     0        0
KYOCERA CORP ADR                 COMMON    501556203       210      2731     SH          DEFINED        4        2731     0        0
KYPHON INC                       COMMON    501577100      3413    132500     SH          DEFINED        1      132500     0        0
KYPHON INC                       COMMON    501577100         8       323     SH          DEFINED        4         323     0        0
LCA-VISION INC                   COMMON    501803308         6       250     SH          DEFINED       25           0     0      250
LSI LOGIC CORP                   COMMON    502161102        78     14300     SH          DEFINED       10       14300     0        0
LSI LOGIC CORP                   COMMON    502161102      4397    802401     SH          DEFINED       16      737401     0    65000
LSI LOGIC CORP                   COMMON    502161102       125     22900     SH          DEFINED    16,9        22900     0        0
LSI LOGIC CORP                   COMMON    502161102       110     20000     SH          DEFINED       25           0     0    20000
LSI LOGIC CORP                   COMMON    502161102        34      6200     SH          DEFINED    5,16         6200     0        0
LSI LOGIC CORP                   COMMON    502161102      1381    251974     SH          DEFINED        7      251974     0        0
LSI LOGIC CORP                   COMMON    502161102        12      2100     SH          DEFINED        9        2100     0        0
LSI INDUSTRIES INC               COMMON    50216C108      4448    388500     SH          DEFINED        1      388500     0        0
LTC PROPERTIES INC               COMMON    502175102      6594    331200     SH          DEFINED       16      264600     0    66600
LTC PROPERTIES INC               COMMON    502175102        74      3700     SH          DEFINED   16,15         3700     0        0
LTC PROPERTIES INC               COMMON    502175102       892     44800     SH          DEFINED    5,16        44800     0        0
LTC PROPERTIES INC               COMMON    502175102        96      4800     SH          DEFINED        7        4800     0        0
L-3 COMMUNICATIONS HLDGS INC     COMMON    502424104      1831     25000     SH          DEFINED        1       25000     0        0
L-3 COMMUNICATIONS HLDGS INC     COMMON    502424104       808     11038     SH          DEFINED       16       11038     0        0
L-3 COMMUNICATIONS HLDGS INC     COMMON    502424104      1245     17000     SH          DEFINED   16,23        17000     0        0
L-3 COMMUNICATIONS HLDGS INC     COMMON    502424104      2541     34700     SH          DEFINED        2       34700     0        0
L-3 COMMUNICATIONS HLDGS INC     COMMON    502424104       244      3330     SH          DEFINED       25         630     0     2700
L-3 COMMUNICATIONS HLDGS INC     COMMON    502424104        43       584     SH          DEFINED        4         584     0        0
L-3 COMMUNICATIONS HLDGS INC     COMMON    502424104      1047     14290     SH          DEFINED        7       14290     0        0
LA QUINTA CORP-PAIRED            COMMON    50419U202     25499   2805200     SH          DEFINED        1     2805200     0        0
LA QUINTA CORP-PAIRED            COMMON    50419U202      2378    261600     SH          DEFINED        2      261600     0        0
LA QUINTA CORP-PAIRED            COMMON    50419U202         9      1000     SH          DEFINED       25           0     0     1000
LA-Z-BOY INC                     COMMON    505336107        56      3650     SH          DEFINED        7        3650     0        0
LABOR READY INC                  COMMON    505401208      6367    376300     SH          DEFINED        1      376300     0        0
LABOR READY INC                  COMMON    505401208      8765    518000     SH          DEFINED       16      309300     0   208700



                                                                                           
LABOR READY INC                  COMMON    505401208       193     11400     SH          DEFINED   16,15        11400     0        0
LABOR READY INC                  COMMON    505401208      2147    126900     SH          DEFINED    5,16       126900     0        0
LABORATORY CRP OF AMER HLDGS     COMMON    50540R409       655     13143     SH          DEFINED       16       13143     0        0
LABORATORY CRP OF AMER HLDGS     COMMON    50540R409       168      3364     SH          DEFINED       24        3364     0        0
LABORATORY CRP OF AMER HLDGS     COMMON    50540R409       448      9000     SH          DEFINED       25           0     0     9000
LABORATORY CRP OF AMER HLDGS     COMMON    50540R409        17       350     SH          DEFINED        6         350     0        0
LABORATORY CRP OF AMER HLDGS     COMMON    50540R409     20710    415702     SH          DEFINED        7      415702     0        0
LABORATORY CRP OF AMER HLDGS     COMMON    50540R409       737     14803     SH          DEFINED        9       14803     0        0
LACLEDE GROUP INC/THE            COMMON    505597104        62      2000     SH          DEFINED       16        2000     0        0
LACLEDE GROUP INC/THE            COMMON    505597104       159      5100     SH          DEFINED    5,16         5100     0        0
LAFARGE S.A. ADR                 COMMON    505861401       116      4803     SH          DEFINED        4        4803     0        0
LAIDLAW INTERNATIONAL            COMMON    50730R102     23979   1120500     SH          DEFINED     1,3      1120500     0        0
LAIDLAW INTERNATIONAL            COMMON    50730R102       353     16500     SH          DEFINED        2       16500     0        0
LAKELAND FINANCIAL CORPORATION   COMMON    511656100        36       900     SH          DEFINED       16         900     0        0
LAKELAND FINANCIAL CORPORATION   COMMON    511656100        91      2300     SH          DEFINED    5,16         2300     0        0
LAM RESEARCH CORP                COMMON    512807108     20055    693700     SH          DEFINED        1      693700     0        0
LAM RESEARCH CORP                COMMON    512807108      2712     93800     SH          DEFINED     1,3        93800     0        0
LAM RESEARCH CORP                COMMON    512807108       405     14000     SH          DEFINED       10       14000     0        0
LAM RESEARCH CORP                COMMON    512807108     43951   1520287     SH          DEFINED       16     1305517     0   214770
LAM RESEARCH CORP                COMMON    512807108      1232     42600     SH          DEFINED   16,23        42600     0        0
LAM RESEARCH CORP                COMMON    512807108       234      8100     SH          DEFINED    16,9         8100     0        0
LAM RESEARCH CORP                COMMON    512807108        35      1200     SH          DEFINED       24        1200     0        0
LAM RESEARCH CORP                COMMON    512807108       865     29910     SH          DEFINED    5,16        29910     0        0
LAMAR ADVERTISING CO             COMMON    512815101     26459    618500     SH          DEFINED        1      618500     0        0
LAMAR ADVERTISING CO             COMMON    512815101     68867   1609800     SH          DEFINED     1,2      1609800     0        0
LAMAR ADVERTISING CO             COMMON    512815101       107      2500     SH          DEFINED    16,9         2500     0        0
LAMAR ADVERTISING CO             COMMON    512815101     13018    304300     SH          DEFINED        2      304300     0        0
LAMAR ADVERTISING CO             COMMON    512815101     11149    260621     SH          DEFINED        7      260621     0        0
LANCASTER COLONY CORP            COMMON    513847103       583     13600     SH          DEFINED        1       13600     0        0
LANCASTER COLONY CORP            COMMON    513847103        13       300     SH          DEFINED       25           0     0      300
LANDAUER INC                     COMMON    51476K103        43       950     SH          DEFINED        7         950     0        0
LANDAMERICA FINANCIAL GROUP      COMMON    514936103       766     14200     SH          DEFINED        1       14200     0        0
LANDAMERICA FINANCIAL GROUP      COMMON    514936103     12167    225600     SH          DEFINED       16      136200     0    89400
LANDAMERICA FINANCIAL GROUP      COMMON    514936103       264      4900     SH          DEFINED   16,15         4900     0        0
LANDAMERICA FINANCIAL GROUP      COMMON    514936103      4061     75300     SH          DEFINED    5,16        75300     0        0
LANDSTAR SYSTEM INC              COMMON    515098101     14989    203550     SH          DEFINED        1      203550     0        0
LANDSTAR SYSTEM INC              COMMON    515098101       589      8000     SH          DEFINED       25        8000     0        0
LAS VEGAS SANDS                  COMMON    517834107       854     17800     SH          DEFINED        1       17800     0        0
LAS VEGAS SANDS                  COMMON    517834107      5798    120800     SH          DEFINED     1,2       120800     0        0
LAS VEGAS SANDS                  COMMON    517834107       888     18500     SH          DEFINED        2       18500     0        0
LAS VEGAS SANDS                  COMMON    517834107       144      3000     SH          DEFINED       25        3000     0        0
LASALLE HOTEL PROPERTIES         COMMON    517942108     47757   1500379     SH          DEFINED       16     1027107     0   473272
LASALLE HOTEL PROPERTIES         COMMON    517942108       175      5500     SH          DEFINED   16,15         5500     0        0
LASALLE HOTEL PROPERTIES         COMMON    517942108        32      1000     SH          DEFINED       25           0     0     1000
LASALLE HOTEL PROPERTIES         COMMON    517942108      5188    163000     SH          DEFINED    5,16       163000     0        0
ESTEE LAUDER COMPANIES CL A      COMMON    518439104     65968   1441300     SH          DEFINED        1     1441300     0        0
ESTEE LAUDER COMPANIES CL A      COMMON    518439104     36616    800000     SH          DEFINED     1,2       800000     0        0
ESTEE LAUDER COMPANIES CL A      COMMON    518439104       124      2700     SH          DEFINED       16        2700     0        0
ESTEE LAUDER COMPANIES CL A      COMMON    518439104       114      2500     SH          DEFINED    16,9         2500     0        0
ESTEE LAUDER COMPANIES CL A      COMMON    518439104       723     15800     SH          DEFINED        2       15800     0        0
ESTEE LAUDER COMPANIES CL A      COMMON    518439104        55      1200     SH          DEFINED       24        1200     0        0
ESTEE LAUDER COMPANIES CL A      COMMON    518439104       101      2202     SH          DEFINED       25        2000     0      202
ESTEE LAUDER COMPANIES CL A      COMMON    518439104     10120    221100     SH          DEFINED        3      221100     0        0
ESTEE LAUDER COMPANIES CL A      COMMON    518439104        30       652     SH          DEFINED        4         652     0        0



                                                                                           
ESTEE LAUDER COMPANIES CL A      COMMON    518439104       209      4570     SH          DEFINED        7        4570     0        0
ESTEE LAUDER COMPANIES CL A      COMMON    518439104        26       559     SH          DEFINED        9         559     0        0
LAUREATE EDUCATION INC           COMMON    518613104        32       725     SH          DEFINED        7         725     0        0
ROYAL DUTCH PETROLEUM            COMMON    5202704         155      2700     SH          DEFINED       10        2700     0        0
ROYAL DUTCH PETROLEUM            COMMON    5202704        5971    104133     SH          DEFINED    10,9       104133     0        0
ROYAL DUTCH PETROLEUM            COMMON    5202704         873     15220     SH          DEFINED    16,9        15220     0        0
ROYAL DUTCH PETROLEUM            COMMON    5202704          52       913     SH          DEFINED    17,9          913     0        0
ROYAL DUTCH PETROLEUM            COMMON    5202704       10924    190498     SH          DEFINED       24      190498     0        0
ROYAL DUTCH PETROLEUM            COMMON    5202704       18318    319442     SH          DEFINED        9      319442     0        0
ROYAL DUTCH PETROLEUM            COMMON    5202704         716     12478     SH          DEFINED    9,11        12478     0        0
LEAR CORPORATION                 COMMON    521865105     11744    192488     SH          DEFINED       16      185689     0     6799
LEAR CORPORATION                 COMMON    521865105         7       121     SH          DEFINED        4         121     0        0
LEAR CORPORATION                 COMMON    521865105       554      9085     SH          DEFINED    5,16            0     0     9085
LEAR CORPORATION                 COMMON    521865105       189      3100     SH          DEFINED        7        3100     0        0
LEAR CORPORATION                 COMMON    521865105        17       286     SH          DEFINED        9         286     0        0
LEAR CORP CVT(LEA) 0.0 02-20-2   CONVERT   521865AG0      8776  17000000     SH          DEFINED       16     2575000     0 14425000
LEAPFROG ENTERPRISES             COMMON    52186N106      4147    304890     SH          DEFINED        1      304890     0        0
LEAPFROG ENTERPRISES             COMMON    52186N106        10       770     SH          DEFINED       16         770     0        0
LEAPFROG ENTERPRISES             COMMON    52186N106       555     40800     SH          DEFINED   16,15        40800     0        0
LEAPFROG ENTERPRISES             COMMON    52186N106        86      6350     SH          DEFINED        7        6350     0        0
LEARNING TREE INTERNATIONAL      COMMON    522015106      1633    121900     SH          DEFINED        3      121900     0        0
LEE ENTERPRISES INC              COMMON    523768109      1318     28600     SH          DEFINED        1       28600     0        0
LEE ENTERPRISES INC              COMMON    523768109        18       400     SH          DEFINED     1,3          400     0        0
LEE ENTERPRISES INC              COMMON    523768109       111      2400     SH          DEFINED        2        2400     0        0
LEE ENTERPRISES INC              COMMON    523768109        37       800     SH          DEFINED        7         800     0        0
LEGGETT & PLATT INC              COMMON    524660107       516     18167     SH          DEFINED       16       18167     0        0
LEGGETT & PLATT INC              COMMON    524660107        80      2802     SH          DEFINED       25         102     0     2700
LEGGETT & PLATT INC              COMMON    524660107        26       900     SH          DEFINED        7         900     0        0
LEGG MASON INC                   COMMON    524901105     91291   1246125     SH          DEFINED        1     1246125     0        0
LEGG MASON INC                   COMMON    524901105      2027     27673     SH          DEFINED       16       19923     0     7750
LEGG MASON INC                   COMMON    524901105      6382     87110     SH          DEFINED        2       77725     0     9385
LEGG MASON INC                   COMMON    524901105        22       300     SH          DEFINED       25           0     0      300
LEGG MASON INC                   COMMON    524901105        11       155     SH          DEFINED        4         155     0        0
LEGG MASON INC                   COMMON    524901105        88      1200     SH          DEFINED        6        1200     0        0
LEGG MASON INC                   COMMON    524901105       132      1800     SH          DEFINED        7        1800     0        0
LEGG MASON INC                   COMMON    524901105       261      3568     SH          DEFINED        9        3568     0        0
LEHMAN BROTHERS HOLDINGS INC     COMMON    524908100     45750    522980     SH          DEFINED        1      522980     0        0
LEHMAN BROTHERS HOLDINGS INC     COMMON    524908100     26244    300000     SH          DEFINED     1,2       300000     0        0
LEHMAN BROTHERS HOLDINGS INC     COMMON    524908100        96      1100     SH          DEFINED       12        1100     0        0
LEHMAN BROTHERS HOLDINGS INC     COMMON    524908100       949     10852     SH          DEFINED    12,9        10852     0        0
LEHMAN BROTHERS HOLDINGS INC     COMMON    524908100      6806     77800     SH          DEFINED       16       75500     0     2300
LEHMAN BROTHERS HOLDINGS INC     COMMON    524908100       919     10500     SH          DEFINED    16,9        10500     0        0
LEHMAN BROTHERS HOLDINGS INC     COMMON    524908100        30       346     SH          DEFINED    17,9          346     0        0
LEHMAN BROTHERS HOLDINGS INC     COMMON    524908100      1892     21630     SH          DEFINED       24       21630     0        0
LEHMAN BROTHERS HOLDINGS INC     COMMON    524908100     43111    492811     SH          DEFINED       25       90878     0   401933
LEHMAN BROTHERS HOLDINGS INC     COMMON    524908100         8        93     SH          DEFINED        4          93     0        0
LEHMAN BROTHERS HOLDINGS INC     COMMON    524908100       204      2330     SH          DEFINED        7        2330     0        0
LEHMAN BROTHERS HOLDINGS INC     COMMON    524908100      4202     48033     SH          DEFINED        9       48033     0        0
LEHMAN BROTHERS HOLDINGS INC     COMMON    524908100        55       633     SH          DEFINED    9,11          633     0        0
LEHMAN BROTHERS HOLDINGS INC     COMMON    524908100       838      9582     SH          DEFINED    9,14         9582     0        0
BRISTOL-MYERS CVT(LEH) 1.6 10-   CONVERT   524908JJ0      5781   6250000     SH          DEFINED       16      900000     0  5350000
FIRST DATA CORP CVT(LEH) 0.75    CONVERT   524908LS7     18180  18000000     SH          DEFINED       16     2625000     0 15375000
AMGEN INC CVT(LEH) 1.0 09-16-1   CONVERT   52517PWR8      2775   3000000     SH          DEFINED       16      450000     0  2550000
LENNAR CORP CL A                 COMMON    526057104        23       400     SH          DEFINED        7         400     0        0



                                                                                           
LENNAR CORP CL A                 COMMON    526057104       235      4151     SH          DEFINED        9        4151     0        0
LENNOX INTERNATIONAL INC         COMMON    526107107        82      4050     SH          DEFINED        7        4050     0        0
LEVEL 3 COMMUNICATIONS INC       COMMON    52729N100       791    233300     SH          DEFINED   16,23       233300     0        0
LEVEL 3 COMMUNICATIONS INC       COMMON    52729N100        24      7000     SH          DEFINED       25           0     0     7000
LEVEL 3 COMMUNICATIONS INC       COMMON    52729N100         0        18     SH          DEFINED        7          18     0        0
LEVEL 3 COMM INC(LVLT) CVT 6.0   CONVERT   52729NAS9        18     30000     SH          DEFINED       25           0     0    30000
LEXICON GENETICS INC             COMMON    528872104      1719    221600     SH          DEFINED       16      140000     0    81600
LEXICON GENETICS INC             COMMON    528872104        36      4600     SH          DEFINED   16,15         4600     0        0
LEXICON GENETICS INC             COMMON    528872104       178     22900     SH          DEFINED    5,16        22900     0        0
LEXINGTON CORPORATE PPTYS TR     COMMON    529043101      9655    427600     SH          DEFINED       16      343900     0    83700
LEXINGTON CORPORATE PPTYS TR     COMMON    529043101        29      1289     SH          DEFINED       25        1289     0        0
LEXMARK INTL GROUP INC CL A      COMMON    529771107     51978    611500     SH          DEFINED        1      611500     0        0
LEXMARK INTL GROUP INC CL A      COMMON    529771107     29750    350000     SH          DEFINED     1,2       350000     0        0
LEXMARK INTL GROUP INC CL A      COMMON    529771107        66       780     SH          DEFINED   10,16          780     0        0
LEXMARK INTL GROUP INC CL A      COMMON    529771107        37       430     SH          DEFINED       12         430     0        0
LEXMARK INTL GROUP INC CL A      COMMON    529771107       318      3747     SH          DEFINED    12,9         3747     0        0
LEXMARK INTL GROUP INC CL A      COMMON    529771107     12951    152365     SH          DEFINED       16      140665     0    11700
LEXMARK INTL GROUP INC CL A      COMMON    529771107      1114     13100     SH          DEFINED   16,23        13100     0        0
LEXMARK INTL GROUP INC CL A      COMMON    529771107       978     11500     SH          DEFINED    16,9        11500     0        0
LEXMARK INTL GROUP INC CL A      COMMON    529771107        15       178     SH          DEFINED    17,9          178     0        0
LEXMARK INTL GROUP INC CL A      COMMON    529771107      1777     20900     SH          DEFINED        2       20900     0        0
LEXMARK INTL GROUP INC CL A      COMMON    529771107       935     11005     SH          DEFINED       24       11005     0        0
LEXMARK INTL GROUP INC CL A      COMMON    529771107     21760    256001     SH          DEFINED       25       41751     0   214250
LEXMARK INTL GROUP INC CL A      COMMON    529771107        30       352     SH          DEFINED        4         352     0        0
LEXMARK INTL GROUP INC CL A      COMMON    529771107      7856     92425     SH          DEFINED        7       92425     0        0
LEXMARK INTL GROUP INC CL A      COMMON    529771107      1514     17810     SH          DEFINED        9       17810     0        0
LEXMARK INTL GROUP INC CL A      COMMON    529771107        24       280     SH          DEFINED    9,11          280     0        0
LEXMARK INTL GROUP INC CL A      COMMON    529771107       259      3043     SH          DEFINED    9,14         3043     0        0
LIBERTY ALL STAR EQUITY FUND C   COMMON    530158104         0        30     SH          DEFINED       16          30     0        0
LIBERTY CORP                     COMMON    530370105      1600     36400     SH          DEFINED       16       21100     0    15300
LIBERTY CORP                     COMMON    530370105        35       800     SH          DEFINED   16,15          800     0        0
LIBERTY CORP                     COMMON    530370105       615     14000     SH          DEFINED    5,16        14000     0        0
MOTOROLA (LMG) CVT 144A 3.5 01   CONVERT   530715AM3      2123   2250000     SH          DEFINED       16     2250000     0        0
MOTOROLA INC (LMG) CVT 3.5 01-   CONVERT   530715AN1     15690  16625000     SH          DEFINED       16     2250000     0 14375000
VIACOM INC CVT (L) 3.25 03-15-   CONVERT   530715AR2       108    110000     SH          DEFINED       25       25000     0    85000
LIBERTY MEDIA CORP CL A          COMMON    530718105     36857   3356732     SH          DEFINED        1     3356732     0        0
LIBERTY MEDIA CORP CL A          COMMON    530718105      2487    226460     SH          DEFINED       16      226460     0        0
LIBERTY MEDIA CORP CL A          COMMON    530718105      4619    420685     SH          DEFINED   16,15       420685     0        0
LIBERTY MEDIA CORP CL A          COMMON    530718105       964     87800     SH          DEFINED    16,9        87800     0        0
LIBERTY MEDIA CORP CL A          COMMON    530718105       126     11500     SH          DEFINED       24       11500     0        0
LIBERTY MEDIA CORP CL A          COMMON    530718105      3955    360192     SH          DEFINED       25      135489     0   224703
LIBERTY MEDIA CORP CL A          COMMON    530718105     71257   6489704     SH          DEFINED        3     6489704     0        0
LIBERTY MEDIA CORP CL A          COMMON    530718105      1461    133055     SH          DEFINED        6      133055     0        0
LIBERTY MEDIA CORP CL A          COMMON    530718105     16364   1490337     SH          DEFINED        7     1490337     0        0
LIBERTY MEDIA CORP CL A          COMMON    530718105       875     79732     SH          DEFINED        9       79732     0        0
LIBERTY MEDIA CORP-B             COMMON    530718204      2209    190425     SH          DEFINED        1      190425     0        0
LIBERTY MEDIA CORP-B             COMMON    530718204        12      1000     SH          DEFINED       16        1000     0        0
LIBERTY MEDIA CORP-B             COMMON    530718204       371     31975     SH          DEFINED   16,15        31975     0        0
LIBERTY MEDIA INTL INC-A         COMMON    530719103      7676    166035     SH          DEFINED        1      166035     0        0
LIBERTY MEDIA INTL INC-A         COMMON    530719103       163      3525     SH          DEFINED       16        3525     0        0
LIBERTY MEDIA INTL INC-A         COMMON    530719103       988     21374     SH          DEFINED   16,15        21374     0        0
LIBERTY MEDIA INTL INC-A         COMMON    530719103       153      3300     SH          DEFINED    16,9         3300     0        0
LIBERTY MEDIA INTL INC-A         COMMON    530719103       739     15994     SH          DEFINED       25        4528     0    11466
LIBERTY MEDIA INTL INC-A         COMMON    530719103        73      1587     SH          DEFINED        7        1587     0        0



                                                                                           
LIBERTY MEDIA INTL INC-A         COMMON    530719103       221      4776     SH          DEFINED        9        4776     0        0
LIBERTY PROPERTY TRUST           COMMON    531172104     26018    602280     SH          DEFINED       16      532100     0    70180
LIBERTY PROPERTY TRUST           COMMON    531172104        52      1200     SH          DEFINED       25           0     0     1200
LIEBERT CORP CVT (EMR) 8.0 11-   CONVERT   531735AA6        26      5000     SH          DEFINED        6        5000     0        0
LIFEPOINT INC                    COMMON    53215R100         1      5000     SH          DEFINED        7        5000     0        0
LIFEPOINT HOSPITALS INC          COMMON    53219L109     27877    800600     SH          DEFINED        1      800600     0        0
LIFEPOINT HOSPITALS INC          COMMON    53219L109      7298    209600     SH          DEFINED        2      209600     0        0
LIFEPOINT HOSPITALS INC          COMMON    53219L109         3        88     SH          DEFINED       25           0     0       88
LIGAND PHARMACEUTICALS INC CL    COMMON    53220K207        86      7400     SH          DEFINED       16        4600     0     2800
LIGAND PHARMACEUTICALS INC CL    COMMON    53220K207      3177    272900     SH          DEFINED        3      272900     0        0
LIGHTPATH TECHNOLOGIES INC CL    COMMON    532257805         1       212     SH          DEFINED       25         212     0        0
LILLY (ELI) & CO                 COMMON    532457108     51166    901600     SH          DEFINED        1      901600     0        0
LILLY (ELI) & CO                 COMMON    532457108      5075     89430     SH          DEFINED       10       89430     0        0
LILLY (ELI) & CO                 COMMON    532457108      1863     32830     SH          DEFINED   10,16        32830     0        0
LILLY (ELI) & CO                 COMMON    532457108    188518   3321898     SH          DEFINED       16     2406917   190   914791
LILLY (ELI) & CO                 COMMON    532457108      6341    111730     SH          DEFINED   16,23       111730     0        0
LILLY (ELI) & CO                 COMMON    532457108      2542     44800     SH          DEFINED    16,9        44800     0        0
LILLY (ELI) & CO                 COMMON    532457108        26       453     SH          DEFINED    17,9          453     0        0
LILLY (ELI) & CO                 COMMON    532457108     12105    213300     SH          DEFINED        2      213300     0        0
LILLY (ELI) & CO                 COMMON    532457108       187      3300     SH          DEFINED       21        3300     0        0
LILLY (ELI) & CO                 COMMON    532457108       347      6108     SH          DEFINED       24        6108     0        0
LILLY (ELI) & CO                 COMMON    532457108     29058    512028     SH          DEFINED       25      112235     0   399793
LILLY (ELI) & CO                 COMMON    532457108      1870     32960     SH          DEFINED    5,16        32960     0        0
LILLY (ELI) & CO                 COMMON    532457108      2456     43286     SH          DEFINED        7       43286     0        0
LILLY (ELI) & CO                 COMMON    532457108      1851     32613     SH          DEFINED        9       32613     0        0
LIMITED BRANDS INC               COMMON    532716107     50934   2212610     SH          DEFINED        1     2212610     0        0
LIMITED BRANDS INC               COMMON    532716107      3047    132350     SH          DEFINED   10,16       132350     0        0
LIMITED BRANDS INC               COMMON    532716107       523     22700     SH          DEFINED    10,8        22700     0        0
LIMITED BRANDS INC               COMMON    532716107        97      4202     SH          DEFINED       12        4202     0        0
LIMITED BRANDS INC               COMMON    532716107       843     36623     SH          DEFINED    12,9        36623     0        0
LIMITED BRANDS INC               COMMON    532716107     60248   2617189     SH          DEFINED       16     2415389     0   201800
LIMITED BRANDS INC               COMMON    532716107      1087     47200     SH          DEFINED   16,15        47200     0        0
LIMITED BRANDS INC               COMMON    532716107      2122     92200     SH          DEFINED    16,9        92200     0        0
LIMITED BRANDS INC               COMMON    532716107      1927     83700     SH          DEFINED        2       83700     0        0
LIMITED BRANDS INC               COMMON    532716107       813     35310     SH          DEFINED       24       35310     0        0
LIMITED BRANDS INC               COMMON    532716107      1609     69900     SH          DEFINED    5,16        69900     0        0
LIMITED BRANDS INC               COMMON    532716107       258     11195     SH          DEFINED        7       11195     0        0
LIMITED BRANDS INC               COMMON    532716107      3611    156852     SH          DEFINED        9      156852     0        0
LIMITED BRANDS INC               COMMON    532716107        23      1004     SH          DEFINED    9,11         1004     0        0
LIMITED BRANDS INC               COMMON    532716107       659     28641     SH          DEFINED    9,14        28641     0        0
LINCARE HOLDINGS INC             COMMON    532791100      4052     95000     SH          DEFINED   10,16        95000     0        0
LINCARE HOLDINGS INC             COMMON    532791100      1687     39545     SH          DEFINED       13       39545     0        0
LINCARE HOLDINGS INC             COMMON    532791100     16106    377638     SH          DEFINED       16      368564     0     9074
LINCARE HOLDINGS INC             COMMON    532791100        36       835     SH          DEFINED       24         835     0        0
LINCARE HOLDINGS INC             COMMON    532791100       380      8905     SH          DEFINED    5,16            0     0     8905
LINCARE HOLDINGS INC             COMMON    532791100     17845    418396     SH          DEFINED        7      418396     0        0
LINCARE HOLDINGS INC             COMMON    532791100        20       470     SH          DEFINED        9         470     0        0
LINCOLN ELECTRIC HOLDINGS        COMMON    533900106      2863     82900     SH          DEFINED       16       46700     0    36200
LINCOLN ELECTRIC HOLDINGS        COMMON    533900106        69      2000     SH          DEFINED   16,15         2000     0        0
LINCOLN ELECTRIC HOLDINGS        COMMON    533900106       663     19200     SH          DEFINED    5,16        19200     0        0
LINCOLN NATIONAL CORP            COMMON    534187109       126      2700     SH          DEFINED       10        2700     0        0
LINCOLN NATIONAL CORP            COMMON    534187109      1839     39400     SH          DEFINED   10,16        39400     0        0
LINCOLN NATIONAL CORP            COMMON    534187109       327      7000     SH          DEFINED    10,8         7000     0        0
LINCOLN NATIONAL CORP            COMMON    534187109     51520   1103694     SH          DEFINED       16     1037969     0    65725



                                                                                           
LINCOLN NATIONAL CORP            COMMON    534187109       682     14600     SH          DEFINED   16,15        14600     0        0
LINCOLN NATIONAL CORP            COMMON    534187109      2054     44000     SH          DEFINED    16,9        44000     0        0
LINCOLN NATIONAL CORP            COMMON    534187109       409      8771     SH          DEFINED       24        8771     0        0
LINCOLN NATIONAL CORP            COMMON    534187109      1658     35515     SH          DEFINED       25         800     0    34715
LINCOLN NATIONAL CORP            COMMON    534187109      1069     22900     SH          DEFINED    5,16        22900     0        0
LINCOLN NATIONAL CORP            COMMON    534187109        87      1872     SH          DEFINED        7        1872     0        0
LINCOLN NATIONAL CORP            COMMON    534187109       389      8330     SH          DEFINED        9        8330     0        0
LINDSAY MANUFACTURING CO         COMMON    535555106        39      1500     SH          DEFINED        7        1500     0        0
LINEAR TECHNOLOGY CORP           COMMON    535678106     53166   1371670     SH          DEFINED        1     1371670     0        0
LINEAR TECHNOLOGY CORP           COMMON    535678106     62016   1600000     SH          DEFINED     1,2      1600000     0        0
LINEAR TECHNOLOGY CORP           COMMON    535678106      7074    182500     SH          DEFINED     1,3       182500     0        0
LINEAR TECHNOLOGY CORP           COMMON    535678106       186      4800     SH          DEFINED       10        4800     0        0
LINEAR TECHNOLOGY CORP           COMMON    535678106      1819     46920     SH          DEFINED   10,16        46920     0        0
LINEAR TECHNOLOGY CORP           COMMON    535678106      3016     77800     SH          DEFINED    10,2        77800     0        0
LINEAR TECHNOLOGY CORP           COMMON    535678106        23       588     SH          DEFINED       12         588     0        0
LINEAR TECHNOLOGY CORP           COMMON    535678106       187      4819     SH          DEFINED    12,9         4819     0        0
LINEAR TECHNOLOGY CORP           COMMON    535678106    170288   4393383     SH          DEFINED       16     3423528   270   969585
LINEAR TECHNOLOGY CORP           COMMON    535678106      3424     88340     SH          DEFINED   16,23        88340     0        0
LINEAR TECHNOLOGY CORP           COMMON    535678106      1151     29700     SH          DEFINED    16,9        29700     0        0
LINEAR TECHNOLOGY CORP           COMMON    535678106        15       397     SH          DEFINED    17,9          397     0        0
LINEAR TECHNOLOGY CORP           COMMON    535678106     21820    562960     SH          DEFINED        2      562960     0        0
LINEAR TECHNOLOGY CORP           COMMON    535678106       930     24000     SH          DEFINED       21       24000     0        0
LINEAR TECHNOLOGY CORP           COMMON    535678106       464     11981     SH          DEFINED       24       11981     0        0
LINEAR TECHNOLOGY CORP           COMMON    535678106      3628     93607     SH          DEFINED       25       23964     0    69643
LINEAR TECHNOLOGY CORP           COMMON    535678106      1836     47360     SH          DEFINED    5,16        47360     0        0
LINEAR TECHNOLOGY CORP           COMMON    535678106        39      1000     SH          DEFINED        6        1000     0        0
LINEAR TECHNOLOGY CORP           COMMON    535678106     10910    281465     SH          DEFINED        7      281465     0        0
LINEAR TECHNOLOGY CORP           COMMON    535678106      1195     30829     SH          DEFINED        9       30829     0        0
LINEAR TECHNOLOGY CORP           COMMON    535678106       176      4545     SH          DEFINED    9,14         4545     0        0
LINENS 'N THINGS INC             COMMON    535679104     28024   1130000     SH          DEFINED        1     1130000     0        0
LINENS 'N THINGS INC             COMMON    535679104      3222    129900     SH          DEFINED        2      129900     0        0
LINENS 'N THINGS INC             COMMON    535679104        12       500     SH          DEFINED       25           0     0      500
LIONS GATE ENTERTAINMENT COR     COMMON    535919203     17948   1689980     SH          DEFINED        1     1689980     0        0
LIONS GATE ENTERTAINMENT COR     COMMON    535919203     11508   1083600     SH          DEFINED     1,3      1083600     0        0
LIONS GATE ENTERTAINMENT COR     COMMON    535919203      5824    548400     SH          DEFINED        2      548400     0        0
LITHIA MOTORS INC CL A           COMMON    536797103     10707    399200     SH          DEFINED        3      399200     0        0
LITTELFUSE INC                   COMMON    537008104      9695    283800     SH          DEFINED        1      283800     0        0
LITTELFUSE INC                   COMMON    537008104      1469     43000     SH          DEFINED        2       43000     0        0
LIZ CLAIBORNE INC                COMMON    539320101      1176     27870     SH          DEFINED        1       27870     0        0
LIZ CLAIBORNE INC                COMMON    539320101     14269    338059     SH          DEFINED       16      327438     0    10621
LIZ CLAIBORNE INC                COMMON    539320101       170      4025     SH          DEFINED       25           0     0     4025
LIZ CLAIBORNE INC                COMMON    539320101    192277   4555250     SH          DEFINED        3     4555250     0        0
LIZ CLAIBORNE INC                COMMON    539320101       590     13975     SH          DEFINED    5,16            0     0    13975
LIZ CLAIBORNE INC                COMMON    539320101      4284    101491     SH          DEFINED        7      101491     0        0
LIZ CLAIBORNE INC                COMMON    539320101       185      4388     SH          DEFINED        9        4388     0        0
LLOYDS TSB GROUP PLC ADR         COMMON    539439109         1        29     SH          DEFINED        4          29     0        0
LOCKHEED MARTIN CORPORATION      COMMON    539830109     26047    468900     SH          DEFINED        1      468900     0        0
LOCKHEED MARTIN CORPORATION      COMMON    539830109      4290     77224     SH          DEFINED       16       70399     0     6825
LOCKHEED MARTIN CORPORATION      COMMON    539830109       433      7800     SH          DEFINED    16,9         7800     0        0
LOCKHEED MARTIN CORPORATION      COMMON    539830109        19       344     SH          DEFINED       25           0     0      344
LOCKHEED MARTIN CORPORATION      COMMON    539830109     83919   1510700     SH          DEFINED        3     1510700     0        0
LOCKHEED MARTIN CORPORATION      COMMON    539830109       147      2643     SH          DEFINED        7        2643     0        0
LOCKHEED MARTIN CORPORATION      COMMON    539830109       709     12763     SH          DEFINED        9       12763     0        0
LOCKHEED MARTIN CVT(LMT) FLT 0   CONVERT   539830AP4     15518  15000000     SH          DEFINED       16     2225000     0 12775000



                                                                                           
LODGIAN INC                      COMMON    54021P403       242     19700     SH          DEFINED       16       18800     0      900
LOEWS CORP                       COMMON    540424108       830     11800     SH          DEFINED   10,16        11800     0        0
LOEWS CORP                       COMMON    540424108       148      2100     SH          DEFINED    10,8         2100     0        0
LOEWS CORP                       COMMON    540424108     17810    253337     SH          DEFINED       16      235937     0    17400
LOEWS CORP                       COMMON    540424108       302      4300     SH          DEFINED   16,15         4300     0        0
LOEWS CORP                       COMMON    540424108      1364     19400     SH          DEFINED    16,9        19400     0        0
LOEWS CORP                       COMMON    540424108       126      1797     SH          DEFINED       24        1797     0        0
LOEWS CORP                       COMMON    540424108       281      4000     SH          DEFINED       25        4000     0        0
LOEWS CORP                       COMMON    540424108         2        24     SH          DEFINED        4          24     0        0
LOEWS CORP                       COMMON    540424108       450      6400     SH          DEFINED    5,16         6400     0        0
LOEWS CORP                       COMMON    540424108        56       800     SH          DEFINED        6         800     0        0
LOEWS CORP                       COMMON    540424108      2037     28970     SH          DEFINED        7       28970     0        0
LOEWS CORP                       COMMON    540424108        21       300     SH          DEFINED        9         300     0        0
LONE STAR STEAKHOUSE &SALOON     COMMON    542307103      2786     99500     SH          DEFINED        1       99500     0        0
LONE STAR STEAKHOUSE &SALOON     COMMON    542307103      3878    138500     SH          DEFINED       16       79300     0    59200
LONE STAR STEAKHOUSE &SALOON     COMMON    542307103        90      3200     SH          DEFINED   16,15         3200     0        0
LONE STAR STEAKHOUSE &SALOON     COMMON    542307103      1081     38600     SH          DEFINED    5,16        38600     0        0
LONE STAR TECHNOLOGIES INC       COMMON    542312103      6294    188100     SH          DEFINED        1      188100     0        0
LONGS DRUG STORES CORP           COMMON    543162101        22       800     SH          DEFINED       25           0     0      800
LONGVIEW FIBRE CO                COMMON    543213102       200     11000     SH          DEFINED       25       11000     0        0
LONGVIEW FIBRE CO                COMMON    543213102      2222    122500     SH          DEFINED        3      122500     0        0
LOOKSMART LTD                    COMMON    543442107        11      5000     SH          DEFINED       25           0     0     5000
LOUISIANA-PACIFIC CORP           COMMON    546347105       115      4300     SH          DEFINED       10        4300     0        0
LOUISIANA-PACIFIC CORP           COMMON    546347105       103      3851     SH          DEFINED       12        3851     0        0
LOUISIANA-PACIFIC CORP           COMMON    546347105       915     34231     SH          DEFINED    12,9        34231     0        0
LOUISIANA-PACIFIC CORP           COMMON    546347105      7756    290048     SH          DEFINED       16      265748     0    24300
LOUISIANA-PACIFIC CORP           COMMON    546347105       965     36089     SH          DEFINED       24       36089     0        0
LOUISIANA-PACIFIC CORP           COMMON    546347105        51      1900     SH          DEFINED    5,16         1900     0        0
LOUISIANA-PACIFIC CORP           COMMON    546347105        91      3400     SH          DEFINED        7        3400     0        0
LOUISIANA-PACIFIC CORP           COMMON    546347105      2891    108133     SH          DEFINED        9      108133     0        0
LOUISIANA-PACIFIC CORP           COMMON    546347105       683     25555     SH          DEFINED    9,14        25555     0        0
LOWES COMPANIES INC              COMMON    548661107     15640    271573     SH          DEFINED        1      271573     0        0
LOWES COMPANIES INC              COMMON    548661107      2984     51820     SH          DEFINED   10,16        51820     0        0
LOWES COMPANIES INC              COMMON    548661107    263535   4576063     SH          DEFINED       16     3361704   330  1214029
LOWES COMPANIES INC              COMMON    548661107      1967     34150     SH          DEFINED   16,23        34150     0        0
LOWES COMPANIES INC              COMMON    548661107       662     11500     SH          DEFINED    16,9        11500     0        0
LOWES COMPANIES INC              COMMON    548661107        30       529     SH          DEFINED    17,9          529     0        0
LOWES COMPANIES INC              COMMON    548661107       425      7375     SH          DEFINED       24        7375     0        0
LOWES COMPANIES INC              COMMON    548661107     62266   1081198     SH          DEFINED       25      156654     0   924544
LOWES COMPANIES INC              COMMON    548661107      2875     49930     SH          DEFINED    5,16        49930     0        0
LOWES COMPANIES INC              COMMON    548661107      5171     89790     SH          DEFINED        7       89790     0        0
LOWES COMPANIES INC              COMMON    548661107      1661     28848     SH          DEFINED        9       28848     0        0
LOWE'S COMPANIES(LOW)CVT 0.861   CONVERT   548661CG0     14472  13750000     SH          DEFINED       16     2000000     0 11750000
LUBRIZOL CORP                    COMMON    549271104       221      6000     SH          DEFINED       25         600     0     5400
LUBRIZOL CORP                    COMMON    549271104       135      3655     SH          DEFINED        7        3655     0        0
LUBY'S INC                       COMMON    549282101       150     20000     SH          DEFINED        7       20000     0        0
LUCENT TECHNOLOGIES INC          COMMON    549463107      2144    570119     SH          DEFINED       16      548519     0    21600
LUCENT TECHNOLOGIES INC          COMMON    549463107       429    114200     SH          DEFINED    16,9       114200     0        0
LUCENT TECHNOLOGIES INC          COMMON    549463107      1128    299881     SH          DEFINED       19           0     0   299881
LUCENT TECHNOLOGIES INC          COMMON    549463107       225     59853     SH          DEFINED       25       50405     0     9448
LUCENT TECHNOLOGIES INC          COMMON    549463107        88     23272     SH          DEFINED        6       23272     0        0
LUCENT TECHNOLOGIES INC          COMMON    549463107       558    148399     SH          DEFINED        9      148399     0        0
LUCENT TECHNOLOGIES-CW07         COMMON    549463131        13      8165     SH          DEFINED        1        8165     0        0
LUCENT TECHNOLOGIES-CW07         COMMON    549463131       133     84455     SH          DEFINED       16       84290     0      165



                                                                                           
LUCENT TECHNOLOGIES-CW07         COMMON    549463131         0        76     SH          DEFINED        2          76     0        0
LUCENT TECHNOLOGIES-CW07         COMMON    549463131         0        47     SH          DEFINED       25          47     0        0
LUCENT TECHNOLOGIES-CW07         COMMON    549463131         0        38     SH          DEFINED        4          38     0        0
LUCENT TECHNOLOGIES-CW07         COMMON    549463131         1       699     SH          DEFINED        7         699     0        0
LUMINEX CORP                     COMMON    55027E102      1373    154600     SH          DEFINED       16      102100     0    52500
LUMINEX CORP                     COMMON    55027E102        26      2900     SH          DEFINED   16,15         2900     0        0
LUMINEX CORP                     COMMON    55027E102       131     14700     SH          DEFINED    5,16        14700     0        0
LUXOTTICA GROUP SPA ADR          COMMON    55068R202      2716    133200     SH          DEFINED   10,23       133200     0        0
LUXOTTICA GROUP SPA ADR          COMMON    55068R202    237884  11666699     SH          DEFINED        3    11666699     0        0
LYNCH CORP                       COMMON    551137102         6       400     SH          DEFINED       25           0     0      400
LYNCH INTERACTIVE CORP           COMMON    551146103        26       800     SH          DEFINED       25           0     0      800
LYONDELL CHEMICAL COMPANY        COMMON    552078107     16976    587000     SH          DEFINED        1      587000     0        0
LYONDELL CHEMICAL COMPANY        COMMON    552078107       752     26000     SH          DEFINED       16       26000     0        0
LYONDELL CHEMICAL COMPANY        COMMON    552078107      2036     70400     SH          DEFINED   16,15        70400     0        0
LYONDELL CHEMICAL COMPANY        COMMON    552078107       162      5600     SH          DEFINED    16,9         5600     0        0
LYONDELL CHEMICAL COMPANY        COMMON    552078107        57      1978     SH          DEFINED       25           0     0     1978
LYONDELL CHEMICAL COMPANY        COMMON    552078107        33      1150     SH          DEFINED        4        1150     0        0
LYONDELL CHEMICAL COMPANY        COMMON    552078107        22       776     SH          DEFINED        7         776     0        0
M & F WORLDWIDE CORP             COMMON    552541104       500     36700     SH          DEFINED       16       22200     0    14500
M & F WORLDWIDE CORP             COMMON    552541104        12       900     SH          DEFINED   16,15          900     0        0
M & F WORLDWIDE CORP             COMMON    552541104         0        33     SH          DEFINED       25          33     0        0
M & F WORLDWIDE CORP             COMMON    552541104       196     14400     SH          DEFINED    5,16        14400     0        0
M & T BANK CORPORATION           COMMON    55261F104      1190     11035     SH          DEFINED       16       11035     0        0
M & T BANK CORPORATION           COMMON    55261F104       336      3116     SH          DEFINED        7        3116     0        0
M & T BANK CORPORATION           COMMON    55261F104       252      2337     SH          DEFINED        9        2337     0        0
MAF BANCORP INC                  COMMON    55261R108        68      1514     SH          DEFINED       25           0     0     1514
MBIA INC                         COMMON    55262C100     19933    315000     SH          DEFINED        1      315000     0        0
MBIA INC                         COMMON    55262C100      2993     47300     SH          DEFINED   10,16        47300     0        0
MBIA INC                         COMMON    55262C100      1243     19645     SH          DEFINED       13       19645     0        0
MBIA INC                         COMMON    55262C100     21430    338651     SH          DEFINED       16      328687     0     9964
MBIA INC                         COMMON    55262C100       753     11900     SH          DEFINED    16,9        11900     0        0
MBIA INC                         COMMON    55262C100       141      2235     SH          DEFINED       24        2235     0        0
MBIA INC                         COMMON    55262C100      1005     15885     SH          DEFINED       25       12775     0     3110
MBIA INC                         COMMON    55262C100       424      6700     SH          DEFINED    5,16            0     0     6700
MBIA INC                         COMMON    55262C100       959     15150     SH          DEFINED        7       15150     0        0
MBIA INC                         COMMON    55262C100       345      5449     SH          DEFINED        9        5449     0        0
MBNA CORP                        COMMON    55262L100     62382   2212900     SH          DEFINED        1     2212900     0        0
MBNA CORP                        COMMON    55262L100     88799   3150000     SH          DEFINED     1,2      3150000     0        0
MBNA CORP                        COMMON    55262L100      2326     82500     SH          DEFINED   10,16        82500     0        0
MBNA CORP                        COMMON    55262L100       138      4900     SH          DEFINED       12        4900     0        0
MBNA CORP                        COMMON    55262L100      1215     43088     SH          DEFINED    12,9        43088     0        0
MBNA CORP                        COMMON    55262L100    227514   8070728     SH          DEFINED       16     5804173   510  2266045
MBNA CORP                        COMMON    55262L100      1488     52770     SH          DEFINED   16,23        52770     0        0
MBNA CORP                        COMMON    55262L100      2297     81500     SH          DEFINED    16,9        81500     0        0
MBNA CORP                        COMMON    55262L100        39      1395     SH          DEFINED    17,9         1395     0        0
MBNA CORP                        COMMON    55262L100     21459    761220     SH          DEFINED        2      761220     0        0
MBNA CORP                        COMMON    55262L100      2649     93960     SH          DEFINED       24       93960     0        0
MBNA CORP                        COMMON    55262L100       853     30260     SH          DEFINED       25       10444     0    19816
MBNA CORP                        COMMON    55262L100        10       366     SH          DEFINED        4         366     0        0
MBNA CORP                        COMMON    55262L100      2559     90760     SH          DEFINED    5,16        71010     0    19750
MBNA CORP                        COMMON    55262L100        11       400     SH          DEFINED        6         400     0        0
MBNA CORP                        COMMON    55262L100      5405    191742     SH          DEFINED        7      191742     0        0
MBNA CORP                        COMMON    55262L100       169      6000     SH          DEFINED        8        6000     0        0
MBNA CORP                        COMMON    55262L100      4597    163062     SH          DEFINED        9      163062     0        0



                                                                                           
MBNA CORP                        COMMON    55262L100       922     32701     SH          DEFINED    9,14        32701     0        0
MB FINANCIAL INC                 COMMON    55264U108      2588     61400     SH          DEFINED        1       61400     0        0
MB FINANCIAL INC                 COMMON    55264U108      1965     46616     SH          DEFINED       25           0     0    46616
MDC HOLDINGS INC                 COMMON    552676108        13       155     SH          DEFINED        7         155     0        0
MDC HOLDINGS INC                 COMMON    552676108       217      2510     SH          DEFINED        9        2510     0        0
MCI INC                          COMMON    552691107       439     21800     SH          DEFINED        2       21800     0        0
MCI INC                          COMMON    552691107         9       465     SH          DEFINED       25         176     0      289
MCI INC                          COMMON    552691107       214     10600     SH          DEFINED        7       10600     0        0
MEMC ELECTRONIC MATE             COMMON    552715104         5       412     SH          DEFINED        4         412     0        0
MFS MULTIMARKET INC TRUST CF     COMMON    552737108         6      1000     SH          DEFINED       25        1000     0        0
MFS MUNICIPAL INCOME TRUST CF    COMMON    552738106         4       500     SH          DEFINED       25         500     0        0
MFS INTERMEDIATE INC TRUST CF    COMMON    55273C107        13      2000     SH          DEFINED       25           0     0     2000
MGIC INVESTMENT CORP             COMMON    552848103    118846   1724650     SH          DEFINED        1     1724650     0        0
MGIC INVESTMENT CORP             COMMON    552848103      1943     28200     SH          DEFINED   10,16        28200     0        0
MGIC INVESTMENT CORP             COMMON    552848103        22       324     SH          DEFINED       12         324     0        0
MGIC INVESTMENT CORP             COMMON    552848103       185      2682     SH          DEFINED    12,9         2682     0        0
MGIC INVESTMENT CORP             COMMON    552848103       800     11606     SH          DEFINED       13       11606     0        0
MGIC INVESTMENT CORP             COMMON    552848103     11241    163121     SH          DEFINED       16      159718     0     3403
MGIC INVESTMENT CORP             COMMON    552848103       338      4900     SH          DEFINED    16,9         4900     0        0
MGIC INVESTMENT CORP             COMMON    552848103      2074     30100     SH          DEFINED        2       30100     0        0
MGIC INVESTMENT CORP             COMMON    552848103        96      1400     SH          DEFINED    2,23         1400     0        0
MGIC INVESTMENT CORP             COMMON    552848103        51       736     SH          DEFINED       24         736     0        0
MGIC INVESTMENT CORP             COMMON    552848103      3432     49805     SH          DEFINED       25           0     0    49805
MGIC INVESTMENT CORP             COMMON    552848103     11377    165101     SH          DEFINED        4      165101     0        0
MGIC INVESTMENT CORP             COMMON    552848103       201      2918     SH          DEFINED    5,16            0     0     2918
MGIC INVESTMENT CORP             COMMON    552848103       118      1710     SH          DEFINED        7        1710     0        0
MGIC INVESTMENT CORP             COMMON    552848103       787     11420     SH          DEFINED        9       11420     0        0
MGIC INVESTMENT CORP             COMMON    552848103       174      2519     SH          DEFINED    9,14         2519     0        0
MGI PHARMA INC                   COMMON    552880106     60597   2163400     SH          DEFINED        1     2163400     0        0
MGI PHARMA INC                   COMMON    552880106       331     11800     SH          DEFINED       16           0     0    11800
MGI PHARMA INC                   COMMON    552880106      9874    352500     SH          DEFINED        2      337200     0    15300
MGI PHARMA INC                   COMMON    552880106        12       427     SH          DEFINED        4         427     0        0
MGM MIRAGE                       COMMON    552953101      9220    126755     SH          DEFINED        1      126755     0        0
MGM MIRAGE                       COMMON    552953101       553      7600     SH          DEFINED       16        7600     0        0
MGM MIRAGE                       COMMON    552953101      1262     17350     SH          DEFINED   16,15        17350     0        0
MGM MIRAGE                       COMMON    552953101         9       121     SH          DEFINED       25           0     0      121
MGM MIRAGE                       COMMON    552953101       164      2250     SH          DEFINED        7        2250     0        0
MI DEVELOPMENTS INC CL A         COMMON    55304X104       375     12526     SH          DEFINED        9       12526     0        0
MKS INSTRUMENTS INC              COMMON    55306N104      9694    522600     SH          DEFINED        1      522600     0        0
MKS INSTRUMENTS INC              COMMON    55306N104      3367    181500     SH          DEFINED       10      181500     0        0
MKS INSTRUMENTS INC              COMMON    55306N104       466     25100     SH          DEFINED   10,23        25100     0        0
MMO2 PLC-ADR                     COMMON    55309W101       366     15588     SH          DEFINED        4       15588     0        0
MPS GROUP INC                    COMMON    553409103     15248   1243700     SH          DEFINED        1     1243700     0        0
MPS GROUP INC                    COMMON    553409103      4457    363500     SH          DEFINED        2      363500     0        0
MRV COMMUNICATIONS INC           COMMON    553477100         4      1000     SH          DEFINED       25           0     0     1000
MSC INDUSTRIAL DIRECT CO CL A    COMMON    553530106     39294   1092100     SH          DEFINED        1     1092100     0        0
MSC INDUSTRIAL DIRECT CO CL A    COMMON    553530106     11019    306250     SH          DEFINED        2      306250     0        0
MICROSOFT TR CVT IAM 144A 0.0    CONVERT   553565AA0     31487  30375000     SH          DEFINED       16     4450000     0 25925000
MTS SYSTEMS CORP                 COMMON    553777103      3679    108800     SH          DEFINED       16       62500     0    46300
MTS SYSTEMS CORP                 COMMON    553777103        85      2500     SH          DEFINED   16,15         2500     0        0
MTS SYSTEMS CORP                 COMMON    553777103      1082     32000     SH          DEFINED    5,16        32000     0        0
MACDERMID INC                    COMMON    554273102      5447    150900     SH          DEFINED       16       85000     0    65900
MACDERMID INC                    COMMON    554273102       130      3600     SH          DEFINED   16,15         3600     0        0
MACDERMID INC                    COMMON    554273102        65      1800     SH          DEFINED       25        1800     0        0



                                                                                           
MACDERMID INC                    COMMON    554273102      2249     62300     SH          DEFINED        3       62300     0        0
MACDERMID INC                    COMMON    554273102      1393     38600     SH          DEFINED    5,16        38600     0        0
MACERICH COMPANY (THE)           COMMON    554382101        38       600     SH          DEFINED       10         600     0        0
MACERICH COMPANY (THE)           COMMON    554382101    180638   2876397     SH          DEFINED       16     2023915     0   852482
MACERICH COMPANY (THE)           COMMON    554382101     13370    212900     SH          DEFINED    5,16       212900     0        0
MACK-CALI REALTY CORP            COMMON    554489104      3406     74000     SH          DEFINED        1       74000     0        0
MACK-CALI REALTY CORP            COMMON    554489104    123887   2691448     SH          DEFINED       16     2031453     0   659995
MACK-CALI REALTY CORP            COMMON    554489104        23       500     SH          DEFINED       25           0     0      500
MACK-CALI REALTY CORP            COMMON    554489104      6021    130800     SH          DEFINED    5,16       130800     0        0
MACROVISION CORP                 COMMON    555904101     13439    522500     SH          DEFINED        1      522500     0        0
MACROVISION CORP                 COMMON    555904101      5044    196100     SH          DEFINED        2      196100     0        0
MACQUARIE INFRASTRUCTURE CO      COMMON    55607X108     30626   1043479     SH          DEFINED       10     1043479     0        0
MACQUARIE INFRASTRUCTURE CO      COMMON    55607X108      1817     61921     SH          DEFINED   10,23        61921     0        0
MACROMEDIA INC                   COMMON    556100105     35794   1150200     SH          DEFINED        1     1150200     0        0
MACROMEDIA INC                   COMMON    556100105       756     24300     SH          DEFINED       16       24300     0        0
MACROMEDIA INC                   COMMON    556100105      1743     56000     SH          DEFINED   16,23        56000     0        0
MACROMEDIA INC                   COMMON    556100105      6853    220200     SH          DEFINED        2      220200     0        0
MAGELLAN MIDSTREAM PARTNERS      COMMON    559080106      7751    132115     SH          DEFINED        7      132115     0        0
MAGMA DESIGN AUTOMATION          COMMON    559181102      3793    303200     SH          DEFINED        1      303200     0        0
MAGMA DESIGN AUTOMATION          COMMON    559181102      1425    113900     SH          DEFINED        2      113900     0        0
MAGNA INTERNATIONAL INC CL A     COMMON    559222401      7515     91750     SH          DEFINED     1,3        91750     0        0
MAGNA INTERNATIONAL INC CL A     COMMON    559222401      1358     16449     SH          DEFINED       16       16347     0      102
MAGNA INTERNATIONAL INC CL A     COMMON    559222401       119      1450     SH          DEFINED        2        1450     0        0
MAGNA INTERNATIONAL INC CL A     COMMON    559222401      2457     30000     SH          DEFINED        3       30000     0        0
MAGNA INTERNATIONAL INC CL A     COMMON    559222401       283      3428     SH          DEFINED        9        3428     0        0
MAGNETEK INC                     COMMON    559424106        57      8300     SH          DEFINED        7        8300     0        0
MAGNUM HUNTER RESOURCES          COMMON    55972F203      9546    740000     SH          DEFINED        1      740000     0        0
MAGNUM HUNTER RESOURCES          COMMON    55972F203      1548    120000     SH          DEFINED   16,15       120000     0        0
MAGNUM HUNTER RESOURCES          COMMON    55972F203        52      4050     SH          DEFINED        7        4050     0        0
MAGUIRE PROPERTIES INC           COMMON    559775101     19379    705700     SH          DEFINED       16      598600     0   107100
MAHANAGAR TELEPHONE NIGA-ADR     COMMON    559778402      1695    212400     SH          DEFINED        8      212400     0        0
MAINSOURCE FINANCIAL GROUP I     COMMON    56062Y102       519     21735     SH          DEFINED       16       13020     0     8715
MAINSOURCE FINANCIAL GROUP I     COMMON    56062Y102        13       525     SH          DEFINED   16,15          525     0        0
MAINSOURCE FINANCIAL GROUP I     COMMON    56062Y102       188      7875     SH          DEFINED    5,16         7875     0        0
MAIR HOLDINGS INC                COMMON    560635104        21      2250     SH          DEFINED        7        2250     0        0
MAMMA.COM INC                    COMMON    56150Q102         1       100     SH          DEFINED        7         100     0        0
MANDALAY RESORT GROUP            COMMON    562567107      5540     78660     SH          DEFINED        1       78660     0        0
MANDALAY RESORT GROUP            COMMON    562567107       648      9200     SH          DEFINED       16        9200     0        0
MANDALAY RESORT GROUP            COMMON    562567107       606      8600     SH          DEFINED   16,15         8600     0        0
MANDALAY RESORT GROUP            COMMON    562567107       127      1800     SH          DEFINED    16,9         1800     0        0
MANDALAY RESORT GROUP            COMMON    562567107       211      3000     SH          DEFINED       25           0     0     3000
MANDALAY RESORT GROUP            COMMON    562567107     20227    287200     SH          DEFINED        3      287200     0        0
MANDALAY RESORT GROUP            COMMON    562567107      3067     43545     SH          DEFINED        7       43545     0        0
MANITOWOC COMPANY INC            COMMON    563571108      4879    129600     SH          DEFINED        1      129600     0        0
MANITOWOC COMPANY INC            COMMON    563571108         8       225     SH          DEFINED        7         225     0        0
MANNATECH INC                    COMMON    563771104        14       750     SH          DEFINED       25           0     0      750
MANOR CARE INC                   COMMON    564055101       561     15839     SH          DEFINED       16       13539     0     2300
MANOR CARE INC                   COMMON    564055101        99      2800     SH          DEFINED    16,9         2800     0        0
MANOR CARE INC                   COMMON    564055101       311      8780     SH          DEFINED        7        8780     0        0
MANPOWER INC                     COMMON    56418H100     58235   1205700     SH          DEFINED        1     1205700     0        0
MANPOWER INC                     COMMON    56418H100       695     14383     SH          DEFINED       16          83     0    14300
MANPOWER INC                     COMMON    56418H100      3498     72430     SH          DEFINED        2       55000     0    17430
MANPOWER INC                     COMMON    56418H100    240288   4974900     SH          DEFINED        3     4974900     0        0
MANPOWER INC                     COMMON    56418H100        11       220     SH          DEFINED        4         220     0        0



                                                                                           
MANPOWER INC                     COMMON    56418H100       203      4200     SH          DEFINED        7        4200     0        0
MANPOWER INC                     COMMON    56418H100       175      3629     SH          DEFINED        9        3629     0        0
MAPICS INC                       COMMON    564910107      2106    200200     SH          DEFINED        1      200200     0        0
MANULIFE FINANCIAL CORP          COMMON    56501R106     35027    760850     SH          DEFINED        1      760850     0        0
MANULIFE FINANCIAL CORP          COMMON    56501R106     79089   1717980     SH          DEFINED     1,3      1717980     0        0
MANULIFE FINANCIAL CORP (COMP)   COMMON    56501R106       921     20000     SH          DEFINED    10,8        20000     0        0
MANULIFE FINANCIAL CORP          COMMON    56501R106      4241     91800     SH          DEFINED       16       91800     0        0
MANULIFE FINANCIAL CORP          COMMON    56501R106        27       596     SH          DEFINED    17,9          596     0        0
MANULIFE FINANCIAL CORP          COMMON    56501R106      1941     42170     SH          DEFINED        2       42170     0        0
MANULIFE FINANCIAL CORP          COMMON    56501R106       671     14586     SH          DEFINED       24       14586     0        0
MANULIFE FINANCIAL CORP          COMMON    56501R106       343      7424     SH          DEFINED       25        4400     0     3024
MANULIFE FINANCIAL CORP          COMMON    56501R106    142114   3087000     SH          DEFINED        3     3087000     0        0
MANULIFE FINANCIAL CORP          COMMON    56501R106       209      4530     SH          DEFINED        4        4530     0        0
MANULIFE FINANCIAL CORP          COMMON    56501R106        14       308     SH          DEFINED        7         308     0        0
MANULIFE FINANCIAL CORP          COMMON    56501R106      1761     38219     SH          DEFINED        9       38219     0        0
MARATHON OIL CORP                COMMON    565849106       107      2845     SH          DEFINED        1           0     0     2845
MARATHON OIL CORP                COMMON    565849106      1485     39493     SH          DEFINED       16       39493     0        0
MARATHON OIL CORP                COMMON    565849106        27       720     SH          DEFINED       24         720     0        0
MARATHON OIL CORP                COMMON    565849106        15       408     SH          DEFINED       25           0     0      408
MARATHON OIL CORP                COMMON    565849106       408     10837     SH          DEFINED        9       10837     0        0
MARLIN BUSINESS SERVICES INC     COMMON    571157106      4336    228200     SH          DEFINED        1      228200     0        0
MARSH & MCLENNAN COS             COMMON    571748102     29824    906500     SH          DEFINED        1      906500     0        0
MARSH & MCLENNAN COS             COMMON    571748102        76      2300     SH          DEFINED       10        2300     0        0
MARSH & MCLENNAN COS             COMMON    571748102      3478    105700     SH          DEFINED   10,16       105700     0        0
MARSH & MCLENNAN COS             COMMON    571748102      1439     43725     SH          DEFINED       13       43725     0        0
MARSH & MCLENNAN COS             COMMON    571748102     40353   1226533     SH          DEFINED       16     1181130     0    45403
MARSH & MCLENNAN COS             COMMON    571748102      1977     60100     SH          DEFINED    16,9        60100     0        0
MARSH & MCLENNAN COS             COMMON    571748102       266      8100     SH          DEFINED       24        8100     0        0
MARSH & MCLENNAN COS             COMMON    571748102      2369     72002     SH          DEFINED       25       32460     0    39542
MARSH & MCLENNAN COS             COMMON    571748102        66      2000     SH          DEFINED        3        2000     0        0
MARSH & MCLENNAN COS             COMMON    571748102       531     16150     SH          DEFINED    5,16         1000     0    15150
MARSH & MCLENNAN COS             COMMON    571748102      2913     88545     SH          DEFINED        7       88545     0        0
MARSH & MCLENNAN COS             COMMON    571748102       568     17270     SH          DEFINED        9       17270     0        0
MARSHALL & ILSLEY CORP           COMMON    571834100     36518    826200     SH          DEFINED        1      826200     0        0
MARSHALL & ILSLEY CORP           COMMON    571834100       477     10800     SH          DEFINED     1,3        10800     0        0
MARSHALL & ILSLEY CORP           COMMON    571834100       961     21732     SH          DEFINED       16       21732     0        0
MARSHALL & ILSLEY CORP           COMMON    571834100       133      3000     SH          DEFINED    16,9         3000     0        0
MARSHALL & ILSLEY CORP           COMMON    571834100      3182     72000     SH          DEFINED        2       72000     0        0
MARSHALL & ILSLEY CORP           COMMON    571834100        95      2139     SH          DEFINED       25        2139     0        0
MARSHALL & ILSLEY CORP           COMMON    571834100       203      4600     SH          DEFINED     5,2         4600     0        0
MARSHALL & ILSLEY CORP           COMMON    571834100       125      2820     SH          DEFINED        9        2820     0        0
MARRIOTT INTERNATIONAL CL A      COMMON    571903202     21676    344171     SH          DEFINED        1      344171     0        0
MARRIOTT INTERNATIONAL CL A      COMMON    571903202        71      1120     SH          DEFINED   10,16         1120     0        0
MARRIOTT INTERNATIONAL CL A      COMMON    571903202      1656     26298     SH          DEFINED       16       26298     0        0
MARRIOTT INTERNATIONAL CL A      COMMON    571903202      2140     33982     SH          DEFINED   16,15        33982     0        0
MARRIOTT INTERNATIONAL CL A      COMMON    571903202      1184     18800     SH          DEFINED    16,9        18800     0        0
MARRIOTT INTERNATIONAL CL A      COMMON    571903202      1222     19400     SH          DEFINED        2       19400     0        0
MARRIOTT INTERNATIONAL CL A      COMMON    571903202        57       904     SH          DEFINED       25           0     0      904
MARRIOTT INTERNATIONAL CL A      COMMON    571903202        27       431     SH          DEFINED        4         431     0        0
MARRIOTT INTERNATIONAL CL A      COMMON    571903202         6        94     SH          DEFINED        6          94     0        0
MARRIOTT INTERNATIONAL CL A      COMMON    571903202     11289    179241     SH          DEFINED        7      179241     0        0
MARRIOTT INTERNATIONAL CL A      COMMON    571903202       471      7484     SH          DEFINED        9        7484     0        0
MARTEK BIOSCIENCES CORP          COMMON    572901106     31396    613200     SH          DEFINED        1      613200     0        0
MARTEK BIOSCIENCES CORP          COMMON    572901106       676     13200     SH          DEFINED    12,2        13200     0        0



                                                                                           
MARTEK BIOSCIENCES CORP          COMMON    572901106       338      6600     SH          DEFINED       16        2200     0     4400
MARTEK BIOSCIENCES CORP          COMMON    572901106       266      5200     SH          DEFINED   16,23         5200     0        0
MARTEK BIOSCIENCES CORP          COMMON    572901106      2580     50400     SH          DEFINED        2       44900     0     5500
MARTEK BIOSCIENCES CORP          COMMON    572901106      1167     22800     SH          DEFINED        7       22800     0        0
MARTIN MARIETTA MATERIALS        COMMON    573284106         2        31     SH          DEFINED        4          31     0        0
MARVEL ENTERPRISES INC           COMMON    57383M108     16886    824520     SH          DEFINED        1      824520     0        0
MARVEL ENTERPRISES INC           COMMON    57383M108         8       400     SH          DEFINED       16         400     0        0
MARVEL ENTERPRISES INC           COMMON    57383M108       331     16150     SH          DEFINED   16,15        16150     0        0
MARVEL ENTERPRISES INC           COMMON    57383M108      6283    306800     SH          DEFINED        2      306800     0        0
MARVEL ENTERPRISES INC           COMMON    57383M108        10       483     SH          DEFINED        7         483     0        0
MASCO CORP                       COMMON    574599106    409477  11209340     SH          DEFINED        1    11209340     0        0
MASCO CORP                       COMMON    574599106     29863    817500     SH          DEFINED     1,2       817500     0        0
MASCO CORP                       COMMON    574599106       252      6900     SH          DEFINED       10        6900     0        0
MASCO CORP                       COMMON    574599106      1006     27540     SH          DEFINED   10,16        27540     0        0
MASCO CORP                       COMMON    574599106       153      4200     SH          DEFINED    10,8         4200     0        0
MASCO CORP                       COMMON    574599106     53735   1470984     SH          DEFINED       16     1384884     0    86100
MASCO CORP                       COMMON    574599106       321      8800     SH          DEFINED   16,15         8800     0        0
MASCO CORP                       COMMON    574599106      2882     78900     SH          DEFINED    16,9        78900     0        0
MASCO CORP                       COMMON    574599106     26557    727000     SH          DEFINED        2      727000     0        0
MASCO CORP                       COMMON    574599106       184      5050     SH          DEFINED    2,23         5050     0        0
MASCO CORP                       COMMON    574599106       459     12574     SH          DEFINED       24       12574     0        0
MASCO CORP                       COMMON    574599106       529     14476     SH          DEFINED       25         276     0    14200
MASCO CORP                       COMMON    574599106     25570    699961     SH          DEFINED        4      699961     0        0
MASCO CORP                       COMMON    574599106       588     16100     SH          DEFINED    5,16        16100     0        0
MASCO CORP                       COMMON    574599106       492     13460     SH          DEFINED        7       13460     0        0
MASCO CORP                       COMMON    574599106      1047     28672     SH          DEFINED        9       28672     0        0
MASCO CORP                       COMMON    574599106        32       866     SH          DEFINED    9,11          866     0        0
MASONITE INTL CORP               COMMON    575384102      9744    284050     SH          DEFINED     1,3       284050     0        0
MASONITE INTL CORP               COMMON    575384102       132      3850     SH          DEFINED        2        3850     0        0
MASSEY ENERGY COMPANY            COMMON    576206106        26       750     SH          DEFINED       25           0     0      750
MATTEL INC                       COMMON    577081102    117488   6028130     SH          DEFINED        1     6028130     0        0
MATTEL INC                       COMMON    577081102       777     39850     SH          DEFINED     1,3        39850     0        0
MATTEL INC                       COMMON    577081102     23589   1210311     SH          DEFINED       16     1176697     0    33614
MATTEL INC                       COMMON    577081102       698     35798     SH          DEFINED   16,15        35798     0        0
MATTEL INC                       COMMON    577081102      6489    332950     SH          DEFINED        2      332950     0        0
MATTEL INC                       COMMON    577081102        47      2400     SH          DEFINED    2,23         2400     0        0
MATTEL INC                       COMMON    577081102       417     21414     SH          DEFINED       25           0     0    21414
MATTEL INC                       COMMON    577081102     42430   2176999     SH          DEFINED        4     2176999     0        0
MATTEL INC                       COMMON    577081102       835     42865     SH          DEFINED    5,16            0     0    42865
MATTEL INC                       COMMON    577081102       341     17500     SH          DEFINED     5,2        17500     0        0
MATTEL INC                       COMMON    577081102       566     29036     SH          DEFINED        7       29036     0        0
MATTEL INC                       COMMON    577081102       295     15153     SH          DEFINED        9       15153     0        0
MAXIM INTEGRATED PRODUCTS        COMMON    57772K101     53890   1271300     SH          DEFINED        1     1271300     0        0
MAXIM INTEGRATED PRODUCTS        COMMON    57772K101     34208    806985     SH          DEFINED     1,2       806985     0        0
MAXIM INTEGRATED PRODUCTS        COMMON    57772K101      1412     33300     SH          DEFINED     1,3        33300     0        0
MAXIM INTEGRATED PRODUCTS        COMMON    57772K101       950     22410     SH          DEFINED   10,16        22410     0        0
MAXIM INTEGRATED PRODUCTS        COMMON    57772K101      1026     24200     SH          DEFINED    10,2        24200     0        0
MAXIM INTEGRATED PRODUCTS        COMMON    57772K101     91412   2156447     SH          DEFINED       16     1551255   130   605062
MAXIM INTEGRATED PRODUCTS        COMMON    57772K101       627     14800     SH          DEFINED   16,23        14800     0        0
MAXIM INTEGRATED PRODUCTS        COMMON    57772K101       148      3500     SH          DEFINED    16,9         3500     0        0
MAXIM INTEGRATED PRODUCTS        COMMON    57772K101        22       517     SH          DEFINED    17,9          517     0        0
MAXIM INTEGRATED PRODUCTS        COMMON    57772K101      8692    205040     SH          DEFINED        2      205040     0        0
MAXIM INTEGRATED PRODUCTS        COMMON    57772K101      1441     34000     SH          DEFINED       21       34000     0        0
MAXIM INTEGRATED PRODUCTS        COMMON    57772K101       100      2360     SH          DEFINED       24        2360     0        0



                                                                                           
MAXIM INTEGRATED PRODUCTS        COMMON    57772K101      2064     48689     SH          DEFINED       25       18489     0    30200
MAXIM INTEGRATED PRODUCTS        COMMON    57772K101        42      1000     SH          DEFINED        4        1000     0        0
MAXIM INTEGRATED PRODUCTS        COMMON    57772K101       975     22990     SH          DEFINED    5,16        22990     0        0
MAXIM INTEGRATED PRODUCTS        COMMON    57772K101      1778     41955     SH          DEFINED        6       41955     0        0
MAXIM INTEGRATED PRODUCTS        COMMON    57772K101     35015    826020     SH          DEFINED        7      826020     0        0
MAXIM INTEGRATED PRODUCTS        COMMON    57772K101       165      3900     SH          DEFINED        8        3900     0        0
MAXIM INTEGRATED PRODUCTS        COMMON    57772K101       694     16369     SH          DEFINED        9       16369     0        0
MAXYGEN INC                      COMMON    577776107         6       500     SH          DEFINED       25           0     0      500
MAY DEPARTMENT STORES CO         COMMON    577778103     23813    809980     SH          DEFINED        1      806600     0     3380
MAY DEPARTMENT STORES CO         COMMON    577778103        31      1055     SH          DEFINED    12,9         1055     0        0
MAY DEPARTMENT STORES CO         COMMON    577778103      3935    133857     SH          DEFINED       16      129257     0     4600
MAY DEPARTMENT STORES CO         COMMON    577778103       491     16700     SH          DEFINED    16,9        16700     0        0
MAY DEPARTMENT STORES CO         COMMON    577778103        27       921     SH          DEFINED       24         921     0        0
MAY DEPARTMENT STORES CO         COMMON    577778103       355     12081     SH          DEFINED       25           0     0    12081
MAY DEPARTMENT STORES CO         COMMON    577778103        17       565     SH          DEFINED        6         565     0        0
MAY DEPARTMENT STORES CO         COMMON    577778103       272      9260     SH          DEFINED        7        9260     0        0
MAY DEPARTMENT STORES CO         COMMON    577778103       335     11382     SH          DEFINED        9       11382     0        0
MAVERICK TUBE CORP               COMMON    577914104       227      7500     SH          DEFINED        2        7500     0        0
MAVERICK TUBE CORP               COMMON    577914104        39      1300     SH          DEFINED        7        1300     0        0
MAYTAG CORP                      COMMON    578592107       159      7526     SH          DEFINED       16        7526     0        0
MBT FINANCIAL CORP               COMMON    578877102       582     25000     SH          DEFINED       16       14800     0    10200
MBT FINANCIAL CORP               COMMON    578877102        14       600     SH          DEFINED   16,15          600     0        0
MBT FINANCIAL CORP               COMMON    578877102       233     10000     SH          DEFINED    5,16        10000     0        0
MCAFEE INC                       COMMON    579064106     57687   1994020     SH          DEFINED        1     1994020     0        0
MCAFEE INC                       COMMON    579064106     54967   1900000     SH          DEFINED     1,2      1900000     0        0
MCAFEE INC                       COMMON    579064106        64      2200     SH          DEFINED   10,16         2200     0        0
MCAFEE INC                       COMMON    579064106      1079     37300     SH          DEFINED       16       37300     0        0
MCAFEE INC                       COMMON    579064106      7137    246700     SH          DEFINED        2      246700     0        0
MCAFEE INC                       COMMON    579064106        32      1097     SH          DEFINED        4        1097     0        0
MCAFEE INC                       COMMON    579064106         3       100     SH          DEFINED        7         100     0        0
MCCLATCHY COMPANY CL A           COMMON    579489105     12265    170796     SH          DEFINED        1      170796     0        0
MCCLATCHY COMPANY CL A           COMMON    579489105        31       430     SH          DEFINED       16         430     0        0
MCCLATCHY COMPANY CL A           COMMON    579489105      1612     22450     SH          DEFINED   16,15        22450     0        0
MCCLATCHY COMPANY CL A           COMMON    579489105        13       187     SH          DEFINED       25           0     0      187
MCCLATCHY COMPANY CL A           COMMON    579489105       455      6330     SH          DEFINED        7        6330     0        0
MCCORMICK & CO NON VTG SHRS      COMMON    579780206       502     13006     SH          DEFINED       16       13006     0        0
MCCORMICK & CO NON VTG SHRS      COMMON    579780206       156      4050     SH          DEFINED        7        4050     0        0
MCDATA CORPORATION- CL A         COMMON    580031201         0         2     SH          DEFINED       16           2     0        0
MCDATA CORPORATION- CL A         COMMON    580031201         2       402     SH          DEFINED       25           7     0      395
MCDATA CORPORATION- CL A         COMMON    580031201         0         7     SH          DEFINED        4           7     0        0
MCDATA CORPORATION- CL A         COMMON    580031201         2       382     SH          DEFINED        7         382     0        0
MCDONALD'S CORPORATION           COMMON    580135101    125853   3925555     SH          DEFINED        1     3921630     0     3925
MCDONALD'S CORPORATION           COMMON    580135101     62517   1950000     SH          DEFINED     1,2      1950000     0        0
MCDONALD'S CORPORATION           COMMON    580135101       474     14800     SH          DEFINED       10       14800     0        0
MCDONALD'S CORPORATION           COMMON    580135101      9927    309630     SH          DEFINED   10,16       309630     0        0
MCDONALD'S CORPORATION           COMMON    580135101      1722     53700     SH          DEFINED    10,8        53700     0        0
MCDONALD'S CORPORATION           COMMON    580135101        84      2614     SH          DEFINED       12        2614     0        0
MCDONALD'S CORPORATION           COMMON    580135101       750     23408     SH          DEFINED    12,9        23408     0        0
MCDONALD'S CORPORATION           COMMON    580135101    164300   5124774     SH          DEFINED       16     4743974     0   380800
MCDONALD'S CORPORATION           COMMON    580135101      3588    111900     SH          DEFINED   16,15       111900     0        0
MCDONALD'S CORPORATION           COMMON    580135101      7483    233400     SH          DEFINED    16,9       233400     0        0
MCDONALD'S CORPORATION           COMMON    580135101        35      1103     SH          DEFINED    17,9         1103     0        0
MCDONALD'S CORPORATION           COMMON    580135101     38855   1211950     SH          DEFINED        2     1211950     0        0
MCDONALD'S CORPORATION           COMMON    580135101      5110    159382     SH          DEFINED       24      159382     0        0



                                                                                           
MCDONALD'S CORPORATION           COMMON    580135101      6624    206624     SH          DEFINED       25        1100     0   205524
MCDONALD'S CORPORATION           COMMON    580135101        75      2343     SH          DEFINED        4        2343     0        0
MCDONALD'S CORPORATION           COMMON    580135101      5498    171500     SH          DEFINED    5,16       171500     0        0
MCDONALD'S CORPORATION           COMMON    580135101      1610     50207     SH          DEFINED        7       50207     0        0
MCDONALD'S CORPORATION           COMMON    580135101      3488    108800     SH          DEFINED        8      108800     0        0
MCDONALD'S CORPORATION           COMMON    580135101      6253    195053     SH          DEFINED        9      195053     0        0
MCDONALD'S CORPORATION           COMMON    580135101       206      6412     SH          DEFINED    9,11         6412     0        0
MCDONALD'S CORPORATION           COMMON    580135101       540     16858     SH          DEFINED    9,14        16858     0        0
MCGRAW-HILL COMPANIES INC        COMMON    580645109     13273    144999     SH          DEFINED        1      144999     0        0
MCGRAW-HILL COMPANIES INC        COMMON    580645109        72       790     SH          DEFINED   10,16          790     0        0
MCGRAW-HILL COMPANIES INC        COMMON    580645109        47       515     SH          DEFINED       12         515     0        0
MCGRAW-HILL COMPANIES INC        COMMON    580645109       429      4682     SH          DEFINED    12,9         4682     0        0
MCGRAW-HILL COMPANIES INC        COMMON    580645109      1671     18258     SH          DEFINED       16       18258     0        0
MCGRAW-HILL COMPANIES INC        COMMON    580645109      1154     12610     SH          DEFINED   16,15        12610     0        0
MCGRAW-HILL COMPANIES INC        COMMON    580645109      2609     28500     SH          DEFINED        2       28500     0        0
MCGRAW-HILL COMPANIES INC        COMMON    580645109       194      2124     SH          DEFINED       24        2124     0        0
MCGRAW-HILL COMPANIES INC        COMMON    580645109      1924     21013     SH          DEFINED       25         423     0    20590
MCGRAW-HILL COMPANIES INC        COMMON    580645109        16       180     SH          DEFINED        6         180     0        0
MCGRAW-HILL COMPANIES INC        COMMON    580645109      3966     43330     SH          DEFINED        7       43330     0        0
MCGRAW-HILL COMPANIES INC        COMMON    580645109      2155     23546     SH          DEFINED        9       23546     0        0
MCGRAW-HILL COMPANIES INC        COMMON    580645109       354      3871     SH          DEFINED    9,14         3871     0        0
MCKESSON CORP                    COMMON    58155Q103    278086   8839350     SH          DEFINED        1     8839350     0        0
MCKESSON CORP                    COMMON    58155Q103     11433    363400     SH          DEFINED       10      363400     0        0
MCKESSON CORP                    COMMON    58155Q103       315     10000     SH          DEFINED   10,23        10000     0        0
MCKESSON CORP                    COMMON    58155Q103      3871    123045     SH          DEFINED       16      123045     0        0
MCKESSON CORP                    COMMON    58155Q103       123      3900     SH          DEFINED    16,9         3900     0        0
MCKESSON CORP                    COMMON    58155Q103      3530    112200     SH          DEFINED        2      112200     0        0
MCKESSON CORP                    COMMON    58155Q103       170      5400     SH          DEFINED    2,23         5400     0        0
MCKESSON CORP                    COMMON    58155Q103        31      1000     SH          DEFINED       25           0     0     1000
MCKESSON CORP                    COMMON    58155Q103     18849    599157     SH          DEFINED        4      599157     0        0
MCKESSON CORP                    COMMON    58155Q103       297      9428     SH          DEFINED        9        9428     0        0
MCLEODUSA INC WT                 COMMON    582266110        30    143407     SH          DEFINED        1      143407     0        0
MCLEODUSA INC-CL A               COMMON    582266706         1      1590     SH          DEFINED       25           0     0     1590
MEADWESTVACO CORP                COMMON    583334107       920     27151     SH          DEFINED       16       24951     0     2200
MEADWESTVACO CORP                COMMON    583334107       115      3400     SH          DEFINED    16,9         3400     0        0
MEADWESTVACO CORP                COMMON    583334107         7       200     SH          DEFINED        7         200     0        0
MEADWESTVACO CORP                COMMON    583334107       254      7496     SH          DEFINED        9        7496     0        0
MEASUREMENT SPECIALTIES INC      COMMON    583421102      3618    142100     SH          DEFINED        1      142100     0        0
MECHEL STEEL GROUP OAO ADR       COMMON    583840103      2217     99216     SH          DEFINED       10       99216     0        0
MECHEL STEEL GROUP OAO ADR       COMMON    583840103       241     10784     SH          DEFINED   10,11        10784     0        0
MEDCO HEALTH SOLUTIONS INC       COMMON    58405U102     73678   1771100     SH          DEFINED        1     1771100     0        0
MEDCO HEALTH SOLUTIONS INC       COMMON    58405U102       595     14300     SH          DEFINED     1,3        14300     0        0
MEDCO HEALTH SOLUTIONS INC       COMMON    58405U102      1378     33118     SH          DEFINED       16       33018     0      101
MEDCO HEALTH SOLUTIONS INC       COMMON    58405U102       370      8900     SH          DEFINED    16,9         8900     0        0
MEDCO HEALTH SOLUTIONS INC       COMMON    58405U102      7812    187800     SH          DEFINED        2      187800     0        0
MEDCO HEALTH SOLUTIONS INC       COMMON    58405U102      1969     47343     SH          DEFINED       25       12564     0    34779
MEDCO HEALTH SOLUTIONS INC       COMMON    58405U102         0         0     SH          DEFINED        3           0     0        0
MEDCO HEALTH SOLUTIONS INC       COMMON    58405U102       258      6200     SH          DEFINED     5,2         6200     0        0
MEDCO HEALTH SOLUTIONS INC       COMMON    58405U102         1        19     SH          DEFINED        6          19     0        0
MEDCO HEALTH SOLUTIONS INC       COMMON    58405U102      1198     28801     SH          DEFINED        7       28801     0        0
MEDCO HEALTH SOLUTIONS INC       COMMON    58405U102       382      9181     SH          DEFINED        9        9181     0        0
MEDIA GENERAL INC CL A           COMMON    584404107         6       100     SH          DEFINED       16         100     0        0
MEDIA GENERAL INC CL A           COMMON    584404107        26       400     SH          DEFINED        7         400     0        0
MEDIACOM COMMUNICATIONS CO       COMMON    58446K105         7      1060     SH          DEFINED        4        1060     0        0



                                                                                           
MEDICINES COMPANY                COMMON    584688105      3658    127000     SH          DEFINED        1      127000     0        0
MEDICINES COMPANY                COMMON    584688105      9118    316600     SH          DEFINED        3      316600     0        0
MEDICIS PHARMACEUTICAL CORP      COMMON    584690309     29520    840800     SH          DEFINED        1      840800     0        0
MEDICIS PHARMACEUTICAL CORP      COMMON    584690309     46819   1333500     SH          DEFINED     1,2      1333500     0        0
MEDICIS PHARMACEUTICAL CORP      COMMON    584690309       298      8500     SH          DEFINED       10        8500     0        0
MEDICIS PHARMACEUTICAL CORP      COMMON    584690309       667     19000     SH          DEFINED    12,2        19000     0        0
MEDICIS PHARMACEUTICAL CORP      COMMON    584690309     25265    719600     SH          DEFINED       16      668800     0    50800
MEDICIS PHARMACEUTICAL CORP      COMMON    584690309      2317     66000     SH          DEFINED   16,23        66000     0        0
MEDICIS PHARMACEUTICAL CORP      COMMON    584690309       456     13000     SH          DEFINED    16,9        13000     0        0
MEDICIS PHARMACEUTICAL CORP      COMMON    584690309      8856    252250     SH          DEFINED        2      252250     0        0
MEDICIS PHARMACEUTICAL CORP      COMMON    584690309        18       500     SH          DEFINED       25           0     0      500
MEDICIS PHARMACEUTICAL CORP      COMMON    584690309       126      3600     SH          DEFINED    5,16         3600     0        0
MEDIMMUNE INC                    COMMON    584699102      1084     40000     SH          DEFINED    12,2        40000     0        0
MEDIMMUNE INC                    COMMON    584699102       641     23659     SH          DEFINED       16       23659     0        0
MEDIMMUNE INC                    COMMON    584699102        30      1100     SH          DEFINED       24        1100     0        0
MEDIMMUNE INC                    COMMON    584699102        20       750     SH          DEFINED       25           0     0      750
MEDIMMUNE INC                    COMMON    584699102      3389    125000     SH          DEFINED        3      125000     0        0
MEDIMMUNE INC                    COMMON    584699102       275     10127     SH          DEFINED        7       10127     0        0
MEDIMMUNE INC                    COMMON    584699102       227      8370     SH          DEFINED        9        8370     0        0
MEDTRONIC INC                    COMMON    585055106    104722   2108350     SH          DEFINED        1     2108350     0        0
MEDTRONIC INC                    COMMON    585055106     40516    815700     SH          DEFINED     1,2       815700     0        0
MEDTRONIC INC                    COMMON    585055106      1308     26330     SH          DEFINED   10,16        26330     0        0
MEDTRONIC INC                    COMMON    585055106    141206   2842875     SH          DEFINED       16     1971829   150   870896
MEDTRONIC INC                    COMMON    585055106     10402    209430     SH          DEFINED   16,23       209430     0        0
MEDTRONIC INC                    COMMON    585055106      2543     51200     SH          DEFINED    16,9        51200     0        0
MEDTRONIC INC                    COMMON    585055106        32       641     SH          DEFINED    17,9          641     0        0
MEDTRONIC INC                    COMMON    585055106     33102    666440     SH          DEFINED        2      666440     0        0
MEDTRONIC INC                    COMMON    585055106       715     14400     SH          DEFINED       21       14400     0        0
MEDTRONIC INC                    COMMON    585055106      1309     26363     SH          DEFINED       24       26363     0        0
MEDTRONIC INC                    COMMON    585055106    107567   2165625     SH          DEFINED       25      453798     0  1711827
MEDTRONIC INC                    COMMON    585055106     14449    290900     SH          DEFINED        3      290900     0        0
MEDTRONIC INC                    COMMON    585055106      1104     22230     SH          DEFINED    5,16        22230     0        0
MEDTRONIC INC                    COMMON    585055106      2975     59901     SH          DEFINED        6       59901     0        0
MEDTRONIC INC                    COMMON    585055106     34838    701391     SH          DEFINED        7      701391     0        0
MEDTRONIC INC                    COMMON    585055106      1974     39741     SH          DEFINED        9       39741     0        0
MEDTRONIC INC CVT (MDT) 1.25 0   CONVERT   585055AB2     19062  18850000     SH          DEFINED       16     2875000     0 15975000
MELLON FINANCIAL CORP            COMMON    58551A108        12       380     SH          DEFINED        1         380     0        0
MELLON FINANCIAL CORP            COMMON    58551A108      1253     40282     SH          DEFINED       16       40282     0        0
MELLON FINANCIAL CORP            COMMON    58551A108       390     12540     SH          DEFINED       25        1640     0    10900
MELLON FINANCIAL CORP            COMMON    58551A108     82550   2653500     SH          DEFINED        3     2653500     0        0
MELLON FINANCIAL CORP            COMMON    58551A108       903     29017     SH          DEFINED        7       29017     0        0
MELLON FINANCIAL CORP            COMMON    58551A108       448     14408     SH          DEFINED        9       14408     0        0
MENS WEARHOUSE INC               COMMON    587118100     10013    313300     SH          DEFINED        1      313300     0        0
MENS WEARHOUSE INC               COMMON    587118100      2819     88200     SH          DEFINED     1,3        88200     0        0
MENS WEARHOUSE INC               COMMON    587118100      7009    219300     SH          DEFINED       16      123200     0    96100
MENS WEARHOUSE INC               COMMON    587118100       166      5200     SH          DEFINED   16,15         5200     0        0
MENS WEARHOUSE INC               COMMON    587118100       764     23900     SH          DEFINED        2       23900     0        0
MENS WEARHOUSE INC               COMMON    587118100         7       206     SH          DEFINED        4         206     0        0
MENS WEARHOUSE INC               COMMON    587118100      1819     56900     SH          DEFINED    5,16        56900     0        0
MENS WEARHOUSE INC               COMMON    587118100       134      4200     SH          DEFINED        7        4200     0        0
MENTOR CORP                      COMMON    587188103     14751    437200     SH          DEFINED        1      437200     0        0
MENTOR CORP                      COMMON    587188103        94      2800     SH          DEFINED       10        2800     0        0
MENTOR CORP                      COMMON    587188103     11303    335000     SH          DEFINED       16      253000     0    82000
MENTOR CORP                      COMMON    587188103       125      3700     SH          DEFINED   16,15         3700     0        0



                                                                                           
MENTOR CORP                      COMMON    587188103       287      8500     SH          DEFINED    16,9         8500     0        0
MENTOR CORP                      COMMON    587188103      5530    163900     SH          DEFINED        2      163900     0        0
MENTOR CORP                      COMMON    587188103      1781     52800     SH          DEFINED    5,16        52800     0        0
MENTOR CORP                      COMMON    587188103        34      1000     SH          DEFINED        7        1000     0        0
MENTOR GRAPHICS CORP             COMMON    587200106        41      2650     SH          DEFINED        7        2650     0        0
MERCANTILE BANKSHARES CORP       COMMON    587405101        31       600     SH          DEFINED        6         600     0        0
MERCANTILE BANKSHARES CORP       COMMON    587405101       814     15600     SH          DEFINED        7       15600     0        0
MERCK & CO INC                   COMMON    589331107    152078   4731750     SH          DEFINED        1     4728430     0     3320
MERCK & CO INC                   COMMON    589331107     77779   2420000     SH          DEFINED     1,2      2420000     0        0
MERCK & CO INC                   COMMON    589331107     10224    318100     SH          DEFINED       10      318100     0        0
MERCK & CO INC                   COMMON    589331107      5719    177925     SH          DEFINED   10,16       177925     0        0
MERCK & CO INC                   COMMON    589331107       669     20800     SH          DEFINED    10,8        20800     0        0
MERCK & CO INC                   COMMON    589331107        21       668     SH          DEFINED       12         668     0        0
MERCK & CO INC                   COMMON    589331107       176      5465     SH          DEFINED    12,9         5465     0        0
MERCK & CO INC                   COMMON    589331107       839     26110     SH          DEFINED       13       26110     0        0
MERCK & CO INC                   COMMON    589331107    102099   3176693     SH          DEFINED       16     2617829     0   558864
MERCK & CO INC                   COMMON    589331107      1395     43400     SH          DEFINED   16,15        43400     0        0
MERCK & CO INC                   COMMON    589331107      4921    153100     SH          DEFINED    16,9       153100     0        0
MERCK & CO INC                   COMMON    589331107        31       949     SH          DEFINED    17,9          949     0        0
MERCK & CO INC                   COMMON    589331107       871     27100     SH          DEFINED        2       27100     0        0
MERCK & CO INC                   COMMON    589331107       989     30770     SH          DEFINED       24       30770     0        0
MERCK & CO INC                   COMMON    589331107     20516    638335     SH          DEFINED       25      168842     0   469493
MERCK & CO INC                   COMMON    589331107         4       129     SH          DEFINED        4         129     0        0
MERCK & CO INC                   COMMON    589331107      2593     80675     SH          DEFINED    5,16        65400     0    15275
MERCK & CO INC                   COMMON    589331107        52      1632     SH          DEFINED        6        1632     0        0
MERCK & CO INC                   COMMON    589331107      6398    199067     SH          DEFINED        7      199067     0        0
MERCK & CO INC                   COMMON    589331107      4569    142156     SH          DEFINED        9      142156     0        0
MERCK & CO INC                   COMMON    589331107        84      2616     SH          DEFINED    9,11         2616     0        0
MERCK & CO INC                   COMMON    589331107       178      5549     SH          DEFINED    9,14         5549     0        0
MERCURY COMPUTER SYSTEMS INC     COMMON    589378108     14389    484800     SH          DEFINED        1      484800     0        0
MERCURY COMPUTER SYSTEMS INC     COMMON    589378108      3182    107200     SH          DEFINED       16       57900     0    49300
MERCURY COMPUTER SYSTEMS INC     COMMON    589378108        80      2700     SH          DEFINED   16,15         2700     0        0
MERCURY COMPUTER SYSTEMS INC     COMMON    589378108      5399    181900     SH          DEFINED        2      181900     0        0
MERCURY COMPUTER SYSTEMS INC     COMMON    589378108       401     13500     SH          DEFINED    5,16        13500     0        0
MERCURY COMPUTER SYSTEMS INC     COMMON    589378108        17       575     SH          DEFINED        7         575     0        0
MERCURY GENL CORP NEW            COMMON    589400100       779     13000     SH          DEFINED        1       13000     0        0
MERCURY GENL CORP NEW            COMMON    589400100         6       100     SH          DEFINED       16         100     0        0
MERCURY GENL CORP NEW            COMMON    589400100       419      7000     SH          DEFINED    16,9         7000     0        0
MERCURY GENL CORP NEW            COMMON    589400100      1061     17710     SH          DEFINED       24       17710     0        0
MERCURY INTERACTIVE CORP         COMMON    589405109     43555    956200     SH          DEFINED        1      956200     0        0
MERCURY INTERACTIVE CORP         COMMON    589405109     27330    600000     SH          DEFINED     1,2       600000     0        0
MERCURY INTERACTIVE CORP         COMMON    589405109      4671    102539     SH          DEFINED       16       57799     0    44740
MERCURY INTERACTIVE CORP         COMMON    589405109      7590    166620     SH          DEFINED        2      159020     0     7600
MERCURY INTERACTIVE CORP         COMMON    589405109       364      8000     SH          DEFINED       25           0     0     8000
MERCURY INTERACTIVE CORP         COMMON    589405109      8009    175827     SH          DEFINED        7      175827     0        0
MERCURY INTERACTIVE CORP         COMMON    589405109        54      1179     SH          DEFINED        9        1179     0        0
MEREDITH CORP                    COMMON    589433101      2753     50800     SH          DEFINED   10,23        50800     0        0
MEREDITH CORP                    COMMON    589433101      2051     37847     SH          DEFINED       16       36447     0     1400
MEREDITH CORP                    COMMON    589433101       678     12500     SH          DEFINED    16,9        12500     0        0
MEREDITH CORP                    COMMON    589433101        49       900     SH          DEFINED       24         900     0        0
MEREDITH CORP                    COMMON    589433101        40       743     SH          DEFINED       25           0     0      743
MEREDITH CORP                    COMMON    589433101    223976   4132400     SH          DEFINED        3     4132400     0        0
MERISTAR HOSPITALITY CORP REIT   COMMON    58984Y103       664     79500     SH          DEFINED       16       79500     0        0
MERISTAR HOSPITALITY CORP REIT   COMMON    58984Y103        58      6900     SH          DEFINED        7        6900     0        0



                                                                                           
MERIDIAN GOLD INC                COMMON    589975101      1897    100000     SH          DEFINED        1      100000     0        0
MERIDIAN GOLD INC                COMMON    589975101      1707     90000     SH          DEFINED       16       90000     0        0
MERITAGE CORPORATION             COMMON    59001A102       778      6900     SH          DEFINED        1        6900     0        0
MERITAGE CORPORATION             COMMON    59001A102      1860     16500     SH          DEFINED     1,3        16500     0        0
MERITAGE CORPORATION             COMMON    59001A102       699      6200     SH          DEFINED    10,2         6200     0        0
MERITAGE CORPORATION             COMMON    59001A102       473      4200     SH          DEFINED        2        4200     0        0
MERIX CORP                       COMMON    590049102      2074    180000     SH          DEFINED        1      180000     0        0
MERRILL LYNCH & CO               COMMON    590188108    373477   6248565     SH          DEFINED        1     6247170     0     1395
MERRILL LYNCH & CO               COMMON    590188108     25402    425000     SH          DEFINED     1,2       425000     0        0
MERRILL LYNCH & CO               COMMON    590188108      2442     40860     SH          DEFINED   10,16        40860     0        0
MERRILL LYNCH & CO               COMMON    590188108    208100   3481676     SH          DEFINED       16     2544499   260   936917
MERRILL LYNCH & CO               COMMON    590188108      1613     26980     SH          DEFINED   16,23        26980     0        0
MERRILL LYNCH & CO               COMMON    590188108      2415     40400     SH          DEFINED    16,9        40400     0        0
MERRILL LYNCH & CO               COMMON    590188108        32       539     SH          DEFINED    17,9          539     0        0
MERRILL LYNCH & CO               COMMON    590188108     28194    471700     SH          DEFINED        2      471700     0        0
MERRILL LYNCH & CO               COMMON    590188108       176      2950     SH          DEFINED    2,23         2950     0        0
MERRILL LYNCH & CO               COMMON    590188108       359      6011     SH          DEFINED       24        6011     0        0
MERRILL LYNCH & CO               COMMON    590188108     25083    419661     SH          DEFINED       25      107256     0   312405
MERRILL LYNCH & CO               COMMON    590188108      9916    165900     SH          DEFINED        3      165900     0        0
MERRILL LYNCH & CO               COMMON    590188108      2789     46655     SH          DEFINED    5,16        35930     0    10725
MERRILL LYNCH & CO               COMMON    590188108      5082     85033     SH          DEFINED        7       85033     0        0
MERRILL LYNCH & CO               COMMON    590188108      2129     35617     SH          DEFINED        9       35617     0        0
MERRILL LYNCH & CO               COMMON    590188108        43       725     SH          DEFINED    9,11          725     0        0
MERRILL LYNCH & CO CVT(MER) FL   CONVERT   590188W46     40331  39325000     SH          DEFINED       16     5750000     0 33575000
MESA AIR GROUP INC               COMMON    590479101        89     11200     SH          DEFINED        7       11200     0        0
METAL MANAGEMENT INC             COMMON    591097209       331     12300     SH          DEFINED       16        6800     0     5500
METAL MANAGEMENT INC             COMMON    591097209         8       300     SH          DEFINED   16,15          300     0        0
METAL MANAGEMENT INC             COMMON    591097209        40      1500     SH          DEFINED    5,16         1500     0        0
METHANEX CORP                    COMMON    59151K108      1260     69200     SH          DEFINED        1       69200     0        0
METHANEX CORP                    COMMON    59151K108       184     10100     SH          DEFINED        7       10100     0        0
METHODE ELECTRONICS              COMMON    591520200      1028     80000     SH          DEFINED       16       44400     0    35600
METHODE ELECTRONICS              COMMON    591520200        27      2100     SH          DEFINED   16,15         2100     0        0
METHODE ELECTRONICS              COMMON    591520200         6       497     SH          DEFINED       25           0     0      497
METHODE ELECTRONICS              COMMON    591520200       193     15000     SH          DEFINED    5,16        15000     0        0
METHODE ELECTRONICS              COMMON    591520200         8       600     SH          DEFINED        7         600     0        0
METLIFE INC                      COMMON    59156R108      1057     26085     SH          DEFINED        1       23760     0     2325
METLIFE INC                      COMMON    59156R108      6825    168479     SH          DEFINED       16      152679     0    15800
METLIFE INC                      COMMON    59156R108      1313     32400     SH          DEFINED    16,9        32400     0        0
METLIFE INC                      COMMON    59156R108        31       770     SH          DEFINED    17,9          770     0        0
METLIFE INC                      COMMON    59156R108       642     15851     SH          DEFINED       24       15851     0        0
METLIFE INC                      COMMON    59156R108       274      6764     SH          DEFINED        7        6764     0        0
METLIFE INC                      COMMON    59156R108      1033     25493     SH          DEFINED        9       25493     0        0
METRIS COMPANIES INC             COMMON    591598107      2924    229300     SH          DEFINED       16      132400     0    96900
METRIS COMPANIES INC             COMMON    591598107        69      5400     SH          DEFINED   16,15         5400     0        0
METRIS COMPANIES INC             COMMON    591598107       329     25800     SH          DEFINED    5,16        25800     0        0
METRO GOLDWYN MAYER INC          COMMON    591610100      5584    470023     SH          DEFINED        1      470023     0        0
METRO GOLDWYN MAYER INC          COMMON    591610100        14      1155     SH          DEFINED       16        1155     0        0
METRO GOLDWYN MAYER INC          COMMON    591610100       724     60935     SH          DEFINED   16,15        60935     0        0
METTLER TOLEDO INTERNATIONAL     COMMON    592688105     58529   1140700     SH          DEFINED        1     1140700     0        0
METTLER TOLEDO INTERNATIONAL     COMMON    592688105       841     16400     SH          DEFINED     1,3        16400     0        0
METTLER TOLEDO INTERNATIONAL     COMMON    592688105      1535     29912     SH          DEFINED       16       29912     0        0
METTLER TOLEDO INTERNATIONAL     COMMON    592688105       108      2100     SH          DEFINED    16,9         2100     0        0
METTLER TOLEDO INTERNATIONAL     COMMON    592688105      5146    100300     SH          DEFINED        2      100300     0        0
METTLER TOLEDO INTERNATIONAL     COMMON    592688105       539     10500     SH          DEFINED       25       10000     0      500



                                                                                           
METTLER TOLEDO INTERNATIONAL     COMMON    592688105     33163    646328     SH          DEFINED        4      646328     0        0
METTLER TOLEDO INTERNATIONAL     COMMON    592688105       339      6600     SH          DEFINED     5,2         6600     0        0
MICHAELS STORES INC              COMMON    594087108        71      2359     SH          DEFINED    12,9         2359     0        0
MICHAELS STORES INC              COMMON    594087108       917     30600     SH          DEFINED       16       28300     0     2300
MICHAELS STORES INC              COMMON    594087108       216      7200     SH          DEFINED    16,9         7200     0        0
MICHAELS STORES INC              COMMON    594087108        65      2182     SH          DEFINED       24        2182     0        0
MICHAELS STORES INC              COMMON    594087108       171      5712     SH          DEFINED        9        5712     0        0
MICREL INC                       COMMON    594793101        57      5200     SH          DEFINED       10        5200     0        0
MICREL INC                       COMMON    594793101      7632    692600     SH          DEFINED       16      484800     0   207800
MICREL INC                       COMMON    594793101       114     10300     SH          DEFINED   16,15        10300     0        0
MICREL INC                       COMMON    594793101       108      9800     SH          DEFINED    16,9         9800     0        0
MICREL INC                       COMMON    594793101      8430    765000     SH          DEFINED        3      765000     0        0
MICREL INC                       COMMON    594793101       570     51700     SH          DEFINED    5,16        51700     0        0
MICROS SYSTEMS INC               COMMON    594901100     10062    128900     SH          DEFINED        1      128900     0        0
MICROS SYSTEMS INC               COMMON    594901100        31       400     SH          DEFINED       16         400     0        0
MICROSOFT CORP                   COMMON    594918104    446610  16714440     SH          DEFINED        1    16712810     0     1630
MICROSOFT CORP                   COMMON    594918104    270193  10112000     SH          DEFINED     1,2     10112000     0        0
MICROSOFT CORP                   COMMON    594918104     37600   1407200     SH          DEFINED       10     1407200     0        0
MICROSOFT CORP                   COMMON    594918104     18915    707883     SH          DEFINED   10,16       707883     0        0
MICROSOFT CORP                   COMMON    594918104      1953     73100     SH          DEFINED    10,8        73100     0        0
MICROSOFT CORP                   COMMON    594918104       126      4704     SH          DEFINED       12        4704     0        0
MICROSOFT CORP                   COMMON    594918104      1173     43881     SH          DEFINED    12,9        43881     0        0
MICROSOFT CORP                   COMMON    594918104      1799     67311     SH          DEFINED       13       67311     0        0
MICROSOFT CORP                   COMMON    594918104    553394  20710866     SH          DEFINED       16    16172564   810  4537492
MICROSOFT CORP                   COMMON    594918104      4088    153000     SH          DEFINED   16,15       153000     0        0
MICROSOFT CORP                   COMMON    594918104     13454    503510     SH          DEFINED   16,23       503510     0        0
MICROSOFT CORP                   COMMON    594918104     15447    578100     SH          DEFINED    16,9       578100     0        0
MICROSOFT CORP                   COMMON    594918104       116      4360     SH          DEFINED    17,9         4360     0        0
MICROSOFT CORP                   COMMON    594918104     89494   3349330     SH          DEFINED        2     3349330     0        0
MICROSOFT CORP                   COMMON    594918104      3794    142000     SH          DEFINED       21      142000     0        0
MICROSOFT CORP                   COMMON    594918104      4771    178546     SH          DEFINED       24      178546     0        0
MICROSOFT CORP                   COMMON    594918104     90182   3375075     SH          DEFINED       25      885281     0  2489794
MICROSOFT CORP                   COMMON    594918104     14788    553450     SH          DEFINED        3      553450     0        0
MICROSOFT CORP                   COMMON    594918104       113      4220     SH          DEFINED        4        4220     0        0
MICROSOFT CORP                   COMMON    594918104     10406    389435     SH          DEFINED    5,16       342640     0    46795
MICROSOFT CORP                   COMMON    594918104      4225    158134     SH          DEFINED        6      158134     0        0
MICROSOFT CORP                   COMMON    594918104     54681   2046451     SH          DEFINED        7     2046451     0        0
MICROSOFT CORP                   COMMON    594918104       293     10950     SH          DEFINED        8       10950     0        0
MICROSOFT CORP                   COMMON    594918104     14888    557175     SH          DEFINED        9      557175     0        0
MICROSOFT CORP                   COMMON    594918104       232      8701     SH          DEFINED    9,11         8701     0        0
MICROSOFT CORP                   COMMON    594918104       912     34147     SH          DEFINED    9,14        34147     0        0
MICROSTRATEGY INC                COMMON    594972408     15322    254300     SH          DEFINED        1      254300     0        0
MICROSTRATEGY INC                COMMON    594972408      5543     92000     SH          DEFINED        2       92000     0        0
MICROCHIP TECHNOLOGY INC         COMMON    595017104    192068   7223326     SH          DEFINED        1     7223326     0        0
MICROCHIP TECHNOLOGY INC         COMMON    595017104    117173   4406652     SH          DEFINED     1,2      4406652     0        0
MICROCHIP TECHNOLOGY INC         COMMON    595017104       532     20000     SH          DEFINED     1,3        20000     0        0
MICROCHIP TECHNOLOGY INC         COMMON    595017104       399     15000     SH          DEFINED       10       15000     0        0
MICROCHIP TECHNOLOGY INC         COMMON    595017104     32326   1215709     SH          DEFINED       16     1104659     0   111050
MICROCHIP TECHNOLOGY INC         COMMON    595017104      1702     64000     SH          DEFINED   16,23        64000     0        0
MICROCHIP TECHNOLOGY INC         COMMON    595017104       729     27400     SH          DEFINED    16,9        27400     0        0
MICROCHIP TECHNOLOGY INC         COMMON    595017104     37394   1406315     SH          DEFINED        2     1384510     0    21805
MICROCHIP TECHNOLOGY INC         COMMON    595017104        98      3700     SH          DEFINED       24        3700     0        0
MICROCHIP TECHNOLOGY INC         COMMON    595017104     28769   1081947     SH          DEFINED       25      153720     0   928227
MICROCHIP TECHNOLOGY INC         COMMON    595017104     21014    790310     SH          DEFINED        4      790310     0        0



                                                                                           
MICROCHIP TECHNOLOGY INC         COMMON    595017104       170      6400     SH          DEFINED    5,16         6400     0        0
MICROCHIP TECHNOLOGY INC         COMMON    595017104       210      7910     SH          DEFINED     5,2         7910     0        0
MICROCHIP TECHNOLOGY INC         COMMON    595017104      1086     40845     SH          DEFINED        6       40845     0        0
MICROCHIP TECHNOLOGY INC         COMMON    595017104     32755   1231842     SH          DEFINED        7     1231842     0        0
MICROCHIP TECHNOLOGY INC         COMMON    595017104       492     18499     SH          DEFINED        9       18499     0        0
MICROCHIP TECHNOLOGY INC         COMMON    595017104        25       931     SH          DEFINED    9,11          931     0        0
MICROMUSE INC                    COMMON    595094103         1       100     SH          DEFINED       25           0     0      100
MICRON TECHNOLOGY INC            COMMON    595112103      1054     85314     SH          DEFINED       16       85314     0        0
MICRON TECHNOLOGY INC            COMMON    595112103       169     13700     SH          DEFINED    16,9        13700     0        0
MICRON TECHNOLOGY INC            COMMON    595112103       865     70000     SH          DEFINED       21       70000     0        0
MICRON TECHNOLOGY INC            COMMON    595112103        31      2500     SH          DEFINED       25           0     0     2500
MICRON TECHNOLOGY INC            COMMON    595112103       229     18555     SH          DEFINED        9       18555     0        0
MICROSEMI CORP                   COMMON    595137100     17854   1028452     SH          DEFINED        1     1028452     0        0
MICROSEMI CORP                   COMMON    595137100      7408    426700     SH          DEFINED       16      243800     0   182900
MICROSEMI CORP                   COMMON    595137100       174     10000     SH          DEFINED   16,15        10000     0        0
MICROSEMI CORP                   COMMON    595137100      6991    402700     SH          DEFINED        2      402700     0        0
MICROSEMI CORP                   COMMON    595137100      2010    115800     SH          DEFINED    5,16       115800     0        0
MID-AMER APT CMNTYS INC          COMMON    59522J103      8932    216700     SH          DEFINED       16      165400     0    51300
MID-AMER APT CMNTYS INC          COMMON    59522J103       115      2800     SH          DEFINED   16,15         2800     0        0
MID-AMER APT CMNTYS INC          COMMON    59522J103      1467     35600     SH          DEFINED    5,16        35600     0        0
MID-STATE BANCSHARES             COMMON    595440108       478     16700     SH          DEFINED       16       10400     0     6300
MID-STATE BANCSHARES             COMMON    595440108         9       300     SH          DEFINED   16,15          300     0        0
MID-STATE BANCSHARES             COMMON    595440108       178      6200     SH          DEFINED    5,16         6200     0        0
MIDAS GROUP INC                  COMMON    595626102        14       700     SH          DEFINED       16         700     0        0
STANDARD AND POOR'S MIDCAP 400   COMMON    595635103      1549     12805     SH          DEFINED       25        9300     0     3505
STANDARD AND POOR'S MIDCAP 400   COMMON    595635103      2672     22085     SH          DEFINED        7       22085     0        0
MIDDLEBURG FINANCIAL CORP        COMMON    596094102      3002     80000     SH          DEFINED        6       80000     0        0
MIDDLEBY CORP                    COMMON    596278101      1912     37700     SH          DEFINED       16       20000     0    17700
MIDDLEBY CORP                    COMMON    596278101        46       900     SH          DEFINED   16,15          900     0        0
MIDDLEBY CORP                    COMMON    596278101       228      4500     SH          DEFINED    5,16         4500     0        0
MIDWEST BANC HOLDINGS INC        COMMON    598251106       126      5751     SH          DEFINED       25           0     0     5751
MILACRON INC                     COMMON    598709103        75     22174     SH          DEFINED        7       22174     0        0
MILLENNIUM PHARMACEUTICALS       COMMON    599902103      3339    275000     SH          DEFINED        3      275000     0        0
MILLENNIUM PHARMACEUTICALS       COMMON    599902103       117      9661     SH          DEFINED        9        9661     0        0
MILLEA HOLDINGS INC - ADR        COMMON    60032R106      8782    117705     SH          DEFINED       13      109720     0     7985
MILLEA HOLDINGS INC - ADR        COMMON    60032R106     26371    353461     SH          DEFINED       16      342031     0    11430
MILLER (HERMAN) INC              COMMON    600544100       105      3800     SH          DEFINED        1        3800     0        0
MILLER (HERMAN) INC              COMMON    600544100         2        88     SH          DEFINED       16          88     0        0
MILLER (HERMAN) INC              COMMON    600544100      7151    258800     SH          DEFINED        3      258800     0        0
MILLER (HERMAN) INC              COMMON    600544100        13       487     SH          DEFINED        4         487     0        0
MILLER (HERMAN) INC              COMMON    600544100        34      1225     SH          DEFINED        7        1225     0        0
MILLIPORE CORP                   COMMON    601073109      1462     29344     SH          DEFINED       16       27744     0     1600
MILLIPORE CORP                   COMMON    601073109       294      5900     SH          DEFINED    16,9         5900     0        0
MILLIPORE CORP                   COMMON    601073109        25       500     SH          DEFINED       24         500     0        0
MILLIPORE CORP                   COMMON    601073109     12881    258600     SH          DEFINED        3      258600     0        0
MILLIPORE CORP                   COMMON    601073109         1        30     SH          DEFINED        4          30     0        0
MILLIPORE CORP                   COMMON    601073109        98      1975     SH          DEFINED        7        1975     0        0
MILLS CORP                       COMMON    601148109     96621   1515386     SH          DEFINED       16     1033613     0   481773
MILLS CORP                       COMMON    601148109       128      2000     SH          DEFINED       25           0     0     2000
MILLS CORP                       COMMON    601148109      6612    103700     SH          DEFINED    5,16       103700     0        0
MILLS CORP                       COMMON    601148109       121      1905     SH          DEFINED        7        1905     0        0
MINDSPEED TECHNOLOGIES INC       COMMON    602682106        78     28229     SH          DEFINED       25           0     0    28229
MINDSPEED TECHNOLOGIES INC       COMMON    602682106         2       731     SH          DEFINED        4         731     0        0
MINEFINDERS CORP                 COMMON    602900102      3977    587300     SH          DEFINED     1,3       587300     0        0



                                                                                           
MINEFINDERS CORP                 COMMON    602900102        43      6300     SH          DEFINED        2        6300     0        0
MINERALS TECHNOLOGIES INC        COMMON    603158106      5016     75200     SH          DEFINED        1       75200     0        0
MINERALS TECHNOLOGIES INC        COMMON    603158106        75      1125     SH          DEFINED        7        1125     0        0
MISSION WEST PPTYS INC           COMMON    605203108        49      4600     SH          DEFINED       16        4600     0        0
MISSION WEST PPTYS INC           COMMON    605203108       126     11800     SH          DEFINED    5,16        11800     0        0
MITSUBISHI TOKYO FINAN ADR       COMMON    606816106         4       355     SH          DEFINED       25           0     0      355
MOBILE TELESYSTEMS SP ADR        COMMON    607409109      5914     42700     SH          DEFINED        1       42700     0        0
MOBILE TELESYSTEMS SP ADR        COMMON    607409109     11275     81400     SH          DEFINED       10       81400     0        0
MOBILE TELESYSTEMS SP ADR        COMMON    607409109      1524     11000     SH          DEFINED   10,11        11000     0        0
MOBILE TELESYSTEMS SP ADR        COMMON    607409109       332      2400     SH          DEFINED   10,16         2400     0        0
MOBILE TELESYSTEMS SP ADR        COMMON    607409109      1205      8700     SH          DEFINED   10,23         8700     0        0
MOBILE TELESYSTEMS SP ADR        COMMON    607409109       319      2300     SH          DEFINED   13,15         2300     0        0
MOHAWK INDS INC                  COMMON    608190104     94549   1036150     SH          DEFINED        1     1036150     0        0
MOHAWK INDS INC                  COMMON    608190104      1182     12950     SH          DEFINED     1,3        12950     0        0
MOHAWK INDS INC                  COMMON    608190104      2442     26765     SH          DEFINED       16       26765     0        0
MOHAWK INDS INC                  COMMON    608190104      8767     96075     SH          DEFINED        2       96075     0        0
MOHAWK INDS INC                  COMMON    608190104     67369    738287     SH          DEFINED        4      738287     0        0
MOHAWK INDS INC                  COMMON    608190104       520      5700     SH          DEFINED     5,2         5700     0        0
MOHAWK INDS INC                  COMMON    608190104     10955    120059     SH          DEFINED        7      120059     0        0
MOHAWK INDS INC                  COMMON    608190104        19       203     SH          DEFINED        9         203     0        0
MOLDFLOW CORPORATION             COMMON    608507109       222     13973     SH          DEFINED        7        7356     0     6617
MOLECULAR DEVICES CORP           COMMON    60851C107        22      1100     SH          DEFINED        7        1100     0        0
MOLEX INC                        COMMON    608554101     12054    401800     SH          DEFINED        1      401800     0        0
MOLEX INC                        COMMON    608554101       538     17939     SH          DEFINED       16       17939     0        0
MOLEX INC                        COMMON    608554101      1803     60100     SH          DEFINED        2       60100     0        0
MOLEX INC                        COMMON    608554101      3963    132106     SH          DEFINED       25        5910     0   126196
MOLEX INC                        COMMON    608554101        70      2342     SH          DEFINED        7        2342     0        0
MOLEX INC - CL A                 COMMON    608554200      2878    108000     SH          DEFINED   10,23       108000     0        0
MOLEX INC - CL A                 COMMON    608554200      1218     45722     SH          DEFINED       25       16000     0    29722
MOLEX INC - CL A                 COMMON    608554200    281488  10562419     SH          DEFINED        3    10562419     0        0
MOLEX INC - CL A                 COMMON    608554200        13       500     SH          DEFINED        6         500     0        0
MOLEX INC - CL A                 COMMON    608554200       176      6608     SH          DEFINED        7        6608     0        0
MONACO COACH CORP                COMMON    60886R103      3153    153300     SH          DEFINED       16       87500     0    65800
MONACO COACH CORP                COMMON    60886R103        76      3700     SH          DEFINED   16,15         3700     0        0
MONACO COACH CORP                COMMON    60886R103       115      5600     SH          DEFINED       25           0     0     5600
MONACO COACH CORP                COMMON    60886R103       926     45000     SH          DEFINED    5,16        45000     0        0
MONEYGRAM INTERNATIONAL          COMMON    60935Y109     32503   1537500     SH          DEFINED        1     1537500     0        0
MONEYGRAM INTERNATIONAL          COMMON    60935Y109       385     18200     SH          DEFINED     1,3        18200     0        0
MONEYGRAM INTERNATIONAL          COMMON    60935Y109       757     35792     SH          DEFINED       16       35792     0        0
MONEYGRAM INTERNATIONAL          COMMON    60935Y109      2368    112000     SH          DEFINED        2      112000     0        0
MONEYGRAM INTERNATIONAL          COMMON    60935Y109     21540   1018914     SH          DEFINED        4     1018914     0        0
MONEYGRAM INTERNATIONAL          COMMON    60935Y109       154      7300     SH          DEFINED     5,2         7300     0        0
MONEYGRAM INTERNATIONAL          COMMON    60935Y109        36      1700     SH          DEFINED        7        1700     0        0
MONSANTO COMPANY                 COMMON    61166W101      5744    103400     SH          DEFINED        1      103400     0        0
MONSANTO COMPANY                 COMMON    61166W101     38885    700000     SH          DEFINED     1,2       700000     0        0
MONSANTO COMPANY                 COMMON    61166W101      6432    115786     SH          DEFINED       16      107136     0     8650
MONSANTO COMPANY                 COMMON    61166W101      1594     28700     SH          DEFINED    16,9        28700     0        0
MONSANTO COMPANY                 COMMON    61166W101      5916    106500     SH          DEFINED        2      106500     0        0
MONSANTO COMPANY                 COMMON    61166W101       178      3200     SH          DEFINED       24        3200     0        0
MONSANTO COMPANY                 COMMON    61166W101       199      3579     SH          DEFINED       25         571     0     3008
MONSANTO COMPANY                 COMMON    61166W101       570     10253     SH          DEFINED        7       10253     0        0
MONSANTO COMPANY                 COMMON    61166W101       572     10299     SH          DEFINED        9       10299     0        0
MONSTER WORLDWIDE INC            COMMON    611742107      1346     40000     SH          DEFINED        1       40000     0        0
MONSTER WORLDWIDE INC            COMMON    611742107       381     11313     SH          DEFINED       16       11313     0        0



                                                                                           
MONSTER WORLDWIDE INC            COMMON    611742107      1480     44000     SH          DEFINED        2       44000     0        0
MONSTER WORLDWIDE INC            COMMON    611742107        10       300     SH          DEFINED       25           0     0      300
MONTGOMERY STREET INCOME SEC C   COMMON    614115103        11       600     SH          DEFINED       25           0     0      600
MOODYS CORPORATION               COMMON    615369105     55792    642400     SH          DEFINED        1      642400     0        0
MOODYS CORPORATION               COMMON    615369105     19993    230200     SH          DEFINED     1,3       230200     0        0
MOODYS CORPORATION               COMMON    615369105      5741     66100     SH          DEFINED    10,2        66100     0        0
MOODYS CORPORATION               COMMON    615369105     13902    160064     SH          DEFINED       16      144064     0    16000
MOODYS CORPORATION               COMMON    615369105      1824     21000     SH          DEFINED    16,9        21000     0        0
MOODYS CORPORATION               COMMON    615369105      3144     36200     SH          DEFINED        2       31800     0     4400
MOODYS CORPORATION               COMMON    615369105       261      3000     SH          DEFINED       24        3000     0        0
MOODYS CORPORATION               COMMON    615369105       922     10612     SH          DEFINED       25        3120     0     7492
MOODYS CORPORATION               COMMON    615369105     53691    618200     SH          DEFINED        3      618200     0        0
MOODYS CORPORATION               COMMON    615369105      1360     15656     SH          DEFINED        7       15656     0        0
MOODYS CORPORATION               COMMON    615369105      1294     14905     SH          DEFINED        9       14905     0        0
MOODYS CORPORATION               COMMON    615369105        88      1017     SH          DEFINED    9,11         1017     0        0
MORGAN STANLEY                   COMMON    617446448    432387   7787950     SH          DEFINED        1     7787950     0        0
MORGAN STANLEY                   COMMON    617446448     46207    832250     SH          DEFINED     1,2       832250     0        0
MORGAN STANLEY                   COMMON    617446448      5847    105320     SH          DEFINED       10      105320     0        0
MORGAN STANLEY                   COMMON    617446448      5915    106541     SH          DEFINED   10,16       106541     0        0
MORGAN STANLEY                   COMMON    617446448      1166     21008     SH          DEFINED       13       21008     0        0
MORGAN STANLEY                   COMMON    617446448    343591   6188606     SH          DEFINED       16     4586563   366  1601677
MORGAN STANLEY                   COMMON    617446448      2121     38202     SH          DEFINED   16,23        38202     0        0
MORGAN STANLEY                   COMMON    617446448      4775     86000     SH          DEFINED    16,9        86000     0        0
MORGAN STANLEY                   COMMON    617446448        33       586     SH          DEFINED    17,9          586     0        0
MORGAN STANLEY                   COMMON    617446448     24740    445600     SH          DEFINED        2      445600     0        0
MORGAN STANLEY                   COMMON    617446448       189      3400     SH          DEFINED    2,23         3400     0        0
MORGAN STANLEY                   COMMON    617446448       762     13716     SH          DEFINED       24       13716     0        0
MORGAN STANLEY                   COMMON    617446448      1863     33560     SH          DEFINED       25        6353     0    27207
MORGAN STANLEY                   COMMON    617446448     28395    511435     SH          DEFINED        4      511435     0        0
MORGAN STANLEY                   COMMON    617446448      2889     52032     SH          DEFINED    5,16        52032     0        0
MORGAN STANLEY                   COMMON    617446448      1043     18792     SH          DEFINED        7       18792     0        0
MORGAN STANLEY                   COMMON    617446448      3557     64065     SH          DEFINED        9       64065     0        0
MORGAN STANLEY                   COMMON    617446448       102      1839     SH          DEFINED    9,11         1839     0        0
FNM-SLM(MWD)CVT 0.0 10-20-06     CONVERT   617446GB9     27759  22350000     SH          DEFINED       16           0     0 22350000
ORACLE CORP (MWD) CVT 0.0 12-3   CONVERT   617446GV5     19375  18875000     SH          DEFINED       16     2475000     0 16400000
CISCO CORP (MWD) CVT .25% 05-1   CONVERT   617446JG5      9256   9000000     SH          DEFINED       16     2225000     0  6775000
WAL-MART STORES CVT(MWD) 1.5 0   CONVERT   617446MK2        87    100000     SH          DEFINED       25           0     0   100000
MORGAN STANLEY ASIA PACIFIC CF   COMMON    61744U106        26      2000     SH          DEFINED       25           0     0     2000
MORGAN STANLEY CA INSD MUNI CF   COMMON    61745P502         7       500     SH          DEFINED       25           0     0      500
MSDW CALIF QUALITY MUNI SECS C   COMMON    61745P635         1        76     SH          DEFINED       16          76     0        0
MORGAN STANLEY QUAL MUNI INC C   COMMON    61745P734        27      2000     SH          DEFINED       25           0     0     2000
MORGAN STANLEY D WITTER INS CL   COMMON    61745P866        19      1400     SH          DEFINED       25           0     0     1400
HOME DEPOT CVT(MWD) 2.15 10-30   CONVERT   61746SAX7     28547  28250000     SH          DEFINED       16     4250000     0 24000000
MORTGAGEIT HOLDINGS INC          COMMON    61915Q108        18      1000     SH          DEFINED       25           0     0     1000
MOTOROLA INC                     COMMON    620076109    198332  11530910     SH          DEFINED        1    11530910     0        0
MOTOROLA INC                     COMMON    620076109     59751   3473900     SH          DEFINED     1,2      3473900     0        0
MOTOROLA INC                     COMMON    620076109      3154    183400     SH          DEFINED     1,3       183400     0        0
MOTOROLA INC                     COMMON    620076109     11108    645800     SH          DEFINED       10      645800     0        0
MOTOROLA INC                     COMMON    620076109      9796    569550     SH          DEFINED   10,16       569550     0        0
MOTOROLA INC                     COMMON    620076109      1725    100300     SH          DEFINED    10,8       100300     0        0
MOTOROLA INC                     COMMON    620076109       109      6352     SH          DEFINED       12        6352     0        0
MOTOROLA INC                     COMMON    620076109       983     57166     SH          DEFINED    12,9        57166     0        0
MOTOROLA INC                     COMMON    620076109    125600   7302301     SH          DEFINED       16     6687201     0   615100
MOTOROLA INC                     COMMON    620076109      3593    208900     SH          DEFINED   16,15       208900     0        0



                                                                                           
MOTOROLA INC                     COMMON    620076109      2797    162600     SH          DEFINED   16,23       162600     0        0
MOTOROLA INC                     COMMON    620076109      3660    212800     SH          DEFINED    16,9       212800     0        0
MOTOROLA INC                     COMMON    620076109        29      1681     SH          DEFINED    17,9         1681     0        0
MOTOROLA INC                     COMMON    620076109     18900   1098850     SH          DEFINED        2     1098850     0        0
MOTOROLA INC                     COMMON    620076109        79      4600     SH          DEFINED    2,23         4600     0        0
MOTOROLA INC                     COMMON    620076109      2855    166000     SH          DEFINED       21      166000     0        0
MOTOROLA INC                     COMMON    620076109      2759    160428     SH          DEFINED       24      160428     0        0
MOTOROLA INC                     COMMON    620076109      3597    209137     SH          DEFINED       25       24950     0   184187
MOTOROLA INC                     COMMON    620076109      9247    537588     SH          DEFINED        4      537588     0        0
MOTOROLA INC                     COMMON    620076109      5304    308400     SH          DEFINED    5,16       308400     0        0
MOTOROLA INC                     COMMON    620076109       548     31870     SH          DEFINED        7       31870     0        0
MOTOROLA INC                     COMMON    620076109       318     18500     SH          DEFINED        8       18500     0        0
MOTOROLA INC                     COMMON    620076109      5992    348363     SH          DEFINED        9      348363     0        0
MOTOROLA INC                     COMMON    620076109        97      5611     SH          DEFINED    9,11         5611     0        0
MOTOROLA INC                     COMMON    620076109       705     40964     SH          DEFINED    9,14        40964     0        0
MOVADO GROUP                     COMMON    624580106        26      1400     SH          DEFINED       16        1400     0        0
MOVADO GROUP                     COMMON    624580106        63      3400     SH          DEFINED    5,16         3400     0        0
MOVADO GROUP                     COMMON    624580106        43      2300     SH          DEFINED        7        2300     0        0
MULTIMEDIA GAMES INC             COMMON    625453105      5183    328900     SH          DEFINED        1      328900     0        0
MUNIHOLDINGS NJ INS FUND CF      COMMON    625936109        15       967     SH          DEFINED       25           0     0      967
MUNICIPAL ADVANTAGE FUND INC C   COMMON    626189104         7       500     SH          DEFINED       25         500     0        0
MUNICIPAL MORTGAGE & EQUITY      COMMON    62624B101        12       440     SH          DEFINED        7         440     0        0
MUNIVEST FUND INC CF             COMMON    626295109       164     17301     SH          DEFINED       25           0     0    17301
MUNIYIELD FLORIDA FUND CF        COMMON    626297105         5       333     SH          DEFINED       25           0     0      333
MUNIYIELD FUND CLOSED END        COMMON    626299101         3       200     SH          DEFINED       25           0     0      200
MUNIYIELD CALIF INSD FUND        COMMON    62629L104         1        53     SH          DEFINED       16          53     0        0
MUNIYIELD QUALITY FUND II CF     COMMON    62630T104         0        28     SH          DEFINED       25           0     0       28
MURPHY OIL CORP                  COMMON    626717102    161365   2005775     SH          DEFINED        1     2005775     0        0
MURPHY OIL CORP                  COMMON    626717102     28857    358700     SH          DEFINED     1,2       358700     0        0
MURPHY OIL CORP                  COMMON    626717102       511      6350     SH          DEFINED     1,3         6350     0        0
MURPHY OIL CORP                  COMMON    626717102       426      5300     SH          DEFINED       16           0     0     5300
MURPHY OIL CORP                  COMMON    626717102      2599     32300     SH          DEFINED   16,15        32300     0        0
MURPHY OIL CORP                  COMMON    626717102      7006     87090     SH          DEFINED        2       80290     0     6800
MURPHY OIL CORP                  COMMON    626717102       223      2775     SH          DEFINED     5,2         2775     0        0
MYERS INDUSTRIES INC             COMMON    628464109        54      4250     SH          DEFINED        7        4250     0        0
MYLAN LABORATORIES               COMMON    628530107         1        80     SH          DEFINED        1          80     0        0
MYLAN LABORATORIES               COMMON    628530107      1677     94880     SH          DEFINED       16       88780     0     6100
MYLAN LABORATORIES               COMMON    628530107       242     13700     SH          DEFINED    16,9        13700     0        0
MYLAN LABORATORIES               COMMON    628530107        20      1125     SH          DEFINED       25        1125     0        0
MYLAN LABORATORIES               COMMON    628530107        60      3375     SH          DEFINED        7        3375     0        0
NBC CAPITAL CORP                 COMMON    628729105       478     18000     SH          DEFINED       16       10600     0     7400
NBC CAPITAL CORP                 COMMON    628729105        11       400     SH          DEFINED   16,15          400     0        0
NBC CAPITAL CORP                 COMMON    628729105       174      6549     SH          DEFINED       25           0     0     6549
NBC CAPITAL CORP                 COMMON    628729105       136      5100     SH          DEFINED    5,16         5100     0        0
N B T BANCORP INC                COMMON    628778102        46      1800     SH          DEFINED       16        1800     0        0
N B T BANCORP INC                COMMON    628778102       118      4600     SH          DEFINED    5,16         4600     0        0
NBTY INC                         COMMON    628782104      4190    174500     SH          DEFINED        1      174500     0        0
NBTY INC                         COMMON    628782104        66      2755     SH          DEFINED       16        2755     0        0
NBTY INC                         COMMON    628782104       559     23300     SH          DEFINED   16,15        23300     0        0
NBTY INC                         COMMON    628782104        64      2650     SH          DEFINED        7        2650     0        0
NCI BUILDING SYS INC             COMMON    628852105      2798     74600     SH          DEFINED        1       74600     0        0
NCI BUILDING SYS INC             COMMON    628852105        41      1100     SH          DEFINED       16        1100     0        0
NCO GROUP INC                    COMMON    628858102      6106    236200     SH          DEFINED        1      236200     0        0
NCO GROUP INC                    COMMON    628858102        54      2075     SH          DEFINED        7        2075     0        0



                                                                                           
NCR CORPORATION                  COMMON    62886E108      5616     81120     SH          DEFINED        1       81120     0        0
NCR CORPORATION                  COMMON    62886E108      7165    103500     SH          DEFINED     1,3       103500     0        0
NCR CORPORATION                  COMMON    62886E108      4072     58820     SH          DEFINED   10,16        58820     0        0
NCR CORPORATION                  COMMON    62886E108       713     10300     SH          DEFINED    10,8        10300     0        0
NCR CORPORATION                  COMMON    62886E108     39396    569057     SH          DEFINED       16      519057     0    50000
NCR CORPORATION                  COMMON    62886E108      1482     21400     SH          DEFINED   16,15        21400     0        0
NCR CORPORATION                  COMMON    62886E108       706     10200     SH          DEFINED    16,9        10200     0        0
NCR CORPORATION                  COMMON    62886E108      1343     19400     SH          DEFINED        2       19400     0        0
NCR CORPORATION                  COMMON    62886E108       257      3710     SH          DEFINED       24        3710     0        0
NCR CORPORATION                  COMMON    62886E108        32       456     SH          DEFINED       25           0     0      456
NCR CORPORATION                  COMMON    62886E108      2195     31700     SH          DEFINED    5,16        31700     0        0
NCR CORPORATION                  COMMON    62886E108         6        85     SH          DEFINED        7          85     0        0
NCR CORPORATION                  COMMON    62886E108       370      5338     SH          DEFINED        9        5338     0        0
NCR CORPORATION                  COMMON    62886E108        31       441     SH          DEFINED    9,11          441     0        0
NDS GROUP PLC ADR                COMMON    628891103      5323    156200     SH          DEFINED        1      156200     0        0
NS GROUP INC                     COMMON    628916108        60      2150     SH          DEFINED        7        2150     0        0
NII HOLDINGS INC                 COMMON    62913F201     24683    520200     SH          DEFINED        1      520200     0        0
NII HOLDINGS INC                 COMMON    62913F201       394      8300     SH          DEFINED       16        8300     0        0
NII HOLDINGS INC                 COMMON    62913F201      3180     67010     SH          DEFINED   16,23        67010     0        0
NII HOLDINGS INC                 COMMON    62913F201      2240     47200     SH          DEFINED        2       47200     0        0
NII HOLDINGS INC                 COMMON    62913F201       114      2400     SH          DEFINED        7        2400     0        0
NL INDUSTRIES                    COMMON    629156407        31      1400     SH          DEFINED       16        1400     0        0
NL INDUSTRIES                    COMMON    629156407        20       907     SH          DEFINED       25         907     0        0
NL INDUSTRIES                    COMMON    629156407        82      3700     SH          DEFINED    5,16         3700     0        0
NTL INC                          COMMON    62940M104      4876     66830     SH          DEFINED        1       66830     0        0
NTL INC                          COMMON    62940M104        10       140     SH          DEFINED       16         140     0        0
NTL INC                          COMMON    62940M104       637      8726     SH          DEFINED   16,15         8726     0        0
NTL INC                          COMMON    62940M104        24       325     SH          DEFINED        9         325     0        0
NTL INCORPORATED WT              COMMON    62940M138         0         6     SH          DEFINED       25           0     0        6
NUCO2 INC                        COMMON    629428103        24      1100     SH          DEFINED       16         500     0      600
NUCO2 INC                        COMMON    629428103        56      2546     SH          DEFINED        7        2546     0        0
NVR INC                          COMMON    62944T105        77       100     SH          DEFINED       10         100     0        0
NVR INC                          COMMON    62944T105       616       800     SH          DEFINED   10,16          800     0        0
NVR INC                          COMMON    62944T105        77       100     SH          DEFINED    10,8          100     0        0
NVR INC                          COMMON    62944T105     18927     24600     SH          DEFINED       16       21500     0     3100
NVR INC                          COMMON    62944T105       231       300     SH          DEFINED   16,15          300     0        0
NVR INC                          COMMON    62944T105       769      1000     SH          DEFINED    16,9         1000     0        0
NVR INC                          COMMON    62944T105        77       100     SH          DEFINED       24         100     0        0
NVR INC                          COMMON    62944T105       385       500     SH          DEFINED    5,16          500     0        0
NVR INC                          COMMON    62944T105       951      1236     SH          DEFINED        9        1236     0        0
NVR INC                          COMMON    62944T105        83       108     SH          DEFINED    9,11          108     0        0
NABORS INDUSTRIES CVT(NBR) 0.0   CONVERT   629568AK2         2      2000     SH          DEFINED       16        2000     0        0
NALCO HOLDING CO                 COMMON    62985Q101     56836   2911700     SH          DEFINED        1     2911700     0        0
NALCO HOLDING CO                 COMMON    62985Q101       347     17800     SH          DEFINED       16           0     0    17800
NALCO HOLDING CO                 COMMON    62985Q101      5735    293800     SH          DEFINED        2      271900     0    21900
NALCO HOLDING CO                 COMMON    62985Q101     14841    760281     SH          DEFINED        7      760281     0        0
NASDAQ 100 TR ETF                COMMON    631100104        10       254     SH          DEFINED       16         254     0        0
NASDAQ 100 TR ETF                COMMON    631100104      2910     72909     SH          DEFINED       25       50273     0    22636
NASDAQ 100 TR ETF                COMMON    631100104      1051     26320     SH          DEFINED        7       26320     0        0
NASH FINCH CO                    COMMON    631158102       785     20800     SH          DEFINED        1       20800     0        0
NASH FINCH CO                    COMMON    631158102      1586     42000     SH          DEFINED       16       23700     0    18300
NASH FINCH CO                    COMMON    631158102        38      1000     SH          DEFINED   16,15         1000     0        0
NASH FINCH CO                    COMMON    631158102       453     12000     SH          DEFINED    5,16        12000     0        0
NASH FINCH CO                    COMMON    631158102        53      1400     SH          DEFINED        7        1400     0        0



                                                                                           
NATIONAL AUSTRALIA BANK ADR      COMMON    632525408       600      5350     SH          DEFINED   10,16         5350     0        0
NATIONAL AUSTRALIA BANK ADR      COMMON    632525408     33546    299300     SH          DEFINED       13      290200     0     9100
NATIONAL AUSTRALIA BANK ADR      COMMON    632525408     40570    361976     SH          DEFINED       16      349940     0    12036
NATIONAL BK GREECE SA ADR        COMMON    633643408         5       800     SH          DEFINED       13           0     0      800
NATIONAL CITY CORP               COMMON    635405103        99      2645     SH          DEFINED        1         280     0     2365
NATIONAL CITY CORP               COMMON    635405103     28793    766778     SH          DEFINED       16      730778     0    36000
NATIONAL CITY CORP               COMMON    635405103      3165     84300     SH          DEFINED    16,9        84300     0        0
NATIONAL CITY CORP               COMMON    635405103       398     10600     SH          DEFINED       24       10600     0        0
NATIONAL CITY CORP               COMMON    635405103      2055     54734     SH          DEFINED       25           0     0    54734
NATIONAL CITY CORP               COMMON    635405103      2428     64651     SH          DEFINED        7       64651     0        0
NATIONAL CITY CORP               COMMON    635405103      1585     42220     SH          DEFINED        9       42220     0        0
NATIONAL CITY CORP               COMMON    635405103        69      1847     SH          DEFINED    9,11         1847     0        0
NATIONAL FINANCIAL PARTNERS      COMMON    63607P208      6266    161500     SH          DEFINED        1      161500     0        0
NATIONAL FUEL GAS CO NJ          COMMON    636180101       507     17900     SH          DEFINED       16       17900     0        0
NATIONAL FUEL GAS CO NJ          COMMON    636180101       181      6400     SH          DEFINED    16,9         6400     0        0
NATIONAL FUEL GAS CO NJ          COMMON    636180101         6       200     SH          DEFINED       25           0     0      200
NATIONAL FUEL GAS CO NJ          COMMON    636180101        19       664     SH          DEFINED        7         664     0        0
NATIONAL GRID TRANSCO ADR        COMMON    636274102        24       500     SH          DEFINED       25           0     0      500
NATIONAL HEALTH INVESTORS REIT   COMMON    63633D104      3855    132100     SH          DEFINED       16       74600     0    57500
NATIONAL HEALTH INVESTORS REIT   COMMON    63633D104        90      3100     SH          DEFINED   16,15         3100     0        0
NATIONAL HEALTH INVESTORS REIT   COMMON    63633D104      1158     39700     SH          DEFINED    5,16        39700     0        0
NATIONAL INSTRS CORP             COMMON    636518102      6949    255000     SH          DEFINED        3      255000     0        0
NATIONAL INSTRS CORP             COMMON    636518102      1498     54955     SH          DEFINED        7       54955     0        0
NATIONAL OILWELL INC             COMMON    637071101     15881    450000     SH          DEFINED        1      450000     0        0
NATIONAL OILWELL INC             COMMON    637071101       145      4100     SH          DEFINED       16        4100     0        0
NATIONAL OILWELL INC             COMMON    637071101      1680     47600     SH          DEFINED   16,15        47600     0        0
NATIONAL PENN BANCSHARES INC     COMMON    637138108        45      1625     SH          DEFINED       16        1625     0        0
NATIONAL PENN BANCSHARES INC     COMMON    637138108       114      4125     SH          DEFINED    5,16         4125     0        0
NATIONAL SEMICONDUCTOR CORP      COMMON    637640103    180620  10062400     SH          DEFINED        1    10062400     0        0
NATIONAL SEMICONDUCTOR CORP      COMMON    637640103     60509   3371000     SH          DEFINED     1,2      3371000     0        0
NATIONAL SEMICONDUCTOR CORP      COMMON    637640103       628     35000     SH          DEFINED     1,3        35000     0        0
NATIONAL SEMICONDUCTOR CORP      COMMON    637640103      1791     99800     SH          DEFINED       10       99800     0        0
NATIONAL SEMICONDUCTOR CORP      COMMON    637640103       215     12000     SH          DEFINED   10,23        12000     0        0
NATIONAL SEMICONDUCTOR CORP      COMMON    637640103      3025    168550     SH          DEFINED       16      140750     0    27800
NATIONAL SEMICONDUCTOR CORP      COMMON    637640103      1989    110800     SH          DEFINED   16,23       110800     0        0
NATIONAL SEMICONDUCTOR CORP      COMMON    637640103       140      7800     SH          DEFINED    16,9         7800     0        0
NATIONAL SEMICONDUCTOR CORP      COMMON    637640103      6259    348700     SH          DEFINED        2      315000     0    33700
NATIONAL SEMICONDUCTOR CORP      COMMON    637640103       718     40000     SH          DEFINED       21       40000     0        0
NATIONAL SEMICONDUCTOR CORP      COMMON    637640103       743     41370     SH          DEFINED       25         350     0    41020
NATIONAL SEMICONDUCTOR CORP      COMMON    637640103     26337   1467232     SH          DEFINED        4     1467232     0        0
NATIONAL SEMICONDUCTOR CORP      COMMON    637640103       269     15000     SH          DEFINED     5,2        15000     0        0
NATIONAL SEMICONDUCTOR CORP      COMMON    637640103        16       900     SH          DEFINED        7         900     0        0
NATIONAL SEMICONDUCTOR CORP      COMMON    637640103       177      9874     SH          DEFINED        9        9874     0        0
NATIONAL WESTERN LIFE INS - CL   COMMON    638522102        17       100     SH          DEFINED       16         100     0        0
NATIONAL WESTERN LIFE INS - CL   COMMON    638522102        50       300     SH          DEFINED    5,16          300     0        0
NATL WESTMINSTER PFD 8.75        PREFERRED 638539700        36      1400     SH          DEFINED        7        1400     0        0
NATIONWIDE FINANCIAL SERVICES    COMMON    638612101      4735    123845     SH          DEFINED        1      123290     0      555
NATIONWIDE FINANCIAL SERVICES    COMMON    638612101        48      1250     SH          DEFINED       16        1250     0        0
NATIONWIDE FINANCIAL SERVICES    COMMON    638612101        99      2600     SH          DEFINED       25           0     0     2600
NATIONWIDE FINANCIAL SERVICES    COMMON    638612101         3        80     SH          DEFINED        7          80     0        0
NATIONWIDE HEALTH PPTYS INC      COMMON    638620104     40472   1704100     SH          DEFINED       16     1601300     0   102800
NATIONWIDE HEALTH PPTYS INC      COMMON    638620104        52      2200     SH          DEFINED       25           0     0     2200
NATIONWIDE HEALTH PPTYS INC      COMMON    638620104         0         0     SH          DEFINED        4           0     0        0
NATIONWIDE HEALTH PPTYS INC      COMMON    638620104        24      1000     SH          DEFINED        7        1000     0        0



                                                                                           
NAVISTAR INTL CVT(NAV) 4.75 04   CONVERT   638902AM8      1018    980000     SH          DEFINED       25           0     0   980000
NATURES SUNSHINE PRODS INC       COMMON    639027101        57      2800     SH          DEFINED        7        2800     0        0
INDUSTRIE NATUZZI SPA ADR        COMMON    63905A101         0         0     SH          DEFINED        3           0     0        0
NAUTILUS GROUP INC               COMMON    63910B102     14877    615500     SH          DEFINED        1      615500     0        0
NAUTILUS GROUP INC               COMMON    63910B102       918     38000     SH          DEFINED       16       24200     0    13800
NAUTILUS GROUP INC               COMMON    63910B102        15       600     SH          DEFINED   16,15          600     0        0
NAUTILUS GROUP INC               COMMON    63910B102      5578    230800     SH          DEFINED        2      230800     0        0
NAUTILUS GROUP INC               COMMON    63910B102       394     16300     SH          DEFINED    5,16        16300     0        0
NAUTILUS GROUP INC               COMMON    63910B102        68      2825     SH          DEFINED        7        2825     0        0
NAVISTAR INTERNATIONAL           COMMON    63934E108       292      6638     SH          DEFINED       16        6638     0        0
NAVISTAR INTERNATIONAL           COMMON    63934E108       220      5000     SH          DEFINED       25           0     0     5000
NAVIGANT CONSULTING INC          COMMON    63935N107      3575    134400     SH          DEFINED        1      134400     0        0
NAVIGANT INTL INC                COMMON    63935R108        30      2425     SH          DEFINED        7        2425     0        0
NAVTEQ CORP                      COMMON    63936L100     45437    980100     SH          DEFINED        1      980100     0        0
NAVTEQ CORP                      COMMON    63936L100       918     19800     SH          DEFINED       16       15200     0     4600
NAVTEQ CORP                      COMMON    63936L100      1701     36700     SH          DEFINED   16,23        36700     0        0
NAVTEQ CORP                      COMMON    63936L100      4928    106300     SH          DEFINED        2      100200     0     6100
NAVTEQ CORP                      COMMON    63936L100         9       189     SH          DEFINED        4         189     0        0
NEENAH PAPER INC                 COMMON    640079109       983     30148     SH          DEFINED        1       30100     0       48
NEENAH PAPER INC                 COMMON    640079109       507     15545     SH          DEFINED     1,2        15545     0        0
NEENAH PAPER INC                 COMMON    640079109        72      2204     SH          DEFINED   10,16         2204     0        0
NEENAH PAPER INC                 COMMON    640079109        35      1086     SH          DEFINED       13        1086     0        0
NEENAH PAPER INC                 COMMON    640079109       281      8623     SH          DEFINED       16        8389     0      233
NEENAH PAPER INC                 COMMON    640079109        15       475     SH          DEFINED    16,9          475     0        0
NEENAH PAPER INC                 COMMON    640079109         0        11     SH          DEFINED    17,9           11     0        0
NEENAH PAPER INC                 COMMON    640079109         5       157     SH          DEFINED        2         157     0        0
NEENAH PAPER INC                 COMMON    640079109         5       144     SH          DEFINED       24         144     0        0
NEENAH PAPER INC                 COMMON    640079109         5       139     SH          DEFINED       25         139     0        0
NEENAH PAPER INC                 COMMON    640079109         0         1     SH          DEFINED        3           1     0        0
NEENAH PAPER INC                 COMMON    640079109         0         1     SH          DEFINED        4           1     0        0
NEENAH PAPER INC                 COMMON    640079109        20       601     SH          DEFINED        7         601     0        0
NEENAH PAPER INC                 COMMON    640079109        16       502     SH          DEFINED        9         502     0        0
NEIMAN MARCUS GROUP CL B         COMMON    640204301       109      1626     SH          DEFINED       25           0     0     1626
NEIMAN MARCUS GROUP CL B         COMMON    640204301         8       120     SH          DEFINED        7         120     0        0
NEKTAR THERAPEUTICS              COMMON    640268108       275     13600     SH          DEFINED       16       13600     0        0
NEKTAR THERAPEUTICS              COMMON    640268108         8       372     SH          DEFINED        4         372     0        0
NELNET INC- CL A                 COMMON    64031N108      2445     90800     SH          DEFINED       16       62000     0    28800
NELNET INC- CL A                 COMMON    64031N108        43      1600     SH          DEFINED   16,15         1600     0        0
NELNET INC- CL A                 COMMON    64031N108       431     16000     SH          DEFINED    5,16        16000     0        0
THOMAS NELSON INC                COMMON    640376109       411     18200     SH          DEFINED       16       11900     0     6300
THOMAS NELSON INC                COMMON    640376109         7       300     SH          DEFINED   16,15          300     0        0
THOMAS NELSON INC                COMMON    640376109       264     11700     SH          DEFINED    5,16        11700     0        0
NESS TECHNOLOGIES INC            COMMON    64104X108      5723    384600     SH          DEFINED       10      384600     0        0
NESS TECHNOLOGIES INC            COMMON    64104X108      1107     74400     SH          DEFINED   10,23        74400     0        0
NETFLIX.COM INC                  COMMON    64110L106         1       100     SH          DEFINED       25           0     0      100
NETIQ CORP                       COMMON    64115P102        37      3000     SH          DEFINED       25        3000     0        0
NETSCOUT SYSTEMS INC             COMMON    64115T104     47772  10667382     SH          DEFINED        7    10667382     0        0
NETWORK APPLIANCE INC            COMMON    64120L104     27745    835200     SH          DEFINED        1      835200     0        0
NETWORK APPLIANCE INC            COMMON    64120L104      1492     44900     SH          DEFINED     1,3        44900     0        0
NETWORK APPLIANCE INC            COMMON    64120L104       189      5700     SH          DEFINED       10        5700     0        0
NETWORK APPLIANCE INC            COMMON    64120L104        44      1331     SH          DEFINED       12        1331     0        0
NETWORK APPLIANCE INC            COMMON    64120L104       385     11600     SH          DEFINED    12,9        11600     0        0
NETWORK APPLIANCE INC            COMMON    64120L104     15018    452092     SH          DEFINED       16      419892     0    32200
NETWORK APPLIANCE INC            COMMON    64120L104      3146     94700     SH          DEFINED   16,23        94700     0        0



                                                                                           
NETWORK APPLIANCE INC            COMMON    64120L104       661     19900     SH          DEFINED    16,9        19900     0        0
NETWORK APPLIANCE INC            COMMON    64120L104      1858     55943     SH          DEFINED       24       55943     0        0
NETWORK APPLIANCE INC            COMMON    64120L104     21371    643320     SH          DEFINED       25       82775     0   560545
NETWORK APPLIANCE INC            COMMON    64120L104        23       690     SH          DEFINED        4         690     0        0
NETWORK APPLIANCE INC            COMMON    64120L104        83      2500     SH          DEFINED    5,16         2500     0        0
NETWORK APPLIANCE INC            COMMON    64120L104         8       250     SH          DEFINED        6         250     0        0
NETWORK APPLIANCE INC            COMMON    64120L104       125      3750     SH          DEFINED        7        3750     0        0
NETWORK APPLIANCE INC            COMMON    64120L104      2466     74241     SH          DEFINED        9       74241     0        0
NETWORK APPLIANCE INC            COMMON    64120L104       313      9421     SH          DEFINED    9,14         9421     0        0
NEUBERGER BERMAN INTMD MUNI CF   COMMON    64124P101        26      2000     SH          DEFINED       25           0     0     2000
NEUROCRINE BIOSCIENCES INC       COMMON    64125C109     16530    335300     SH          DEFINED        1      335300     0        0
NEUROCRINE BIOSCIENCES INC       COMMON    64125C109      1479     30000     SH          DEFINED        2       30000     0        0
NEUROCRINE BIOSCIENCES INC       COMMON    64125C109       463      9400     SH          DEFINED       25           0     0     9400
NEUBERGER BERMAN REAL EST IN C   COMMON    64126D106        11       533     SH          DEFINED       25           0     0      533
NEUBERGER BERMAN REALTY INC CF   COMMON    64126G109      3612    189600     SH          DEFINED       16      189600     0        0
NEUBERGER BERMAN REALTY INC CF   COMMON    64126G109        10       515     SH          DEFINED       25           0     0      515
NEW CENTURY FINANCIAL CORP       COMMON    6435EV108     63833    998800     SH          DEFINED        1      998800     0        0
NEW CENTURY FINANCIAL CORP       COMMON    6435EV108      2024     31670     SH          DEFINED       16       12670     0    19000
NEW CENTURY FINANCIAL CORP       COMMON    6435EV108        32       500     SH          DEFINED   16,15          500     0        0
NEW CENTURY FINANCIAL CORP       COMMON    6435EV108      4077     63800     SH          DEFINED        2       52200     0    11600
NEW CENTURY FINANCIAL CORP       COMMON    6435EV108       364      5700     SH          DEFINED    5,16         5700     0        0
NEW JERSEY RES                   COMMON    646025106      2457     56700     SH          DEFINED        1       56700     0        0
NEW JERSEY RES                   COMMON    646025106       282      6500     SH          DEFINED       16        6500     0        0
NEW JERSEY RES                   COMMON    646025106       745     17200     SH          DEFINED    5,16        17200     0        0
NEW JERSEY RES                   COMMON    646025106        68      1575     SH          DEFINED        7        1575     0        0
NEW PLAN EXCEL REALTY TRUST      COMMON    648053106     45389   1676100     SH          DEFINED       16     1498200     0   177900
NEW PLAN EXCEL REALTY TRUST      COMMON    648053106        43      1600     SH          DEFINED        7        1600     0        0
NEW YORK COMMUNITY BANCORP       COMMON    649445103     55921   2718568     SH          DEFINED        1     2717413     0     1155
NEW YORK COMMUNITY BANCORP       COMMON    649445103       473     23000     SH          DEFINED     1,3        23000     0        0
NEW YORK COMMUNITY BANCORP       COMMON    649445103       810     39383     SH          DEFINED       16       39383     0        0
NEW YORK COMMUNITY BANCORP       COMMON    649445103      6197    301272     SH          DEFINED        2      301272     0        0
NEW YORK COMMUNITY BANCORP       COMMON    649445103     10194    495596     SH          DEFINED       25       96614     0   398982
NEW YORK COMMUNITY BANCORP       COMMON    649445103     20463    994807     SH          DEFINED        4      994807     0        0
NEW YORK COMMUNITY BANCORP       COMMON    649445103       206     10000     SH          DEFINED     5,2        10000     0        0
NEW YORK COMMUNITY BANCORP       COMMON    649445103       120      5847     SH          DEFINED        9        5847     0        0
NEW YORK TIMES CO                COMMON    650111107     99999   2450950     SH          DEFINED        1     2450950     0        0
NEW YORK TIMES CO                COMMON    650111107     29290    717900     SH          DEFINED     1,2       717900     0        0
NEW YORK TIMES CO                COMMON    650111107       588     14400     SH          DEFINED     1,3        14400     0        0
NEW YORK TIMES CO                COMMON    650111107      1486     36433     SH          DEFINED       16       36433     0        0
NEW YORK TIMES CO                COMMON    650111107      4311    105650     SH          DEFINED        2      105650     0        0
NEW YORK TIMES CO                COMMON    650111107       645     15804     SH          DEFINED       25           0     0    15804
NEW YORK TIMES CO                COMMON    650111107     24602    602981     SH          DEFINED        4      602981     0        0
NEW YORK TIMES CO                COMMON    650111107       253      6200     SH          DEFINED     5,2         6200     0        0
NEW YORK TIMES CO                COMMON    650111107       135      3300     SH          DEFINED        7        3300     0        0
NEW YORK TIMES CO                COMMON    650111107       237      5807     SH          DEFINED        9        5807     0        0
NEWCASTLE INVESTMENT CORP        COMMON    65105M108      8406    264500     SH          DEFINED       16      149700     0   114800
NEWCASTLE INVESTMENT CORP        COMMON    65105M108       197      6200     SH          DEFINED   16,15         6200     0        0
NEWCASTLE INVESTMENT CORP        COMMON    65105M108      2472     77800     SH          DEFINED    5,16        77800     0        0
NEWELL FINANCIAL TRUST I CVT P   CONVERT   651195307        74      1575     SH          DEFINED       25           0     0     1575
NEWELL RUBBERMAID INC            COMMON    651229106       632     26131     SH          DEFINED       16       26131     0        0
NEWELL RUBBERMAID INC            COMMON    651229106      6937    286754     SH          DEFINED       25        1600     0   285154
NEWELL RUBBERMAID INC            COMMON    651229106        40      1642     SH          DEFINED        4        1642     0        0
NEWELL RUBBERMAID INC            COMMON    651229106       495     20450     SH          DEFINED        7       20450     0        0
NEWELL RUBBERMAID INC            COMMON    651229106       258     10673     SH          DEFINED        9       10673     0        0



                                                                                           
NEWFIELD EXPL CO                 COMMON    651290108     54226    918300     SH          DEFINED        1      918300     0        0
NEWFIELD EXPL CO                 COMMON    651290108       514      8700     SH          DEFINED     1,3         8700     0        0
NEWFIELD EXPL CO                 COMMON    651290108      1665     28200     SH          DEFINED   16,15        28200     0        0
NEWFIELD EXPL CO                 COMMON    651290108      3791     64200     SH          DEFINED        2       64200     0        0
NEWFIELD EXPL CO                 COMMON    651290108      7346    124400     SH          DEFINED       25      124300     0      100
NEWFIELD EXPL CO                 COMMON    651290108       218      3700     SH          DEFINED     5,2         3700     0        0
NEWMARKET CORP                   COMMON    651587107      1405     70600     SH          DEFINED       16       41300     0    29300
NEWMARKET CORP                   COMMON    651587107        34      1700     SH          DEFINED   16,15         1700     0        0
NEWMARKET CORP                   COMMON    651587107       420     21100     SH          DEFINED    5,16        21100     0        0
NEWMONT MINING CORP HLDG CO      COMMON    651639106     14615    329100     SH          DEFINED        1      329100     0        0
NEWMONT MINING CORP HLDG CO      COMMON    651639106     46595   1049200     SH          DEFINED     1,2      1049200     0        0
NEWMONT MINING CORP HLDG CO      COMMON    651639106     10374    233600     SH          DEFINED     1,3       233600     0        0
NEWMONT MINING CORP HLDG CO      COMMON    651639106      3451     77698     SH          DEFINED       16       77498     0      200
NEWMONT MINING CORP HLDG CO      COMMON    651639106       404      9100     SH          DEFINED    16,9         9100     0        0
NEWMONT MINING CORP HLDG CO      COMMON    651639106        14       325     SH          DEFINED    17,9          325     0        0
NEWMONT MINING CORP HLDG CO      COMMON    651639106      7194    162000     SH          DEFINED        2      162000     0        0
NEWMONT MINING CORP HLDG CO      COMMON    651639106       193      4350     SH          DEFINED       25           0     0     4350
NEWMONT MINING CORP HLDG CO      COMMON    651639106       162      3646     SH          DEFINED        7        3646     0        0
NEWMONT MINING CORP HLDG CO      COMMON    651639106       628     14140     SH          DEFINED        9       14140     0        0
NEWPORT CORP                     COMMON    651824104       324     23000     SH          DEFINED       16       12400     0    10600
NEWPORT CORP                     COMMON    651824104         8       600     SH          DEFINED   16,15          600     0        0
NEWPORT CORP                     COMMON    651824104        41      2900     SH          DEFINED    5,16         2900     0        0
NEWS CORP CL A                   COMMON    65248E104     33012   1769142     SH          DEFINED        1     1769142     0        0
NEWS CORP CL A                   COMMON    65248E104     10124    542554     SH          DEFINED       16      480054     0    62500
NEWS CORP CL A                   COMMON    65248E104      4169    223412     SH          DEFINED   16,15       223412     0        0
NEWS CORP CL A                   COMMON    65248E104      1398     74900     SH          DEFINED    16,9        74900     0        0
NEWS CORP CL A                   COMMON    65248E104       289     15500     SH          DEFINED       24       15500     0        0
NEWS CORP CL A                   COMMON    65248E104        30      1632     SH          DEFINED       25           0     0     1632
NEWS CORP CL A                   COMMON    65248E104       377     20206     SH          DEFINED        7       20206     0        0
NEWS CORP CL A                   COMMON    65248E104       764     40969     SH          DEFINED        9       40969     0        0
NEWS CORP CL B                   COMMON    65248E203       783     40800     SH          DEFINED       16       40800     0        0
NEWS CORP CL B                   COMMON    65248E203       184      9600     SH          DEFINED       24        9600     0        0
NEWS CORP CL B                   COMMON    65248E203        44      2300     SH          DEFINED       25           0     0     2300
NEWS CORP CL B                   COMMON    65248E203       180      9400     SH          DEFINED        7        9400     0        0
NEWS CORP CL B                   COMMON    65248E203       424     22107     SH          DEFINED        9       22107     0        0
NEXTEL COMMUNICATIONS INC        COMMON    65332V103     54030   1800400     SH          DEFINED        1     1800400     0        0
NEXTEL COMMUNICATIONS INC        COMMON    65332V103     57382   1912100     SH          DEFINED     1,2      1912100     0        0
NEXTEL COMMUNICATIONS INC        COMMON    65332V103      3994    133098     SH          DEFINED       16      133098     0        0
NEXTEL COMMUNICATIONS INC        COMMON    65332V103      6818    227180     SH          DEFINED   16,23       227180     0        0
NEXTEL COMMUNICATIONS INC        COMMON    65332V103        15       497     SH          DEFINED    17,9          497     0        0
NEXTEL COMMUNICATIONS INC        COMMON    65332V103      8701    289950     SH          DEFINED        2      289950     0        0
NEXTEL COMMUNICATIONS INC        COMMON    65332V103        75      2510     SH          DEFINED       25           0     0     2510
NEXTEL COMMUNICATIONS INC        COMMON    65332V103       396     13200     SH          DEFINED        7       13200     0        0
NEXTEL COMMUNICATIONS INC        COMMON    65332V103       923     30753     SH          DEFINED        9       30753     0        0
NEXTEL PARTNERS INC              COMMON    65333F107     55015   2815520     SH          DEFINED        1     2815520     0        0
NEXTEL PARTNERS INC              COMMON    65333F107        94      4800     SH          DEFINED       10        4800     0        0
NEXTEL PARTNERS INC              COMMON    65333F107      6583    336900     SH          DEFINED       16      291700     0    45200
NEXTEL PARTNERS INC              COMMON    65333F107      1991    101900     SH          DEFINED   16,23       101900     0        0
NEXTEL PARTNERS INC              COMMON    65333F107       125      6400     SH          DEFINED    16,9         6400     0        0
NEXTEL PARTNERS INC              COMMON    65333F107      2724    139405     SH          DEFINED        2      111000     0    28405
NEXTEL PARTNERS INC              COMMON    65333F107        31      1561     SH          DEFINED        4        1561     0        0
NEXTEL PARTNERS INC              COMMON    65333F107        41      2100     SH          DEFINED    5,16         2100     0        0
NEXEN INC                        COMMON    65334H102     26082    644500     SH          DEFINED     1,3       644500     0        0
NEXEN INC                        COMMON    65334H102       352      8700     SH          DEFINED        2        8700     0        0



                                                                                           
NEXEN INC                        COMMON    65334H102       324      8000     SH          DEFINED       24        8000     0        0
NEXEN INC                        COMMON    65334H102     72653   1795300     SH          DEFINED        3     1795300     0        0
NEXEN INC                        COMMON    65334H102       877     21683     SH          DEFINED        9       21683     0        0
NEXSTAR BROADCASTING GROUP CL    COMMON    65336K103       326     35400     SH          DEFINED       16       20700     0    14700
NEXSTAR BROADCASTING GROUP CL    COMMON    65336K103         6       700     SH          DEFINED   16,15          700     0        0
NEXSTAR BROADCASTING GROUP CL    COMMON    65336K103        85      9200     SH          DEFINED    5,16         9200     0        0
NICE SYS LTD ADR                 COMMON    653656108       275      8800     SH          DEFINED       10        4200     0     4600
NICE SYS LTD ADR                 COMMON    653656108       149      4750     SH          DEFINED   10,16         4750     0        0
NICE SYS LTD ADR                 COMMON    653656108       488     15600     SH          DEFINED   10,23        15600     0        0
NICE SYS LTD ADR                 COMMON    653656108       178      5700     SH          DEFINED   13,15         5700     0        0
NICE SYS LTD ADR                 COMMON    653656108       111      3550     SH          DEFINED        7        3550     0        0
NICHOLAS-APPLGATE C & I II CF    COMMON    65370G109        43      2700     SH          DEFINED       25        2700     0        0
NICOR INC                        COMMON    654086107      8554    231568     SH          DEFINED       16      146768     0    84800
NICOR INC                        COMMON    654086107       174      4700     SH          DEFINED   16,15         4700     0        0
NICOR INC                        COMMON    654086107        26       705     SH          DEFINED       25           0     0      705
NICOR INC                        COMMON    654086107      4606    124700     SH          DEFINED    5,16       124700     0        0
NICOR INC                        COMMON    654086107        26       700     SH          DEFINED        7         700     0        0
NIDEC CORPORATION ADR            COMMON    654090109       199      6478     SH          DEFINED        4        6478     0        0
NIKE INC                         COMMON    654106103    146615   1616657     SH          DEFINED        1     1616657     0        0
NIKE INC                         COMMON    654106103     61216    675000     SH          DEFINED     1,2       675000     0        0
NIKE INC                         COMMON    654106103       221      2440     SH          DEFINED   10,16         2440     0        0
NIKE INC                         COMMON    654106103      2665     29385     SH          DEFINED       16       28085     0     1300
NIKE INC                         COMMON    654106103       916     10100     SH          DEFINED   16,15        10100     0        0
NIKE INC                         COMMON    654106103       254      2800     SH          DEFINED    16,9         2800     0        0
NIKE INC                         COMMON    654106103     33546    369900     SH          DEFINED        2      369900     0        0
NIKE INC                         COMMON    654106103       571      6300     SH          DEFINED       25        1550     0     4750
NIKE INC                         COMMON    654106103        59       649     SH          DEFINED        4         649     0        0
NIKE INC                         COMMON    654106103       675      7440     SH          DEFINED        7        7440     0        0
NIKE INC                         COMMON    654106103       536      5906     SH          DEFINED        9        5906     0        0
NIKU CORP                        COMMON    654113703      1486     73800     SH          DEFINED        1       73800     0        0
NIKU CORP                        COMMON    654113703      1803     89500     SH          DEFINED   16,23        89500     0        0
NTT ADR                          COMMON    654624105     22665   1005087     SH          DEFINED       13      963212     0    41875
NTT ADR                          COMMON    654624105     34306   1521321     SH          DEFINED       16     1469094     0    52227
NISOURCE INC                     COMMON    65473P105        15       670     SH          DEFINED        1           0     0      670
NISOURCE INC                     COMMON    65473P105       621     27242     SH          DEFINED       16       27242     0        0
NISOURCE INC                     COMMON    65473P105        25      1100     SH          DEFINED       25         800     0      300
NISOURCE INC                     COMMON    65473P105       239     10474     SH          DEFINED        9       10474     0        0
NISSAN MOTORS ADR                COMMON    654744408       102      4656     SH          DEFINED        4        4656     0        0
NOKIA OYJ ADR                    COMMON    654902204    120101   7664385     SH          DEFINED        1     7664385     0        0
NOKIA OYJ ADR                    COMMON    654902204     85779   5474100     SH          DEFINED     1,2      5474100     0        0
NOKIA OYJ ADR                    COMMON    654902204     17311   1104730     SH          DEFINED       13     1048530     0    56200
NOKIA OYJ ADR                    COMMON    654902204     58313   3721337     SH          DEFINED       16     3596377     0   124960
NOKIA OYJ ADR                    COMMON    654902204      6347    405072     SH          DEFINED   16,23       405072     0        0
NOKIA OYJ ADR                    COMMON    654902204      6688    426820     SH          DEFINED        2      426820     0        0
NOKIA OYJ ADR                    COMMON    654902204      1357     86584     SH          DEFINED       25        6550     0    80034
NOKIA OYJ ADR                    COMMON    654902204         7       432     SH          DEFINED        4         432     0        0
NOKIA OYJ ADR                    COMMON    654902204       146      9330     SH          DEFINED        7        9330     0        0
NOBLE ENERGY INC                 COMMON    655044105      9280    150495     SH          DEFINED        1      150000     0      495
NOBLE ENERGY INC                 COMMON    655044105       308      5000     SH          DEFINED       10        5000     0        0
NOBLE ENERGY INC                 COMMON    655044105     21220    344150     SH          DEFINED       16      320950     0    23200
NOBLE ENERGY INC                 COMMON    655044105      1110     18000     SH          DEFINED   16,15        18000     0        0
NOBLE ENERGY INC                 COMMON    655044105      1159     18800     SH          DEFINED    16,9        18800     0        0
NOBLE ENERGY INC                 COMMON    655044105      1001     16234     SH          DEFINED       25       12300     0     3934
NOBLE ENERGY INC                 COMMON    655044105       136      2200     SH          DEFINED    5,16         2200     0        0



                                                                                           
NOMURA HOLDINGS INC ADR          COMMON    65535H208      9284    637650     SH          DEFINED       13      606865     0    30785
NOMURA HOLDINGS INC ADR          COMMON    65535H208     21662   1487762     SH          DEFINED       16     1487762     0        0
NOMURA HOLDINGS INC ADR          COMMON    65535H208       364     25000     SH          DEFINED        7       25000     0        0
NORANDA INC                      COMMON    655422103         3       143     SH          DEFINED        9         143     0        0
NORDSON CORP                     COMMON    655663102      4167    104000     SH          DEFINED        1      104000     0        0
NORDSTROM INC                    COMMON    655664100     31023    663870     SH          DEFINED        1      663870     0        0
NORDSTROM INC                    COMMON    655664100     21029    450000     SH          DEFINED     1,2       450000     0        0
NORDSTROM INC                    COMMON    655664100       125      2680     SH          DEFINED   10,16         2680     0        0
NORDSTROM INC                    COMMON    655664100      6786    145225     SH          DEFINED       16      134825     0    10400
NORDSTROM INC                    COMMON    655664100       911     19500     SH          DEFINED    16,9        19500     0        0
NORDSTROM INC                    COMMON    655664100      5131    109800     SH          DEFINED        2      109800     0        0
NORDSTROM INC                    COMMON    655664100       126      2700     SH          DEFINED       24        2700     0        0
NORDSTROM INC                    COMMON    655664100        80      1708     SH          DEFINED       25           0     0     1708
NORDSTROM INC                    COMMON    655664100        59      1267     SH          DEFINED        4        1267     0        0
NORDSTROM INC                    COMMON    655664100        23       500     SH          DEFINED        9         500     0        0
NORFOLK SOUTHERN CORP            COMMON    655844108     62732   1733400     SH          DEFINED        1     1733400     0        0
NORFOLK SOUTHERN CORP            COMMON    655844108     30906    854000     SH          DEFINED     1,2       854000     0        0
NORFOLK SOUTHERN CORP            COMMON    655844108        25       700     SH          DEFINED       10         700     0        0
NORFOLK SOUTHERN CORP            COMMON    655844108      2077     57400     SH          DEFINED   10,16        57400     0        0
NORFOLK SOUTHERN CORP            COMMON    655844108       369     10200     SH          DEFINED    10,8        10200     0        0
NORFOLK SOUTHERN CORP            COMMON    655844108     27950    772308     SH          DEFINED       16      710508     0    61800
NORFOLK SOUTHERN CORP            COMMON    655844108       767     21200     SH          DEFINED   16,15        21200     0        0
NORFOLK SOUTHERN CORP            COMMON    655844108      1788     49400     SH          DEFINED    16,9        49400     0        0
NORFOLK SOUTHERN CORP            COMMON    655844108       329      9100     SH          DEFINED        2        9100     0        0
NORFOLK SOUTHERN CORP            COMMON    655844108       333      9208     SH          DEFINED       24        9208     0        0
NORFOLK SOUTHERN CORP            COMMON    655844108       451     12467     SH          DEFINED       25        5400     0     7067
NORFOLK SOUTHERN CORP            COMMON    655844108      1144     31600     SH          DEFINED    5,16        31600     0        0
NORFOLK SOUTHERN CORP            COMMON    655844108       347      9600     SH          DEFINED        7        9600     0        0
NORFOLK SOUTHERN CORP            COMMON    655844108      1040     28735     SH          DEFINED        9       28735     0        0
NORFOLK SOUTHERN CORP            COMMON    655844108        42      1158     SH          DEFINED    9,11         1158     0        0
NORTEL NETWORKS CORPORATION      COMMON    656568102       863    248700     SH          DEFINED       16      248700     0        0
NORTEL NETWORKS CORPORATION      COMMON    656568102        42     12100     SH          DEFINED       25           0     0    12100
NORTEL NETWORKS CORPORATION      COMMON    656568102        80     23000     SH          DEFINED        6       23000     0        0
NORTEL NETWORKS CORPORATION      COMMON    656568102         2       600     SH          DEFINED        7         600     0        0
NORTEL NETWORKS CORP             COMMON    656568102       506    146351     SH          DEFINED        9      146351     0        0
NORTH AMERICAN GALVANIZING       COMMON    65686Y109         5      2600     SH          DEFINED        7        2600     0        0
NORTH EUROPEAN OIL RTY TRUST     COMMON    659310106        14       600     SH          DEFINED       25         600     0        0
NORTH FORK BANCORPORATION        COMMON    659424105     33994   1178300     SH          DEFINED        1     1178300     0        0
NORTH FORK BANCORPORATION        COMMON    659424105      6079    210698     SH          DEFINED       16      200198     0    10500
NORTH FORK BANCORPORATION        COMMON    659424105       722     25011     SH          DEFINED    16,9        25011     0        0
NORTH FORK BANCORPORATION        COMMON    659424105      2516     87200     SH          DEFINED        2       87200     0        0
NORTH FORK BANCORPORATION        COMMON    659424105        94      3244     SH          DEFINED       24        3244     0        0
NORTH FORK BANCORPORATION        COMMON    659424105        65      2250     SH          DEFINED       25        2250     0        0
NORTH FORK BANCORPORATION        COMMON    659424105    106650   3696700     SH          DEFINED        3     3696700     0        0
NORTH FORK BANCORPORATION        COMMON    659424105         1        35     SH          DEFINED        4          35     0        0
NORTH FORK BANCORPORATION        COMMON    659424105       457     15827     SH          DEFINED        7       15827     0        0
NORTH FORK BANCORPORATION        COMMON    659424105       565     19574     SH          DEFINED        9       19574     0        0
NORTH PITTSBURGH SYSTEMS         COMMON    661562108       920     37200     SH          DEFINED       16       21200     0    16000
NORTH PITTSBURGH SYSTEMS         COMMON    661562108        22       900     SH          DEFINED   16,15          900     0        0
NORTH PITTSBURGH SYSTEMS         COMMON    661562108       200      8100     SH          DEFINED    5,16         8100     0        0
NORTHEAST UTILS                  COMMON    664397106        26      1400     SH          DEFINED       16        1400     0        0
NORTHEAST UTILS                  COMMON    664397106       104      5500     SH          DEFINED    16,9         5500     0        0
NORTHEAST UTILS                  COMMON    664397106       132      6977     SH          DEFINED       25        6971     0        6
NORTHEAST UTILS                  COMMON    664397106        68      3600     SH          DEFINED        7        3600     0        0



                                                                                           
NORTHERN TRUST CORP              COMMON    665859104      6252    128700     SH          DEFINED        1      128700     0        0
NORTHERN TRUST CORP              COMMON    665859104      1551     31929     SH          DEFINED       16       31929     0        0
NORTHERN TRUST CORP              COMMON    665859104       687     14140     SH          DEFINED       25         300     0    13840
NORTHERN TRUST CORP              COMMON    665859104      1507     31031     SH          DEFINED        7       31031     0        0
NORTHERN TRUST CORP              COMMON    665859104       303      6237     SH          DEFINED        9        6237     0        0
NORTHROP GRUMMAN CORP            COMMON    666807102     80311   1477400     SH          DEFINED        1     1475280     0     2120
NORTHROP GRUMMAN CORP            COMMON    666807102     38052    700000     SH          DEFINED     1,2       700000     0        0
NORTHROP GRUMMAN CORP            COMMON    666807102      3144     57830     SH          DEFINED   10,16        57830     0        0
NORTHROP GRUMMAN CORP            COMMON    666807102      1255     23085     SH          DEFINED       13       23085     0        0
NORTHROP GRUMMAN CORP            COMMON    666807102      9579    176215     SH          DEFINED       16      173915     0     2300
NORTHROP GRUMMAN CORP            COMMON    666807102       342      6300     SH          DEFINED    16,9         6300     0        0
NORTHROP GRUMMAN CORP            COMMON    666807102      1609     29600     SH          DEFINED        2       29600     0        0
NORTHROP GRUMMAN CORP            COMMON    666807102        33       600     SH          DEFINED       24         600     0        0
NORTHROP GRUMMAN CORP            COMMON    666807102        43       782     SH          DEFINED       25          12     0      770
NORTHROP GRUMMAN CORP            COMMON    666807102         2        33     SH          DEFINED        4          33     0        0
NORTHROP GRUMMAN CORP            COMMON    666807102        11       200     SH          DEFINED        6         200     0        0
NORTHROP GRUMMAN CORP            COMMON    666807102       161      2964     SH          DEFINED        7        2964     0        0
NORTHROP GRUMMAN CORP            COMMON    666807102       550     10123     SH          DEFINED        9       10123     0        0
NORTHWEST BANCORP INC            COMMON    667328108        38      1525     SH          DEFINED        7        1525     0        0
NOVA CHEMICALS CORP              COMMON    66977W109     18623    395250     SH          DEFINED     1,3       395250     0        0
NOVA CHEMICALS CORP              COMMON    66977W109       271      5750     SH          DEFINED        2        5750     0        0
NOVA CHEMICALS CORP              COMMON    66977W109      4553     96640     SH          DEFINED        3       96640     0        0
NOVADEL PHARMA INC               COMMON    66986X106        11      6500     SH          DEFINED       25           0     0     6500
NOVARTIS ADR                     COMMON    66987V109     33958    671900     SH          DEFINED        1      671900     0        0
NOVARTIS ADR                     COMMON    66987V109     27981    553645     SH          DEFINED       13      521915     0    31730
NOVARTIS ADR                     COMMON    66987V109     72657   1437608     SH          DEFINED       16     1396004     0    41604
NOVARTIS ADR                     COMMON    66987V109      1450     28700     SH          DEFINED        2       28700     0        0
NOVARTIS ADR                     COMMON    66987V109      1471     29100     SH          DEFINED       21       29100     0        0
NOVARTIS ADR                     COMMON    66987V109      2031     40180     SH          DEFINED       25       34775     0     5405
NOVARTIS ADR                     COMMON    66987V109     21242    420300     SH          DEFINED        3      420300     0        0
NOVARTIS ADR                     COMMON    66987V109      1974     39055     SH          DEFINED        6       39055     0        0
NOVARTIS ADR                     COMMON    66987V109     19252    380920     SH          DEFINED        7      380920     0        0
NOVELL INC                       COMMON    670006105     29817   4417400